NPORT-P false 0001741600 XXXXXXXX BlackRock Multi-Sector Opportunities Trust II 811-23357 0001741600 54930038NLVSSPM85C92 100 BELLEVUE PARKWAY WILMINGTON 19809 800-441-7762 BlackRock Multi-Sector Opportunities Trust II 54930038NLVSSPM85C92 2023-12-31 2023-09-30 N 84931615.16 4816820.24 80114794.92 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 4054838.50000000 EUR GBP USD N Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio AZZURRA AEROPORTI SPA 8156004064432D3D0F19 000000000 125000.00000000 PA 129108.21000000 0.161154016719 Long DBT CORP IT N 2 2024-05-30 Fixed 2.13000000 N N N N N N GREENKO SOLAR MAURITIUS 2138007S1PL541B3KP92 000000000 200000.00000000 PA USD 185584.00000000 0.231647600403 Long DBT CORP MU N 2 2026-07-29 Fixed 5.95000000 N N N N N N TELEFONICA EUROPE BV 7245007FZS0M65WUGP67 000000000 500000.00000000 PA 414759.21000000 0.517706137067 Long DBT CORP NL N 2 2029-02-12 Fixed 2.38000000 N N N N N N OUTFRONT MEDIA CAP LLC/C N/A 69007TAC8 9000.00000000 PA USD 7074.99000000 0.008831065481 Long DBT CORP US N 2 2030-03-15 Fixed 4.63000000 N N N N N N NATIONSTAR MTG HLD INC N/A 63861CAA7 11000.00000000 PA USD 10394.15000000 0.012974070532 Long DBT CORP US N 2 2027-01-15 Fixed 6.00000000 N N N N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 3938.00000000 OU Notional Amount 507.26000000 0.000633166446 N/A DCR XX N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 CMA CGM SA CMA CGM SA Y sell protection 2027-06-22 100.17000000 EUR 0.00000000 EUR 3938.00000000 EUR 397.71000000 N N N ILIAD SA 969500FZ9BTRZS3JNB97 000000000 100000.00000000 PA 100703.07000000 0.125698468180 Long DBT CORP FR N 2 2030-02-15 Fixed 5.63000000 N N N N N N HILTON GRAND VAC BOR ESC N/A 43284MAA6 147000.00000000 PA USD 127514.55000000 0.159164796124 Long DBT CORP US N 2 2029-06-01 Fixed 5.00000000 N N N N N N ASHTON WOODS USA/FINANCE N/A 045086AM7 30000.00000000 PA USD 25315.93000000 0.031599569124 Long DBT CORP US N 2 2029-08-01 Fixed 4.63000000 N N N N N N AMC Networks Inc 549300VGG9K75226LR46 00164VAD5 7000.00000000 PA USD 6903.34000000 0.008616810424 Long DBT CORP US N 2 2024-04-01 Fixed 5.00000000 N N N N N N BOXER PARENT CO INC 5493006T045HLTF7YX04 000000000 100000.00000000 PA 104747.05000000 0.130746200005 Long DBT CORP US N 2 2025-10-02 Fixed 6.50000000 N N N N N N Palmer Square Loan Funding Ltd N/A 69702KAA9 250000.00000000 PA USD 240012.55000000 0.299585800899 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 11.51000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DT9 200000.00000000 PA USD 111000.00000000 0.138551187843 Long DBT NUSS CO N 2 2051-05-15 Fixed 4.13000000 N N N N N N GALAXY BIDCO LTD 2138006O8YW3QCHKDY76 000000000 100000.00000000 PA 112859.24000000 0.140871907757 Long DBT CORP JE N 2 2026-07-31 Fixed 6.50000000 N N N N N N Recette CLO LLC 549300392I5L5XOJ0016 75620TAZ1 1000000.00000000 PA USD 976480.10000000 1.218851150995 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 8.84000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 29429JAN0 750000.00000000 PA USD 747264.15000000 0.932741762300 Long ABS-MBS CORP US N 2 2036-05-10 Variable 4.89000000 N N N N N N Hudson Yards N/A 44421MAN0 498318.00000000 PA USD 340456.19000000 0.424960446244 Long ABS-MBS CORP US N 2 2041-12-10 Variable 3.04000000 N N N N N N ALLEGIANT TRAVEL CO 549300JM9OZXOHWL2K18 01748XAD4 24000.00000000 PA USD 22590.00000000 0.028197039039 Long DBT CORP US N 2 2027-08-15 Fixed 7.25000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3555363.00000000 OU Notional Amount -3193.97000000 -0.00398674177 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2025-02-05 10.78000000 MXN 0.00000000 MXN 3555363.00000000 MXN -3194.80000000 N N N Fairstone Financial Issuance Trust I 549300LY2ZF7LX6T3F37 30575PAU0 150000.00000000 PA 99397.02000000 0.124068244946 Long ABS-O CORP CA N 2 2039-10-20 Fixed 6.87000000 N N N N N N Rossini Sarl 549300EC5JCCW6F83R11 000000000 100000.00000000 PA 105672.15000000 0.131900918058 Long DBT CORP LU N 2 2025-10-30 Fixed 6.75000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -4608.12000000 -0.00575189639 N/A DFE BR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 223349.61000000 USD 1110181.59000000 BRL 2023-12-20 -4608.12000000 N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DS8 170000.00000000 PA USD 117454.70000000 0.146608001826 Long DBT NUSS PE N 2 2041-03-11 Fixed 3.30000000 N N N N N N ENERGIAS DE PORTUGAL SA 529900CLC3WDMGI9VH80 000000000 100000.00000000 PA 97399.16000000 0.121574498314 Long DBT CORP PT N 2 2080-07-20 Fixed 1.70000000 N N N N N N PICARD GROUPE SA 969500C0PA29TV19CT55 000000000 100000.00000000 PA 97806.21000000 0.122082581747 Long DBT CORP FR N 2 2026-07-01 Fixed 3.88000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -1.00000000 NC 3963.68000000 0.004947500650 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short EUX 10 Year Euro BUND Futures RXZ3 Comdty 2023-12-07 -132389.05000000 EUR 3963.68000000 N N N Golub Capital Partners CLO, LTD 254900ZZ9HHZTOQ1XK24 38178QAA6 250000.00000000 PA USD 247344.08000000 0.308737081892 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 12.15000000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 000000000 100000.00000000 PA 100455.67000000 0.125389661298 Long DBT CORP US N 2 2059-05-23 Fixed 3.63000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1713080.00000000 OU Notional Amount -1513.37000000 -0.00188900190 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2025-02-05 5.20000000 MXN 0.00000000 MXN 1713080.00000000 MXN -1513.77000000 N N N TRIVIUM PACKAGING FIN 724500GMZWW3PVYET548 89686QAA4 200000.00000000 PA USD 186486.60000000 0.232774233755 Long DBT CORP NL N 2 2026-08-15 Fixed 5.50000000 N N N N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 29082HAD4 200000.00000000 PA USD 197815.00000000 0.246914443452 Long DBT CORP NL N 2 2030-07-28 Fixed 7.00000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DS1 340000.00000000 PA USD 251090.00000000 0.313412772573 Long DBT NUSS CO N 2 2031-04-15 Fixed 3.13000000 N N N N N N FREMF Mortgage Trust N/A 30314FAC8 1000000.00000000 PA USD 861995.50000000 1.075950454420 Long ABS-MBS USGSE US N 2 2052-10-25 Variable 3.76000000 N N N N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 165167DF1 51000.00000000 PA USD 49349.30000000 0.061598235443 Long DBT CORP US N 2 2026-02-01 Fixed 5.50000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 000000000 150000.00000000 PA 152908.50000000 0.190861750507 Long DBT CORP IT N 2 2029-02-16 Fixed 4.45000000 N N N N N N ARDAGH METAL PACKAGING N/A 000000000 100000.00000000 PA 87487.45000000 0.109202613683 Long DBT CORP XX N 2 2028-09-01 Fixed 2.00000000 N N N N N N LORCA TELECOM BONDCO 9598004HFBAS82YM7X35 000000000 100000.00000000 PA 98115.98000000 0.122469239418 Long DBT CORP ES N 2 2027-09-18 Fixed 4.00000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225436AA2 200000.00000000 PA USD 19000.00000000 0.023715969090 Long DBT CORP CH N 2 2049-12-29 Fixed 6.25000000 Y Y N N N N FIVE POINT OP CO LP/FIVE N/A 33834YAA6 467000.00000000 PA USD 440611.00000000 0.549974571413 Long DBT CORP US N 2 2025-11-15 Fixed 7.88000000 N N N N N N BROOKFIELD RESID PROPERT N/A 11283YAG5 10000.00000000 PA USD 8230.70000000 0.010273632989 Long DBT CORP CA N 2 2029-06-15 Fixed 5.00000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 617.87000000 0.000771230832 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 121000.00000000 CAD 89813.20000000 USD 2023-12-20 617.87000000 N N N Gulf Stream Meridian 7 Ltd N/A 40256JAA3 250000.00000000 PA USD 235794.05000000 0.294320231656 Long ABS-CBDO CORP KY N 2 2035-07-15 Floating 12.16000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 000000000 100000.00000000 PA 117134.47000000 0.146208287891 Long DBT CORP US N 2 2025-03-06 Fixed 4.54000000 N N N N N N MATTAMY GROUP CORP 5493008TNY7A82WCXU31 57701RAJ1 9000.00000000 PA USD 8213.68000000 0.010252388473 Long DBT CORP CA N 2 2027-12-15 Fixed 5.25000000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 28470RAK8 146000.00000000 PA USD 146695.98000000 0.183107227755 Long DBT CORP US N 2 2027-07-01 Fixed 8.13000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691NAN5 625000.00000000 PA USD 423279.31000000 0.528341001712 Long ABS-MBS CORP US N 2 2050-12-15 Fixed 2.73000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEF1 311000.00000000 PA USD 252435.59000000 0.315092349986 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.88000000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 000000000 114000.00000000 PA USD 113735.52000000 0.141965688252 Long DBT NUSS DO N 2 2026-01-29 Fixed 