0001752724-21-014176.txt : 20210127
0001752724-21-014176.hdr.sgml : 20210127
20210127164156
ACCESSION NUMBER: 0001752724-21-014176
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20201130
FILED AS OF DATE: 20210127
PERIOD START: 20201130
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Virtus Global Multi-Sector Income Fund
CENTRAL INDEX KEY: 0001528811
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22608
FILM NUMBER: 21560417
BUSINESS ADDRESS:
STREET 1: 101 MUNSON STREET
CITY: GREENFIELD
STATE: MA
ZIP: 01301
BUSINESS PHONE: 860-243-1574
MAIL ADDRESS:
STREET 1: 101 MUNSON STREET
CITY: GREENFIELD
STATE: MA
ZIP: 01301
FORMER COMPANY:
FORMER CONFORMED NAME: Virtus-Newfleet Global Multi-Sector Income Fund
DATE OF NAME CHANGE: 20110909
FORMER COMPANY:
FORMER CONFORMED NAME: Newfleet Global Multi-Sector Income Fund
DATE OF NAME CHANGE: 20110829
NPORT-P
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0001528811
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Virtus Global Multi-Sector Income Fund
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0001528811
5493008J77OQDENT5651
101 Munson Street
Greenfield
01301-9668
866-270-7788
Virtus Global Multi-Sector Income Fund
5493008J77OQDENT5651
2020-11-30
2020-11-30
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517839.93000000
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LEVEL 3 FINANCING INC
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Level 3 Financing Inc
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USD
390479.70000000
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Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.62500000
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N
N
N
N
BAUSCH HEALTH AMERICAS
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Bausch Health Americas Inc
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165000.00000000
PA
USD
181500.00000000
0.127927380809
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
8.50000000
N
N
N
N
N
N
NATIONAL FUEL GAS CO
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BQ3
385000.00000000
PA
USD
431911.31000000
0.304425799616
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
ACRISURE LLC / FIN INC
N/A
Acrisure LLC / Acrisure Finance Inc
00489LAC7
205000.00000000
PA
USD
215250.00000000
0.151715530133
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
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N
N
N
N
N
N
FIELDWOOD ENERGY LLC
549300KTQCELOBO6BF21
Fieldwood Energy LLC
31659HAQ4
480000.00000000
PA
USD
106800.00000000
0.075276276972
Long
LON
CORP
US
N
2
2022-04-11
Floating
6.25000000
Y
N
N
N
N
N
COSTAR GROUP INC
N/A
CoStar Group Inc
22160NAA7
481000.00000000
PA
USD
503975.14000000
0.355218841065
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.80000000
N
N
N
N
N
N
TENCENT HOLDINGS LTD
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Tencent Holdings Ltd
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730000.00000000
PA
USD
829791.00000000
0.584864954543
Long
DBT
CORP
KY
N
2
2029-04-11
Fixed
3.97500000
N
N
N
N
N
N
STANLEY BLACK & DECKER I
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502AM3
460500.00000000
PA
USD
487642.94000000
0.343707350328
Long
DBT
CORP
US
N
2
2060-03-15
Fixed
4.00000000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2017-A
03837PAA5
279782.62000000
PA
USD
288180.91000000
0.203119719094
Long
ABS-O
CORP
US
N
2
2035-11-15
Fixed
3.72000000
N
N
N
N
N
N
PAYSAFE HOLDINGS(US)
549300N8UN7DUDH51357
Paysafe Holdings US Corp
000000000
495739.60680000
PA
USD
488635.66000000
0.344407053190
Long
LON
CORP
US
N
2
2025-01-01
Floating
4.50000000
N
N
N
N
N
N
EVERI PAYMENTS INC
5493006Q4MDLHOY1JV70
Everi Holdings Inc
30034YAB8
325803.44930000
PA
USD
318414.23000000
0.224429192597
Long
LON
CORP
US
N
2
2024-05-09
Floating
3.75000000
N
N
N
N
N
N
CPI ACQUISITION INC
N/A
CPI Acquisition Inc
12635MAB5
270000.00000000
PA
USD
245305.80000000
0.172899881495
Long
LON
CORP
US
N
2
2022-08-17
Floating
5.50000000
N
N
N
N
N
N
Upgrade Master Pass-Thru Trust
N/A
Upgrade Master Pass-Thru Trust Series 2019-ST1
91531UAA8
299785.67000000
PA
USD
301312.63000000
0.212375402538
Long
ABS-O
CORP
US
N
2
2025-07-15
Fixed
4.00000000
N
N
N
N
N
N
ARTERRA WINES CANADA INC
5493000SZ7NOM4G34E58
ARTERRA WINES CANADA INC
000000000
25000.00000000
PA
USD
25000.00000000
0.017620851351
Long
LON
CORP
CA
N
2
2027-11-25
Floating
3.50000000
N
N
N
N
N
N
CNT HOLDINGS I CORP
N/A
CNT Holdings I Corp
12656AAC3
225000.00000000
PA
USD
222909.75000000
0.157114382779
Long
LON
CORP
US
N
2
2027-11-08
Floating
4.50000000
N
N
N
N
N
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
81618TAC4
690000.00000000
PA
USD
715089.45000000
0.504019396050
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.50000000
N
N
N
N
N
N
BANCO NACIONAL COM EXT
4469000001BL6VG3DH44
Banco Nacional de Comercio Exterior SNC/Cayman Islands
05970AAA0
510000.00000000
PA
USD
553605.00000000
0.390199656491
Long
DBT
CORP
MX
N
2
2025-10-14
Fixed
4.37500000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
54166.45000000
PA
USD
23698.36000000
0.016703411153
Long
DBT
NUSS
EC
N
2
2030-07-31
None
0.00000000
N
N
N
N
N
N
AI CONVOY LUXEM
222100GQMVQ4KP4KJS35
AI Convoy Luxembourg Sarl
00135BAC7
308450.00000000
PA
USD
307102.07000000
0.216455997004
Long
LON
CORP
LU
N
2
2027-01-20
Floating
4.50000000
N
N
N
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2020-NPL1 LLC
91822XAA0
227604.71000000
PA
USD
229959.01000000
0.162082941283
Long
ABS-O
CORP
US
N
2
2050-08-25
Variable
3.67100000
N
N
N
N
N
N
CONSOLIDATED COMMUNICATIONS
549300WW675Y48HDVX34
Consolidated Communications Inc
20903EBA2
175000.00000000
PA
USD
174847.75000000
0.123238648473
Long
LON
CORP
US
N
2
2027-10-02
Floating
5.75000000
N
N
N
N
N
N
OneMain Direct Auto Receivable
N/A
OneMain Direct Auto Receivables Trust 2018-1
68268XAC5
520000.00000000
PA
USD
532997.19000000
0.375674570224
Long
ABS-O
CORP
US
N
2
2025-10-14
Fixed
3.85000000
N
N
N
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAG7
540000.00000000
PA
USD
591713.13000000
0.417059564251
Long
DBT
CORP
US
N
2
2027-01-30
Fixed
3.70000000
N
N
N
N
N
N
Business Jet Securities, LLC
N/A
Business Jet Securities 2019-1 LLC
12326QAA2
231794.28000000
PA
USD
236703.98000000
0.166837025832
Long
ABS-O
CORP
US
N
2
2034-07-15
Fixed
4.21200000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAH3
115000.00000000
PA
USD
126787.50000000
0.089364147627
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
6.50000000
N
N
N
N
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
American Airlines Inc
023771S58
505000.00000000
PA
USD
558530.00000000
0.393670964207
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
11.75000000
N
N
N
N
N
N
PRISO ACQUISITION CORP
N/A
PriSo Acquisition Corp
74274DAE5
190000.00000000
PA
USD
189762.50000000
0.133751072181
Long
LON
CORP
US
N
2
2022-05-08
Floating
4.00000000
N
N
N
N
N
N
SPRINT SPECTRUM / SPEC I
N/A
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
85208NAE0
485000.00000000
PA
USD
563618.50000000
0.397257512291
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
5.15200000
N
N
N
N
N
N
EVERI PAYMENTS INC
5493006Q4MDLHOY1JV70
Everi Payments Inc
30034YAF9
24937.50000000
PA
USD
25810.31000000
0.018191985433
Long
LON
CORP
US
N
2
2024-05-09
Floating
11.50000000
N
N
N
N
N
N
DUBAI GOVT INT'L BONDS
N/A
Emirate of Dubai Government International Bonds
000000000
425000.00000000
PA
USD
491099.40000000
0.346143581042
Long
DBT
NUSS
AE
N
2
2043-01-30
Fixed
5.25000000
N
N
N
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAM2
285000.00000000
PA
USD
302812.50000000
0.213432561991
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
5.50000000
N
N
N
N
N
N
Jersey Mike's Funding, LLC
N/A
Jersey Mike's Funding
476681AA9
515000.00000000
PA
USD
550169.35000000
0.387778093373
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
4.43300000
N
N
N
N
N
N
KINDER MORGAN INC/DELAWA
549300WR7IX8XE0TBO16
Kinder Morgan Inc
28368EAE6
570000.00000000
PA
USD
814803.71000000
0.574301402173
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
7.75000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDE9
725000.00000000
PA
USD
674250.00000000
0.475234360942
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
Chemours Co/The
163851AF5
225000.00000000
PA
USD
228937.50000000
0.161362946248
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.75000000
N
N
N
N
N
N
Colony American Finance Ltd
N/A
CoreVest American Finance 2018-2 Trust
21872MAA0
275469.71000000
PA
USD
296446.78000000
0.208945785757
Long
ABS-O
CORP
US
N
2
2052-11-15
Fixed
4.02600000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding Inc
05352TAA7
30000.00000000
PA
USD
31575.00000000
0.022255135256
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.62500000
N
N
N
N
N
N
AMERICAN GREETINGS CORP
549300WMJOT8C9DNMF90
American Greetings Corp
02639DAL0
252284.46180000
PA
USD
248500.19000000
0.175151396349
Long
LON
CORP
US
N
2
2024-04-06
Floating
5.50000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2020-3
36260CAD4
480000.00000000
PA
USD
488109.36000000
0.344036099027
Long
ABS-O
CORP
US
N
2
2026-05-15
Fixed
2.27000000
N
N
N
N
N
N
KPAE FINANCE SUB INC
N/A
KPAE Finance Sub Inc
69315JAG8
65000.00000000
PA
USD
64918.75000000
0.045756945746
Long
LON
CORP
US
N
2
2027-10-26
Floating
5.00000000
N
N
N
N
N
N
TRIDENT TPI HOLDINGS INC
549300TPLK304J3RNC85
Trident TPI Holdings Inc
89616RAB5
200000.00000000
PA
USD
213000.00000000
0.150129653512
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
9.25000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-6
89176LAC8
215000.00000000
PA
USD
239042.22000000
0.168485097011
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.75000000
N
N
N
N
N
N
PLAYA RESORTS HOLDING B.V.
5493005SPBUMPZZCIZ96
Playa Resorts Holding BV
72812NAD8
423499.94650000
PA
USD
385672.93000000
0.271835414788
Long
LON
CORP
NL
N
2
2024-04-27
Floating
3.75000000
N
N
N
N
N
N
TALEN ENERGY SUPPLY LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply LLC
87422VAG3
415000.00000000
PA
USD
424337.50000000
0.299087520409
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.62500000
N
N
N
N
N
N
Arbys Funding LLC
N/A
Arbys Funding LLC
038779AB0
478800.00000000
PA
USD
489103.78000000
0.344737000107
Long
ABS-O
CORP
US
N
2
2050-07-30
Fixed
3.23700000
N
N
N
N
N
N
SOPHIA LP
549300RP8NIJ7FY7OS79
Sophia LP
83578BAM5
330000.00000000
PA
USD
327525.00000000
0.230850773552
Long
LON
CORP
US
N
2
2027-10-07
Floating
4.50000000
N
N
N
N
N
N
NMG PARENT LLC.
N/A
NMG PARENT LLC.
