0001752724-24-162682.txt : 20240724 0001752724-24-162682.hdr.sgml : 20240724 20240724140848 ACCESSION NUMBER: 0001752724-24-162682 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20240531 FILED AS OF DATE: 20240724 DATE AS OF CHANGE: 20240724 PERIOD START: 20241130 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Virtus Total Return Fund Inc. CENTRAL INDEX KEY: 0000836412 ORGANIZATION NAME: IRS NUMBER: 133474242 STATE OF INCORPORATION: MD FISCAL YEAR END: 1130 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-05620 FILM NUMBER: 241137544 BUSINESS ADDRESS: STREET 1: 101 MUNSON STREET CITY: GREENFIELD STATE: MA ZIP: 01301 BUSINESS PHONE: 800-272-2700 MAIL ADDRESS: STREET 1: 101 MUNSON STREET CITY: GREENFIELD STATE: MA ZIP: 01301 FORMER COMPANY: FORMER CONFORMED NAME: VIRTUS GLOBAL DIVIDEND & INCOME FUND INC. DATE OF NAME CHANGE: 20160929 FORMER COMPANY: FORMER CONFORMED NAME: VIRTUS GLOBAL DIVIDEND & INCOME FUND DATE OF NAME CHANGE: 20160929 FORMER COMPANY: FORMER CONFORMED NAME: ZWEIG TOTAL RETURN FUND INC DATE OF NAME CHANGE: 19920703 NPORT-P 1 primary_doc.xml NPORT-P false 0000836412 XXXXXXXX Virtus Total Return Fund Inc. 811-05620 0000836412 549300KKRHI4GF7RNQ81 101 Munson Street Greenfield 01301-9683 800-272-2700 Virtus Total Return Fund Inc. 549300KKRHI4GF7RNQ81 2024-11-30 2024-05-31 N 564029254.52 172628520.88 391400733.64 0.00000000 0.00000000 168300000.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 679369.16000000 0.00000000 0.00000000 2567295.05000000 USD N Dext ABS N/A 25216CAC4 405000.00000000 PA USD 406443.50000000 0.103843315831 Long ABS-O CORP US N 2 2034-05-15 Fixed 6.41000000 N N N N N N Auckland International Airport 549300HFZIZDJWB7AK60 000000000 1747104.00000000 NS 8384309.83000000 2.142129308758 Long EC CORP NZ N 2 N N N CVR ENERGY INC 529900SOYZIXZBTXB558 12662PAF5 340000.00000000 PA USD 341453.73000000 0.087238909039 Long DBT CORP US N 2 2029-01-15 Fixed 8.50000000 N N N N N N AMER SPORTS COMPANY 549300NRKH9WF70VFC95 02352NAA7 25000.00000000 PA USD 24910.00000000 0.006364321233 Long DBT CORP US N 2 2031-02-16 Fixed 6.75000000 N N N N N N SCIENTIFIC GAMES HOLDIN 549300W5GPFXXB6TQ330 80875CAB3 262336.68000000 PA USD 262932.18000000 0.067177232284 Long LON CORP US N 2 2029-04-04 Floating 8.55810000 N N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 922646BL7 225000.00000000 PA USD 41625.00000000 0.010634880423 Long DBT NUSS VE N 2 2034-01-13 Fixed 9.37500000 Y Y N N N N ALTICE FRANCE HOLDING SA 5299000JVHXKJPOE6H40 02156TAA2 200000.00000000 PA USD 62253.53000000 0.015905317657 Long DBT CORP LU N 2 2028-02-15 Fixed 6.00000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAR1 730000.00000000 PA USD 597231.25000000 0.152588178475 Long DBT NUSS MX N 2 2034-02-12 Fixed 3.50000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AS8 320000.00000000 PA USD 332320.00000000 0.084905308405 Long DBT CORP US N 2 2033-12-01 Fixed 6.75000000 N N N N N N CHARIOT BUYER LLC 25490092IFNOZBRVE539 15963CAD8 140000.00000000 PA USD 140499.80000000 0.035896662403 Long LON CORP US N 2 2028-11-03 Floating 9.07220000 N N N N N N TELESAT CANADA/TELESAT L N/A 87952VAM8 270000.00000000 PA USD 78762.97000000 0.020123357784 Long DBT CORP CA N 2 2027-10-15 Fixed 6.50000000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377REP5 396666.67000000 PA USD 393916.86000000 0.100642851722 Long ABS-O CORP US N 2 2025-09-22 Fixed 3.04000000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RBT4 124000.00000000 PA USD 123604.54000000 0.031580048113 Long DBT CORP US N 2 N/A Fixed 5.87500000 N N N N N N Pembina Pipeline Corp 5493002W3L9YICM6FU21 706327103 178733.00000000 NS 6639459.84000000 1.696333008437 Long EC CORP CA N 1 N N N ICAHN ENTERPRISES/FIN N/A 451102BZ9 40000.00000000 PA USD 36698.26000000 0.009376134699 Long DBT CORP US N 2 2027-05-15 Fixed 