6.88000000 N N N N N N MASONITE INTERNATIONAL C 549300H0H07ZFT4JYM32 575385AD1 9000.00000000 PA USD 8371.08000000 0.010448856554 Long DBT CORP CA N 2 2028-02-01 Fixed 5.38000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325EF8 200000.00000000 PA USD 197594.00000000 0.246638589285 Long DBT NUSS CO N 2 2033-04-20 Fixed 8.00000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 000000000 100000.00000000 PA 97267.01000000 0.121409547508 Long DBT CORP GB N 2 2078-10-03 Fixed 4.20000000 N N N N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 71000.00000000 OU Notional Amount 9145.48000000 0.011415469526 N/A DCR XX N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 CMA CGM SA CMA CGM SA Y sell protection 2027-06-22 5347.28000000 EUR 0.00000000 EUR 71000.00000000 EUR 3273.33000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 1459.67000000 0.001821973084 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 2317128.00000000 MXN 132687.21000000 USD 2023-12-20 1459.67000000 N N N Carval CLO LTD N/A 14686VAA1 1300000.00000000 PA USD 1222071.24000000 1.525400197579 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 12.03000000 N N N N N N ORANO SA 969500161UMNDC85C891 000000000 100000.00000000 PA 96582.97000000 0.120555722693 Long DBT CORP FR N 2 2028-03-08 Fixed 2.75000000 N N N N N N INEOS QUATTRO FINANCE 2 213800V48W4Y5MT5Q131 000000000 100000.00000000 PA 96058.57000000 0.119901161946 Long DBT CORP GB N 2 2026-01-15 Fixed 2.50000000 N N N N N N MEGLOBAL BV 549300WBVLU2FILR7W19 000000000 200000.00000000 PA USD 172486.00000000 0.215298560237 Long DBT CORP NL N 2 2028-04-28 Fixed 2.63000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -87.00000000 NC USD 262565.22000000 0.327736244300 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10-Year U.S. Treasury Notes Futures UXYZ3 Comdty 2023-12-19 -9965783.97000000 USD 262565.22000000 N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 000000000 100000.00000000 PA 90729.61000000 0.113249506649 Long DBT CORP FR N 2 2027-02-01 Fixed 5.88000000 N N N N N N Heathrow Finance PLC 549300F740QSGMPHQJ60 000000000 100000.00000000 PA 106758.74000000 0.133257209366 Long DBT CORP GB N 2 2027-03-01 Fixed 3.88000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 000000000 100000.00000000 PA 96225.83000000 0.120109937366 Long DBT CORP GB N 2 2080-08-27 Fixed 2.63000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBV3 80000.00000000 PA USD 76163.20000000 0.095067584053 Long DBT CORP MX N 2 2025-01-15 Fixed 4.25000000 N N N N N N FREEPORT INDONESIA PT 549300T4HTQHRKLNE619 000000000 200000.00000000 PA USD 189730.00000000 0.236822674500 Long DBT CORP ID N 2 2027-04-14 Fixed 4.76000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDM9 507000.00000000 PA USD 436399.13000000 0.544717277795 Long DBT CORP US N 2 2029-06-01 Fixed 4.25000000 N N N N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 87724RAB8 914000.00000000 PA USD 851391.00000000 1.062713823146 Long DBT CORP US N 2 2028-01-15 Fixed 5.75000000 N N N N N N BROOKFIELD RESID PROPERT N/A 11283YAB6 234000.00000000 PA USD 210674.88000000 0.262966260115 Long DBT CORP CA N 2 2027-09-15 Fixed 6.25000000 N N N N N N Lendmark Funding Trust N/A 51507KAD8 400000.00000000 PA USD 349056.72000000 0.435695704330 Long ABS-O CORP US N 2 2031-04-21 Fixed 6.77000000 N N N N N N DEUTSCHE LUFTHANSA AG 529900PH63HYJ86ASW55 000000000 100000.00000000 PA 96078.24000000 0.119925714215 Long DBT CORP DE N 2 2027-05-16 Fixed 2.88000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397ZQ9 597000.00000000 PA USD 593201.65000000 0.740439578722 Long DBT CORP US N 2 2024-03-18 Fixed 5.58000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 488.54000000 0.000609799975 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 847774.40000000 CNY 117006.38000000 USD 2023-12-20 488.54000000 N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AS8 166000.00000000 PA USD 161721.35000000 0.201862028307 Long DBT CORP CO N 2 2033-01-13 Fixed 8.88000000 N N N N N N OUTFRONT MEDIA CAP LLC/C N/A 69007TAB0 11000.00000000 PA USD 9691.89000000 0.012097503350 Long DBT CORP US N 2 2027-08-15 Fixed 5.00000000 N N N N N N FORESTAR GROUP INC 549300BC2UB0GHV60V70 346232AE1 319000.00000000 PA USD 286380.66000000 0.357462888453 Long DBT CORP US N 2 2028-03-01 Fixed 5.00000000 N N N N N N ENGINEERING SPA 81560042F5E23EE61346 000000000 100000.00000000 PA 105645.72000000 0.131867927897 Long DBT CORP IT N 2 2028-05-15 Fixed 11.13000000 N N N N N N Fertitta Entertainment, LLC 984500A0805D8V551D35 31556PAB3 245259.06000000 PA USD 242499.90000000 0.302690533305 Long LON CORP US N 2 2029-01-27 Floating 9.32000000 N N N N N N Voyager OPTONE Delaware Trust N/A 92911BAA8 3404624.84000000 PA USD 787153.69000000 0.982532241124 Long ABS-MBS CORP US N 2 2038-02-25 Variable 2.07000000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BV5 200000.00000000 PA USD 185632.00000000 0.231707514430 Long DBT NUSS PA N 2 2054-03-28 Fixed 6.85000000 N N N N N N HTA GROUP LTD 213800WEFU8O8X6EPU13 40435WAB6 200000.00000000 PA USD 192406.00000000 0.240162881515 Long DBT CORP MU N 2 2025-12-18 Fixed 7.00000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 000000000 200000.00000000 PA USD 132342.00000000 0.165190462176 Long DBT NUSS SA N 2 2055-01-21 Fixed 3.75000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2365700.00000000 OU Notional Amount USD -85783.10000000 -0.10707522884 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-01-11 15130.10000000 USD 0.00000000 USD 2365700.00000000 USD -100913.20000000 N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 15138AAC4 51000.00000000 PA USD 50271.84000000 0.062749758081 Long DBT CORP US N 2 2027-04-01 Fixed 6.88000000 N N N N N N Neuberger Berman CLO Ltd 5493007YBEOXQIHH3C54 64132EAL0 400000.00000000 PA USD 379068.16000000 0.473156250825 Long ABS-CBDO CORP KY N 2 2032-01-20 Floating 11.68000000 N N N N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 15138AAA8 834000.00000000 PA USD 798463.26000000 0.996648947048 Long DBT CORP US N 2 2026-01-15 Fixed 5.38000000 N N N N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 119424.00000000 OU Notional Amount USD -1655.85000000 -0.00206684670 N/A DE US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 iShares iBoxx High Yield Corporate Bond ETF iShares iBoxx High Yield Corporate Bond ETF Y equity-performance leg 2023-12-15 0.00000000 USD 0.00000000 USD 119424.00000000 USD -1655.85000000 N N N CROWNROCK LP/CROWNROCK F WFBCP6PB6JZR80B7U482 228701AF5 42000.00000000 PA USD 41325.90000000 0.051583356159 Long DBT CORP US N 2 2025-10-15 Fixed 5.63000000 N N N N N N KENBOURNE INVEST SA 222100QGH6Y9KFYZ4B27 48855KAA8 145000.00000000 PA USD 120785.00000000 0.150764911924 Long DBT CORP LU N 2 2024-11-26 Fixed 6.88000000 N N N N N N GEN DIGITAL INC YF6ZV0M6AU4FY94MK914 668771AK4 48000.00000000 PA USD 47057.51000000 0.058737602769 Long DBT CORP US N 2 2027-09-30 Fixed 6.75000000 N N N N N N VEOLIA ENVIRONNEMENT SA 969500LENY69X51OOT31 000000000 300000.00000000 PA 260059.42000000 0.324608482440 Long DBT CORP FR N 2 2029-01-20 Fixed 2.50000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2933159.00000000 OU Notional Amount USD -337859.35000000 -0.42171904744 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-03-08 0.00000000 USD -59715.17000000 USD 2933159.00000000 USD -278144.18000000 N N N MEGLOBAL BV 635400Y3Z5R4NJSMQ630 000000000 200000.00000000 PA USD 189606.00000000 0.236667896596 Long DBT CORP NL N 2 2026-11-03 Fixed 4.25000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PET1 150000.00000000 PA USD 144685.50000000 0.180597728727 Long DBT NUSS DO N 2 2031-02-03 Fixed 7.05000000 N N N N N N GoldenTree Loan Management US CLO1, LTD N/A 38138RAA3 250000.00000000 PA USD 232129.73000000 0.289746394822 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 10.94000000 N N N N N N GARFUNKELUX HOLDCO 3 SA 2221007QVSNJV7EWBX69 000000000 100000.00000000 PA 91924.28000000 0.114740704375 Long DBT CORP LU N 2 2025-11-01 Fixed 7.75000000 N N N N N N Connect Finco Sarl 2594001KNYIQ456J2792 000000000 346264.24000000 PA USD 338719.14000000 0.422792244975 Long LON CORP LU N 2 2026-12-11 Variable 8.82000000 N N N N N N Cold Storage Trust N/A 193051AS8 126805.78000000 PA USD 124790.24000000 0.155764288137 Long ABS-MBS CORP US N 2 2037-11-15 Floating 8.94000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 660093.00000000 OU Notional Amount USD -24185.04000000 -0.03018798216 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2033-05-12 6.09000000 USD 0.00000000 USD 660093.00000000 USD -24191.13000000 N N N Credit Suisse Mortgage Trust N/A 12657XAP3 