62929P102
618.00000000
NS
USD
37080.00000000
0.026135246724
Long
EC
CORP
US
N
2
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AK5
96000.00000000
PA
USD
112068.48000000
0.078989681089
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.75000000
N
N
N
N
N
N
GCAT
N/A
GCAT 2019-NQM1 LLC
36166PAA6
167588.75000000
PA
USD
170818.12000000
0.120398428024
Long
ABS-MBS
CORP
US
N
2
2059-02-25
Variable
2.98500000
N
N
N
N
N
N
Veros Auto Receivables Trust
N/A
Veros Automobile Receivables Trust 2018-1
92511AAB2
75025.15000000
PA
USD
75103.74000000
0.052935673538
Long
ABS-O
CORP
US
N
2
2024-02-15
Fixed
4.05000000
N
N
N
N
N
N
DAVE & BUSTER'S INC
549300JAVWTAY1FT5Z45
Dave & Buster's Inc
23833NAH7
50000.00000000
PA
USD
51875.00000000
0.036563266553
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
7.62500000
N
N
N
N
N
N
Bayview Opportunity Master Fun
N/A
Bayview Opportunity Master Fund IVa Trust 2016-SPL1
07332HAC0
540000.00000000
PA
USD
564012.77000000
0.397535407214
Long
ABS-MBS
CORP
US
N
2
2055-04-28
Fixed
4.25000000
N
N
N
N
N
N
SHEARER'S FOODS LLC
549300AQWIJSYS2CIH04
Shearer's Foods LLC
82087UAK3
316378.13000000
PA
USD
315289.79000000
0.222226980885
Long
LON
CORP
US
N
2
2027-09-23
Floating
4.75000000
N
N
N
N
N
N
PERRIGO FINANCE UNLIMITE
549300E86RB6YCTMRM83
Perrigo Finance Unlimited Co
71429MAB1
445000.00000000
PA
USD
496158.23000000
0.349709216700
Long
DBT
CORP
IE
N
2
2026-03-15
Fixed
4.37500000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AD9
355000.00000000
PA
USD
382288.85000000
0.269450199963
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
7.00000000
N
N
N
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAH9
300000.00000000
PA
USD
306375.00000000
0.215943533309
Long
DBT
CORP
KY
N
2
2028-08-26
Fixed
5.62500000
N
N
N
N
N
N
KRONOS ACQUISITION HOLDI
N/A
Kronos Acquisition Holdings Inc
50106GAA0
390000.00000000
PA
USD
397800.00000000
0.280382986700
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
9.00000000
N
N
N
N
N
N
firstkey homes 2020-sfr1 trust
N/A
FirstKey Homes 2020-SFR2 Trust
33767JAC6
475000.00000000
PA
USD
471244.75000000
0.332149347591
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
1.56700000
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
40434LAC9
500000.00000000
PA
USD
548522.11000000
0.386617062526
Long
DBT
CORP
US
N
2
2030-06-17
Fixed
3.40000000
N
N
N
N
N
N
TRIPADVISOR INC
549300XVG45PT5BART17
TripAdvisor Inc
896945AA0
165000.00000000
PA
USD
177581.25000000
0.125165312360
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
7.00000000
N
N
N
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAK1
70000.00000000
PA
USD
73850.00000000
0.052051994891
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.62500000
N
N
N
N
N
N
OFFICE CHERIFIEN DES PHO
N/A
OCP SA
67091TAA3
1500000.00000000
PA
USD
1642782.00000000
1.157888696978
Long
DBT
CORP
MA
N
2
2024-04-25
Fixed
5.62500000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAT9
745000.00000000
PA
USD
707750.00000000
0.498846301752
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.50000000
N
N
N
N
N
N
CARS.COM INC
5493002G6J07LNGX4M98
Cars.com Inc
14575EAA3
295000.00000000
PA
USD
304292.50000000
0.214475716391
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.37500000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XAJ4
260000.00000000
PA
USD
273072.80000000
0.192471008674
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
5.87500000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368BGS1
1064000.00000000
PA
USD
1203879.90000000
0.848535550504
Long
DBT
CORP
CA
N
2
2032-12-15
Fixed
3.80300000
N
N
N
N
N
N
FLOWSERVE CORPORATION
6Y0GK87T6V7NJKZJVM41
Flowserve Corp
34354PAF2
610000.00000000
PA
USD
638220.13000000
0.449839281603
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.50000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBT4
313000.00000000
PA
USD
352907.50000000
0.248741223929
Long
DBT
CORP
US
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
ALLIANCE RES OP/FINANCE
N/A
Alliance Resource Operating Partners LP / Alliance Resource Finance Corp
01879NAA3
490000.00000000
PA
USD
371175.00000000
0.261616780011
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.50000000
N
N
N
N
N
N
AMERICAN AXLE & MFG INC
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing Inc
02406PAU4
215000.00000000
PA
USD
224675.00000000
0.158358591093
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.50000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAC3
780000.00000000
PA
USD
956475.00000000
0.674156151846
Long
DBT
NUSS
SA
N
2
2046-10-26
Fixed
4.50000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Trust 2017-1
36253UAD3
436828.93000000
PA
USD
438895.66000000
0.309348607342
Long
ABS-O
CORP
US
N
2
2022-07-15
Fixed
3.50000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BL7
850000.00000000
PA
USD
989187.50000000
0.697213035839
Long
DBT
NUSS
PA
N
2
2060-07-23
Fixed
3.87000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AC9
192000.00000000
PA
USD
215511.48000000
0.151899830142
Long
DBT
CORP
US
N
2
2027-08-21
Fixed
3.90000000
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FUN
N/A
Bayview Opportunity Master Fund IVb Trust 2016-SPL2
07331QAD9
385000.00000000
PA
USD
403648.55000000
0.284505243907
Long
ABS-MBS
CORP
US
N
2
2053-06-28
Variable
4.25000000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2019-1
042859AA6
260465.14000000
PA
USD
269682.09000000
0.190081120799
Long
ABS-MBS
CORP
US
N
2
2049-01-25
Variable
3.80500000
N
N
N
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
800000.00000000
PA
USD
925995.20000000
0.652672950845
Long
DBT
NUSS
RU
N
2
2029-03-21
Fixed
4.37500000
N
N
N
N
N
N
PETRONAS CAPITAL LTD
549300G7YFX3540OYR85
Petronas Capital Ltd
716743AP4
555000.00000000
PA
USD
634398.94000000
0.447145976764
Long
DBT
CORP
MY
N
2
2030-04-21
Fixed
3.50000000
N
N
N
N
N
N
BANCO DE BOGOTA SA
549300LYHE7LWSKDZT53
Banco de Bogota SA
059514AC3
560000.00000000
PA
USD
635712.00000000
0.448071466167
Long
DBT
CORP
CO
N
2
2026-05-12
Fixed
6.25000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724AS1
205000.00000000
PA
USD
225197.01000000
0.158726521517
Long
DBT
NUSS
UA
N
2
2025-09-01
Fixed
7.75000000
N
N
N
N
N
N
ACC Trust
N/A
ACC Trust 2019-1
00085MAB5
515000.00000000
PA
USD
516998.92000000
0.364398444722
Long
ABS-O
CORP
US
N
2
2022-10-20
Fixed
4.47000000
N
N
N
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
200000.00000000
PA
USD
271624.00000000
0.191449845096
Long
DBT
NUSS
RU
N
2
2047-06-23
Fixed
5.25000000
N
N
N
N
N
N
ENVISION HEALTHCARE CORP
549300OL60X0LPKY8N60
Envision Healthcare Corp
29373UAC5
187015.05360000
PA
USD
151970.30000000
0.107113842643
Long
LON
CORP
US
N
2
2025-10-10
Floating
3.97410000
N
N
N
N
N
N
DEERFIELD DAKOTA HOLDING
549300FDREJLOIGXY104
Deerfield Dakota Holding LLC
24440EAB3
289462.50000000
PA
USD
288287.28000000
0.203194692293
Long
LON
CORP
US
N
2
2027-04-09
Floating
4.75000000
N
N
N
N
N
N
Pug LLC
N/A
PUG LLC 01/29/27
74530DAC9
406925.00000000
PA
USD
379966.22000000
0.267813131244
Long
LON
CORP
US
N
2
2027-02-13
Floating
3.63640000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2016-4
64829LAQ1
484801.53000000
PA
USD
538429.60000000
0.379503517787
Long
ABS-MBS
CORP
US
N
2
2056-11-25
Variable
4.50000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QAZ5
295000.00000000
PA
USD
253921.25000000
0.178972344046
Long
DBT
CORP
MX
N
2
2041-06-02
Fixed
6.50000000
N
N
N
N
N
N
SIGNATURE AVIATION US
213800CSNQ87U1MC8N11
Signature Aviation US Holdings Inc
05545MAC6
510000.00000000
PA
USD
510826.20000000
0.360047701460
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.00000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2020-3
36260CAE2
550000.00000000
PA
USD
569468.57000000
0.401380840846
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
4.31000000
N
N
N
N
N
N
INNOPHOS HOLDINGS INC
XQ0331QX53IRX25OY417
Innophos Holdings Inc
45778EAG9
253725.00000000
PA
USD
251504.91000000
0.177269225328
Long
LON
CORP
US
N
2
2027-02-07
Floating
3.90340000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EAZ1
50000.00000000
PA
USD
52812.50000000
0.037224048479
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
5.25000000
N
N
N
N
N
N
MEREDITH CORP
549300YC8BC386CCTS24
Meredith Corp
589433AB7
315000.00000000
PA
USD
313425.00000000
0.220912613390
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
6.87500000
N
N
N
N
N
N
FILTRATION GROUP CORP
549300ZA0D9WN5ECE978
Filtration Group Corp
31732FAQ9
255000.00000000
PA
USD
253832.10000000
0.178909508090
Long
LON
CORP
US
N
2
2025-03-29
Floating
4.50000000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002BB6
606000.00000000
PA
USD
649759.87000000
0.457972883330
Long
DBT
CORP
US
N
2
2053-08-15
Fixed
5.75000000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
48667QAN5
975000.00000000
PA
USD
1122147.00000000
0.790927419248
Long
DBT
CORP
KZ
N
2
2027-04-19
Fixed
4.75000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AC5
515000.00000000
PA
USD
542882.10000000
0.382641791413
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.62500000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BQ5
788000.00000000
PA
USD
701725.03000000
0.494599697722
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
ABC SUPPLY CO INC
549300H5GQ4C1BEKG397