5.25000000 N N N N N N Koninklijke Vopak NV 724500UL634GFV1KYF10 000000000 149920.00000000 NS 6162929.30000000 1.574582970932 Long EC CORP NL N 2 N N N BROOKFIELD FINANCE INC 549300XH8D8K6OYWGD17 11271LAK8 221000.00000000 PA USD 231366.50000000 0.059112433910 Long DBT CORP CA N 2 2034-01-05 Fixed 6.35000000 N N N N N N PROOFPOINT INC 529900C5FODDK0WSR085 74345HAB7 141305.94000000 PA USD 141623.88000000 0.036183856551 Long LON CORP US N 2 2028-08-31 Floating 8.69370000 N N N N N N CONSENSUS CLOUD SOLUTION N/A 20848VAB1 115000.00000000 PA USD 105853.36000000 0.027044752577 Long DBT CORP US N 2 2028-10-15 Fixed 6.50000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HV5 1064000.00000000 PA USD 434644.00000000 0.111048335540 Long DBT NUSS AR N 2 2041-07-09 Variable 3.50000000 N N N N N N EDP - Energias de Portugal SA 529900CLC3WDMGI9VH80 000000000 1376227.00000000 NS 5599917.54000000 1.430737619707 Long EC CORP PT N 2 N N N MAUSER PACKAGING SOLUT 549300DNGHXL0OMHW304 57763TAE3 143550.00000000 PA USD 143928.97000000 0.036772790040 Long LON CORP US N 2 2027-04-16 Floating 8.82010000 N N N N N N GRIFOLS SA 959800HSSNXWRKBK4N60 39843UAA0 245000.00000000 PA USD 213156.88000000 0.054460010337 Long DBT CORP ES N 2 2028-10-15 Fixed 4.75000000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAL7 117000.00000000 PA USD 111130.57000000 0.028393040801 Long DBT CORP US N 2 2026-08-04 Fixed 3.70000000 N N N N N N UNIFRAX ESCROW ISS CORP 549300RRU6BWJLD0YT71 90473LAA0 565000.00000000 PA USD 283912.50000000 0.072537549268 Long DBT CORP US N 2 2028-09-30 Fixed 5.25000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AP3 220000.00000000 PA USD 224058.44000000 0.057245278494 Long DBT CORP GB N 2 2034-06-01 Fixed 6.47500000 N N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 610000.00000000 PA USD 97600.00000000 0.024936079984 Long DBT NUSS VE N 2 2024-10-13 Fixed 8.25000000 Y Y N N N N Grupo Aeroportuario del Centro 529900HUSBARAFSXJ605 000000000 185400.00000000 NS 1901588.90000000 0.485841935531 Long EC CORP MX N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EKT6 865760.69000000 PA USD 810810.93000000 0.207156211093 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4.50000000 N N N N N N NGL ENRGY OP/FIN CORP N/A 62922LAC2 55000.00000000 PA USD 55987.11000000 0.014304293576 Long DBT CORP US N 2 2029-02-15 Fixed 8.12500000 N N N N N N EAGLE BROADBAND INVEST 254900W09ZHD1OM4I757 26943PAB5 333634.38000000 PA USD 330021.12000000 0.084317961525 Long LON CORP US N 2 2027-11-12 Floating 8.43530000 N N N N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 617726AL8 135000.00000000 PA USD 107827.20000000 0.027549054136 Long DBT NUSS MA N 2 2032-12-15 Fixed 3.00000000 N N N N N N NORTHERN TRUST CORP 549300GLF98S992BC502 665859AX2 209000.00000000 PA USD 216835.17000000 0.055399786296 Long DBT CORP US N 2 2032-11-02 Fixed 6.12500000 N N N N N N STATE OF QATAR 52990074F6OJOAXK4P65 74727PBD2 235000.00000000 PA USD 221135.00000000 0.056498361140 Long DBT NUSS QA N 2 2030-04-16 Fixed 3.75000000 N N N N N N Lendbuzz Securitization Trust N/A 52608MAB4 346291.46000000 PA USD 349111.03000000 0.089195292699 Long ABS-O CORP US N 2 2028-10-16 Fixed 7.09000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GBA5 231000.00000000 PA USD 256345.86000000 0.065494476113 Long DBT CORP NL N 2 2032-10-14 Fixed 7.50000000 N N N N N N DENTSPLY SIRONA INC 9NHEHR1SOZCYXDO8HO28 24906PAA7 388000.00000000 PA USD 337999.53000000 0.086356386421 Long DBT CORP US N 2 2030-06-01 Fixed 3.25000000 N N N N N N PHOENIX GUARANTOR INC 254900JIOIDL3GSUFE55 71913BAJ1 222905.46570000 PA USD 222934.44000000 0.056958104786 Long LON CORP US N 2 2031-02-21 Floating 8.68670000 N N N N N N ODEBRECHT OIL & FINANCE N/A 67576JAB7 25744.00000000 PA USD 1591.24000000 0.000406550081 Long DBT CORP KY N 2 N/A None 0.00000000 