| PRUDENTIAL CORE GOV MM F | 5.08 | 1,423,503 |
| US TREASURY N/ 4.875 5/26 | 4.73 | 1,300,000 |
| CAMELOT FINANCE 4.5 11/26 | 2.11 | 600,000 |
| RECV TRSWAP: IBOXHY 20MAR | 1.94 | 1,502 |
| US TREASURY N/ 4.375 7/26 | 1.72 | 475,000 |
| BAUSCH HEALTH 5.75 8/27 | 1.37 | 450,000 |
| SPRINGLEAF FIN 7.125 3/26 | 1.28 | 350,000 |
| DISH DBS CORP 5.875 11/24 | 0.97 | 275,000 |
| WYNN MACAU LTD 5.625 8/28 | 0.95 | 275,000 |
| B&G FOODS INC 8 9/28 | 0.90 | 240,000 |
| NCL CORP 5.875 2/27 | 0.90 | 250,000 |
| CITI CAC BALANCE | 0.89 | 248,000 |
| STANDARD INDS IN 5 2/27 | 0.88 | 250,000 |
| CSC HOLDINGS LL 01/17/28 | 0.87 | 250,000 |
| NOVELIS CORP 3.25 11/26 | 0.86 | 250,000 |
| SNDPT 2018-3A A1AR 10/31 | 0.86 | 241,706 |
| RADIATE HOLDCO L 4.5 9/26 | 0.84 | 275,000 |
| FRONTIER COMM 5.875 10/27 | 0.81 | 225,000 |
| MGM RESORTS 5.5 4/27 | 0.80 | 225,000 |
| BEAZER HOMES 5.875 10/27 | 0.80 | 225,000 |
| CCO HOLDINGS LLC 5.5 5/26 | 0.80 | 225,000 |
| SYMANTEC CORP 5 4/25 | 0.80 | 225,000 |
| MATTAMY GROUP 5.25 12/27 | 0.80 | 225,000 |
| ALTICE FINANCIN 2.25 1/25 | 0.78 | 200,000 |
| LEVEL 3 FIN INC 10.5 4/29 | 0.78 | 200,000 |
| CURRENCY CONTRACT - USD | 0.77 | 216,548 |
| VOYA 2015-3A A1R3 10/31 | 0.77 | 215,526 |
| CURRENCY CONTRACT - EUR | 0.77 | 193,672 |
| CURRENCY CONTRACT - USD | 0.77 | 216,011 |
| INTL GAME TECH 6.25 1/27 | 0.73 | 200,000 |
| ILIAD HOLDING 6.5 10/26 | 0.72 | 200,000 |
| ARES 2018-28RA A1R 10/30 | 0.72 | 201,430 |
| UNIVISION COMM 6.625 6/27 | 0.72 | 200,000 |
| NABORS INDS IN 7.375 5/27 | 0.72 | 200,000 |
| CONNECT FINCO 6.75 10/26 | 0.71 | 200,000 |
| PENNYMAC FIN 5.375 10/25 | 0.71 | 200,000 |
| BROOKFIELD RESI 6.25 9/27 | 0.71 | 200,000 |
| NCL CORP 5.875 3/26 | 0.71 | 200,000 |
| INTL GAME TECH 4.125 4/26 | 0.71 | 200,000 |
| LIFEPOINT HEAL 4.375 2/27 | 0.70 | 200,000 |
| ANTERO MIDSTREA 5.75 3/27 | 0.70 | 195,000 |
| TRIDENT TPI H 12.75 12/28 | 0.69 | 175,000 |
| CARVANA CO 12 12/28 | 0.68 | 181,000 |
| TENNECO INC 8 11/28 | 0.67 | 200,000 |
| CALPINE CORP 5.25 6/26 | 0.66 | 186,000 |
| MAUSER PACKAGI 7.875 4/27 | 0.65 | 175,000 |
| CLARIOS GLOBAL 8.5 5/27 | 0.63 | 175,000 |
| TRI POINTE GROU 5.25 6/27 | 0.63 | 175,000 |
| VISTRA OPERATION 5.5 9/26 | 0.62 | 175,000 |
| VISTRA OPERATI 5.625 2/27 | 0.62 | 175,000 |
| ADAPTHEALTH LL 6.125 8/28 | 0.62 | 175,000 |
| VIK CRUISES LT 5.875 9/27 | 0.62 | 175,000 |
| NATIONSTAR MTG 6 1/27 | 0.62 | 175,000 |
| SUGAR HSP GAMI 5.875 5/25 | 0.62 | 175,000 |