American Builders & Contractors Supply Co Inc
024747AF4
455000.00000000
PA
USD
472062.50000000
0.332725725639
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.00000000
N
N
N
N
N
N
CLEAR CHANNEL WORLDWIDE
N/A
Clear Channel Worldwide Holdings Inc
18451QAP3
151000.00000000
PA
USD
150811.25000000
0.106296904733
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
9.25000000
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
Vericrest Opportunity Loan Trust 2019-NPL2
92872KAA5
225808.23000000
PA
USD
226234.58000000
0.159457836187
Long
ABS-MBS
CORP
US
N
2
2049-02-25
Variable
3.96720000
N
N
N
N
N
N
BANFF MERGER SUB INC
549300DSDR5SWIGOZV63
Banff Merger Sub Inc
05988LAA6
245000.00000000
PA
USD
262456.25000000
0.184988102697
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
9.75000000
N
N
N
N
N
N
iShares iBoxx High Yield Corporate Bond ETF
N/A
iShares iBoxx High Yield Corporate Bond ETF
464288513
11595.00000000
NS
USD
1000880.40000000
0.705454589949
Long
EC
RF
US
N
1
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2020-A
038413AD2
400000.00000000
PA
USD
418248.88000000
0.294796053691
Long
ABS-O
CORP
US
N
2
2046-07-17
Fixed
7.15000000
N
N
N
N
N
N
SELECT MEDICAL CORP
549300X05KS0JKR8CB50
Select Medical Corp
816196AT6
270000.00000000
PA
USD
288225.00000000
0.203150795228
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.25000000
N
N
N
N
N
N
AFREN PLC
213800B4XZJ3ZDM7CL47
Afren PLC
00830FAD4
731876.99000000
PA
USD
292.75000000
0.000206340169
Long
DBT
CORP
GB
N
3
2020-12-09
Fixed
6.62500000
Y
Y
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2016-3
33843PAJ5
785000.00000000
PA
USD
795717.61000000
0.560848868934
Long
ABS-O
CORP
US
N
2
2022-11-15
Fixed
3.89000000
N
N
N
N
N
N
XEROX HOLDINGS CORP
5493000Y33XDVO2CXC18
Xerox Holdings Corp
98421MAB2
320000.00000000
PA
USD
331000.00000000
0.233300071890
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.50000000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBD2
450000.00000000
PA
USD
527332.50000000
0.371681903806
Long
DBT
NUSS
QA
N
2
2030-04-16
Fixed
3.75000000
N
N
N
N
N
N
MILANO ACQUISITION CORP
N/A
Milano Acquisition Corp
59909TAC8
390000.00000000
PA
USD
385776.30000000
0.271908273484
Long
LON
CORP
US
N
2
2027-10-01
Floating
4.75000000
N
N
N
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
Israel Government International Bond
46513JB34
480000.00000000
PA
USD
529935.36000000
0.373516488172
Long
DBT
NUSS
IL
N
2
2030-07-03
Fixed
2.75000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CQ7
515000.00000000
PA
USD
558421.61000000
0.393594567244
Long
DBT
NUSS
ID
N
2
2030-02-14
Fixed
2.85000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAU4
330000.00000000
PA
USD
423911.23000000
0.298787070797
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
6.80000000
N
N
N
N
N
N
CONCHO RESOURCES INC
SYHS7HRDXLL4I0IQ8776
Concho Resources Inc
20605PAM3
590000.00000000
PA
USD
616043.79000000
0.434208641977
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.40000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
000000000
74812.50000000
PA
USD
77243.91000000
0.054444138235
Long
LON
CORP
PA
N
2
2025-06-30
Floating
8.50000000
N
N
N
N
N
N
Frontera Energy Corp
A25574TZFLBNK7NWQT47
Frontera Energy Corp
35905B107
7526.00000000
NS
USD
16707.72000000
0.011776170021
Long
EC
CORP
CA
N
1
N
N
N
ZIONS BANCORP NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701818
47150.00000000
NS
USD
1333402.00000000
0.939827137336
Long
EP
CORP
US
N
1
N
N
N
BRIGHTHOUSE FINANCIAL IN
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922NAC7
110000.00000000
PA
USD
119621.88000000
0.084313574633
Long
DBT
CORP
US
N
2
2027-06-22
Fixed
3.70000000
N
N
N
N
N
N
First Investors Auto Owner Tru
N/A
First Investors Auto Owner Trust 2018-1
32059RAJ2
565000.00000000
PA
USD
583052.09000000
0.410954968316
Long
ABS-O
CORP
US
N
2
2024-06-17
Fixed
4.11000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CS2
180000.00000000
PA
USD
157500.00000000
0.111011363512
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.50000000
N
N
N
N
N
N
KRATON POLYMERS LLC/CAP
N/A
Kraton Polymers LLC / Kraton Polymers Capital Corp
50077DAE4
443000.00000000
PA
USD
457397.50000000
0.322389334236
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.00000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
000000000
178618.92580000
PA
USD
175652.07000000
0.123805560600
Long
LON
CORP
FR
N
2
2026-01-31
Floating
3.90320000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BU3
460000.00000000
PA
USD
505530.90000000
0.356315393693
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.75000000
N
N
N
N
N
N
KLOECKNER PENTAPLAST OF AME
5299004QDA11QZOG5N31
Kloeckner Pentaplast of America Inc
49865NAQ3
388997.43000000
PA
USD
383551.47000000
0.270340137536
Long
LON
CORP
US
N
2
2022-06-30
Floating
5.25000000
N
N
N
N
N
N
Landry's Finance Acquisition Co
N/A
Landry's Finance Acquisition Co
51509HAC5
30000.00000000
PA
USD
33600.00000000
0.023682424216
Long
LON
CORP
US
N
2
2023-10-04
Floating
13.00000000
N
N
N
N
N
N
KIK CUSTOM PRODUCTS INC
54930093YQIEW0FV8L89
KIK Custom Products Inc
49387TAR7
228021.59860000
PA
USD
227164.24000000
0.160113092214
Long
LON
CORP
US
N
2
2023-05-15
Floating
5.00000000
N
N
N
N
N
N
CONSOLIDATED COMMUNICATI
549300WW675Y48HDVX34
Consolidated Communications Inc
20903XAF0
215000.00000000
PA
USD
233044.95000000
0.164258016884
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.50000000
N
N
N
N
N
N
NMEF Funding LLC
N/A
NMEF Funding 2019-A LLC
65489MAC8
415000.00000000
PA
USD
423369.31000000
0.298405107127
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
3.30000000
N
N
N
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690AAF3
375000.00000000
PA
USD
337500.00000000
0.237881493241
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBR2
1515000.00000000
PA
USD
1268812.50000000
0.894302258202
Long
DBT
CORP
MX
N
2
2045-01-23
Fixed
6.37500000
N
N
N
N
N
N
FORTRESS TRANS & INFRAST
529900E7PUVK6BC8PE80
Fortress Transportation and Infrastructure Investors LLC
34960PAC5
50000.00000000
PA
USD
56750.00000000
0.039999332567
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
9.75000000
N
N
N
N
N
N
CIT Group Home Equity Loan Tru
N/A
CIT Home Equity Loan Trust 2003-1
12558MBK7
102859.67000000
PA
USD
103279.96000000
0.072795232908
Long
ABS-MBS
CORP
US
N
2
2034-07-20
Variable
5.48000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNATIO
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80875AAP6
224249.99990000
PA
USD
216262.21000000
0.152428970211
Long
LON
CORP
US
N
2
2024-08-14
Floating
2.88640000
N
N
N
N
N
N
NORTHWEST FIBER LLC/NORT
N/A
Northwest Fiber LLC / Northwest Fiber Finance Sub Inc
667449AA0
180000.00000000
PA
USD
203400.00000000
0.143363246593
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
10.75000000
N
N
N
N
N
N
CITGO HOLDING INC
549300NYHOALWZ2BSL72
Citgo Holding Inc
17302WAB4
135000.00000000
PA
USD
120487.50000000
0.084923693087
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
9.25000000
N
N
N
N
N
N
TRANSPORT DE GAS PERU
529900SKHHNI5HVI0Y66
Transportadora de Gas del Peru SA
89388AAA0
1350000.00000000
PA
USD
1513350.00000000
1.066660615694
Long
DBT
CORP
PE
N
2
2028-04-30
Fixed
4.25000000
N
N
N
N
N
N
Veros Auto Receivables Trust
N/A
Veros Automobile Receivables Trust 2020-1
92511FAB1
515000.00000000
PA
USD
518941.50000000
0.365767641259
Long
ABS-O
CORP
US
N
2
2025-06-16
Fixed
2.19000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAB7
665000.00000000
PA
USD
675021.55000000
0.475778175656
Long
DBT
NUSS
GH
N
2
2032-03-26
Fixed
8.12500000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2018-4
30166EAG1
540000.00000000
PA
USD
565832.79000000
0.398818219289
Long
ABS-O
CORP
US
N
2
2024-09-16
Fixed
4.35000000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AG9
590000.00000000
PA
USD
733296.84000000
0.516852584558
Long
DBT
NUSS
MA
N
2
2042-12-11
Fixed
5.50000000
N
N
N
N
N
N
GEOPARK LTD
529900ZR5QI19AH4KZ07
Geopark Ltd
37255BAA7
305000.00000000
PA
USD
310901.75000000
0.219134140863
Long
DBT
CORP
BM
N
2
2024-09-21
Fixed
6.50000000
N
N
N
N
N
N
Mariner Finance Issuance Trust
N/A
Mariner Finance Issuance Trust 2020-A
56848MAA7
480000.00000000
PA
USD
486829.20000000
0.343133798665
Long
ABS-O
CORP
US
N
2
2034-08-21
Fixed
2.19000000
N
N
N
N
N
N
BANC CREDITO INVERSIONES
549300E9E5Y3PKW24142
Banco de Credito e Inversiones SA
05890MAA1
990000.00000000
PA
USD
1082713.60000000
0.763133416061
Long
DBT
CORP
CL
N
2
2027-10-12
Fixed
3.50000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAN9
290000.00000000
PA
USD
333816.10000000
0.235284955069
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.12500000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411BH7
60000.00000000
PA
USD
62382.00000000
0.043968957959
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.62500000
N
N
N
N
N
N
TECK RESOURCES LIMITED
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742AE5
550000.00000000
PA
USD
693775.50000000
0.488996598264
Long
DBT
CORP
CA
N
2
2035-10-01
Fixed
6.12500000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300FPK70TCB78NG05
Hertz Vehicle Financing II LP
42806DBQ1
230982.89000000
PA
USD
231152.55000000
0.162924188920
Long
ABS-O
CORP
US
N
2
2024-02-25
Fixed
3.29000000
N
N
N
N
N
N
ALFA S.A.