N N N N N N ASTON MARTIN CAPITAL HOL 213800H4GKEF3CJ8C774 04625HAJ8 320000.00000000 PA USD 309611.15000000 0.079103364758 Long DBT CORP JE N 2 2029-03-31 Fixed 10.00000000 N N N N N N Exeter Automobile Receivables N/A 301989AF6 530000.00000000 PA USD 534949.99000000 0.136675776007 Long ABS-O CORP US N 2 2029-04-16 Fixed 6.68000000 N N N N N N MILLENNIUM ESCROW CORP N/A 60041CAA6 350000.00000000 PA USD 177345.42000000 0.045310446495 Long DBT CORP US N 2 2026-08-01 Fixed 6.62500000 N N N N N N MFRA Trust N/A 55285UAA1 643983.47000000 PA USD 628252.95000000 0.160513993971 Long ABS-MBS CORP US N 2 2057-07-25 Variable 4.95000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAG6 243000.00000000 PA USD 236008.89000000 0.060298530308 Long DBT CORP KY N 2 2026-05-01 Fixed 4.37500000 N N N N N N VISTRA CORP 549300KP43CPCUJOOG15 92840MAB8 190000.00000000 PA USD 193135.76000000 0.049344761877 Long DBT CORP US N 2 N/A Fixed 8.00000000 N N N N N N RACKSPACE TECHNOLOGY 549300QTYCKLMFSE8I97 750098AA3 490000.00000000 PA USD 129554.61000000 0.033100247103 Long DBT CORP US N 2 2028-12-01 Fixed 5.37500000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102BT3 165000.00000000 PA USD 160894.22000000 0.041107286259 Long DBT CORP US N 2 2026-05-15 Fixed 6.25000000 N N N N N N DELIVERY HERO FINCO LLC 529900KR9IO53KSCSQ67 000000000 262344.18000000 PA USD 264584.60000000 0.067599413404 Long LON CORP US N 2 2029-12-12 Floating 10.32060000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BV8 205000.00000000 PA USD 205607.62000000 0.052531230099 Long DBT CORP US N 2 2032-03-01 Fixed 6.62500000 N N N N N N KEYSPAN GAS EAST CORP K8TS3HOE1568DUBUJL44 49338CAD5 276000.00000000 PA USD 275920.58000000 0.070495672666 Long DBT CORP US N 2 2033-03-06 Fixed 5.99400000 N N N N N N RCKT Mortgage Trust 2020-1 N/A 749389AA0 177483.07000000 PA USD 147437.83000000 0.037669277885 Long ABS-MBS CORP US N 2 2050-02-25 Variable 3.00000000 N N N N N N NABORS INDUSTRIES LTD N/A 629571AA8 285000.00000000 PA USD 285699.39000000 0.072994086480 Long DBT CORP BM N 2 2026-01-15 Fixed 7.25000000 N N N N N N DIRECTV FINANCING LLC N/A 25460HAD4 223218.63490000 PA USD 223519.98000000 0.057107705936 Long LON CORP US N 2 2029-08-02 Floating 10.69230000 N N N N N N SRS DISTRIBUTION INC 549300ZQ3XP75BCYM468 78466YAN8 165325.00000000 PA USD 166341.75000000 0.042499089987 Long LON CORP US N 2 2028-06-05 Floating 8.94370000 N N N N N N West Marine / Rising Tide - Common Stock N/A 000000000 475.00000000 NS USD 1603.13000000 0.000409587888 Long EC CORP US N 3 N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 000000000 200000.00000000 PA USD 184098.00000000 0.047035680870 Long DBT CORP KZ N 2 2048-10-24 Fixed 6.37500000 N N N N N N LAD Auto Receivables Trust N/A 50571AAF8 412000.00000000 PA USD 420803.49000000 0.107512187339 Long ABS-O CORP US N 2 2029-03-15 Fixed 6.76000000 N N N N N N WEEKLEY HOMES LLC/ FINAN N/A 948565AD8 355000.00000000 PA USD 325127.32000000 0.083067631727 Long DBT CORP US N 2 2028-09-15 Fixed 4.87500000 N N N N N N Targa Resources Corp 5493003QENHHS261UR94 87612G101 73231.00000000 NS USD 8658101.13000000 2.212080966093 Long EC CORP US N 1 N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89832QAF6 301000.00000000 PA USD 278980.98000000 0.071277582288 Long DBT CORP US N 2 N/A Fixed 5.10000000 N N N N N N CHART INDUSTRIES INC EM7QGKC1GYOF3LSZSL80 16115EAS6 159459.92000000 PA USD 160057.89000000 0.040893610114 Long LON CORP US N 2 2030-03-18 Floating 8.67920000 N N N N N N CNTL AMR BOTTLING CORP N/A 15239XAA6 260000.00000000 PA USD 243491.30000000 0.062210230863 Long DBT CORP VG N 2 2029-04-27 Fixed 5.25000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAQ7 20000.00000000 PA USD 20400.34000000 0.005212136372 Long DBT CORP CA N 2 2031-01-15 Fixed 6.75000000 N N N N N N MAUSER PACKAGING