0001752724-21-245346.txt : 20211118
0001752724-21-245346.hdr.sgml : 20211118
20211118121322
ACCESSION NUMBER: 0001752724-21-245346
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210930
FILED AS OF DATE: 20211118
PERIOD START: 20210930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: VIRTUS OPPORTUNITIES TRUST
CENTRAL INDEX KEY: 0001005020
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-07455
FILM NUMBER: 211423276
BUSINESS ADDRESS:
STREET 1: 101 MUNSON STREET
CITY: GREENFIELD
STATE: MA
ZIP: 01301
BUSINESS PHONE: 800-243-1574
MAIL ADDRESS:
STREET 1: ONE FINANCIAL PLAZA
STREET 2: 26TH FLOOR
CITY: HARTFORD
STATE: CT
ZIP: 06103
FORMER COMPANY:
FORMER CONFORMED NAME: PHOENIX OPPORTUNITIES TRUST
DATE OF NAME CHANGE: 20060127
FORMER COMPANY:
FORMER CONFORMED NAME: PHOENIX SENECA FUNDS
DATE OF NAME CHANGE: 19990122
FORMER COMPANY:
FORMER CONFORMED NAME: SENECA FUNDS
DATE OF NAME CHANGE: 19951218
0001005020
S000018007
Virtus Newfleet Multi-Sector Intermediate Bond Fund
C000049915
Class A
NAMFX
C000049917
Class C
NCMFX
C000081781
Class I
VMFIX
C000148855
Class R6
VMFRX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001005020
XXXXXXXX
S000018007
C000081781
C000049917
C000049915
C000148855
Virtus Opportunities Trust
811-07455
0001005020
549300O4C4QVD88M4N75
101 Munson Street
Greenfield
01301-9668
800-243-1574
Virtus Newfleet Multi-Sector Intermediate Bond Fund
S000018007
54930074FSU5OSE8F706
2021-09-30
2021-09-30
N
336859557.52
15735510.76
321124046.76
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1625958.44000000
0.00000000
0.00000000
846064.06000000
USD
N
HEARTLAND DENTAL LLC
5493008FRC0GRKBN1075
Heartland Dental LLC
42236WAQ0
310000.00000000
PA
USD
309070.00000000
0.096246295821
Long
LON
CORP
US
N
2
2025-04-30
Floating
4.08410000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2019-INV1 Trust
67098AAC3
167711.42000000
PA
USD
172340.34000000
0.053667840119
Long
ABS-MBS
CORP
US
N
2
2048-11-25
Variable
4.50000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PDT2
420000.00000000
PA
USD
472504.20000000
0.147140709257
Long
DBT
NUSS
DO
N
2
2027-01-25
Fixed
5.95000000
N
N
N
N
N
N
NATIONAL MENTOR HOLDINGS
5493004QULJVJP3CNZ62
National Mentor Holdings Inc
63689EAT2
10487.94000000
PA
USD
10485.32000000
0.003265193032
Long
LON
CORP
US
N
2
2028-03-02
Floating
4.50000000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBE0
430000.00000000
PA
USD
524058.20000000
0.163194941421
Long
DBT
NUSS
QA
N
2
2050-04-16
Fixed
4.40000000
N
N
N
N
N
N
TEXAS COMPETITIVE ELECTRIC HOLDINGS CO LLC
N/A
TEXAS COMPETITIVE ELECTRIC HOLDINGS CO LLC
000000000
375000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
3
2049-10-01
None
0.00000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAC0
15000.00000000
PA
USD
15787.50000000
0.004916324441
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
7.75000000
N
N
N
N
N
N
CHEPLAPHARM ARZNEIMITTEL
529900ONXKBELT7EW052
Cheplapharm Arzneimittel GmbH
16412EAA5
700000.00000000
PA
USD
725249.00000000
0.225846991938
Long
DBT
CORP
DE
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZT8
631000.00000000
PA
USD
642388.87000000
0.200043838660
Long
DBT
CORP
US
N
2
2029-10-28
Fixed
3.75000000
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AG9
410000.00000000
PA
USD
461386.12000000
0.143678470876
Long
DBT
NUSS
MA
N
2
2042-12-11
Fixed
5.50000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BX8
225000.00000000
PA
USD
227531.25000000
0.070854628389
Long
DBT
CORP
CA
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust 2020-1
67592LAB2
1290000.00000000
PA
USD
1307884.82000000
0.407283363919
Long
ABS-O
CORP
US
N
2
2025-06-20
Fixed
1.98000000
N
N
N
N
N
N
UNIVERSAL HEALTH SVCS
549300YGMGQDO0NMJD09
Universal Health Services Inc
913903AY6
555000.00000000
PA
USD
549581.68000000
0.171143109818
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.65000000
N
N
N
N
N
N
MOHEGAN GAMING & ENT
549300UB083Z2NRDHC48
Mohegan Gaming & Entertainment
608328BH2
620000.00000000
PA
USD
645482.00000000
0.201007058335
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
8.00000000
N
N
N
N
N
N
DRAWBRIDGE SPEC OPPOR FU
N/A
Drawbridge Special Opportunities Fund LP / Drawbridge Special Opportunities Fin
26150TAE9
970000.00000000
PA
USD
996668.81000000
0.310368787406
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
3.87500000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932RAJ3
259350.00000000
PA
USD
260942.41000000
0.081259068771
Long
LON
CORP
US
N
2
2028-04-21
Floating
4.50000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAG6
597000.00000000
PA
USD
644524.08000000
0.200708756165
Long
DBT
CORP
KY
N
2
2026-05-01
Fixed
4.37500000
N
N
N
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
60937LAE5
200000.00000000
PA
USD
193690.66000000
0.060316460867
Long
DBT
NUSS
MN
N
2
2031-07-07
Fixed
4.45000000
N
N
N
N
N
N
Fair Square Issuance Trust
N/A
Fair Square Issuance Trust
303394AA8
820000.00000000
PA
USD
825497.36000000
0.257064946810
Long
ABS-O
CORP
US
N
2
2024-09-20
Fixed
2.90000000
N
N
N
N
N
N
BCC Funding CORP
N/A
BCC Funding XVII LLC
05493CAE6
1050000.00000000
PA
USD
1050944.48000000
0.327270564320
Long
ABS-O
CORP
US
N
2
2025-09-22
Fixed
4.89000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBA8
410000.00000000
PA
USD
420250.00000000
0.130868430514
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
N
Quarternorth Energy Holding Inc
549300BC3OH5VUTNXB92
Quarternorth Energy Holding Inc
000000000
3851.00000000
NS
USD
385100.00000000
0.119922504678
Long
EC
CORP
US
N
2
N
N
N
EPICOR SOFTWARE CORP
JGNXVGGGXR4O1L5I7S73
Epicor Software Corp
29426NAN4
811800.00000000
PA
USD
811434.69000000
0.252685745021
Long
LON
CORP
US
N
2
2027-07-31
Floating
4.00000000
N
N
N
N
N
N
TRIDENT TPI HOLDINGS INC
549300TPLK304J3RNC85
Trident TPI Holdings Inc
89616RAA7
446000.00000000
PA
USD
453180.60000000
0.141123221562
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
6.62500000
N
N
N
N
N
N
DG INVESTMENT INTERMEDI
N/A
DG Investment Intermediate Holdings 2 Inc
23344MAC2
301042.04860000
PA
USD
302062.58000000
0.094064142205
Long
LON
CORP
US
N
2
2028-03-31
Floating
4.50000000
N
N
N
N
N
N
Freedom Financial
N/A
FREED ABS Trust 2019-1
30308XAB9
59434.21000000
PA
USD
59584.47000000
0.018554969832
Long
ABS-O
CORP
US
N
2
2026-06-18
Fixed
3.87000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167DG9
120000.00000000
PA
USD
128214.00000000
0.039926626888
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABG2
900000.00000000
PA
USD
948375.00000000
0.295329798427
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
6.75000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAJ5
295000.00000000
PA
USD
447329.15000000
0.139301044102
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
8.10000000
N
N
N
N
N
N
ORTHO-CLINICAL INC/SA
N/A
Ortho-Clinical Diagnostics Inc / Ortho-Clinical Diagnostics SA
68752DAC2
222000.00000000
PA
USD
234210.00000000
0.072934432149
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
7.37500000
N
N
N
N
N
N
HAMILTON PROJECTS ACQUIR
5493005K6XILIQ2EZY52
Hamilton Projects Acquiror LLC
14314VAB9
480150.00000000
PA
USD
481652.87000000
0.149989661272
Long
LON
CORP
US
N
2
2027-06-26
Floating
5.75000000
N
N
N
N
N
N
ASTON US FINCO LLC
N/A
Aston US Finco LLC
04625CAC4
463915.20110000
PA
USD
460435.84000000
0.143382547848
Long
LON
CORP
US
N
2
2026-10-09
Floating
4.33030000
N
N
N
N
N
N
CONSOLIDATED COMMUNICATIONS
549300WW675Y48HDVX34
Consolidated Communications Inc
20903EBB0
267751.50000000
PA
USD
267877.34000000
0.083418648557
Long
LON
CORP
US
N
2
2027-10-02
Floating
4.25000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAA1
50000.00000000
PA
USD
51502.50000000
0.016038194747
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.87500000
N
N
N
N
N
N
MCLAREN FINANCE PLC
213800BKPDWMWX3GSG36
Mclaren Finance PLC
58175LAA8
735000.00000000
PA
USD
744003.75000000
0.231687336251
Long
DBT
CORP
GB
N
2
2026-08-01
Fixed
7.50000000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
716558AG6
1580000.00000000
PA
USD
90850.00000000
0.028291247857
Long
DBT
CORP
VE
N
2
2024-05-16
Fixed
6.00000000
Y
Y
N
N
N
N
TAP ROCK RESOURCES LLC
549300Y3SDS1HPFQ6H17
Tap Rock Resources LLC
87602LAA0
60000.00000000
PA
USD
61425.00000000
0.019128122175
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
7.00000000
N
N
N
N
N
N
PARSLEY ENERGY LLC/FINAN
N/A
Parsley Energy LLC / Parsley Finance Corp
701885AJ4
600000.00000000
PA
USD
627750.00000000
0.195485204653
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.12500000
N
N
N
N
N
N
ARCLINE FM HOLDINGS LLC
N/A
Arcline FM Holdings LLC
03960DAB9
380000.00000000
PA
USD
380000.00000000
0.118334333362
Long
LON
CORP
US
N
2
2028-06-23
Floating
5.50000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
850000.00000000
PA
USD
813875.00000000
0.253445672540
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
3.15000000
N
N
N
N
N
N
PAREXEL INTL CORP
549300GCZVUYB6P2OA17
PAREXEL International Corp
69946EAT8
500000.00000000
PA
USD
499575.00000000
0.155570722604
Long
LON
CORP
US
N
2
2024-09-27
Floating
2.88010000
N
N
N
N
N
N
GAP INC/THE
T2ZG1WRWZ4BUCMQL9224
Gap Inc/The
364760AQ1
530000.00000000
PA
USD
530000.00000000
0.165045254426
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
3.87500000
N
N
N
N
N
N
CSI COMPRESSCO LP/FINANC
N/A
CSI Compressco LP / CSI Compressco Finance Inc
12652HAA6
740000.00000000
PA
USD
728900.00000000
0.226983935757
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
AHP HEALTH PARTNERS
549300QMM8MQ6SM5KX05
AHP Health Partners Inc
00130MAJ3
150000.00000000
PA
USD
150375.00000000
0.046827698366
Long
LON
CORP
US
N
2
2028-08-23
Floating
4.00000000
N
N
N
N
N
N
RADIATE HOLDCO LLC
5493000GQJ5RDX9DNJ71
Radiate Holdco LLC
75025KAF5
115686.39850000
PA
USD
115519.81000000
0.035973578175
Long
LON
CORP
US
N
2
2026-09-25
Floating
4.25000000
N
N
N
N
N
N
ALLIANCE LAUNDRY SYSTEMS
549300YBOGK6MBI5ND34
Alliance Laundry Systems LLC
01862LAW8
658165.52260000
PA
USD
658751.29000000
0.205139196720
Long
LON
CORP
US
N
2
2027-10-08
Floating
4.25000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAN9
670000.00000000
PA
USD
776362.50000000
0.241764049697
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.12500000
N
N
N
N
N
N
BLUE OWL FINANCE LLC
N/A
Blue Owl Finance LLC
09581JAA4
980000.00000000
PA
USD
969281.25000000
0.301840133051
Long
DBT
CORP
US
N
2
2031-06-10
Fixed
3.12500000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust
74333HAE5
505000.00000000
PA
USD
501802.49000000
0.156264376667
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
1.85500000
N
N
N
N
N
N
STAR US BIDCO LLC
N/A
Star US Bidco LLC
85519WAC8
583592.65060000
PA
USD
584567.25000000
0.182037831142
Long
LON
CORP
US
N
2
2027-03-17
Floating
5.25000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAB1
555000.00000000
PA
USD
589535.84000000
0.183585080578
Long
DBT
CORP
IE
N
2
2027-07-21
Fixed
3.65000000
N
N
N
N
N
N
CALLON PETROLEUM CO
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123XAT9
290392.00000000
PA
USD
285376.93000000
0.088868128338
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
6.12500000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
185899AG6
740000.00000000
PA
USD
789025.00000000
0.245707229950
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.75000000
N
N
N
N
N
N
HLF FIN SARL LLC/HERBALI
N/A
HLF Financing Sarl LLC / Herbalife International Inc
40390DAC9
455000.00000000
PA
USD
455000.00000000
0.141689793894
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.87500000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-1
89172EAE4
380000.00000000
PA
USD
388908.49000000
0.121108491850
Long
ABS-MBS
CORP
US
N
2
2055-02-25
Variable
3.50000000
N
N
N
N
N
N
INFINITE BIDCO LLC
N/A
Infinite Bidco LLC
45674KAB1
593512.50000000
PA
USD
592770.61000000
0.184592407818
Long
LON
CORP
US
N
2
2028-03-02
Floating
4.25000000
N
N
N
N
N
N
ATHENAHEALTH INC
5493004JZ4RQIZBHP241
athenahealth Inc
04685YAM1
219450.00000000
PA
USD
219888.90000000
0.068474753671
Long
LON
CORP
US
N
2
2026-02-11
Floating
4.33030000
N
N
N
N
N
N
PAYSAFE HOLDINGS(US)
549300N8UN7DUDH51357
Paysafe Holdings US Corp
70451NAB2
389025.00000000
PA
USD
384453.96000000
0.119721323855
Long
LON
CORP
US
N
2
2028-06-24
Floating
3.25000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724BY7
940000.00000000
PA
USD
951979.36000000
0.296452218264
Long
DBT
NUSS
UA
N
2
2033-03-15
Fixed
7.25300000
N
N
N
N
N
N
CHG HEALTHCARE SERVICES INC
54930016Y1HPAVB9PZ54
CHG Healthcare Services Inc
000000000
45000.00000000
PA
USD
45048.15000000
0.014028270524
Long
LON
CORP
US
N
2
2028-09-30
Floating
4.00000000
N
N
N
N
N
N
ASTON MARTIN CAPITAL HOL
213800H4GKEF3CJ8C774
Aston Martin Capital Holdings Ltd
04625HAG4
480000.00000000
PA
USD
534600.00000000
0.166477722672
Long
DBT
CORP
JE
N
2
2025-11-30
Fixed
10.50000000
N
N
N
N
N
N
SEASPAN CORP
5493007Z8Q1H45KT7W98
Seaspan Corp
81254UAK2
55000.00000000
PA
USD
56112.10000000
0.017473652492
Long
DBT
CORP
MH
N
2
2029-08-01
Fixed
5.50000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
200000.00000000
PA
USD
168002.00000000
0.052316854404
Long
DBT
NUSS
EC
N
2
2030-07-31
Variable
5.00000000
N
N
N
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
Carvana Co
146869AD4
295000.00000000
PA
USD
304587.50000000
0.094850417797
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.87500000
N
N
N
N
N
N
PROSPECT CAPITAL CORP
549300FSD8T39P5Q0O47
Prospect Capital Corp
74348TAU6
975000.00000000
PA
USD
1004366.03000000
0.312765748978
Long
DBT
CORP
US
N
2
2026-01-22
Fixed
3.70600000
N
N
N
N
N
N
TEAM HEALTH HOLDINGS INC
549300PVTQ4UDTTMQT11
Team Health Holdings Inc
88047PAA2
505000.00000000
PA
USD
488021.90000000
0.151973016323
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
6.37500000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
000000000
143550.00000000
PA
USD
142608.31000000
0.044409103409
Long
LON
CORP
PA
N
2
2025-06-30
Floating
3.75000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BZ9
55000.00000000
PA
USD
57062.50000000
0.017769612888
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDD1
735000.00000000
PA
USD
695971.50000000
0.216729798662
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion LLC
04649VBA7
150000.00000000
PA
USD
149212.50000000
0.046465688728
Long
LON
CORP
US
N
2
2029-01-15
Floating
5.33350000
N
N
N
N
N
N
WR GRACE HOLDING LLC
N/A
WR Grace Holdings LLC
92943GAA9
225000.00000000
PA
USD
231752.25000000
0.072169073707
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.62500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
1365000.00000000
PA
USD
1441590.15000000
0.448920024689
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
CP IRIS HOLDCO I INC
N/A
CP Iris Holdco I Inc
000000000
32666.67000000
PA
USD
32612.12000000
0.010155614420
Long
LON
CORP
US
N
2
2028-09-21
Floating
4.25000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AX5
70000.00000000
PA
USD
69912.50000000
0.021771181792
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.75000000
N
N
N
N
N
N
DIAMOND SPORTS GROUP LLC
5493002K6DHWNZH8YA34
Diamond Sports Group LLC
25277BAB4
274400.00000000
PA
USD
170317.34000000
0.053037865497
Long
LON
CORP
US
N
2
2026-08-24
Floating
3.33600000
N
N
N
N
N
N
OneMain Direct Auto Receivable
N/A