549300ZCGJ6T8YDJ4M34
Alfa SAB de CV
015398AB6
910000.00000000
PA
USD
997815.00000000
0.703293991640
Long
DBT
CORP
MX
N
2
2024-03-25
Fixed
5.25000000
N
N
N
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAF2
100000.00000000
PA
USD
104250.00000000
0.073478950134
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.50000000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAA2
400000.00000000
PA
USD
405980.00000000
0.286148529262
Long
DBT
CORP
LU
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BC5
65000.00000000
PA
USD
70362.50000000
0.049593886127
Long
DBT
CORP
LR
N
2
2023-06-15
Fixed
9.12500000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CB4
365000.00000000
PA
USD
386900.00000000
0.272700295511
Long
DBT
NUSS
BR
N
2
2050-01-14
Fixed
4.75000000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc
91911XAV6
155000.00000000
PA
USD
172081.00000000
0.121288548854
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
9.25000000
N
N
N
N
N
N
ODEBRECHT OIL & FINANCE
N/A
Odebrecht Oil & Gas Finance Ltd
67576JAB7
154468.00000000
PA
USD
154.47000000
0.000108875716
Long
DBT
CORP
KY
N
2
N/A
None
0.00000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123BZ2
390000.00000000
PA
USD
401863.80000000
0.283247291329
Long
DBT
NUSS
TR
N
2
2022-09-26
Fixed
6.25000000
N
N
N
N
N
N
LEAR CORP
549300UPNBTXA1SYTQ33
Lear Corp
521865AY1
390000.00000000
PA
USD
430062.27000000
0.303122533257
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
3.80000000
N
N
N
N
N
N
UNITI GROUP/CSL CAPITAL
N/A
Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC
20341WAD7
270000.00000000
PA
USD
270337.50000000
0.190543076086
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
8.25000000
N
N
N
N
N
N
Prestige Auto Receivables Trus
N/A
Prestige Auto Receivables Trust 2019-1
74113NAF5
525000.00000000
PA
USD
541789.55000000
0.381871724967
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
3.01000000
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FUN
N/A
Bayview Opportunity Master Fund IVa Trust 2017-SPL5
07331UAD0
130000.00000000
PA
USD
138752.30000000
0.097797346117
Long
ABS-MBS
CORP
US
N
2
2057-06-28
Variable
4.00000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AU8
325000.00000000
PA
USD
327184.00000000
0.230610425139
Long
DBT
NUSS
ZA
N
2
2028-10-12
Fixed
4.30000000
N
N
N
N
N
N
Tricolor Auto Securitization T
N/A
Tricolor Auto Securitization Trust 2018-2
89614SAB5
77279.25000000
PA
USD
77381.06000000
0.054540806226
Long
ABS-O
CORP
US
N
2
2022-02-15
Fixed
4.76000000
N
N
N
N
N
N
Planet Fitness Master Issuer L
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAB9
529200.00000000
PA
USD
526860.94000000
0.371349532260
Long
ABS-O
CORP
US
N
2
2048-09-05
Fixed
4.66600000
N
N
N
N
N
N
ACRISURE LLC / FIN INC
N/A
Acrisure LLC / Acrisure Finance Inc
00489LAA1
620000.00000000
PA
USD
635500.00000000
0.447922041347
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
7.00000000
N
N
N
N
N
N
NISSAN MOTOR CO
353800DRBDH1LUTNAY26
Nissan Motor Co Ltd
654744AD3
600000.00000000
PA
USD
662436.52000000
0.466907817941
Long
DBT
CORP
JP
N
2
2030-09-17
Fixed
4.81000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DB3
480000.00000000
PA
USD
498000.00000000
0.351007358916
Long
DBT
CORP
US
N
2
N/A
Fixed
4.50000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DT9
470000.00000000
PA
USD
513475.00000000
0.361914665902
Long
DBT
NUSS
CO
N
2
2051-05-15
Fixed
4.12500000
N
N
N
N
N
N
SEDGWICK CMS INC
549300BIN4DWJG5VWF64
Sedgwick Claims Management Services Inc
81527CAM9
480243.38800000
PA
USD
474153.90000000
0.334199815579
Long
LON
CORP
US
N
2
2026-09-03
Floating
4.22760000
N
N
N
N
N
N
NORWEGIAN AIR 16-1 A PTT
N/A
Norwegian Air Shuttle ASA 2016-1 Class A Pass Through Trust
628788AA9
667187.59320000
PA
USD
500183.87000000
0.352546624861
Long
DBT
CORP
NO
N
2
2028-05-10
Fixed
4.87500000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
1380000.00000000
PA
USD
124200.00000000
0.087540389512
Long
DBT
NUSS
VE
N
2
2025-04-21
Fixed
7.65000000
Y
Y
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAQ4
470000.00000000
PA
USD
545187.76000000
0.384266899098
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
716558AG6
1820000.00000000
PA
USD
60970.00000000
0.042973732275
Long
DBT
CORP
VE
N
2
2024-05-16
Fixed
6.00000000
Y
Y
N
N
N
N
INTERCORP PERU LTD
549300L0OFVSOE4NSY75
Intercorp Peru Ltd
458652AB0
730000.00000000
PA
USD
745768.00000000
0.525642682819
Long
DBT
CORP
BS
N
2
2029-08-15
Fixed
3.87500000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBA7
135000.00000000
PA
USD
144801.00000000
0.102060675860
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.25000000
N
N
N
N
N
N
UNITED STATES STEEL CORP
JNLUVFYJT1OZSIQ24U47
United States Steel Corp
912909AR9
275000.00000000
PA
USD
314044.50000000
0.221349258086
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
12.00000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCB6
710000.00000000
PA
USD
731939.00000000
0.515895532686
Long
DBT
CORP
MX
N
2
2026-08-04
Fixed
6.87500000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBE0
365000.00000000
PA
USD
482949.75000000
0.340399430194
Long
DBT
NUSS
QA
N
2
2050-04-16
Fixed
4.40000000
N
N
N
N
N
N
BLOCK FINANCIAL LLC
N/A
Block Financial LLC
093662AH7
540000.00000000
PA
USD
580882.52000000
0.409425781497
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
3.87500000
N
N
N
N
N
N
NUTRITION & BIOSCIENCES
N/A
Nutrition & Biosciences Inc
67079BAD2
390000.00000000
PA
USD
400947.89000000
0.282601726770
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
2.30000000
N
N
N
N
N
N
TKC HOLDINGS INC
N/A
TKC Holdings Inc
87256FAB0
263632.36190000
PA
USD
247484.88000000
0.174435771286
Long
LON
CORP
US
N
2
2023-02-01
Floating
4.75000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YAV1
1000000.00000000
PA
USD
1033630.25000000
0.728537799494
Long
DBT
CORP
JP
N
2
2023-07-16
Fixed
2.72100000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2019-IMC1
85572TAA3
273641.79000000
PA
USD
275557.86000000
0.194222563588
Long
ABS-MBS
CORP
US
N
2
2049-02-25
Variable
3.46800000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RCA4
220000.00000000
PA
USD
228184.00000000
0.160831853789
Long
DBT
CORP
US
N
2
N/A
Fixed
3.85000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAG6
536000.00000000
PA
USD
553403.12000000
0.390057364592
Long
DBT
CORP
KY
N
2
2026-05-01
Fixed
4.37500000
N
N
N
N
N
N
VISTA OUTDOOR INC
549300QI2D33ESTJLN81
Vista Outdoor Inc
928377AB6
530000.00000000
PA
USD
533975.00000000
0.376363764010
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
5.87500000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
549300ZCZ76HYCS0H445
Frontier Communications Corp
35906ABG2
310000.00000000
PA
USD
320850.00000000
0.226146006241
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
6.75000000
N
N
N
N
N
N
MILEAGE PLUS HOLDINGS IN
N/A
Mileage Plus Holdings LLC
59921PAB2
340000.00000000
PA
USD
350047.00000000
0.246725046117
Long
LON
CORP
US
N
2
2027-06-20
Floating
6.25000000
N
N
N
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
29646AAB2
390000.00000000
PA
USD
398775.00000000
0.281070199903
Long
DBT
CORP
ZA
N
2
2025-02-11
Fixed
7.12500000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AJ8
410000.00000000
PA
USD
455120.50000000
0.320784427095
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.25000000
N
N
N
N
N
N
PARSLEY ENERGY LLC/FINAN
N/A
Parsley Energy LLC / Parsley Finance Corp
701885AJ4
210000.00000000
PA
USD
220500.00000000
0.155415908917
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.12500000
N
N
N
N
N
N
CALIFORNIA ST
N/A
State of California
13063A5E0
570000.00000000
PA
USD
937855.20000000
0.661032282726
Long
DBT
MUN
US
N
2
2034-04-01
Fixed
7.50000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2018-SFR2 Trust
74332UAC1
530000.00000000
PA
USD
538153.79000000
0.379309117507
Long
ABS-O
CORP
US
N
2
2035-08-17
Fixed
3.84100000
N
N
N
N
N
N
TRAVERSE MIDSTREAM PARTN
549300DHTM8B2X5QMJ22
Traverse Midstream Partners LLC
89435TAB0
334971.95740000
PA
USD
315245.46000000
0.222195735592
Long
LON
CORP
US
N
2
2024-09-27
Floating
6.50000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DS1
200000.00000000
PA
USD
210000.00000000
0.148015151350
Long
DBT
NUSS
CO
N
2
2031-04-15
Fixed
3.12500000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XAY1
170000.00000000
PA
USD
193412.40000000
0.136323645995
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
549300ZCZ76HYCS0H445
Frontier Communications Corp
35906ABA5
175000.00000000
PA
USD
174562.50000000
0.123037594559
Long
DBT
CORP
US
N
2
2026-04-01
Variable
8.50000000
N
N
N
N
N
N
CITGO PETROLEUM CORP
YX52P86PXMLYDOTUQ225
CITGO Petroleum Corp
17302UAM4
300810.54020000
PA
USD
286672.44000000
0.202056498069
Long
LON
CORP
US
N
2
2024-03-28
Floating
7.25000000
N
N
N
N
N
N
UNITED STATES STEEL CORP
JNLUVFYJT1OZSIQ24U47
United States Steel Corp
912909AN8
485000.00000000
PA
USD
428655.13000000
0.302130733066
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
418097AH4
1285000.00000000
PA
USD
1383125.70000000
0.974874094389
Long
DBT
NUSS
JO
N
2
2027-01-31
Fixed
5.75000000
N
N
N
N
N
N
CLEAR CHANNEL WORLDWIDE
N/A
Clear Channel Worldwide Holdings Inc
18453HAA4
175000.00000000
PA
USD
176750.00000000
0.124579419053
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.12500000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CA3
565000.00000000
PA
USD
657965.96000000
0.463756815012
Long
DBT
NUSS
PH
N
2
2041-03-01
Fixed
3.70000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBN1
460000.00000000
PA
USD
480524.98000000
0.338690369725
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.80000000
N
N
N
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAC2
220000.00000000
PA
USD
227634.00000000
0.160444195059
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
6.87500000
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BQ1
9000.00000000
PA
USD
4612.50000000
0.003251047074
Long
DBT
CORP
KY
N
2
2027-01-30
Fixed
11.50000000
N
N
N
N
N
N
SURGERY CENTER HOLDINGS
54930054EVI5HWPPW113
Surgery Center Holdings Inc
84611WAB0
175000.00000000
PA
USD
177625.00000000
0.125196148850
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.75000000
N
N
N
N
N
N
WPX ENERGY INC
ZXZE9GCS2BB547GJW219
WPX Energy Inc
98212BAL7
470000.00000000
PA
USD
486920.00000000
0.343197797597
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.50000000
N
N
N
N
N
N
BANCOLOMBIA SA
54930052NWJRPNMP1W58
Bancolombia SA
05968LAL6
300000.00000000
PA
USD
309750.00000000
0.218322348241
Long
DBT
CORP
CO
N
2
2029-12-18
Fixed
4.62500000
N
N
N
N
N
N
RADIATE HOLDCO / FINANCE
N/A
Radiate Holdco LLC / Radiate Finance Inc
75026JAE0
225000.00000000
PA
USD
239040.00000000
0.168483532279
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
6.50000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CT1
1020000.00000000
PA
USD
1237926.44000000
0.872532711319
Long
DBT
NUSS
ID
N
2
2050-10-15
Fixed
4.20000000
N
N
N
N
N
N
RADIATE HOLDCO / FINANCE
N/A
Radiate Holdco LLC / Radiate Finance Inc
75026JAC4
65000.00000000
PA
USD
67600.00000000
0.047646782053
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
4.50000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BA9
975000.00000000
PA
USD
1339406.25000000
0.944059137205
Long
DBT
NUSS
UY
N
2
2050-06-18
Fixed
5.10000000
N
N
N
N
N
N
FERMACA ENTERPRISES S RL
549300HYMZDEHWD3X752