SOLUT 549300DNGHXL0OMHW304 57763RAC1 250000.00000000 PA USD 248970.20000000 0.063610049394 Long DBT CORP US N 2 2027-04-15 Fixed 9.25000000 N N N N N N BLUE OWL CREDIT INCOME 5493003I42XBWPE05N35 69120VAF8 216000.00000000 PA USD 205880.10000000 0.052600846729 Long DBT CORP US N 2 2027-02-08 Fixed 4.70000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKY4 282000.00000000 PA USD 274758.37000000 0.070198736585 Long DBT CORP US N 2 2033-07-22 Fixed 5.01500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEY7 317000.00000000 PA USD 335164.30000000 0.085632006072 Long DBT CORP US N 2 2033-10-18 Fixed 6.34200000 N N N N N N LBM ACQUISITION LLC 549300FAEB3VWZL4NI86 000000000 170000.00000000 PA USD 168512.50000000 0.043053700598 Long LON CORP US N 2 2031-05-30 Floating 9.16980000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CQ6 205000.00000000 PA USD 133334.59000000 0.034066004107 Long DBT CORP US N 2 2050-02-01 Fixed 3.75000000 N N N N N N FINANCIERE MENDEL SASU 969500FG3VYTO80D0A13 000000000 65000.00000000 PA USD 65260.00000000 0.016673448563 Long LON CORP FR N 2 2030-11-13 Floating 9.57920000 N N N N N N MELCO RESORTS FINANCE 5493000FQDBWKDBZEF60 58547DAH2 300000.00000000 PA USD 297093.75000000 0.075905261402 Long DBT CORP KY N 2 2032-04-17 Fixed 7.62500000 N N N N N N Arivo Acceptance Auto Loan Rec N/A 039943AB1 462000.00000000 PA USD 461271.43000000 0.117851447469 Long ABS-O CORP US N 2 2030-06-17 Fixed 6.87000000 N N N N N N ONTARIO GAMING GTA LP 894500EC9KLZLOC3V025 000000000 214262.50000000 PA USD 215453.80000000 0.055046856452 Long LON CORP CA N 2 2030-08-01 Floating 9.57920000 N N N N N N Atmos Energy Corp QVLWEGTD2S8GJMO8D383 049560105 75182.00000000 NS USD 8715097.44000000 2.226643102824 Long EC CORP US N 1 N N N ALASKA AIRLINES 2020 TR N/A 01166VAA7 468038.45910000 PA USD 455279.26000000 0.116320492239 Long DBT CORP US N 2 2027-08-15 Fixed 4.80000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAX8 205000.00000000 PA USD 195710.94000000 0.050002701369 Long DBT NUSS MX N 2 2053-05-04 Fixed 6.33800000 N N N N N N HERTZ CORP/THE 549300PD0C69OJ0NLB27 42804VBD2 192517.50000000 PA USD 176498.12000000 0.045093967596 Long LON CORP US N 2 2028-06-30 Floating 9.18430000 N N N N N N BANCO DE CREDITO DEL PER 549300EQYQ8SCQZ4BY14 05971V2C8 73000.00000000 PA USD 69779.97000000 0.017828267553 Long DBT CORP PE N 2 2030-07-01 Fixed 3.12500000 N N N N N N MEDLINE BORROWER/MEDL CO N/A 58506DAA6 65000.00000000 PA USD 65013.13000000 0.016610375099 Long DBT CORP US N 2 2029-04-01 Fixed 6.25000000 N N N N N N CORNERSTONE BUILDING 549300IW41QEWQ6T0H29 000000000 130000.00000000 PA USD 130000.00000000 0.033214040962 Long LON CORP US N 2 2031-05-15 Floating 9.92060000 N N N N N N Arroyo Mortgage Trust N/A 042858AA8 129019.10000000 PA USD 122062.78000000 0.031186139807 Long ABS-MBS CORP US N 2 2049-04-25 Variable 3.34700000 N N N N N N Aqua Finance Trust N/A 038370AC6 474725.11000000 PA USD 432654.54000000 0.110540043187 Long ABS-O CORP US N 2 2040-07-16 Fixed 4.01000000 N N N N N N MODIVCARE INC 549300EFZIFW7F7I0Q28 743815AE2 55000.00000000 PA USD 54689.49000000 0.013972761239 Long DBT CORP US N 2 2025-11-15 Fixed 5.87500000 N N N N N N Southern Co/The 549300FC3G3YU2FBZD92 842587107 179563.00000000 NS USD 14390178.82000000 3.676584529153 Long EC CORP US N 1 N N N REPUBLIC OF POLAND 259400R9L8QEP0TPXS31 731011AV4 360000.00000000 PA USD 347144.40000000 0.088692833243 Long DBT NUSS PL N 2 2033-10-04 Fixed 4.87500000 N N N N N N CoreVest American Finance Ltd N/A 21873EAA7 415176.88000000 PA USD 407292.80000000 0.104060305715 Long ABS-O CORP US N 2 2055-06-17 Variable 4.74400000 N N N N N N Severn Trent PLC 213800RPBXRETY4A4C59 000000000 204374.00000000 NS 6245006.68000000 1.595553136020 Long EC CORP GB N 2 N N N CENTRAL PARENT INC N/A 15477BAE7 212809.18000000 PA USD 