OneMain Direct Auto Receivables Trust 2018-1
68268XAC5
660000.00000000
PA
USD
664503.11000000
0.206930348787
Long
ABS-O
CORP
US
N
2
2025-10-14
Fixed
3.85000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MU2
625000.00000000
PA
USD
647625.00000000
0.201674401694
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
ORYX MIDSTREAM SERVICES
N/A
ORYX MIDSTREAM SERVICES PERMIAN BASIN LLC
000000000
120000.00000000
PA
USD
119962.80000000
0.037357152542
Long
LON
CORP
US
N
2
2028-09-29
Floating
3.75000000
N
N
N
N
N
N
HILTON GRAND VAC BOR ESC
N/A
Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc
43284MAA6
415000.00000000
PA
USD
423300.00000000
0.131818219242
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.00000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEE4
395000.00000000
PA
USD
386511.45000000
0.120362038875
Long
DBT
NUSS
DO
N
2
2060-01-30
Fixed
5.87500000
N
N
N
N
N
N
J&J VENTURES GAMING LLC
549300BYPH8FLKS5ZS70
J&J Ventures Gaming LLC
46604BAB4
465000.00000000
PA
USD
466743.75000000
0.145346869756
Long
LON
CORP
US
N
2
2028-04-26
Floating
4.75000000
N
N
N
N
N
N
CIRCOR INTERNATIONAL INC
5493007701O01N3FQM69
CIRCOR International Inc
17273LAJ6
625000.00000000
PA
USD
623050.00000000
0.194021595793
Long
LON
CORP
US
N
2
2024-12-11
Floating
4.25000000
N
N
N
N
N
N
Visio Trust
N/A
Visio 2020-1R Trust
92837MAB3
302742.78000000
PA
USD
303855.21000000
0.094622378194
Long
ABS-MBS
CORP
US
N
2
2055-11-25
Fixed
1.56700000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AK5
229000.00000000
PA
USD
268674.25000000
0.083666811224
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.75000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BQ4
10000.00000000
PA
USD
10100.00000000
0.003145202018
Long
DBT
CORP
PA
N
2
2028-08-01
Fixed
4.00000000
N
N
N
N
N
N
ROCKCLIFF ENERGY II LLC
5493007AZNVKZ5HEMT23
Rockcliff Energy II LLC
77289KAA3
15000.00000000
PA
USD
15225.00000000
0.004741158488
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
ARD FINANCE SA
6354006P6QPGGPVJW880
ARD Finance SA
00191AAD8
1160000.00000000
PA
USD
1232326.00000000
0.383753883408
Long
DBT
CORP
LU
N
2
2027-06-30
Fixed
6.50000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
67054KAA7
200000.00000000
PA
USD
207520.00000000
0.064623002261
Long
DBT
CORP
FR
N
2
2026-05-01
Fixed
7.37500000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CY4
420000.00000000
PA
USD
387276.96000000
0.120600423390
Long
DBT
NUSS
TR
N
2
2030-03-13
Fixed
5.25000000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
491798AK0
210000.00000000
PA
USD
231903.00000000
0.072216018183
Long
DBT
NUSS
KE
N
2
2032-05-22
Fixed
8.00000000
N
N
N
N
N
N
CLARIOS GLOBAL LP
549300474L1ZLXZY2P98
Clarios Global LP
000000000
291596.72760000
PA
USD
290138.74000000
0.090350985211
Long
LON
CORP
CA
N
2
2026-04-30
Floating
3.33030000
N
N
N
N
N
N
ARC FALCON I INC
N/A
Arc Falcon I Inc
000000000
330000.00000000
PA
USD
327525.00000000
0.101993296143
Long
LON
CORP
US
N
2
2029-09-22
Floating
7.50000000
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
VOLT C LLC
91835DAA9
243591.37000000
PA
USD
243710.63000000
0.075892986669
Long
ABS-MBS
CORP
US
N
2
2051-05-25
Variable
1.99180000
N
N
N
N
N
N
SHEARER'S FOODS LLC
549300AQWIJSYS2CIH04
Shearer's Foods LLC
82087UAL1
669220.97480000
PA
USD
668083.30000000
0.208045241937
Long
LON
CORP
US
N
2
2027-09-23
Floating
4.25000000
N
N
N
N
N
N
WILLIAM MORRIS ENDEAVOR EN
5493008R7J9HEQ30DZ33
William Morris Endeavor Entertainment LLC
96925HAF9
498546.78830000
PA
USD
487952.67000000
0.151951457676
Long
LON
CORP
US
N
2
2025-05-18
Floating
2.88090000
N
N
N
N
N
N
CITGO PETROLEUM CORP
YX52P86PXMLYDOTUQ225
CITGO Petroleum Corp
17302UAM4
319977.28350000
PA
USD
319711.70000000
0.099560186546
Long
LON
CORP
US
N
2
2024-03-28
Floating
7.25000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDE9
2010000.00000000
PA
USD
1948494.00000000
0.606772996186
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
PHILLIPS EDISON GROCERY
549300WUPIVS6ZE0ZI51
PHILLIPS EDISON GROCERY CENTER OPERATING PARTNERSHIP I LP
71845JAA6
423000.00000000
PA
USD
418241.06000000
0.130242834262
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.62500000
N
N
N
N
N
N
ENSEMBLE RCM LLC
N/A
Ensemble RCM LLC
29359BAB7
143898.73140000
PA
USD
144130.41000000
0.044883094696
Long
LON
CORP
US
N
2
2026-08-01
Floating
3.86770000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AQ1
360000.00000000
PA
USD
403999.20000000
0.125807831607
Long
DBT
CORP
US
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
48667QAS4
470000.00000000
PA
USD
603837.20000000
0.188038611898
Long
DBT
CORP
KZ
N
2
2048-10-24
Fixed
6.37500000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2015-SFR2 Trust
02666BAC0
1011000.00000000
PA
USD
1094644.38000000
0.340878981516
Long
ABS-O
CORP
US
N
2
2052-10-17
Fixed
4.69100000
N
N
N
N
N
N
Purchasing Power Funding
N/A
Purchasing Power Funding 2021-A LLC
74615JAB6
1000000.00000000
PA
USD
1002521.10000000
0.312191226448
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
1.92000000
N
N
N
N
N
N
INNOPHOS HOLDINGS INC
XQ0331QX53IRX25OY417
Innophos Holdings Inc
45778EAG9
394000.00000000
PA
USD
394492.50000000
0.122847386852
Long
LON
CORP
US
N
2
2027-02-07
Floating
3.83030000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599ED3
205000.00000000
PA
USD
252662.50000000
0.078680653955
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.62500000
N
N
N
N
N
N
ONE CALL CORP
549300WUCCV86ZQHG041
One Call Corp
000000000
857850.00000000
PA
USD
864283.88000000
0.269143307304
Long
LON
CORP
US
N
2
2027-04-22
Floating
6.25000000
N
N
N
N
N
N
CROWNROCK LP/CROWNROCK F
N/A
CrownRock LP / CrownRock Finance Inc
228701AG3
160000.00000000
PA
USD
167056.00000000
0.052022264195
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
5.00000000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2014-SFR2 Trust
02665UAC9
1320000.00000000
PA
USD
1406237.05000000
0.437910852266
Long
ABS-O
CORP
US
N
2
2036-10-17
Fixed
4.70500000
N
N
N
N
N
N
US FARATHANE LLC
549300HLVY1RVM0MPI20
US Farathane LLC
90350DAF5
349954.38040000
PA
USD
347329.72000000
0.108160607560
Long
LON
CORP
US
N
2
2024-12-17
Floating
5.25000000
N
N
N
N
N
N
LSB INDUSTRIES INC
5493001H215A0HG0MI71
LSB INDUSTRIES INC
502160AN4
55000.00000000
PA
USD
55481.25000000
0.017277201928
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
6.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCB5
1645000.00000000
PA
USD
1664277.34000000
0.518266183050
Long
DBT
UST
US
N
2
2031-05-15
Fixed
1.62500000
N
N
N
N
N
N
FILTRATION GROUP CORP
549300ZA0D9WN5ECE978
Filtration Group Corp
31732FAM8
652021.76310000
PA
USD
648357.40000000
0.201902475551
Long
LON
CORP
US
N
2
2025-03-29
Floating
3.13090000
N
N
N
N
N
N
MAGNOLIA OIL GAS/MAG FIN
N/A
Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp
559665AA2
650000.00000000
PA
USD
667680.00000000
0.207919651840
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
6.00000000
N
N
N
N
N
N
DORIC NIMROD 2013-1 CL A
N/A
Doric Nimrod Air Alpha 2013-1 Class A Pass Through Trust
233283AA8
319752.56820000
PA
USD
320934.76000000
0.099941054940
Long
DBT
CORP
GG
N
2
2023-05-30
Fixed
5.25000000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2019-A
038370AC6
915000.00000000
PA
USD
950849.33000000
0.296100319983
Long
ABS-O
CORP
US
N
2
2040-07-16
Fixed
4.01000000
N
N
N
N
N
N
VERITAS US INC
549300RFUWCPWS8FQ104
Veritas US Inc
000000000
144635.67840000
PA
USD
145147.69000000
0.045199881934
Long
LON
CORP
US
N
2
2025-09-01
Floating
6.00000000
N
N
N
N
N
N
KKR APPLE BIDCO LLC
2549001SCJD3WEYJFM53
KKR Apple Bidco LLC
000000000
290000.00000000
PA
USD
289585.30000000
0.090178640597
Long
LON
CORP
US
N
2
2028-09-23
Floating
3.50000000
N
N
N
N
N
N
TRIDENT TPI HOLDINGS INC
549300TPLK304J3RNC85
Trident TPI Holdings Inc
89616RAB5
730000.00000000
PA
USD
767127.80000000
0.238888307412
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
9.25000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAG5
890000.00000000
PA
USD
910203.00000000
0.283442803235
Long
DBT
NUSS
MX
N
2
2050-01-31
Fixed
4.50000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BJ0
225000.00000000
PA
USD
231286.50000000
0.072024036297
Long
DBT
CORP
LR
N
2
2026-08-31
Fixed
5.50000000
N
N
N
N
N
N
PACKAGING COORDINATORS
549300SL20D7D39KSB12
Packaging Coordinators Midco Inc
69515EAH5
412925.00000000
PA
USD
413185.14000000
0.128668389729
Long
LON
CORP
US
N
2
2027-11-30
Floating
4.50000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DJ3
877000.00000000
PA
USD
893487.60000000
0.278237525035
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.75000000
N
N
N
N
N
N
HUNTER US BIDCO INC
549300KXGY77REE4ZR63
Hunter US Bidco Inc
000000000
420000.00000000
PA
USD
421575.00000000
0.131281043650
Long
LON
CORP
US
N
2
2028-08-19
Floating
4.75000000
N
N
N
N
N
N
United Auto Credit Securitizat
N/A
United Auto Credit Securitization Trust 2019-1
90945QAE1
670000.00000000
PA
USD
676801.97000000
0.210760289311
Long
ABS-O
CORP
US
N
2
2024-08-12
Fixed
4.29000000
N
N
N
N
N
N
NAB HOLDINGS LLC
549300G4QOYNTNBXSH82
NAB Holdings LLC
62871NAK1
643333.32330000
PA
USD
642934.46000000
0.200213738736
Long
LON
CORP
US
N
2
2024-06-30
Floating
4.00000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2014-C24
92939KAG3
665000.00000000
PA
USD
704080.65000000
0.219255037766
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Fixed
3.93100000
N
N
N
N
N
N
GAINWELL ACQUISITION COR
N/A
Gainwell Acquisition Corp
59909TAC8
630759.86420000
PA
USD
631680.77000000
0.196709270567
Long
LON
CORP
US
N
2
2027-10-01
Floating
4.75000000
N
N
N
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690AAF3
740000.00000000
PA
USD
766825.00000000
0.238794013633
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
Dreyfus Government Cash Management
5493000Q69I5Q3QZIA91
Dreyfus Government Cash Management
262006208
4306952.36000000
NS
USD
4306952.36000000
1.341211411432
Long
STIV
RF
US
N
1
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDV7
865000.00000000
PA
USD
950860.00000000
0.296103642686
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM 2020-6 LLC
693587AA5
1276476.34000000
PA
USD
1283781.49000000
0.399777438953
Long
ABS-MBS
CORP
US
N
2
2025-11-25
Variable
2.36300000
N
N
N
N
N
N
BRITISH AIR 21-1 A PPT
N/A
British Airways 2021-1 Class A Pass Through Trust
11042CAA8
695000.00000000
PA
USD
698359.21000000
0.217473346218
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
2.90000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust 2014-IVR2
12648HAK1
74809.51000000
PA
USD
76157.42000000
0.023715888227
Long
ABS-MBS
CORP
US
N
2
2044-04-25
Variable
3.81907700
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769GAA8
385000.00000000
PA
USD
389812.50000000
0.121390006115
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.62500000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
68205LAE3
1125000.00000000
PA
USD
1280353.50000000
0.398709941817
Long
DBT
NUSS
OM
N
2
2032-10-28
Fixed
7.37500000
N
N
N
N
N
N
New Residential Mortgage Loan
549300U1MV4J7YQZG974
New Residential Mortgage Loan Trust 2018-2
64828CAA7
52918.55000000
PA
USD
56180.80000000
0.017495046094
Long
ABS-MBS
CORP
US
N
2
2058-02-25
Variable
4.50000000
N
N
N
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAA4
320000.00000000
PA
USD
211200.00000000
0.065768976858
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.37500000
N
N
N
N
N
N
TRITON WATER HOLDINGS IN
N/A
Triton Water Holdings Inc
89678QAB2
500000.00000000
PA
USD
499065.00000000
0.155411905472
Long
LON
CORP
US
N
2
2028-03-31
Floating
4.00000000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp
29261AAA8
475000.00000000
PA
USD
490437.50000000
0.152725248995
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CS2
340000.00000000
PA
USD
345820.80000000
0.107690720607
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.50000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KAP1
700000.00000000
PA
USD
786450.00000000
0.244905359139
Long
DBT
CORP
US
N
2
2027-07-13
Fixed
4.40000000
N
N
N
N
N
N
NABORS INDUSTRIES LTD
N/A
Nabors Industries Ltd
629571AA8
370000.00000000
PA
USD
359862.00000000
0.112063236506
Long
DBT
CORP
BM
N
2
2026-01-15
Fixed
7.25000000
N
N
N
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
Israel Government International Bond
46513JB34
355000.00000000
PA
USD
377290.45000000
0.117490562854
Long
DBT
NUSS
IL
N
2
2030-07-03
Fixed
2.75000000
N
N
N
N
N
N
DXP ENTERPRISES INC
N/A
DXP Enterprises Inc/TX
23338DAP1
342412.50000000
PA
USD
341022.31000000
0.106196441356
Long
LON
CORP
US
N
2
2027-12-23
Floating
5.75000000
N
N
N
N
N
N
RODAN & FIELDS LLC
N/A
Rodan & Fields LLC
77484UAB2
693549.99790000
PA
USD
506867.14000000
0.157841539776
Long
LON
CORP
US
N
2
2025-06-07
Floating
4.12000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAB7
635000.00000000
PA
USD
600773.50000000
0.187084556906
Long
DBT
NUSS
GH
N
2
2032-03-26
Fixed
8.12500000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BT3
765000.00000000
PA
USD
799425.00000000
0.248945853811
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2019-2
31573TAC2
78354.26000000
PA
USD
79355.69000000
0.024711849143
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
3.04600000
N
N
N
N
N
N
HARBOR FREIGHT TOOLS
549300Y48HLCFTTB4249
Harbor Freight Tools USA Inc
41151PAP0
696491.22000000
PA
USD
695752.94000000
0.216661737736
Long
LON
CORP
US
N
2
2027-10-19
Floating
3.25000000
N
N
N
N
N
N
SG Capital Partners
N/A
SG Residential Mortgage Trust 2019-3
78432BAA7
431425.91000000
PA
USD
432654.65000000
0.134731314694
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
2.70300000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CA3
765000.00000000
PA
USD
808115.48000000
0.251652122646
Long
DBT
NUSS
PH
N
2
2041-03-01
Fixed
3.70000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2017-1
59981HAC5
375000.00000000
PA
USD
389679.23000000
0.121348505019
Long
ABS-MBS
CORP
US
N
2
2058-11-25
Variable
3.25000000
N
N
N
N
N
N
Republic Finance Issuance Trus
N/A
Republic Finance Issuance Trust 2020-A
76042EAA7
835000.00000000
PA
USD
857482.79000000
0.267025406116
Long
ABS-O
CORP
US
N
2
2030-11-20
Fixed
2.47000000
N
N
N
N
N
N
BLACKSTONE PRIVATE CRE
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAC1
437000.00000000
PA
USD
435647.34000000
0.135663256736
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
2.62500000
N
N
N
N
N
N
ALLIED UNIVERSAL HOLDCO
98450038B4549046D794
Allied Universal Holdco LLC
01957TAH0
90000.00000000
PA
USD
90040.50000000
0.028039164587
Long
LON
CORP
US
N
2
2028-05-14
Floating
4.25000000
N
N
N
N
N
N
DG INVESTMENT INTERMEDI
N/A
DG Investment Intermediate Holdings 2 Inc
23344MAD0
63045.45140000
PA
USD
63259.18000000
0.019699297090
Long
LON
CORP
US
N
2
2028-03-31
Floating
4.50000000
N
N
N
N
N
N
DEERFIELD DAKOTA HOLDING
549300FDREJLOIGXY104
Deerfield Dakota Holding LLC
24440EAB3
380187.50000000
PA
USD
380959.28000000
0.118633059044
Long
LON
CORP
US
N
2
2027-04-09
Floating
4.75000000
N
N
N
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
Carvana Co
146869AB8
485000.00000000
PA
USD
501368.75000000
0.156129307368
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.62500000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
740840AC7
200000.00000000
PA
USD
201016.00000000
0.062597616724
Long
DBT