Fermaca Enterprises S de RL de CV
31503AAA2
1186273.86460000
PA
USD
1334558.10000000
0.940641995986
Long
DBT
CORP
MX
N
2
2038-03-30
Fixed
6.37500000
N
N
N
N
N
N
TVC Mortgage Trust 2020-RTL1
N/A
TVC Mortgage Trust 2020-RTL1
90114YAC3
500000.00000000
PA
USD
447065.90000000
0.315107270723
Long
ABS-MBS
CORP
US
N
2
2024-09-25
Variable
5.19300000
N
N
N
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
000000000
202000.00000000
PA
USD
204777.50000000
0.144334155502
Long
LON
CORP
LU
N
2
2024-01-02
Floating
6.62500000
Y
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AX2
955000.00000000
PA
USD
914412.50000000
0.644509069447
Long
DBT
NUSS
ZA
N
2
2047-09-27
Fixed
5.65000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDE7
30000.00000000
PA
USD
32837.55000000
0.023145023491
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAE9
1330000.00000000
PA
USD
1483083.00000000
1.045327403380
Long
DBT
NUSS
SA
N
2
2028-03-04
Fixed
3.62500000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-SJ1
89176BAA4
65671.49000000
PA
USD
65979.51000000
0.046504605517
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Variable
4.00000000
N
N
N
N
N
N
CINCINNATI BELL INC
549300JYVZOCUJOHL272
Cincinnati Bell Inc
171871AP1
575000.00000000
PA
USD
594417.75000000
0.418965872530
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
7.00000000
N
N
N
N
N
N
PRISO ACQUISITION CORP
N/A
PriSo Acquisition Corp
74273XAA0
305000.00000000
PA
USD
305915.00000000
0.215619309644
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
9.00000000
N
N
N
N
N
N
WEEKLEY HOMES LLC/ FINAN
N/A
Weekley Homes LLC / Weekley Finance Corp
948565AD8
440000.00000000
PA
USD
459937.50000000
0.324179612733
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.87500000
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust 2019-1
67576TAA7
252451.30000000
PA
USD
255760.66000000
0.180268822853
Long
ABS-O
CORP
US
N
2
2023-09-20
Fixed
3.16000000
N
N
N
N
N
N
CHEPLAPHARM ARZNEIMITTEL
529900ONXKBELT7EW052
Cheplapharm Arzneimittel GmbH
16412EAA5
400000.00000000
PA
USD
413580.00000000
0.291505268073
Long
DBT
CORP
DE
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
PETVET CARE CENTERS LLC
549300V0HK8MSXZNOM91
PetVet Care Centers LLC
70476XAJ4
104735.51640000
PA
USD
104167.85000000
0.073421048017
Long
LON
CORP
US
N
2
2025-02-14
Floating
5.25000000
N
N
N
N
N
N
LEB HOLDINGS USA INC
N/A
LEB Holdings USA Inc
05638UAB8
290000.00000000
PA
USD
290182.70000000
0.204530648855
Long
LON
CORP
US
N
2
2027-11-02
Floating
4.75000000
N
N
N
N
N
N
LUKOIL INTL FINANCE BV
724500LG1GUKJ5TOIW61
Lukoil International Finance BV
549876AH3
400000.00000000
PA
USD
428500.00000000
0.302021392159
Long
DBT
CORP
NL
N
2
2023-04-24
Fixed
4.56300000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAF5
700000.00000000
PA
USD
733250.00000000
0.516819570131
Long
DBT
CORP
MX
N
2
2033-01-18
Fixed
5.12500000
N
N
N
N
N
N
M/I HOMES INC
5299005M71FH9CCSFB69
M/I Homes Inc
55305BAS0
385000.00000000
PA
USD
405212.50000000
0.285607569126
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.95000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AL8
253000.00000000
PA
USD
251684.40000000
0.177395735992
Long
DBT
CORP
US
N
2
N/A
Fixed
5.70000000
N
N
N
N
N
N
CABLE ONDA SA
5299008Q5GONPYNF9J32
Cable Onda SA
12686LAA7
725000.00000000
PA
USD
790250.00000000
0.556995111211
Long
DBT
CORP
PA
N
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAM6
290000.00000000
PA
USD
294729.90000000
0.207735670266
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.50000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CW8
362000.00000000
PA
USD
439913.26000000
0.310065846475
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
9.00000000
N
N
N
N
N
N
Provident Funding Mortgage Tru
N/A
Provident Funding Mortgage Trust 2019-1
74387LAC5
273861.19000000
PA
USD
283147.03000000
0.199571669046
Long
ABS-MBS
CORP
US
N
2
2049-12-25
Variable
3.00000000
N
N
N
N
N
N
Clear Channel Outdoor Holdings
N/A
Clear Channel Outdoor Holdings Inc
18453H106
6403.00000000
NS
USD
9668.53000000
0.006814709196
Long
EC
CORP
US
N
1
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
891160MJ9
1135000.00000000
PA
USD
1279103.81000000
0.901555923951
Long
DBT
CORP
CA
N
2
2031-09-15
Fixed
3.62500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599ED3
195000.00000000
PA
USD
203665.80000000
0.143550591485
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.62500000
N
N
N
N
N
N
CIMAREX ENERGY CO
11KYOFXPU1C4CQL1CL44
Cimarex Energy Co
171798AE1
450000.00000000
PA
USD
507136.50000000
0.357447075251
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.37500000
N
N
N
N
N
N
AHP HEALTH PARTNERS
549300QMM8MQ6SM5KX05
AHP Health Partners Inc
00130MAB0
333463.00140000
PA
USD
332629.34000000
0.234448486207
Long
LON
CORP
US
N
2
2025-06-28
Floating
5.50000000
N
N
N
N
N
N
OSHKOSH CORP
549300FEKNPCFSA2B506
Oshkosh Corp
688225AH4
78642.00000000
PA
USD
84921.76000000
0.059855748377
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
3.10000000
N
N
N
N
N
N
Blackhawk Network Holdings Inc
549300LFU3K8UIR03132
Blackhawk Network Holdings Inc
09238FAK7
291245.14180000
PA
USD
278744.90000000
0.196468897912
Long
LON
CORP
US
N
2
2025-06-15
Floating
3.24610000
N
N
N
N
N
N
AKUMIN INC
N/A
Akumin Inc
01021FAA7
250000.00000000
PA
USD
256875.00000000
0.181054247633
Long
DBT
CORP
CA
N
2
2025-11-01
Fixed
7.00000000
N
N
N
N
N
N
TRIDENT TPI HOLDINGS INC
549300TPLK304J3RNC85
Trident TPI Holdings Inc
89616RAA7
345000.00000000
PA
USD
345000.00000000
0.243167748646
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
6.62500000
N
N
N
N
N
N
ALIBABA GROUP HOLDING
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609WAT9
520000.00000000
PA
USD
584094.41000000
0.411689630947
Long
DBT
CORP
KY
N
2
2027-12-06
Fixed
3.40000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-6
89175JAB6
260000.00000000
PA
USD
275958.88000000
0.194505216141
Long
ABS-MBS
CORP
US
N
2
2057-10-25
Variable
3.00000000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2018-2
36418GAU8
90758.81000000
PA
USD
92631.66000000
0.065289948451
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Variable
4.50000000
N
N
N
N
N
N
CROWNROCK LP/CROWNROCK F
N/A
CrownRock LP / CrownRock Finance Inc
228701AF5
530000.00000000
PA
USD
539407.50000000
0.380192775009
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.62500000
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
VOLT LXXXV LLC
91834TAA5
230317.80000000
PA
USD
230891.43000000
0.162740142651
Long
ABS-O
CORP
US
N
2
2050-01-25
Variable
3.22820000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Trust 2018-3
36255XAC7
845000.00000000
PA
USD
878388.32000000
0.619118000614
Long
ABS-O
CORP
US
N
2
2024-07-15
Fixed
4.18000000
N
N
N
N
N
N
SINOPEC GRP DEV 2018
549300C6OZZ8LTVR8209
Sinopec Group Overseas Development 2018 Ltd
82939GAC2
1000000.00000000
PA
USD
1151626.18000000
0.811705349197
Long
DBT
CORP
VG
N
2
2028-09-12
Fixed
4.25000000
N
N
N
N
N
N
MICHAELS STORES INC
BV4WJ23XIGNG4UDYEK73
Michaels Stores Inc
594088AR7
82055.94600000
PA
USD
80660.99000000
0.056852612585
Long
LON
CORP
US
N
2
2027-10-01
Floating
4.25000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAF7
105000.00000000
PA
USD
111825.00000000
0.078818068093
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.00000000
N
N
N
N
N
N
MESQUITE ENERGY INC
N/A
MESQUITE ENERGY INC
000000000
135000.00000000
PA
USD
675.00000000
0.000475762986
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
7.25000000
N
N
N
N
N
N
HOYA MIDCO LLC
549300LK73TSUP0YKH27
Hoya Midco LLC
44325HAB4
312639.74340000
PA
USD
282548.17000000
0.199149572125
Long
LON
CORP
US
N
2
2024-06-30
Floating
4.50000000
N
N
N
N
N
N
EPICOR SOFTWARE CORP
JGNXVGGGXR4O1L5I7S73
Epicor Software Corp
29426NAN4
75000.00000000
PA
USD
75047.25000000
0.052895857462
Long
LON
CORP
US
N
2
2027-07-31
Floating
5.25000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BL5
45000.00000000
PA
USD
47741.40000000
0.033649764507
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
MCGRAW-HILL GLOBAL ED
N/A
McGraw-Hill Global Education Holdings LLC / McGraw-Hill Global Education Finance
580638AC8
425000.00000000
PA
USD
378339.25000000
0.266666387383
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
7.87500000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion LLC
04649VAU4
388777.57580000
PA
USD
390884.75000000
0.275508883008
Long
LON
CORP
US
N
2
2025-08-04
Floating
6.72410000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust
25272XAA3
165734.08000000
PA
USD
168786.34000000
0.118966360290
Long
ABS-O
CORP
US
N
2
2029-10-22
Fixed
3.27000000
N
N
N
N
N
N
CHINA GOVT INTL BOND
300300CHN201808MOF68
China Government International Bond
000000000
525000.00000000
PA
USD
567707.63000000
0.400139670367
Long
DBT
NUSS
CN
N
2
2023-10-19
Fixed
3.25000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EB7
195000.00000000
PA
USD
196852.50000000
0.138748345624
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.87500000
N
N
N
N
N
N
iShares iBoxx $ Investment Grade Corporate Bond ETF
549300FYCXFXG8POR355
iShares iBoxx $ Investment Grade Corporate Bond ETF
464287242
5355.00000000
NS
USD
741560.40000000
0.522677023053
Long
EC
RF
US
N
1
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAF7
435000.00000000
PA
USD
464362.50000000
0.327298503423
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
7.50000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBH1
1065000.00000000
PA
USD
1205899.50000000
0.849959033360
Long
DBT
CORP
NL
N
2
2031-01-03
Fixed
5.60000000
N
N
N
N
N
N
AVOLON TLB BORROWER 1 US
635400O84AGITYFZQB55
AVOLON TLB BORROWER 1 US LLC
000000000
195000.00000000
PA
USD
193732.50000000
0.136549263375
Long
LON
CORP
US
N
2
2027-12-01
Floating
2.50000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AS3
310000.00000000
PA
USD
325019.50000000
0.229084811829
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
4.25000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PCW6
1080000.00000000
PA
USD
1255500.00000000
0.884919154858
Long
DBT
NUSS
DO
N
2
2045-01-27
Fixed
6.85000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PDZ8
420000.00000000
PA
USD
477960.00000000
0.336882484473
Long
DBT
NUSS
DO
N
2
2028-07-19
Fixed
6.00000000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAG8
380000.00000000
PA
USD
380573.07000000
0.268240859789
Long
DBT
CORP
NO
N
2
2026-01-15
Fixed
2.87500000
N
N
N
N
N
N
Homeward Opportunities Fund I
N/A
Homeward Opportunities Fund I Trust 2019-1
43789EAA4
193565.91000000
PA
USD
195531.46000000
0.137817231645
Long
ABS-MBS
CORP
US
N
2
2059-01-25
Variable
3.45400000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AQ1
190000.00000000
PA
USD
209475.00000000
0.147645113471
Long
DBT
CORP
US
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
JEFFERIES GRP LLC / CAP
N/A
Jefferies Group LLC / Jefferies Group Capital Finance Inc
47233JAG3
180000.00000000
PA
USD
209858.07000000
0.147915114252
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.85000000
N
N
N
N
N
N
PHOENIX GUARANTOR INC
N/A
Phoenix Guarantor Inc
71913BAE2
328345.86470000
PA
USD
323666.94000000
0.228131481481
Long
LON
CORP
US
N
2
2026-03-05
Floating
3.40340000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2019-4
36258HAE5
495000.00000000
PA
USD
514921.23000000
0.362934018056
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
3.06000000
N
N
N
N
N
N
Trinity Rail Leasing L.P.