214441.43000000 0.054788203385 Long LON CORP US N 2 2029-07-06 Floating 8.57010000 N N N N N N PAI HOLDCO INC 2549001NJ55NUV372F56 69315JAG8 161073.27320000 PA USD 145086.75000000 0.037068594289 Long LON CORP US N 2 2027-10-28 Floating 9.09290000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89117F8Z5 239000.00000000 PA USD 247708.68000000 0.063287740341 Long DBT CORP CA N 2 2082-10-31 Fixed 8.12500000 N N N N N N REPUBLIC OF EL SALVADOR 529900AKDMUSFSDOM949 283875AN2 300000.00000000 PA USD 214406.25000000 0.054779215155 Long DBT NUSS SV N 2 2035-06-15 Fixed 7.65000000 N N N N N N ASCENT RESOURCES/ARU FIN N/A 04364VAR4 410000.00000000 PA USD 419374.65000000 0.107147129260 Long DBT CORP US N 2 2028-12-31 Fixed 8.25000000 N N N N N N FREEPORT LNG INVESTMENTS 549300LR5YVRZH4YPQ33 35670CAB4 248922.63000000 PA USD 248696.11000000 0.063540021421 Long LON CORP US N 2 2028-12-21 Floating 8.83300000 N N N N N N Starwood Mortgage Residential N/A 85573JAC0 58694.68000000 PA USD 47745.29000000 0.012198569368 Long ABS-MBS CORP US N 2 2056-06-25 Variable 1.51800000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TBA6 375000.00000000 PA USD 381026.25000000 0.097349395964 Long DBT NUSS SA N 2 2032-10-25 Fixed 5.50000000 N N N N N N Verus Securitization Trust 213800DTJD5UKJR53O34 92540DAA3 317418.88000000 PA USD 317555.91000000 0.081133192328 Long ABS-MBS CORP US N 2 2068-12-25 Variable 6.25912000 N N N N N N TITAN ACQUISITION LTD N/A 000000000 224867.72000000 PA USD 226414.81000000 0.057847313645 Long LON CORP CA N 2 2029-04-24 Floating 10.32780000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDD1 260000.00000000 PA USD 188734.00000000 0.048220144669 Long DBT CORP MX N 2 2050-01-23 Fixed 7.69000000 N N N N N N REPUBLIC OF TURKIYE 5493000PCHOG3B6S3Q85 900123CT5 420000.00000000 PA USD 428677.20000000 0.109523862158 Long DBT NUSS TR N 2 2029-04-26 Fixed 7.62500000 N N N N N N GLOBAL ATLANTIC FIN CO N/A 37959GAF4 35000.00000000 PA USD 34963.13000000 0.008932821784 Long DBT CORP US N 2 2054-03-15 Fixed 6.75000000 N N N N N N LBM ACQUISITION LLC 549300FAEB3VWZL4NI86 05552BAA4 195000.00000000 PA USD 176081.64000000 0.044987560028 Long DBT CORP US N 2 2029-01-15 Fixed 6.25000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BR2 18000.00000000 PA USD 19173.28000000 0.004898631594 Long DBT CORP LR N 2 2029-01-15 Fixed 9.25000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TL2 830000.00000000 PA USD 745314.06000000 0.190422243992 Long DBT UST US N 2 2052-11-15 Fixed 4.00000000 N N N N N N HAMILTON PROJECTS ACQUIR 5493005K6XILIQ2EZY52 14314VAB9 228477.84000000 PA USD 229549.40000000 0.058648178266 Long LON CORP US N 2 2027-06-28 Floating 9.94370000 N N N N N N MFRA Trust N/A 55285QAA0 192947.11000000 PA USD 182123.20000000 0.046531134039 Long ABS-MBS CORP US N 2 2067-05-25 Variable 4.00000000 N N N N N N Chase Mortgage Finance Corpora N/A 16164AAC9 314469.65000000 PA USD 278887.06000000 0.071253586421 Long ABS-MBS CORP US N 2 2045-12-25 Variable 3.75000000 N N N N N N COGECO COMMUNICATIONS US 549300UVJTPYOZ6XKH79 19239BAD0 329175.00000000 PA USD 321613.85000000 0.082169966062 Long LON CORP US N 2 2030-09-30 Floating 8.57920000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DJ3 419000.00000000 PA USD 389947.46000000 0.099628699306 Long DBT CORP US N 2 2051-09-15 Fixed 3.75000000 N N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 17888HAB9 225000.00000000 PA USD 240213.15000000 0.061372687722 Long DBT CORP US N 2 2031-07-01 Fixed 8.75000000 N N N N N N GACI FIRST INVESTMENT 558600TU1PWGNLZ3XM88 000000000 245000.00000000 PA USD 230574.40000000 0.058910058204 Long DBT CORP KY N 2 2035-02-14 Fixed 4.87500000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RCA4 340000.00000000 PA USD 326911.09000000 0.083523371803 Long DBT CORP US N 2 N/A Fixed 