NUSS
PK
N
2
2027-12-05
Fixed
6.87500000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-4
92537KAD6
310000.00000000
PA
USD
314781.47000000
0.098024882650
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
3.20700000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TD3
1295000.00000000
PA
USD
1335468.75000000
0.415873169099
Long
DBT
CORP
US
N
2
N/A
Fixed
3.90000000
N
N
N
N
N
N
TENNECO INC
549300U0EXXFAQFAD785
Tenneco Inc
880349AT2
745000.00000000
PA
USD
761762.50000000
0.237217520047
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.12500000
N
N
N
N
N
N
CHOBANI LLC
549300ISVDMZ91KNTR38
Chobani LLC
17026YAH2
336600.00000000
PA
USD
337081.34000000
0.104969199099
Long
LON
CORP
US
N
2
2027-10-23
Floating
4.50000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCL4
525000.00000000
PA
USD
443606.63000000
0.138141828516
Long
DBT
CORP
MX
N
2
2048-02-12
Fixed
6.35000000
N
N
N
N
N
N
TRICORBRAUN HOLDINGS INC
2549009AB5YVVW5J1U62
TricorBraun Holdings Inc
000000000
359663.49770000
PA
USD
357462.36000000
0.111315973875
Long
LON
CORP
US
N
2
2028-03-03
Floating
3.75000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAW2
900000.00000000
PA
USD
897750.00000000
0.279564862568
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.95000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2021-3
85573JAC0
313101.42000000
PA
USD
312161.08000000
0.097208877114
Long
ABS-MBS
CORP
US
N
2
2056-06-25
Variable
1.51800000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion LLC
04649VAY6
677924.42550000
PA
USD
667586.08000000
0.207890404575
Long
LON
CORP
US
N
2
2027-07-31
Floating
3.33030000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2021-1R
042853AA9
726899.20000000
PA
USD
727429.91000000
0.226526140704
Long
ABS-MBS
CORP
US
N
2
2048-10-25
Variable
1.17500000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM 2021-RPL1 LLC
69360GAA1
253813.07000000
PA
USD
253635.55000000
0.078983667700
Long
ABS-MBS
CORP
US
N
2
2051-07-25
Variable
1.31900000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
1500000.00000000
PA
USD
157500.00000000
0.049046467117
Long
DBT
NUSS
VE
N
2
2025-04-21
Fixed
7.65000000
Y
Y
N
N
N
N
TRAVERSE MIDSTREAM PARTN
549300DHTM8B2X5QMJ22
Traverse Midstream Partners LLC
89435TAB0
608977.63170000
PA
USD
608977.63000000
0.189639373365
Long
LON
CORP
US
N
2
2024-09-27
Floating
6.50000000
N
N
N
N
N
N
ASCENT RESOURCES/ARU FIN
N/A
Ascent Resources Utica Holdings LLC / ARU Finance Corp
04364VAR4
575000.00000000
PA
USD
626750.00000000
0.195173798512
Long
DBT
CORP
US
N
2
2028-12-31
Fixed
8.25000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2021-SFR3 Trust
00180UAD7
335000.00000000
PA
USD
332645.82000000
0.103587950935
Long
ABS-O
CORP
US
N
2
2038-10-17
Fixed
2.17700000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2012-C1
90269GAN1
1259000.00000000
PA
USD
1194885.05000000
0.372094541675
Long
ABS-MBS
CORP
US
N
2
2045-05-10
Variable
5.73437500
N
N
N
N
N
N
COBRA ACQUISITIONCO LLC
N/A
COBRA ACQUISITIONCO LLC
19106CAA4
460000.00000000
PA
USD
460000.00000000
0.143246824596
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
6.37500000
N
N
N
N
N
N
Pretium Mortgage Credit Partne
N/A
Pretium Mortgage Credit Partners I 2020-NPL3 LLC
741392AA2
976573.86000000
PA
USD
976901.99000000
0.304213278281
Long
ABS-O
CORP
US
N
2
2060-06-27
Variable
3.10480000
N
N
N
N
N
N
HYLAND SOFTWARE INC
N/A
Hyland Software Inc
44908XAT5
806988.22340000
PA
USD
807407.86000000
0.251431765433
Long
LON
CORP
US
N
2
2024-07-01
Floating
4.25000000
N
N
N
N
N
N
PHOENIX NEWCO INC
N/A
Phoenix Newco Inc
71911KAC8
185000.00000000
PA
USD
185029.60000000
0.057619353600
Long
LON
CORP
US
N
2
2028-08-11
Floating
4.00000000
N
N
N
N
N
N
DEXKO GLOBAL INC
549300SMZ4OV1KBH1M19
Dexko Global Inc
000000000
25000.00000000
PA
USD
24968.75000000
0.007775422068
Long
LON
CORP
US
N
2
2028-09-24
Floating
4.25000000
N
N
N
N
N
N
TVC Mortgage Trust 2020-RTL1
N/A
TVC Mortgage Trust 2020-RTL1
90114YAC3
1405000.00000000
PA
USD
1399385.48000000
0.435777231297
Long
ABS-MBS
CORP
US
N
2
2024-09-25
Variable
5.19300000
N
N
N
N
N
N
PG&E CORP
8YQ2GSDWYZXO2EDN3511
PG&E Corp
69338CAH4
148125.00000000
PA
USD
145486.89000000
0.045305510897
Long
LON
CORP
US
N
2
2025-06-23
Floating
3.50000000
N
N
N
N
N
N
TURNING POINT BRANDS INC
549300IYG00QF0VVP302
Turning Point Brands Inc
90041LAF2
605000.00000000
PA
USD
630712.50000000
0.196407745344
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.62500000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-4
89173UAB3
570000.00000000
PA
USD
594920.74000000
0.185261971503
Long
ABS-O
CORP
US
N
2
2057-06-25
Variable
3.00000000
N
N
N
N
N
N
ANCHOR GLASS CONTAINER
5493004I6HQW11F10C18
Anchor Glass Container Corp
37712UAE4
278549.22280000
PA
USD
256744.39000000
0.079951779566
Long
LON
CORP
US
N
2
2023-12-07
Floating
3.75000000
N
N
N
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
29646AAB2
975000.00000000
PA
USD
1013820.60000000
0.315709960131
Long
DBT
CORP
ZA
N
2
2025-02-11
Fixed
7.12500000
N
N
N
N
N
N
Galton Funding Mortgage Trust
N/A
Galton Funding Mortgage Trust 2020-H1
36418HAA0
249074.30000000
PA
USD
252967.70000000
0.078775695109
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.31000000
N
N
N
N
N
N
RETAIL PPTYS OF AMERICA
549300OVTYLM7DH6CM14
Retail Properties of America Inc
76131VAB9
840000.00000000
PA
USD
923770.05000000
0.287667665913
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
4.75000000
N
N
N
N
N
N
HOLLYFRONTIER CORP
549300J3U2WK73C9ZK26
HollyFrontier Corp
436106AA6
900000.00000000
PA
USD
1033109.69000000
0.321716701201
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
5.87500000
N
N
N
N
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
American Airlines Inc
023771S58
785000.00000000
PA
USD
971437.50000000
0.302511602541
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
11.75000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBT4
478000.00000000
PA
USD
562017.72000000
0.175015769037
Long
DBT
CORP
US
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
HEALTHEQUITY INC
529900LRJU1RAFQHM467
HealthEquity Inc
42226AAA5
70000.00000000
PA
USD
71050.00000000
0.022125406277
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2021-2
31572LAC0
747419.64000000
PA
USD
748049.49000000
0.232947204529
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
1.29100000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBR2
155000.00000000
PA
USD
131767.05000000
0.041033068476
Long
DBT
CORP
MX
N
2
2045-01-23
Fixed
6.37500000
N
N
N
N
N
N
INEOS GROUP HOLDINGS SA
213800WOJR3Q33H3EB73
INEOS Group Holdings SA
44986UAD1
335000.00000000
PA
USD
335837.50000000
0.104581859685
Long
DBT
CORP
LU
N
2
2024-08-01
Fixed
5.62500000
N
N
N
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
LifePoint Health Inc
75915TAD4
562650.09620000
PA
USD
561597.94000000
0.174885046967
Long
LON
CORP
US
N
2
2025-11-16
Floating
3.83170000
N
N
N
N
N
N
MAGENTA BUYER LLC
N/A
Magenta Buyer LLC
55910RAB9
335000.00000000
PA
USD
334896.15000000
0.104288717515
Long
LON
CORP
US
N
2
2028-07-27
Floating
5.75000000
N
N
N
N
N
N
MAVIS TIRE EXPRESS SERVI
254900NVDM4GTLBL9E56
Mavis Tire Express Services Topco Corp
57777YAB2
250000.00000000
PA
USD
250455.00000000
0.077993224900
Long
LON
CORP
US
N
2
2028-05-04
Floating
4.75000000
N
N
N
N
N
N
ADTALEM GLOBAL EDUCATION
549300Z467EZLMODV621
Adtalem Global Education Inc
00737WAA7
635000.00000000
PA
USD
640958.52000000
0.199598418887
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.50000000
N
N
N
N
N
N
DIRECTV HOLDINGS/FING
N/A
DIRECTV Holdings LLC / DIRECTV Financing Co Inc
25461LAA0
125000.00000000
PA
USD
130468.75000000
0.040628769883
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.87500000
N
N
N
N
N
N
PETRONAS CAPITAL LTD
549300G7YFX3540OYR85
Petronas Capital Ltd
716743AP4
765000.00000000
PA
USD
827760.26000000
0.257769627765
Long
DBT
CORP
MY
N
2
2030-04-21
Fixed
3.50000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780BX3
570000.00000000
PA
USD
642552.13000000
0.200094678826
Long
DBT
NUSS
ID
N
2
2027-01-08
Fixed
4.35000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CQ6
450000.00000000
PA
USD
454197.72000000
0.141439958976
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.75000000
N
N
N
N
N
N
PROJECT RUBY ULTIMATE PARE
549300UGGIEE7YT1C741
Project Ruby Ultimate Parent Corp
74339UAS9
532325.00000000
PA
USD
531494.57000000
0.165510672701
Long
LON
CORP
US
N
2
2028-03-10
Floating
4.00000000
N
N
N
N
N
N
CIG Auto Receivables Trust
N/A
CIG Auto Receivables Trust 2020-1
12597UAE7
1040000.00000000
PA
USD
1064715.70000000
0.331559006789
Long
ABS-O
CORP
US
N
2
2027-02-12
Fixed
4.43000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBM5
685000.00000000
PA
USD
703888.59000000
0.219195229102
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
4.12500000
N
N
N
N
N
N
ZIONS BANCORP NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701818
38525.00000000
NS
USD
1108364.25000000
0.345151433280
Long
EP
CORP
US
N
1
N
N
N
Tricon American Homes
N/A
Tricon American Homes 2020-SFR2 Trust
89613JAG5
840000.00000000
PA
USD
825783.25000000
0.257153974712
Long
ABS-O
CORP
US
N
2
2039-11-17
Fixed
2.28100000
N
N
N
N
N
N
HERTZ CORP/THE
549300PD0C69OJ0NLB27
Hertz Corp/The
42804VBB6
302239.49000000
PA
USD
302287.85000000
0.094134292666
Long
LON
CORP
US
N
2
2028-06-30
Floating
4.00000000
N
N
N
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
Chemours Co/The
163851AF5
595000.00000000
PA
USD
623084.00000000
0.194032183602
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.75000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAL4
185000.00000000
PA
USD
192403.70000000
0.059915693620
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.75000000
N
N
N
N
N
N
GREAT CANADIAN GAMING CO
549300FU60SSFLTE0M84
Great Canadian Gaming Corp
000000000
130000.00000000
PA
USD
130357.50000000
0.040594125950
Long
LON
CORP
CA
N
2
2026-11-01
Floating
4.75000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BL0
305000.00000000
PA
USD
313387.50000000
0.097590791833
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.50000000
N
N
N
N
N
N
ACC Trust
N/A
ACC Trust 2021-1
00091KAC9
825000.00000000
PA
USD
824797.38000000
0.256846968740
Long
ABS-O
CORP
US
N
2
2024-12-20
Fixed
2.08000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2019-1
59981AAH9
778565.97000000
PA
USD
828315.17000000
0.257942430147
Long
ABS-MBS
CORP
US
N
2
2069-10-25
Variable
3.50000000
N
N
N
N
N
N
INEOS US FINANCE LLC
5493008MHJ4R367SNK31
INEOS US Finance LLC
45672JAK6
713695.09040000
PA
USD
708792.01000000
0.220722184199
Long
LON
CORP
US
N
2
2024-03-31
Floating
2.12140000
N
N
N
N
N
N
FirstKey Homes 2020-SFR1 Trust
N/A
FirstKey Homes 2020-SFR1 Trust
33767MAC9
770000.00000000
PA
USD
774525.75000000
0.241192074469
Long
ABS-O
CORP
US
N
2
2037-08-17
Fixed
1.74000000
N
N
N
N
N
N
UNIVERSITY SUPPORT SERVICES
N/A
University Support Services LLC
000000000
415234.13000000
PA
USD
414299.85000000
0.129015517268
Long
LON
CORP
US
N
2
2028-06-29
Floating
3.75000000
N
N
N
N
N
N
UPSTREAM NEWCO INC
549300Q4K2W4R1EBTH48
Upstream Newco Inc
91678HAF9
355000.00000000
PA
USD
354779.90000000
0.110480639360
Long
LON
CORP
US
N
2
2026-11-20
Floating
4.33030000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2019-IMC1
17328BAA2
224528.33000000
PA
USD
226357.34000000
0.070489065606
Long
ABS-MBS
CORP
US
N
2
2049-07-25
Variable
2.72000000
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BQ1
31000.00000000
PA
USD
31930.00000000
0.009943198063
Long
DBT
CORP
KY
N
2
2027-01-30
Fixed
11.50000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320AM4
450000.00000000
PA
USD
478948.02000000
0.149147354373
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
5.62500000
N
N
N
N
N
N
PRECISION MEDICINE GROUP
5493005RG0LYTBKL8W81
Precision Medicine Group LLC
74028HAF2
76546.10000000
PA
USD
76513.95000000
0.023826913858
Long
LON
CORP
US
N
2
2027-11-20
Floating
3.75000000
N
N
N
N
N
N
ULTIMATE SOFTWARE GROUP INC
529900FKHWSTQ1GXK240
UKG Inc
90385KAF8
25000.00000000
PA
USD
25395.75000000
0.007908392490
Long
LON
CORP
US
N
2
2027-05-03
Floating
7.50000000
N
N
N
N
N
N
AADVANTAGE LOYALTY IP
IWUQB36BXD6OWD6X4T14
AAdvantage Loyalty IP Ltd
02376CBJ3
120000.00000000
PA
USD
124016.40000000
0.038619468473
Long
LON
CORP
KY
N
2
2028-04-20
Floating
5.50000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BJ3
1035000.00000000
PA
USD
1067602.50000000
0.332457974035
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW71
800000.00000000
PA
USD
828504.00000000
0.258001232968
Long
DBT
NUSS
EG
N
2
2029-03-01
Fixed
7.60030000
N
N
N
N
N
N
CARLISLE FOODSERVICE PRO
N/A
Carlisle FoodService Products Inc
14235UAB7
482497.84980000
PA
USD
468022.91000000
0.145745208034
Long
LON
CORP
US
N
2
2025-03-20
Floating
4.00000000
N
N
N
N
N
N
NATIONAL MENTOR HOLDINGS
5493004QULJVJP3CNZ62
National Mentor Holdings Inc
63689EAS4
15459.27000000
PA
USD
15455.41000000
0.004812909576
Long
LON
CORP
US
N
2
2028-03-02
Floating
4.50000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAC7
260000.00000000
PA
USD
269427.60000000
0.083901409040
Long
DBT
NUSS
NG
N
2
2027-11-28
Fixed
6.50000000
N
N
N
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AC1
200000.00000000
PA
USD
197358.00000000
0.061458493062
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
6.00000000
N
N
N
N
N
N
ODEBRECHT OIL & FINANCE
N/A
Odebrecht Oil & Gas Finance Ltd
67576JAB7
123675.00000000
PA
USD
617.14000000
0.000192181185
Long
DBT
CORP
KY
N
3
N/A
None
0.00000000
N
N
N
N
N
N
ROLLER BEARING CO OF AME
N/A
Roller Bearing Co of America Inc
775631AD6
20000.00000000
PA
USD
20500.00000000
0.006383825878
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.37500000
N
N
N
N
N
N
ACC Trust
N/A
ACC Trust 2019-1
00085MAB5
374841.83000000
PA
USD
377081.58000000
0.117425519454
Long
ABS-O
CORP
US
N
2
2022-10-20
Fixed
4.47000000
N
N
N
N
N
N
ARCLINE FM HOLDINGS LLC
N/A
Arcline FM Holdings LLC
03960DAD5
140000.00000000
PA
USD
140000.00000000
0.043596859659
Long
LON
CORP
US
N
2
2029-06-23
Floating
9.00000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EF8
565000.00000000
PA
USD
678268.38000000
0.211216938389
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.12500000
N
N
N
N
N
N
Bunker Hill Loan Depositary Tr
N/A
Bunker Hill Loan Depositary Trust 2019-2
12061RAA9
155072.26000000
PA
USD
156872.65000000
0.048851106475
Long
ABS-MBS
CORP
US
N
2
2049-07-25
Variable
2.87900000
N
N
N
N
N
N
PRIME HEALTHCARE SERVICE
N/A
Prime Healthcare Services Inc
74165HAB4
75000.00000000
PA
USD
80437.50000000
0.025048731420
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
7.25000000
N
N
N
N
N
N
PETCO HEALTH & WELLNESS
N/A
Petco Health & Wellness Co Inc
000000000
417900.00000000
PA
USD
417749.56000000
0.130089778144
Long
LON
CORP
US
N
2
2028-03-04
Floating
4.00000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
89364MBR4
223214.63620000
PA
USD
220424.45000000
0.068641527230
Long
LON
CORP
US
N
2
2025-12-09
Floating
2.33030000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
N/A
Hertz Vehicle Financing III LP
42806MAE9
1315000.00000000
PA
USD
1316383.12000000
0.409929786723
Long
ABS-O
CORP
US
N
2
2027-12-27
Fixed
1.68000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBC8
625000.00000000
PA
USD
769531.25000000
0.239636756500