| PENN NATL GAMI 5.625 1/27 | 0.62 | 175,000 |
| HUDBAY MINERALS 4.5 4/26 | 0.62 | 175,000 |
| HOWARD HUGHES 5.375 8/28 | 0.62 | 175,000 |
| FORESTAR GROUP 3.85 5/26 | 0.61 | 175,000 |
| SBA COMMUNICAT 3.875 2/27 | 0.61 | 175,000 |
| INTELLIGENT PACK 6 9/28 | 0.58 | 165,000 |
| CARNIVAL CORP 5.75 3/27 | 0.54 | 150,000 |
| CARNIVAL CORP 7.625 3/26 | 0.54 | 150,000 |
| NRG ENERGY INC 5.75 1/28 | 0.54 | 150,000 |
| CITGO PETROLEUM 7 6/25 | 0.54 | 150,000 |
| CCM MERGER INC 6.375 5/26 | 0.54 | 150,000 |
| AVIS BUDGET CAR 5.75 7/27 | 0.53 | 150,000 |
| PARKLAND CORP 5.875 7/27 | 0.53 | 150,000 |
| ACRISUR 11/06/30 | 0.53 | 150,000 |
| UNITED AIRLINE 4.375 4/26 | 0.53 | 150,000 |
| GOEASY LTD 4.375 5/26 | 0.53 | 150,000 |
| AMN HEALTHCAR 4.625 10/27 | 0.52 | 150,000 |
| ROCKET MTGE L 2.875 10/26 | 0.51 | 150,000 |
| COLUMBIA/HCA 7.05 12/27 | 0.49 | 125,000 |
| CAESARS ENT 7 2/30 | 0.47 | 125,000 |
| AMERICAN AIRLINE 5.5 4/26 | 0.47 | 131,250 |
| DISH NETWORK 11.75 11/27 | 0.46 | 125,000 |
| EQM MIDSTREAM PT 6.5 7/27 | 0.46 | 125,000 |
| TAYLOR MORRISO 5.875 6/27 | 0.46 | 125,000 |
| ENERGIZER HLDGS 6.5 12/27 | 0.45 | 125,000 |
| FREEDOM MORTGA 7.625 5/26 | 0.45 | 125,000 |
| ROYAL CARIBBEAN 5.5 4/28 | 0.45 | 125,000 |
| LINDBLAD EXPEDI 6.75 2/27 | 0.45 | 125,000 |
| LABL INC 10.5 7/27 | 0.45 | 125,000 |
| SS&C TECH INC 5.5 9/27 | 0.45 | 125,000 |
| PANTHER BF AGG 6.25 5/26 | 0.45 | 125,000 |
| HERC HOLDINGS 5.5 7/27 | 0.45 | 125,000 |
| GO DADDY OP/FI 5.25 12/27 | 0.44 | 125,000 |
| ASURION LLC 12/23/26 | 0.44 | 124,677 |
| MGM RESORTS 4.625 9/26 | 0.44 | 125,000 |
| VICI PROPERTIE 4.25 12/26 | 0.44 | 125,000 |
| NCR VOYIX CORP 5 10/28 | 0.44 | 125,000 |
| CLEAR CHANNEL 5.125 8/27 | 0.44 | 125,000 |
| H&E EQUIPMENT 3.875 12/28 | 0.42 | 125,000 |
| ASURIO 09/13/30 | 0.39 | 112,500 |
| NCR ATLEOS LLC 9.5 4/29 | 0.39 | 100,000 |
| FERRELLGAS PARTNERS LP-B | 0.39 | 546 |
| BOMBARDIER INC 7.125 6/26 | 0.39 | 107,000 |
| GGAM FINANCE LTD 8 2/27 | 0.37 | 100,000 |
| MEDLINE BORROW 3.875 4/29 | 0.37 | 110,000 |
| RECV TRSWAP: IBOXHY 20DEC | 0.37 | 283 |
| NAVIENT CORP 6.75 6/26 | 0.36 | 100,000 |
| AET UNI/AET FIN 8.25 2/26 | 0.36 | 100,000 |
| ROYAL CARIBBEA 5.375 7/27 | 0.36 | 100,000 |
| WHITE CAP BUY 6.875 10/28 | 0.36 | 100,000 |
| ECO MATERIAL 7.875 1/27 | 0.36 | 100,000 |
| NAVIENT CORP 6.75 6/25 | 0.36 | 100,000 |
| WYNN LAS VEGAS 5.25 5/27 | 0.36 | 100,000 |