3.85000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 064058AH3 427000.00000000 PA USD 418591.43000000 0.106947022328 Long DBT CORP US N 2 N/A Fixed 4.70000000 N N N N N N FORTRESS TRANS & INFRAST 529900E7PUVK6BC8PE80 34960PAF8 210000.00000000 PA USD 212466.87000000 0.054283717872 Long DBT CORP US N 2 2031-05-01 Fixed 7.00000000 N N N N N N CNT HOLDINGS I CORP 254900SYIEHMSB69WT08 12656AAC3 202979.51000000 PA USD 203825.93000000 0.052076021448 Long LON CORP US N 2 2027-11-08 Floating 8.82920000 N N N N N N UPFIELD USA CORP 254900U4MHW4MZWGFU47 000000000 168839.26000000 PA USD 169367.73000000 0.043272205553 Long LON CORP US N 2 2028-01-03 Floating 10.07920000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724AR3 105000.00000000 PA USD 31762.50000000 0.008115084431 Long DBT NUSS UA N 2 2026-09-01 Variable 7.75000000 Y Y N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680103 113764.00000000 NS USD 9214884.00000000 2.354334881874 Long EC CORP US N 1 N N N SIMPLY GOOD FOODS USA N/A 04761PAJ4 70000.00000000 PA USD 70029.40000000 0.017891995078 Long LON CORP US N 2 2027-03-17 Floating 7.92780000 N N N N N N J&J VENTURES GAMING LLC 549300BYPH8FLKS5ZS70 46604BAB4 218836.04000000 PA USD 218562.49000000 0.055841103813 Long LON CORP US N 2 2028-04-26 Floating 9.32450000 N N N N N N GENESIS ENERGY LP/FIN N/A 37185LAN2 180000.00000000 PA USD 188093.16000000 0.048056414777 Long DBT CORP US N 2 2030-04-15 Fixed 8.87500000 N N N N N N MIWD HOLDCO II LLC 254900X3SPV5RVFJEY72 55336CAK8 25000.00000000 PA USD 25172.00000000 0.006431260300 Long LON CORP US N 2 2031-03-28 Floating 8.92840000 N N N N N N TRITON WATER HOLDINGS IN 5493005IYCEL7QJFZZ63 89680EAA7 145000.00000000 PA USD 133985.00000000 0.034232179064 Long DBT CORP US N 2 2029-04-01 Fixed 6.25000000 N N N N N N Credit Acceptance Auto Loan Tr N/A 22537GAA8 316000.00000000 PA USD 316099.45000000 0.080761077543 Long ABS-O CORP US N 2 2034-03-15 Fixed 5.68000000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914908BC1 191386.76000000 PA USD 191338.91000000 0.048885679957 Long LON CORP US N 2 2026-03-24 Floating 8.69370000 N N N N N N Towd Point Mortgage Trust N/A 89172UAE8 480000.00000000 PA USD 449241.02000000 0.114777766465 Long ABS-MBS CORP US N 2 2056-07-25 Variable 4.02409600 N N N N N N HUNTINGTON BANCSHARES 549300XTVCVV9I7B5T19 446150AS3 297000.00000000 PA USD 251957.78000000 0.064373354044 Long DBT CORP US N 2 2030-02-04 Fixed 2.55000000 N N N N N N National Grid PLC 8R95QZMKZLJX5Q2XR704 000000000 296182.18230100 NS 739912.59000000 0.189042208255 Long EC CORP GB N 1 N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844108 49430.00000000 NS USD 11111864.00000000 2.838999277456 Long EC CORP US N 1 N N N BLUE RACER MID LLC/FINAN N/A 095796AK4 35000.00000000 PA USD 35660.04000000 0.009110877148 Long DBT CORP US N 2 2032-07-15 Fixed 7.25000000 N N N N N N Five Guys Funding, LLC 549300XWT8G8Q3Z3HJ19 33830JAE5 405000.00000000 PA USD 417661.11000000 0.106709332431 Long ABS-O CORP US N 2 2054-01-26 Fixed 7.54900000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 48667QAQ8 20000.00000000 PA USD 19354.00000000 0.004944804221 Long DBT CORP KZ N 2 2030-04-24 Fixed 5.37500000 N N N N N N LADDER CAP FIN LLLP/CORP N/A 505742AM8 210000.00000000 PA USD 196916.94000000 0.050310825472 Long DBT CORP US N 2 2027-02-01 Fixed 4.25000000 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BX6 256500.00000000 PA USD 267588.50000000 0.068366887693 Long DBT CORP KY N 2 2030-02-15 Fixed 8.75000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFB6 208000.00000000 PA USD 206502.08000000 0.052759758030 Long DBT CORP US N 2 2038-01-19 Fixed 5.94800000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAD8 160000.00000000 PA USD 134711.24000000 0.034417728027 Long DBT CORP US N 2 2030-06-22 Fixed 2.70000000 N N N N N N NMG PARENT