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
ARC FALCON I INC
N/A
Arc Falcon I Inc
000000000
55414.01000000
PA
USD
55368.02000000
0.017241941411
Long
LON
CORP
US
N
2
2028-09-22
Floating
4.25000000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAA2
705000.00000000
PA
USD
677134.88000000
0.210863959529
Long
DBT
CORP
LU
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
AMBIENCE MERGER
N/A
Ambience Merger Sub Inc
04650YAB6
560000.00000000
PA
USD
555100.00000000
0.172861548551
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
7.12500000
N
N
N
N
N
N
ACCELERATED HEALTH SYSTE
549300FAKU4HJQC25564
Accelerated Health Systems LLC
04747LAJ2
629273.98000000
PA
USD
624554.43000000
0.194490084533
Long
LON
CORP
US
N
2
2025-11-01
Floating
3.61770000
N
N
N
N
N
N
UKG INC
529900FKHWSTQ1GXK240
UKG Inc
90385KAG6
856663.97620000
PA
USD
857803.34000000
0.267125227355
Long
LON
CORP
US
N
2
2026-05-03
Floating
4.00000000
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
VOLT XCII LLC
91835MAA9
844071.57000000
PA
USD
844089.46000000
0.262854640914
Long
ABS-MBS
CORP
US
N
2
2051-02-27
Variable
1.89250000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAC3
770000.00000000
PA
USD
888379.80000000
0.276646924751
Long
DBT
NUSS
SA
N
2
2046-10-26
Fixed
4.50000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBM1
1029000.00000000
PA
USD
1071034.65000000
0.333526766620
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
PERATON CORP
549300EQPCK07ZW63836
Peraton Corp
71360HAB3
669322.50000000
PA
USD
669429.59000000
0.208464484909
Long
LON
CORP
US
N
2
2028-02-01
Floating
4.50000000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc
91911XAW4
315000.00000000
PA
USD
335538.00000000
0.104488593546
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
8.50000000
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FUN
N/A
Bayview Opportunity Master Fund IVa Trust 2017-SPL5
07331UAD0
1000000.00000000
PA
USD
1033543.40000000
0.321851761158
Long
ABS-MBS
CORP
US
N
2
2057-06-28
Variable
4.00000000
N
N
N
N
N
N
ZEBRA BUYER LLC
N/A
Zebra Buyer LLC
000000000
65000.00000000
PA
USD
65174.20000000
0.020295646077
Long
LON
CORP
US
N
2
2028-04-22
Floating
3.75000000
N
N
N
N
N
N
CLEAR CHANNEL WORLDWIDE
N/A
Clear Channel Worldwide Holdings Inc
18453HAA4
250000.00000000
PA
USD
258702.50000000
0.080561547043
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.12500000
N
N
N
N
N
N
BCC Funding CORP
N/A
BCC Funding Corp XVI LLC
05492MAE5
930000.00000000
PA
USD
938589.11000000
0.292282412192
Long
ABS-O
CORP
US
N
2
2027-07-20
Fixed
3.94000000
N
N
N
N
N
N
SEAWORLD PARKS & ENTERTA
549300UZV72O3371JJ53
SeaWorld Parks & Entertainment Inc
81282UAG7
225000.00000000
PA
USD
230203.13000000
0.071686668227
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.25000000
N
N
N
N
N
N
GRAB HOLDINGS INC
N/A
Grab Holdings Inc
000000000
837900.00000000
PA
USD
844879.71000000
0.263100729616
Long
LON
CORP
SG
N
2
2026-01-29
Floating
5.50000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PED6
385000.00000000
PA
USD
391741.35000000
0.121990661849
Long
DBT
NUSS
DO
N
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
FERRELLGAS LP/FERRELLGAS
N/A
Ferrellgas LP / Ferrellgas Finance Corp
315289AA6
150000.00000000
PA
USD
146609.25000000
0.045655020693
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
5.37500000
N
N
N
N
N
N
KPEX HOLDINGS INC
N/A
KPEX Holdings Inc
84763NAB6
481852.04000000
PA
USD
470109.31000000
0.146394925806
Long
LON
CORP
US
N
2
2025-01-31
Floating
4.25000000
N
N
N
N
N
N
CARRIAGE SERVICES INC
N/A
Carriage Services Inc
143905AP2
470000.00000000
PA
USD
470517.00000000
0.146521882975
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.25000000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2017-A
03837PAA5
278322.69000000
PA
USD
285274.38000000
0.088836193638
Long
ABS-O
CORP
US
N
2
2035-11-15
Fixed
3.72000000
N
N
N
N
N
N
CAPITAL FARM CREDIT ACA
254900S6K5I3OISPS518
Capital Farm Credit ACA
14019TAA4
525000.00000000
PA
USD
541311.75000000
0.168567802835
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCD3
960000.00000000
PA
USD
1003656.00000000
0.312544641276
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
PRECISION MEDICINE GROUP
5493005RG0LYTBKL8W81
Precision Medicine Group LLC
74028HAE5
714861.63520000
PA
USD
714561.39000000
0.222518804558
Long
LON
CORP
US
N
2
2027-11-20
Floating
3.75000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAN0
650000.00000000
PA
USD
676890.50000000
0.210787858097
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
BROOKFIELD WEC HOLDINGS
5493002M6GRSU1IWMG57
Brookfield WEC Holdings Inc
11284EAM5
686304.57790000
PA
USD
681232.79000000
0.212140073866
Long
LON
CORP
US
N
2
2025-08-01
Floating
3.25000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167DF1
610000.00000000
PA
USD
637450.00000000
0.198505844215
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.50000000
N
N
N
N
N
N
CALLON PETROLEUM
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123XBD3
25000.00000000
PA
USD
24687.50000000
0.007687839091
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
8.00000000
N
N
N
N
N
N
METIS MERGER SUB LLC
N/A
Metis Merger Sub LLC
59155LAA0
335000.00000000
PA
USD
325787.50000000
0.101452227974
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.50000000
N
N
N
N
N
N
DEXKO GLOBAL INC
549300SMZ4OV1KBH1M19
Dexko Global Inc
000000000
130000.00000000
PA
USD
129837.50000000
0.040432194757
Long
LON
CORP
US
N
2
2028-09-24
Floating
4.25000000
N
N
N
N
N
N
XEROX HOLDINGS CORP
5493000Y33XDVO2CXC18
Xerox Holdings Corp
98421MAB2
700000.00000000
PA
USD
724689.00000000
0.225672604500
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.50000000
N
N
N
N
N
N
LOUISIANA-PACIFIC CORP
549300C7E2UAO5BVRR75
Louisiana-Pacific Corp
546347AM7
985000.00000000
PA
USD
991156.25000000
0.308652142373
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.62500000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AV6
480000.00000000
PA
USD
493200.00000000
0.153585508458
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
6.00000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
970000.00000000
PA
USD
986223.25000000
0.307115975882
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
HERTZ CORP/THE
549300PD0C69OJ0NLB27
Hertz Corp/The
42804VBC4
56960.51000000
PA
USD
56969.62000000
0.017740689485
Long
LON
CORP
US
N
2
2028-06-30
Floating
4.00000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AQ2
605000.00000000
PA
USD
647235.05000000
0.201552968869
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.37500000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2019-2
042858AA8
202304.96000000
PA
USD
204806.70000000
0.063778063980
Long
ABS-MBS
CORP
US
N
2
2049-04-25
Variable
3.34700000
N
N
N
N
N
N
PROOFPOINT INC
529900C5FODDK0WSR085
Proofpoint Inc
74345HAB7
410000.00000000
PA
USD
407745.00000000
0.126974296728
Long
LON
CORP
US
N
2
2028-08-31
Floating
3.75000000
N
N
N
N
N
N
AMERICAN ASSETS TRUST LP
549300V1TI0SMG9Z6U69
American Assets Trust LP
02401LAA2
266000.00000000
PA
USD
275545.57000000
0.085806582465
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.37500000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AF0
870000.00000000
PA
USD
911742.60000000
0.283922244129
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.37500000
N
N
N
N
N
N
PHOENIX GUARANTOR INC
N/A
Phoenix Guarantor Inc
71913BAH5
308451.94000000
PA
USD
307156.44000000
0.095650401487
Long
LON
CORP
US
N
2
2026-03-05
Floating
3.58740000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
922646BL7
920000.00000000
PA
USD
98900.00000000
0.030798067288
Long
DBT
NUSS
VE
N
2
2034-01-13
Fixed
9.37500000
Y
Y
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAF6
880000.00000000
PA
USD
1011560.00000000
0.315005995410
Long
DBT
CORP
US
N
2
N/A
Fixed
5.10000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
000000000
535000.00000000
PA
USD
535288.90000000
0.166692250362
Long
LON
CORP
US
N
2
2028-09-22
Floating
3.00000000
N
N
N
N
N
N
AMBIENCE MERGER
N/A
Ambience Merger Sub Inc
04650YAA8
115000.00000000
PA
USD
115000.00000000
0.035811706149
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.87500000
N
N
N
N
N
N
MAMBA PURCHASER INC
N/A
MAMBA PURCHASER INC
000000000
170000.00000000
PA
USD
169894.60000000
0.052906221665
Long
LON
CORP
US
N
2
2028-09-29
Floating
4.25000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
549300BV8AJIRLDGMR51
JP Morgan Mortgage Trust 2014-2
46641YAJ2
73563.39000000
PA
USD
74922.54000000
0.023331339012
Long
ABS-MBS
CORP
US
N
2
2029-06-25
Variable
3.50000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAS2
320000.00000000
PA
USD
322560.00000000
0.100447164656
Long
DBT
NUSS
NG
N
2
2033-09-28
Fixed
7.37500000
N
N
N
N
N
N
HOYA MIDCO LLC
549300LK73TSUP0YKH27
Hoya Midco LLC
44325HAB4
626305.92480000
PA
USD
622585.67000000
0.193877000580
Long
LON
CORP
US
N
2
2024-06-30
Floating
4.50000000
N
N
N
N
N
N
firstkey homes 2020-sfr1 trust
N/A
FirstKey Homes 2020-SFR2 Trust
33767JAC6
1245000.00000000
PA
USD
1244051.81000000
0.387405372643
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
1.56700000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058AH3
795000.00000000
PA
USD
872512.50000000
0.271705750099
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
SYNOVUS FINANCIAL CORP
549300EIUS8UN5JTLE54
Synovus Financial Corp
87161CAM7
437000.00000000
PA
USD
471012.91000000
0.146676312394
Long
DBT
CORP
US
N
2
2029-02-07
Fixed
5.90000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBA7
570000.00000000
PA
USD
604912.50000000
0.188373466921
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.25000000
N
N
N
N
N
N
SUNSHINE LUXEMBOURG VII
254900CHQOBZNYV4DY60
Sunshine Luxembourg VII Sarl
000000000
283575.00000000
PA
USD
284283.94000000
0.088527764540
Long
LON
CORP
LU
N
2
2026-10-02
Floating
4.50000000
N
N
N
N
N
N
Business Jet Securities, LLC
N/A
Business Jet Securities 2020-1 LLC
12327FAA5
679437.44000000
PA
USD
688243.70000000
0.214323314290
Long
ABS-O
CORP
US
N
2
2035-11-15
Fixed
2.98100000
N
N
N
N
N
N
Sequoia Mortgage Trust
549300EU86QZR1NB5U93
Sequoia Mortgage Trust 2013-8
81745EAC3
264480.42000000
PA
USD
268528.32000000
0.083621367726
Long
ABS-MBS
CORP
US
N
2
2043-06-25
Variable
3.49785000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CK4
915000.00000000
PA
USD
876387.00000000
0.272912293190
Long
DBT
NUSS
TR
N
2
2026-10-09
Fixed
4.87500000
N
N
N
N
N
N
CPI HOLDCO LLC
549300TMNYXLWYDEPJ03
CPI Holdco LLC
12594WAK2
44659.94990000
PA
USD
44632.26000000
0.013898759825
Long
LON
CORP
US
N
2
2026-11-04
Floating
4.08330000
N
N
N
N
N
N
MIDCAP FINANCIAL ISSR TR
N/A
Midcap Financial Issuer Trust
59567LAA2
695000.00000000
PA
USD
725976.15000000
0.226073430913
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
6.50000000
N
N
N
N
N
N
MYT Holding LLC
N/A
MYT Holding LLC
000000000
42729.00000000
NS
USD
212277.67000000
0.066104569913
Long
EC
CORP
US
N
3
N
N
N
INSULET CORPORATION
549300TZTYD2PYN92D43
Insulet Corp
45784QAB5
125000.00000000
PA
USD
125208.75000000
0.038990773585
Long
LON
CORP
US
N
2
2028-05-04
Floating
3.75000000
N
N
N
N
N
N
ACRISURE LLC / FIN INC
N/A
Acrisure LLC / Acrisure Finance Inc
00489LAA1
780000.00000000
PA
USD
794268.31000000
0.247340028880
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
7.00000000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes 2019-SFR1 Trust
89612LAC0
610000.00000000
PA
USD
628166.23000000
0.195614821231
Long
ABS-O
CORP
US
N
2
2038-03-17
Fixed
3.14900000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAF5
890000.00000000
PA
USD
927825.00000000
0.288930402242
Long
DBT
CORP
MX
N
2
2033-01-18
Fixed
5.12500000
N
N
N
N
N
N
Aligned Data Centers Issuer LL
N/A
Aligned Data Centers Issuer LLC
01627AAA6
835000.00000000
PA
USD
839142.52000000
0.261314133421
Long
ABS-O
CORP
US
N
2
2046-08-15
Fixed
1.93700000
N
N
N
N
N
N
DIAMOND BC BV
549300SWLHWJF3D4N658
Diamond BC BV
000000000
800000.00000000
PA
USD
800552.00000000
0.249296808531
Long
LON
CORP
NL
N
2
2028-09-29
Floating
3.50000000
N
N
N
N
N
N
M/I HOMES INC
5299005M71FH9CCSFB69
M/I Homes Inc
55305BAS0
800000.00000000
PA
USD
837000.00000000
0.260646939537
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.95000000
N
N
N
N
N
N
Arbys Funding LLC
N/A
Arbys Funding LLC
038779AB0
930600.00000000
PA
USD
965055.47000000
0.300524199211
Long
ABS-O
CORP
US
N
2
2050-07-30
Fixed
3.23700000
N
N
N
N
N
N
PG&E CORP
8YQ2GSDWYZXO2EDN3511
PG&E Corp
69331CAJ7
495000.00000000
PA
USD
506756.25000000
0.157807007950
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
5.25000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AB6
465000.00000000
PA
USD
481275.00000000
0.149871990234
Long
DBT
NUSS
AO
N
2
2028-05-09
Fixed
8.25000000
N
N
N
N
N
N
PETVET CARE CENTERS LLC
549300V0HK8MSXZNOM91
PetVet Care Centers LLC
70476XAC9
594388.38210000
PA
USD
588075.98000000
0.183130471209
Long
LON
CORP
US
N
2
2025-02-14
Floating
2.87430000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAH0
65000.00000000
PA
USD
67174.25000000
0.020918473928
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
RAPTOR ACQ/RAPTOR CO-ISS
N/A
Raptor Acquisition Corp / Raptor Co-Issuer LLC
75383KAA2
50000.00000000
PA
USD
51062.50000000
0.015901176045
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
4.87500000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2K0
1090000.00000000
PA
USD
1066687.08000000
0.332172906626
Long
DBT
CORP
SA
N
2
2030-11-24
Fixed
2.25000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBJ8
65000.00000000
PA
USD
65152.75000000
0.020288966415
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.87500000
N
N
N
N
N
N
ENDO LUX FIN CO I SARL
N/A
Endo Luxembourg Finance Co I Sarl / Endo US Inc
29280BAA3
320000.00000000
PA
USD
320000.00000000
0.099649964936
Long
DBT
CORP
LU
N
2
2029-04-01
Fixed
6.12500000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EBA5
565000.00000000
PA
USD
582656.25000000
0.181442734008
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.12500000
N
N
N
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
505742AM8
425000.00000000
PA
USD
420750.00000000
0.131024133584
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.25000000
N
N
N
N
N
N
FERRELLGAS LP/FERRELLGAS
N/A
Ferrellgas LP / Ferrellgas Finance Corp
315289AC2
170000.00000000
PA
USD
164900.00000000
0.051350872556
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.87500000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AS1
760000.00000000
PA
USD
771096.00000000
0.240124029259
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.12500000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM 2020-2 LLC
693590AA9
885504.16000000
PA
USD
891179.98000000
0.277518917998
Long
ABS-MBS
CORP
US
N
2
2025-08-25
Variable
3.67100000
N
N
N
N
N
N
NEW ENTERPRISE STONE & L
549300O5DQ5Y61B8VF38
New Enterprise Stone & Lime Co Inc
644274AG7
195000.00000000
PA
USD
212062.50000000
0.066037564654
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
9.75000000
N
N
N
N
N
N
PARFUMS HOLDING CO INC
549300S46D4GK45PA591
Parfums Holding Co Inc
000000000
846089.11800000
PA
USD
844236.18000000
0.262900330423
Long
LON
CORP
US
N
2
2024-06-30
Floating
4.08350000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-6
89176LAC8
1925000.00000000
PA
USD
2030268.63000000