631902.51000000 PA USD 199358.92000000 0.248841578136 Long ABS-MBS CORP US N 2 2060-07-26 Variable 8.94000000 N N N N N N Caesars Entertainment Inc 549300FA4CTCW903Y781 12769G100 1350.00000000 NS USD 62572.50000000 0.078103551363 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2108100.00000000 OU Notional Amount USD 26744.22000000 0.033382373413 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2024-06-21 0.00000000 USD -1998.41000000 USD 2108100.00000000 USD 28742.63000000 N N N Freedom Mortgage Corp 549300LYRWPSYPK6S325 35640YAB3 72000.00000000 PA USD 72014.83000000 0.089889551701 Long DBT CORP US N 2 2025-04-15 Fixed 8.25000000 N N N N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 87724RAA0 270000.00000000 PA USD 256684.04000000 0.320395303085 Long DBT CORP US N 2 2027-06-15 Fixed 5.88000000 N N N N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 552953CE9 12000.00000000 PA USD 11721.09000000 0.014630368849 Long DBT CORP US N 2 2025-06-15 Fixed 5.75000000 N N N N N N TICP CLO LTD N/A 87250GAE8 250000.00000000 PA USD 236109.98000000 0.294714578294 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 11.82000000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAA0 372000.00000000 PA USD 314497.21000000 0.392558216386 Long DBT CORP US N 2 2029-04-01 Fixed 3.88000000 N N N N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 000000000 100000.00000000 PA 86455.57000000 0.107914611884 Long DBT CORP GB N 2 2031-01-31 Fixed 3.25000000 N N N N N N CDI ESCROW ISSUER INC N/A 12511VAA6 3000.00000000 PA USD 2710.26000000 0.003382970651 Long DBT CORP US N 2 2030-04-01 Fixed 5.75000000 N N N N N N Republic of Panama 549300SHS4T08CL0LP14 698299BH6 200000.00000000 PA USD 135890.00000000 0.169619107351 Long DBT NUSS PA N 2 2050-04-16 Fixed 4.50000000 N N N N N N LA FINAC ATALIAN SA 969500ICOLJMB33J0L87 000000000 100000.00000000 PA 87847.19000000 0.109651644353 Long DBT CORP FR N 2 2025-05-15 Fixed 6.63000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCG5 182000.00000000 PA USD 159598.53000000 0.199212305491 Long DBT CORP MX N 2 2027-03-13 Fixed 6.50000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71643VAB1 245000.00000000 PA USD 181422.50000000 0.226453179067 Long DBT CORP MX N 2 2032-02-16 Fixed 6.70000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -621.45000000 -0.00077569942 N/A DFE XX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 54432.62000000 USD 50731.20000000 EUR 2023-12-14 -621.45000000 N N N ARDAGH PKG FIN/HLDGS USA N/A 000000000 100000.00000000 PA 96208.86000000 0.120088755261 Long DBT CORP XX N 2 2027-07-15 Fixed 4.75000000 N N N N N N Gulf Stream Meridian 1 Ltd. N/A 402564AA6 250000.00000000 PA USD 229408.90000000 0.286350230602 Long ABS-CBDO CORP KY N 2 2033-04-15 Floating 12.02000000 N N N N N N ARES CLO Ltd 5493003FNA8PT0CMDE92 04019MAE2 300000.00000000 PA USD 277539.27000000 0.346426986772 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 12.42000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBE6 13000.00000000 PA USD 10302.72000000 0.012859946792 Long DBT CORP US N 2 2027-08-15 Fixed 5.25000000 N N N N N N CLEAR CHANNEL OUTDOOR HO N/A 18453HAA4 306000.00000000 PA USD 271725.70000000 0.339170436960 Long DBT CORP US N 2 2027-08-15 Fixed 5.13000000 N N N N N N CATALENT PHARMA SOLUTION 549300HALRZ339MSTH85 000000000 100000.00000000 PA 88280.38000000 0.110192355966 Long DBT CORP US N 2 2028-03-01 Fixed 2.38000000 N N N N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 118230AQ4 10000.00000000 PA USD 8979.90000000 0.011208791096 Long DBT CORP US N 2 2026-12-01 Fixed 3.95000000 N N N N N N California Resources Corp 5493003Q8F0T4F4YMR48 13057Q305 7618.00000000 NS USD 426684.18000000 0.532590990747 Long EC CORP US N 1 N N N Wells Fargo Commercial Mortgage Trust N/A 95002GAJ1 50000.00000000 PA USD 45903.17000000 0.057296745308 Long ABS-MBS CORP US N 2 2037-02-15 Floating 8.19000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 177000.00000000 PA 163537.63000000 0.204129125167 Long DBT NUSS RO N 2 2029-03-11 Fixed 2.88000000 N N N N N N VALLOUREC SACA 969500P2Q1B47H4MCJ34 000000000 17000.00000000 PA 17973.25000000 0.022434370602 Long DBT CORP FR N 2 2026-06-30 Fixed 8.50000000 N N N N N N CORP FINANCIERA DE DESAR 254900BOM7T4MG6T0J30 000000000 200000.00000000 PA USD 193966.00000000 0.242110087398 Long DBT NUSS PE N 2 2025-07-15 Fixed 4.75000000 N N N N N N ZF FINANCE GMBH 5493001N9T6QDCCXB426 000000000 100000.00000000 PA 94844.64000000 0.118385923716 Long DBT CORP DE N 2 2028-09-21 Fixed 3.75000000 N N N N N N HSBC BNK CAO FND STER 1 2138007XGRZME1ZCTY76 000000000 9000.00000000 PA 10902.80000000 0.013608971989 Long DBT CORP JE N 2 2031-11-05 Fixed 5.84000000 N N N N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 000000000 100000.00000000 PA 105454.78000000 0.131629594889 Long DBT CORP US N 2 2028-11-15 Fixed 9.63000000 N N N N N N ZF FINANCE GMBH 5493001N9T6QDCCXB426 000000000 100000.00000000 PA 105427.92000000 0.131596067998 Long DBT CORP DE N 2 2026-08-03 Fixed 5.75000000 N N N N N N SUMMER BIDCO BV 724500EOJYP21L3XM206 000000000 118442.36000000 PA 120523.83000000 0.150438917206 Long DBT CORP NL N 2 2025-11-15 Fixed 9.00000000 N N Y N N N VICI PROPERTIES / NOTE N/A 92564RAF2 450000.00000000 PA USD 447152.09000000 0.558139218163 Long DBT US N 2 2024-05-01 Fixed 5.63000000 N N N N N N MAUSER PACKAGING SOLUT 549300DNGHXL0OMHW304 57763RAB3 65000.00000000 PA USD 62707.83000000 0.078272471473 Long DBT CORP US N 2 2026-08-15 Fixed 7.88000000 N N N N N N BX Trust N/A 05608VAQ9 90424.53000000 PA USD 85493.35000000 0.106713560317 Long ABS-MBS CORP US N 2 2034-01-15 Floating 9.35000000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 81761LAA0 33000.00000000 PA USD 32420.36000000 0.040467381876 Long DBT US N 2 2025-09-15 Fixed 7.50000000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAK8 150000.00000000 PA USD 114975.00000000 0.143512818218 Long DBT CORP AT N 2 2032-01-15 Fixed 3.13000000 N N N N N N Carval CLO LTD N/A 14686AAW9 2000000.00000000 PA USD 1967188.60000000 2.455462317496 Long ABS-CBDO CORP KY N 2 2032-04-20 Floating 8.79000000 N N N N N N Cedar Funding Ltd N/A 15034AAG0 500000.00000000 PA USD 475740.35000000 0.593823338716 Long ABS-CBDO CORP KY N 2 2033-07-15 Floating 8.82000000 N N N N N N Churchill Downs Inc 529900FODTBQC8MIS994 171484AE8 9000.00000000 PA USD 8118.37000000 0.010133421683 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N Cedar Funding Ltd N/A 15033GAA1 375000.00000000 PA USD 342989.21000000 0.428122184351 Long ABS-CBDO CORP KY N 2 2033-07-15 Floating 11.91000000 N N N N N N BELLIS ACQUISITION CO PL 259400CYE2267UB4A481 000000000 100000.00000000 PA 105936.40000000 0.132230757259 Long DBT CORP GB N 2 2026-02-16 Fixed 3.25000000 N N N N N N Newell Brands Inc 549300LWGYFM1TVO1Z12 651229AW6 35000.00000000 PA USD 32983.74000000 0.041170597806 Long DBT CORP US N 2 2026-04-01 Fixed 5.20000000 N N N N N N CALIFORNIA RESOURCES CRP 5493003Q8F0T4F4YMR48 13057QAH0 142000.00000000 PA USD 142706.28000000 0.178127248709 Long DBT CORP US N 2 2026-02-01 Fixed 7.13000000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 77313LAA1 72000.00000000 PA USD 63409.68000000 0.079148526889 Long DBT CORP US N 2 2026-10-15 Fixed 2.88000000 N N N N N N IRB HOLDING CORP 549300HVW4WNWYBXN830 44988MAC9 72000.00000000 PA USD 72018.72000000 0.089894407233 Long DBT CORP US N 2 2025-06-15 Fixed 7.00000000 N N N N N N Cornerstone Building Brands, Inc. 549300IW41QEWQ6T0H29 72431HAD2 605830.28000000 PA USD 589551.62000000 0.735883578793 Long LON CORP US N 2 2028-04-12 Variable 8.68000000 N N N N N N RCI BANQUE SA 96950001WI712W7PQG45 000000000 200000.00000000 PA 198225.93000000 0.247427369935 Long DBT CORP FR N 2 2030-02-18 Fixed 2.63000000 N N N N N N iHeartCommunications Inc 54930076J6KDZL504O62 45174HBC0 13910.00000000 PA USD 11986.03000000 0.014961069315 Long DBT CORP US N 2 2026-05-01 Fixed 6.38000000 N N N N N N Interface Security Systems, LLC N/A 000000000 535861.14000000 PA USD 444764.75000000 0.555159319129 Long LON CORP US N 3 2024-08-07 Variable 12.32000000 N N Y N N N Commonwealth of Puerto Rico 549300X44HXPLJU48U63 74514L4G9 216849.06000000 PA USD 87823.87000000 0.109622536121 Long DBT MUN US N 2 2051-11-01 Variable 0.00000000 N N N N N N RHP HOTEL PPTY/RHP FINAN N/A 749571AF2 12000.00000000 PA USD 10920.00000000 0.013630441182 Long DBT US N 2 2027-10-15 Fixed 4.75000000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAH2 13000.00000000 PA USD 11661.52000000 0.014556013045 Long DBT CORP CA N 2 2028-01-15 Fixed 3.88000000 N N N N N N Cedar Funding Ltd N/A 15033GAC7 250000.00000000 PA USD 119698.38000000 