0001752724-23-035009.txt : 20230223 0001752724-23-035009.hdr.sgml : 20230223 20230223100939 ACCESSION NUMBER: 0001752724-23-035009 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20221231 FILED AS OF DATE: 20230223 DATE AS OF CHANGE: 20230223 PERIOD START: 20221231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Variable Insurance Products Fund V CENTRAL INDEX KEY: 0000823535 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-05361 FILM NUMBER: 23657051 BUSINESS ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 BUSINESS PHONE: 617-563-7000 MAIL ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 FORMER COMPANY: FORMER CONFORMED NAME: FIDELITY BOSTON STREET TRUST DATE OF NAME CHANGE: 19951101 FORMER COMPANY: FORMER CONFORMED NAME: SPARTAN U S TREASURY MONEY MARKET FUND DATE OF NAME CHANGE: 19920703 FORMER COMPANY: FORMER CONFORMED NAME: FIDELITY U S TREASURY MONEY MARKET FUND L P DATE OF NAME CHANGE: 19900828 0000823535 S000017666 Strategic Income Portfolio C000048809 Initial Class C000048810 Investor Class C000048811 Service Class C000048812 Service Class 2 NPORT-P 1 primary_doc.xml 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 2022-12-31 N 1404311892.56 28777061.07 1375534831.49 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 11489204.10000000 0.00000000 0.00000000 134424.89000000 EUR USD N Bloomberg US Universal Bond Index 19807815 HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 N/A 1025000.00000000 PA 1113054.98000000 0.080917978557 Long DBT CORP GB N 2 2032-11-16 Variable 0.06364000 N N N N N N 1MDB GLOBAL INVESTMENTS LTD N/A N/A 3000000.00000000 PA USD 2931187.50000000 0.213094385754 Long DBT CORP VG N 2 2023-03-09 Fixed 0.04400000 N N N N N N NIGERIA REPUBLIC OF 549300GSBZD84TNEQ285 65412JAJ2 395000.00000000 PA USD 361918.75000000 0.026311129439 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 119712.34000000 0.008702966821 Long EC CORP US N 1 N N N TEMPUR SEALY INTERNATIONAL INC 549300HFEKVR3US71V91 88023U101 31900.00000000 NS USD 1095127.00000000 0.079614632427 Long EC CORP US N 1 N N N TAPESTRY INC 549300LJNVY5SW3VTN33 876030107 9300.00000000 NS USD 354144.00000000 0.025745912927 Long EC CORP US N 1 N N N EGYPT, (ARAB) REPUBLIC OF 529900GFIVH4086NMH82 03846JW89 340000.00000000 PA USD 223550.00000000 0.016251860358 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 367461.29000000 0.026714066527 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 525000.00000000 PA USD 464310.00000000 0.033754870423 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 533950.00000000 0.038817628443 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 292080.30000000 0.021233944303 Long DBT NUSS PK N 2 2026-04-08 Fixed 0.06000000 N N N N N N PG and E CORP 8YQ2GSDWYZXO2EDN3511 69338CAH4 1638000.00000000 PA USD 1623159.72000000 0.118002080561 Long LON CORP US N 2 2025-06-23 Variable 0.07437500 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 N/A 1000000.00000000 PA 1071362.02000000 0.077886942262 Long DBT CORP ES N 2 2033-02-23 Variable 0.06250000 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 71645WAQ4 309000.00000000 PA USD 292835.44000000 0.021288842223 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 448500.00000000 0.032605499310 Long DBT NUSS TR N 2 2028-02-17 Fixed 0.05125000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F022626 500000.00000000 PA USD 424296.90000000 0.030845958261 Long ABS-MBS USGA US N 2 2053-02-01 Fixed 0.02500000 N N N N N N ARGENTINA REPUBLIC OF 549300KPBYGYF7HCHO27 040114HS2 7000308.00000000 PA USD 1893583.31000000 0.137661603810 Long DBT NUSS AR N 2 2030-07-09 Variable 0.00500000 N N N N N N SRS DISTRIBUTION INC 549300ZQ3XP75BCYM468 78471RAC0 230000.00000000 PA USD 185959.60000000 0.013519076052 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 1439839.44000000 0.104674880420 Long EP CORP US N 2 N N N ALLIANT HLDGS INTERMEDIATE LLC 5493006Q26653NF8SI73 01881UAJ4 636570.00000000 PA USD 621336.88000000 0.045170566806 Long LON CORP US N 2 2027-11-12 Variable 0.07853860 N N N N N N TRICER HOLDCO S.C.A. N/A N/A 16755.00000000 NS USD 0.17000000 0.000000012358 Long EC CORP LU Y 3 N N N BAIDU INC 254900AL64IANZYI1E02 056752AT5 270000.00000000 PA USD 213902.10000000 0.015550467723 Long DBT CORP KY N 2 2030-10-09 Fixed 0.02375000 N N N N N N VALVOLINE INC 549300CMHPBEY6VPOT75 92047WAD3 435000.00000000 PA USD 422002.60000000 0.030679164957 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 463543.44000000 0.033699142281 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 385050.00000000 0.027992748070 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 341012.04000000 0.024791232631 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 464591.84000000 0.033775359908 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 703465.31000000 0.051141221137 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 131276.25000000 0.009543651457 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 304536.84000000 0.022139522244 Long DBT CORP US N 2 2028-08-15 Fixed 0.07125000 N N N N N N PECF USS INTERMEDIATE HOLDING III CORP 254900DIL842DEXPYJ91 69291LAB2 103950.00000000 PA USD 86379.33000000 0.006279690490 Long LON CORP US N 2 2028-12-17 Variable 0.08633570 N N N N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 12653CAK4 295000.00000000 PA USD 282754.55000000 0.020555971650 Long DBT CORP US N 2 2031-01-15 Fixed 0.07375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828Z78 4595000.00000000 PA USD 4148602.92000000 0.301599263430 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 1533122.50000000 0.111456465143 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 331264.70000000 0.024082610808 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 764227.68000000 0.055558584377 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 224248.75000000 0.016302658781 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 1185000.00000000 PA USD 1100509.50000000 0.080005934768 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 979314.00000000 0.071195143705 Long EC CORP US N 1 N N N UST BILLS 254900HROIFWPRGM1V77 912796XZ7 640000.00000000 PA USD 637446.73000000 0.046341736712 Long DBT UST US N 2 2023-02-09 Fixed 0.00000000 N N N N N N SPRINT CAPITAL CORP 549300L17W0GQBR1PO80 852060AD4 5882000.00000000 PA USD 6105163.08000000 0.443839220951 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 351980.90000000 0.025588657730 Long DBT CORP US N 2 2029-06-30 Fixed 0.04875000 N N N N N N TOPBUILD CORP 5493007YSKHOL4RWII46 89055FAB9 305000.00000000 PA USD 250070.98000000 0.018179908954 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 193000.00000000 0.014030906057 Long EP CORP GE N 2 N N N OMAN SULTANATE 549300SZ20F0QTKNQC75 682051AJ6 920000.00000000 PA USD 856347.50000000 0.062255602722 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 35800.00000000 0.002602624025 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 0.000000000726 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 381573.75000000 0.027740028188 Long DBT CORP HK N 2 2030-11-02 Fixed 0.03421000 N N N N N N EMIRATE OF ABU DHABI 213800FER4348CINTA77 29135LAF7 1915000.00000000 PA USD 1409679.38000000 0.102482274365 Long DBT NUSS AE N 2 2049-09-30 Fixed 0.03125000 N N N N N N BARCLAYS PLC (UNGTD) 213800LBQA1Y9L22JB70 N/A 1286000.00000000 PA 1359179.22000000 0.098810963480 Long DBT CORP GB N 2 2034-01-29 Variable 0.05262000 N N N N N N PILGRIMS PRIDE CORP NEW 549300ZSLGV64ZL3HD75 72147KAF5 1020000.00000000 PA USD 867566.10000000 0.063071183668 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 774397.58000000 0.056297925888 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 675965.29800000 PA USD 620245.68000000 0.045091237662 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 3042436.88000000 0.221182103887 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 508230.24000000 0.036947827736 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 225071.17000000 0.016362447889 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 720728.75000000 0.052396255878 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 1344042.70000000 0.097710553686 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 529157.20000000 0.038469196699 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 282780.00000000 0.020557821839 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 1049451.00000000 0.076294033126 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 175083.75000000 0.012728412686 Long EP CORP US N 2 N N N RUSSIA FEDN MINISTRY FINANCE 5493004EHVGF71PDBU58 N/A 600000.00000000 PA USD 174000.00000000 0.012649625150 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 1366789.38000000 0.099364214464 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 0.000001571025 Long EC CORP US N 3 N N N UST NOTES 254900HROIFWPRGM1V77 91282CDL2 860000.00000000 PA USD 746822.66000000 0.054293256913 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 159579.67000000 0.011601281650 Long EC CORP US Y 1 N N N FREEPORT INDONESIA PT 549300T4HTQHRKLNE619 69377FAC0 265000.00000000 PA USD 229916.65000000 0.016714709416 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 881027.00000000 0.064049777572 Long EC CORP US N 1 N N N 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC N/A 68245XAJ8 560000.00000000 PA USD 501427.33000000 0.036453263016 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 508640.00000000 0.036977616877 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 117022.50000000 0.008507418156 Long DBT NUSS OM N 2 2027-03-08 Fixed 0.05375000 N N N N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 168863DV7 200000.00000000 PA USD 170100.00000000 0.012366099069 Long DBT NUSS CL N 2 2034-01-31 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H020618 -5175000.00000000 PA USD -4341669.75000000 -0.31563502796 Short ABS-MBS USGA US N 2 2053-01-01 Fixed 0.02000000 N N N N N N MGM RESORTS INTERNATIONAL 54930066VBP7DZEGGJ87 552953CG4 1485000.00000000 PA USD 1492738.34000000 0.108520577293 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 201529.25000000 0.014650973962 Long DBT CORP MY N 2 2061-04-28 Fixed 0.03404000 N N N N N N SAUDI ARABIA KINGDOM OF 54930044PULMORCKB765 80413TAW9 620000.00000000 PA USD 441091.25000000 0.032066890630 Long DBT NUSS SA N 2 2061-02-02 Fixed 0.03450000 N N N N N N BOXER PARENT CO INC 5493006T045HLTF7YX04 05988HAE7 1605406.06000000 PA USD 1534447.11000000 0.111552762959 Long LON CORP US N 2 2025-10-02 Variable 0.08133570 N N N N N N ABG INTERMEDIATE HLDGS 2 LLC 54930020NXD0RJB64985 00076VAZ3 248750.01000000 PA USD 240354.70000000 0.017473545162 Long LON CORP US N 2 2028-12-21 Variable 0.07923040 N N N N N N BROOKFIELD RESIDENTIAL PPTYS INC / BROOKFIELD RESIDENTIAL US CORP N/A 11283YAD2 405000.00000000 PA USD 315765.30000000 0.022955820003 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 551103.51000000 0.040064671383 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 219017.50000000 0.015922352163 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 650235.00000000 0.047271431090 Long DBT NUSS MX N 2 2040-01-11 Fixed 0.06050000 N N N N N N ABG INTERMEDIATE HLDGS 2 LLC 54930020NXD0RJB64985 00076VAY6 50000.00000000 PA USD 45500.00000000 0.003307804277 Long LON CORP US N 2 2029-12-20 Variable 0.10423040 N N N N N N CCO HLDGS LLC/CCO HLDGS CAP CORP N/A 1248EPCB7 4800000.00000000 PA USD 4340496.00000000 0.315549697516 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 523199.93000000 0.038036109157 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 337025.60000000 0.024501422449 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 541050.43000000 0.039333822569 Long DBT CORP US N 2 2030-09-01 Fixed 0.05000000 N N N N N N GAINWELL ACQUISITION CORP N/A 59909TAC8 969276.90000000 PA USD 907485.50000000 0.065973283934 Long LON CORP US N 2 2027-10-01 Variable 0.07674140 N N N N N N CAS CAPITAL NO 1 LTD 254900REJZW5L9QRTD85 N/A 800000.00000000 PA USD 619872.00000000 0.045064071502 Long EP CORP VG N 2 N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724AU6 110000.00000000 PA USD 23361.25000000 0.001698339399 Long DBT NUSS UA N 2 2029-09-01 Fixed 0.07750000 N N N N N N PIKE CORP 549300P4EKEP6HK0NC58 721283AA7 1415000.00000000 PA USD 1237049.60000000 0.089932262831 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 257439.00000000 0.018715556604 Long DBT CORP CA N 2 2028-02-15 Fixed 0.03875000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 706451BG5 1965000.00000000 PA USD 1418140.50000000 0.103097389287 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 841469.60000000 0.061173994342 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 221085.20000000 0.016072671875 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 751064.06000000 0.054601602431 Long DBT UST US N 2 2023-05-31 Fixed 0.01625000 N N N N N N CCO HLDGS LLC/CCO HLDGS CAP CORP N/A 1248EPBX0 335000.00000000 PA USD 304176.65000000 0.022113336793 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 150649.38000000 0.010952058541 Long DBT NUSS HU N 2 2031-09-22 Fixed 0.02125000 N N N N N N 180 MEDICAL INC 254900ZB648OPWVFVX59 682357AA6 300000.00000000 PA USD 257910.00000000 0.018749797831 Long DBT CORP US N 2 2029-10-15 Fixed 0.03875000 N N N N N N SPIRIT LOYALTY CAYMAN LTD / SPIRIT IP CAYMAN LTD N/A 84859BAB7 150000.00000000 PA USD 150769.50000000 0.010960791144 Long DBT CORP KY N 2 2025-09-20 Fixed 0.08000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWE66 2249999.33000000 PA USD 2169497.05000000 0.157720255447 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 0.04500000 N N N N N N ZIGGO BV 213800TQASLF9JXH5J59 98955DAA8 430000.00000000 PA USD 359811.10000000 0.026157905402 Long DBT CORP NL N 2 2030-01-15 Fixed 0.04875000 N N N N N N IHS HOLDING LTD 213800CLGMKL63VKTD94 44963HAA3 415000.00000000 PA USD 344398.13000000 0.025037397971 Long DBT CORP KY N 2 2026-11-29 Fixed 0.05625000 N N N N N N SOTHEBYS 549300P5BAAMQQ7VL735 835898AH0 295000.00000000 PA USD 276600.68000000 0.020108591485 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 95375.00000000 0.006933666659 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 414908.05000000 0.030163398301 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 334334.38000000 0.024305773459 Long DBT CORP CA N 2 2030-02-15 Fixed 0.06500000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123CY4 185000.00000000 PA USD 148925.00000000 0.010826697848 Long DBT NUSS TR N 2 2030-03-13 Fixed 0.05250000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724AW2 370000.00000000 PA USD 105403.75000000 0.007662746706 Long DBT NUSS UA N 2 2041-08-01 Variable 0.00000000 N N N N N N AXA SA F5WCUMTUM4RKZ1MAIE39 N/A 1492000.00000000 PA 1454329.64000000 0.105728303399 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 390182.98000000 0.028365910558 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 3137192.37000000 0.228070732792 Long DBT UST US N 2 2026-03-31 Fixed 0.02250000 N N N N N N XPO INC 54930096DB9LCLPN7H13 983793AH3 515000.00000000 PA USD 519847.78000000 0.037792411220 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 711363.30000000 0.051715397074 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 0.032546431377 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 109990.00000000 0.007996162473 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 232098.16000000 0.016873303000 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 1477000.00000000 PA 1230110.46000000 0.089427794326 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 193155.60000000 0.014042218021 Long DBT CORP VG N 2 2030-05-13 Fixed 0.02700000 N N N N N N JAPAN GOVERNMENT OF 353800WZS8AXZXFUC241 N/A 230600000.00000000 PA 1701825.89000000 0.123721032069 Long DBT NUSS JP N 2 2030-12-20 Fixed 0.00100000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 77586RAK6 470000.00000000 PA USD 415010.00000000 0.030170809964 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 211959.76000000 0.015409261557 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 268837.50000000 0.019544216100 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 320983.43000000 0.023335172810 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 181956.58000000 0.013228060521 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 1418250.44000000 0.103105381814 Long DBT CORP US N 2 2027-02-15 Fixed 0.05625000 N N N N N N ASML HOLDING NV 724500Y6DUVHQD6OXN27 N/A 500.00000000 NS USD 273200.00000000 0.019861365466 Long EC CORP NL N 1 N N N SAUDI ARABIAN OIL COMPANY 5586006WD91QHB7J4X50 80414L2F1 355000.00000000 PA USD 300707.19000000 0.021861110537 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 254946.02000000 0.018534319463 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 529193.50000000 0.038471835673 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 588315.00000000 0.042769909313 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 116562.50000000 0.008473976618 Long DBT CORP US N 2 2027-09-30 Fixed 0.05000000 N N N N N N NBM US HOLDINGS INC 5493008K1QMSP0J8UC24 62877VAB7 900000.00000000 PA USD 868387.50000000 0.063130898623 Long DBT CORP US N 2 2029-08-06 Fixed 0.06625000 N N N N N N TEMPUR SEALY INTERNATIONAL INC 549300HFEKVR3US71V91 88023UAH4 790000.00000000 PA USD 663726.40000000 0.048252242313 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 979087.50000000 0.071178677383 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 1658456.96000000 0.120568154439 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 8831460.87000000 0.642038330678 Long DBT UST US N 2 2052-02-15 Fixed 0.02250000 N N N N N N GHANA REPUBLIC OF 213800PP4399SNNXZ126 374422AH6 255000.00000000 PA USD 87337.50000000 0.006349348486 Long DBT NUSS GH N 2 2049-06-16 Fixed 0.08627000 N N N N N N ENERGEAN PLC 549300RVMKU0CYUZBB05 29280EAA7 550000.00000000 PA USD 506000.00000000 0.036785691530 Long DBT CORP GB N 2 2027-04-30 Fixed 0.06500000 N N N N N N GERMANY FEDERAL REPUBLIC OF 529900AQBND3S6YJLY83 N/A 2915000.00000000 PA 3111456.23000000 0.226199741276 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 128700.00000000 PA USD 126046.21000000 0.009163432805 Long LON CORP US N 2 2028-09-22 Variable 0.08500000 N N N N N N SAUDI ARABIAN OIL COMPANY 5586006WD91QHB7J4X50 80414L2H7 940000.00000000 PA USD 853813.75000000 0.062071401643 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 209562.50000000 0.015234983164 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 32475.00000000 0.002360899866 Long DBT NUSS SV N 2 2027-01-18 Fixed 0.06375000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BQ4 1455000.00000000 PA USD 1186421.55000000 0.086251654472 Long DBT CORP PA N 2 2028-08-01 Fixed 0.04000000 N N N N N N PREMIER ENTERTAINMENT SU N/A 74052HAA2 1020000.00000000 PA USD 752148.00000000 0.054680403780 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 469110.00000000 0.034103825600 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 822281.10000000 0.059779009675 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 0.17000000 0.000000012358 Long EC CORP LU Y 3 N N N BOOZ ALLEN AND HAMILTON INC 549300D7XCH2480XU542 09951LAA1 620000.00000000 PA USD 549296.83000000 0.039933327562 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 274150.56000000 0.019930470223 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 346445.00000000 0.025186203363 Long DBT NUSS PE N 2 2034-01-15 Fixed 0.03000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PDJ4 790000.00000000 PA USD 796073.13000000 0.057873716591 Long DBT NUSS DO N 2 2026-01-29 Fixed 0.06875000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H020626 2700000.00000000 PA USD 2267644.68000000 0.164855489522 Long ABS-MBS USGA US N 2 2053-02-01 Fixed 0.02000000 N N N N N N ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV N/A 68622TAB7 885000.00000000 PA USD 766304.02000000 0.055709532209 Long DBT CORP US N 2 2031-04-30 Fixed 0.05125000 N N N N N N SRS DISTRIBUTION INC 549300ZQ3XP75BCYM468 78466YAN8 301187.50000000 PA USD 287366.01000000 0.020891220158 Long LON CORP US N 2 2028-06-04 Variable 0.07883570 N N N N N N ACRISURE LLC 549300R0Z1Q47XRTGO22 00488PAP0 64350.00000000 PA USD 62151.16000000 0.004518326877 Long LON CORP US N 2 2027-02-15 Variable 0.08633570 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAR1 610000.00000000 PA USD 489525.00000000 0.035587975585 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 2120718.74000000 0.154174121327 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 3237746.40000000 0.235380909728 Long DBT CORP US N 2 2026-03-15 Fixed 0.07125000 N N N N N N DYNASTY ACQUISITION CO INC 549300L1RCRPOAUCB870 26812CAF3 72829.13000000 PA USD 69285.99000000 0.005037021848 Long LON CORP US N 2 2026-04-04 Variable 0.07923040 N N N N N N UC HOLDINGS INC N/A N/A 33750.00000000 NS USD 217350.00000000 0.015801126589 Long EC CORP US N 3 N N N MILLENNIUM ESCROW CORP N/A 60041CAA6 570000.00000000 PA USD 364829.16000000 0.026522713321 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 1441468.44000000 0.104793307083 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 1032399.20000000 0.075054384401 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 1196057.50000000 0.086952178354 Long DBT CORP CA N 2 2026-03-01 Fixed 0.06875000 N N N N N N ADVANCED MICRO DEVICES INC R2I72C950HOYXII45366 007903107 3700.00000000 NS USD 239649.00000000 0.017422241481 Long EC CORP US N 1 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 N/A 1.00000000 NC N/A 3117.56000000 0.000226643479 N/A DFE CORP GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 262527.84000000 USD 248000.00000000 EUR 2023-01-13 3117.56000000 N N N GEORGIA REPUBLIC OF 254900MHQHBC58M2GR84 37311PAB6 480000.00000000 PA USD 432240.00000000 0.031423413650 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 546630.00000000 0.039739451701 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 399387.50000000 0.029035069912 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 330225.00000000 0.024007025663 Long DBT CORP US N 2 2029-08-15 Fixed 0.03875000 N N N N N N CHICAGO BOARD OF TRADE N/A N/A 15.00000000 NC USD 4068.45000000 0.000295772226 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 2023-03-22 2010619.05000000 USD 4068.45000000 