| ASCENT RESOUR/AR 7 11/26 | 0.36 | 100,000 |
| LABL INC 6.75 7/26 | 0.36 | 100,000 |
| MCAFEE 03/01/29 | 0.36 | 100,000 |
| VISTRA OPERATION 5 7/27 | 0.36 | 100,000 |
| AMERIGAS PARTNE 5.75 5/27 | 0.35 | 100,000 |
| VOC ESCROW LTD 5 2/28 | 0.35 | 100,000 |
| TENET HEALTHCA 4.625 6/28 | 0.35 | 100,000 |
| JELD-WEN INC 4.875 12/27 | 0.35 | 100,000 |
| JACOBS ENTERTAI 6.75 2/29 | 0.35 | 100,000 |
| VISTAJET MALTA 7.875 5/27 | 0.35 | 100,000 |
| ASHTON WOODS U 4.625 8/29 | 0.34 | 100,000 |
| ALTICE FINANCING 10/31/27 | 0.32 | 99,495 |
| DIVERSIFIED HLT 9.75 6/25 | 0.31 | 88,000 |
| MACQUARIE AIR 8.375 5/28 | 0.30 | 79,000 |
| CDS 55 20/06/29 | 0.30 | -1,065,000 |
| UNITI / CSL 10.5 2/28 | 0.29 | 75,000 |
| MAXIM CRANE LLC 11.5 9/28 | 0.28 | 75,000 |
| POPULAR INC 7.25 3/28 | 0.28 | 75,000 |
| CRESCENT ENRGY 9.25 2/28 | 0.28 | 75,000 |
| CIVITAS RESOUR 8.375 7/28 | 0.28 | 75,000 |
| LINDBAD EXP HOLD 9 5/28 | 0.28 | 75,000 |
| SALLY HLD/SAL C 6.75 3/32 | 0.27 | 75,000 |
| ASCENT RESOUR/ 8.25 12/28 | 0.27 | 75,000 |
| NEW GOLD INC 7.5 7/27 | 0.27 | 75,000 |
| BIG RVR STL/FI 6.625 1/29 | 0.27 | 75,000 |
| GLOB PART/GLP FI 7 8/27 | 0.27 | 75,000 |
| SUNOCO LP/FIN 6 4/27 | 0.27 | 75,000 |
| FREEDOM MORTGA 6.625 1/27 | 0.27 | 75,000 |
| BRINKER INTL 5 10/24 | 0.27 | 75,000 |
| WILLIAM CARTER 5.625 3/27 | 0.27 | 75,000 |
| AMSTED INDS 5.625 7/27 | 0.27 | 75,000 |
| COTIVIT 02/21/31 | 0.27 | 74,813 |
| DANA INC 5.375 11/27 | 0.27 | 75,000 |
| CONUMA RESOUR 13.125 5/28 | 0.27 | 73,000 |
| HANESBRANDS IN 4.875 5/26 | 0.27 | 75,000 |
| WHIT 10/07/29 | 0.27 | 75,000 |
| RHP HOTEL PPTY 4.75 10/27 | 0.26 | 75,000 |
| FIRST BRANDS GRO 03/30/27 | 0.26 | 74,807 |
| LANDSEA HOMES 8.875 4/29 | 0.26 | 70,000 |
| P&L DEV/PLD FI 7.75 11/25 | 0.26 | 75,000 |
| ROCKIES EXPRESS 3.6 5/25 | 0.26 | 75,000 |
| M/I HOMES INC 4.95 2/28 | 0.26 | 75,000 |
| SHEA HOMES 4.75 2/28 | 0.26 | 75,000 |
| CCO HOLDINGS L 5.125 5/27 | 0.26 | 75,000 |
| MCAFEE CORP 7.375 2/30 | 0.26 | 75,000 |
| TALLGRASS NRG 5.5 1/28 | 0.26 | 75,000 |
| SCOTTS MIRACLE 4.5 10/29 | 0.26 | 75,000 |
| METIS MERGER SUB 6.5 5/29 | 0.26 | 75,000 |
| PM GENERAL PURC 9.5 10/28 | 0.25 | 70,000 |
| TRANSOCEAN INC 8.25 5/29 | 0.25 | 70,000 |
| TRINITY IND 7.75 7/28 | 0.24 | 65,000 |
| FREE MTGE HOLD 9.25 2/29 | 0.24 | 65,000 |
| SOUTHWESTERN E 5.375 3/30 | 0.23 | 65,000 |
| SINCLAIR TELE 5.125 2/27 | 0.23 | 75,000 |
| AECOM TECHNOLO 5.125 3/27 | 0.23 | 64,000 |