N/A
Trinity Rail Leasing 2019-1 LLC
89657BAA2
332077.76000000
PA
USD
348778.78000000
0.245831161473
Long
ABS-O
CORP
US
N
2
2049-04-17
Fixed
3.82000000
N
N
N
N
N
N
HECLA MINING CO
5493009Y6HOBZD1QD537
Hecla Mining Co
422704AH9
430000.00000000
PA
USD
463196.00000000
0.326476314499
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
7.25000000
N
N
N
N
N
N
DIAMOND BC BV
549300SWLHWJF3D4N658
Diamond BC BV
000000000
521515.11690000
PA
USD
509890.54000000
0.359388216429
Long
LON
CORP
NL
N
2
2024-09-06
Floating
3.22760000
N
N
N
N
N
N
IHEARTMEDIA INC
N/A
IHEARTMEDIA INC WARRANT
000000000
2723.44231000
NC
USD
25872.70000000
0.018235960030
N/A
DE
CORP
US
N
3
IHEARTMEDIA INC
N/A
Call
Purchased
iHeartMedia Inc
iHeartMedia Inc
1.00000000
0.00000000
USD
2049-12-31
XXXX
-21429.68000000
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
71568PAC3
950000.00000000
PA
USD
1050700.00000000
0.740569140588
Long
DBT
CORP
ID
N
2
2027-05-15
Fixed
4.12500000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-1
89173FAC4
265000.00000000
PA
USD
288490.10000000
0.203337646735
Long
ABS-MBS
CORP
US
N
2
2056-10-25
Variable
3.75000000
N
N
N
N
N
N
CITRIX SYSTEMS INC
HCTKJGUQOPZ5NBK7NP58
Citrix Systems Inc
177376AF7
730000.00000000
PA
USD
783640.75000000
0.552336686740
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
3.30000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BB9
435000.00000000
PA
USD
543206.25000000
0.382870263372
Long
DBT
NUSS
PA
N
2
2053-04-29
Fixed
4.30000000
N
N
N
N
N
N
CP ATLAS BUYER INC
N/A
CP Atlas Buyer Inc
12597YAA7
205000.00000000
PA
USD
212175.00000000
0.149548165417
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
7.00000000
N
N
N
N
N
N
GATEWAY CASINOS & ENTERTAIN
549300JSKBQMMD1B3U44
Gateway Casinos & Entertainment Ltd
000000000
148676.51000000
PA
USD
138501.09000000
0.097620284754
Long
LON
CORP
CA
N
2
2025-03-13
Floating
3.25040000
N
N
N
N
N
N
TELESAT CANADA/TELESAT L
N/A
Telesat Canada / Telesat LLC
87952VAM8
535000.00000000
PA
USD
551050.00000000
0.388398805483
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
6.50000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBD8
277913.00000000
PA
USD
295282.56000000
0.208125203854
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
8.37500000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BP5
280000.00000000
PA
USD
286986.00000000
0.202277505835
Long
DBT
CORP
CA
N
2
2021-12-01
Fixed
8.75000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2012-C1
90269GAN1
415000.00000000
PA
USD
311460.65000000
0.219528072616
Long
ABS-MBS
CORP
US
N
2
2045-05-10
Variable
5.75451800
N
N
N
N
N
N
DORIC NIMROD AIR 2012-1A
N/A
Doric Nimrod Air Finance Alpha Ltd 2012-1 Class A Pass Through Trust
258258AA0
346642.21250000
PA
USD
314628.46000000
0.221760852980
Long
DBT
CORP
GG
N
2
2022-11-30
Fixed
5.12500000
N
N
N
N
N
N
BCC Funding CORP
N/A
BCC Funding XVII LLC
05493CAE6
500000.00000000
PA
USD
500017.85000000
0.352429608312
Long
ABS-O
CORP
US
N
2
2025-09-22
Fixed
4.89000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KAP1
660000.00000000
PA
USD
747906.30000000
0.527149829477
Long
DBT
CORP
US
N
2
2027-07-13
Fixed
4.40000000
N
N
N
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR Properties
26884UAC3
260000.00000000
PA
USD
261973.60000000
0.184647914541
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.75000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAN3
255000.00000000
PA
USD
367208.94000000
0.258821365863
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
8.10000000
N
N
N
N
N
N
BANCO SANTANDER CHILE
3YJP8HORPAEXJ80D6368
Banco Santander Chile
05967BAB1
900000.00000000
PA
USD
949950.00000000
0.669557109643
Long
DBT
CORP
CL
N
2
2022-09-20
Fixed
3.87500000
N
N
N
N
N
N
COOPER-STANDARD AUTOMOTI
ITCH5B3Q4RTX2PH9UN62
Cooper-Standard Automotive Inc
216762AG9
275000.00000000
PA
USD
311423.75000000
0.219502064239
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
13.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SN9
4285000.00000000
PA
USD
3945547.66000000
2.780956352639
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
MYT Holding LLC
N/A
MYT Holding LLC
55406N103
29850.00000000
NS
USD
22387.50000000
0.015779472385
Long
EC
CORP
US
N
3
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAF6
465000.00000000
PA
USD
525357.00000000
0.370289504132
Long
DBT
CORP
US
N
2
N/A
Fixed
5.10000000
N
N
N
N
N
N
UFC HOLDINGS LLC
549300JEOTH7UMZ3C491
UFC Holdings LLC
90266UAF0
289999.75840000
PA
USD
286937.36000000
0.202243222706
Long
LON
CORP
US
N
2
2026-04-29
Floating
4.25000000
N
N
N
N
N
N
Business Jet Securities, LLC
N/A
Business Jet Securities 2020-1 LLC
12327FAA5
339567.52000000
PA
USD
343757.17000000
0.242291759739
Long
ABS-O
CORP
US
N
2
2035-11-15
Fixed
2.98100000
N
N
N
N
N
N
US FARATHANE LLC
549300HLVY1RVM0MPI20
US Farathane LLC
90350DAE8
414745.86650000
PA
USD
377003.99000000
0.265725250664
Long
LON
CORP
US
N
2
2021-12-23
Floating
4.50000000
N
N
N
N
N
N
UKREXIMBANK(BIZ FIN PLC)
254900R5STMV7BZYC307
Ukreximbank Via Biz Finance PLC
000000000
217500.00000000
PA
USD
225873.75000000
0.159203510915
Long
DBT
NUSS
GB
N
2
2022-04-27
Fixed
9.62500000
N
N
N
N
N
N
AMENTUM GOVERNMENT SERVI
5493008CT6B5L54YSE94
Amentum Government Services Holdings LLC
57776DAD5
230000.00000000
PA
USD
227700.00000000
0.160490714106
Long
LON
CORP
US
N
2
2027-01-31
Floating
5.50000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AS0
320000.00000000
PA
USD
318534.40000000
0.224513892505
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.37500000
N
N
N
N
N
N
PARFUMS HOLDING CO INC
549300S46D4GK45PA591
Parfums Holding Co Inc
000000000
302973.68400000
PA
USD
296535.49000000
0.209008311585
Long
LON
CORP
US
N
2
2024-06-30
Floating
4.47540000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2019-SST2
17327XAA5
585000.00000000
PA
USD
584824.38000000
0.412204138661
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
1.06088000
N
N
N
N
N
N
TRANSNET SOC LTD
378900B07CD6F01EA796
Transnet SOC Ltd
89378TAC7
1000000.00000000
PA
USD
999998.00000000
0.704832644380
Long
DBT
CORP
ZA
N
2
2022-07-26
Fixed
4.00000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-INV1
92537FAA3
294887.48000000
PA
USD
303512.05000000
0.213925628654
Long
ABS-MBS
CORP
US
N
2
2059-12-25
Variable
3.40200000
N
N
N
N
N
N
ARD FINANCE SA
6354006P6QPGGPVJW880
ARD Finance SA
00191AAD8
515000.00000000
PA
USD
542681.25000000
0.382500225493
Long
DBT
CORP
LU
N
2
2027-06-30
Fixed
6.50000000
N
N
N
N
N
N
DIAMOND BC BV
549300SWLHWJF3D4N658
Diamond BC BV
000000000
105000.00000000
PA
USD
103818.75000000
0.073174990448
Long
LON
CORP
NL
N
2
2024-09-06
Floating
6.00000000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267AK4
985000.00000000
PA
USD
1034250.00000000
0.728974620399
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
67054KAA7
200000.00000000
PA
USD
210000.00000000
0.148015151350
Long
DBT
CORP
FR
N
2
2026-05-01
Fixed
7.37500000
N
N
N
N
N
N
GTL TRADE FIN / GERDAU
N/A
GTL Trade Finance Inc / Gerdau Holdings Inc
36249SAA1
386000.00000000
PA
USD
434732.50000000
0.306414270401
Long
DBT
CORP
VG
N
2
2024-04-29
Fixed
5.89300000
N
N
N
N
N
N
MILK SPECIALTIES CO
5493000QDYDYJEI8F305
Milk Specialties Co
00214VAD5
208103.09900000
PA
USD
205068.96000000
0.144539586436
Long
LON
CORP
US
N
2
2023-08-16
Floating
5.00000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
157815.00000000
PA
USD
99502.36000000
0.070132651786
Long
DBT
NUSS
EC
N
2
2030-07-31
Variable
0.50000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAT6
865000.00000000
PA
USD
950418.75000000
0.669887500606
Long
DBT
NUSS
SA
N
2
2030-10-22
Fixed
3.25000000
N
N
N
N
N
N
FERL PRT LP/FERL PRT FIN
N/A
Ferrellgas Partners LP / Ferrellgas Partners Finance Corp
315295AG0
125000.00000000
PA
USD
15000.00000000
0.010572510810
Long
DBT
CORP
US
N
2
2020-12-31
Fixed
8.62500000
Y
Y
N
N
N
N
HILLENBRAND INC
U246OE781574J2BUD366
Hillenbrand Inc
431571AB4
435000.00000000
PA
USD
475237.50000000
0.334963573760
Long
DBT
CORP
US
N
2
2026-09-15
Variable
5.00000000
N
N
N
N
N
N
RADIATE HOLDCO LLC
5493000GQJ5RDX9DNJ71
Radiate Holdco LLC
75025KAF5
54520.28000000
PA
USD
54282.03000000
0.038259823266
Long
LON
CORP
US
N
2
2026-09-25
Floating
4.25000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780BX3
525000.00000000
PA
USD
611110.50000000
0.430731491186
Long
DBT
NUSS
ID
N
2
2027-01-08
Fixed
4.35000000
N
N
N
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAJ9
215000.00000000
PA
USD
207475.00000000
0.146235445363
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.95000000
N
N
N
N
N
N
SYNGENTA FINANCE NV
54930042S3BYCEGOCN86
Syngenta Finance NV
87164KAH7
355000.00000000
PA
USD
374542.19000000
0.263990090189
Long
DBT
CORP
NL
N
2
2023-04-24
Fixed
4.44100000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBD4
552000.00000000
PA
USD
660798.11000000
0.465753010778
Long
DBT
CORP
US
N
2
2029-02-14
Fixed
4.80000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAH4
500000.00000000
PA
USD
535274.70000000
0.377279836830
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
5.50000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
778575.50000000
PA
USD
424323.65000000
0.299077758458
Long
DBT
NUSS
EC
N
2
2035-07-31
Variable
0.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CP8
92000.00000000
PA
USD
90647.60000000
0.063891515397
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
2.70000000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
48667QAP0
640000.00000000
PA
USD
844057.60000000
0.594920540058
Long
DBT
CORP
KZ
N
2
2047-04-19
Fixed
5.75000000
N
N
N
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690EAA6
190000.00000000
PA
USD
190547.20000000
0.134304155463
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
7.87500000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AL3
137000.00000000
PA
USD
157276.00000000
0.110853480684
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.30000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCL4
450000.00000000
PA
USD
376155.00000000
0.265126853600
Long
DBT
CORP
MX
N
2
2048-02-12
Fixed
6.35000000
N
N
N
N
N
N
CALLON PETROLEUM CO
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123XAT9
218149.00000000
PA
USD
93804.07000000
0.066116302944
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
6.12500000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BT3
480000.00000000
PA
USD
501571.20000000
0.353524462290
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
IND & COMM BK CHINA/NY
5493002ERZU2K9PZDL40
Industrial & Commercial Bank of China Ltd/New York NY
45580KAK4
925000.00000000
PA
USD
1020830.00000000
0.719515747394
Long
DBT
CORP
CN
N
2
2027-11-08
Fixed
3.53800000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