N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAH5 1105000.00000000 PA USD 953371.79000000 0.069309171107 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 263325.71000000 PA USD 224369.96000000 0.016311470626 Long DBT CORP LU N 2 2040-12-01 Fixed 0.05750000 N N N N N N QATAR PETROLEUM 254900QTESJKJ3P87J26 74730DAE3 905000.00000000 PA USD 691929.06000000 0.050302547355 Long DBT CORP QA N 2 2041-07-12 Fixed 0.03125000 N N N N N N SOUTHERN GAS CORRIDOR CJSC 213800DG58KG59XY6318 84302LAA0 1185000.00000000 PA USD 1210773.75000000 0.088022034941 Long DBT CORP AZ N 2 2026-03-24 Fixed 0.06875000 N N N N N N ARGENTINA REPUBLIC OF 549300KPBYGYF7HCHO27 040114HV5 1140000.00000000 PA USD 322620.00000000 0.023454149805 Long DBT NUSS AR N 2 2041-07-09 Variable 0.03500000 N N N N N N MODIVCARE ESCROW ISSUER INC N/A 60783XAA2 325000.00000000 PA USD 274072.50000000 0.019924795339 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 105703.13000000 0.007684511331 Long EP CORP IE N 2 N N N UST NOTES 254900HROIFWPRGM1V77 91282CDD0 2000000.00000000 PA USD 1928671.88000000 0.140212507589 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 512893.35000000 0.037286831148 Long DBT CORP US N 2 2025-06-01 Fixed 0.05125000 N N N N N N PREMIER ENTERTAINMENT SU N/A 74052HAB0 575000.00000000 PA USD 406755.00000000 0.029570679759 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 1520503.90000000 0.110539105603 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 325205.98400000 PA USD 265936.38000000 0.019333307591 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 0.01500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H020634 300000.00000000 PA USD 252159.72000000 0.018331758253 Long ABS-MBS USGA US N 2 2053-03-01 Fixed 0.02000000 N N N N N N ECUADOR REPUBLIC OF 5299003Y2U5XK0A35H71 N/A 705000.00000000 PA USD 322449.38000000 0.023441745902 Long DBT NUSS EC N 2 2035-07-31 Variable 0.02500000 N N N N N N ENERGEAN ISRAEL FINANCE LTD 98450044QACBL3F8EB03 N/A 570000.00000000 PA USD 526053.00000000 0.038243524479 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 200215.00000000 0.014555429307 Long EP CORP AE N 2 N N N AXTEL SAB DE CV 549300BVRDR8XTSXAD13 05462GAJ3 100000.00000000 PA USD 81550.00000000 0.005928603051 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 212925.00000000 0.015479433535 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 839685.00000000 0.061044255716 Long DBT NUSS EC N 2 2030-07-31 Variable 0.05500000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918104 1600.00000000 NS USD 383712.00000000 0.027895476814 Long EC CORP US N 1 N N N CROWN CORK and SEAL INC 7HLDMDH0ZXNUH6PT7Z42 228255AJ4 160000.00000000 PA USD 161921.60000000 0.011771537608 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 543568.13000000 0.039516856829 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 361071.09000000 0.026249505409 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 262637.47000000 0.019093480149 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 590447.63000000 0.042924949371 Long DBT CORP US N 2 2030-10-01 Fixed 0.03750000 N N N N N N CHART INDUSTRIES INC EM7QGKC1GYOF3LSZSL80 N/A 85000.00000000 PA USD 83991.05000000 0.006106064933 Long LON CORP US N 2 2029-12-08 Variable 0.00000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDJ6 645000.00000000 PA USD 577481.40000000 0.041982317479 Long DBT CORP US N 2 2028-10-01 Fixed 0.06125000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAM2 1660000.00000000 PA USD 1386100.00000000 0.100768077133 Long EP CORP US N 2 N N N GEORGIAN RAILWAY JSC 2138005UZV4ZT2B2ZO19 37363BAB4 191000.00000000 PA USD 166026.75000000 0.012069977887 Long DBT CORP GE N 2 2028-06-17 Fixed 0.04000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 060505FL3 5125000.00000000 PA USD 4513382.50000000 0.328118372336 Long EP CORP US N 2 N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PCF3 335000.00000000 PA USD 310984.69000000 0.022608274460 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 615111.33000000 0.044717975577 Long DBT UST US N 2 2024-01-31 Fixed 0.02500000 N N N N N N LAM RESEARCH CORP 549300I4GMO6D34U1T02 512807108 800.00000000 NS USD 336240.00000000 0.024444310118 Long EC CORP US N 1 N N N DANA INC KVWHW7YLZPFJM8QYNJ51 235825AJ5 410000.00000000 PA USD 327854.11000000 0.023834664342 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 197024.00000000 0.014323446814 Long DBT CORP NL N 2 2028-05-15 Fixed 0.06125000 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAT7 345000.00000000 PA USD 317745.00000000 0.023099742203 Long DBT NUSS MX N 2 2033-05-19 Fixed 0.04875000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DZ5 290000.00000000 PA USD 210395.00000000 0.015295505077 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 86587.50000000 0.006294824239 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 218128.17000000 0.015857698766 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 195142.50000000 0.014186663654 Long EP CORP KY N 2 N N N FORD MOTOR CO 20S05OYHG0MQM4VUIC57 345370DA5 1255000.00000000 PA USD 941313.13000000 0.068432518642 Long DBT CORP US N 2 2032-02-12 Fixed 0.03250000 N N N N N N CSN RESOURCES SA 222100ZEX458NMOXZP08 12644VAE8 420000.00000000 PA USD 350700.00000000 0.025495537588 Long DBT CORP LU N 2 2032-04-08 Fixed 0.05875000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAL5 585000.00000000 PA USD 506970.44000000 0.036856241542 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 1637068.53000000 0.119013237071 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 0.17000000 0.000000012358 Long EC CORP LU Y 3 N N N GTT COMMUNICATIONS INC 549300ETSL7K1ZX05H30 36250LAP9 745025.67000000 PA USD 335261.55000000 0.024373177786 Long LON CORP US N 2 2025-05-31 Variable 0.10750000 N N N N N N CONNECT US FINCO LLC N/A N/A 472875.00000000 PA USD 466765.46000000 0.033933379898 Long LON CORP US N 2 2026-12-12 Variable 0.07580000 N N N N N N TMK CAPITAL SA 222100TBRQIOGYHYB529 N/A 400000.00000000 PA USD 148125.00000000 0.010768538651 Long DBT CORP LU N 3 2027-02-12 Fixed 0.04300000 Y Y N N N N VISA INC 549300JZ4OKEHW3DPJ59 92826C839 2800.00000000 NS USD 581728.00000000 0.042291041032 Long EC CORP US N 1 N N N GRAY ESCROW II INC N/A 389286AA3 805000.00000000 PA USD 580123.25000000 0.042174377319 Long DBT CORP US N 2 2031-11-15 Fixed 0.05375000 N N N N N N RWE AG 529900GB7KCA94ACC940 N/A 551000.00000000 PA 537087.22000000 0.039045701185 Long DBT CORP DE N 2 2030-05-24 Fixed 0.02750000 N N N N N N TRI POINTE GROUP INC/TRI POINTE HLDGS INC N/A 962178AN9 780000.00000000 PA USD 776185.80000000 0.056427927685 Long DBT CORP US N 2 2024-06-15 Fixed 0.05875000 N N N N N N WESTROCK CO N/A 96145D105 11400.00000000 NS USD 400824.00000000 0.029139502019 Long EC CORP US N 1 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAF7 860000.00000000 PA USD 837124.57000000 0.060858115028 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 230527.50000000 0.016759117597 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 357725.00000000 0.026006248028 Long DBT CORP US N 2 2028-03-01 Fixed 0.04875000 N N N N N N SBA COMMUNICATIONS CORP 5299001HX8ZN8Y8QIT49 78410GAD6 890000.00000000 PA USD 804127.02000000 0.058459226301 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 393238.63000000 0.028588053242 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 329070.10000000 0.023923065593 Long DBT CORP US N 2 2030-04-01 Fixed 0.04625000 N N N N N N NEPTUNE BIDCO US INC 549300VG15T3VCYZ4531 640695AA0 1480000.00000000 PA USD 1394900.00000000 0.101407828290 Long DBT CORP US N 2 2029-04-15 Fixed 0.09290000 N N N N N N ALCOA NEDERLAND HOLDING BV 5493000UL1QLQLT1VQ42 013822AG6 775000.00000000 PA USD 687547.95000000 0.049984045060 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 2072621.00000000 0.150677463961 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 103600.00000000 0.007531615894 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 272928.40000000 0.019841620419 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 8877020.20000000 0.645350448187 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 417462.50000000 0.030349104249 Long DBT CORP IE N 2 2028-01-15 Fixed 0.05000000 N N N N N N ATHENAHEALTH GROUP INC 254900AA3KZN4Q7A5Z33 04686RAB9 1304990.22000000 PA USD 1174960.99000000 0.085418483276 Long LON CORP US N 2 2029-02-15 Variable 0.07821050 N N N N N N CENTRAL PARENT INC/CENTRAL MERGER SUB INC N/A 15477CAA3 425000.00000000 PA USD 415701.78000000 0.030221101675 Long DBT CORP US N 2 2029-06-15 Fixed 0.07250000 N N N N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A -563418.28000000 -0.04095994278 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 43970000.00000000 EUR 46535082.29000000 USD 2023-01-13 -563418.28000000 N N N MTN MAURITIUS INVESTMENTS LTD 2549009PQD415OQIR074 55377XAA4 170000.00000000 PA USD 164666.25000000 0.011971070904 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 920807.01000000 0.066941744325 Long DBT CORP NL N 2 2025-08-01 Fixed 0.06625000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BH9 960000.00000000 PA USD 949830.96000000 0.069051756324 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 333165.00000000 0.024220760708 Long DBT CORP CA N 2 2028-11-24 Fixed 0.05750000 N N N N N N NIGERIA REPUBLIC OF 549300GSBZD84TNEQ285 65412JAH6 280000.00000000 PA USD 189315.00000000 0.013763010260 Long DBT NUSS NG N 2 2038-02-23 Fixed 0.07696000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 455780BJ4 305000.00000000 PA USD 296765.00000000 0.021574517286 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 32172.50000000 0.002338908420 Long DBT NUSS UA N 2 2031-05-21 Fixed 0.06876000 N N N N N N ADOBE INC FU4LY2G4933NH2E1CP29 00724F101 1500.00000000 NS USD 504795.00000000 0.036698089240 Long EC CORP US N 1 N N N GRUPO BIMBO SAB DE CV. 5493000RIXURZEBFEV60 40052VAF1 495000.00000000 PA USD 490452.19000000 0.035655381366 Long EP CORP MX N 2 N N N NBK TIER 1 FINANCING 2 LTD 549300HMWSJFNREWT164 62878WAA6 455000.00000000 PA USD 417405.63000000 0.030344969857 Long EP CORP AE N 2 N N N UST NOTES 254900HROIFWPRGM1V77 912828B66 25768000.00000000 PA USD 25210364.50000000 1.832768165724 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 551650.00000000 0.040104400657 Long DBT NUSS TR N 2 2025-03-13 Fixed 0.04250000 N N N N N N EMIRATE OF DUBAI GOVERNMENT INTERNATIONAL BONDS N/A N/A 330000.00000000 PA USD 297371.25000000 0.021618591052 Long DBT NUSS AE N 2 2043-01-30 Fixed 0.05250000 N N N N N N BARBADOS GOVT OF 529900UD1KUUS4SFD905 067070AH5 594000.00000000 PA USD 547148.25000000 0.039777127955 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 274950.00000000 0.019988588707 Long DBT NUSS NG N 2 2030-02-23 Fixed 0.07143000 N N N N N N POLARIS NEWCO LLC 254900LEPDAG7EDOA064 73108RAB4 316800.00000000 PA USD 288402.05000000 0.020966539225 Long LON CORP US N 2 2028-06-02 Variable 0.07674140 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAH0 870000.00000000 PA USD 757505.26000000 0.055069871199 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 505734.49000000 PA USD 432375.02000000 0.031433229468 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 0.02500000 N N N N N N PITNEY-BOWES INC 549300N2O26NW4ST6W55 724479AQ3 90000.00000000 PA USD 70380.90000000 0.005116620705 Long DBT CORP US N 2 2029-03-15 Fixed 0.07250000 N N N N N N FRONTIER COMMUNICATIONS HOLDINGS LLC N/A 35906ABE7 620000.00000000 PA USD 575713.40000000 0.041853785656 Long DBT CORP US N 2 2027-10-15 Fixed 0.05875000 N N N N N N COINBASE GLOBAL INC 5493004G3J2SC154DU06 19260QAC1 405000.00000000 PA USD 214083.00000000 0.015563618971 Long DBT CORP US N 2 2028-10-01 Fixed 0.03375000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DN4S9 249242.05400000 PA USD 249174.31000000 0.018114721946 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 0.05000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 060505EH3 2910000.00000000 PA USD 2794650.13000000 0.203168256159 Long EP CORP US N 2 N N N CAESARS ENTERTAINMENT INC 5299000BKFWWVND5L441 28470RAK8 3360000.00000000 PA USD 3301368.00000000 0.240006136116 Long DBT CORP US N 2 2027-07-01 Fixed 0.08125000 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153BL5 595000.00000000 PA USD 596487.50000000 0.043364041850 Long DBT CORP LR N 2 2027-08-15 Fixed 0.11625000 N N N N N N UZBEKISTAN REPUBLIC OF 213800L6VDKUM3TCM927 91822Q2E6 395000.00000000 PA USD 322369.38000000 0.023435929983 Long DBT NUSS UZ N 2 2031-10-19 Fixed 0.03900000 N N N N N N ON SEMICONDUCTOR CORP ZV20P4CNJVT8V1ZGJ064 682189105 17765.00000000 NS USD 1108003.05000000 0.080550708323 Long EC CORP US N 1 N N N IQVIA INC 549300PLWY28YB00C717 46266TAA6 640000.00000000 PA USD 610112.00000000 0.044354529309 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 448003.38000000 0.032569395535 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 171125.00000000 0.012440615539 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 508365.00000000 0.036957624653 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 60094.68000000 0.004368822847 Long EC CORP KY N 1 N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M102 3100.00000000 NS USD 373054.00000000 0.027120650924 Long EC CORP US N 1 N N N UZBEKISTAN REPUBLIC OF 213800L6VDKUM3TCM927 91822Q2B2 215000.00000000 PA USD 209530.94000000 0.015232688784 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 289845.39000000 0.021071468592 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 369433.44000000 0.026857439851 Long DBT CORP LU N 2 2031-02-16 Fixed 0.04500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CAM3 1207000.00000000 PA USD 1083753.98000000 0.078787825301 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 847531.05000000 0.061614655666 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 23050.00000000 0.001675711837 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 291294.51000000 0.021176818160 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 398557.78000000 0.028974750102 Long DBT CORP US N 2 2030-06-15 Fixed 0.05875000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325EF8 630000.00000000 PA USD 628740.00000000 0.045708766190 Long DBT NUSS CO N 2 2033-04-20 Fixed 0.08000000 N N N N N N QWEST CORPORATION 549300R2L4N683OO1509 912920AK1 35000.00000000 PA USD 35217.00000000 0.002560240511 Long DBT CORP US N 2 2025-09-15 Fixed 0.07250000 N N N N N N DISCOVERY PURCHASER CORP 2549001LSO1ZBIPA5D65 N/A 910000.00000000 PA USD 827417.50000000 0.060152420793 Long LON CORP US N 2 2029-10-04 Variable 0.00000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RK6 17524000.00000000 PA USD 13192970.74000000 0.959115715427 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 945000.00000000 0.068700550387 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 258921.60000000 0.018823340134 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 5493002W2IVG62O3ZJ94 46556UAB0 785000.00000000 PA USD 764540.94000000 0.055581358065 Long EP CORP KY N 2 N N N LAMB WESTON HOLDINGS INC 5493005SMYID1D2OY946 513272AE4 275000.00000000 PA USD 240267.50000000 0.017467205809 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 566212.50000000 0.041163079773 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 274379.87000000 0.019947140829 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 27787.50000000 0.002020123326 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 366637.19000000 0.026654155286 Long DBT CORP CA N 2 2029-10-01 Fixed 0.04500000 N N N N N N AUSTRALIA, COMMONWEALTH OF 213800J6B7JSBDETCB42 N/A 1600000.00000000 PA 886771.72000000 0.064467412943 Long DBT NUSS AU N 2 2032-11-21 Fixed 0.01750000 N N N N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A 1631.43000000 0.000118603321 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 286508.13000000 USD 269000.00000000 EUR 2023-01-13 1631.43000000 N N N OPTION CARE HEALTH INC 549300DI3Q5ACSYJRI17 68404LAA0 300000.00000000 PA USD 262413.00000000 0.019077161406 Long DBT CORP US N 2 2029-10-31 Fixed 0.04375000 N N N N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 165167735 11474.00000000 NS USD 1082801.38000000 0.078718572239 Long EC CORP US N 1 N N N CCO HLDGS LLC/CCO HLDGS CAP CORP N/A 1248EPCS0 595000.00000000 PA USD 559145.30000000 0.040649301435 Long DBT CORP US N 2 2029-09-01 Fixed 0.06375000 N N N N N N PERFORMANCE FOOD GROUP INC 549300OMUOGBYK0FFO76 71376LAE0 400000.00000000 PA USD 346648.00000000 0.025200961259 Long DBT CORP US N 2 2029-08-01 Fixed 0.04250000 N N N N N N QATAR PETROLEUM 254900QTESJKJ3P87J26 74730DAB9 1260000.00000000 PA USD 1116722.88000000 0.081184631201 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 476602.50000000 0.034648522821 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 869054.06000000 0.063179356865 Long DBT CORP BH N 2 2024-11-07 Fixed 0.07625000 N N N N N N CALIFORNIA RESOURCES CORPORATION 5493003Q8F0T4F4YMR48 13057Q305 63752.00000000 NS USD 2773849.52000000 0.201656072714 Long EC CORP US N 1 N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DS1 535000.00000000 PA USD 396501.88000000 0.028825288238 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 4216143.74000000 0.306509413173 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 0.17000000 0.000000012358 Long EC CORP LU Y 3 N N N GLATFELTER CORP 549300LDQLQBT38QDY28 377320AA4 415000.00000000 PA USD 249539.71000000 0.018141286159 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 1083622.50000000 0.078778266837 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 189750.00000000 0.013794634323 Long DBT CORP AR N 2 2037-09-01 Variable 0.05250000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724AP7 566000.00000000 PA USD 137538.00000000 0.009998874390 Long DBT NUSS UA N 2 2024-09-01 Fixed 0.07750000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123DF4 1165000.00000000 PA USD 1205488.41000000 0.087637796034 Long DBT NUSS TR N 2 2028-01-15 Fixed 0.09875000 N N N N N N MILLICOM INTL CELLULAR SA 549300CTHC1CP86P2G96 600814AR8 645000.00000000 PA USD 541517.81000000 0.039367800625 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 537030.00000000 0.039041541348 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 463487.64000000 0.033695085677 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 945000.00000000 PA USD 694291.50000000 0.050474294369 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 932442.95000000 0.067787665470 Long DBT CORP SE N 2 2033-06-01 Variable 0.03250000 N N N N N N ANTERO RESOURCES CORPORATION APVBKPOULHUX7YZLKU17 03674X106 12900.00000000 NS USD 399771.00000000 0.029062949977 Long EC CORP US N 1 N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DPB72 347378.45300000 PA USD 348586.70000000 0.025341902801 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 0.05000000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 455780BU9 1160000.00000000 PA USD 1118077.60000000 0.081283117984 Long DBT NUSS ID N 2 2045-01-15 Fixed 0.05125000 N N N N N N CABLE ONDA SA 5299008Q5GONPYNF9J32 12686LAA7 1020000.00000000 PA USD 908437.50000000 0.066042493378 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 389375.00000000 0.028307171224 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 369417.30000000 0.026856266489 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 192936.16000000 0.014026264954 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 322065.00000000 0.023413801862 Long DBT CORP MH N 2 2029-08-01 Fixed 0.05500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CFF3 9455000.00000000 PA USD 8609959.38000000 0.625935394938 Long DBT UST US N 2 2032-08-15 Fixed 0.02750000 N N N N N N KAISER ALUMINUM CORP N/A 483007AJ9 595000.00000000 PA USD 519212.32000000 0.037746213917 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 242096.18000000 0.017600149008 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 1207743.87000000 0.087801765709 Long DBT NUSS JP N 2 2056-03-20 Fixed 0.00400000 N N N N N N SABERT CORPORATION 54930029JPYBTHDWT603 78516EAB8 354058.22000000 PA USD 350517.64000000 0.025482280199 Long LON CORP US N 3 2026-12-10 Variable 0.08937500 N N N N N N DARLING INGREDIENTS INC L1N0SPPKS7EXZYUMZ898 237266101 4500.00000000 NS USD 281655.00000000 0.020476035470 Long EC CORP US N 1 N N N CUSHMAN and WAKEFIELD US BORROWER LLC N/A 23166MAA1 650000.00000000 PA USD 620334.00000000 0.045097658437 Long DBT CORP US N 2 2028-05-15 Fixed 0.06750000 N N N N N N PANAMA REPUBLIC OF 549300SHS4T08CL0LP14 698299BN3 400000.00000000 PA USD 296200.00000000 0.021533442354 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 355127.50000000 0.025817412388 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 412687.50000000 0.030001966548 Long DBT CORP US N 2 2029-03-01 Fixed 0.04625000 N N N N N N REPUBLIC OF BENIN 635400Q11P6AE5A5Y230 N/A 275000.00000000 PA 226667.79000000 0.016478520558 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 202593.43000000 0.014728338778 Long DBT CORP US N 2 2028-02-01 Fixed 0.04625000 N N N N N N FIRST QUANTUM MINERALS LTD 549300I7UVBGWRYMYZ18 335934105 21800.00000000 NS 455481.54000000 0.033113050253 Long EC CORP CA N 1 N N N UST NOTES 254900HROIFWPRGM1V77 9128282N9 9671000.00000000 PA USD 9301915.38000000 0.676239900804 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 251000.16000000 0.018247459406 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 59935.94000000 0.004357282609 Long DBT CORP IE N 3 2024-10-09 Fixed 0.04125000 Y Y N N N N SEAWORLD PARKS and ENTERTAINMENT INC 549300UZV72O3371JJ53 81282UAG7 560000.00000000 PA USD 487591.33000000 0.035447399719 Long DBT CORP US N 2 2029-08-15 Fixed 0.05250000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CC4 315000.00000000 PA USD 312338.25000000 0.022706676912 Long DBT CORP US N 2 2027-01-15 Fixed 0.06625000 N N N N N N UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC N/A 91327BAB6 940000.00000000 PA USD 752000.00000000 0.054669644329 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 285598.99000000 0.020762759579 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 208690.00000000 0.015171553291 Long LON CORP KY N 2 2027-10-20 Variable 0.07992570 N N N N N N PETRONAS CAP LTD 549300G7YFX3540OYR85 716743AP4 230000.00000000 PA USD 209746.20000000 0.015248337969 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 