LLC. N/A 000000000 368.00000000 NS USD 36800.00000000 0.009402128518 Long EC CORP US N 3 N N N COMMSCOPE TECH LLC M4TWC4QDOKW45N7T6Y12 20337YAA5 270000.00000000 PA USD 221940.00000000 0.056704032702 Long DBT CORP US N 2 2025-06-15 Fixed 6.00000000 N N N N N N Angel Oak Mortgage Trust N/A 03465WAA9 197314.97000000 PA USD 191277.25000000 0.048869926282 Long ABS-MBS CORP US N 2 2067-09-26 Variable 4.75000000 N N N N N N BX Trust N/A 05612GAA1 335643.89000000 PA USD 335853.87000000 0.085808186120 Long ABS-MBS CORP US N 2 2041-03-15 Floating 6.70842000 N N N N N N STATE OIL CO OF THE AZER 2549002HARR1VE257O76 000000000 280000.00000000 PA USD 285740.00000000 0.073004462036 Long DBT NUSS AZ N 2 2030-03-18 Fixed 6.95000000 N N N N N N Octane Receivables Trust N/A 67571CAD3 545000.00000000 PA USD 552841.62000000 0.141246955481 Long ABS-O CORP US N 2 2029-08-20 Fixed 6.74000000 N N N N N N New Residential Mortgage Loan N/A 64829HAA5 43186.73000000 PA USD 39918.58000000 0.010198902702 Long ABS-MBS CORP US N 2 2056-09-25 Variable 3.75000000 N N N N N N COLUMBIA PIPELINES OPCO N/A 19828TAB2 260000.00000000 PA USD 265016.17000000 0.067709676355 Long DBT CORP US N 2 2033-11-15 Fixed 6.03600000 N N N N N N HLF FIN SARL LLC/HERBALI N/A 40390DAC9 220000.00000000 PA USD 143060.30000000 0.036550851264 Long DBT CORP US N 2 2029-06-01 Fixed 4.87500000 N N N N N N GENERATION BRIDGE NORTHE 254900T9J93GNTVC6J73 37147YAB7 108117.54000000 PA USD 109018.16000000 0.027853335630 Long LON CORP US N 2 2029-08-22 Floating 8.81980000 N N N N N N MIDCAP FINANCIAL ISSR TR N/A 59567LAA2 265000.00000000 PA USD 247012.21000000 0.063109797394 Long DBT CORP US N 2 2028-05-01 Fixed 6.50000000 N N N N N N TEXAS CAPITAL BANCSHARES 549300466Q2SXRX0YM48 88224QAA5 495000.00000000 PA USD 449956.72000000 0.114960622535 Long DBT CORP US N 2 2031-05-06 Fixed 4.00000000 N N N N N N SRS DISTRIBUTION INC 549300ZQ3XP75BCYM468 78466YAQ1 34212.50000000 PA USD 34407.85000000 0.008790951841 Long LON CORP US N 2 2028-06-05 Floating 8.67930000 N N N N N N HERTZ CORP/THE 549300PD0C69OJ0NLB27 428040DB2 320000.00000000 PA USD 211327.98000000 0.053992739879 Long DBT CORP US N 2 2029-12-01 Fixed 5.00000000 N N N N N N ORYX MIDSTREAM SERVICES 254900YYHRDANYFAHC43 68764JAH4 195267.86000000 PA USD 196349.64000000 0.050165884507 Long LON CORP US N 2 2028-10-05 Floating 8.44370000 N N N N N N MYT Holding LLC N/A 000000000 22362.00000000 NS USD 670.86000000 0.000171399780 Long EC CORP US N 3 N N N Carvana Auto Receivables Trust N/A 14687QAD5 530000.00000000 PA USD 528794.25000000 0.135103029849 Long ABS-O CORP US N 2 2030-05-10 Fixed 5.63000000 N N N N N N ROPER INDUSTRIAL PRODUCT N/A 000000000 242556.12000000 PA USD 244273.42000000 0.062410056753 Long LON CORP US N 2 2029-11-23 Floating 9.31990000 N N N N N N ASSUREDPARTNERS INC 549300HNDSDQWQ3L2P80 04621HAW3 45000.00000000 PA USD 45333.90000000 0.011582477012 Long LON CORP US N 2 2031-02-14 Floating 8.82010000 N N N N N N INSIGHT ENTERPRS 529900S8991TYW6YP792 45765UAC7 25000.00000000 PA USD 25165.38000000 0.006429568939 Long DBT CORP US N 2 2032-05-15 Fixed 6.62500000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 48667QAS4 325000.00000000 PA USD 299159.25000000 0.076432981414 Long DBT CORP KZ N 2 2048-10-24 Fixed 6.37500000 N N N N N N Bankers Healthcare Group Secur N/A 08862HAA0 394858.85000000 PA USD 394709.28000000 0.100845309187 Long ABS-O CORP US N 2 2035-04-17 Fixed 5.81000000 N N N N N N PETSMART INC/PETSMART FI N/A 71677KAB4 135000.00000000 PA USD 129244.79000000 0.033021090379 Long DBT CORP US N 2 2029-02-15 Fixed 7.75000000 N N N N N N ALLIANCE RES OP/FINANCE N/A 01879NAC9 190000.00000000 PA USD 193516.90000000 0.049442140335 Long DBT CORP US N 2 2029-06-15 Fixed 8.