0.149408583170 Long ABS-CBDO CORP KY N 2 2033-07-15 Variable 0.00000000 N N N N N N WYNN RESORTS FINANCE LLC N/A 983133AA7 213000.00000000 PA USD 186188.97000000 0.232402729340 Long DBT CORP US N 2 2029-10-01 Fixed 5.13000000 N N N N N N Generate CLO Ltd. N/A 98625UBA9 500000.00000000 PA USD 496868.95000000 0.620196245270 Long ABS-CBDO CORP KY N 2 2029-10-20 Floating 9.19000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724BY7 400000.00000000 PA USD 104600.00000000 0.130562650886 Long DBT NUSS UA N 2 2035-03-15 Fixed 7.25000000 Y Y N N N N ILIAD SA 969500FZ9BTRZS3JNB97 000000000 100000.00000000 PA 102743.99000000 0.128245962687 Long DBT CORP FR N 2 2027-06-14 Fixed 5.38000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 000000000 108000.00000000 PA 129833.76000000 0.162059654686 Long DBT CORP US N 2 2026-06-05 Fixed 6.86000000 N N N N N N Credit Suisse Mortgage Trust N/A 12659VAN0 250000.00000000 PA USD 244981.18000000 0.305787689083 Long ABS-MBS CORP US N 2 2038-11-15 Floating 8.95000000 N N N N N N PARK INTERMED HOLDINGS N/A 70052LAC7 37000.00000000 PA USD 31300.15000000 0.039069125785 Long DBT US N 2 2029-05-15 Fixed 4.88000000 N N N N N N TK ELEVATOR MIDCO GMBH 254900K869UN2ZWVB351 000000000 100000.00000000 PA 105529.42000000 0.131722761202 Long DBT CORP DE N 2 2027-07-15 Floating 8.41000000 N N N N N N Cascade Funding Mortgage Trust 549300HU3WTU5KNK1B36 147271AC4 1089810.04000000 PA USD 946840.69000000 1.181854975657 Long ABS-MBS CORP US N 2 2069-06-25 Variable 4.00000000 N Y N N N N XHR LP 549300M88BPT83ZL2164 98372MAA3 68000.00000000 PA USD 66761.72000000 0.083332573049 Long DBT US N 2 2025-08-15 Fixed 6.38000000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 000000000 100000.00000000 PA 104303.43000000 0.130192469573 Long DBT CORP NL N 2 2029-04-25 Fixed 4.23000000 N N N N N N Ashford Hospitality Trust N/A 04410RAN6 61000.00000000 PA USD 58869.37000000 0.073481271541 Long ABS-MBS CORP US N 2 2035-04-15 Floating 8.61000000 N N N N N N FREMF Mortgage Trust N/A 30305QAG6 130000.00000000 PA USD 115322.70000000 0.143946820453 Long ABS-MBS USGSE US N 2 2027-10-25 Variable 3.71000000 N N N N N N CIRSA FINANCE INTER 254900KUJN6DHWH2K029 000000000 100000.00000000 PA 105779.99000000 0.132035524906 Long DBT CORP LU N 2 2028-07-31 Floating 8.19000000 N N N N N N LAMAR MEDIA CORP N/A 513075BR1 10000.00000000 PA USD 8850.79000000 0.011047634845 Long DBT CORP US N 2 2028-02-15 Fixed 3.75000000 N N N N N N Credit Suisse Mortgage Trust N/A 12657XAC2 506884.00000000 PA USD 428208.73000000 0.534493947625 Long ABS-MBS CORP US N 2 2066-09-27 Variable 3.50000000 N N N N N N UNITED GROUP BV 213800PC85O8BJ7DU398 000000000 100000.00000000 PA 104320.98000000 0.130214375639 Long DBT CORP NL N 2 2029-02-01 Floating 8.60000000 N N N N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 617726AK0 202000.00000000 PA USD 173039.26000000 0.215989144293 Long DBT NUSS MA N 2 2027-12-15 Fixed 2.38000000 N N N N N N ANGLOGOLD HOLDINGS PLC 213800745ZIXC4L6A131 03512TAE1 200000.00000000 PA USD 160672.00000000 0.200552220298 Long DBT CORP IM N 2 2030-10-01 Fixed 3.75000000 N N N N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 1742.46000000 0.002174954079 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 104693.40000000 EUR 112791.96000000 USD 2023-12-14 1742.46000000 N N N FORVIA SE 969500F0VMZLK2IULV85 000000000 100000.00000000 PA 94841.68000000 0.118382229018 Long DBT CORP FR N 2 2028-06-15 Fixed 3.75000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 466317AQ7 97627.96000000 PA USD 84536.53000000 0.105519249078 Long ABS-MBS CORP US N 2 2037-04-15 Floating 8.87000000 N N N N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 000000000 205000.00000000 PA 188476.03000000 0.235257457986 Long DBT CORP GB N 2 2029-03-22 Fixed 3.63000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 1620000.00000000 OU Notional Amount USD 44225.73000000 0.055202949772 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S34 2I65BRZC7 Y sell protection 2025-06-21 0.00000000 USD -605.11000000 USD 1620000.00000000 USD 44830.84000000 N N N Neuberger Berman CLO Ltd 5493006JG853WBZS5J73 64133HAL2 250000.00000000 PA USD 235823.28000000 0.294356716803 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 11.34000000 N N N N N N FORESTAR GROUP INC 549300BC2UB0GHV60V70 346232AF8 244000.00000000 PA USD 221476.96000000 0.276449512504 Long DBT CORP US N 2 2026-05-15 Fixed 3.85000000 N N N N N N GOLDSTORY SAS 969500NWR67ONUJD4A26 000000000 100000.00000000 PA 102514.35000000 0.127959323995 Long DBT CORP FR N 2 2026-03-01 Fixed 5.38000000 N N N N N N UMBS, TBA N/A 01F0426A6 663297.00000000 PA USD 608989.56000000 0.760146188488 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 445545AL0 24000.00000000 PA USD 23940.00000000 0.029882121053 Long DBT NUSS HU N 2 2024-03-25 Fixed 5.38000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1022700.00000000 OU Notional Amount USD -243573.05000000 -0.30403004868 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 CMBX.NA.BBB-.15 137BERAO5 Y sell protection 2064-11-18 0.00000000 USD -217437.65000000 USD 1022700.00000000 USD -26135.40000000 N N N OCI NV 549300NCMRGIBJYUOE57 000000000 90000.00000000 PA 92699.48000000 0.115708315914 Long DBT CORP NL N 2 2025-10-15 Fixed 3.63000000 N N N N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1871.00000000 OU Notional Amount 241.03000000 0.000300855791 N/A DCR XX N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 CMA CGM SA CMA CGM SA Y sell protection 2027-06-22 47.02000000 EUR 0.00000000 EUR 1871.00000000 EUR 188.40000000 N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 44106MAZ5 10000.00000000 PA USD 9593.03000000 0.011974105419 Long DBT US N 2 2024-10-01 Fixed 4.35000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 000000000 128000.00000000 PA USD 123704.32000000 0.154408833129 Long DBT NUSS DO N 2 2027-01-25 Fixed 5.95000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 000000000 400000.00000000 PA USD 373360.00000000 0.466031274713 Long DBT NUSS CI N 2 2028-03-03 Fixed 6.38000000 N N N N N N Whitebox CLO III Ltd 549300JXCQSPB1A61C68 96467JAA0 250000.00000000 PA USD 242497.65000000 0.302687724835 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 12.42000000 N N N N N N MILLICOM INTL CELLULAR 549300CTHC1CP86P2G96 000000000 242100.00000000 PA USD 203545.58000000 0.254067404407 Long DBT CORP LU N 2 2028-01-15 Fixed 5.13000000 N N N N N N COVANTA HOLDING CORP 40XIFLS8XDQGGHGPGC04 22303XAA3 9000.00000000 PA USD 7383.60000000 0.009216275230 Long DBT CORP US N 2 2029-12-01 Fixed 4.88000000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 28470RAH5 228000.00000000 PA USD 224879.31000000 0.280696356053 Long DBT CORP US N 2 2025-07-01 Fixed 6.25000000 N N N N N N ASG FINANCE DESIGNATED 5493005UOB0OMEJ4WK10 00217AAA4 214000.00000000 PA USD 207937.38000000 0.259549288252 Long DBT CORP IE N 2 2024-12-03 Fixed 7.88000000 N N N N N N MC BRAZIL DWNSTRM 213800T2A7R9TYNXZI63 55292WAA8 193250.32000000 PA USD 147015.18000000 0.183505656036 Long DBT CORP LU N 2 2031-06-30 Fixed 7.25000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 441000.00000000 OU Notional Amount USD -4345.00000000 -0.00542346766 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-03-10 1.95000000 USD 0.00000000 USD 441000.00000000 USD -4346.95000000 N N N SASOL Financing USA LLC 549300XRB1PFMESFEL85 80386WAB1 287000.00000000 PA USD 255650.99000000 0.319105840881 Long DBT CORP US N 2 2028-09-27 Fixed 6.50000000 N N N N N N OCP CLO Ltd 254900NUK1R46EK6YF62 67107KBD7 500000.00000000 PA USD 496872.10000000 0.620200177128 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 7.84000000 N N N N N N AZZURRA AEROPORTI SPA 8156004064432D3D0F19 000000000 100000.00000000 PA 94910.40000000 0.118468005934 Long DBT CORP IT N 2 2027-05-30 Fixed 2.63000000 N N N N N N OCP CLO Ltd 254900OVGEI8FTD7PT85 67105HBE4 300000.00000000 PA USD 297145.02000000 0.370899058403 Long ABS-CBDO CORP KY N 2 2029-04-24 Floating 8.61000000 N N N N N N TEVA PHARM FNC NL II 549300HSQCIKJAOYIT23 000000000 100000.00000000 PA 107465.24000000 0.134139068953 Long DBT CORP NL N 2 2029-09-15 Fixed 7.38000000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 000000000 306000.00000000 PA USD 272661.30000000 0.340338261206 Long DBT NUSS OM N 2 2047-03-08 Fixed 6.50000000 N N N N N N Saxon Asset Securities Trust N/A 80556BAF2 2769237.96000000 PA USD 2474087.59000000 3.088178147956 Long ABS-O CORP US N 2 2047-01-25 Floating 5.72000000 N N N N N N TRI POINTE HOMES INC N/A 87265HAG4 18000.00000000 PA USD 16516.58000000 0.020616142145 Long DBT CORP US N 2 2028-06-15 Fixed 