155387.50000000 0.011296515103 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 534232.85000000 0.038838191354 Long DBT CORP LU N 2 2026-11-01 Fixed 0.04500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CFY2 4290000.00000000 PA USD 4261176.56000000 0.309783253935 Long DBT UST US N 2 2029-11-30 Fixed 0.03875000 N N N N N N BLACK KNIGHT INFOSERV LLC 549300H5PS5C68DAUX66 092174AA9 690000.00000000 PA USD 598575.00000000 0.043515801003 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 86936.95000000 0.006320228903 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 342508.51000000 0.024900024496 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 147287.77000000 0.010707672872 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 920000.00000000 PA USD 653660.00000000 0.047520425149 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 254362.50000000 0.018491898145 Long DBT CORP NL N 2 2030-02-28 Fixed 0.05125000 N N N N N N BERMUDA GOVERNMENT OF 549300FP5PUZXX9FVJ40 085209AJ3 260000.00000000 PA USD 257936.25000000 0.018751706179 Long DBT NUSS BM N 2 2032-07-15 Fixed 0.05000000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750103 2400.00000000 NS USD 287952.00000000 0.020933821042 Long EC CORP US N 1 N N N ARGENTINA REPUBLIC OF 549300KPBYGYF7HCHO27 040114HT0 3177241.00000000 PA USD 800664.73000000 0.058207521297 Long DBT NUSS AR N 2 2035-07-09 Variable 0.01500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H8U41 300000.00000000 PA USD 282131.19000000 0.020510654004 Long ABS-MBS USGSE US N 2 2032-11-25 Fixed 0.03710000 N N N N N N SAUDI ARABIA KINGDOM OF 54930044PULMORCKB765 80413TAF6 330000.00000000 PA USD 293658.75000000 0.021348696032 Long DBT NUSS SA N 2 2047-10-04 Fixed 0.04625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNGD9 518293.30000000 PA USD 441654.41000000 0.032107831796 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 462723.26000000 0.033639516020 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 241365.99000000 0.017547064928 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 560836.34000000 0.040772238344 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 3415283.74800000 PA USD 3119087.80000000 0.226754548746 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 1762607.14000000 0.128139767866 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 179620.31000000 0.013058216039 Long DBT NUSS PY N 2 2033-01-29 Fixed 0.02739000 N N N N N N ESKOM HLDGS LTD 3789001900ED06F65111 29646AAC0 590000.00000000 PA USD 544275.00000000 0.039568245568 Long DBT CORP ZA N 2 2028-08-10 Fixed 0.06350000 N N N N N N DEVELOPMENT BANK OF MONGOLIA 254900HRWK3OKXS9UW60 25161AAA7 60000.00000000 PA USD 53336.25000000 0.003877491778 Long DBT CORP MN N 2 2023-10-23 Fixed 0.07250000 N N N N N N NXP SEMICONDUCTORS NV 724500M9BY5293JDF951 N/A 1800.00000000 NS USD 284454.00000000 0.020679519957 Long EC CORP NL N 1 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QQVW2 597254.86800000 PA USD 598399.03000000 0.043503008160 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 0.05000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAE0 2950000.00000000 PA USD 2952065.00000000 0.214612159024 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 39047.40000000 0.002838706741 Long EC CORP US N 1 N N N HESS MIDSTREAM PARTNERS LP N/A 428104AA1 595000.00000000 PA USD 550194.48000000 0.039998585815 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 820981.92000000 0.059684560594 Long DBT CORP US N 2 2028-02-15 Fixed 0.06125000 N N N N N N BOUYGUES SA 969500MOCLNQFNZN0D63 N/A 1400000.00000000 PA 1541029.24000000 0.112031277196 Long DBT CORP FR N 2 2042-06-30 Fixed 0.05375000 N N N N N N GALAXY PIPELINE ASSETS BIDCO LTD 549300L82YB0C6JQIC26 36321PAD2 360617.40000000 PA USD 306074.02000000 0.022251273685 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 667225.00000000 0.048506587018 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 1356160.00000000 0.098591469220 Long EC CORP US N 1 N N N RADIOLOGY PARTNERS INC 549300SFTAG2177WUZ08 75041VAA2 965000.00000000 PA USD 541706.51000000 0.039381518926 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 129763.13000000 0.009433649154 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 230931.25000000 0.016788469816 Long DBT CORP US N 2 2029-11-01 Fixed 0.03875000 N N N N N N MDGH GMTN RSC LTD 213800WRY6FRL9IXLT77 55285GAB0 300000.00000000 PA USD 316556.25000000 0.023013321273 Long DBT CORP AE N 2 2033-04-28 Fixed 0.05500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CDW8 2583000.00000000 PA USD 2268802.28000000 0.164939645878 Long DBT UST US N 2 2029-01-31 Fixed 0.01750000 N N N N N N LOWES COS INC WAFCR4OKGSC504WU3E95 548661107 4300.00000000 NS USD 856732.00000000 0.062283555485 Long EC CORP US N 1 N N N ACRISURE LLC / ACRISURE FINANCE INC N/A 00489LAD5 605000.00000000 PA USD 588429.83000000 0.042778257338 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 111787.19000000 0.008126816380 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 142462.86000000 0.010356906763 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 403916.25000000 0.029364305487 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 4788047.90000000 0.348086270909 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 576999.48000000 0.041947282379 Long DBT CORP US N 2 2026-12-01 Fixed 0.05250000 N N N N N N B2W DIGITAL LUX SARL 222100KMO43GQ28M6N31 05609AAA9 850000.00000000 PA USD 536987.50000000 0.039038451641 Long DBT CORP LU N 2 2030-12-20 Fixed 0.04375000 N N N N N N DICKS SPORTING GOODS INC 529900SSBV5I4LWSK313 253393102 5900.00000000 NS USD 709711.00000000 0.051595276524 Long EC CORP US N 1 N N N MEDCO OAK TREE PTE LTD 254900AU06KP3JTGZL51 58405FAA3 210000.00000000 PA USD 199237.50000000 0.014484366039 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 145153.13000000 0.010552486689 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 555780.00000000 0.040404647507 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 1025417.50000000 0.074546821827 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 576993.38000000 0.041946838916 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 760069.94000000 PA USD 698367.69000000 0.050770629286 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QQNK7 249064.77800000 PA USD 248919.25000000 0.018096179340 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 0.05000000 N N N N N N ENDEAVOUR MINING PLC 529900NI5MXQ91GHXR07 29261HAA3 350000.00000000 PA USD 294393.75000000 0.021402129794 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 1472662.64700000 PA USD 1296321.90000000 0.094241299480 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 488475.00000000 0.035511641640 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 469328.44000000 0.034119705968 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 93898.75000000 0.006826344767 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 486496.99000000 0.035367842301 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 246226.07000000 0.017900387861 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 3755472.57000000 0.273019082034 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 268150.00000000 0.019494235541 Long DBT NUSS AO N 2 2032-04-14 Fixed 0.08750000 N N N N N N BRF SA 254900MTXR9LUVQFU480 10552TAG2 345000.00000000 PA USD 290954.47000000 0.021152097594 Long DBT CORP BR N 2 2030-01-24 Fixed 0.04875000 N N N N N N QUEBECOR MEDIA INC 5493006O1E1TBNKPQW25 74819RAP1 790000.00000000 PA USD 788111.90000000 0.057294943171 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 202823.44000000 0.014745060274 Long DBT NUSS UZ N 2 2025-10-21 Fixed 0.04850000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDF6 780000.00000000 PA USD 493545.00000000 0.035880225545 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 0.07000000 0.000000005088 Long EC CORP US N 3 N N N UST NOTES 254900HROIFWPRGM1V77 91282CCC3 73000.00000000 PA USD 68708.40000000 0.004995031636 Long DBT UST US N 2 2024-05-15 Fixed 0.00250000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 912796T33 10000.00000000 PA USD 9939.82000000 0.000722614925 Long DBT UST US N 2 2023-02-23 Fixed 0.00000000 N N N N N N PROOFPOINT INC 529900C5FODDK0WSR085 74345HAB7 307675.00000000 PA USD 295195.70000000 0.021460430753 Long LON CORP US N 2 2028-08-31 Variable 0.07984860 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CDF5 3514000.00000000 PA USD 3033158.51000000 0.220507575712 Long DBT UST US N 2 2028-10-31 Fixed 0.01375000 N N N N N N FRONTIER COMMUNICATIONS HOLDINGS LLC N/A 35906EAQ3 261547.53000000 PA USD 248938.32000000 0.018097565710 Long LON CORP US N 2 2028-05-01 Variable 0.07437500 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CES6 155000.00000000 PA USD 144004.69000000 0.010468996255 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 393300.00000000 0.028592514780 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 540000.00000000 0.039257457364 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 46193.13000000 0.003358194132 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 0.000000002907 Long DBT CORP US N 3 2024-10-01 Fixed 0.07000000 Y Y N N N N NEXSTAR BROADCASTING INC 5493006PK6I4I2OOT688 65336RAW8 122255.20000000 PA USD 121124.34000000 0.008805617802 Long LON CORP US N 2 2026-09-19 Variable 0.06883570 N N N N N N HESS MIDSTREAM PARTNERS LP N/A 428102AF4 275000.00000000 PA USD 251585.42000000 0.018290007220 Long DBT CORP US N 2 2030-10-15 Fixed 0.05500000 N N N N N N FERTITTA ENTERTAINMENT LLC NV N/A 31556PAB3 173687.50000000 PA USD 164808.60000000 0.011981419606 Long LON CORP US N 2 2029-01-27 Variable 0.08323040 N N N N N N ISRAEL, STATE OF 213800T8ZHTFZIBYPE21 46513JXN6 595000.00000000 PA USD 456942.15000000 0.033219235132 Long DBT NUSS IL N 2 2050-01-15 Fixed 0.03375000 N N N N N N BAYER AG 549300J4U55H3WP1XT59 N/A 900000.00000000 PA 842979.37000000 0.061283753104 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 68414.38000000 0.004973656677 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 246601.88000000 0.017927708870 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 6852840.84000000 0.498194642775 Long DBT UST US N 2 2026-02-28 Fixed 0.02500000 N N N N N N KENYA REPUBLIC OF 549300VVURQQYU45PR87 491798AL8 165000.00000000 PA USD 127462.50000000 0.009266395665 Long DBT NUSS KE N 2 2034-01-23 Fixed 0.06300000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAG4 590000.00000000 PA USD 607641.00000000 0.044174890092 Long DBT CORP US N 2 2027-11-15 Fixed 0.11750000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967GD7 2675000.00000000 PA USD 2648918.75000000 0.192573731275 Long EP CORP US N 2 N N N CHENIERE ENERGY PARTNERS LP 5493005UEC8AZ34LDV29 16411QAN1 420000.00000000 PA USD 333776.83000000 0.024265240134 Long DBT CORP US N 2 2032-01-31 Fixed 0.03250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CDQ1 2667000.00000000 PA USD 2388319.33000000 0.173628415313 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 248624.20000000 0.018074729502 Long DBT NUSS ID N 2 2037-02-17 Fixed 0.06625000 N N N N N N ARGENTINA REPUBLIC OF 549300KPBYGYF7HCHO27 040114HU7 2032304.00000000 PA USD 639921.72000000 0.046521665998 Long DBT NUSS AR N 2 2038-01-09 Variable 0.03875000 N N N N N N SCIENTIFIC GAMES INTL INC RLTHESQ0RNFQJWPBJN60 N/A 109725.00000000 PA USD 107961.72000000 0.007848708555 Long LON CORP US N 2 2029-04-07 Variable 0.07417080 N N N N N N GO DADDY OPERATING CO LLC / GD FINANCE CO INC N/A 38016LAC9 610000.00000000 PA USD 510687.08000000 0.037126437536 Long DBT CORP US N 2 2029-03-01 Fixed 0.03500000 N N N N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AH5 1085000.00000000 PA USD 418008.41000000 0.030388791358 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 505797.50000000 0.036770969983 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 131903.75000000 0.009589270077 Long DBT NUSS CO N 2 2051-05-15 Fixed 0.04125000 N N N N N N ALTICE FING SA 549300DIYGW8HVDF7Q17 02154CAH6 1190000.00000000 PA USD 936009.82000000 0.068046973335 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 356000.00000000 0.025880842262 Long DBT NUSS CI N 2 2033-06-15 Fixed 0.06125000 N N N N N N OLYMPUS WATER US HOLDING CORPORATION 549300YU2GGVCBN3MY89 16308NAA2 300000.00000000 PA USD 285750.00000000 0.020773737855 Long DBT CORP US N 2 2027-10-01 Fixed 0.07125000 N N N N N N SOTHEBYS 549300P5BAAMQQ7VL735 08883CAE8 588254.99600000 PA USD 572519.17000000 0.041621568345 Long LON CORP US N 2 2027-01-15 Variable 0.08579140 N N N N N N C and W SENIOR FINANCING DAC 5493009O8OIWZPZRY516 12674TAA4 2745000.00000000 PA USD 2542213.13000000 0.184816339928 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 235348.40000000 0.017109592182 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 1125624.72700000 NS USD 107080680.28000000 7.784657852975 Long EC RF US N 1 N N N CHS/CMNTY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBM1 825000.00000000 PA USD 622080.65000000 0.045224638137 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 131096.01000000 0.009530548191 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 418315.00000000 0.030411080143 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 428384.00000000 0.031143086324 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 2300.00000000 NS USD 501170.00000000 0.036434555383 Long EC CORP US N 1 N N N POLAND REPUBLIC OF 259400R9L8QEP0TPXS31 857524AE2 425000.00000000 PA USD 450410.75000000 0.032744408915 Long DBT NUSS PL N 2 2032-11-16 Fixed 0.05750000 N N N N N N LAMB WESTON HOLDINGS INC 5493005SMYID1D2OY946 513272AD6 555000.00000000 PA USD 490176.00000000 0.035635302631 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 693684.06000000 0.050430134091 Long DBT CORP NL N 2 2025-06-15 Fixed 0.05050000 N N N N N N TENNET HOLDING BV 724500LTUWK3JQG63903 N/A 640000.00000000 PA 590877.44000000 0.042956196126 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 54380.36000000 0.003953397526 Long DBT CORP US N 2 2037-04-01 Fixed 0.07625000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BG6 730000.00000000 PA USD 729029.17000000 0.052999688071 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 3090656.25000000 0.224687603632 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 165627.39000000 0.012040944817 Long DBT CORP US N 2 2028-12-01 Fixed 0.05375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CFQ9 1650000.00000000 PA USD 1645294.93000000 0.119611288084 Long DBT UST US N 2 2024-10-31 Fixed 0.04375000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAJ9 1515000.00000000 PA USD 1124887.50000000 0.081778190871 Long EP CORP US N 2 N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 N/A 1.00000000 NC N/A -50642.39000000 -0.00368165086 N/A DFE CORP CA N 2 ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 10868000.00000000 CAD 7976303.01000000 USD 2023-01-13 -50642.39000000 N N N CARGO AIRCRAFT MANAGEMENT INC 549300GH5J7LOMV44F11 14180LAA4 365000.00000000 PA USD 328500.00000000 0.023881619896 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 455647.71000000 0.033125130645 Long EC CORP BR N 1 N N N BRASKEM IDESA SAPI YH0V7ZHY352ITDGEYB83 10554NAA6 125000.00000000 PA USD 98656.25000000 0.007172210237 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 243200.00000000 0.017680395612 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 309867.50000000 0.022527055869 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 342292.50000000 0.024884320786 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 1346175.00000000 0.097865569753 Long DBT CORP US N 2 2026-10-15 Variable 0.10163570 N N N N N N ESKOM HLDGS LTD 3789001900ED06F65111 29646AAB2 420000.00000000 PA USD 381097.50000000 0.027705405292 Long DBT CORP ZA N 2 2025-02-11 Fixed 0.07125000 N N N N N N OMAN SULTANATE 549300SZ20F0QTKNQC75 682051AF4 195000.00000000 PA USD 176962.50000000 0.012864995923 Long DBT NUSS OM N 2 2047-03-08 Fixed 0.06500000 N N N N N N ATHENAHEALTH GROUP INC 254900AA3KZN4Q7A5Z33 04686RAC7 221739.13000000 PA USD 199645.04000000 0.014513993788 Long LON CORP US N 2 2029-02-15 Variable 0.04580260 N N N N N N ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP N/A 451102BT3 1305000.00000000 PA USD 1253969.35000000 0.091162311654 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 372332.19000000 0.027068176063 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 285450.00000000 0.020751928156 Long DBT CORP US N 2 2029-05-01 Fixed 0.03750000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BP1 930000.00000000 PA USD 817721.10000000 0.059447502257 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 554120.00000000 0.040283967175 Long DBT CORP NL N 2 2023-10-10 Fixed 0.04000000 N N N N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 836205AV6 395000.00000000 PA USD 275216.25000000 0.020007944815 Long DBT NUSS ZA N 2 2046-10-12 Fixed 0.05000000 N N N N N N OLYMPUS WATER US HOLDING CORPORATION 549300YU2GGVCBN3MY89 681639AA8 560000.00000000 PA USD 454638.03000000 0.033051727923 Long DBT CORP US N 2 2028-10-01 Fixed 0.04250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XJM91 198004.32100000 PA USD 186806.23000000 0.013580625202 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 0.04000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TK4 3750000.00000000 PA USD 3351562.50000000 0.243655225827 Long DBT UST US N 2 2042-08-15 Fixed 0.03375000 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914906AX0 830000.00000000 PA USD 793231.00000000 0.057667096596 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 239662.50000000 0.017423222917 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 324615.82100000 PA USD 265453.78000000 0.019298223056 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 591500.00000000 0.043001455612 Long DBT CORP US N 2 2029-12-01 Fixed 0.04625000 N N N N N N HALLIBURTON CO ENYF8GB5SMQZ25S06U51 406216101 900.00000000 NS USD 35415.00000000 0.002574634912 Long EC CORP US N 1 N N N CHART INDUSTRIES INC EM7QGKC1GYOF3LSZSL80 16115QAF7 790000.00000000 PA USD 794179.10000000 0.057736022514 Long DBT CORP US N 2 2030-01-01 Fixed 0.07500000 N N N N N N CAMELOT FIN S A N/A N/A 52092.85000000 PA USD 51194.25000000 0.003721770530 Long LON CORP LU N 2 2026-10-31 Variable 0.07383570 N N N N N N MESQUITE ENERGY INC 549300SB0HTIM17TVR61 N/A 122000.00000000 PA USD 0.01000000 0.000000000726 Long LON CORP US N 3 2049-12-31 Variable 0.00000000 Y Y N N N N NCR CORPORATION NEW 549300YKTY8JX1DV2R67 62886EAU2 485000.00000000 PA USD 464108.49000000 0.033740220849 Long DBT CORP US N 2 2027-09-01 Fixed 0.05750000 N N N N N N ATS CORP 5493005KP4RP3IU7HQ41 001940AC9 460000.00000000 PA USD 396869.60000000 0.028852021113 Long DBT CORP CA N 2 2028-12-15 Fixed 0.04125000 N N N N N N MEDCO LAUREL TREE PTE LTD 254900SX7FFGRREZD046 58406RAA6 640000.00000000 PA USD 566120.00000000 0.041156355116 Long DBT CORP SG N 2 2028-11-12 Fixed 0.06950000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377508 5596.00000000 NS USD 178064.72000000 0.012945126210 Long EC CORP US N 1 N N N DAE FDG LLC 635400SZTPQL3Y1P2C76 23371DAJ3 650000.00000000 PA USD 605637.50000000 0.044029237656 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 790200.00000000 0.057446745942 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 484430.63000000 0.035217620005 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 119212.50000000 0.008666628955 Long DBT NUSS TR N 2 2041-01-14 Fixed 0.06000000 N N N N N N CANADA, GOVERNMENT OF 4BFD7AQU0A75QLAHK410 135087L77 5320000.00000000 PA 3916054.36000000 0.284693216801 Long DBT NUSS CA N 2 2023-02-01 Fixed 0.00250000 N N N N N N ESKOM HLDGS LTD 3789001900ED06F65111 29646AAD8 240000.00000000 PA USD 210600.00000000 0.015310408371 Long DBT CORP ZA N 2 2028-08-10 Fixed 0.08450000 N N N N N N STATE OIL COMPANY OF THE AZERBAIJAN REPUBLIC 2549002HARR1VE257O76 N/A 400000.00000000 PA USD 411325.00000000 0.029902914167 Long DBT CORP AZ N 2 2030-03-18 Fixed 0.06950000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SZ2 16756000.00000000 PA USD 10971252.73000000 0.797599048663 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 433255.63000000 0.031497248930 Long DBT CORP GB N 2 2026-09-04 Fixed 0.05500000 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 69370PAG6 240000.00000000 PA USD 181770.00000000 0.013214496342 Long DBT CORP ID N 2 2050-01-21 Fixed 0.04175000 N N N N N N CAMPOSOL SA RGS 5493008B0STMH3JFSW17 134638AE5 225000.00000000 PA USD 134409.38000000 0.009771426860 Long DBT CORP PE N 2 2027-02-03 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XJUV3 198753.98400000 PA USD 198016.75000000 0.014395618741 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 0.05000000 N N N N N N NESCO HOLDINGS II INC 254900FAHT0HW9T6L409 64083YAA9 715000.00000000 PA USD 625625.00000000 0.045482308821 Long DBT CORP US N 2 2029-04-15 Fixed 0.05500000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46625HJQ4 400000.00000000 PA USD 398456.00000000 0.028967350798 Long EP CORP US N 2 N N N CORPORACION NACIONAL DEL COBRE DE CHILE 549300UVMBCBCIPSUI70 21987BBB3 280000.00000000 PA USD 246102.50000000 0.017891404446 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 159076.88000000 0.011564729322 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 302458.23000000 0.021988409386 Long DBT CORP US N 2 2031-08-15 Fixed 0.04125000 N N N N N N DARLING INGREDIENTS INC L1N0SPPKS7EXZYUMZ898 237266AJ0 675000.00000000 PA USD 659812.50000000 0.047967705716 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 324348.57000000 0.023579815107 Long DBT CORP US N 2 2033-08-15 Fixed 0.03250000 N N N N N N SHRIRAM FINANCE LTD 335800TM2YO24B76XL26 825547AE2 500000.00000000 PA USD 457125.00000000 0.033232528143 Long DBT CORP IN N 2 2025-07-18 Fixed 0.04150000 N N N N N N REPUBLIC OF ARMENIA 5299000H77JSW90G7935 042207AD2 330000.00000000 PA USD 262102.50000000 0.019054588368 Long DBT NUSS AM N 2 2031-02-02 Fixed 0.03600000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAU4 1550000.00000000 PA USD 1526750.00000000 0.110993190797 Long EP CORP US N 2 N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DL6 705000.00000000 PA USD 725437.95000000 0.052738609985 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 