0.632238118099
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.75000000
N
N
N
N
N
N
SYNNEX CORP
5493004HI6PFLF46NS53
SYNNEX Corp
87162WAG5
1035000.00000000
PA
USD
1024818.03000000
0.319134627362
Long
DBT
CORP
US
N
2
2028-08-09
Fixed
2.37500000
N
N
N
N
N
N
PUG LLC
N/A
Pug LLC
74530DAC9
638625.00000000
PA
USD
623987.72000000
0.194313607559
Long
LON
CORP
US
N
2
2027-02-13
Floating
3.58380000
N
N
N
N
N
N
TRUCK HERO INC
54930007KT5CX7XNSD31
Truck Hero Inc
89778PAG2
243775.00000000
PA
USD
243114.37000000
0.075707307644
Long
LON
CORP
US
N
2
2028-02-24
Floating
4.50000000
N
N
N
N
N
N
PATTERSON-UTI ENERGY INC
254900XGFBKIXD6G0697
Patterson-UTI Energy Inc
703481AC5
635000.00000000
PA
USD
651674.28000000
0.202935372350
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.15000000
N
N
N
N
N
N
TRIPADVISOR INC
549300XVG45PT5BART17
TripAdvisor Inc
896945AA0
485000.00000000
PA
USD
514100.00000000
0.160093896793
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
7.00000000
N
N
N
N
N
N
GLOVES BUYER INC
N/A
Gloves Buyer Inc
37987UAC6
638584.02000000
PA
USD
636987.56000000
0.198361837559
Long
LON
CORP
US
N
2
2028-01-06
Floating
4.75000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2005-1 Trust
05946XPV9
132497.28000000
PA
USD
138310.04000000
0.043070595738
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Fixed
5.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBX3
795000.00000000
PA
USD
766953.49000000
0.238834026208
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
1.95300000
N
N
N
N
N
N
CONSENSUS CLOUD SOLUTION
N/A
Consensus Cloud Solutions Inc
20848VAB1
155000.00000000
PA
USD
160851.25000000
0.050090066945
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
6.50000000
N
N
N
N
N
N
MILLENNIUM ESCROW CORP
N/A
Millennium Escrow Corp
60041CAA6
465000.00000000
PA
USD
478926.75000000
0.149140730764
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
6.62500000
N
N
N
N
N
N
CPC ACQUISITION CORP
254900UFA4AMH3PZZW32
Cpc Acquisition Corp
12656UAB1
498750.00000000
PA
USD
498126.56000000
0.155119669494
Long
LON
CORP
US
N
2
2027-12-29
Floating
4.50000000
N
N
N
N
N
N
CP ATLAS BUYER INC
2549006ZZ07G0NDDCR36
CP Atlas Buyer Inc
12597YAA7
785000.00000000
PA
USD
786962.50000000
0.245064954786
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
7.00000000
N
N
N
N
N
N
CCC INFORMATION SERVICES
5493006JEEL9RIWY5T17
CCC Intelligent Solutions Inc
12511BAC6
35000.00000000
PA
USD
34956.25000000
0.010885590896
Long
LON
CORP
US
N
2
2028-09-21
Floating
3.00000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DT9
225000.00000000
PA
USD
193077.00000000
0.060125363375
Long
DBT
NUSS
CO
N
2
2051-05-15
Fixed
4.12500000
N
N
N
N
N
N
INFINITE BIDCO LLC
N/A
Infinite Bidco LLC
45674KAF2
225000.00000000
PA
USD
226125.00000000
0.070416713504
Long
LON
CORP
US
N
2
2029-03-02
Floating
7.50000000
N
N
N
N
N
N
BANCO DE BOGOTA SA
549300LYHE7LWSKDZT53
Banco de Bogota SA
059514AC3
330000.00000000
PA
USD
359287.50000000
0.111884333678
Long
DBT
CORP
CO
N
2
2026-05-12
Fixed
6.25000000
N
N
N
N
N
N
UNITED STATES STEEL CORP
JNLUVFYJT1OZSIQ24U47
United States Steel Corp
912909AU2
400000.00000000
PA
USD
426486.00000000
0.132810359206
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.87500000
N
N
N
N
N
N
PAR PHARMACEUTICAL INC
549300KK5WR4MGN4YT97
Par Pharmaceutical Inc
69888XAA7
335000.00000000
PA
USD
341281.25000000
0.106277076862
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.50000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAE9
755000.00000000
PA
USD
828612.50000000
0.258035020535
Long
DBT
NUSS
SA
N
2
2028-03-04
Fixed
3.62500000
N
N
N
N
N
N
DOWNSTREAM DEVELOPMENT
549300NM30NX0VZ5ZB32
Downstream Development Authority of the Quapaw Tribe of Oklahoma
26112TAJ5
736000.00000000
PA
USD
769120.00000000
0.239508690725
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
10.50000000
N
N
N
N
N
N
SCIENCE APPLICATIONS INT
549300LZPNZIXQGZPZ48
Science Applications International Corp
808625AA5
995000.00000000
PA
USD
1028282.75000000
0.320213562445
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.87500000
N
N
N
N
N
N
NORTHWEST FIBER LLC/NORT
N/A
Northwest Fiber LLC / Northwest Fiber Finance Sub Inc
667449AC6
80000.00000000
PA
USD
79574.40000000
0.024779956780
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
ITAU UNIBANCO HLDG SA/KY
5493002W2IVG62O3ZJ94
Itau Unibanco Holding SA/Cayman Island
46556L2A1
775000.00000000
PA
USD
751370.25000000
0.233981309584
Long
DBT
CORP
BR
N
2
2031-04-15
Fixed
3.87500000
N
N
N
N
N
N
ECL ENTERTAINMENT LLC
254900UPSGHOBB360Z85
ECL Entertainment LLC
000000000
99750.00000000
PA
USD
101994.38000000
0.031761676221
Long
LON
CORP
US
N
2
2028-04-30
Floating
8.25000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AU8
480000.00000000
PA
USD
493200.00000000
0.153585508458
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2006-2 Trust
05949QBE4
68537.39000000
PA
USD
69695.32000000
0.021703550607
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Fixed
6.00000000
N
N
N
N
N
N
DIRECTV FINANCING LLC
N/A
Directv Financing LLC
25460HAB8
260000.00000000
PA
USD
260080.60000000
0.080990695846
Long
LON
CORP
US
N
2
2027-08-02
Floating
5.75000000
N
N
N
N
N
N
ASCOT GROUP LTD
213800DJV7WRJBE2II28
Ascot Group Ltd
04365XAA6
990000.00000000
PA
USD
1049497.75000000
0.326820043714
Long
DBT
CORP
BM
N
2
2030-12-15
Fixed
4.25000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBH3
648000.00000000
PA
USD
627540.86000000
0.195420077173
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.45000000
N
N
N
N
N
N
Revolving Single Family Home N
N/A
ZH Trust 2021-1
98879EAA9
270000.00000000
PA
USD
270384.18000000
0.084199293926
Long
ABS-MBS
CORP
US
N
2
2027-02-18
Fixed
2.25250000
N
N
N
N
N
N
HILTON GRAND VAC BORROWER
254900HF0EZ734FDVY79
Hilton Grand Vacations Borrower LLC
43283LAH4
90000.00000000
PA
USD
90202.50000000
0.028089612381
Long
LON
CORP
US
N
2
2028-08-02
Floating
3.50000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
89364MBQ6
456126.85690000
PA
USD
450379.66000000
0.140250991647
Long
LON
CORP
US
N
2
2025-05-30
Floating
2.33030000
N
N
N
N
N
N
Residential Mortgage Loan Trus
N/A
Residential Mortgage Loan Trust 2019-2
76119DAA7
274393.09000000
PA
USD
277879.34000000
0.086533332773
Long
ABS-MBS
CORP
US
N
2
2059-05-25
Variable
2.91300000
N
N
N
N
N
N
PLUTO ACQUISITION I INC
254900MOXD90LKQ6AY47
Pluto Acquisition I Inc
72941DAF9
369075.00000000
PA
USD
368458.64000000
0.114740282989
Long
LON
CORP
US
N
2
2026-06-20
Floating
4.08170000
N
N
N
N
N
N
VECTOR GROUP LTD
549300TUIF4WWN6NDN50
Vector Group Ltd
92240MBL1
515000.00000000
PA
USD
515000.00000000
0.160374162320
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAA9
95000.00000000
PA
USD
99868.75000000
0.031099741986
Long
DBT
CORP
N/A
N
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A86
485000.00000000
PA
USD
514342.45000000
0.160169397212
Long
DBT
CORP
US
N
2
2027-08-17
Fixed
4.12500000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2019-1
042859AA6
214356.33000000
PA
USD
217542.03000000
0.067743923943
Long
ABS-MBS
CORP
US
N
2
2049-01-25
Variable
3.80500000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Trust 2018-3
36255XAC7
1015000.00000000
PA
USD
1036358.34000000
0.322728350759
Long
ABS-O
CORP
US
N
2
2024-07-15
Fixed
4.18000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBN1
870000.00000000
PA
USD
928807.21000000
0.289236268467
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.80000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAL5
570000.00000000
PA
USD
571881.00000000
0.178087254993
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
3.25000000
N
N
N
N
N
N
TRICORBRAUN HOLDINGS INC
2549009AB5YVVW5J1U62
TricorBraun Holdings Inc
000000000
81101.76000000
PA
USD
80605.42000000
0.025101022739
Long
LON
CORP
US
N
2
2028-03-03
Floating
3.75000000
N
N
N
N
N
N
SRS DISTRIBUTION INC
549300ZQ3XP75BCYM468
SRS Distribution Inc
78466YAN8
175000.00000000
PA
USD
174926.50000000
0.054473186223
Long
LON
CORP
US
N
2
2028-06-02
Floating
4.25000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBL3
65000.00000000
PA
USD
63162.13000000
0.019669075124
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
6.12500000
N
N
N
N
N
N
ANTERO RESOURCES CORP
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674XAN6
222000.00000000
PA
USD
251466.06000000
0.078308075193
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
8.37500000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002BB6
845000.00000000
PA
USD
914501.25000000
0.284781304678
Long
DBT
CORP
US
N
2
2053-08-15
Fixed
5.75000000
N
N
N
N
N
N
KKR APPLE BIDCO LLC
2549001SCJD3WEYJFM53
KKR Apple Bidco LLC
000000000
35000.00000000
PA
USD
35503.30000000
0.011055945625
Long
LON
CORP
US
N
2
2029-09-23
Floating
6.25000000
N
N
N
N
N
N
BX Trust 2019-OC11
N/A
BX Trust 2019-OC11
05606FAL7
972000.00000000
PA
USD
1027294.36000000
0.319905771730
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Variable
4.07545700
N
N
N
N
N
N
CARS.COM INC
5493002G6J07LNGX4M98
Cars.com Inc
14575EAA3
515000.00000000
PA
USD
543325.00000000
0.169194741247
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.37500000
N
N
N
N
N
N
COINBASE GLOBAL INC
5493004G3J2SC154DU06
Coinbase Global Inc
19260QAD9
495000.00000000
PA
USD
470559.38000000
0.146535080367
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
3.62500000
N
N
N
N
N
N
CROWNROCK LP/CROWNROCK F
N/A
CrownRock LP / CrownRock Finance Inc
228701AF5
670000.00000000
PA
USD
685711.50000000
0.213534771661
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.62500000
N
N
N
N
N
N
WELD NORTH EDUCATION LLC
254900W855WLN58WNJ32
Weld North Education LLC
000000000
745633.00000000
PA
USD
745864.15000000
0.232266676234
Long
LON
CORP
US
N
2
2027-12-17
Floating
4.25000000
N
N
N
N
N
N
TRITON WATER HOLDINGS IN
N/A
Triton Water Holdings Inc
89680EAA7
165000.00000000
PA
USD
167681.25000000
0.052216970884
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
6.25000000
N
N
N
N
N
N
ROCKET SOFTWARE INC
549300PVG26ISP5X1556
Rocket Software Inc
77314EAA6
590000.00000000
PA
USD
584100.00000000
0.181892326623
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.50000000
N
N
N
N
N
N
SWEETWATER BORROWER LLC
N/A
Sweetwater Borrower LLC
87168EAB0
365000.00000000
PA
USD
363175.00000000
0.113094925049
Long
LON
CORP
US
N
2
2028-08-05
Floating
5.50000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320AL6
485000.00000000
PA
USD
504463.28000000
0.157092963012
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
5.87500000
N
N
N
N
N
N
Planet Fitness Master Issuer L
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAB9
989400.00000000
PA
USD
1016824.19000000
0.316645296501
Long
ABS-O
CORP
US
N
2
2048-09-05
Fixed
4.66600000
N
N
N
N
N
N
SOUTHERN VETERINARY PART
549300DT78GYJYRK0R74
Southern Veterinary Partners LLC
84410HAC4
528168.40000000
PA
USD
530149.03000000
0.165091663283
Long
LON
CORP
US
N
2
2027-10-05
Floating
5.00000000
N
N
N
N
N
N
HCRX INVESTMENTS HOLDCO
N/A
HCRX Investments Holdco LP
40390FAA8
515000.00000000
PA
USD
517575.00000000
0.161176033131
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.50000000
N
N
N
N
N
N
PLANTRONICS INC
5493006O3W5M472F6668
Plantronics Inc
727493AC2
610000.00000000
PA
USD
571161.30000000
0.177863135994
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.75000000
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAG2
65000.00000000
PA
USD
66706.25000000
0.020772735854
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
COOPER-STANDARD AUTOMOTI
ITCH5B3Q4RTX2PH9UN62
Cooper-Standard Automotive Inc
216762AG9
545000.00000000
PA
USD
599500.00000000
0.186687981186
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
13.00000000
N
N
N
N
N
N
Prestige Auto Receivables Trus
N/A
Prestige Auto Receivables Trust 2019-1
74113NAF5
710000.00000000
PA
USD
725977.20000000
0.226073757890
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
3.01000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAF8
200000.00000000
PA
USD
196095.00000000
0.061065187107
Long
DBT
CORP
FR
N
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
DELUXE CORP
KWGNKB8TX9LE5TV29231
Deluxe Corp
248019AU5
245000.00000000
PA
USD
256025.00000000
0.079727757102
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
8.00000000
N
N
N
N
N
N
CCM MERGER INC
549300P77RSBKKFME089
CCM Merger Inc
12502TAM6
324545.45360000
PA
USD
324545.45000000
0.101065445977
Long
LON
CORP
US
N
2
2025-11-04
Floating
4.50000000
N
N
N
N
N
N
ILLUMINA INC
SQ95QG8SR5Q56LSNF682
Illumina Inc
452327AM1
460000.00000000
PA
USD
464257.42000000
0.144572611327
Long
DBT
CORP
US
N
2
2031-03-23
Fixed
2.55000000
N
N
N
N
N
N
VISTRA ENERGY CORP RIGHTS
N/A
VISTRA ENERGY CORP RIGHTS
000000000
6252.00000000
NS
USD
8283.90000000
0.002579657326
Long
EC
CORP
US
N
3
N
N
N
REALPAGE INC
5493001RSFZX4122A604
RealPage Inc
75605VAD4
525000.00000000
PA
USD
523194.00000000
0.162925824234
Long
LON
CORP
US
N
2
2028-04-22
Floating
3.75000000
N
N
N
N
N
N
MCGRAW-HILL EDUCATION
N/A
McGraw-Hill Education Inc
58063DAC7
424000.00000000
PA
USD
424907.36000000
0.132318761016
Long
LON
CORP
US
N
2
2028-07-30
Floating
5.25000000
N
N
N
N
N
N
CABLE ONDA SA
5299008Q5GONPYNF9J32
Cable Onda SA
12686LAA7
790000.00000000
PA
USD
828710.00000000
0.258065382633
Long
DBT
CORP
PA
N
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
Upstart Pass Through Trust
N/A
Upstart Pass-Through Trust Series 2021-ST2
91682CAA5
842347.77000000
PA
USD
851098.33000000
0.265037246069
Long
ABS-O
CORP
US
N
2
2027-04-20
Fixed
2.50000000
N
N
N
N
N
N
ANTERO RESOURCES CORP
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674XAQ9
215000.00000000
PA
USD
240370.00000000
0.074852693974
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
7.62500000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AN9
370000.00000000
PA
USD
382950.00000000
0.119252981476
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.62500000
N
N
N
N
N
N
HIN Timeshare Trust 2020-A
N/A
HIN Timeshare Trust 2020-A
40439HAC3
890970.73000000
PA
USD
920328.04000000
0.286595802863
Long
ABS-O
CORP
US
N
2
2039-10-09
Fixed
3.42000000
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL IN
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922NAG8
663000.00000000
PA
USD
800354.26000000
0.249235231081
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
5.62500000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2019-SFR2 Trust
74333NAG7
410000.00000000
PA
USD
414544.60000000
0.129091733921
Long
ABS-O
CORP
US
N
2
2036-05-17
Fixed
3.79400000
N
N
N
N
N
N
LEGACY LIFEPOINT HEALTH
N/A
Legacy LifePoint Health LLC
53219LAT6
320000.00000000
PA
USD
336272.00000000
0.104717165653
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
6.75000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-4
89172UAE8
485000.00000000
PA
USD
524187.76000000
0.163235287200
Long
ABS-MBS
CORP
US
N
2
2056-07-25
Variable
3.82555800
N
N
N
N
N
N
PIKE CORP
549300P4EKEP6HK0NC58
Pike Corp
72108PAR5
801474.92000000
PA
USD
800929.92000000
0.249414495140
Long
LON
CORP
US
N
2
2028-01-21
Floating
3.08170000
N
N
N
N
N
N
SURGERY CENTER HOLDINGS INC
54930054EVI5HWPPW113
Surgery Center Holdings Inc
86880NAX1
319200.00000000
PA
USD
319509.62000000
0.099497257593
Long
LON
CORP
US
N
2
2026-08-31
Floating
4.50000000
N
N
N
N
N
N
PLAYA RESORTS HOLDING B.V.