5.70000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 5.00000000 NC USD -30517.11000000 -0.03809172828 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT U.S. Long Bond Futures USZ3 Comdty 2023-12-19 599735.86000000 USD -30517.11000000 N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 000000000 200000.00000000 PA USD 195882.00000000 0.244501655649 Long DBT NUSS BH N 2 2029-09-20 Fixed 6.75000000 N N N N N N Mosaic Solar Loans LLC N/A 61946LAC6 203383.45000000 PA USD 167831.92000000 0.209489296162 Long ABS-O CORP US N 2 2044-02-22 Fixed 5.97000000 N N N N N N HOWARD HUGHES CORP 549300BVHY25JZC1KI49 44267DAD9 451000.00000000 PA USD 397362.57000000 0.495991496198 Long DBT CORP US N 2 2028-08-01 Fixed 5.38000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 76400.00000000 OU Notional Amount USD 4395.25000000 0.005486190165 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-05-28 0.00000000 USD -1240.39000000 USD 76400.00000000 USD 5635.64000000 N N N CEDACRI MERGECO SPA 213800Z5DANXME2K6X50 000000000 100000.00000000 PA 104799.92000000 0.130812192809 Long DBT CORP IT N 2 2028-05-15 Floating 9.28000000 N N N N N N Churchill Downs Inc 529900FODTBQC8MIS994 171484AG3 10000.00000000 PA USD 9531.91000000 0.011897814891 Long DBT CORP US N 2 2027-04-01 Fixed 5.50000000 N N N N N N TOTALENERGIES SE 529900S21EQ1BO4ESM68 000000000 100000.00000000 PA 88202.04000000 0.110094571281 Long DBT CORP FR N 2 2027-10-25 Fixed 1.63000000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BK9 200000.00000000 PA USD 167628.00000000 0.209234761403 Long DBT NUSS PA N 2 2030-01-23 Fixed 3.16000000 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377CE0 14000.00000000 PA USD 13126.35000000 0.016384426887 Long DBT CORP US N 2 2028-01-15 Fixed 5.75000000 N N N N N N BRASKEM IDESA SAPI YH0V7ZHY352ITDGEYB83 10554NAB4 200000.00000000 PA USD 120018.00000000 0.149807535699 Long DBT CORP MX N 2 2032-02-20 Fixed 6.99000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -1.00000000 NC 1458.18000000 0.001820113253 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short EUX Euro-Bobl Futures OEZ3 Comdty 2023-12-07 -117129.22000000 EUR 1458.18000000 N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 78454LAN0 139000.00000000 PA USD 136445.18000000 0.170312087968 Long DBT CORP US N 2 2026-09-15 Fixed 6.75000000 N N N N N N CELLNEX FINANCE CO SA 549300OUROMFTRFA7T23 000000000 100000.00000000 PA 91556.80000000 0.114282012568 Long DBT CORP ES N 2 2027-09-15 Fixed 1.00000000 N N N N N N SURA ASSET MANAGEMENT 549300013ETMS1C0EA22 000000000 171000.00000000 PA USD 168242.63000000 0.210001948039 Long DBT CORP CO N 2 2024-04-17 Fixed 4.88000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 187000.00000000 PA 161624.46000000 0.201741089347 Long DBT NUSS RO N 2 2030-02-08 Fixed 2.50000000 N N N N N N CHEMOURS CO 549300M1BOLNXL8DOV14 000000000 100000.00000000 PA 97927.16000000 0.122233552613 Long DBT CORP US N 2 2026-05-15 Fixed 4.00000000 N N N N N N PDC Energy Inc 5493008W8H2T511J5Y59 69327RAJ0 10000.00000000 PA USD 9965.50000000 0.012439025787 Long DBT CORP US N 2 2026-05-15 Fixed 5.75000000 N N N N N N INFRASTRUTTURE WIRELESS 81560066183FE361C071 000000000 100000.00000000 PA 92389.70000000 0.115321645761 Long DBT CORP IT N 2 2028-10-21 Fixed 1.63000000 N N N N N N BX Commercial Mortgage Trust 2019-XL N/A 056054AL3 425000.00000000 PA USD 416313.17000000 0.519645803769 Long ABS-MBS CORP US N 2 2036-10-15 Floating 8.10000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AD9 35000.00000000 PA USD 31569.62000000 0.039405480637 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 28.00000000 NC USD -27571.69000000 -0.03441522883 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVZ3 Comdty 2023-12-29 2976759.19000000 USD -27571.69000000 N N N LOTTOMATICA SPA/ROMA 81560046335277E43118 000000000 100000.00000000 PA 106543.96000000 0.132989119058 Long DBT CORP IT N 2 2028-06-01 Floating 7.93000000 N N N N N N ARES CLO Ltd N/A 04018BAU1 750000.00000000 PA USD 719160.68000000 0.897662760939 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 8.72000000 N N N N N N CEDAR FAIR/CAN/MAGNUM/MI N/A 150190AF3 102000.00000000 PA USD 99876.92000000 0.124667260397 Long DBT CORP US N 2 2025-05-01 Fixed 5.50000000 N N N N N N CONSTELLATION AUTOMOTIVE 254900HVTSU7VICDRM89 000000000 100000.00000000 PA 92727.59000000 0.115743403066 Long DBT CORP GB N 2 2027-07-15 Fixed 4.88000000 N N N N N N Bausch Health Cos Inc B3BS7ACMDUWISF18KY76 91911KAN2 30000.00000000 PA USD 26568.30000000 0.033162788504 Long DBT CORP CA N 2 2025-11-01 Fixed 5.50000000 N N N N N N UMBS, TBA N/A 01F0306A1 427951.00000000 PA USD 353811.83000000 0.441631074951 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 3.00000000 N N N N N N AFFINITY INTERACTIVE N/A 00842XAA7 150000.00000000 PA USD 127166.91000000 0.158730868782 Long DBT CORP US N 2 2027-12-15 Fixed 6.88000000 N N N N N N Rockford Tower CLO Ltd 549300V5ZF7112UGSH89 77341DAJ6 430000.00000000 PA USD 416798.61000000 0.520251734297 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 8.24000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 000000000 100000.00000000 PA 108632.45000000 0.135595990863 Long DBT CORP US N 2 2028-05-15 Fixed 6.13000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691DAN7 247000.00000000 PA USD 160874.39000000 0.200804845298 Long ABS-MBS CORP US N 2 2040-07-11 Variable 4.42000000 N N N N N N CELLNEX FINANCE CO SA 549300OUROMFTRFA7T23 000000000 100000.00000000 PA 81431.09000000 0.101643011233 Long DBT CORP ES N 2 2033-02-15 Fixed 2.00000000 N N N N N N FANTASIA HOLDINGS GROUP 5493005JQNLB3I01JW62 000000000 200000.00000000 PA USD 8000.00000000 0.009985671195 Long DBT CORP KY N 2 2022-04-17 None 0.00000000 Y N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 56.00000000 NC USD -116599.37000000 -0.14554037130 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Notes TYZ3 Comdty 2023-12-19 6165474.37000000 USD -116599.37000000 N N N UMBS, TBA N/A 01F0326A7 2282937.00000000 PA USD 1963147.48000000 2.450418155548 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 3.50000000 N N N N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 29082HAC6 250000.00000000 PA USD 249832.50000000 0.311843149881 Long DBT CORP NL N 2 2028-01-17 Fixed 6.95000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AF8 17000.00000000 PA USD 15471.31000000 0.019311426828 Long DBT CORP US N 2 2030-01-15 Fixed 4.88000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 000000000 100000.00000000 PA 99381.51000000 0.124048885226 Long DBT CORP FR N 2 2025-02-15 Fixed 2.13000000 N N N N N N AEROPUERTOS DOMINICANOS 254900KJA5MXNPYB4W32 007866AC0 200000.00000000 PA USD 193600.00000000 0.241653242941 Long DBT CORP DO N 2 2029-03-30 Fixed 6.75000000 N N N N N N ASHTON WOODS USA/FINANCE N/A 045086AK1 216000.00000000 PA USD 203779.07000000 0.254358848703 Long DBT CORP US N 2 2028-01-15 Fixed 6.63000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DB3 76000.00000000 PA USD 71585.37000000 0.089353495907 Long DBT CORP US N 2 2032-08-19 Fixed 6.10000000 N N N N N N ICE Futures Europe - Financial Products Division N/A 000000000 4.00000000 NC -296.68000000 -0.00037031861 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Long Long Gilt Futures G Z3 Comdty 2023-12-27 376883.16000000 GBP -296.68000000 N N N Rad CLO Ltd N/A 48661KAA2 250000.00000000 PA USD 239170.40000000 0.298534621774 Long ABS-CBDO CORP KY N 2 2033-01-20 Floating 13.12000000 N N N N N N Credito Real Sab DE CV Sofom ENR N/A 966BXKII0 42000.00000000 PA USD 4620.00000000 0.005766725115 Long LON CORP MX N 3 2024-02-17 None 0.00000000 Y N N N N N OI EUROPEAN GROUP BV 72450053F5WRDY8CDZ66 000000000 100000.00000000 PA 102732.99000000 0.128232232389 Long DBT CORP NL N 2 2025-02-15 Fixed 2.88000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAC9 13000.00000000 PA USD 12438.13000000 0.015525384559 Long DBT US N 2 2025-02-15 Fixed 3.50000000 N N N N N N CROWN EURO HOLDINGS SA 85OKW2SW05RZFQS1W718 000000000 100000.00000000 PA 103088.86000000 0.128676432490 Long DBT CORP FR N 2 2025-05-15 Fixed 3.38000000 N N N N N N WYNN LAS VEGAS LLC/CORP N/A 983130AX3 19000.00000000 PA USD 17673.71000000 0.022060482109 Long DBT CORP US N 2 2027-05-15 Fixed 5.25000000 N N N N N N AMN HEALTHCARE INC 549300H27NUKBFFQEE84 00175PAB9 99000.00000000 PA USD 89471.25000000 0.111678810498 Long DBT CORP US N 2 2027-10-01 Fixed 4.63000000 N N N N N N BANCO BPM SPA 815600E4E6DCD2D25E30 000000000 100000.00000000 PA 97134.85000000 0.121244584220 Long DBT CORP IT N 2 2031-01-14 Fixed 3.25000000 N N N N N N Matador Resources Co 549300CI3Q2UUK5R4G79 576485AE6 18000.00000000 