117360.00000000 0.008531954067 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 2189889.75000000 0.159202784245 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 216961.88000000 0.015772910655 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 665310.00000000 0.048367368442 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 293720.40000000 0.021353177925 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 262305.00000000 0.019069309914 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 197319.38000000 0.014344920643 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 476668.20000000 0.034653299145 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 459919.51000000 0.033435686212 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 820081.98000000 0.059619135860 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 464100.00000000 0.033739603634 Long DBT CORP US N 2 2030-07-01 Fixed 0.05250000 N N N N N N NIGERIA REPUBLIC OF 549300GSBZD84TNEQ285 65412JAR4 795000.00000000 PA USD 612150.00000000 0.044502689861 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 248244.46000000 0.018047122785 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 560541.49300000 PA USD 510657.67000000 0.037124299458 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 446783.63000000 0.032480720936 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 108900.00000000 0.007916920568 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 790002.19000000 0.057432365354 Long DBT CORP US N 2 2026-09-01 Fixed 0.05500000 N N N N N N ROBLOX CORP N/A 771049AA1 1160000.00000000 PA USD 914312.00000000 0.066469563624 Long DBT CORP US N 2 2030-05-01 Fixed 0.03875000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BL0 7825000.00000000 PA USD 7277250.00000000 0.529048762227 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 110163.75000000 0.008008793923 Long DBT NUSS SV N 2 2050-01-20 Fixed 0.07124600 N N N N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A 126565.90000000 0.009201213746 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 7615000.00000000 GBP 9335107.42000000 USD 2023-01-13 126565.90000000 N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDA5 975000.00000000 PA USD 906983.95000000 0.065936821753 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 475260.02000000 0.034550925874 Long DBT CORP US N 2 2027-06-15 Fixed 0.05875000 N N N N N N TELEFONICA CELULAR DEL PARAGUAY SA 254900R8A8IKGF4THL54 87936VAB3 570000.00000000 PA USD 549800.63000000 0.039969953316 Long DBT CORP PY N 2 2027-04-15 Fixed 0.05875000 N N N N N N ASR NEDERLAND NV 7245000G0HS48PZWUD53 N/A 1628000.00000000 PA 1743215.40000000 0.126730007855 Long DBT CORP NL N 2 2043-12-07 Variable 0.07000000 N N N N N N CCO HLDGS LLC/CCO HLDGS CAP CORP N/A 1248EPBR3 1225000.00000000 PA USD 1185923.14000000 0.086215420565 Long DBT CORP US N 2 2026-05-01 Fixed 0.05500000 N N N N N N INDONESIA ASAHAN ALUMINIUM TBK PT 2549008P48EB9SN2OI80 74445PAF9 610000.00000000 PA USD 581901.88000000 0.042303681933 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 34665.15000000 0.002520121570 Long EC CORP US N 1 N N N ORSTED A/S W9NG6WMZIYEU8VEDOG48 N/A 988000.00000000 PA 966764.82000000 0.070282830930 Long DBT CORP DK N 2 2033-06-14 Fixed 0.02875000 N N N N N N GRAPHIC PACKAGING HOLDING CO N/A 388689101 34200.00000000 NS USD 760950.00000000 0.055320300335 Long EC CORP US N 1 N N N NEXA RESOURCES SA 549300QRMRHM7GAU7L47 65290DAA1 525000.00000000 PA USD 508035.94000000 0.036933702322 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 796537.90000000 0.057907504903 Long DBT CORP GB N 2 2025-10-30 Fixed 0.08500000 N N N N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 836205AW4 285000.00000000 PA USD 269645.63000000 0.019602966339 Long DBT NUSS ZA N 2 2027-09-27 Fixed 0.04850000 N N N N N N PETROLEOS DE VENEZUELA SA 549300YWR8TN1OFD4P06 716558AC5 110000.00000000 PA USD 4950.91000000 0.000359926181 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 865552.50000000 0.062924796972 Long DBT CORP JE N 2 2036-03-31 Fixed 0.02625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CFX4 11000000.00000000 PA USD 11000429.66000000 0.799720182155 Long DBT UST US N 2 2024-11-30 Fixed 0.04500000 N N N N N N PETROLEOS DE VENEZUELA SA 549300YWR8TN1OFD4P06 N/A 480000.00000000 PA USD 21600.00000000 0.001570298294 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 353279.85000000 0.025683090090 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 98503.26000000 PA USD 94070.61000000 0.006838838817 Long LON CORP US N 2 2028-03-31 Variable 0.08073040 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914908BB3 352337.50000000 PA USD 341034.51000000 0.024792866177 Long LON CORP US N 2 2029-01-31 Variable 0.07633570 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91086QAZ1 840000.00000000 PA USD 706545.00000000 0.051365111506 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 167754.06000000 0.012195551589 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 1279038.44000000 0.092984809306 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 787845.00000000 0.057275539809 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 42700.00000000 0.003104247091 Long DBT NUSS UA N 2 2028-09-01 Fixed 0.07750000 N N N N N N CCO HLDGS LLC/CCO HLDGS CAP CORP N/A 1248EPCK7 1005000.00000000 PA USD 806125.58000000 0.058604519605 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 316796.89000000 0.023030815559 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 348189.75000000 0.025313044935 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 359100.00000000 0.026106209147 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 296158.05000000 0.021530392631 Long DBT CORP US N 2 2027-05-01 Fixed 0.05625000 N N N N N N GCM MINING CORP 5493001GJ5TILX6L1F82 38501DAR6 715000.00000000 PA USD 555607.48000000 0.040392105476 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 131561.50000000 0.009564388846 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 177325.00000000 0.012891349309 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 334436.74000000 0.024313214928 Long DBT CORP US N 2 2031-03-15 Fixed 0.03875000 N N N N N N GERMANY FEDERAL REPUBLIC OF 529900AQBND3S6YJLY83 N/A 2205000.00000000 PA 2309358.85000000 0.167888067763 Long DBT NUSS DE N 2 2023-12-15 Fixed 0.00000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QB5W4 869185.34500000 PA USD 822138.25000000 0.059768624623 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 190756.22000000 0.013867785506 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 420125.22600000 PA USD 382491.16000000 0.027806722973 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 0.000000007996 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 665550.00000000 0.048384816201 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 919763.16000000 0.066865857479 Long EC CORP US N 1 N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38144GAC5 420000.00000000 PA USD 350920.01000000 0.025511532094 Long EP CORP US N 2 N N N HOLLY EN PART LP/ HOL FIN CORP N/A 435765AH5 400000.00000000 PA USD 364202.53000000 0.026477157950 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 288437.99000000 0.020969152027 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 360116.25000000 0.026180089500 Long DBT NUSS PA N 2 2033-01-19 Fixed 0.03298000 N N N N N N WAND NEWCO 3 INC 549300Y3VZEWMSQW8494 93369PAF1 953268.84000000 PA USD 901859.05000000 0.065564246673 Long LON CORP US N 2 2026-02-05 Variable 0.07347950 N N N N N N NIGERIA REPUBLIC OF 549300GSBZD84TNEQ285 65412JAC7 410000.00000000 PA USD 329537.50000000 0.023957045103 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 1776943.50000000 0.129182006832 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 365050.00000000 0.026538768168 Long DBT NUSS ID N 2 2046-01-08 Fixed 0.05950000 N N N N N N GERMANY FEDERAL REPUBLIC OF 529900AQBND3S6YJLY83 N/A 5384000.00000000 PA 5372550.85000000 0.390579048018 Long DBT NUSS DE N 2 2032-08-15 Fixed 0.01700000 N N N N N N Studio City International Holdings Ltd N/A 86389T106 11100.00000000 NS USD 66156.00000000 0.004809474721 Long EC CORP KY N 1 N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 N/A 150000.00000000 PA USD 123215.63000000 0.008957652483 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 1809140.63000000 0.131522705829 Long DBT NUSS QA N 2 2030-04-16 Fixed 0.03750000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BM2 508000.00000000 PA USD 503079.55000000 0.036573377749 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 363641.95000000 0.026436404347 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 104475.00000000 PA USD 93185.43000000 0.006774487120 Long LON CORP US N 2 2029-01-24 Variable 0.07930230 N N N N N N NAGACORP LTD 549300MMNKN0RBJELS20 N/A 1000000.00000000 PA USD 899250.00000000 0.065374571360 Long DBT CORP KY N 2 2024-07-06 Fixed 0.07950000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AM6 143000.00000000 PA USD 138292.44000000 0.010053721420 Long DBT CORP US N 2 2027-03-01 Fixed 0.05750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H020626 -300000.00000000 PA USD -251960.52000000 -0.01831727661 Short ABS-MBS USGA US N 2 2053-02-01 Fixed 0.02000000 N N N N N N CT TRUST 213800MJB7WO427HQD34 12659BAA2 625000.00000000 PA USD 548750.00000000 0.039893573571 Long DBT CORP GT N 2 2032-02-03 Fixed 0.05125000 N N N N N N SAMPO OYJ 743700UF3RL386WIDA22 N/A 222000.00000000 PA 177780.79000000 0.012924484784 Long DBT CORP FI N 2 2052-09-03 Variable 0.02500000 N N N N N N PHILIPPINES REPUBLIC OF 529900RAHBALMYIJ3T08 718286CT2 305000.00000000 PA USD 321808.55000000 0.023395158205 Long DBT NUSS PH N 2 2033-04-13 Fixed 0.05609000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017104 11800.00000000 NS USD 828950.00000000 0.060263832003 Long EC CORP US N 1 N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 N/A 1205000.00000000 PA 1330601.25000000 0.096733373778 Long DBT CORP US N 2 2034-10-31 Fixed 0.04750000 N N N N N N MARVELL TECHNOLOGY INC N/A 573874104 15400.00000000 NS USD 570416.00000000 0.041468669999 Long EC CORP US N 1 N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAL4 550000.00000000 PA USD 456741.64000000 0.033204658256 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 192625.00000000 0.014003643934 Long DBT CORP US N 2 2026-12-01 Fixed 0.04625000 N N N N N N RWE AG 529900GB7KCA94ACC940 N/A 700000.00000000 PA 535689.79000000 0.038944109428 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 653439.79100000 PA USD 557633.89000000 0.040539423447 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 310511.34000000 0.022573862390 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 476536.33000000 0.034643712328 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 203000.00000000 0.014757896009 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 510730.64000000 0.037129604304 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 48600.00000000 0.003533171162 Long DBT CORP US N 2 2044-01-15 Fixed 0.05000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDD1 4073000.00000000 PA USD 2815461.25000000 0.204681203670 Long DBT CORP MX N 2 2050-01-23 Fixed 0.07690000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCB6 555000.00000000 PA USD 527527.50000000 0.038350719147 Long DBT CORP MX N 2 2026-08-04 Fixed 0.06875000 N N N N N N AECOM 0EEB8GF0W0NPCIHZX097 00774CAB3 625000.00000000 PA USD 601562.50000000 0.043732989251 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 109354.24000000 0.007949943359 Long EP CORP US N 2 N N N ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP N/A 03690AAH9 430000.00000000 PA USD 393123.20000000 0.028579661597 Long DBT CORP US N 2 2029-06-15 Fixed 0.05375000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C35 595000.00000000 PA USD 609696.50000000 0.044324322877 Long DBT CORP US N 2 2027-11-04 Fixed 0.07350000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DF9 1171000.00000000 PA USD 1194420.00000000 0.086833133749 Long DBT CORP US N 2 2036-09-15 Fixed 0.06450000 N N N N N N CHENIERE ENERGY PARTNERS LP 5493005UEC8AZ34LDV29 16411QAK7 910000.00000000 PA USD 774737.60000000 0.056322645000 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 501480.00000000 0.036457092072 Long EP CORP KY N 2 N N N DELTA 2 SARL 549300BBG8Z3D6QSYP53 N/A 170000.00000000 PA USD 169787.50000000 0.012343380633 Long LON CORP LU N 2 2030-01-15 Variable 0.07573040 N N N N N N ARGENTINA REPUBLIC OF 549300KPBYGYF7HCHO27 040114HX1 738798.00000000 PA USD 195781.47000000 0.014233116131 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 133421.04000000 0.009699575535 Long EC CORP US Y 3 N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810SF6 13991000.00000000 PA USD 11579810.65000000 0.841840597919 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 1097781.30000000 0.079807597370 Long DBT CORP US N 2 2029-08-15 Fixed 0.04500000 N N N N N N SUNOCO LP / SUNOCO FIN CORP N/A 86765LAZ0 555000.00000000 PA USD 481767.75000000 0.035024031305 Long DBT CORP US N 2 2030-04-30 Fixed 0.04500000 N N N N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 N/A 1.00000000 NC N/A 3134.71000000 0.000227890266 N/A DFE CORP GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 176680.89000000 USD 264000.00000000 AUD 2023-01-13 3134.71000000 N N N TRITON WATER HOLDINGS 5493005IYCEL7QJFZZ63 89680EAA7 315000.00000000 PA USD 252674.09000000 0.018369152435 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 238005.95000000 0.017302793397 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 280489.69000000 0.020391318604 Long DBT NUSS HU N 2 2029-06-16 Fixed 0.05250000 N N N N N N HUNTER DOUGLAS INC 529900811T142NS3H544 N/A 1042387.50000000 PA USD 913016.79000000 0.066375403159 Long LON CORP US N 2 2029-02-25 Variable 0.07858810 N N N N N N MTN MAURITIUS INVESTMENTS LTD 2549009PQD415OQIR074 55377XAB2 315000.00000000 PA USD 313582.50000000 0.022797132636 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 329475.00000000 0.023952501416 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 2415000.00000000 PA USD 2215788.22000000 0.161085576989 Long DBT CORP US N 2 2029-02-01 Fixed 0.06000000 N N N N N N SAUDI ARABIAN OIL COMPANY 5586006WD91QHB7J4X50 80414L2E4 1705000.00000000 PA USD 1513507.19000000 0.110030451817 Long DBT CORP SA N 2 2039-04-16 Fixed 0.04250000 N N N N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC N/A -8367.49000000 -0.00060830811 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 1713000.00000000 AUD 1158390.56000000 USD 2023-01-13 -8367.49000000 N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 455780AZ9 930000.00000000 PA USD 1113558.75000000 0.080954602130 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 195866.38000000 0.014239289003 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 382593.75000000 0.027814181163 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 405692.80000000 0.029493458886 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 1037028.40000000 0.075390922589 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 12788.64000000 0.000929721276 Long EC CORP US N 3 N N N NATURA COSMETICOS SA N/A 63883KAB1 650000.00000000 PA USD 529668.75000000 0.038506385870 Long DBT CORP BR N 2 2028-05-03 Fixed 0.04125000 N N N N N N COSTA RICA REPUBLIC OF 549300S1EK2VN6XVJP58 221597BT3 285000.00000000 PA USD 231526.88000000 0.016831771518 Long DBT NUSS CR N 2 2043-04-30 Fixed 0.05625000 N N N N N N BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 N/A 1.00000000 NC N/A 2968.79000000 0.000215828049 N/A DFE CORP US N 2 BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 496187.48000000 USD 466000.00000000 EUR 2023-01-13 2968.79000000 N N N SUEZ SACA 5493007LKZ37MXEN5D79 N/A 800000.00000000 PA 749914.45000000 0.054518026939 Long DBT CORP FR N 2 2030-05-24 Fixed 0.02375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CFT3 2000000.00000000 PA USD 2000625.00000000 0.145443427109 Long DBT UST US N 2 2029-10-31 Fixed 0.04000000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F022618 950000.00000000 PA USD 805421.88000000 0.058553361322 Long ABS-MBS USGA US N 2 2053-01-01 Fixed 0.02500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 912828YG9 4153000.00000000 PA USD 3799670.57000000 0.276232232220 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 328891.05000000 0.023910048838 Long DBT CORP US N 2 2031-12-01 Fixed 0.04625000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F040610 -250000.00000000 PA USD -234687.38000000 -0.01706153669 Short ABS-MBS USGA US N 2 2053-01-01 Fixed 0.04000000 N N N N N N GENM CAPITAL LABUAN LTD 254900DWSHIWTSE0YG58 37231BAA6 595000.00000000 PA USD 449225.00000000 0.032658206082 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 700000.00000000 PA USD 483143.01000000 0.035124011325 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 355326.56000000 0.025831883850 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 251641.70000000 0.018294098719 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 1245707.10000000 0.090561654382 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 360727.00000000 0.026224490412 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 447412.50000000 0.032526439153 Long DBT CORP AU N 2 2027-09-15 Fixed 0.04500000 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 N/A 700000.00000000 PA 740261.77000000 0.053816286803 Long DBT CORP NL N 2 2034-11-21 Fixed 0.04500000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38144GAB7 710000.00000000 PA USD 646089.22000000 0.046970037050 Long EP CORP US N 2 N N N FAIR ISAAC CORPORATION RI6HET5SJUEY30V1PS26 303250AF1 580000.00000000 PA USD 526353.48000000 0.038265369073 Long DBT CORP US N 2 2028-06-15 Fixed 0.04000000 N N N N N N AIR CANADA INC 4B4HI3CGXMBDC0G6BM51 N/A 423937.50000000 PA USD 418108.36000000 0.030396057622 Long LON CORP CA N 2 2028-08-11 Variable 0.08130000 N N N N N N STATE SAVINGS BANK OF UKRAINE VIA SSB #1 PLC 213800X3YF17XQS13O34 N/A 40000.00000000 PA USD 28095.00000000 0.002042478267 Long DBT CORP GB N 2 2023-03-10 Variable 0.09375000 N N N N N N DIAMOND SPORTS GROUP LLC 5493002K6DHWNZH8YA34 25277BAE8 356477.82000000 PA USD 336575.66000000 0.024468712263 Long LON CORP US N 2 2026-05-25 Variable 0.12317140 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B69 740000.00000000 PA USD 581852.53000000 0.042300094238 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 280155.75000000 0.020367041501 Long DBT CORP US N 2 2027-11-01 Fixed 0.06875000 N N N N N N BASF SE 529900PM64WH8AF1E917 N/A 600000.00000000 PA 632576.86000000 0.045987702057 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 537112.19000000 0.039047516478 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 381803.75000000 0.027756748957 Long DBT CORP CL N 2 2028-01-15 Fixed 0.05125000 N N N N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A 2736.35000000 0.000198929895 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 392518.29000000 USD 369000.00000000 EUR 2023-01-13 2736.35000000 N N N IVORY COAST (COTE D'IVOIRE) 254900ICW11T82O6H590 221625AM8 490000.00000000 PA USD 474075.00000000 0.034464776110 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 670719.00000000 0.048760597306 Long EC CORP US N 1 N N N CLYDESDALE ACQUISITION HOLDINGS INC 254900QKSDYFR3K5YD98 18972EAB1 1945000.00000000 PA USD 1664864.65000000 0.121033987063 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 5443561.88000000 0.395741478542 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 508875.00000000 0.036994701140 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 1041724.69000000 0.075732338153 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 446839.69000000 0.032484796442 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 3732164.07000000 0.271324577506 Long DBT UST US N 2 2023-05-31 Fixed 0.00125000 N N N N N N HANNOVER RUECK SA 529900KIN5BE45V5KB18 N/A 700000.00000000 PA 765192.98000000 0.055628760717 Long DBT CORP DE N 2 2043-08-26 Variable 0.05875000 N N N N N N CCO HLDGS LLC/CCO HLDGS CAP CORP N/A 1248EPCE1 4690000.00000000 PA USD 3874666.95000000 0.281684393684 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 167645.63000000 0.012187668837 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 322460.00000000 0.023442517965 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 350042.63000000 0.025447747449 Long DBT CORP US N 2 2029-03-01 Fixed 0.04625000 N N N N N N ASGN INC LZBNYYCBUKY537072438 00191U102 9200.00000000 NS USD 749616.00000000 0.054496329924 Long EC CORP US N 1 N N N QATAR PETROLEUM 254900QTESJKJ3P87J26 74730DAD5 930000.00000000 PA USD 680818.13000000 0.049494793909 Long DBT CORP QA N 2 2051-07-12 Fixed 0.03300000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F022618 -850000.00000000 PA USD -720640.63000000 -0.05238984964 Short ABS-MBS USGA US N 2 2053-01-01 Fixed 0.02500000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290CA9 845000.00000000 PA USD 781625.00000000 0.056823352059 Long EP CORP MX N 2 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967HQ7 270000.00000000 PA USD 254677.50000000 0.018514798329 Long EP CORP US N 2 N N N TRICER HOLDCO S.C.A. N/A N/A 8042141.00000000 NS USD 80.42000000 0.000005846453 Long EP CORP LU Y 3 N N N ANGOLA REPUBLIC 549300QHR2R3J8JSGK83 035198AB6 610000.00000000 PA USD 552050.00000000 0.040133480255 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 380000.29000000 0.027625639227 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 206250.00000000 PA USD 189466.41000000 0.013774017615 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 326000.00000000 0.023699872408 Long DBT CORP US N 2 2026-11-01 Fixed 0.06000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 N/A 1.00000000 NC N/A 4433.16000000 0.000322286277 N/A DFE CORP CA N 2 ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 1687985.10000000 USD 1580000.00000000 EUR 2023-01-13 4433.16000000 N N N NETWORK I2I LTD 2549003L8M1FGHLHOX45 64132NAC0 315000.00000000 PA USD 272337.19000000 0.019798640046 Long EP CORP MU N 2 N N N JD.COM INC 549300HVTWB0GJZ16V92 47215PAE6 850000.00000000 PA USD 744659.50000000 0.054135997355 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 326478.75000000 0.023734677052 