5493005SPBUMPZZCIZ96
Playa Resorts Holding BV
72812NAD8
1000432.32600000
PA
USD
977582.45000000
0.304425177704
Long
LON
CORP
NL
N
2
2024-04-27
Floating
3.75000000
N
N
N
N
N
N
CONNECTWISE LLC
N/A
ConnectWise LLC
000000000
80000.00000000
PA
USD
79800.00000000
0.024850210006
Long
LON
CORP
US
N
2
2028-09-24
Floating
4.00000000
N
N
N
N
N
N
DORNOCH DEBT MERGER SUB
N/A
Dornoch Debt Merger Sub Inc
25830JAA9
325000.00000000
PA
USD
325000.00000000
0.101206995638
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
6.62500000
N
N
N
N
N
N
AIT WORLDWIDE LOGISTIC H
N/A
AIT Worldwide Logistics Holdings Inc
00145AAB9
310000.00000000
PA
USD
310775.00000000
0.096777243291
Long
LON
CORP
US
N
2
2028-04-06
Floating
5.50000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2016-4
64829LAQ1
444764.10000000
PA
USD
482337.37000000
0.150202818775
Long
ABS-MBS
CORP
US
N
2
2056-11-25
Variable
4.50000000
N
N
N
N
N
N
PREMIER ENTERTAINMENT SU
N/A
Premier Entertainment Sub LLC / Premier Entertainment Finance Corp
74052HAA2
705000.00000000
PA
USD
712050.00000000
0.221736742291
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
5.62500000
N
N
N
N
N
N
NATIONAL MENTOR HOLDINGS
5493004QULJVJP3CNZ62
National Mentor Holdings Inc
63689EAR6
332216.63290000
PA
USD
332133.58000000
0.103428436254
Long
LON
CORP
US
N
2
2028-03-02
Floating
4.50000000
N
N
N
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690EAA6
290000.00000000
PA
USD
317100.50000000
0.098747042832
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
7.87500000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDE7
65000.00000000
PA
USD
68981.25000000
0.021481184824
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CX1
220000.00000000
PA
USD
300536.52000000
0.093588917750
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
5.93000000
N
N
N
N
N
N
RADIATE HOLDCO / FINANCE
N/A
Radiate Holdco LLC / Radiate Finance Inc
75026JAE0
485000.00000000
PA
USD
494535.10000000
0.154001266796
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
6.50000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBC3
175000.00000000
PA
USD
188781.25000000
0.058787640447
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
NMG PARENT LLC.
N/A
NMG PARENT LLC.
000000000
836.00000000
NS
USD
108680.00000000
0.033843619341
Long
EC
CORP
US
N
3
N
N
N
ROCKET SOFTWARE INC
549300PVG26ISP5X1556
Rocket Software Inc
77313DAT8
334162.50000000
PA
USD
332632.04000000
0.103583659758
Long
LON
CORP
US
N
2
2025-11-28
Floating
4.75000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2017-2
64829KBV1
361253.84000000
PA
USD
384978.03000000
0.119884522471
Long
ABS-MBS
CORP
US
N
2
2057-03-25
Variable
4.00000000
N
N
N
N
N
N
CAESARS RESORT COLLECTIO
549300V3UCT773B1KR38
Caesars Resort Collection LLC
12769LAB5
329145.08000000
PA
USD
326999.05000000
0.101829512083
Long
LON
CORP
US
N
2
2024-12-22
Floating
2.87930000
N
N
N
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2021-NPL4 LLC
91823DAA3
990000.00000000
PA
USD
989748.64000000
0.308213803975
Long
ABS-MBS
CORP
US
N
2
2051-08-25
Variable
1.86770000
N
N
N
N
N
N
BROADSTREET PARTNERS INC
549300BS9N54G8DD0R75
BroadStreet Partners Inc
11135RAA3
500000.00000000
PA
USD
498125.00000000
0.155119183700
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.87500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCJ8
1660000.00000000
PA
USD
1654164.07000000
0.515116848672
Long
DBT
UST
US
N
2
2026-06-30
Fixed
0.87500000
N
N
N
N
N
N
PAI HOLDCO INC
2549001NJ55NUV372F56
PAI Holdco Inc
69315JAG8
164175.00000000
PA
USD
164243.95000000
0.051146574558
Long
LON
CORP
US
N
2
2027-10-28
Floating
4.50000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-RPL4 Trust
126405AA7
757498.03000000
PA
USD
771721.87000000
0.240318929020
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.00000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
235000.00000000
PA
USD
248042.50000000
0.077241957586
Long
DBT
NUSS
CI
N
2
2033-06-15
Fixed
6.12500000
N
N
N
N
N
N
Exeter Automobile Receivables
549300KR7NUJOX0UJ040
Exeter Automobile Receivables Trust 2019-1
30167DAD9
1415000.00000000
PA
USD
1454913.61000000
0.453069031945
Long
ABS-O
CORP
US
N
2
2024-12-16
Fixed
4.13000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
221625AM8
245000.00000000
PA
USD
268887.50000000
0.083733218584
Long
DBT
NUSS
CI
N
2
2028-03-03
Fixed
6.37500000
N
N
N
N
N
N
Mello Warehouse Securitization
N/A
Mello Warehouse Securitization Trust 2021-2
58552NAC3
235000.00000000
PA
USD
235300.66000000
0.073274070370
Long
ABS-MBS
CORP
US
N
2
2055-04-25
Floating
1.18600000
N
N
N
N
N
N
SEDGWICK CMS INC
549300BIN4DWJG5VWF64
Sedgwick Claims Management Services Inc
81527CAM9
764813.71880000
PA
USD
762427.50000000
0.237424605130
Long
LON
CORP
US
N
2
2026-09-03
Floating
3.83510000
N
N
N
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Cos Inc/The
55916AAB0
190000.00000000
PA
USD
197452.75000000
0.061487998794
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
7.87500000
N
N
N
N
N
N
INVERSIONES CMPC SA
549300G475ACIABB4385
Inversiones CMPC SA
46128MAN1
700000.00000000
PA
USD
740250.00000000
0.230518395451
Long
DBT
CORP
CL
N
2
2030-01-13
Fixed
3.85000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBD8
425900.00000000
PA
USD
455180.63000000
0.141746043185
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
8.37500000
N
N
N
N
N
N
Mariner Finance Issuance Trust
N/A
Mariner Finance Issuance Trust 2020-A
56848MAA7
1010000.00000000
PA
USD
1032195.86000000
0.321432128927
Long
ABS-O
CORP
US
N
2
2034-08-21
Fixed
2.19000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EE1
20000.00000000
PA
USD
22150.00000000
0.006897646010
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.50000000
N
N
N
N
N
N
UNIFRAX ESCROW ISS CORP
N/A
Unifrax Escrow Issuer Corp
90473LAA0
60000.00000000
PA
USD
60750.00000000
0.018917923030
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
5.25000000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BU3
860000.00000000
PA
USD
967422.60000000
0.301261338028
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.75000000
N
N
N
N
N
N
BCPE ULYSSES INTERMEDIAT
N/A
BCPE Ulysses Intermediate Inc
05553LAA1
645000.00000000
PA
USD
640162.50000000
0.199350533371
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.75000000
N
N
N
N
N
N
PULTE GROUP INC
N/A
PulteGroup Inc
745867AM3
525000.00000000
PA
USD
755343.75000000
0.235218681883
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
7.87500000
N
N
N
N
N
N
DUBAI GOVT INT'L BONDS
N/A
Emirate of Dubai Government International Bonds
000000000
1175000.00000000
PA
USD
1336562.50000000
0.416213769565
Long
DBT
NUSS
AE
N
2
2043-01-30
Fixed
5.25000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBN4
630000.00000000
PA
USD
721356.30000000
0.224634781256
Long
DBT
CORP
US
N
2
2030-04-02
Fixed
4.90600000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAK6
185000.00000000
PA
USD
191937.50000000
0.059770516078
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.50000000
N
N
N
N
N
N
ARUBA INVESTMENT HOLDING
N/A
Aruba Investments Holdings LLC
04317JAB4
308625.00000000
PA
USD
309010.78000000
0.096227854350
Long
LON
CORP
US
N
2
2027-11-24
Floating
4.75000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2016-3
64829HAM9
599552.13000000
PA
USD
637558.04000000
0.198539488534
Long
ABS-MBS
CORP
US
N
2
2056-09-25
Variable
4.00000000
N
N
N
N
N
N
CITADEL LP
549300IPM6EKPVUPFL67
Citadel LP
17288XAB0
605000.00000000
PA
USD
653343.16000000
0.203455071830
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.87500000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2020-A
038413AD2
815000.00000000
PA
USD
846160.30000000
0.263499513205
Long
ABS-O
CORP
US
N
2
2046-07-17
Fixed
7.15000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2020-SFR3 Trust
001807AB2
2000000.00000000
PA
USD
2000736.80000000
0.623041724899
Long
ABS-O
CORP
US
N
2
2037-09-17
Fixed
1.80600000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBK5
640000.00000000
PA
USD
644000.00000000
0.200545554435
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
4.75000000
N
N
N
N
N
N
CHENIERE ENERGY INC
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411RAK5
395000.00000000
PA
USD
416231.25000000
0.129616967087
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.62500000
N
N
N
N
N
N
AKUMIN INC
N/A
Akumin Inc
01021FAA7
655000.00000000
PA
USD
635350.00000000
0.197851891320
Long
DBT
CORP
CA
N
2
2025-11-01
Fixed
7.00000000
N
N
N
N
N
N
GREAT OUTDOORS GROUP LLC
549300IYLDI2E8I2AU46
Great Outdoors Group LLC
07014QAM3
496250.00000000
PA
USD
497738.75000000
0.154998903078
Long
LON
CORP
US
N
2
2028-03-05
Floating
5.00000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
465000.00000000
PA
USD
306323.40000000
0.095390987716
Long
DBT
NUSS
EC
N
2
2035-07-31
Variable
1.00000000
N
N
N
N
N
N
PULTE GROUP INC
N/A
PulteGroup Inc
745867AP6
230000.00000000
PA
USD
302220.00000000
0.094113163760
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
6.37500000
N
N
N
N
N
N
WAYSTAR TECHNOLOGIES INC
549300BIRBTAWWHCSZ09
Waystar Technologies Inc
63939WAG8
555156.96000000
PA
USD
555156.96000000
0.172879286245
Long
LON
CORP
US
N
2
2026-10-23
Floating
4.08330000
N
N
N
N
N
N
MAV ACQUISITION CORP
N/A
Mav Acquisition Corp
57767XAB6
555000.00000000
PA
USD
530180.40000000
0.165101432094
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
8.00000000
N
N
N
N
N
N
MESQUITE ENERGY INC
N/A
MESQUITE ENERGY INC
000000000
375000.00000000
PA
USD
11250.00000000
0.003503319079
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
7.25000000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion LLC
04649VAZ3
360000.00000000
PA
USD
358725.60000000
0.111709354568
Long
LON
CORP
US
N
2
2028-02-03
Floating
5.33030000
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FUN
N/A
Bayview Opportunity Master Fund IVb Trust 2016-SPL2
07331QAD9
445000.00000000
PA
USD
461705.88000000
0.143778046103
Long
ABS-MBS
CORP
US
N
2
2053-06-28
Variable
4.25000000
N
N
N
N
N
N
KOSMOS ENERGY LTD
213800YDFJ3OT9B5P157
Kosmos Energy Ltd
500688AD8
800000.00000000
PA
USD
776000.00000000
0.241651164971
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
7.50000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XAY1
450000.00000000
PA
USD
508151.25000000
0.158241419515
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
Veros Auto Receivables Trust
N/A
Veros Automobile Receivables Trust 2020-1
92511FAB1
1220000.00000000
PA
USD
1227171.28000000
0.382148671948
Long
ABS-O
CORP
US
N
2
2025-06-16
Fixed
2.19000000
N
N
N
N
N
N
ALLIANCE RES OP/FINANCE
N/A
Alliance Resource Operating Partners LP / Alliance Resource Finance Corp
01879NAA3
830000.00000000
PA
USD
843487.50000000
0.262667186873
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.50000000
N
N
N
N
N
N
JACK OHIO FINANCE LLC
N/A
JACK OHIO FINANCE LLC
000000000
455000.00000000
PA
USD
455000.00000000
0.141689793894
Long
LON
CORP
US
N
2
2028-09-30
Floating
5.50000000
N
N
N
N
N
N
AMERICAN AIRLINES GROUP
N/A
American Airlines Group Inc
02376RAC6
465000.00000000
PA
USD
465581.25000000
0.144984860117
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
5.00000000
N
N
N
N
N
N
AMENTUM GOVERNMENT SERVI
5493008CT6B5L54YSE94
Amentum Government Services Holdings LLC
57776DAD5
533662.50000000
PA
USD
536731.06000000
0.167141347842
Long
LON
CORP
US
N
2
2027-01-31
Floating
5.50000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-1
89173FAC4
450000.00000000
PA
USD
476987.58000000
0.148536861319
Long
ABS-MBS
CORP
US
N
2
2056-10-25
Variable
3.75000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JAE0
245000.00000000
PA
USD
237846.00000000
0.074066704876
Long
DBT
NUSS
EG
N
2
2033-09-30
Fixed
7.30000000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
283875AR3
750000.00000000
PA
USD
571882.50000000
0.178087722103
Long
DBT
NUSS
SV
N
2
2025-01-30
Fixed
5.87500000
N
N
N
N
N
N
LHOME Mortgage Trust
N/A
LHOME Mortgage Trust 2021-RTL1
501894AA7
450000.00000000
PA
USD
449095.91000000
0.139851224014
Long
ABS-MBS
CORP
US
N
2
2026-09-25
Variable
2.09000000
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Boxer Parent Co Inc
000000000
130000.00000000
PA
USD
131462.50000000
0.040938229735
Long
LON
CORP
US
N
2
2026-03-23
Floating
6.00000000
N
N
N
N
N
N
Metlife Securitization Trust
N/A
METLIFE SECURITIZATION TRUST
59166BAB7
425000.00000000
PA
USD
443340.37000000
0.138058913517
Long
ABS-MBS
CORP
US
N
2
2055-04-25
Variable
3.48028600
N
N
N
N
N
N
COOPER-STANDARD AUTOMOTIVE
ITCH5B3Q4RTX2PH9UN62
Cooper-Standard Automotive Inc
21676TAC9
864398.64550000
PA
USD
823884.28000000
0.256562623793
Long
LON
CORP
US
N
2
2023-11-02
Floating
2.75000000
N
N
N
N
N
N
LEB HOLDINGS USA INC
N/A
LEB Holdings USA Inc
05638UAB8
434281.09300000
PA
USD
435184.40000000
0.135519094378
Long
LON
CORP
US
N
2
2027-11-02
Floating
4.75000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAF7
190000.00000000
PA
USD
208278.00000000
0.064859048115
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.00000000
N
N
N
N
N
N
INTERCORP PERU LTD
549300L0OFVSOE4NSY75
Intercorp Peru Ltd
458652AB0
740000.00000000
PA
USD
721914.40000000
0.224808577023
Long
DBT
CORP
BS
N
2
2029-08-15
Fixed
3.87500000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BP3
870000.00000000
PA
USD
774681.37000000
0.241240535492
Long
DBT
CORP
US
N
2
2067-04-20
Floating
2.17425000
N
N
N
N
N
N
NMG HLDCO/NEIMAN MARCUS
N/A
NMG Holding Co Inc / Neiman Marcus Group LLC
62929RAC2
730000.00000000
PA
USD
774712.50000000
0.241250229565
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
7.12500000
N
N
N
N
N
N
APPLIED SYSTEMS INC
549300NSKGF0SY5SWQ62
Applied Systems Inc
03827FBA8
366003.97000000
PA
USD
370381.38000000
0.115339036032
Long
LON
CORP
US
N
2
2025-09-19
Floating
6.25000000
N
N
N
N
N
N
GREENEDEN US HOLDINGS II
549300CVRD4OUCPHWQ42
Genesys Cloud Services Holdings II LLC
39479UAQ6
337500.00000000
PA
USD
338526.00000000
0.105419075094
Long
LON
CORP
US
N
2
2027-12-01
Floating
4.75000000
N
N
N
N
N
N