PA USD 17372.28000000 0.021684234500 Long DBT CORP US N 2 2026-09-15 Fixed 5.88000000 N N N N N N RENK AG FRANKFURT 894500DAJJ2W78HOJY11 000000000 100000.00000000 PA 104921.50000000 0.130963950047 Long DBT CORP DE N 2 2025-07-15 Fixed 5.75000000 N N N N N N IBERDROLA INTL BV 549300ZMLFJKWC63XN87 000000000 100000.00000000 PA 81792.84000000 0.102094550802 Long DBT CORP NL N 2 2029-08-09 Fixed 1.83000000 N N N N N N PLAYTIKA HOLDING CORP 254900E35Z4TKA4UFG64 72815LAA5 182000.00000000 PA USD 151970.00000000 0.189690306455 Long DBT CORP US N 2 2029-03-15 Fixed 4.25000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 43.00000000 NC USD -25184.83000000 -0.03143592893 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUZ3 Comdty 2023-12-29 8741083.25000000 USD -25184.83000000 N N N BUCKEYE PARTNERS LP 549300C1PQJLVEIUBK50 118230AT8 87000.00000000 PA USD 82643.19000000 0.103155965240 Long DBT CORP US N 2 2025-03-01 Fixed 4.13000000 N N N N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 552953CD1 152000.00000000 PA USD 141965.37000000 0.177202438253 Long DBT CORP US N 2 2026-09-01 Fixed 4.63000000 N N N N N N Signal Peak CLO, LLC N/A 56844CAA3 1250000.00000000 PA USD 1158109.75000000 1.445562896536 Long ABS-CBDO CORP KY N 2 2032-04-30 Floating 12.52000000 N N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 401494AS8 200000.00000000 PA USD 182564.00000000 0.227878009526 Long DBT NUSS GT N 2 2032-04-24 Fixed 5.38000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 0020A2BM3 250000.00000000 PA USD 244252.36000000 0.304877969473 Long STIV CORP US N 2 2024-02-21 None 0.00000000 N N N N N N BRITISH TELECOMMUNICATIO 549300OWFMSO9NYV4H90 11102AAF8 200000.00000000 PA USD 175303.80000000 0.218815763274 Long DBT CORP GB N 2 2081-11-23 Fixed 4.25000000 N N N N N N ABERTIS FINANCE BV 5493007WHKI5H75YJ358 000000000 200000.00000000 PA 192748.53000000 0.240590430509 Long DBT CORP NL N 2 2025-11-24 Fixed 3.25000000 N N N N N N VISTRA CORP 549300ZH5GKBTJZ7NM23 92840VAF9 343000.00000000 PA USD 315350.26000000 0.393623000988 Long DBT CORP US N 2 2027-07-31 Fixed 5.00000000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A 69867DAA6 130000.00000000 PA USD 127197.69000000 0.158769288652 Long DBT CORP XX N 2 2026-05-15 Fixed 6.25000000 N N N N N N Commonwealth of Puerto Rico 549300X44HXPLJU48U63 74514L3T2 19913.40000000 PA USD 10306.32000000 0.012864440344 Long DBT MUN US N 2 2043-11-01 Variable 0.00000000 N N N N N N Structured Asset Securities Corporation N/A 863592AB7 1897088.18000000 PA USD 1053070.80000000 1.314452344353 Long ABS-MBS CORP US N 2 2036-10-25 Fixed 6.00000000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 74841CAB7 56000.00000000 PA USD 44652.72000000 0.055735922490 Long DBT CORP US N 2 2031-03-01 Fixed 3.88000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -1129.83000000 -0.00141026386 N/A DFE MX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 75459.46000000 USD 1312462.80000000 MXN 2023-12-20 -1129.83000000 N N N BlackRock Liquidity Funds 5493007YVNX55LTRQ706 09248U718 7031453.37000000 NS USD 7031453.37000000 8.776722672786 Long STIV RF US N 1 N N N MED Trust N/A 58403YBA3 70660.88000000 PA USD 66776.16000000 0.083350597185 Long ABS-MBS CORP US N 2 2038-11-15 Floating 10.70000000 N N N N N N CENTURY COMMUNITIES 5299002QMB2O7ZL1CA26 156504AL6 44000.00000000 PA USD 43239.35000000 0.053971741478 Long DBT CORP US N 2 2027-06-01 Fixed 6.75000000 N N N N N N GSAA Home Equity Trust N/A 362341B32 3370965.09000000 PA USD 1445020.14000000 1.803686998691 Long ABS-MBS CORP US N 2 2035-12-25 Floating 6.13000000 N N N N N N LOXAM SAS 969500BNA2YRNE1R5K91 000000000 200000.00000000 PA 197612.73000000 0.246661968238 Long DBT CORP FR N 2 2026-07-15 Fixed 3.75000000 N N N N N N AHLSTROM HLDG 3 OY 743700UEY0YM039XN974 000000000 100000.00000000 PA 88623.99000000 0.110621253026 Long DBT CORP FI N 2 2028-02-04 Fixed 3.63000000 N N N N N N TRI POINTE HOMES INC N/A 87265HAF6 705000.00000000 PA USD 659715.78000000 0.823463107730 Long DBT CORP US N 2 2027-06-01 Fixed 5.25000000 N N N N N N WYNN LAS VEGAS LLC/CORP N/A 983130AV7 79000.00000000 PA USD 77673.63000000 0.096952916221 Long DBT CORP US N 2 2025-03-01 Fixed 5.50000000 N N N N N N NOVA Chemicals Corp 549300ZOD6N7RI2FJP09 66977WAQ2 621000.00000000 PA USD 610125.89000000 0.761564565707 Long DBT CORP CA N 2 2024-06-01 Fixed 4.88000000 N N N N N N HONO Mortgage Trust N/A 40390MAQ8 125000.00000000 PA USD 112933.44000000 0.140964524858 Long ABS-MBS CORP US N 2 2036-10-15 Floating 9.85000000 N N N N N N GLOBAL SWITCH HOLDINGS L 635400NTV7KC9RQ3ZL20 000000000 100000.00000000 PA 97370.67000000 0.121538936843 Long DBT CORP VG N 2 2027-05-31 Fixed 2.25000000 N N N N N N Cemex SAB de CV 549300RIG2CXWN6IV731 000000000 100000.00000000 PA 101677.86000000 0.126915209733 Long DBT CORP MX N 2 2026-03-19 Fixed 3.13000000 N N N N N N SEAWORLD PARKS & ENTERTA 549300UZV72O3371JJ53 81282UAC6 310000.00000000 PA USD 313100.00000000 0.390814206430 Long DBT CORP US N 2 2025-05-01 Fixed 8.75000000 N N N N N N Anchorage Capital CLO LTD 54930014PVHLSZJQK139 03328TBG9 250000.00000000 PA USD 235363.33000000 0.293782603119 Long ABS-CBDO CORP KY N 2 2031-01-28 Floating 9.13000000 N N N N N N AGL CLO Ltd. 549300U1G1VA46DEO184 001208AA5 250000.00000000 PA USD 245327.78000000 0.306220318288 Long ABS-CBDO CORP KY N 2 2034-01-20 Floating 12.85000000 N N N N N N CELLNEX TELECOM SA 5493008T4YG3AQUI7P67 000000000 100000.00000000 PA 81086.17000000 0.101212479019 Long DBT CORP ES N 1 2031-11-20 Fixed 0.75000000 N N N N N Cellnex Telecom SA EUR XXXX N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 946312.00000000 OU Notional Amount -923.20000000 -0.00115234645 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2025-02-04 2.86000000 MXN 0.00000000 MXN 946312.00000000 MXN -923.42000000 N N N GILBERT PARK CLO LTD N/A 375415AG1 750000.00000000 PA USD 738080.70000000 0.921278898282 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 8.52000000 N N N N N N EIG PEARL HOLDINGS SARL 549300KIMRL45BWA5H76 28249NAA9 200000.00000000 PA USD 161714.00000000 0.201852853972 Long DBT CORP LU N 2 2036-08-31 Fixed 3.55000000 N N N N N N OPENLANE INC 5493004HKD20LBSG7D03 48238TAA7 53000.00000000 PA USD 51275.33000000 0.064002323230 Long DBT CORP US N 2 2025-06-01 Fixed 5.13000000 N N N N N N SELECT MEDICAL CORP 549300X05KS0JKR8CB50 816196AT6 360000.00000000 PA USD 351713.23000000 0.439011583754 Long DBT CORP US N 2 2026-08-15 Fixed 6.25000000 N N N N N N SUN COUNTRY 2019 1C N/A 000000000 159614.50000000 PA USD 159023.93000000 0.198495084657 Long DBT CORP US N 3 2023-12-15 Fixed 7.00000000 N N N N N N REKEEP SPA 8156008737CA044FCB79 000000000 100000.00000000 PA 95612.62000000 0.119344523187 Long DBT CORP IT N 2 2026-02-01 Fixed 7.25000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBG1 9000.00000000 PA USD 6880.29000000 0.008588039209 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N Suzano Austria GmbH 254900287ZNSGVP1R341 86964WAB8 200000.00000000 PA USD 190500.00000000 0.237783795352 Long DBT CORP AT N 2 2047-03-16 Fixed 7.00000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 000000000 250000.00000000 PA 255149.74000000 0.318480176170 Long DBT CORP IT N 2 2030-06-10 Fixed 5.15000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDE9 205000.00000000 PA USD 145960.00000000 0.182188570969 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 000000000 200000.00000000 PA 162790.29000000 0.203196288728 Long DBT CORP FR N 2 2030-06-15 Fixed 3.38000000 N N N N N N NEXSTAR MEDIA INC 5493006PK6I4I2OOT688 65343HAA9 300000.00000000 PA USD 266974.68000000 0.333240171514 Long DBT CORP US N 2 2027-07-15 Fixed 5.63000000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAS7 90000.00000000 PA USD 87570.00000000 0.109305653328 Long DBT CORP US N 2 2026-07-31 Fixed 6.63000000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AK5 181000.00000000 PA USD 174342.82000000 0.217616259486 Long DBT CORP CO N 2 2025-01-16 Fixed 4.13000000 N N N N N N ENCORE CAPITAL GROUP INC 5493000UVC6H49CIH830 000000000 100000.00000000 PA 102835.54000000 0.128360236211 Long DBT CORP US N 2 2025-10-15 Fixed 4.88000000 N N N N N N SOFTBANK GROUP CORP 5493003BZYYYCDIO0R13 000000000 100000.00000000 PA 80606.44000000 0.100613675764 Long DBT CORP JP N 2 2032-07-06 Fixed 3.88000000 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 168863DY1 200000.00000000 PA USD 161234.00000000 0.201253713700 Long DBT NUSS CL N 2 2042-03-07 Fixed 4.34000000 N N N N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 000000000 100000.00000000 PA 95324.21000000 0.118984527258 Long DBT CORP GB N 2 2031-07-15 Fixed 