Long DBT CORP US N 2 2028-11-15 Fixed 0.04625000 N N N N N N FRONTIER COMMUNICATIONS HOLDINGS LLC N/A 35906ABF4 1165000.00000000 PA USD 1015903.30000000 0.073855149047 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 240649.50000000 0.017494976825 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 545192.44100000 PA USD 464916.78000000 0.033798982719 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02500000 N N N N N N CHEMOURS CO 549300M1BOLNXL8DOV14 163851108 22445.00000000 NS USD 687265.90000000 0.049963540309 Long EC CORP US N 1 N N N HERTZ CORP 549300PD0C69OJ0NLB27 428040CZ0 575000.00000000 PA USD 33781.25000000 0.002455862928 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 496160.28000000 0.036070353773 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 642345.16600000 PA USD 588192.45000000 0.042761000051 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 2745044.65000000 0.199561987610 Long EP CORP US N 2 N N N BHARTI AIRTEL INTERNATIONAL NETHERLANDS BV 724500ULW6PWKDAI7I46 08861JAB5 594000.00000000 PA USD 590281.56000000 0.042912876249 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 38365.92000000 0.002789163830 Long EC CORP US N 3 N N N UST NOTES 254900HROIFWPRGM1V77 91282CCW9 3400000.00000000 PA USD 3010460.95000000 0.218857485908 Long DBT UST US N 2 2026-08-31 Fixed 0.00750000 N N N N N N BAHRAIN KINGDOM 549300RODM1WN85LFQ95 05675M2J2 155000.00000000 PA USD 133425.94000000 0.009699931760 Long DBT NUSS BH N 2 2034-05-18 Fixed 0.05625000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 46625HJW1 850000.00000000 PA USD 825976.29000000 0.060047646274 Long EP CORP US N 2 N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GCY4 1625000.00000000 PA USD 1536669.45000000 0.111714324844 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 568690.00000000 0.041343191534 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 361109.10000000 0.026252268698 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 559800.00000000 0.040696897467 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 252000.00000000 0.018320146769 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 242712.50000000 0.017644954852 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 1121940.00000000 0.081563910583 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 327999.22000000 0.023845213693 Long DBT CORP GB N 2 2028-06-15 Fixed 0.04125000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDP2 1140000.00000000 PA USD 1086192.00000000 0.078965066905 Long DBT CORP US N 2 2030-06-15 Fixed 0.06125000 N N N N N N SASOL FING USA LLC 549300XRB1PFMESFEL85 80386WAC9 635000.00000000 PA USD 561101.88000000 0.040791542835 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 625100.00000000 0.045444141848 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 0.000000229001 Long EC CORP US N 3 N N N TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP N/A 87470LAH4 495000.00000000 PA USD 499455.00000000 0.036309876606 Long DBT CORP US N 2 2025-10-01 Fixed 0.07500000 N N N N N N NEXSTAR MEDIA GROUP INC 52990083ZRR5UT591988 65336K103 1000.00000000 NS USD 175030.00000000 0.012724505115 Long EC CORP US N 1 N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 836205AX2 190000.00000000 PA USD 139650.00000000 0.010152414668 Long DBT NUSS ZA N 2 2047-09-27 Fixed 0.05650000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DW40 318772.11600000 PA USD 260675.10000000 0.018950817822 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.01500000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123CL2 170000.00000000 PA USD 155337.50000000 0.011292880154 Long DBT NUSS TR N 2 2027-03-25 Fixed 0.06000000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DD4 65000.00000000 PA USD 69450.55000000 0.005048985195 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 0.003780347746 Long DBT NUSS RU N 2 2029-03-21 Fixed 0.04375000 Y Y N N N N CHILE REPUBLIC OF 549300FLZTJM5YJF8D34 168863DW5 200000.00000000 PA USD 153975.00000000 0.011193827773 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 1768341.43000000 0.128556644987 Long DBT CORP DE N 2 2052-07-05 Variable 0.04252000 N N N N N N CHICAGO BOARD OF TRADE N/A N/A 287.00000000 NC USD 50320.10000000 0.003658220704 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE N/A Long UST NOTES UST NOTES 0% 06/30/2040 2023-03-31 58807101.78000000 USD 50320.10000000 N N N FORBES ENERGY SERVICES LLC N/A N/A 61482.25000000 PA USD 0.01000000 0.000000000726 Long LON CORP US N 3 2049-12-31 Variable 0.00000000 Y Y N N N N MURRAY ENERGY CORP 549300WM5IIFYHZYTT63 62704PAM5 548100.00000000 PA USD 0.05000000 0.000000003634 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 2516366.39000000 0.182937307903 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 89674.06000000 0.006519214050 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 1878759.20000000 0.136583905909 Long DBT CORP CA N 2 2030-10-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EMS6 249975.00000000 PA USD 246548.02000000 0.017923793302 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 0.05000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MK4 3805000.00000000 PA USD 3162719.54000000 0.229926532400 Long EP CORP US N 2 N N N AVIENT CORP SM8L9RZYIB34LNTWO040 N/A 28151.63000000 PA USD 28102.36000000 0.002043013332 Long LON CORP US N 2 2029-08-29 Variable 0.07344210 N N N N N N ELASTIC NV 2549003I48WHHH937I59 28415LAA1 810000.00000000 PA USD 654237.00000000 0.047562372469 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 4114281.25000000 0.299104112510 Long EP CORP US N 2 N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAD0 595000.00000000 PA USD 377378.75000000 0.027435055904 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 664713.00000000 0.048323967142 Long DBT CORP US N 2 2027-03-01 Fixed 0.04000000 N N N N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC N/A -5721.32000000 -0.00041593421 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 432000.00000000 EUR 457015.82000000 USD 2023-01-13 -5721.32000000 N N N REDDY ICE HOLDINGS INC 7Z0MRIY211ZHEWECBM22 N/A 2286.00000000 NS USD 126.39000000 0.000009188425 Long EC CORP US N 3 N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914908BD9 34825.00000000 PA USD 34320.04000000 0.002495032420 Long LON CORP US N 2 2029-06-10 Variable 0.08830230 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDE9 305000.00000000 PA USD 230580.00000000 0.016762934294 Long DBT CORP MX N 2 2031-01-28 Fixed 0.05950000 N N N N N N PACIFIC GAS and ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308HL4 315000.00000000 PA USD 223331.21000000 0.016235954545 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 267846.66000000 0.019472183027 Long DBT CORP US N 2 2027-09-15 Fixed 0.03875000 N N N N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 836205BC7 280000.00000000 PA USD 251650.00000000 0.018294702121 Long DBT NUSS ZA N 2 2032-04-20 Fixed 0.05875000 N N N N N N GAZPROM PJSC VIA GAZ FINANCE PLC 213800UNP9N6BPNYMQ45 N/A 550000.00000000 PA USD 295796.88000000 0.021504135935 Long EP CORP GB N 2 N N N MICROSTRATEGY INC 549300WQTWEJUEHXQX21 594972AF8 995000.00000000 PA USD 711474.75000000 0.051723499377 Long DBT CORP US N 2 2028-06-15 Fixed 0.06125000 N N N N N N AZUL INVESTMENTS LLP 549300C6XNC8IDH04C74 05502FAA6 765000.00000000 PA USD 612382.50000000 0.044519592378 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 270000.00000000 PA USD 224834.18000000 0.016345218954 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 567300.00000000 0.041242139930 Long DBT CORP US N 2 2027-10-15 Fixed 0.04625000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TG3 7014000.00000000 PA USD 5645171.61000000 0.410398303319 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 855654.14000000 0.062205196147 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 870000.00000000 PA USD 764643.00000000 0.055588777724 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 1306982.40000000 0.095016307117 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 488808.60000000 0.035535894025 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 49600.00000000 0.003605870157 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 3321549.00000000 0.241473274537 Long DBT CORP US N 2 2030-04-15 Fixed 0.04625000 N N N N N N AUSTRALIA, COMMONWEALTH OF 213800J6B7JSBDETCB42 N/A 6045000.00000000 PA 2385111.48000000 0.173395207841 Long DBT NUSS AU N 2 2051-06-21 Fixed 0.01750000 N N N N N N SEGRO CAPITAL SARL 549300HY425AKJLQVX75 N/A 1246000.00000000 PA 1132006.35000000 0.082295724112 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 1132274.07000000 0.082315187087 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 210909.38000000 0.015332899987 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 188640.00000000 0.013713938439 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 1569848.00000000 0.114126372088 Long DBT CORP US N 2 2027-05-15 Fixed 0.05375000 N N N N N N ANGOLA REPUBLIC 549300QHR2R3J8JSGK83 035198AC4 175000.00000000 PA USD 137845.31000000 0.010021215518 Long DBT NUSS AO N 2 2048-05-08 Fixed 0.09375000 N N N N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 55759VAB4 138250.00000000 PA USD 128313.97000000 0.009328296678 Long LON CORP US N 2 2028-06-21 Variable 0.07988290 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123DB3 980000.00000000 PA USD 891800.00000000 0.064832963846 Long DBT NUSS TR N 2 2026-01-26 Fixed 0.04750000 N N N N N N BATH and BODY WORKS INC GR3KVMWVCR54YWQNXU90 501797AR5 500000.00000000 PA USD 493600.00000000 0.035884223990 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 24911375.14000000 1.811031939701 Long DBT UST US N 2 2027-02-28 Fixed 0.01875000 N N N N N N ASBURY AUTOMOTIVE GROUP INC 549300JH4DTA7U42GL91 043436AV6 184000.00000000 PA USD 153888.70000000 0.011187553850 Long DBT CORP US N 2 2030-03-01 Fixed 0.04750000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738108 6800.00000000 NS USD 687276.00000000 0.049964274569 Long EC CORP US N 1 N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153BR2 1725000.00000000 PA USD 1772610.00000000 0.128866965737 Long DBT CORP LR N 2 2029-01-15 Fixed 0.09250000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAA1 355000.00000000 PA USD 310625.00000000 0.022582125358 Long DBT CORP US N 2 2029-08-15 Fixed 0.03875000 N N N N N N CHARLES RIVER LABORATORIES INTERNATIONAL INC 549300BSQ0R4UZ5KX287 159864AJ6 605000.00000000 PA USD 523325.00000000 0.038045201620 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 379188.00000000 0.027566586561 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 159042.11000000 0.011562201578 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 564120.00000000 0.041010957126 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 381150.00000000 0.027709221989 Long DBT CORP US N 2 2028-03-01 Fixed 0.05500000 N N N N N N TRICER HOLDCO S.C.A. N/A N/A 16755.00000000 NS USD 0.17000000 0.000000012358 Long EC CORP LU Y 3 N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A -495.27000000 -0.00003600563 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 288000.00000000 AUD 195667.20000000 USD 2023-01-13 -495.27000000 N N N TURK TELEKOMUNIKASYON 789000A2TXOI10JZLF90 90011QAC4 790000.00000000 PA USD 741760.63000000 0.053925252419 Long DBT CORP TR N 2 2025-02-28 Fixed 0.06875000 N N N N N N COHERENT CORP 549300O5C25A0MMHHU33 902104AC2 435000.00000000 PA USD 375157.05000000 0.027273540546 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 1169616.25000000 0.085029926049 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 319645.91000000 0.023237936450 Long DBT USGSE US N 2 2056-04-01 Fixed 0.05375000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TM0 8350000.00000000 PA USD 8175171.88000000 0.594326780598 Long DBT UST US N 2 2042-11-15 Fixed 0.04000000 N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671D857 5000.00000000 NS USD 190000.00000000 0.013812809072 Long EC CORP US N 1 N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 N/A 90000.00000000 PA USD 87084.00000000 0.006330919290 Long DBT CORP IL N 2 2027-06-30 Fixed 0.06500000 N N N N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 165167CU9 180000.00000000 PA USD 0.02000000 0.000000001453 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 409605.20000000 0.029777886435 Long EC CORP US N 3 N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BB2 2060000.00000000 PA USD 2004286.81000000 0.145709637016 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 552900.00000000 0.040195274401 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 257800.50000000 0.018741837291 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 582828.76000000 0.042371065178 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 272606.25000000 0.019818200438 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 351529.14000000 0.025555815232 Long DBT CORP US N 2 2029-07-31 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CEF4 900000.00000000 PA USD 844558.60000000 0.061398561538 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 2220498.50000000 0.161428009612 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 619538.77200000 PA USD 527928.94000000 0.038379903432 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 202277.00000000 0.014705334635 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 1467481.25000000 0.106684412230 Long DBT NUSS PE N 2 2031-01-23 Fixed 0.02783000 N N N N N N CITADEL SECURITIES LP 549300NV5RXBUS3X7L47 17288YAD4 531900.00000000 PA USD 520863.08000000 0.037866222510 Long LON CORP US N 2 2028-02-27 Variable 0.06700940 N N N N N N UZBEKNEFTEGAZ JSC 213800LUZJZFLJD4MJ51 91825MAB9 200000.00000000 PA USD 160500.00000000 0.011668188716 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 46945177.69000000 3.412867243728 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 341156.70000000 0.024801749267 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 566175.00000000 0.041160353561 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 606835.74000000 0.044116348500 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 941811.45000000 0.068468746006 Long DBT CORP US N 2 2026-03-15 Fixed 0.06250000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F042616 1850000.00000000 PA USD 1783226.47000000 0.129638772437 Long ABS-MBS USGA US N 2 2053-01-01 Fixed 0.04500000 N N N N N N MEGLOBAL CANADA INC 635400MHHHT7LMKMQL03 58518N2B7 445000.00000000 PA USD 435905.31000000 0.031689878003 Long DBT CORP CA N 2 2025-05-18 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XJTE3 299112.17300000 PA USD 298937.40000000 0.021732448583 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 0.05000000 N N N N N N QATAR ST 52990074F6OJOAXK4P65 74727PAY7 620000.00000000 PA USD 619922.50000000 0.045067742801 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 1601874.60000000 0.116454673726 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 198745.31000000 0.014448584321 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 586470.00000000 0.042635779667 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 255450.00000000 0.018570958303 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 986618.59000000 0.071726180058 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 195000.00000000 PA USD 200399.06000000 0.014568810284 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 1329795.93000000 0.096674827823 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 453501.68000000 0.032969116420 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 382800.00000000 0.027829175331 Long DBT NUSS EG N 2 2047-01-31 Fixed 0.08500000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CS9 645000.00000000 PA USD 484427.25000000 0.035217374283 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 372072.41000000 0.027049290318 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 501664.36000000 0.036470494858 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 368681.25000000 0.026802756394 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 101261.88000000 0.007361636919 Long DBT CORP MX N 2 2031-02-09 Fixed 0.03348000 N N N N N N NABORS INDUSTRIES LTD 5493008TXYN3II3PU369 629571AB6 510000.00000000 PA USD 466597.01000000 0.033921133752 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 893738.85000000 0.064973916293 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 374359.20600000 PA USD 330466.82000000 0.024024605734 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 3400000.00000000 0.247176583403 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 296151.85000000 0.021529941897 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 341296.00000000 0.024811876238 Long DBT CORP US N 2 2029-11-01 Fixed 0.05875000 N N N N N N COSAN OVERSEAS LTD 222100V5GTJGKUH55655 N/A 885000.00000000 PA USD 879358.13000000 0.063928452400 Long EP CORP KY N 2 N N N GEN DIGITAL INC YF6ZV0M6AU4FY94MK914 871503AU2 530000.00000000 PA USD 515517.63000000 0.037477613666 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 6381124.40000000 0.463901331606 Long EP CORP US N 2 N N N UNITED KINGDOM,G.B. and N.IRELAND ECTRVYYCEF89VWYS6K36 N/A 8580000.00000000 PA 9177223.09000000 0.667174896622 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 1301812.50000000 0.094640460582 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 2969276.28000000 0.215863401785 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 894284.80000000 0.065013606309 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 305001.25000000 0.022173284384 Long EP CORP US N 2 N N N SPRINT CORP 549300ZTTY7CXOLJ6539 85207UAK1 540000.00000000 PA USD 568245.24000000 0.041310857928 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 321777.99000000 0.023392936524 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 2012618.42000000 0.146315336691 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 327002.28000000 0.023772737157 Long DBT CORP CA N 2 2026-04-01 Fixed 0.04500000 N N N N N N QATAR ST 52990074F6OJOAXK4P65 74727PAV3 575000.00000000 PA USD 540607.81000000 0.039301644540 Long DBT NUSS QA N 2 2046-06-02 Fixed 0.04625000 N N N N N N OCP SA 213800D26TAPVTCVWG40 67091TAD7 525000.00000000 PA USD 437489.06000000 0.031805015037 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 339825.00000000 0.024704936016 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 299992.50000000 0.021809153293 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 4274661.86000000 0.310763621693 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 0.003969365133 Long EC CORP US N 3 N N N ALGOMA STEEL SCA N/A N/A 10220.00000000 NS USD 0.10000000 0.000000007269 Long EC CORP LU N 3 N N N OOREDOO INTERNATIONAL FINANCE LTD 549300BHXCDJ03WU7N77 74733LAE2 230000.00000000 PA USD 230115.00000000 0.016729129261 Long DBT CORP BM N 2 2025-10-19 Fixed 0.05000000 N N N N N N CF INDUSTRIES HOLDINGS INC 529900CG8YAQFZ2JMV97 125269100 6700.00000000 NS USD 570840.00000000 0.041499494373 Long EC CORP US N 1 N N N PANAMA REPUBLIC OF 549300SHS4T08CL0LP14 698299BL7 715000.00000000 PA USD 460638.75000000 0.033487974237 Long DBT NUSS PA N 2 2060-07-23 Fixed 0.03870000 N N N N N N ENLINK MIDSTREAM LLC 54930000GY1H533OBE23 29336TAD2 595000.00000000 PA USD 588871.50000000 0.042810366304 Long DBT CORP US N 2 2030-09-01 Fixed 0.06500000 N N N N N N GRIFOLS ESCROW ISSUER SA 959800HLB3PGTGSLVV62 39843UAA0 280000.00000000 PA USD 241771.60000000 0.017576552368 Long DBT CORP ES N 2 2028-10-15 Fixed 0.04750000 N N N N N N GUARA NORTE SARL 549300U2I4L03BBA3485 400666AA1 455285.00000000 PA USD 384089.81000000 0.027922943222 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 1021402.57000000 0.074254940450 Long DBT CORP US N 2 2031-09-15 Fixed 0.04500000 N N N N N N BAHAMAS COMWLTH 549300W13SXC7EKNJC20 056732AJ9 310000.00000000 PA USD 235367.50000000 0.017110980733 Long DBT NUSS BS N 2 2028-11-21 Fixed 0.06000000 N N N N N N ASBURY AUTOMOTIVE GROUP INC 549300JH4DTA7U42GL91 043436AU8 184000.00000000 PA USD 161993.60000000 0.011776771935 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 215743.50000000 0.015684335653 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 1104990.25000000 0.080331680790 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 447347.74000000 0.032521731166 Long DBT NUSS CI N 2 2031-10-17 Fixed 0.05875000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BT7 1330000.00000000 PA USD 1290093.51000000 0.093788501786 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 1520105.47000000 0.110510140143 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 1063533.01000000 0.077317781102 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 995623.13000000 0.072380801067 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 447383.05000000 0.032524298168 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 659141.25000000 0.047918906516 Long DBT CORP US N 2 2030-03-15 Fixed 0.07000000 N N N N N N SHRIRAM FINANCE LTD 335800TM2YO24B76XL26 825547AC6 120000.00000000 PA USD 118500.00000000 0.008614830921 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 443949.31000000 PA USD 405606.65000000 0.029487195868 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 1035000.00000000 PA USD 512509.37000000 0.037258916187 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 622050.00000000 0.045222409913 Long DBT CORP US N 2 2031-06-15 Fixed 0.04750000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CE0 1665000.00000000 PA USD 1562885.55000000 0.113620208970 Long DBT CORP US N 2 2028-01-15 Fixed 0.05750000 N N N N N N KENYA REPUBLIC OF 549300VVURQQYU45PR87 491798AE4 305000.00000000 PA USD 281743.75000000 0.020482487505 Long DBT NUSS KE N 2 2024-06-24 Fixed 0.06875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XHFL6 550500.97600000 PA USD 506057.93000000 0.036789902982 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 0.02500000 N N N N N N OMAN SULTANATE 549300SZ20F0QTKNQC75 68205LAS2 425000.00000000 PA USD 426009.38000000 0.030970453837 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 333350.75000000 0.024234264547 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 2960000.00000000 PA USD 2752800.00000000 0.200125793762 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 