185899AG6
315000.00000000
PA
USD
339806.25000000
0.239507016778
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.75000000
N
N
N
N
N
N
ANGI GROUP LLC
N/A
ANGI Group LLC
001846AA2
290000.00000000
PA
USD
286737.50000000
0.202102354572
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
3.87500000
N
N
N
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
State of Illinois
452152DU2
700000.00000000
PA
USD
781613.00000000
0.550907459487
Long
DBT
MUN
US
N
2
2035-03-01
Fixed
6.90000000
N
N
N
N
N
N
LHFC Depositor, LLC
549300VCHJCK9EK5QK41
LHOME Mortgage Trust 2019-RTL1
501890AA5
620000.00000000
PA
USD
628187.16000000
0.442767702684
Long
ABS-MBS
CORP
US
N
2
2023-10-25
Variable
4.58000000
N
N
N
N
N
N
BX Trust 2019-OC11
N/A
BX Trust 2019-OC11
05606FAL7
515000.00000000
PA
USD
503078.11000000
0.354586583774
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Variable
4.07545700
N
N
N
N
N
N
BRIGHTSPHERE INVESTMENT
5493004FTLQNQTBOP608
Brightsphere Investment Group Inc
10948WAA1
580000.00000000
PA
USD
623205.63000000
0.439256550698
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
4.80000000
N
N
N
N
N
N
BROOKFIELD WEC HOLDINGS
5493002M6GRSU1IWMG57
Brookfield WEC Holdings Inc
11284EAL7
402824.99980000
PA
USD
398607.42000000
0.280952083812
Long
LON
CORP
US
N
2
2025-08-01
Floating
3.75000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JX62
200000.00000000
PA
USD
222190.00000000
0.156607078469
Long
DBT
NUSS
EG
N
2
2050-05-29
Fixed
8.87500000
N
N
N
N
N
N
ZEP INC
NU75S1Y8UH3706J5CS61
ZEP INC
000000000
330000.00000000
PA
USD
309685.20000000
0.218276674994
Long
LON
CORP
US
N
2
2024-08-11
Floating
5.00000000
N
N
N
N
N
N
APPLIED SYSTEMS INC
549300NSKGF0SY5SWQ62
Applied Systems Inc
03827FAZ4
222000.00000000
PA
USD
222417.36000000
0.156767329539
Long
LON
CORP
US
N
2
2025-09-19
Floating
8.00000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CB4
935000.00000000
PA
USD
777572.18000000
0.548059351944
Long
DBT
NUSS
TR
N
2
2043-04-16
Fixed
4.87500000
N
N
N
N
N
N
AFFINITY GAMING LLC
N/A
Affinity Gaming
00829UAB8
390000.00000000
PA
USD
364926.90000000
0.257212906358
Long
LON
CORP
US
N
2
2023-07-01
Floating
4.25000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AB6
220000.00000000
PA
USD
196625.00000000
0.138587995877
Long
DBT
NUSS
AO
N
2
2028-05-09
Fixed
8.25000000
N
N
N
N
N
N
MDGH - GMTN BV
213800L53ZH5KG593W13
MDGH - GMTN BV
55276VAG7
750000.00000000
PA
USD
897937.50000000
0.632896928407
Long
DBT
CORP
NL
N
2
2028-11-07
Fixed
4.50000000
N
N
N
N
N
N
SURGERY CENTER HOLDINGS INC
54930054EVI5HWPPW113
Surgery Center Holdings Inc
86880NAW3
39800.00000000
PA
USD
40523.17000000
0.028562110194
Long
LON
CORP
US
N
2
2024-08-31
Floating
9.00000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2019-RP1
17327RAA8
454570.77000000
PA
USD
485980.88000000
0.342535873840
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
3.50000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW71
845000.00000000
PA
USD
940941.30000000
0.663207471100
Long
DBT
NUSS
EG
N
2
2029-03-01
Fixed
7.60030000
N
N
N
N
N
N
ISTAR FINANCIAL INC
QFFLKWYYS3UPWD86E794
iStar Inc
46521HAB1
464638.53910000
PA
USD
458830.56000000
0.323399403726
Long
LON
CORP
US
N
2
2023-06-28
Floating
2.97040000
N
N
N
N
N
N
FHF Trust 2020-1
N/A
FHF Trust 2020-1
30260YAA5
734835.91000000
PA
USD
739848.45000000
0.521470382395
Long
ABS-O
CORP
US
N
2
2023-12-15
Fixed
2.59000000
N
N
N
N
N
N
Oasis Securitisation
N/A
OASIS 2020-2 LLC
67421AAA5
350741.01000000
PA
USD
351512.46000000
0.247757952230
Long
ABS-O
CORP
US
N
2
2032-05-15
Fixed
4.26240000
N
N
N
N
N
N
CENTURYLINK INC
8M3THTGWLTYZVE6BBY25
CenturyLink Inc
15669GAH7
109125.25060000
PA
USD
106590.27000000
0.075128452126
Long
LON
CORP
US
N
2
2027-03-15
Floating
2.40340000
N
N
N
N
N
N
NAVISTAR INC
4EW4JDYTYMZ6D6T42H76
Navistar Inc
63937YAE1
476525.00000000
PA
USD
473427.59000000
0.333687887558
Long
LON
CORP
US
N
2
2024-11-06
Floating
3.70590000
N
N
N
N
N
N
ONE CALL CORP
549300WUCCV86ZQHG041
One Call Corp
68347RAF6
514659.62290000
PA
USD
490218.44000000
0.345522650434
Long
LON
CORP
US
N
2
2022-11-27
Floating
6.25000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
455000.00000000
PA
USD
431112.50000000
0.303862771126
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
3.15000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2014-5
46643KBS9
163303.55000000
PA
USD
167545.05000000
0.118091456827
Long
ABS-MBS
CORP
US
N
2
2029-10-25
Variable
2.95230500
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
374422AG8
200000.00000000
PA
USD
204000.00000000
0.143786147025
Long
DBT
NUSS
GH
N
2
2029-05-16
Fixed
7.62500000
N
N
N
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370RAA5
815000.00000000
PA
USD
1114870.39000000
0.785798616722
Long
DBT
CORP
ID
N
2
2044-05-30
Fixed
6.45000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDV7
375000.00000000
PA
USD
413550.00000000
0.291484123051
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
Viant Medical Holdings Inc
549300E68YOWU15QSF58
Viant Medical Holdings Inc
58506PAF8
333781.72590000
PA
USD
310139.97000000
0.218597212377
Long
LON
CORP
US
N
2
2025-07-02
Floating
3.98350000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAJ0
480000.00000000
PA
USD
508800.00000000
0.358619566699
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.25000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CK4
1830000.00000000
PA
USD
1786537.50000000
1.259212468834
Long
DBT
NUSS
TR
N
2
2026-10-09
Fixed
4.87500000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2019-INV1 Trust
67098AAC3
278282.63000000
PA
USD
290045.36000000
0.204433846946
Long
ABS-MBS
CORP
US
N
2
2048-11-25
Variable
4.50000000
N
N
N
N
N
N
COOPER-STANDARD AUTOMOTIVE
ITCH5B3Q4RTX2PH9UN62
Cooper-Standard Automotive Inc
21676TAC9
354907.58630000
PA
USD
326603.71000000
0.230201416986
Long
LON
CORP
US
N
2
2023-11-02
Floating
2.75000000
N
N
N
N
N
N
FAIRFAX FINL HLDGS LTD
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd
303901BB7
550000.00000000
PA
USD
610334.05000000
0.430184222785
Long
DBT
CORP
CA
N
2
2028-04-17
Fixed
4.85000000
N
N
N
N
N
N
PHOENIX GUARANTOR INC
N/A
Phoenix Guarantor Inc
71913BAF9
140000.00000000
PA
USD
138906.60000000
0.097906102012
Long
LON
CORP
US
N
2
2026-03-05
Floating
4.25000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Corp
16163YAC8
137449.32000000
PA
USD
139268.06000000
0.098160871329
Long
ABS-MBS
CORP
US
N
2
2045-04-25
Variable
3.75000000
N
N
N
N
N
N
EQUATE PETROCHEMICAL BV
635400Y3Z5R4NJSMQ630
Equate Petrochemical BV
29441WAC9
790000.00000000
PA
USD
861558.20000000
0.607255558904
Long
DBT
CORP
NL
N
2
2026-11-03
Fixed
4.25000000
N
N
N
N
N
N
SURGERY CENTER HOLDINGS
54930054EVI5HWPPW113
Surgery Center Holdings Inc
86881WAD4
230000.00000000
PA
USD
251850.00000000
0.177512456512
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
10.00000000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
443201AA6
190000.00000000
PA
USD
221293.00000000
0.155974842322
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
CHG HEALTHCARE SERVICES INC
54930016Y1HPAVB9PZ54
CHG Healthcare Services Inc
12541HAR4
426685.22430000
PA
USD
421244.99000000
0.296907814049
Long
LON
CORP
US
N
2
2023-06-07
Floating
4.00000000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Kenya Government International Bond
491798AK0
510000.00000000
PA
USD
582027.30000000
0.410232661425
Long
DBT
NUSS
KE
N
2
2032-05-22
Fixed
8.00000000
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Boxer Parent Co Inc
05988HAB3
288758.91180000
PA
USD
285204.29000000
0.201021695952
Long
LON
CORP
US
N
2
2025-10-02
Floating
4.48350000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta LLC
12530MAA3
368906.95000000
PA
USD
373414.77000000
0.263195446180
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
1.69000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CQ6
315000.00000000
PA
USD
318653.46000000
0.224597810048
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.75000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HT0
2470000.00000000
PA
USD
870675.00000000
0.613681390008
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
0.12500000
N
N
N
N
N
N
DRAWBRIDGE SPEC OPPOR FU
N/A
Drawbridge Special Opportunities Fund LP / Drawbridge Special Opportunities Fin
26150TAA7
925000.00000000
PA
USD
937719.12000000
0.660936368908
Long
DBT
CORP
US
N
2
2021-08-01
Fixed
5.00000000
N
N
N
N
N
N
GRUPO TELEVISA SAB
549300O4AF0C816ILN62
Grupo Televisa SAB
40049JBB2
525000.00000000
PA
USD
598185.00000000
0.421621158621
Long
DBT
CORP
MX
N
2
2026-01-30
Fixed
4.62500000
N
N
N
N
N
N
NMI HOLDINGS
529900KNNGFXJX1C3Z08
NMI Holdings Inc
629209AA5
155000.00000000
PA
USD
171602.05000000
0.120950968584
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
7.37500000
N
N
N
N
N
N
Mariner Finance Issuance Trust
N/A
Mariner Finance Issuance Trust 2018-A
56846PAA2
220351.43000000
PA
USD
222360.62000000
0.156727337255
Long
ABS-O
CORP
US
N
2
2030-11-20
Fixed
4.20000000
N
N
N
N
N
N
HERCULES OFFSHORE INC ESCR
N/A
HERCULES OFFSHORE INC ESCROW
000000000
10017.00000000
NS
USD
7512.75000000
0.005295242039
Long
EC
CORP
US
N
3
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2018-2
96042FAF1
381000.00000000
PA
USD
389124.52000000
0.274268212961
Long
ABS-O
CORP
US
N
2
2024-01-16
Fixed
4.00000000
N
N
N
N
N
N
Regional Management Issuance T
54930056HUXF46SHBY72
Regional Management Issuance Trust 2018-2
75907RAA4
525000.00000000
PA
USD
529597.90000000
0.373278634872
Long
ABS-O
CORP
US
N
2
2028-01-18
Fixed
4.56000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724BM3
805000.00000000
PA
USD
861873.25000000
0.607477616873
Long
DBT
NUSS
UA
N
2
2032-09-25
Fixed
7.37500000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2015-2
89171YAD3
615000.00000000
PA
USD
636198.56000000
0.448414410224
Long
ABS-MBS
CORP
US
N
2
2060-11-25
Variable
3.25000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2018-2
92535TAD9
520000.00000000
PA
USD
541858.67000000
0.381920443097
Long
ABS-MBS
CORP
US
N
2
2058-06-01
Variable
4.42600000
N
N
N
N
N
N
KAISER ALUMINUM CORP
N/A
Kaiser Aluminum Corp
483007AK6
50000.00000000
PA
USD
53500.00000000
0.037708621891
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.50000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAH7
270000.00000000
PA
USD
285878.70000000
0.201497043087
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.00000000
N
N
N
N
N
N
iShares JP Morgan USD Emerging Markets Bond ETF
54930070R8WH6MNUJG74
iShares JP Morgan USD Emerging Markets Bond ETF
464288281
17520.00000000
NS
USD
2001660.00000000
1.410838132626
Long
EC
RF
US
N
1
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAG5
1430000.00000000
PA
USD
1619489.30000000
1.141471208807
Long
DBT
NUSS