| LEVEL 3 FIN IN 4.875 6/29 | 0.23 | 75,000 |
| RXO INC 7.5 11/27 | 0.20 | 55,000 |
| VENTURE GLOBAL L 9.5 2/29 | 0.20 | 50,000 |
| MPH ACQUISITION 5.5 9/28 | 0.19 | 75,000 |
| NCL CORP 8.125 1/29 | 0.19 | 50,000 |
| HOWARD MIDSTRE 8.875 7/28 | 0.19 | 50,000 |
| MINERAL RESOUR 9.25 10/28 | 0.19 | 50,000 |
| BREAD FINANCIAL 9.75 3/29 | 0.19 | 50,000 |
| RITCHIE BROS HL 6.75 3/28 | 0.18 | 50,000 |
| VALARIS 8.375 4/30 | 0.18 | 50,000 |
| XPO INC 6.25 6/28 | 0.18 | 50,000 |
| HECLA MINING CO 7.25 2/28 | 0.18 | 50,000 |
| SEALED AIR/US 6.125 2/28 | 0.18 | 50,000 |
| VIK CRUISES LTD 7 2/29 | 0.18 | 50,000 |
| POST HOLDINGS 5.625 1/28 | 0.18 | 50,000 |
| ASHTON WOODS U 6.625 1/28 | 0.18 | 50,000 |
| BOMBARDIER INC 6 2/28 | 0.18 | 50,000 |
| AMER AXLE & MFG 6.5 4/27 | 0.18 | 50,000 |
| EQM MIDSTREAM PT 6 7/25 | 0.18 | 50,000 |
| SUBURBAN PROPA 5.875 3/27 | 0.18 | 50,000 |
| CHESAPEAKE ENRGY 5.5 2/26 | 0.18 | 50,000 |
| FRONTIER COMMUNI 6 1/30 | 0.18 | 50,000 |
| NRG ENERGY INC 5.25 6/29 | 0.18 | 50,000 |
| UNITED RENTAL 4.875 1/28 | 0.18 | 50,000 |
| WESTERN MIDSTR MULTI 2/25 | 0.18 | 50,000 |
| TITAN INTL INC 7 4/28 | 0.18 | 50,000 |
| VIASAT INC 5.625 9/25 | 0.18 | 50,000 |
| NATIONSTAR MTG 5.5 8/28 | 0.18 | 50,000 |
| CALPINE CORP 5.125 3/28 | 0.18 | 50,000 |
| WR GRACE HOLDI 4.875 6/27 | 0.18 | 50,000 |
| BRINK'S CO/TH 4.625 10/27 | 0.18 | 50,000 |
| MEDLINE BORROW 5.25 10/29 | 0.18 | 50,000 |
| LAS VEGAS SANDS 3.5 8/26 | 0.17 | 50,000 |
| COGENT COMM GRP 3.5 5/26 | 0.17 | 50,000 |
| HILCORP ENERGY 5.75 2/29 | 0.17 | 50,000 |
| STARWOOD PROP 4.375 1/27 | 0.17 | 50,000 |
| STATION CAS 4.5 2/28 | 0.17 | 50,000 |
| GFL ENVIRON INC 4 8/28 | 0.17 | 50,000 |
| CLAR SCI HLD C 3.875 7/28 | 0.17 | 50,000 |
| LCM INVESTMENT 4.875 5/29 | 0.17 | 50,000 |
| KONTOOR BRAND 4.125 11/29 | 0.17 | 50,000 |
| LITHIA MOTORS 3.875 6/29 | 0.17 | 50,000 |
| AMERIGAS PARTNER 5.5 5/25 | 0.16 | 44,000 |
| HERTZ CORP/TH 4.625 12/26 | 0.14 | 50,000 |
| NCL CORP 3.625 12/24 | 0.11 | 31,000 |
| ASCENT RESOUR/AR 9 11/27 | 0.11 | 25,000 |
| ALTA EQUIPMENT 9 6/29 | 0.10 | 30,000 |
| GGAM FINANCE LTD 8 6/28 | 0.10 | 25,000 |
| STL HOLDING CO 8.75 2/29 | 0.10 | 25,000 |
| ACRISURE LLC 8.25 2/29 | 0.09 | 25,000 |
| VENTURE GLOBAL L 7 1/30 | 0.09 | 25,000 |
| FRONTIER COMMUN 6.75 5/29 | 0.09 | 25,000 |
| ALBERTSONS COS 5.875 2/28 | 0.09 | 25,000 |
| ALLIANCE DATA 7 1/26 | 0.09 | 25,000 |
| GRAHAM PKG CO 7.125 8/28 | 0.09 | 25,000 |