252072.20000000 0.018325395637 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 602087.75000000 0.043771174398 Long DBT CORP US N 2 2028-09-01 Fixed 0.03875000 N N N N N N MICHAELS COS INC 549300H9LWMBP7HYLR98 59408UAB3 265950.00000000 PA USD 228865.93000000 0.016638323127 Long LON CORP US N 2 2028-04-15 Variable 0.08979860 N N N N N N VZ SECURED FINANCING BV 549300MG611MYCOWY949 91845AAA3 1105000.00000000 PA USD 897946.66000000 0.065279819852 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 294892.07000000 0.021438357157 Long DBT CORP US N 2 2029-06-15 Fixed 0.04000000 N N N N N N ENERGO-PRO AS 315700IQCL9IX158RO36 N/A 245000.00000000 PA USD 223149.06000000 0.016222712423 Long DBT CORP CZ N 2 2027-02-04 Fixed 0.08500000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBM9 570000.00000000 PA USD 444696.46000000 0.032328985774 Long DBT CORP US N 2 2031-09-01 Fixed 0.03875000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 912796X95 640000.00000000 PA USD 639870.76000000 0.046517961257 Long DBT UST US N 2 2023-01-05 Fixed 0.00000000 N N N N N N UZBEKISTAN REPUBLIC OF 213800L6VDKUM3TCM927 91822Q2C0 270000.00000000 PA USD 224235.00000000 0.016301659170 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 1518784.96000000 0.110414140393 Long EP CORP US N 2 N N N NORDSTROM INC 549300S3IZB5P35KNV16 655664AY6 1160000.00000000 PA USD 829516.00000000 0.060304979634 Long DBT CORP US N 2 2031-08-01 Fixed 0.04250000 N N N N N N ENBW INTERNATIONAL FINANCE BV 724500CNCIO1ZTJ0X675 N/A 587000.00000000 PA 625363.18000000 0.045463274770 Long DBT CORP NL N 2 2029-11-22 Fixed 0.04049000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123CM0 375000.00000000 PA USD 254367.19000000 0.018492239104 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 890461.56000000 0.064735660603 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 265289.06000000 0.019286248077 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 357367.50000000 0.025980258138 Long DBT NUSS BM N 2 2029-02-15 Fixed 0.04750000 N N N N N N MAPFRE SA 95980020140005693107 N/A 200000.00000000 PA 176355.35000000 0.012820856728 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 1215959.06000000 0.088399001767 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 179330.00000000 0.013037110794 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 1227773.22000000 0.089257879327 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 497129.38000000 0.036140806369 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 406212.20000000 0.029531218744 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 808288.25000000 0.058761743541 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 246361.55000000 0.017910237120 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 227097.00000000 0.016509723694 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 582499.05000000 0.042347095592 Long DBT CORP US N 2 2026-05-01 Fixed 0.07000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278X109 2000.00000000 NS USD 273560.00000000 0.019887537104 Long EC CORP US N 1 N N N PURE WEST ENERGY N/A N/A 901.00000000 NS USD 0.01000000 0.000000000726 Long EC CORP US N 3 N N N SABLE INTL FINANCE LTD 2138009IE9A35LO5JS73 785712AG5 1467000.00000000 PA USD 1355141.25000000 0.098517407118 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 2579817.02000000 PA USD 2095127.45000000 0.152313660260 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 59622.50000000 0.004334495836 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 121773.75000000 0.008852829256 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 258033.00000000 0.018758739807 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 0.17000000 0.000000012358 Long EC CORP LU Y 3 N N N NCL CORP LTD UNZWILHE4KMRP9K2L524 62886HBE0 550000.00000000 PA USD 476465.00000000 0.034638526709 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 284689.87000000 0.020696667469 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 32940.00000000 NS USD 208839.60000000 0.015182429060 Long EC CORP CA N 1 N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AN9 680000.00000000 PA USD 693002.17000000 0.050380561374 Long DBT CORP US N 2 2027-10-01 Fixed 0.07750000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BL5 1070000.00000000 PA USD 848076.35000000 0.061654298428 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 375309.38000000 0.027284614784 Long DBT NUSS RS N 2 2030-12-01 Fixed 0.02125000 N N N N N N UNIT CORP 549300XGK22FZCTN8B67 N/A 120000.00000000 PA USD 0.01000000 0.000000000726 Long DBT CORP US N 3 2029-12-01 Fixed 0.00000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724BM3 285000.00000000 PA USD 52778.44000000 0.003836939551 Long DBT NUSS UA N 2 2034-09-25 Fixed 0.07375000 N N N N N N AZUL INVESTMENTS LLP 549300C6XNC8IDH04C74 05502FAC2 265000.00000000 PA USD 162362.19000000 0.011803568058 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 401230.50000000 0.029169054160 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 432795.00000000 0.031463761592 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 1289662.50000000 0.093757167792 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 3442500.00000000 0.250266290695 Long EP CORP US N 2 N N N COMPASS GROUP DIVERSIFIED HOLDINGS LLC 549300I6PTUQPX21TE93 20451RAC6 275000.00000000 PA USD 217267.37000000 0.015795119471 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 345105.00000000 0.025088786710 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 393263.65000000 0.028589872171 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 994326.13000000 0.072286510471 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 1101809.41000000 0.080100436919 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 527775.00000000 0.038368712148 Long DBT CORP VG N 2 2026-05-12 Fixed 0.03375000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033G407 3700.00000000 NS USD 180523.00000000 0.013123840695 Long EC CORP US N 1 N N N PORTLAND GENERAL ELECTRIC CO GJOUP9M7C39GLSK9R870 736508847 140.00000000 NS USD 6860.00000000 0.000498715106 Long EC CORP US N 1 N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599EC5 670000.00000000 PA USD 676513.57000000 0.049181856723 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 78600.00000000 PA USD 69487.12000000 0.005051643797 Long LON CORP US N 2 2026-02-09 Variable 0.08259220 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810EQ7 2249000.00000000 PA USD 2268327.34000000 0.164905118218 Long DBT UST US N 2 2023-08-15 Fixed 0.06250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CFZ9 850000.00000000 PA USD 845351.56000000 0.061456208933 Long DBT UST US N 2 2027-11-30 Fixed 0.03875000 N N N N N N MURPHY OIL USA INC N32S6DTR2ZZ5222WHV58 626738AE8 370000.00000000 PA USD 338561.10000000 0.024613051756 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 28531625.00000000 2.074220466601 Long DBT UST US N 2 2024-02-29 Fixed 0.01500000 N N N N N N LEBANON REPUBLIC OF 529900QPC4K9S1KHL354 N/A 810000.00000000 PA USD 47093.40000000 0.003423642856 Long DBT NUSS LB N 2 2049-12-31 Fixed 0.06375000 Y Y N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PED6 735000.00000000 PA USD 623509.69000000 0.045328527909 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 323206.35000000 0.023496776860 Long DBT CORP BM N 2 2028-05-13 Fixed 0.05300000 N N N N N N LIONS GATE CAPITAL HOLDINGS LLC 549300MWJHNLR35C0837 53627NAE1 445000.00000000 PA USD 258009.64000000 0.018757041558 Long DBT CORP US N 2 2029-04-15 Fixed 0.05500000 N N N N N N FORD MOTOR CO 20S05OYHG0MQM4VUIC57 345370DB3 595000.00000000 PA USD 550448.78000000 0.040017073170 Long DBT CORP US N 2 2032-08-19 Fixed 0.06100000 N N N N N N TENCENT HLDGS LTD 254900N4SLUMW4XUYY11 88032WBA3 200000.00000000 PA USD 166000.00000000 0.012068033189 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 917111.64000000 0.066673094639 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 14625.00000000 0.001063222803 Long DBT CORP US N 3 2024-10-15 Fixed 0.05500000 Y Y N N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 31635A105 81283018.21700000 NS USD 81299274.82000000 5.910375583287 Long STIV RF US N 1 N N N PDC ENERGY INC 5493008W8H2T511J5Y59 69327RAG6 100000.00000000 PA USD 99430.00000000 0.007228461084 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 450385.00000000 0.032742536916 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 1969937.50000000 0.143212476696 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 156733.50000000 0.011394367951 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 316332.19000000 0.022997032336 Long DBT NUSS UA N 2 2026-09-01 Fixed 0.07750000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABW4 220000.00000000 PA USD 190035.87000000 0.013815416785 Long DBT CORP US N 2 2031-04-15 Fixed 0.03500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 060505ED2 5217000.00000000 PA USD 5055280.98000000 0.367513847288 Long EP CORP US N 2 N N N AYDEM YENILENEBILIR ENERJI AS 9845009C50EDA74OA532 054644AA7 245000.00000000 PA USD 199031.88000000 0.014469417672 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 322531.70000000 0.023447730483 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 1294090.00000000 0.094079042593 Long DBT CORP CA N 2 2025-04-01 Fixed 0.07500000 N N N N N N ELAH HOLDINGS INC 549300QGHCFUEGYWKU13 28413L105 14.00000000 NS USD 826.00000000 0.000060049369 Long EC CORP US N 1 N N N VICTORIA'S SECRET and CO 5493006T3O70U3UWVF17 926400AA0 1065000.00000000 PA USD 836131.50000000 0.060785919837 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 430481.88000000 0.031295600092 Long DBT CORP TR N 2 2026-03-14 Fixed 0.06950000 N N N N N N BERRY GLOBAL GROUP INC 549300G6KKUMMXM8NH73 08579W103 9407.00000000 NS USD 568465.01000000 0.041326834987 Long EC CORP US N 1 N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAK6 640000.00000000 PA USD 542361.41000000 0.039429129498 Long DBT CORP US N 2 2030-11-15 Fixed 0.03875000 N N N N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC N/A 4563.42000000 0.000331756048 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 1378292.26000000 USD 1291000.00000000 EUR 2023-01-13 4563.42000000 N N N CHS/CMNTY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBC3 3270000.00000000 PA USD 2977057.05000000 0.216429055945 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 449373.75000000 0.032669020057 Long DBT CORP KY N 2 2025-10-28 Fixed 0.02125000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599EB7 670000.00000000 PA USD 667487.50000000 0.048525670504 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 228186.00000000 0.016588892900 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 681173.80000000 0.049520650761 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 453021.40000000 0.032934200547 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 111925.00000000 0.008136835028 Long DBT CORP US N 2 2028-10-01 Fixed 0.06250000 N N N N N N HONEYWELL INTERNATIONAL INC ISRPG12PN4EIEOEMW547 N/A 1262000.00000000 PA 1333508.20000000 0.096944706122 Long DBT CORP US N 2 2034-11-02 Fixed 0.04125000 N N N N N N ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC N/A 03969YAB4 605000.00000000 PA USD 479492.43000000 0.034858617827 Long DBT CORP US N 2 2029-09-01 Fixed 0.04000000 N N N N N N CLYDESDALE ACQUISITION HOLDINGS INC 254900QKSDYFR3K5YD98 18972EAA3 330000.00000000 PA USD 313747.65000000 0.022809138875 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 205522.46000000 0.014941276316 Long DBT CORP CA N 2 2028-09-15 Fixed 0.06000000 N N N N N N COSTA RICA REPUBLIC OF 549300S1EK2VN6XVJP58 221602AC9 60000.00000000 PA USD 56317.50000000 0.004094225657 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 193161.06000000 0.014042614958 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 2026063.52000000 0.147292781950 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 2875265.13000000 0.209028885650 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 241256.40000000 0.017539097845 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 673475.00000000 0.048960955737 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 188074.47700000 PA USD 153797.43000000 0.011180918612 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 1109631.18000000 0.080669071738 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 2700893.00000000 0.196352207022 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 2509000.00000000 0.182401778752 Long EP CORP US N 2 N N N EIG PEARL HOLDINGS SARL 549300KIMRL45BWA5H76 28249NAA9 1345000.00000000 PA USD 1127950.63000000 0.082000877344 Long DBT CORP LU N 2 2036-08-31 Fixed 0.03545000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAH1 205000.00000000 PA USD 169868.13000000 0.012349242353 Long DBT CORP NL N 2 2032-01-19 Fixed 0.04193000 N N N N N N CVR ENERGY INC 529900SOYZIXZBTXB558 12662PAB4 895000.00000000 PA USD 823400.00000000 0.059860352580 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 548693.75000000 0.039889484252 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 601464.86000000 0.043725890921 Long EP CORP US N 2 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418DVZ2 314103.50600000 PA USD 256857.36000000 0.018673271960 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 598025.70000000 0.043475867445 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 448000.00000000 PA USD 386204.00000000 0.028076642710 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 309259.73400000 PA USD 252896.37000000 0.018385311968 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.01500000 N N N N N N SYNEOS HEALTH INC 549300F1ZGKDS8P6GU13 87166BAA0 500000.00000000 PA USD 398172.50000000 0.028946740633 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 59794.92000000 0.004347030597 Long LON CORP US N 2 2028-02-16 Variable 0.07703200 N N N N N N SENEGAL REPUBLIC OF 549300NP14ZLQGWIUZ97 81720TAC9 335000.00000000 PA USD 275076.88000000 0.019997812756 Long DBT NUSS SN N 2 2033-05-23 Fixed 0.06250000 N N N N N N PANAMA REPUBLIC OF 549300SHS4T08CL0LP14 698299BG8 250000.00000000 PA USD 191687.50000000 0.013935488626 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 102600.00000000 0.007458916899 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 275097.73000000 0.019999328530 Long DBT CORP US N 2 2027-04-15 Fixed 0.06375000 N N N N N N DYNASTY ACQUISITION CO INC 549300L1RCRPOAUCB870 26812CAE6 135462.23000000 PA USD 128871.99000000 0.009368864171 Long LON CORP US N 2 2026-04-08 Variable 0.07923040 N N N N N N HUNGARY REPUBLIC OF 5299008DH62LEB10JK83 445545AQ9 305000.00000000 PA USD 284088.44000000 0.020652944112 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 31820.00000000 0.002313282024 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 272064.80000000 0.019778837567 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 672750.00000000 0.048908248966 Long DBT CORP US N 2 2024-03-27 Fixed 0.05875000 N N N N N N CHICAGO BOARD OF TRADE N/A N/A 9.00000000 NC USD 122.56000000 0.000008909988 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE N/A Long UST NOTES UST NOTES 0% 06/30/2040 2023-03-31 971244.63000000 USD 122.56000000 N N N UST NOTES 254900HROIFWPRGM1V77 91282CFU0 900000.00000000 PA USD 903304.69000000 0.065669343248 Long DBT UST US N 2 2027-10-31 Fixed 0.04125000 N N N N N N ORBIA ADVANCE CORPORATION SAB DE CV 549300MVHZ20SBIOEQ79 68560EAA6 630000.00000000 PA USD 548611.88000000 0.039883532386 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 1155000.00000000 PA USD 1044134.83000000 0.075907552909 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 410550.00000000 0.029846572445 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 294000.00000000 0.021373504564 Long DBT CORP US N 2 2023-11-01 Fixed 0.08750000 N N N N N N SAUDI ARABIAN OIL COMPANY 5586006WD91QHB7J4X50 80414L2D6 1905000.00000000 PA USD 1739265.00000000 0.126442817745 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 4030662.32000000 0.293025100326 Long DBT UST US N 2 2041-11-15 Fixed 0.02000000 N N N N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AD5 210000.00000000 PA USD 212841.30000000 0.015473348629 Long DBT CORP AU N 2 2030-05-01 Fixed 0.08500000 N N N N N N GARDEN SPINCO CORP N/A 365417AA2 260000.00000000 PA USD 275600.00000000 0.020035843054 Long DBT CORP US N 2 2030-07-20 Fixed 0.08625000 N N N N N N WILLIAMS-SONOMA INC 549300IARG6YWVTZ1I92 969904101 2300.00000000 NS USD 264316.00000000 0.019215507593 Long EC CORP US N 1 N N N PURE WEST ENERGY N/A N/A 543.00000000 NS USD 0.01000000 0.000000000726 Long EC CORP US N 3 N N N DELEK OVERRIDING ROYALTY LEVIATHAN LTD 894500UTDMYAFMZ5VY86 N/A 1079000.00000000 PA USD 1075223.50000000 0.078167667977 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 301989.48000000 0.021954331732 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 341370.00000000 0.024817255963 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 428769.55000000 0.031171115422 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 265476.25000000 0.019299856602 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 0.17000000 0.000000012358 Long EC CORP LU Y 3 N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 836205BA1 235000.00000000 PA USD 208533.13000000 0.015160148999 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 412080.00000000 0.029957801908 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 0.000001571025 Long EC CORP US N 3 N N N TEVA PHARMACEUTICAL FIN NETH III B V 5493004T21MOAFINJP35 88167AAQ4 275000.00000000 PA USD 244900.46000000 0.017804017346 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 347322.75000000 0.025250014906 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 394450.00000000 0.028676118624 Long DBT CORP BM N 2 2031-04-08 Fixed 0.02625000 N N N N N N PALO ALTO NETWORKS INC 549300QXR2YVZV231H43 697435105 2000.00000000 NS USD 279080.00000000 0.020288835557 Long EC CORP US N 1 N N N UST NOTES 254900HROIFWPRGM1V77 91282CBH3 2100000.00000000 PA USD 1868425.78000000 0.135832676659 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 82088KAJ7 475000.00000000 PA USD 399000.00000000 0.029006899052 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 265761.00000000 0.019320557641 Long DBT NUSS IL N 2 2060-05-13 Fixed 0.03800000 N N N N N N EGYPT, (ARAB) REPUBLIC OF 529900GFIVH4086NMH82 03846JAC4 245000.00000000 PA USD 149450.00000000 0.010864864820 Long DBT NUSS EG N 2 2061-02-16 Fixed 0.07500000 N N N N N N OPEN TEXT HOLDINGS INC N/A 683720AC0 245000.00000000 PA USD 190437.39000000 0.013844606886 Long DBT CORP US N 2 2031-12-01 Fixed 0.04125000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 912796YA1 70000.00000000 PA USD 69651.90000000 0.005063623138 Long DBT UST US N 2 2023-02-16 Fixed 0.00000000 N N N N N N PARAGUAY REPUBLIC OF 529900UXKJTJPCU0HK83 699149AH3 265000.00000000 PA USD 227535.63000000 0.016541611654 Long DBT NUSS PY N 2 2050-03-30 Fixed 0.05400000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 455780CF1 490000.00000000 PA USD 479526.25000000 0.034861076508 Long DBT NUSS ID N 2 2028-04-24 Fixed 0.04100000 N N N N N N GEOPARK LTD 529900ZR5QI19AH4KZ07 37255BAB5 375000.00000000 PA USD 323039.06000000 0.023484615046 Long DBT CORP BM N 2 2027-01-17 Fixed 0.05500000 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 N/A 215000.00000000 PA USD 214100.44000000 0.015564886842 Long DBT CORP IL N 2 2023-06-30 Fixed 0.05750000 N N N N N N OEC FIN LTD N/A 67614CAD2 379070.00000000 PA USD 8718.61000000 0.000633834185 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 132412.50000000 0.009626255691 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 0.000060885408 Long DBT CORP US N 3 2049-12-31 Fixed 0.06250000 Y Y N N N N FNMA/FHLG TBA ISSUER N/A 01F042616 -2650000.00000000 PA USD -2554351.43000000 -0.18569878214 Short ABS-MBS USGA US N 2 2053-01-01 Fixed 0.04500000 N N N N N N ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP N/A 049362AA4 683000.00000000 PA USD 553737.50000000 0.040256159809 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 643458.75000000 0.046778804525 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 864399.15000000 0.062840949586 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 658337.73000000 PA USD 625420.84000000 0.045467466594 Long LON CORP US N 2 2026-05-03 Variable 0.06998290 N N N N N N BERKSHIRE HATHAWAY FIN CORP 549300RLHFT5RU20WM87 N/A 1272000.00000000 PA 1093608.95000000 0.079504271717 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 2448622.26000000 0.178012377727 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 541072.50000000 0.039335427036 Long EP CORP MU N 2 N N N LSB INDUSTRIES INC 5493001H215A0HG0MI71 502160AN4 960000.00000000 PA USD 878352.00000000 0.063855307760 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 183429.26000000 0.013335122877 Long DBT CORP US N 2 2031-02-15 Fixed 0.07350000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEB0 340000.00000000 PA USD 273763.75000000 0.019902349524 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 737556.56000000 0.053619620755 Long DBT CORP LU N 2 2027-09-21 Fixed 0.06000000 N N N N N N BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 N/A 1.00000000 NC N/A -18730.65000000 -0.00136169943 N/A DFE CORP US N 2 BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 2175000.00000000 EUR 2311022.33000000 USD 2023-01-13 -18730.65000000 N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PDT2 445000.00000000 PA USD 434236.56000000 0.031568561555 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 231162.75000000 0.016805299633 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 374101.00000000 0.027196766772 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 240905.85000000 0.017513613213 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 449240.63000000 0.032659342367 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 408950.28000000 0.029730274409 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 434456.25000000 0.031584532798 Long DBT CORP US N 2 2023-05-15 Fixed 0.06875000 N N N N N N ROLLER BEARING CO OF AMERICA 254900U9XW6S76H2P167 775631AD6 200000.00000000 PA USD 172940.00000000 0.012572564215 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 