VERTIV GROUP CORP
549300ZT8RQ5VK10E643
Vertiv Group Corp
92537EAC2
340700.44000000
PA
USD
338427.97000000
0.105388547950
Long
LON
CORP
US
N
2
2027-03-02
Floating
2.83030000
N
N
N
N
N
N
Frontera Energy Corp
A25574TZFLBNK7NWQT47
Frontera Energy Corp
35905B107
6656.00000000
NS
USD
39802.88000000
0.012394861238
Long
EC
CORP
CA
N
1
N
N
N
Business Jet Securities, LLC
N/A
Business Jet Securities 2019-1 LLC
12326QAA2
277323.45000000
PA
USD
284384.88000000
0.088559197876
Long
ABS-O
CORP
US
N
2
2034-07-15
Fixed
4.21200000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
000000000
118235.29400000
PA
USD
118629.02000000
0.036941805260
Long
LON
CORP
CA
N
2
2028-08-11
Floating
4.25000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2020-3
36260CAE2
940000.00000000
PA
USD
983020.60000000
0.306118651006
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
4.31000000
N
N
N
N
N
N
GATEWAY CASINOS & ENTERT
549300JSKBQMMD1B3U44
Gateway Casinos & Entertainment Ltd
36760BAE9
746000.00000000
PA
USD
757190.00000000
0.235793615470
Long
DBT
CORP
CA
N
2
2024-03-01
Fixed
8.25000000
N
N
N
N
N
N
MARK IV INDS I
N/A
MARK IV
000000000
446.00000000
NS
USD
1561.00000000
0.000486104985
Long
EC
CORP
US
N
3
N
N
N
BROWN GROUP HOLDING LLC
N/A
Brown Group Holding LLC
11565HAB2
457847.10000000
PA
USD
457274.79000000
0.142398177468
Long
LON
CORP
US
N
2
2028-06-07
Floating
3.25000000
N
N
N
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2021-NPL3 LLC
91824MAA2
656865.29000000
PA
USD
656978.47000000
0.204587129686
Long
ABS-MBS
CORP
US
N
2
2051-05-25
Variable
1.74300000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAA9
705000.00000000
PA
USD
742629.04000000
0.231259243115
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
3.50000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2019-2
89177JAB4
1198000.00000000
PA
USD
1276629.53000000
0.397550274693
Long
ABS-O
CORP
US
N
2
2058-12-25
Variable
3.75000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2015-A
17323MAA3
20406.81000000
PA
USD
20514.47000000
0.006388331925
Long
ABS-MBS
CORP
US
N
2
2058-06-25
Variable
3.50000000
N
N
N
N
N
N
BRUNSWICK CORP
YM4O38W15AX4YLLQKU27
Brunswick Corp/DE
117043AT6
612000.00000000
PA
USD
591730.54000000
0.184268523634
Long
DBT
CORP
US
N
2
2031-08-18
Fixed
2.40000000
N
N
N
N
N
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
81618TAC4
900000.00000000
PA
USD
964719.00000000
0.300419420387
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.50000000
N
N
N
N
N
N
NCL FINANCE LTD
N/A
NCL Finance Ltd
62888HAA7
225000.00000000
PA
USD
233437.50000000
0.072693870906
Long
DBT
CORP
BM
N
2
2028-03-15
Fixed
6.12500000
N
N
N
N
N
N
ELDORADO GOLD CORP
5493004PWQ01YDD1IH62
Eldorado Gold Corp
284902AF0
565000.00000000
PA
USD
559994.10000000
0.174385601343
Long
DBT
CORP
CA
N
2
2029-09-01
Fixed
6.25000000
N
N
N
N
N
N
ORTHO-CLINICAL INC/SA
N/A
Ortho-Clinical Diagnostics Inc / Ortho-Clinical Diagnostics SA
68752DAA6
66000.00000000
PA
USD
70628.24000000
0.021994067623
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.25000000
N
N
N
N
N
N
CLEAVER-BROOKS INC
549300TRZDD68CZBS255
Cleaver-Brooks Inc
185401AG1
655000.00000000
PA
USD
645175.00000000
0.200911456650
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
7.87500000
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CY9
550000.00000000
PA
USD
645529.50000000
0.201021850127
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
TELESAT CANADA/TELESAT L
N/A
Telesat Canada / Telesat LLC
87952VAM8
590000.00000000
PA
USD
511358.90000000
0.159240301422
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
6.50000000
N
N
N
N
N
N
SOPHIA LP
549300RP8NIJ7FY7OS79
Sophia LP
83578BAM5
484479.64820000
PA
USD
486092.97000000
0.151372335676
Long
LON
CORP
US
N
2
2027-10-07
Floating
4.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKC2
840000.00000000
PA
USD
823377.47000000
0.256404800047
Long
DBT
CORP
US
N
2
2036-09-21
Fixed
2.48200000
N
N
N
N
N
N
MAUSER PACKAGING SOLUT
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co
12429TAE4
480000.00000000
PA
USD
477074.40000000
0.148563897600
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.25000000
N
N
N
N
N
N
UNIFRAX ESCROW ISS CORP
N/A
Unifrax Escrow Issuer Corp
90473LAC6
60000.00000000
PA
USD
61486.20000000
0.019147180231
Long
DBT
CORP
US
N
2
2029-09-30
Fixed
7.50000000
N
N
N
N
N
N
CORONADO FINANCE PTY LTD
549300NS5FS0W548RE27
Coronado Finance Pty Ltd
21979LAA4
500000.00000000
PA
USD
545000.00000000
0.169716346533
Long
DBT
CORP
AU
N
2
2026-05-15
Fixed
10.75000000
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Boxer Parent Co Inc
05988HAE7
597716.99060000
PA
USD
594106.78000000
0.185008499361
Long
LON
CORP
US
N
2
2025-10-02
Floating
3.83510000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CQ7
3145000.00000000
PA
USD
3246615.58000000
1.011016027219
Long
DBT
NUSS
ID
N
2
2030-02-14
Fixed
2.85000000
N
N
N
N
N
N
LIGHTSTONE HOLDCO LLC
549300VXK6UGDG7H3G98
Lightstone Holdco LLC
53226GAG6
814084.36000000
PA
USD
669698.36000000
0.208548181538
Long
LON
CORP
US
N
2
2024-01-30
Floating
4.75000000
N
N
N
N
N
N
SURGERY CENTER HOLDINGS
54930054EVI5HWPPW113
Surgery Center Holdings Inc
86881WAD4
290000.00000000
PA
USD
313200.00000000
0.097532403181
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
10.00000000
N
N
N
N
N
N
GOLDEN NUGGET INC
91D14OD6M4H1RVBN7R43
Golden Nugget Inc
38113YAC3
590000.00000000
PA
USD
616550.00000000
0.191997455880
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
8.75000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
90372UAR5
670000.00000000
PA
USD
678998.10000000
0.211444177678
Long
DBT
NUSS
UA
N
2
2029-05-21
Fixed
6.87600000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBD2
620000.00000000
PA
USD
697984.84000000
0.217356765101
Long
DBT
NUSS
QA
N
2
2030-04-16
Fixed
3.75000000
N
N
N
N
N
N
Upstart Pass Through Trust
N/A
Upstart Pass-Through Trust Series 2021-ST8
91683LAA4
840000.00000000
PA
USD
839423.59000000
0.261401660345
Long
ABS-O
CORP
US
N
2
2029-10-20
Fixed
1.75000000
N
N
N
N
N
N
KLOECKNER PENTAPLAST OF AME
5299004QDA11QZOG5N31
Kloeckner Pentaplast of America Inc
49865NAT7
663337.50000000
PA
USD
664584.57000000
0.206955715931
Long
LON
CORP
US
N
2
2026-02-09
Floating
5.25000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2019-SFR3 Trust
74332WAC7
1000000.00000000
PA
USD
1013521.10000000
0.315616693992
Long
ABS-O
CORP
US
N
2
2036-09-17
Fixed
2.57100000
N
N
N
N
N
N
Hardee's Funding LLC and Carls
N/A
Hardee's Funding LLC
411707AH5
1052050.00000000
PA
USD
1115020.45000000
0.347224214832
Long
ABS-O
CORP
US
N
2
2050-12-20
Fixed
3.98100000
N
N
N
N
N
N
Bayview Opportunity Master Fun
N/A
Bayview Opportunity Master Fund IVa Trust 2016-SPL1
07332HAC0
625000.00000000
PA
USD
644287.63000000
0.200635124183
Long
ABS-MBS
CORP
US
N
2
2055-04-28
Fixed
4.25000000
N
N
N
N
N
N
KINDER MORGAN INC/DELAWA
549300WR7IX8XE0TBO16
Kinder Morgan Inc
28368EAE6
640000.00000000
PA
USD
918202.42000000
0.285933871743
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
7.75000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAS7
550000.00000000
PA
USD
565735.94000000
0.176173645576
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Cos Inc/The
59408UAB3
329175.00000000
PA
USD
329323.13000000
0.102553244866
Long
LON
CORP
US
N
2
2028-04-15
Floating
5.00000000
N
N
N
N
N
N
SURGERY CENTER HOLDINGS
54930054EVI5HWPPW113
Surgery Center Holdings Inc
84611WAB0
670000.00000000
PA
USD
681725.00000000
0.212293351082
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.75000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AU8
520000.00000000
PA
USD
522501.20000000
0.162710082060
Long
DBT
NUSS
ZA
N
2
2028-10-12
Fixed
4.30000000
N
N
N
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAC2
400000.00000000
PA
USD
416480.72000000
0.129694653577
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
6.87500000
N
N
N
N
N
N
Dext ABS 2020-1, LLC
N/A
Dext ABS 2020-1 LLC
25216AAD6
840000.00000000
PA
USD
844313.40000000
0.262924377205
Long
ABS-O
CORP
US
N
2
2028-02-15
Fixed
7.21000000
N
N
N
N
N
N
TTF HOLDINGS LLC
254900IIAWXPGAIX2Q35
TTF Holdings LLC
000000000
182325.00000000
PA
USD
181869.19000000
0.056635182520
Long
LON
CORP
US
N
2
2028-04-01
Floating
5.00000000
N
N
N
N
N
N
ARC FALCON I INC
N/A
Arc Falcon I Inc
000000000
379585.99000000
PA
USD
379270.93000000
0.118107296487
Long
LON
CORP
US
N
2
2028-09-22
Floating
4.25000000
N
N
N
N
N
N
SOUTHERN VETERINARY PART
549300DT78GYJYRK0R74
Southern Veterinary Partners LLC
84410HAD2
55888.74000000
PA
USD
56098.32000000
0.017469361315
Long
LON
CORP
US
N
2
2027-10-05
Floating
5.00000000
N
N
N
N
N
N
CITADEL SECURITIES LP
549300NV5RXBUS3X7L47
Citadel Securities LP
17288YAD4
731325.00000000
PA
USD
724275.03000000
0.225543691700
Long
LON
CORP
US
N
2
2028-02-02
Floating
2.58030000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DS1
1325000.00000000
PA
USD
1240239.75000000
0.386218273752
Long
DBT
NUSS
CO
N
2
2031-04-15
Fixed
3.12500000
N
N
N
N
N
N
NEW ENTERPRISE STONE & L
549300O5DQ5Y61B8VF38
NEW ENTERPRISE STONE & LIME CO INC
644274AH5
20000.00000000
PA
USD
20225.00000000
0.006298189190
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.25000000
N
N
N
N
N
N
LEGACY LIFEPOINT HEALTH
N/A
Legacy LifePoint Health LLC
53219LAS8
305000.00000000
PA
USD
304237.50000000
0.094741425648
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.37500000
N
N
N
N
N
N
UFC HOLDINGS LLC
549300JEOTH7UMZ3C491
UFC Holdings LLC
90266UAJ2
571787.72000000
PA
USD
570198.15000000
0.177563205170
Long
LON
CORP
US
N
2
2026-04-29
Floating
3.75000000
N
N
N
N
N
N
ASP NAVIGATE ACQUISITIO
N/A
ASP Navigate Acquisition Corp
00216YAC9
353224.98000000
PA
USD
349692.73000000
0.108896463384
Long
LON
CORP
US
N
2
2027-10-06
Floating
5.50000000
N
N
N
N
N
N
TEXAS CAPITAL BANCSHARES
549300466Q2SXRX0YM48
Texas Capital Bancshares Inc
88224QAA5
985000.00000000
PA
USD
1024486.67000000
0.319031439824
Long
DBT
CORP
US
N
2
2031-05-06
Fixed
4.00000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RCA4
875000.00000000
PA
USD
914375.00000000
0.284741989653
Long
DBT
CORP
US
N
2
N/A
Fixed
3.85000000
N
N
N
N
N
N
ALASKA AIRLINES 2020 TR
N/A
Alaska Airlines 2020-1 Class A Pass Through Trust
01166VAA7
834058.60810000
PA
USD
928749.20000000
0.289218203797
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.80000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
038461AM1
345000.00000000
PA
USD
332925.00000000
0.103674889301
Long
DBT
NUSS
EG
N
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAH3
200000.00000000
PA
USD
217060.00000000
0.067593816841
Long
DBT
NUSS
AE
N
2
2030-04-16
Fixed
3.12500000
N
N
N
N
N
N
CONSENSUS CLOUD SOLUTION
N/A
Consensus Cloud Solutions Inc
20848VAA3
105000.00000000
PA
USD
107887.50000000
0.033596829975
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
6.00000000
N
N
N
N
N
N
Genesis Private Label Amortiza
N/A
Genesis Private Label Amortizing Trust 2020-1
37187PAB7
402060.45000000
PA
USD
402432.36000000
0.125319908010
Long
ABS-O
CORP
US
N
2
2030-07-20
Fixed
2.83000000
N
N
N
N
N
N
TECK RESOURCES LIMITED
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742AE5
510000.00000000
PA
USD
660931.34000000
0.205818077676
Long
DBT
CORP
CA
N
2
2035-10-01
Fixed
6.12500000
N
N
N
N
N
N
SOTERA HEALTH HLDGS LLC
549300OVT7MBXFLOFU20
Sotera Health Holdings LLC
83600VAE1
285000.00000000
PA
USD
284050.95000000
0.088455210024
Long
LON
CORP
US
N
2
2026-12-13
Floating
3.25000000
N
N
N
N
N
N
AZALEA TOPCO INC
549300HC42NZULO53062
Azalea Topco Inc
29102TAE2
673312.50000000
PA
USD
674154.14000000
0.209935738790
Long
LON
CORP
US
N
2
2026-07-25
Floating
4.50000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AD9
455000.00000000
PA
USD
466238.50000000
0.145189531803
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
7.00000000
N
N
N
N
N
N
MEDALLION MIDLAND ACQ
549300QCYU94ZA2ELG48
Medallion Midland Acquisition LP
58404BAB1
497416.02040000
PA
USD
493894.31000000
0.153801720856
Long
LON
CORP
US
N
2
2024-10-30
Floating
4.25000000
N
N
N
N
N
N
RADIATE HOLDCO / FINANCE
N/A
Radiate Holdco LLC / Radiate Finance Inc
75026JAC4
140000.00000000
PA
USD
144550.00000000
0.045013757598
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
4.50000000
N
N
N
N
N
N
FAT Brands Royalty I, LLC
N/A
FAT Brands Royalty LLC
31189TAF1
830000.00000000
PA
USD
828174.83000000
0.257898727409
Long
ABS-O
CORP
US
N
2
2051-04-25
Fixed
4.75000000
N
N
N
N
N
N
TOBACCO SETTLEMENT FING CORP V
N/A
Tobacco Settlement Financing Corp/VA
88880NAT6
300000.00000000
PA
USD
313259.73000000
0.097551003470
Long
DBT
MUN
US
N
2
2046-06-01
Fixed
6.70600000
N
N
N
N
N
N
Dominion Mortgage Trust
N/A
Dominion Mortgage Trust 2021-RTL1
257463AA7
1000000.00000000
PA
USD
1003927.30000000
0.312629125762
Long
ABS-MBS
CORP
US
N
2
2027-07-25
Variable
2.48700000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2017-1
36417JAL3
104529.31000000
PA
USD
105723.42000000
0.032922922174
Long
ABS-MBS
CORP
US
N
2
2057-11-25
Variable
3.50000000
N
N
N
N
N
N
LANNETT CO INC
5299001DJ6C90XX17G45
Lannett Co Inc
51602UAD0
190000.00000000
PA
USD
174800.00000000
0.054433793346
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.75000000
N
N
N
N
N
N
SALES TAX SECURITIZATION CORP
N/A
Sales Tax Securitization Corp
79467BDK8
100000.00000000
PA
USD
108013.90000000
0.033636191711
Long
DBT
MUN
US
N
2
2043-01-01
Fixed
3.41100000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BQ5
1055000.00000000
PA
USD
1032581.26000000
0.321552144854
Long
DBT
CORP
US
N
2
N/A
Floating
3.44600000
N
N
N
N
N
N
MICROSTRATEGY INC
549300WQTWEJUEHXQX21
MicroStrategy Inc
594972AF8
325000.00000000
PA
USD
328250.00000000
0.102219065595
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
6.12500000
N
N
N
N
N
UPC FINANCING PARTNERSHIP
213800DXWIS9KORQ3X94
UPC Financing Partnership
000000000
400000.00000000
PA
USD
398584.00000000
0.124121505076
Long
LON
CORP
US
N
2
2029-01-31
Floating
3.08030000
N
N
N
N
N
N
USASF Receivables LLC
N/A
USASF Receivables 2020-1 LLC