4.50000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 29429JAL4 500000.00000000 PA USD 498271.30000000 0.621946671020 Long ABS-MBS CORP US N 2 2036-05-10 Variable 4.89000000 N N N N N N VISTRA CORP 549300ZH5GKBTJZ7NM23 92840VAA0 17000.00000000 PA USD 16211.05000000 0.020234776880 Long DBT CORP US N 2 2026-09-01 Fixed 5.50000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 84453.38000000 0.105415460508 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 8297000.00000000 EUR 8888617.59000000 USD 2023-12-20 84453.38000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 3853.80000000 0.004810347456 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 218000.00000000 EUR 235179.32000000 USD 2023-12-20 3853.80000000 N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377CH3 13000.00000000 PA USD 11475.86000000 0.014324270581 Long DBT CORP US N 2 2029-06-15 Fixed 5.25000000 N N N N N N ENERGIAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 160000.00000000 PA USD 159800.00000000 0.199463782138 Long DBT CORP IL N 2 2033-09-30 Fixed 8.50000000 N N N N N N Elmwood CLO VII Ltd. N/A 29002RAA5 250000.00000000 PA USD 247514.48000000 0.308949776688 Long ABS-CBDO CORP KY N 2 2034-01-17 Floating 12.67000000 N N N N N N HT TROPLAST AG 529900Y2N2GAY3FXGP86 000000000 100000.00000000 PA 106401.65000000 0.132811486450 Long DBT CORP DE N 2 2028-07-15 Fixed 9.38000000 N N N N N N OCP CLO Ltd 2549003HLFPQ7ATPYA23 67113MAE4 1500000.00000000 PA USD 1423208.25000000 1.776461203478 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 12.09000000 N N N N N N ENI SPA BUCRF72VH5RBN7X3VL35 000000000 200000.00000000 PA 166108.08000000 0.207337583733 Long DBT CORP IT N 2 2030-02-11 Fixed 2.75000000 N N N N N N ARDAGH PKG FIN/HLDGS USA N/A 000000000 100000.00000000 PA 93836.82000000 0.117127953823 Long DBT CORP XX N 2 2026-08-15 Fixed 2.13000000 N N N N N N ROMANIA 315700IASY927EDWBK92 77586RAN0 88000.00000000 PA USD 85453.28000000 0.106663544586 Long DBT NUSS RO N 2 2027-11-25 Fixed 5.25000000 N N N N N N Service Properties Trust 529900IS770AG1K9QG27 81761L102 2000.00000000 NS USD 15380.00000000 0.019197452874 Long EC US N 1 N N N TK ELEVATOR US NEWCO INC 549300C2AFWPAYWS5574 92537RAA7 200000.00000000 PA USD 183305.67000000 0.228803768621 Long DBT CORP US N 2 2027-07-15 Fixed 5.25000000 N N N N N N JGC VENTURES PTE LTD 2549008PR2UO2K6SYH32 000000000 10912.00000000 PA USD 3710.08000000 0.004630954873 Long DBT CORP SG N 2 2025-06-30 None 0.00000000 N N Y N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 34000.00000000 OU Notional Amount USD 4917.21000000 0.006137705282 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2051-05-30 0.00000000 USD -1751.91000000 USD 34000.00000000 USD 6669.12000000 N N N AGPS BONDCO PLC 89450071QI2G8XS48K39 000000000 100000.00000000 PA 45715.49000000 0.057062481462 Long DBT CORP GB N 2 2025-08-05 Fixed 6.00000000 Y Y N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412JAU7 200000.00000000 PA USD 171108.00000000 0.213578528374 Long DBT NUSS NG N 2 2029-03-24 Fixed 8.38000000 N N N N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 7689.96000000 0.009598676508 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 462040.55000000 EUR 497781.70000000 USD 2023-12-14 7689.96000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -88.21000000 -0.00011010450 N/A DFE ZA N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 44855.75000000 USD 853481.25000000 ZAR 2023-12-20 -88.21000000 N N N Golden Entertainment Inc 549300P8YYCKQVJ0Y638 381013AA9 34000.00000000 PA USD 33927.24000000 0.042348282903 Long DBT CORP US N 2 2026-04-15 Fixed 7.63000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AC1 9000.00000000 PA USD 8342.56000000 0.010413257636 Long DBT CORP US N 2 2027-02-15 Fixed 5.00000000 N N N N N N Morgan Stanley Capital I Trust N/A 61771MAC4 750000.00000000 PA USD 449744.48000000 0.561375062432 Long ABS-MBS CORP US N 2 2052-07-15 Fixed 3.00000000 N N N N N N VEDANTA RESOURCES 8945002DGA3BBXO3N634 92243XAE1 200000.00000000 PA USD 146956.00000000 0.183431787033 Long DBT CORP GB N 2 2025-03-11 Fixed 8.95000000 N N N N N N SES SA 5493008JPA4HYMH1HX51 000000000 100000.00000000 PA 104979.86000000 0.131036795519 Long DBT CORP LU N 2 2024-01-29 Fixed 5.63000000 N N N N N N MAF GLOBAL SECURITIES 54930037VUDNYTS17017 000000000 200000.00000000 PA USD 192708.00000000 0.240539840603 Long DBT CORP KY N 2 2026-03-20 Fixed 6.38000000 N N N N N N AXALTA COATING 5493007DMEBZH3CQ5E51 000000000 100000.00000000 PA 104040.81000000 0.129864664952 Long DBT CORP NL N 2 2025-01-15 Fixed 3.75000000 N N N N N N MIDWEST GMNG BOR/MWG FIN N/A 59833DAB6 102000.00000000 PA USD 86839.74000000 0.108394136297 Long DBT CORP US N 2 2029-05-01 Fixed 4.88000000 N N N N N N ELANCO ANIMAL HEALTH INC 549300SHPNDCE059M934 28414HAG8 13000.00000000 PA USD 12642.50000000 0.015780481011 Long DBT CORP US N 2 2028-08-28 Fixed 6.65000000 N N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 401494AV1 200000.00000000 PA USD 184012.00000000 0.229685416013 Long DBT NUSS GT N 2 2029-08-10 Fixed 5.25000000 N N N N N N REPUBLIC OF POLAND 259400R9L8QEP0TPXS31 000000000 53000.00000000 PA 51757.72000000 0.064604446721 Long DBT NUSS PL N 2 2043-02-14 Fixed 4.25000000 N N N N N N Telefonica Europe BV 7245007FZS0M65WUGP67 000000000 100000.00000000 PA 103405.83000000 0.129072077265 Long DBT CORP NL N 2 2024-12-14 Fixed 4.38000000 N N N N N N TOTALENERGIES SE 529900S21EQ1BO4ESM68 000000000 100000.00000000 PA 100835.23000000 0.125863431468 Long DBT CORP FR N 2 2025-02-26 Fixed 2.63000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BA1 200000.00000000 PA USD 171238.00000000 0.213740795530 Long DBT NUSS ZA N 2 2029-09-30 Fixed 4.85000000 N N N N N N LIGHT & WONDER INTL INC RLTHESQ0RNFQJWPBJN60 80874YBC3 194000.00000000 PA USD 190684.54000000 0.238014139823 Long DBT CORP US N 2 2028-05-15 Fixed 7.00000000 N N N N N N JAGUAR LAND ROVER AUTOMO 529900L73GEWN1O5NH84 000000000 100000.00000000 PA 92456.52000000 0.115405051079 Long DBT CORP GB N 2 2028-07-15 Fixed 4.50000000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 000000000 200000.00000000 PA USD 185488.00000000 0.231527772348 Long DBT CORP KY N 2 2026-01-15 Fixed 5.50000000 N N N N N N Commonwealth of Puerto Rico 549300X44HXPLJU48U63 74514L4F1 91549.66000000 PA USD 32042.38000000 0.039995583876 Long DBT MUN US N 2 2051-11-01 None 0.00000000 N N N N N N DANA FINANCING LUX SARL 222100DKCE3D036DQU13 000000000 100000.00000000 PA 106937.89000000 0.133480825990 Long DBT CORP LU N 2 2031-07-15 Fixed 8.50000000 N N N N N N TELEFONICA EUROPE BV 7245007FZS0M65WUGP67 000000000 200000.00000000 PA 203017.39000000 0.253408112949 Long DBT CORP NL N 2 2030-02-03 Fixed 6.14000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDR8 44000.00000000 PA USD 37845.47000000 0.047239052459 Long DBT CORP US N 2 2030-01-15 Fixed 4.38000000 N N N N N N Elmwood CLO II Ltd. N/A 29001RAE8 250000.00000000 PA USD 246731.68000000 0.307972678762 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 12.39000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDL3 176000.00000000 PA USD 155247.84000000 0.193781735514 Long DBT CORP MX N 2 2029-06-02 Fixed 8.75000000 N N N N N N Kestrel Bidco Inc. 5493009TSX7LVAH8LA03 000000000 190.25000000 PA USD 186.05000000 0.000232229265 Long LON CORP CA N 2 2026-12-11 Variable 8.42000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55284DAS1 120000.00000000 PA USD 111541.44000000 0.139227018069 Long ABS-MBS CORP US N 2 2034-12-15 Floating 9.55000000 N N N N N N Generate CLO Ltd. N/A 98625WAE8 250000.00000000 PA USD 237272.73000000 0.296165933192 Long ABS-CBDO CORP KY N 2 2032-04-20 Floating 12.34000000 N N N N N N Sirius XM Radio Inc WP5O65E6BMU84LNO4227 82967NBA5 54000.00000000 PA USD 49323.60000000 0.061566156474 Long DBT CORP US N 2 2027-08-01 Fixed 5.00000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAX8 200000.00000000 PA USD 181500.00000000 0.226549915257 Long DBT NUSS MX N 2 2053-05-04 Fixed 6.34000000 N N N N N N M/I HOMES INC 5299005M71FH9CCSFB69 55305BAS0 225000.00000000 PA USD 202780.13000000 0.253111962905 Long DBT CORP US N 2 2028-02-01 Fixed 4.95000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 216000.00000000 PA 168872.10000000 0.210787658095 Long DBT NUSS RO N 2 2031-07-16 Fixed 2.12000000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 74841CAA9 228000.00000000 PA USD 188495.65000000 0.235281947845 Long DBT CORP US N 2 2029-03-01 Fixed 3.63000000 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 000000000 129000.00000000 PA USD 118624.53000000 0.148068194043 Long DBT CORP IL N 2 2030-06-30 Fixed 6.75000000 