842617.60000000 0.061257452789 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 325858.00000000 0.023689549151 Long DBT CORP US N 2 2029-11-15 Fixed 0.05125000 N N N N N N SCIL IV LLC / SCIL USA HOLDINGS LLC N/A 78397UAA8 640000.00000000 PA USD 542400.00000000 0.039431934952 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 522466.25000000 0.037982771358 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 246019.10000000 0.017885341349 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 343682.89000000 0.024985400742 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 373911.88000000 0.027183017938 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 368488.50000000 0.026788743662 Long DBT CORP US N 2 2029-03-15 Fixed 0.04250000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123CZ1 130000.00000000 PA USD 124800.00000000 0.009072834590 Long DBT NUSS TR N 2 2025-10-14 Fixed 0.06375000 N N N N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A 743.81000000 0.000054074239 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 262759.29000000 USD 246000.00000000 EUR 2023-01-13 743.81000000 N N N EP ENERGY CORP 549300Z6HPQS1H5IYQ07 N/A 52316.00000000 NS USD 347378.24000000 0.025254048974 Long EC CORP US N 3 N N N MGM RESORTS INTERNATIONAL 54930066VBP7DZEGGJ87 552953CH2 665000.00000000 PA USD 580447.98000000 0.042197984864 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 359879.95000000 0.026162910728 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 475000.00000000 PA USD 417920.16000000 0.030382375671 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 376436.39000000 0.027366547279 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 101082.19000000 0.007348573637 Long DBT CORP KZ N 2 2025-04-24 Fixed 0.04750000 N N N N N N VENEZUELA, REPUBLIC OF 529900XM8PJTJK5OJI77 N/A 190000.00000000 PA USD 14725.00000000 0.001070492703 Long DBT NUSS VE N 2 2049-12-31 Fixed 0.12750000 Y Y N N N N DCP MIDSTREAM OPERATING LP 549300Y6CTBSE0QIPL28 23311RAH9 885000.00000000 PA USD 863335.20000000 0.062763601490 Long DBT CORP US N 2 2043-05-21 Variable 0.05850000 N N N N N N KENYA REPUBLIC OF 549300VVURQQYU45PR87 491798AJ3 355000.00000000 PA USD 318168.75000000 0.023130548403 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 564343.75000000 0.041027223526 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 2888089.85000000 0.209961229907 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 1216819.70000000 0.088461569430 Long DBT CORP US N 2 2027-01-15 Fixed 0.04625000 N N N N N N SUMMIT MIDSTREAM HOLDINGS LLC / SUMMIT MIDSTREAM FINANCE CORP N/A 86614WAE6 415000.00000000 PA USD 395254.30000000 0.028734590426 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 339700.00000000 0.024695848641 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 4148216.15000000 0.301571145639 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 255500.31000000 0.018574615789 Long DBT CORP KY N 2 2030-10-28 Fixed 0.03050000 N N N N N N SRI LANKA GOVT DEMOCRATIC SOCIALIST REP 254900HXCCIOHM74FA02 85227SAR7 80000.00000000 PA USD 24920.52000000 0.001811696761 Long DBT NUSS LK N 2 2026-07-18 Fixed 0.06825000 Y Y N N N N PETROLEOS DE VENEZUELA SA 549300YWR8TN1OFD4P06 716558AF8 930000.00000000 PA USD 41850.00000000 0.003042452945 Long DBT CORP VE N 2 2026-11-15 Fixed 0.06000000 Y Y N N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AD4 70000.00000000 PA USD 27319.85000000 0.001986125641 Long DBT CORP US N 2 2028-10-01 Fixed 0.05875000 N N N N N N VS BUYER LLC N/A 91834WAC4 121562.50000000 PA USD 117763.67000000 0.008561300470 Long LON CORP US N 2 2027-02-28 Variable 0.07383570 N N N N N N YUM BRANDS INC 549300JE8XHZZ7OHN517 988498AP6 590000.00000000 PA USD 521516.81000000 0.037913748024 Long DBT CORP US N 2 2032-01-31 Fixed 0.04625000 N N N N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A -25524.48000000 -0.00185560404 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 6589000.00000000 AUD 4462373.24000000 USD 2023-01-13 -25524.48000000 N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDC1 650000.00000000 PA USD 631317.11000000 0.045896119498 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 2019560.00000000 0.146819982581 Long DBT CORP US N 2 2028-02-15 Fixed 0.05750000 N N N N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 44332EAV8 45000.00000000 PA USD 44462.70000000 0.003232393610 Long LON CORP US N 2 2029-11-10 Variable 0.08220190 N N N N N N EXIDE TECHNOLOGIES 549300KITCGPNNNXQP63 N/A 187.00000000 NS USD 174050.25000000 0.012653278275 Long EP CORP US N 3 N N N CHARLES RIVER LABORATORIES INTERNATIONAL INC 549300BSQ0R4UZ5KX287 159864AE7 185000.00000000 PA USD 170379.45000000 0.012386414803 Long DBT CORP US N 2 2028-05-01 Fixed 0.04250000 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008R107 5100.00000000 NS USD 330888.00000000 0.024055225096 Long EC CORP US N 1 N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724BY7 585000.00000000 PA USD 109065.94000000 0.007928984239 Long DBT NUSS UA N 2 2035-03-15 Fixed 0.07253000 N N N N N N SPIN HOLDCO INC 549300QAS44U2GUXGK45 84850XAK8 833636.36400000 PA USD 700046.14000000 0.050892650914 Long LON CORP US N 2 2028-03-04 Variable 0.08765000 N N N N N N 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC N/A 68245XAH2 570000.00000000 PA USD 509890.92000000 0.037068557504 Long DBT CORP CA N 2 2028-01-15 Fixed 0.03875000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A 1.00000000 NC N/A 1443.37000000 0.000104931548 N/A DFE CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 287767.35000000 USD 270000.00000000 EUR 2023-01-13 1443.37000000 N N N ZAYO GROUP HLDGS INC 529900Z6OTS7RT0V0I47 98919XAB7 409763.16000000 PA USD 330764.92000000 0.024046277304 Long LON CORP US N 2 2027-03-09 Variable 0.07383570 N N N N N N CAMEROON REPUBLIC OF 54930021BO6NHYGBBV24 N/A 585000.00000000 PA 461362.61000000 0.033540598132 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 590000.00000000 PA USD 574623.13000000 0.041774524122 Long EP CORP KY N 2 N N N CDW CORP 9845001B052ABF0B6755 12514G108 3800.00000000 NS USD 678604.00000000 0.049333828883 Long EC CORP US N 1 N N N TRICER HOLDCO S.C.A. N/A N/A 16755.00000000 NS USD 0.17000000 0.000000012358 Long EC CORP LU Y 3 N N N FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC N/A 31556TAC3 1600000.00000000 PA USD 1290560.00000000 0.093822415140 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 394422.00000000 0.028674083052 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 0.000000090873 Long EC CORP US N 3 N N N SCOTTS MIRACLE GRO CO (THE) 2TH9E0JTOUXOEGI2R879 810186AX4 595000.00000000 PA USD 454545.01000000 0.033044965463 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 936587.81000000 0.068088992627 Long DBT CORP QA N 2 2031-07-12 Fixed 0.02250000 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 N/A 605000.00000000 PA USD 591387.50000000 0.042993276975 Long DBT CORP IL N 2 2025-06-30 Fixed 0.06125000 N N N N N N SAUDI ARABIA KINGDOM OF 54930044PULMORCKB765 80413TAR0 655000.00000000 PA USD 513069.69000000 0.037299650888 Long DBT NUSS SA N 2 2055-01-21 Fixed 0.03750000 N N N N N N EMIRATE OF ABU DHABI 213800FER4348CINTA77 29135LAR1 645000.00000000 PA USD 461094.38000000 0.033521098080 Long DBT NUSS AE N 2 2051-09-15 Fixed 0.03000000 N N N N N N HUNTER US BIDCO INC 549300KXGY77REE4ZR63 12509YAE6 530775.00000000 PA USD 519496.03000000 0.037766839349 Long LON CORP US N 2 2028-08-19 Variable 0.08979860 N N N N N N VIDEOTRON LTD 549300BBCGA0CYX8IL74 92660FAK0 615000.00000000 PA USD 580885.95000000 0.042229824843 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 91533.75000000 0.006654411644 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 36800.00000000 0.002675323020 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 614765.63000000 0.044692843534 Long EP CORP AE N 2 N N N LENOVO GROUP LTD 254900VUZRGD5U73RE46 N/A 200000.00000000 PA USD 195782.00000000 0.014233154662 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 0.000000000726 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 14473253.95000000 1.052191018261 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 601382.44000000 0.043719899069 Long DBT CORP BM N 2 2025-05-15 Fixed 0.13000000 N N N N N N PHILIPPINES REPUBLIC OF 529900RAHBALMYIJ3T08 718286CL9 390000.00000000 PA USD 261342.90000000 0.018999366211 Long DBT NUSS PH N 2 2045-12-10 Fixed 0.02650000 N N N N N N CAESARS ENTERTAINMENT INC 5299000BKFWWVND5L441 12769GAA8 835000.00000000 PA USD 679531.35000000 0.049401246296 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 248598.48000000 0.018072859684 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 619125.00000000 0.045009765352 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 115840.31000000 0.008421474131 Long DBT NUSS BM N 2 2050-08-20 Fixed 0.03375000 N N N N N N CCO HLDGS LLC/CCO HLDGS CAP CORP N/A 1248EPCN1 665000.00000000 PA USD 529340.00000000 0.038482486076 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 505000.00000000 PA USD 145440.00000000 0.010573341850 Long DBT NUSS LK N 2 2029-03-14 Fixed 0.07850000 Y Y N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940X102 6400.00000000 NS USD 635648.00000000 0.046210970849 Long EC CORP US N 1 N N N NEW FORTRESS ENERGY INC N/A 644393AA8 1365000.00000000 PA USD 1291017.00000000 0.093855638581 Long DBT CORP US N 2 2025-09-15 Fixed 0.06750000 N N N N N N SERVICE CORP INTERNATIONAL INC 549300RKVM2ME20JHZ15 817565CG7 570000.00000000 PA USD 480331.84000000 0.034919642091 Long DBT CORP US N 2 2031-05-15 Fixed 0.04000000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F040610 250000.00000000 PA USD 234687.38000000 0.017061536693 Long ABS-MBS USGA US N 2 2053-01-01 Fixed 0.04000000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AL5 465000.00000000 PA USD 410590.88000000 0.029849544380 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 455846.59000000 0.033139589021 Long DBT CORP US N 2 2031-03-15 Fixed 0.03500000 N N N N N N QATAR ST 52990074F6OJOAXK4P65 74727PBE0 950000.00000000 PA USD 864678.13000000 0.062861231152 Long DBT NUSS QA N 2 2050-04-16 Fixed 0.04400000 N N N N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N/A 1.00000000 NC N/A -98743.09000000 -0.00717852341 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 395512000.00000000 JPY 2918696.66000000 USD 2023-01-13 -98743.09000000 N N N TV AZTECA SAB DE CV 549300H2ZXE4KL0NUV88 N/A 1500000.00000000 PA USD 688125.00000000 0.050025996016 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 269152.50000000 0.019567116283 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 286650.00000000 0.020839166950 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 981832.78000000 0.071378256480 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 678424.69000000 0.049320793226 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 1079100.00000000 0.078449485632 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 0.006079933280 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 592500.00000000 0.043074154607 Long EP CORP KY N 2 N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 205768AT1 1525000.00000000 PA USD 1311042.50000000 0.095311472307 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 571810.36000000 0.041570038570 Long DBT CORP US N 2 2028-11-01 Fixed 0.03875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CDM0 11500000.00000000 PA USD 11064257.87000000 0.804360428882 Long DBT UST US N 2 2023-11-30 Fixed 0.00500000 N N N N N N OEC FIN LTD N/A 67614CAG5 1925.00000000 PA USD 83.98000000 0.000006105261 Long EP CORP KY N 2 N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAG6 630000.00000000 PA USD 565853.75000000 0.041136999009 Long DBT CORP US N 2 2028-07-15 Fixed 0.05000000 N N N N N N DISH DBS CORP N/A 25470XBF1 685000.00000000 PA USD 546715.63000000 0.039745676916 Long DBT CORP US N 2 2028-12-01 Fixed 0.05750000 N N N N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 31635A303 7043045.70100000 NS USD 7043750.01000000 0.512073547593 Long STIV RF US N 1 N N STATE OIL COMPANY OF THE AZERBAIJAN REPUBLIC 2549002HARR1VE257O76 N/A 200000.00000000 PA USD 198725.00000000 0.014447107804 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 1252800.00000000 0.091077301084 Long DBT CORP US N 2 2027-12-01 Fixed 0.06750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H020618 6225000.00000000 PA USD 5222588.25000000 0.379676917693 Long ABS-MBS USGA US N 2 2053-01-01 Fixed 0.02000000 N N N N N N EGYPT, (ARAB) REPUBLIC OF 529900GFIVH4086NMH82 03846JW71 370000.00000000 PA USD 301550.00000000 0.021922381978 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 711005.00000000 0.051689349024 Long DBT NUSS DO N 2 2032-09-23 Fixed 0.04875000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DPD54 847906.90300000 PA USD 847411.47000000 0.061605962321 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 0.05000000 N N N N N N INVESTMENT ENERGY RESOURCES LTD 254900A71Y7WHN7L5K89 46143NAB6 485000.00000000 PA USD 453869.06000000 0.032995824577 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 324918.44000000 0.023621244083 Long DBT NUSS TR N 2 2028-10-24 Fixed 0.06125000 N N N N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 67066G104 2000.00000000 NS USD 292280.00000000 0.021248462293 Long EC CORP US N 1 N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810RM2 1800000.00000000 PA USD 1482890.62000000 0.107804657944 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 342925.00000000 0.024930302901 Long DBT CORP US N 2 2028-05-01 Fixed 0.05000000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F050619 -300000.00000000 PA USD -295828.26000000 -0.02150641722 Short ABS-MBS USGA US N 2 2053-01-01 Fixed 0.05000000 N N N N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 77586RAL4 470000.00000000 PA USD 372710.00000000 0.027095642470 Long DBT NUSS RO N 2 2032-03-27 Fixed 0.03625000 N N N N N N ANGOLA REPUBLIC 549300QHR2R3J8JSGK83 035198AA8 910000.00000000 PA USD 937300.00000000 0.068140768124 Long DBT NUSS AO N 2 2025-11-12 Fixed 0.09500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CFB2 2800000.00000000 PA USD 2649171.87000000 0.192592132845 Long DBT UST US N 2 2027-07-31 Fixed 0.02750000 N N N N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 15135BAT8 2150000.00000000 PA USD 1964747.01000000 0.142835133289 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 783557.45000000 0.056963839232 Long DBT CORP US N 2 2028-06-15 Fixed 0.05700000 N N N N N N SUMMIT MATLS LLC / SUMMIT MATLS FIN CORP N/A 86614RAN7 645000.00000000 PA USD 600511.13000000 0.043656555708 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 1154775.00000000 0.083950982088 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 1131397.40000000 0.082251454059 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 336875.17000000 0.024490486339 Long DBT CORP US N 2 2028-03-15 Fixed 0.04750000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAQ2 385000.00000000 PA USD 354519.55000000 0.025773215034 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 365000.00000000 PA USD 264902.26000000 0.019258128106 Long DBT CORP US N 2 2029-06-01 Fixed 0.06000000 N N N N N N JONAH ENERGY LLC / JONAH ENERGY FINANCE CORP N/A N/A 15708.00000000 NS USD 884831.64000000 0.064326371077 Long EC CORP US N 3 N N N SECURUS TECHNOLOGIES HOLDINGS INC 549300EBCNNXVCJ2FW66 78410QAB8 411362.48000000 PA USD 306144.18000000 0.022256374247 Long LON CORP US N 2 2024-11-01 Variable 0.08174140 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123CK4 650000.00000000 PA USD 580125.00000000 0.042174504543 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 532759.50000000 0.038731080289 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 595592.39000000 0.043298968253 Long DBT CORP US N 2 2027-10-15 Fixed 0.04250000 N N N N N N NEXSTAR BROADCASTING INC 5493006PK6I4I2OOT688 65343HAA9 1275000.00000000 PA USD 1169630.81000000 0.085030984546 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 2478541.58000000 0.180187482225 Long DBT CORP US N 2 2025-03-15 Fixed 0.06875000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636Q104 1200.00000000 NS USD 417276.00000000 0.030335545887 Long EC CORP US N 1 N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DQ5 650000.00000000 PA USD 443950.00000000 0.032274718882 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 739488.88000000 0.053760098477 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 455043.75000000 0.033081223360 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 253593.75000000 0.018436010793 Long DBT CORP MX N 2 2023-12-01 Variable 0.08625000 N N N N N N OPEN TEXT CORPORATION 549300UQROQS42RKHM85 683715AF3 530000.00000000 PA USD 530000.00000000 0.038530467412 Long DBT CORP CA N 2 2027-12-01 Fixed 0.06900000 N N N N N N ASGN INC LZBNYYCBUKY537072438 00191UAA0 510000.00000000 PA USD 461652.00000000 0.033561636494 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 552996.75000000 0.040202308028 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 931912.80000000 0.067749124098 Long DBT CORP FR N 2 2028-01-15 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNXP3 377628.13000000 PA USD 346500.36000000 0.025190227980 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 1719999.98550000 PA USD 1674634.99000000 0.121744280963 Long DBT NUSS VN N 2 2028-03-12 Variable 0.05500000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QBH4 1290000.00000000 PA USD 1262910.00000000 0.091812287925 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 187000.00000000 0.013594712087 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 305566.89200000 PA USD 251022.44000000 0.018249079140 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 0.000000002180 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 586636.88000000 0.042647911675 Long DBT NUSS CO N 2 2045-06-15 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QQ2F1 199881.26400000 PA USD 199764.47000000 0.014522676229 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 0.05000000 N N N N N N CHICAGO BOARD OF TRADE N/A N/A 28.00000000 NC USD -60.48000000 -0.00000439683 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE N/A Long UST NOTES UST NOTES 0% 06/30/2040 2023-03-22 3509685.48000000 USD -60.48000000 N N N ROMANIA, REPUBLIC OF 315700IASY927EDWBK92 77586RAH3 600000.00000000 PA USD 470175.00000000 0.034181250029 Long DBT NUSS RO N 2 2031-02-14 Fixed 0.03000000 N N N N N N RP ESCROW ISSUER LLC N/A 74969PAA6 615000.00000000 PA USD 469645.08000000 0.034142725378 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 236628.00000000 0.017202617816 Long DBT CORP KY N 2 2031-02-09 Fixed 0.02125000 N N N N N N PHILIPPINES REPUBLIC OF 529900RAHBALMYIJ3T08 718286CU9 490000.00000000 PA USD 526803.90000000 0.038298114154 Long DBT NUSS PH N 2 2047-10-13 Fixed 0.05950000 N N N N N N QATAR ST 52990074F6OJOAXK4P65 74727PAE1 295000.00000000 PA USD 392681.88000000 0.028547578077 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 288462.50000000 0.020970933879 Long DBT CORP US N 2 2026-08-15 Fixed 0.05375000 N N N N N N GEO GROUP INC/THE 5493003VOR6NTY465495 36162JAC0 1563000.00000000 PA USD 1578317.40000000 0.114742088958 Long DBT CORP US N 2 2028-06-30 Fixed 0.10500000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAF8 1300000.00000000 PA USD 1133860.00000000 0.082430482605 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 479406.25000000 0.034852352628 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 286305.60000000 0.020814129416 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 376908.00000000 0.027400832852 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 512890.63000000 0.037286633406 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 883554.75000000 0.064233542457 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 259275.00000000 0.018849031959 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 13754.98000000 0.000999973223 Long DBT CORP US N 2 2025-01-23 Variable 0.05700000 N N N N N N CANADA, GOVERNMENT OF 4BFD7AQU0A75QLAHK410 135087M92 2980000.00000000 PA 2117120.53000000 0.153912535076 Long DBT NUSS CA N 2 2024-02-01 Fixed 0.00750000 N N N N N N PACIFIC GAS and ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308JM0 3929000.00000000 PA USD 3561240.10000000 0.258898576646 Long DBT CORP US N 2 2030-07-01 Fixed 0.04550000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EDE7 1399999.65000000 PA USD 1274098.10000000 0.092625651552 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 0.03500000 N N N N N N ALLEGIANT TRAVEL CO 549300JM9OZXOHWL2K18 01748XAD4 445000.00000000 PA USD 423266.98000000 0.030771084112 Long DBT CORP US N 2 2027-08-15 Fixed 0.07250000 N N N N N N ASSUREDPARTNERS INC 549300HNDSDQWQ3L2P80 04624VAA7 245000.00000000 PA USD 236935.32000000 0.017224959672 Long DBT CORP US N 2 2025-08-15 Fixed 0.07000000 N N N N N N ADARO INDONESIA PT 2549009Z0YED3S2BID40 69368KAB2 930000.00000000 PA USD 890649.38000000 0.064749314929 Long DBT CORP ID N 2 2024-10-31 Fixed 0.04250000 N N N N N N EGYPT, (ARAB) REPUBLIC OF 529900GFIVH4086NMH82 038461AL3 2240000.00000000 PA USD 2004800.00000000 0.145746945413 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 739707.10000000 0.053775962852 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 455573.33000000 0.033119723293 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 1894392.77000000 0.137720450739 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 124450.00000000 0.009047389942 Long DBT CORP GB N 2 2024-07-19 Fixed 0.07375000 N N N N N N NEPTUNE BIDCO US INC 549300VG15T3VCYZ4531 64069JAC6 790000.00000000 PA USD 703597.70000000 0.051150845757 Long LON CORP US N 2 2029-04-11 Variable 0.08821910 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F032617 -200000.00000000 PA USD -181890.52000000 -0.01322325802 Short ABS-MBS USGA US N 2 2053-01-01 Fixed 0.03500000 N N N N N N JACOBS ENTERTAINMENT INC 5493004U9JIWY3HSUO63 469815AK0 395000.00000000 PA USD 356539.25000000 0.025920045195 Long DBT CORP US N 2 2029-02-15 Fixed 0.06750000 N N N N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC N/A 1820.16000000 0.000132323802 N/A DFE CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 425569.01000000 USD 399000.00000000 EUR 2023-01-13 