MX
N
2
2050-01-31
Fixed
4.50000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Corp
16164AAC9
293637.76000000
PA
USD
303593.96000000
0.213983361611
Long
ABS-MBS
CORP
US
N
2
2045-12-25
Variable
3.75000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAM2
310000.00000000
PA
USD
310049.60000000
0.218533516524
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.65900000
N
N
N
N
N
N
ORTHO-CLINICAL INC/SA
N/A
Ortho-Clinical Diagnostics Inc / Ortho-Clinical Diagnostics SA
68752DAA6
115000.00000000
PA
USD
122476.73000000
0.086325770132
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.25000000
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAN1
380000.00000000
PA
USD
403047.00000000
0.284081250982
Long
DBT
CORP
US
N
2
2028-08-09
Fixed
4.68200000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAA1
450000.00000000
PA
USD
483615.00000000
0.340868321048
Long
DBT
NUSS
NG
N
2
2032-02-16
Fixed
7.87500000
N
N
N
N
N
N
Homeward Opportunities Fund I
N/A
Homeward Opportunities Fund I Trust 2018-2
43789CAA8
107312.34000000
PA
USD
110034.49000000
0.077556055671
Long
ABS-MBS
CORP
US
N
2
2058-11-25
Variable
3.98500000
N
N
N
N
N
N
BAIDU INC
254900AL64IANZYI1E02
Baidu Inc
056752AR9
445000.00000000
PA
USD
495151.50000000
0.348999639113
Long
DBT
CORP
KY
N
2
2030-04-07
Fixed
3.42500000
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL IN
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922NAG8
357000.00000000
PA
USD
438074.72000000
0.308769980873
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
5.62500000
N
N
N
N
N
N
CHOBANI LLC
549300ISVDMZ91KNTR38
Chobani LLC
17026YAH2
155000.00000000
PA
USD
153708.85000000
0.108339231888
Long
LON
CORP
US
N
2
2027-10-23
Floating
4.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CX1
160000.00000000
PA
USD
217353.65000000
0.153198254291
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
5.93000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BC5
75000.00000000
PA
USD
85406.25000000
0.060197233428
Long
DBT
CORP
PA
N
2
2023-04-01
Fixed
11.50000000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2014-SFR2 Trust
02665UAC9
770000.00000000
PA
USD
838962.82000000
0.591329565616
Long
ABS-O
CORP
US
N
2
2036-10-17
Fixed
4.70500000
N
N
N
N
N
N
AUST & NZ BANKING GROUP
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
052528AK2
755000.00000000
PA
USD
867805.06000000
0.611658558563
Long
DBT
CORP
AU
N
2
2026-05-19
Fixed
4.40000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
038461AM1
715000.00000000
PA
USD
773093.75000000
0.544902801972
Long
DBT
NUSS
EG
N
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
DP WORLD PLC
549300M3U2DNF4QVSS04
DP World PLC
23330JAA9
880000.00000000
PA
USD
1162700.00000000
0.819510554642
Long
DBT
CORP
AE
N
2
2037-07-02
Fixed
6.85000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBD0
580000.00000000
PA
USD
704700.00000000
0.496696557888
Long
DBT
CORP
NL
N
2
2049-03-19
Fixed
6.90000000
N
N
N
N
N
N
AFREN PLC
213800B4XZJ3ZDM7CL47
Afren PLC
00830FAC6
635269.23000000
PA
USD
317.63000000
0.000223876440
Long
DBT
CORP
GB
N
2
2019-04-08
Fixed
10.25000000
Y
Y
N
N
N
N
CLARIOS GLOBAL LP
549300474L1ZLXZY2P98
Clarios Global LP
000000000
193964.47980000
PA
USD
191677.64000000
0.135100928071
Long
LON
CORP
CA
N
2
2026-04-30
Floating
3.71570000
N
N
N
N
N
N
Upstart Securitization Trust
5493001JGB0VWKP2NJ75
Upstart Securitization Trust 2019-1
91679KAB0
218151.75000000
PA
USD
219363.34000000
0.154614752241
Long
ABS-O
CORP
US
N
2
2026-04-20
Fixed
4.19000000
N
N
N
N
N
N
United Auto Credit Securitizat
N/A
United Auto Credit Securitization Trust 2019-1
90945QAE1
520000.00000000
PA
USD
530854.58000000
0.374164385731
Long
ABS-O
CORP
US
N
2
2024-08-12
Fixed
4.29000000
N
N
N
N
N
N
DOWNSTREAM DEVELOPMENT
549300NM30NX0VZ5ZB32
Downstream Development Authority of the Quapaw Tribe of Oklahoma
26112TAJ5
140000.00000000
PA
USD
134400.00000000
0.094729696864
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
10.50000000
N
N
N
N
N
N
LESLIE'S POOLMART
549300MZRH1GJYUMRM83
Leslie's Poolmart Inc
52706YAH6
273835.69220000
PA
USD
269971.87000000
0.190285367611
Long
LON
CORP
US
N
2
2023-08-16
Floating
3.72540000
N
N
N
N
N
N
LifePoint Health Inc
549300G8ZVHRTBBBSZ90
LifePoint Health Inc
75915TAD4
469795.77470000
PA
USD
462457.56000000
0.325955836840
Long
LON
CORP
US
N
2
2025-11-16
Floating
3.90010000
N
N
N
N
N
N
TALEN ENERGY SUPPLY LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply LLC
87422VAF5
115000.00000000
PA
USD
120750.00000000
0.085108712026
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.25000000
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Funding VIII LLC
68376HAA3
605000.00000000
PA
USD
605213.38000000
0.426575000189
Long
ABS-O
CORP
US
N
2
2024-03-08
Fixed
3.61000000
N
N
N
N
N
N
INVERSIONES CMPC SA
549300G475ACIABB4385
Inversiones CMPC SA
46128MAN1
1035000.00000000
PA
USD
1142132.85000000
0.805014126927
Long
DBT
CORP
CL
N
2
2030-01-13
Fixed
3.85000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAC7
275000.00000000
PA
USD
288406.25000000
0.203278546400
Long
DBT
NUSS
NG
N
2
2027-11-28
Fixed
6.50000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
9038000.00000000
PA
460874.16000000
0.324839802599
Long
DBT
NUSS
MX
N
2
2022-06-09
Fixed
6.50000000
N
N
N
N
N
N
UNITI GRP/UNITI HLD/CSL
N/A
Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC
91327AAA0
180000.00000000
PA
USD
191309.40000000
0.134841379979
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
7.87500000
N
N
N
N
N
N
Pretium Mortgage Credit Partne
N/A
Pretium Mortgage Credit Partners I 2020-NPL3 LLC
741392AA2
570000.00000000
PA
USD
570116.74000000
0.401837693135
Long
ABS-O
CORP
US
N
2
2060-06-27
Variable
3.10480000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
69867DAC2
260000.00000000
PA
USD
279825.00000000
0.197230189174
Long
DBT
CORP
N/A
N
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SH2
200000.00000000
PA
USD
261625.00000000
0.184402209390
Long
DBT
UST
US
N
2
2049-05-15
Fixed
2.87500000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAD3
200000.00000000
PA
USD
208750.00000000
0.147134108782
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
5.62500000
N
N
N
N
N
N
ADVANZ PHARMA CORP LTD
549300WZSXRSISJ4VI31
Advanz Pharma Corp Ltd
20653PAB8
103000.00000000
PA
USD
101970.00000000
0.071871928491
Long
DBT
CORP
JE
N
2
2024-09-06
Fixed
8.00000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
549300PQFD4GEYYTOY78
Carvana Auto Receivables Trust 2019-1
146868AG9
510000.00000000
PA
USD
535505.51000000
0.377442519578
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
5.64000000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM 2020-3 LLC
693585AA9
345802.21000000
PA
USD
346057.62000000
0.243913195239
Long
ABS-MBS
CORP
US
N
2
2025-09-25
Variable
2.85700000
N
N
N
N
N
N
PERTAMINA PERSERO PT
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370PAA9
820000.00000000
PA
USD
1121710.09000000
0.790619470201
Long
DBT
CORP
ID
N
2
2044-05-30
Fixed
6.45000000
N
N
N
N
N
N
CITGO PETROLEUM CORP
YX52P86PXMLYDOTUQ225
CITGO Petroleum Corp
17302XAK2
95000.00000000
PA
USD
92625.00000000
0.065285254256
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.00000000
N
N
N
N
N
N
SYNOVUS FINANCIAL CORP
549300EIUS8UN5JTLE54
Synovus Financial Corp
87161CAM7
350000.00000000
PA
USD
375346.61000000
0.264557072799
Long
DBT
CORP
US
N
2
2029-02-07
Fixed
5.90000000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2019-2
31573TAC2
152398.76000000
PA
USD
155637.74000000
0.109698779247
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
3.04600000
N
N
N
N
N
N
ORTHO-CLINICAL INC/SA
N/A
Ortho-Clinical Diagnostics Inc / Ortho-Clinical Diagnostics SA
68752DAC2
185000.00000000
PA
USD
197950.00000000
0.139521900998
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
7.37500000
N
N
N
N
N
N
ULTIMATE SOFTWARE GROUP INC
529900FKHWSTQ1GXK240
Ultimate Software Group Inc/The
90385KAF8
10000.00000000
PA
USD
10162.50000000
0.007162876074
Long
LON
CORP
US
N
2
2027-05-03
Floating
7.50000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
549300ZCZ76HYCS0H445
Frontier Communications Corp
35906EAL4
85000.00000000
PA
USD
84893.75000000
0.059836005975
Long
LON
CORP
US
N
2
2027-10-08
Floating
5.75000000
N
N
N
N
N
N
NORTHRIVER MIDSTREAM FIN
549300SOLNLY3BL6GF18
Northriver Midstream Finance LP
66679NAA8
275000.00000000
PA
USD
279125.00000000
0.196736805336
Long
DBT
CORP
CA
N
2
2026-02-15
Fixed
5.62500000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCW8
200000.00000000
PA
USD
206544.00000000
0.145579244859
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
7.00000000
N
N
N
N
N
N
CITADEL LP
549300IPM6EKPVUPFL67
Citadel LP
17288XAB0
415000.00000000
PA
USD
451785.81000000
0.318434024023
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.87500000
N
N
N
N
N
N
JSL EUROPE
54930068BSUST41D5C30
JSL Europe SA
46590PAB9
675000.00000000
PA
USD
716985.00000000
0.505355444242
Long
DBT
CORP
LU
N
2
2024-07-26
Fixed
7.75000000
N
N
N
N
N
N
ULTIMATE SOFTWARE GROUP INC
529900FKHWSTQ1GXK240
Ultimate Software Group Inc/The
90385KAD3
390000.00000000
PA
USD
390444.60000000
0.275198650299
Long
LON
CORP
US
N
2
2026-05-03
Floating
4.75000000
N
N
N
N
N
N
Metlife Securitization Trust
N/A
METLIFE SECURITIZATION TRUST 2019-1
59166EAB1
359644.71000000
PA
USD
385184.70000000
0.271491293658
Long
ABS-MBS
CORP
US
N
2
2058-04-25
Variable
3.75000000
N
N
N
N
N
N
H-FOOD HOLDINGS LLC
549300JY2LK0EQ95YT44
H-Food Holdings LLC
40422KAB7
216779.78550000
PA
USD
211902.24000000
0.149355914881
Long
LON
CORP
US
N
2
2025-05-31
Floating
3.91510000
N
N
N
N
N
N
GATEWAY CASINOS & ENTERT
549300AK9XBIDV7T6V58
Gateway Casinos & Entertainment Ltd
36760BAE9
495000.00000000
PA
USD
448078.95000000
0.315821302862
Long
DBT
CORP
CA
N
2
2024-03-01
Fixed
8.25000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2018-3
92537BAA2
190812.89000000
PA
USD
195813.41000000
0.138015959607
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Variable
4.10800000
N
N
N
N
N
N
DUN & BRADSTREET CORP
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corp/The
26483NAN0
272650.00000000
PA
USD
270733.27000000
0.190822028259
Long
LON
CORP
US
N
2
2026-02-08
Floating
3.89010000
N
N
N
N
N
N
OSHKOSH CORP
549300FEKNPCFSA2B506
Oshkosh Corp
688239AF9
497000.00000000
PA
USD
582977.92000000
0.410902690774
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.60000000
N
N
N
N
N
N
BANCO INTERNAC DEL PERU
5493001TRCGXJLRLHN14
Banco Internacional del Peru SAA Interbank
05968DAA8
1085000.00000000
PA
USD
1193717.00000000
0.841372392496
Long
DBT
CORP
PE
N
2
2029-03-19
Fixed
6.62500000
N
N
N
N
N
N
2021-01-26
Virtus Global Multi-Sector Income Fund
Amy Hackett
Amy Hackett
Vice President and Asst Treasurer