N N N N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 552953CF6 157000.00000000 PA USD 146479.09000000 0.182836503727 Long DBT CORP US N 2 2027-04-15 Fixed 5.50000000 N N N N N N CHEPLAPHARM ARZNEIMITTEL 529900ONXKBELT7EW052 000000000 100000.00000000 PA 96222.02000000 0.120105181690 Long DBT CORP DE N 2 2028-01-15 Fixed 4.38000000 N N N N N N BNP PARIBAS SA QHSFEYI7HUOXXZ413E03 000000000 1885033.20000000 OU Notional Amount USD -26136.32000000 -0.03262358722 N/A DE US N 2 BNP PARIBAS SA QHSFEYI7HUOXXZ413E03 iShares iBoxx High Yield Corporate Bond ETF iShares iBoxx High Yield Corporate Bond ETF Y equity-performance leg 2023-12-15 0.00000000 USD 0.00000000 USD 1885033.20000000 USD -26136.32000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 17873.10000000 0.022309362481 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1074000.00000000 GBP 1328973.08000000 USD 2023-12-20 17873.10000000 N N N XHR LP 549300M88BPT83ZL2164 98372MAC9 11000.00000000 PA USD 9350.00000000 0.011670753210 Long DBT US N 2 2029-06-01 Fixed 4.88000000 N N N N N N UNITED WHOLESALE MTGE LL 549300HW662MN1WU8550 913229AC4 153000.00000000 PA USD 138480.30000000 0.172852342864 Long DBT CORP US N 2 2027-06-15 Fixed 5.75000000 N N N N N N Trestles CLO LTD 6354005OLPZ8XONXGL10 89531VAA0 250000.00000000 PA USD 223213.30000000 0.278616827544 Long ABS-CBDO CORP KY N 2 2031-07-25 Floating 11.36000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BC7 200000.00000000 PA USD 169810.00000000 0.211958353222 Long DBT NUSS ZA N 2 2032-04-20 Fixed 5.88000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325CX1 200000.00000000 PA USD 190990.00000000 0.238395417713 Long DBT NUSS CO N 2 2026-01-28 Fixed 4.50000000 N N N N N N AEROPUERTO INTL TOCUMEN 254900FO1PHX49ZIGB14 00787CAE2 200000.00000000 PA USD 145834.00000000 0.182031296648 Long DBT CORP PA N 2 2061-08-11 Fixed 5.13000000 N N N N N N Credit Suisse Mortgage Trust N/A 126395AQ5 300000.00000000 PA USD 254887.32000000 0.318152621191 Long ABS-MBS CORP US N 2 2037-10-15 Floating 11.60000000 N N N N N N Carval CLO LTD N/A 146865AG5 250000.00000000 PA USD 243809.05000000 0.304324625986 Long ABS-CBDO CORP KY N 2 2031-07-16 Floating 8.46000000 N N N N N N GEOPARK LTD 529900ZR5QI19AH4KZ07 37255BAB5 200000.00000000 PA USD 170500.00000000 0.212819617363 Long DBT CORP BM N 2 2027-01-17 Fixed 5.50000000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 000000000 190900.00000000 OU Notional Amount USD -41170.77000000 -0.05138972151 N/A DCR US N 2 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 CMBX.NA.BBB-.9 137BERAI8 Y sell protection 2058-09-17 0.00000000 USD -737.53000000 USD 190900.00000000 USD -40433.24000000 N N N SCIH Salt Holdings Inc. N/A 78397GAF8 105377.25000000 PA USD 104645.93000000 0.130619981121 Long LON CORP US N 2 2027-03-16 Variable 9.63000000 N N N N N N Credit Suisse Mortgage Trust N/A 12657XAG3 859733.96000000 PA USD 763211.63000000 0.952647548760 Long ABS-MBS CORP US N 2 2066-09-27 None 0.00000000 N N N N N N Aimbridge Acquisition Co., Inc. 549300SPGKLVE9WYCQ20 00900YAD8 167008.81000000 PA USD 159880.87000000 0.199564724792 Long LON CORP US N 2 2026-02-02 Variable 9.18000000 N N N N N N PHOENIX PIB DUTCH FINANC 529900UUYBCBB7HMVI56 000000000 100000.00000000 PA 100650.21000000 0.125632487857 Long DBT CORP NL N 2 2025-08-05 Fixed 2.38000000 N N N N N N TK ELEVATOR MIDCO GMBH 254900K869UN2ZWVB351 000000000 100000.00000000 PA 95649.42000000 0.119390457275 Long DBT CORP DE N 2 2027-07-15 Fixed 4.38000000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 000000000 1000000.00000000 OU Notional Amount USD -238166.67000000 -0.29728175705 N/A DCR US N 2 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 CMBX.NA.BBB-.15 137BERAO5 Y sell protection 2064-11-19 0.00000000 USD -185730.26000000 USD 1000000.00000000 USD -52436.41000000 N N N TECHEM VERWALTUNGSGESELL 529900N0M7FQHNAV1A41 000000000 100000.00000000 PA 101978.11000000 0.127289984455 Long DBT CORP DE N 2 2025-07-15 Fixed 2.00000000 N N N N N N BAYER AG 549300J4U55H3WP1XT59 000000000 300000.00000000 PA 275545.81000000 0.343938732259 Long DBT CORP DE N 2 2079-11-12 Fixed 3.13000000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 000000000 200000.00000000 PA USD 183302.00000000 0.228799187694 Long DBT NUSS OM N 2 2048-01-17 Fixed 6.75000000 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 445545AP1 200000.00000000 PA USD 190868.00000000 0.238243136227 Long DBT NUSS HU N 2 2029-06-16 Fixed 5.25000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBC1 48000.00000000 PA USD 42455.09000000 0.052992821166 Long DBT CORP US N 2 2029-07-01 Fixed 5.50000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAG0 59000.00000000 PA USD 56975.71000000 0.071117588276 Long DBT US N 2 2025-06-15 Fixed 4.63000000 N N N N N N Oak Hill Credit Partners N/A 67116BAA3 250000.00000000 PA USD 249692.40000000 0.311668275815 Long ABS-CBDO CORP BM N 2 2033-07-19 Floating 12.57000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 6380000.00000000 OU Notional Amount USD 132923.23000000 0.165915958635 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S33 2I65BRZB9 Y sell protection 2024-12-21 0.00000000 USD -1986.76000000 USD 6380000.00000000 USD 134909.99000000 N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 110000.00000000 PA USD 31350.00000000 0.039131348999 Long DBT NUSS UA N 2 2027-09-01 Fixed 7.75000000 Y Y N N N N TELECOM ITALIA SPA 549300W384M3RI3VXU42 000000000 200000.00000000 PA 212538.99000000 0.265293058806 Long DBT CORP IT N 2 2028-02-15 Fixed 6.88000000 N N N N N N Trestles CLO LTD 254900QSBDX181YYBH38 89531FAU1 1000000.00000000 PA USD 987835.50000000 1.233025062332 Long ABS-CBDO CORP KY N 2 2032-04-25 Floating 8.51000000 N N N N N N WORLDLINE SA/FRANCE 549300CJMQNCA0U4TS33 000000000 23100.00000000 PA 26610.71000000 0.033215725043 Long DBT CORP FR N 2 2025-07-30 None 0.00000000 N N N N N Worldline SA/France EUR XXXX N N N JGC VENTURES PTE LTD 2549008PR2UO2K6SYH32 000000000 271.00000000 PA USD 92.14000000 0.000115009967 Long DBT CORP SG N 2 2025-06-30 None 0.00000000 N N Y N N N DOBANK SPA 8156007AF7DB5FE05555 000000000 102000.00000000 PA 92741.98000000 0.115761364792 Long DBT CORP IT N 2 2026-07-31 Fixed 3.38000000 N N N N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAF2 200000.00000000 PA USD 191806.00000000 0.239413956175 Long DBT CORP US N 2 2029-05-03 Fixed 8.75000000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 000000000 1023000.00000000 OU Notional Amount USD -243644.50000000 -0.30411923321 N/A DCR US N 2 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 CMBX.NA.BBB-.15 137BERAO5 Y sell protection 2064-11-18 0.00000000 USD -197440.41000000 USD 1023000.00000000 USD -46204.09000000 N N N Bank of America N.A. B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 2303.29000000 0.002874987076 N/A DFE US N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 723006.60000000 BRL 144758.85000000 USD 2023-12-20 2303.29000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -151.18000000 -0.00018870422 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 3186000.00000000 AUD 2053792.45000000 USD 2023-12-20 -151.18000000 N N N FULL HOUSE RESORTS INC 5493009DKIWW0H901Y82 359678AC3 13000.00000000 PA USD 11375.00000000 0.014198376231 Long DBT CORP US N 2 2028-02-15 Fixed 8.25000000 N N N N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 4191.00000000 OU Notional Amount 539.83000000 0.000673820610 N/A DCR XX N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 CMA CGM SA CMA CGM SA Y sell protection 2027-06-22 106.61000000 EUR 0.00000000 EUR 4191.00000000 EUR 423.61000000 N N N CLOUD SOFTWARE GRP INC 04EEB871XLHVNY4RZJ65 88632QAE3 95000.00000000 PA USD 84011.42000000 0.104863802102 Long DBT CORP US N 2 2029-03-31 Fixed 6.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 8.00000000 NC USD -71892.05000000 -0.08973629661 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CME Ultra Long Term U.S. Treasury Bond Futures WNZ3 Comdty 2023-12-19 1022892.05000000 USD -71892.05000000 N N N SES SA 5493008JPA4HYMH1HX51 000000000 100000.00000000 PA 92460.75000000 0.115410331003 Long DBT CORP LU N 2 2026-05-27 Fixed 2.88000000 N N N N N N NEXI SPA 5493000P70CQRQG8SN85 000000000 100000.00000000 PA 80349.16000000 0.100292536578 Long DBT CORP IT N 1 2028-02-24 None 0.00000000 N N N N N Nexi SpA EUR XXXX N N N Arab Republic of Egypt 529900GFIVH4086NMH82 000000000 284000.00000000 PA USD 151150.48000000 0.188667374298 Long DBT NUSS EG N 2 2047-01-31 Fixed 8.50000000 N N N N N N 2023-10-31 BlackRock Multi-Sector Opportunities Trust II Chuck Pulsfort Chuck Pulsfort Assistant Treasurer XXXX