1820.16000000 N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAJ9 465000.00000000 PA USD 424354.35000000 0.030850134819 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 300415.50000000 0.021839904968 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 2869758.97000000 0.208628593351 Long EP CORP US N 2 N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397ZR7 610000.00000000 PA USD 552382.45000000 0.040157649036 Long DBT CORP US N 2 2029-05-03 Fixed 0.05113000 N N N N N N YPF SA 5493003N7447U18U5U53 984245AT7 391250.00000000 PA USD 355255.00000000 0.025826681510 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 151875.00000000 0.011041159883 Long DBT CORP IE N 2 2025-07-08 Fixed 0.02950000 Y Y N N N N BATH and BODY WORKS INC GR3KVMWVCR54YWQNXU90 501797AW4 330000.00000000 PA USD 309672.99000000 0.022512915188 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 885867.55000000 0.064401680693 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 319475.00200000 PA USD 261249.88000000 0.018992603750 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 1134919.18000000 0.082507483926 Long DBT CORP IE N 2 2029-07-15 Fixed 0.05125000 N N N N N N ATI INC ZW1LRE7C3H17O2ZN9B45 01741RAL6 280000.00000000 PA USD 247444.40000000 0.017988959227 Long DBT CORP US N 2 2029-10-01 Fixed 0.04875000 N N N N N N UST BILLS 254900HROIFWPRGM1V77 912796XR5 650000.00000000 PA USD 649435.72000000 0.047213324238 Long DBT UST US N 2 2023-01-12 Fixed 0.00000000 N N N N N N JPMORGAN CHASE and CO 8I5DZWZKVSZI1NUHU748 48128BAG6 1225000.00000000 PA USD 1079531.25000000 0.078480837074 Long EP CORP US N 2 N N N TENCENT HLDGS LTD 254900N4SLUMW4XUYY11 88032WAN6 180000.00000000 PA USD 165296.25000000 0.012016871271 Long DBT CORP KY N 2 2029-04-11 Fixed 0.03975000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CEP2 4651000.00000000 PA USD 4286187.19000000 0.311601501603 Long DBT UST US N 2 2032-05-15 Fixed 0.02875000 N N N N N N CARNIVAL HOLDINGS BERMUDA LTD N/A 14366RAA7 885000.00000000 PA USD 908549.85000000 0.066050661110 Long DBT CORP US N 2 2028-05-01 Fixed 0.10375000 N N N N N N CLEAR CHANNEL OUTDOOR HOLDINGS INC N/A 18453HAD8 570000.00000000 PA USD 418533.90000000 0.030426993953 Long DBT CORP US N 2 2029-06-01 Fixed 0.07500000 N N N N N N LANXESS AG 529900PTLRE72EMYIJ77 N/A 1200000.00000000 PA 1127723.35000000 0.081984354316 Long DBT CORP DE N 2 2028-03-22 Fixed 0.01750000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859102 600.00000000 NS USD 307314.00000000 0.022341418985 Long EC CORP US N 1 N N N UST NOTES 254900HROIFWPRGM1V77 91282CAP6 280000.00000000 PA USD 270123.44000000 0.019637702645 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 50360.45000000 0.003661154108 Long DBT NUSS PK N 2 2024-04-15 Fixed 0.08250000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 N/A 1.00000000 NC N/A 12764.94000000 0.000927998310 N/A DFE CORP CA N 2 ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 875000.00000000 GBP 1070870.50000000 USD 2023-01-13 12764.94000000 N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PDW5 65000.00000000 PA USD 53393.44000000 0.003881649433 Long DBT NUSS DO N 2 2048-02-15 Fixed 0.06500000 N N N N N N ACPRODUCTS HOLDINGS INC 254900KTNXVUUHWHBF39 00488YAB2 1122900.00000000 PA USD 835920.45000000 0.060770576714 Long LON CORP US N 2 2028-05-17 Variable 0.08979860 N N N N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 67059TAF2 640000.00000000 PA USD 616260.62000000 0.044801527805 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 550058.79000000 0.039988721289 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 898681.00000000 0.065333205632 Long DBT CORP US N 2 2028-04-30 Fixed 0.04125000 N N N N N N GEO GROUP INC/THE 5493003VOR6NTY465495 36162JAD8 521000.00000000 PA USD 495960.42000000 0.036055824152 Long DBT CORP US N 2 2028-12-31 Fixed 0.09500000 N N N N N N INDONESIA REPUBLIC OF 254900G208H6Q0L5B953 N/A 875000.00000000 PA USD 1104031.25000000 0.080261962454 Long DBT NUSS ID N 2 2035-10-12 Fixed 0.08500000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324P102 1100.00000000 NS USD 583198.00000000 0.042397908555 Long EC CORP US N 1 N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAA6 370000.00000000 PA USD 306706.88000000 0.022297281971 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 1000000.00000000 PA USD 623000.00000000 0.045291473958 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 0.027149439727 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 439781.54000000 0.031971676029 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 8853963.75000000 0.643674267441 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 290817.50000000 0.021142140012 Long LON CORP US N 2 2025-08-22 Variable 0.12979860 N N N N N N HILTON WORLDWIDE FIN LLC / HILTON WORLDWIDE FIN CORP N/A 432891AK5 435000.00000000 PA USD 414045.12000000 0.030100664157 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 1080068.13000000 0.078519867710 Long DBT CORP AE N 2 2026-07-31 Fixed 0.07125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CFC0 1400000.00000000 PA USD 1289148.43000000 0.093719795419 Long DBT UST US N 2 2029-07-31 Fixed 0.02625000 N N N N N N EQUATE PETROCHEMICAL BV 635400Y3Z5R4NJSMQ630 29441WAD7 275000.00000000 PA USD 238700.00000000 0.017353250134 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 370048.80000000 0.026902175904 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 135725.00000000 0.009867071112 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 1942750.00000000 PA USD 1931485.64000000 0.140417065114 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 336025.90000000 0.024428745263 Long DBT CORP LR N 2 2027-07-15 Fixed 0.05375000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TH1 2902000.00000000 PA USD 2544237.81000000 0.184963532129 Long DBT UST US N 2 2042-05-15 Fixed 0.03250000 N N N N N N SOUTHEASTERN GROCERS INC N/A 84169Q103 40826.00000000 NS USD 948387.98000000 0.068946853128 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 440469.75000000 0.032021708205 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 590816.70000000 0.042951780389 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 0.000000003634 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 301616.25000000 0.021927198286 Long DBT NUSS UA N 2 2025-09-01 Fixed 0.07750000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AS6 1190000.00000000 PA USD 959437.50000000 0.069750142129 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 62285.60000000 0.004528100530 Long EC CORP US N 1 N N N BOOZ ALLEN AND HAMILTON INC 549300D7XCH2480XU542 09951LAB9 280000.00000000 PA USD 246440.30000000 0.017915962166 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 220136.37000000 0.016003692888 Long DBT CORP US N 2 2029-05-01 Fixed 0.05000000 N N N N N N ALTICE FING SA 549300DIYGW8HVDF7Q17 02154CAF0 2415000.00000000 PA USD 1944075.00000000 0.141332298935 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 209597.50000000 0.015237527629 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 241250.06000000 0.017538636934 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 369813.81000000 0.026885092367 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 1567883.83000000 0.113983578903 Long EP CORP NL N 2 N N N SABIC CAPITAL I BV 213800LBMMAIG1FQP389 N/A 400000.00000000 PA USD 335450.00000000 0.024386877912 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 177845.10000000 0.012929160056 Long EC CORP US N 1 N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBL1 425000.00000000 PA USD 377374.50000000 0.027434746933 Long DBT CORP US N 2 2026-09-01 Fixed 0.03125000 N N N N N N EL SALVADOR REPUBLIC OF 529900AKDMUSFSDOM949 283875AQ5 90000.00000000 PA USD 34470.00000000 0.002505934361 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 867399.90000000 0.063059101096 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 309436.88000000 0.022495750228 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 617920.00000000 0.044922163063 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 560394.80000000 0.040740138829 Long DBT CORP US N 2 2026-01-15 Fixed 0.06500000 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153AZ5 1329000.00000000 PA USD 1425352.50000000 0.103621694439 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 243903.47000000 0.017731537174 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 519341.25000000 0.037755586998 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 167598.28000000 0.012184226539 Long DBT CORP US N 2 2025-05-01 Fixed 0.07000000 N N N N N N FED HOME LN MTG CORP MTN S6XOOCT0IEG5ABCC6L87 3134GXR71 2200000.00000000 PA USD 2167428.16000000 0.157569849223 Long DBT USGSE US N 2 2024-11-25 Fixed 0.04000000 N N N N N N PECF USS INTERMEDIATE HOLDING III CORP 254900DIL842DEXPYJ91 69291HAA3 250000.00000000 PA USD 162422.50000000 0.011807952534 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 912858.62000000 0.066363904359 Long EC CORP US N 3 N N N NABORS INDUSTRIES LTD 5493008TXYN3II3PU369 629571AA8 595000.00000000 PA USD 560727.38000000 0.040764317061 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 948443.23000000 0.068950869748 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 7166668.03000000 0.521009564129 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 1952673.84000000 0.141957425962 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 1563385.80000000 0.113656576642 Long DBT CORP US N 2 2027-10-15 Fixed 0.05000000 N N N N N N VIER GAS TRANSPORT GMBH 529900AGED6PJE9AVL37 N/A 400000.00000000 PA 430196.73000000 0.031274869974 Long DBT CORP DE N 2 2032-09-26 Fixed 0.04625000 N N N N N N TAYLOR MORRISON CMNTYS INC / TAYLOR MORRISON HLDGS II INC N/A 877249AD4 65000.00000000 PA USD 64512.50000000 0.004689993922 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 344740.70000000 0.025062302466 Long DBT CORP US N 2 2032-07-15 Fixed 0.05000000 N N N N N N ESKOM HLDGS LTD 3789001900ED06F65111 29646AAA4 520000.00000000 PA USD 498972.50000000 0.036274799341 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 641750.00000000 0.046654580117 Long DBT CORP US N 2 2029-01-15 Fixed 0.05750000 N N N N N N TENCENT HLDGS LTD 254900N4SLUMW4XUYY11 88032WAT3 240000.00000000 PA USD 215700.00000000 0.015681173247 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 617708.44000000 0.044906782864 Long DBT NUSS BM N 2 2027-01-25 Fixed 0.03717000 N N N N N N BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 N/A 1.00000000 NC N/A 652.23000000 0.000047416465 N/A DFE CORP US N 2 BROWN BROTHERS HARRIMAN and CO. 5493006KMX1VFTPYPW14 210364.48000000 USD 197000.00000000 EUR 2023-01-13 652.23000000 N N N BROADSTREET PARTNERS INC 549300BS9N54G8DD0R75 11135RAA3 725000.00000000 PA USD 617033.99000000 0.044857751027 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 370333.75000000 0.026922891483 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 0.17000000 0.000000012358 Long EC CORP LU Y 3 N N N PTT TREASURY CENTER CO LTD 254900FBQLIN5XACCX50 74446T2C6 230000.00000000 PA USD 142715.00000000 0.010375237088 Long DBT CORP TH N 2 2070-07-16 Fixed 0.03700000 N N N N N N VOC ESCROW LTD N/A 91832VAA2 545000.00000000 PA USD 468754.50000000 0.034077981107 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 434426.25000000 0.031582351828 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 1384729.20000000 0.100668421351 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 579394.55000000 0.042121401562 Long DBT CORP US N 2 2028-11-01 Fixed 0.05875000 N N N N N N PHILIPPINES REPUBLIC OF 529900RAHBALMYIJ3T08 718286CH8 160000.00000000 PA USD 114817.60000000 0.008347124141 Long DBT NUSS PH N 2 2045-05-05 Fixed 0.02950000 N N N N N N OLYMPUS WATER US HOLDING CORPORATION 549300YU2GGVCBN3MY89 68163YAB1 168725.00000000 PA USD 161601.43000000 0.011748261570 Long LON CORP US N 2 2028-11-09 Variable 0.08500000 N N N N N N CLARIVATE SCIENCE HLDGS CORP N/A 18064PAC3 500000.00000000 PA USD 433198.00000000 0.031493059287 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 484490.03000000 0.035221938325 Long DBT CORP US N 2 2031-06-01 Fixed 0.05000000 N N N N N N TENGIZCHEVROIL FINANCE CO INTERNATIONAL LTD 5493001VEV2XTJIBZH31 88034QAC1 650000.00000000 PA USD 461012.50000000 0.033515145487 Long DBT CORP BM N 2 2030-08-15 Fixed 0.03250000 N N N N N N OEC FIN LTD N/A 67614CAE0 183628.00000000 PA USD 4149.99000000 0.000301700102 Long DBT CORP KY N 2 2033-12-27 Fixed 0.05250000 N N Y N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DR3 1025000.00000000 PA USD 783100.00000000 0.056930583077 Long DBT NUSS CO N 2 2030-01-30 Fixed 0.03000000 N N N N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 09857LAX6 1009000.00000000 PA 1097894.63000000 0.079815836347 Long DBT CORP US N 2 2034-11-15 Fixed 0.04750000 N N N N N N ASBURY AUTOMOTIVE GROUP INC 549300JH4DTA7U42GL91 043436AX2 485000.00000000 PA USD 399009.50000000 0.029007589692 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 330685.66500000 PA USD 270417.38000000 0.019659071788 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 147400.00000000 0.010715831880 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 284386.25000000 0.020674594600 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 463290.00000000 0.033680717448 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 852359.76000000 0.061965698031 Long DBT CORP LU N 2 2028-06-01 Fixed 0.04625000 N N N N N N CHS/CMNTY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBK5 1150000.00000000 PA USD 834923.00000000 0.060698063101 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 212577.75000000 0.015454188809 Long DBT CORP US N 2 2026-11-01 Fixed 0.04625000 N N N N N N TURKEY REPUBLIC OF 5493000PCHOG3B6S3Q85 900123CJ7 830000.00000000 PA USD 738700.00000000 0.053702747694 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 355881.60000000 0.025872234701 Long DBT CORP US N 2 2029-06-15 Fixed 0.03625000 N N N N N N CHENIERE ENERGY INC MIHC87W9WTYSYZWV1J40 16411RAK5 925000.00000000 PA USD 836077.30000000 0.060781979551 Long DBT CORP US N 2 2028-10-15 Fixed 0.04625000 N N N N N N JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC N/A 46590XAR7 250000.00000000 PA USD 218680.00000000 0.015897816252 Long DBT CORP US N 2 2027-01-15 Fixed 0.02500000 N N N N N N EXIDE TECHNOLOGIES 549300KITCGPNNNXQP63 302051305 2115.00000000 NS USD 2115.00000000 0.000153758374 Long EC CORP US N 3 N N N PAKISTAN, ISLAMIC REP OF 529900LOP29R5WKHOD86 740840AC7 130000.00000000 PA USD 50064.30000000 0.003639624301 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 2142709.30000000 0.155772812941 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 519662.55000000 0.037778945185 Long DBT CORP US N 2 2029-12-01 Fixed 0.05625000 N N N N N N SOUTH AFRICA REPUBLIC OF 378900AAFB4F17004C49 836205BB9 450000.00000000 PA USD 329625.00000000 0.023963406265 Long DBT NUSS ZA N 2 2049-09-30 Fixed 0.05750000 N N N N N N CENTENE CORP DEL 549300Z7JJ4TQSQGT333 15135BAR2 615000.00000000 PA USD 576785.87000000 0.041931753147 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 5908.00000000 NS USD 307570.48000000 0.022360064824 Long EC CORP US N 1 N N N UST NOTES 254900HROIFWPRGM1V77 9128285M8 1580000.00000000 PA USD 1506986.71000000 0.109556419474 Long DBT UST US N 2 2028-11-15 Fixed 0.03125000 N N N N N N PANAMA REPUBLIC OF 549300SHS4T08CL0LP14 698299BT0 500000.00000000 PA USD 507125.00000000 0.036867477899 Long DBT NUSS PA N 2 2035-02-14 Fixed 0.06400000 N N N N N N BRAZIL, FEDERATIVE REPUBLIC OF 254900ZFY40OYEADAP90 105756CC2 830000.00000000 PA USD 718365.00000000 0.052224413628 Long DBT NUSS BR N 2 2030-06-12 Fixed 0.03875000 N N N N N N UNITED KINGDOM,G.B. and N.IRELAND ECTRVYYCEF89VWYS6K36 N/A 800000.00000000 PA 931530.79000000 0.067721352355 Long DBT NUSS GB N 2 2052-07-22 Fixed 0.03750000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H73P6 800000.00000000 PA USD 676280.40000000 0.049164905498 Long ABS-MBS USGSE US N 2 2032-03-25 Fixed 0.02400000 N N N N N N PHOENIX NEWCO INC 254900PHGVI5379Z9791 71911KAC8 328350.00000000 PA USD 315672.41000000 0.022949066993 Long LON CORP US N 2 2028-11-15 Variable 0.07321430 N N N N N N FMG RESOURCES AUG'06 PTY LTD 549300EFD6S2NFE9D745 30251GBC0 445000.00000000 PA USD 370099.15000000 0.026905836299 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 5418698.99000000 0.393933971423 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 104329.41000000 0.007584643268 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 0.000000002907 Long DBT CORP US N 3 2024-10-31 Variable 0.11000000 Y Y N N N N OMAN SULTANATE 549300SZ20F0QTKNQC75 682051AC1 230000.00000000 PA USD 221346.25000000 0.016091649948 Long DBT NUSS OM N 2 2026-06-15 Fixed 0.04750000 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 N/A 1.00000000 NC N/A 38449.39000000 0.002795232015 N/A DFE CORP CA N 2 CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 2267821.92000000 USD 3386000.00000000 AUD 2023-01-13 38449.39000000 N N N TERRIER MEDIA BUYER INC N/A 88146LAA1 2160000.00000000 PA USD 1625832.00000000 0.118196352631 Long DBT CORP US N 2 2027-12-15 Fixed 0.08875000 N N N N N N CHS/CMNTY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBG4 400000.00000000 PA USD 342984.00000000 0.024934592141 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 248400.00000000 0.018058430387 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 157880.00000000 0.011477717349 Long DBT CORP VG N 2 2024-05-15 Fixed 0.05125000 N N N N N N CLYDESDALE ACQUISITION HOLDINGS INC 254900QKSDYFR3K5YD98 18972FAC6 417900.00000000 PA USD 397180.52000000 0.028874624684 Long LON CORP US N 2 2029-04-13 Variable 0.08598040 N N N N N N MEXICO UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAH3 620000.00000000 PA USD 538935.00000000 0.039180032934 Long DBT NUSS MX N 2 2030-04-16 Fixed 0.03250000 N N N N N N FIRST QUANTUM MINERALS LTD 549300I7UVBGWRYMYZ18 335934AT2 3000000.00000000 PA USD 2798062.50000000 0.203416332029 Long DBT CORP CA N 2 2027-10-15 Fixed 0.06875000 N N N N N N SRS DISTRIBUTION INC 549300ZQ3XP75BCYM468 78471RAB2 550000.00000000 PA USD 487558.58000000 0.035445018827 Long DBT CORP US N 2 2028-07-01 Fixed 0.04625000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079K305 6000.00000000 NS USD 529380.00000000 0.038485394035 Long EC CORP US N 1 N N N PRIVATE EXPORT FUNDING CORP CYQE6SAYPFKNQJ6FMH60 742651DX7 1030000.00000000 PA USD 969353.60000000 0.070471032634 Long DBT USGSE US N 2 2024-11-15 Fixed 0.01750000 N N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 N/A 619000.00000000 PA 594492.39000000 0.043218999358 Long DBT CORP IE N 2 2031-05-30 Variable 0.02875000 N N N N N N COLGATE ENERGY PARTNERS III LLC 549300QRLZK0B17DH791 19416MAB5 405000.00000000 PA USD 347287.50000000 0.025247452267 Long DBT CORP US N 2 2029-07-01 Fixed 0.05875000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AP8 570000.00000000 PA USD 454817.25000000 0.033064757037 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 236400.00000000 0.017186042446 Long DBT CORP VG N 2 2029-01-15 Fixed 0.05000000 N N N N N N CHENIERE ENERGY INC MIHC87W9WTYSYZWV1J40 16411R208 6100.00000000 NS USD 914756.00000000 0.066501841978 Long EC CORP US N 1 N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GCS7 126000.00000000 PA USD 122882.39000000 0.008933426270 Long DBT CORP US N 2 2024-07-15 Fixed 0.04625000 N N N N N N REALPAGE INC 5493001RSFZX4122A604 75605VAD4 306900.00000000 PA USD 291248.10000000 0.021173444200 Long LON CORP US N 2 2028-04-22 Variable 0.07071430 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132CWCH5 396185.67500000 PA USD 374741.02000000 0.027243295583 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 203665.00000000 0.014806240840 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 966656.38000000 0.070274947451 Long DBT CORP AU N 2 2027-05-01 Fixed 0.08125000 N N N N N N ATI INC ZW1LRE7C3H17O2ZN9B45 01741RAM4 245000.00000000 PA USD 215746.89000000 0.015684582102 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 276375.00000000 0.020092184775 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 473230.03000000 0.034403347640 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 880370.42000000 0.064002044866 Long DBT CORP US N 2 2046-12-01 Fixed 0.04000000 N N N N N N CHICAGO BOARD OF TRADE N/A N/A 514.00000000 NC USD -179156.67000000 -0.01302450987 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE N/A Long UST NOTES UST NOTES 0% 06/30/2040 2023-03-22 57899750.42000000 USD -179156.67000000 N N N GTT COMMUNICATIONS INC 549300ETSL7K1ZX05H30 N/A 27222.00000000 NS USD 27222.00000000 0.001979012045 Long EC CORP US N 3 N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 205768AS3 1030000.00000000 PA USD 929575.00000000 0.067579168387 Long DBT CORP US N 2 2029-03-01 Fixed 0.06750000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F050619 300000.00000000 PA USD 295828.26000000 0.021506417229 Long ABS-MBS USGA US N 2 2053-01-01 Fixed 0.05000000 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 1700000.00000000 PA 1610029.31000000 0.117047512948 Long DBT CORP DE N 2 2032-06-24 Variable 0.04000000 N N N N N N NEW SK HOLDCO SUB LLC N/A 64859TAB0 51106.10000000 PA USD 44002.35000000 0.003198926627 Long LON CORP US N 2 2027-06-30 Variable 0.12674560 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F032617 200000.00000000 PA USD 181890.52000000 0.013223258025 Long ABS-MBS USGA US N 2 2053-01-01 Fixed 0.03500000 N N N N N N GFL ENVIRONMENTAL INC 5493008HF9XC5H29ZX61 36168QAN4 575000.00000000 PA USD 503268.75000000 0.036587132399 Long DBT CORP CA N 2 2029-06-15 Fixed 0.04750000 N N N N N N NAVIOS SOUTH AMERICAN LOGISTIC S INC/ NAVIOS LOGISTICS FIN US INC N/A 63938NAF1 215000.00000000 PA USD 202771.88000000 0.014741311914 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 455125.00000000 0.033087130153 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 450080.31000000 0.032720386259 Long DBT NUSS RW N 2 2031-08-09 Fixed 0.05500000 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153BS0 1295000.00000000 PA USD 1301313.13000000 0.094604156885 Long DBT CORP LR N 2 2029-01-15 Fixed 0.08250000 N N N N N N 2023-01-30 Laura M. Del Prato Laura M. Del Prato Laura M. Del Prato President and Treasurer