90353QAB2
615000.00000000
PA
USD
624741.23000000
0.194548255200
Long
ABS-O
CORP
US
N
2
2024-05-15
Fixed
3.22000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2019-RP1
17327RAA8
539237.58000000
PA
USD
561068.18000000
0.174720076450
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
3.50000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2021-NQM3 Trust
67114JAB6
653642.98000000
PA
USD
653411.92000000
0.203476484116
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
1.26000000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
69867DAC2
445000.00000000
PA
USD
473368.75000000
0.147409935436
Long
DBT
CORP
N/A
N
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
N
MAUSER PACKAGING SOLUT
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co
05604XAP1
313452.70030000
PA
USD
306741.68000000
0.095521242677
Long
LON
CORP
US
N
2
2024-04-03
Floating
3.37170000
N
N
N
N
N
N
SECURUS TECHNOLOGIES HLDS
549300EBCNNXVCJ2FW66
Aventiv Technologies LLC
78410QAB8
247554.21210000
PA
USD
235253.24000000
0.073259303491
Long
LON
CORP
US
N
2
2024-11-01
Floating
5.50000000
N
N
N
N
N
N
NMEF Funding LLC
N/A
NMEF Funding 2019-A LLC
65489MAA2
98659.98000000
PA
USD
98923.32000000
0.030805329279
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
2.73000000
N
N
N
N
N
N
NIPPON LIFE INSURANCE
549300Y0HHMFW3EVWY08
Nippon Life Insurance Co
654579AK7
480000.00000000
PA
USD
473292.20000000
0.147386097296
Long
DBT
CORP
JP
N
2
2051-09-16
Fixed
2.90000000
N
N
N
N
N
N
CP IRIS HOLDCO I INC
N/A
CP Iris Holdco I Inc
000000000
163333.33000000
PA
USD
163060.56000000
0.050778059645
Long
LON
CORP
US
N
2
2028-09-21
Floating
4.25000000
N
N
N
N
N
N
TITAN ACQ/CO-BORROWER
N/A
Titan Acquisition Ltd / Titan Co-Borrower LLC
88827AAA1
638000.00000000
PA
USD
651860.55000000
0.202993377972
Long
DBT
CORP
N/A
N
2
2026-04-15
Fixed
7.75000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Corp
16163YAC8
321310.09000000
PA
USD
326074.54000000
0.101541613993
Long
ABS-MBS
CORP
US
N
2
2045-04-25
Variable
3.75000000
N
N
N
N
N
N
VIANT MEDICAL HOLDINGS
549300E68YOWU15QSF58
Viant Medical Holdings Inc
58506PAF8
1133580.99430000
PA
USD
1094472.45000000
0.340825441458
Long
LON
CORP
US
N
2
2025-07-02
Floating
3.88010000
N
N
N
N
N
N
firstkey homes 2020-sfr1 trust
N/A
FirstKey Homes 2021-SFR1 Trust
33767WAG8
1010000.00000000
PA
USD
1005804.46000000
0.313213684913
Long
ABS-MBS
CORP
US
N
2
2038-08-17
Fixed
2.18900000
N
N
N
N
N
N
MILEAGE PLUS HOLDINGS IN
N/A
Mileage Plus Holdings LLC
59921PAB2
695000.00000000
PA
USD
738006.60000000
0.229819786916
Long
LON
CORP
US
N
2
2027-06-20
Floating
6.25000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNATIO
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80875AAP6
328099.99960000
PA
USD
326502.15000000
0.101674774372
Long
LON
CORP
US
N
2
2024-08-14
Floating
2.83460000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2020-SFR2 Trust
00178UAD1
660000.00000000
PA
USD
676986.62000000
0.210817790455
Long
ABS-O
CORP
US
N
2
2037-07-17
Fixed
3.28200000
N
N
N
N
N
N
CNT HOLDINGS I CORP
N/A
CNT Holdings I Corp
12656AAC3
492525.00000000
PA
USD
492835.29000000
0.153471935525
Long
LON
CORP
US
N
2
2027-11-08
Floating
4.50000000
N
N
N
N
N
N
PHOENIX GUARANTOR INC
N/A
Phoenix Guarantor Inc
71913BAE2
734813.88790000
PA
USD
730103.73000000
0.227358784671
Long
LON
CORP
US
N
2
2026-03-05
Floating
3.33030000
N
N
N
N
N
N
Mercury Financial Credit Card
N/A
Mercury Financial Credit Card Master Trust
58940BAA4
335000.00000000
PA
USD
335938.74000000
0.104613386443
Long
ABS-O
CORP
US
N
2
2026-03-20
Fixed
1.54000000
N
N
N
N
N
N
VanEck High Yield Muni ETF
549300UT41BWOPGYSE94
VanEck High Yield Muni ETF
92189H409
26872.00000000
NS
USD
1678962.56000000
0.522839250731
Long
EC
RF
US
N
1
N
N
NORTHWEST FIBER LLC/NORT
N/A
Northwest Fiber LLC / Northwest Fiber Finance Sub Inc
667449AA0
340000.00000000
PA
USD
382500.00000000
0.119112848713
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
10.75000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAA1
225000.00000000
PA
USD
233727.75000000
0.072784256538
Long
DBT
NUSS
NG
N
2
2032-02-16
Fixed
7.87500000
N
N
N
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
000000000
318000.00000000
PA
USD
322506.06000000
0.100430367409
Long
LON
CORP
LU
N
2
2024-01-02
Fixed
6.62500000
Y
N
N
N
N
N
NOURYON USA LLC
549300K7VB5G6LULFT41
Nouryon USA LLC
000000000
275966.97720000
PA
USD
273966.22000000
0.085314763177
Long
LON
CORP
US
N
2
2025-10-01
Floating
3.08680000
N
N
N
N
N
N
PUG LLC
N/A
Pug LLC
74530DAG0
95714.00000000
PA
USD
95594.36000000
0.029768670694
Long
LON
CORP
US
N
2
2027-02-13
Floating
4.75000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377REP5
825000.00000000
PA
USD
826382.87000000
0.257340700062
Long
ABS-O
CORP
US
N
2
2025-09-22
Fixed
3.04000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAS8
345000.00000000
PA
USD
416258.03000000
0.129625306544
Long
DBT
CORP
NL
N
2
2027-01-17
Fixed
7.37500000
N
N
N
N
N
N
H-FOOD HOLDINGS LLC
549300JY2LK0EQ95YT44
H-Food Holdings LLC
40422KAB7
341173.13440000
PA
USD
339965.38000000
0.105867306864
Long
LON
CORP
US
N
2
2025-05-31
Floating
3.80710000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AL3
336000.00000000
PA
USD
392838.10000000
0.122332196533
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.30000000
N
N
N
N
N
N
LANDRY'S FINANCE ACQ
N/A
Landry's Finance Acquisition Co
51509HAC5
45000.00000000
PA
USD
48600.00000000
0.015134338424
Long
LON
CORP
US
N
2
2023-10-04
Floating
13.00000000
N
N
N
N
N
N
HERENS US HOLDCO CORP
549300Y0CIXN5D40L888
Herens US Holdco Corp
000000000
593512.50000000
PA
USD
595103.11000000
0.185318762641
Long
LON
CORP
US
N
2
2028-07-02
Floating
4.75000000
N
N
N
N
N
N
NBC Funding LLC
N/A
NBC Funding LLC
62878YAA2
670000.00000000
PA
USD
674819.98000000
0.210143085455
Long
ABS-O
CORP
US
N
2
2051-07-30
Fixed
2.98900000
N
N
N
N
N
N
QUIKRETE HOLDINGS INC
5493007KIN86DIZWZT22
Quikrete Holdings Inc
74839XAG4
605000.00000000
PA
USD
602809.90000000
0.187718704370
Long
LON
CORP
US
N
2
2028-06-11
Floating
3.08030000
N
N
N
N
N
N
84 LUMBER CO
5493002K0S5LHQ16U436
84 Lumber Co
28248CAH9
334160.15000000
PA
USD
334437.50000000
0.104145891089
Long
LON
CORP
US
N
2
2026-11-13
Floating
3.75000000
N
N
N
N
N
N
Jersey Mike's Funding, LLC
N/A
Jersey Mike's Funding
476681AA9
618000.00000000
PA
USD
655942.11000000
0.204264400818
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
4.43300000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAL6
335000.00000000
PA
USD
325787.50000000
0.101452227974
Long
DBT
CORP
AT
N
2
2028-09-15
Fixed
2.50000000
N
N
N
N
N
N
Oasis Securitisation
N/A
Oasis 2020-1 LLC
67420BAA4
217068.68000000
PA
USD
217590.45000000
0.067759002228
Long
ABS-O
CORP
US
N
2
2032-01-15
Fixed
3.81960000
N
N
N
N
N
N
STATE OIL CO OF THE AZER
2549002HARR1VE257O76
State Oil Co of the Azerbaijan Republic
000000000
685000.00000000
PA
USD
842917.16000000
0.262489579495
Long
DBT
NUSS
AZ
N
2
2030-03-18
Fixed
6.95000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBF6
375000.00000000
PA
USD
392343.75000000
0.122178252908
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
6.62500000
N
N
N
N
N
N
PERTAMINA PERSERO PT
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370PAA9
480000.00000000
PA
USD
625416.10000000
0.194758413862
Long
DBT
CORP
ID
N
2
2044-05-30
Fixed
6.45000000
N
N
N
N
N
N
ZEP INC
NU75S1Y8UH3706J5CS61
ZEP INC
98944EAN2
722474.23340000
PA
USD
702302.75000000
0.218701388789
Long
LON
CORP
US
N
2
2024-08-11
Floating
5.00000000
N
N
N
N
N
N
Oasis Securitisation
N/A
Oasis Securitization Funding LLC
67422AAA4
550322.80000000
PA
USD
551615.56000000
0.171776472539
Long
ABS-O
CORP
US
N
2
2033-02-15
Fixed
2.57920000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAB7
45000.00000000
PA
USD
48487.50000000
0.015099305233
Long
DBT
CORP
N/A
N
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2021-NPL1 LLC
91790CAB2
415000.00000000
PA
USD
415103.50000000
0.129265778812
Long
ABS-MBS
CORP
US
N
2
2050-12-26
Variable
4.82620000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CC2
200000.00000000
PA
USD
193890.00000000
0.060378536567
Long
DBT
NUSS
BR
N
2
2030-06-12
Fixed
3.87500000
N
N
N
N
N
N
COSTAR GROUP INC
N/A
CoStar Group Inc
22160NAA7
780000.00000000
PA
USD
793315.61000000
0.247043352251
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.80000000
N
N
N
N
N
N
TASEKO MINES LTD
549300XKUO1JSLU7KX54
Taseko Mines Ltd
876511AF3
875000.00000000
PA
USD
887031.25000000
0.276226978001
Long
DBT
CORP
CA
N
2
2026-02-15
Fixed
7.00000000
N
N
N
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart Inc / PetSmart Finance Corp
71677KAB4
300000.00000000
PA
USD
327375.00000000
0.101946585222
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
Avid Automobile Receivables Tr
N/A
Avid Automobile Receivables Trust 2019-1
05369DAC9
930000.00000000
PA
USD
952445.36000000
0.296597333525
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
3.14000000
N
N
N
N
N
N
ALIXPARTNERS LLP
5493005G2MHUFTGARL57
AlixPartners LLP
01642PBB1
170000.00000000
PA
USD
169479.80000000
0.052777050398
Long
LON
CORP
US
N
2
2028-02-04
Floating
3.25000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2015-2
89171YAD3
710000.00000000
PA
USD
724202.34000000
0.225521055587
Long
ABS-MBS
CORP
US
N
2
2060-11-25
Variable
3.25000000
N
N
N
N
N
N
NORTHRIVER MIDSTREAM FIN
549300SOLNLY3BL6GF18
Northriver Midstream Finance LP
66679NAA8
585000.00000000
PA
USD
608531.63000000
0.189500486226
Long
DBT
CORP
CA
N
2
2026-02-15
Fixed
5.62500000
N
N
N
N
N
N
GATES GLOBAL LLC
549300XI79MQJV13DW27
Gates Global LLC
36740UAT9
789985.11310000
PA
USD
788310.34000000
0.245484680438
Long
LON
CORP
US
N
2
2027-03-31
Floating
3.50000000
N
N
N
N
N
N
FREED ABS Trust
N/A
FREED ABS Trust 2019-2
30312JAB4
585827.91000000
PA
USD
588726.65000000
0.183333093843
Long
ABS-O
CORP
US
N
2
2026-11-18
Fixed
3.19000000
N
N
N
N
N
N
PETSMART INC
N/A
PetSmart LLC
71677HAL9
440000.00000000
PA
USD
440629.20000000
0.137214638531
Long
LON
CORP
US
N
2
2028-02-12
Floating
4.50000000
N
N
N
N
N
N
THOUGHTWORKS INC
5493007EOKV4X1NPV034
Thoughtworks Inc
000000000
419018.53150000
PA
USD
418624.65000000
0.130362286544
Long
LON
CORP
US
N
2
2028-03-26
Floating
3.75000000
N
N
N
N
N
N
FAIRFAX FINL HLDGS LTD
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd
303901BB7
845000.00000000
PA
USD
964423.88000000
0.300327518206
Long
DBT
CORP
CA
N
2
2028-04-17
Fixed
4.85000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2019-4
36258HAG0
750000.00000000
PA
USD
778108.05000000
0.242307624686
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
4.09000000
N
N
N
N
N
N
Colony American Finance Ltd
N/A
Corevest American Finance 2019-3 Trust
21872NAJ9
250000.00000000
PA
USD
259094.83000000
0.080683721015
Long
ABS-O
CORP
US
N
2
2052-10-15
Fixed
3.26500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2014-5
46643KBS9
237532.44000000
PA
USD
240913.55000000
0.075021958782
Long
ABS-MBS
CORP
US
N
2
2029-10-25
Variable
2.88789200
N
N
N
N
N
N
COLGATE ENERGY P
549300QRLZK0B17DH791
Colgate Energy Partners III LLC
19416MAB5
85000.00000000
PA
USD
85637.50000000
0.026668043350
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.87500000
N
N
N
N
N
N
RISING TIDE HOLDINGS INC
N/A
Rising Tide Holdings Inc
76770EAB3
260000.00000000
PA
USD
261190.80000000
0.081336418943
Long
LON
CORP
US
N
2
2028-06-01
Floating
5.50000000
N
N
N
N
N
N
LIGHTSTONE HOLDCO LLC
549300VXK6UGDG7H3G98
Lightstone Holdco LLC
53226GAH4
45915.64000000
PA
USD
37772.04000000
0.011762445192
Long
LON
CORP
US
N
2
2024-01-30
Floating
4.75000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAB9
480000.00000000
PA
USD
500400.00000000
0.155827632669
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
4.12500000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BK9
280000.00000000
PA
USD
288248.80000000
0.089762446290
Long
DBT
NUSS
PA
N
2
2030-01-23
Fixed
3.16000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BH4
25000.00000000
PA
USD
24488.75000000
0.007625947121
Long
DBT
CORP
LR
N
2
2026-07-01
Fixed
4.25000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AR0
770000.00000000
PA
USD
782500.95000000
0.243675600720
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
Conn Funding II, L.P
N/A
Conn's Receivables Funding 2020-A LLC
20825XAC2
459195.28000000
PA
USD
462127.10000000
0.143909216597
Long
ABS-O
CORP
US
N
2
2025-06-16
Fixed
4.27000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAH3
220000.00000000
PA
USD
247445.00000000
0.077055892418
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
6.50000000
N
N
N
N
N
N
USASF Receivables LLC
N/A
USASF Receivables 2020-1 LLC
90353QAC0
1435000.00000000
PA
USD
1498008.98000000
0.466489194787
Long
ABS-O
CORP
US
N
2
2024-08-15
Fixed
5.94000000
N
N
N
N
N
N
PODS LLC
N/A
PODS LLC
73044EAB0
661675.00000000
PA
USD
661794.10000000
0.206086746438
Long
LON
CORP
US
N
2
2028-03-31
Floating
3.75000000
N
N
N
N
N
N
DUN & BRADSTREET CORP
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corp/The
26483NAN0
765437.38700000
PA
USD
764480.59000000
0.238063949963
Long
LON
CORP
US
N
2
2026-02-08
Floating
3.33680000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Corp
16164AAC9
556976.60000000
PA
USD
568108.67000000
0.176912528268
Long
ABS-MBS
CORP
US
N
2
2045-12-25
Variable
3.75000000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
695847AR4
385000.00000000
PA
USD
417243.75000000
0.129932265805
Long
DBT
NUSS
PK
N
2
2025-09-30
Fixed
8.25000000
N
N
N
N
N
N
ENVISION HEALTHCARE CORP
549300OL60X0LPKY8N60
Envision Healthcare Corp
29373UAC5
282302.76190000
PA
USD
250543.70000000
0.078020846625
Long
LON
CORP
US
N
2
2025-10-10
Floating
3.88010000
N
N
N
N
N
N
CNX MIDSTREAM PART LP
N/A
CNX Midstream Partners LP
12654AAA9
40000.00000000
PA
USD
40619.00000000
0.012649006018
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.75000000
N
N
N
N
N
N
2021-11-17
Virtus Opportunities Trust
Amy Hackett
Amy Hackett
Vice President and Assistant Treasurer