| ADTALEM GLOBAL 5.5 3/28 | 0.09 | 25,000 |
| NEXSTAR ESCROW 5.625 7/27 | 0.09 | 25,000 |
| NAVIENT CORP 5 3/27 | 0.09 | 25,000 |
| SERVICE CORP 4.625 12/27 | 0.09 | 25,000 |
| NCR VOYIX CORP 5.125 4/29 | 0.09 | 25,000 |
| CSC HOLDINGS LL 01/18/28 | 0.09 | 25,000 |
| PACTIV EVERGREEN 4 10/27 | 0.09 | 25,000 |
| CARNIVAL CORP 4 8/28 | 0.09 | 25,000 |
| AMWINS GROUP I 4.875 6/29 | 0.09 | 25,000 |
| VALEANT PHARMA 9 12/25 | 0.09 | 25,000 |
| IRIS HLDG INC 06 06/28/28 | 0.09 | 25,316 |
| ROCKIES EXPRESS 4.8 5/30 | 0.08 | 25,000 |
| LFS TOPCO LLC 5.875 10/26 | 0.08 | 25,000 |
| IRIS HLDG INC 06 06/28/28 | 0.08 | 24,430 |
| 1011778 BC ULC / 4 10/30 | 0.08 | 25,000 |
| DISH DBS CORP 7.75 7/26 | 0.08 | 25,000 |
| FLY FUNDING II S 08/11/25 | 0.08 | 22,907 |
| LD HOLDINGS GR 6.125 4/28 | 0.08 | 25,000 |
| Radiate Holdco ( 09/25/26 | 0.08 | 24,936 |
| FORTRESS INTERME 7.5 6/31 | 0.08 | 20,000 |
| BLUE RACER MID/F 7 7/29 | 0.07 | 20,000 |
| RHP HOTEL PPTY 6.5 4/32 | 0.07 | 20,000 |
| PRIME HEALTHCA 9.375 9/29 | 0.07 | 20,000 |
| CORONADO FINAN 9.25 10/29 | 0.07 | 20,000 |
| HILTON DOMESTI 5.875 4/29 | 0.07 | 20,000 |
| SM ENERGY CO 6.75 8/29 | 0.07 | 20,000 |
| WHITE CAP PAR 8.25 3/26 | 0.07 | 20,000 |
| DISH DBS CORP 7.375 7/28 | 0.07 | 25,000 |
| MPT OP PTNR/FINL 3.5 3/31 | 0.06 | 25,000 |
| RECV OIS LCH 4.26 CITI | 0.06 | 1,965,000 |
| DISH DBS CORP 5.125 6/29 | 0.06 | 25,000 |
| RADIATE HOLDCO L 6.5 9/28 | 0.06 | 25,000 |
| SUNOCO LP 7 5/29 | 0.06 | 15,000 |
| PRA GROUP INC 8.875 1/30 | 0.06 | 15,000 |
| HERC HOLDINGS 6.625 6/29 | 0.06 | 15,000 |
| WESCO DISTRIBU 6.375 3/29 | 0.06 | 15,000 |
| NATIONSTAR MTG 6.5 8/29 | 0.05 | 15,000 |
| MGM RESORTS 6.125 9/29 | 0.05 | 15,000 |
| TALLGRASS NRG 7.375 2/29 | 0.05 | 15,000 |
| NCL CORPORAT 6.25 3/30 | 0.05 | 15,000 |
| CINEMARK USA 7 8/32 | 0.04 | 10,000 |
| PARK INTERMED HL 7 2/30 | 0.04 | 10,000 |
| PHINIA INC 6.75 4/29 | 0.04 | 10,000 |
| GGAM FINANCE L 6.875 4/29 | 0.04 | 10,000 |
| ALPHA GENERATI 6.75 10/32 | 0.04 | 10,000 |
| GGAM FINANCE L 5.875 3/30 | 0.04 | 10,000 |
| KRAKEN OIL&GAS 7.625 8/29 | 0.04 | 10,000 |
| BUILDERS FIRSTSO 5 3/30 | 0.04 | 10,000 |
| FERRELLGAS 8.956 03/30/31 | 0.02 | 6,000 |
| MACQUARIE AIR 6.4 3/29 | 0.02 | 5,000 |
| TRANSOCEAN INC 8.5 5/31 | 0.02 | 5,000 |
| US 2YR NOTE (CBT) DEC24 | 0.02 | 5 |
| EURO | 0.01 | 2,260 |
| POUND STERLING | 0.00 | 12 |
| PAYB OIS LCH 4.26 CITI | 0.00 | -1,965,000 |
| RECV OIS LCH 3.98 CITI | 0.00 | 1,330,000 |