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EJ76 825150.45000000 PA USD 795168.80000000 0.203159762273 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.00000000 N N N N N N NCR ATLEOS LLC N/A 63001PAD3 164422.50000000 PA USD 165792.14000000 0.042358668686 Long LON CORP US N 2 2029-03-27 Floating 10.17780000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PA3 194000.00000000 PA USD 203398.92000000 0.051966923543 Long DBT CORP US N 2 2033-11-17 Fixed 6.27000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAD3 390000.00000000 PA USD 418195.10000000 0.106845762937 Long DBT CORP US N 2 2032-02-01 Fixed 9.87500000 N N N N N N WIN WASTE INNOVATIONS HO 549300DJBUN7Z75R2S83 38723BAJ0 179079.28000000 PA USD 166633.27000000 0.042573571196 Long LON CORP US N 2 2028-03-27 Floating 8.18660000 N N N N N N APPLIED SYSTEMS INC 549300NSKGF0SY5SWQ62 03827FBD2 168725.00000000 PA USD 170081.55000000 0.043454581297 Long LON CORP US N 2 2031-02-24 Floating 8.82490000 N N N N N N LANNETT CO INC 5299001DJ6C90XX17G45 000000000 22790.19000000 PA USD 4785.94000000 0.001222772363 Long LON CORP US N 3 2030-06-16 Variable 0.01000000 N N Y N N N GMRF Mortgage Acquisition Co., N/A 36417JAL3 15231.45000000 PA USD 13376.54000000 0.003417607288 Long ABS-MBS CORP US N 2 2057-11-25 Variable 3.50000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AY0 335000.00000000 PA USD 310838.13000000 0.079416849097 Long DBT NUSS ZA N 2 2030-06-22 Fixed 5.87500000 N N N N N N HERTZ CORP/THE 549300PD0C69OJ0NLB27 428040DA4 185000.00000000 PA USD 143636.57000000 0.036698083998 Long DBT CORP US N 2 2026-12-01 Fixed 4.62500000 N N N N N N Cellnex Telecom SA 5493008T4YG3AQUI7P67 000000000 220777.00000000 NS 8064998.35000000 2.060547581246 Long EC CORP ES N 2 N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 44332EAX4 250000.00000000 PA USD 251582.50000000 0.064277472773 Long LON CORP US N 2 2030-06-20 Floating 8.57780000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 75915TAJ1 30000.00000000 PA USD 30075.00000000 0.007683940630 Long LON CORP US N 2 2031-05-09 Floating 9.31960000 N N N N N N BARRACUDA NETWORKS INC 549300CXGRZWNMPU8080 06832FAB3 202360.50000000 PA USD 202538.58000000 0.051747113020 Long LON CORP US N 2 2029-08-15 Floating 9.82060000 N N N N N N FIN DEPT GOVT SHARJAH 254900ZNL8O3F1CLJO24 38381CAB8 470000.00000000 PA USD 300212.50000000 0.076702079019 Long DBT NUSS AE N 2 2050-07-28 Fixed 4.00000000 N N N N N N BIFM CA BUYER INC 5493004RP2P0NY84N260 000000000 85000.00000000 PA USD 85425.00000000 0.021825457301 Long LON CORP CA N 2 2028-05-31 Floating 9.56680000 N N N N N N Endo Inc N/A 29290D117 1929.00000000 NS USD 53529.75000000 0.013676456224 Long EC CORP US N 2 N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAE1 300000.00000000 PA USD 202686.00000000 0.051784777743 Long DBT CORP FR N 2 2029-01-15 Fixed 5.12500000 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286CA3 364000.00000000 PA USD 288925.00000000 0.073818206039 Long DBT NUSS PH N 2 2041-03-01 Fixed 3.70000000 N N N N N N PETRONAS CAPITAL LTD 549300G7YFX3540OYR85 716743AP4 205000.00000000 PA USD 187349.50000000 0.047866415133 Long DBT CORP MY N 2 2030-04-21 Fixed 3.50000000 N N N N N N ALLIANCE RES OP/FINANCE N/A 01879NAA3 295000.00000000 PA USD 295099.56000000 0.075395760568 Long DBT CORP US N 2 2025-05-01 Fixed 7.50000000 N N N N N N Extended Stay America Trust N/A 30227FAG5 456499.44000000 PA USD 455928.82000000 0.116486450027 Long ABS-MBS CORP US N 2 2038-07-15 Floating 7.13148000 N N N N N N E.ON SE Q9MAIUP40P25UFBFG033 000000000 304234.00000000 NS 4074340.89000000 1.040964040130 Long EC CORP DE N 2 N N N NEW ENTERPRISE STONE & L 549300O5DQ5Y61B8VF38 644274AG7 230000.00000000 PA USD 235467.50000000 0.060160209157 Long DBT CORP US N 2 2028-07-15 Fixed 9.75000000 N N N N N N BNSF FUNDING TRUST I N/A 05567SAA0 245000.00000000 PA USD 242352.65000000 0.061919314188 Long DBT CORP US N 2 2055-12-15 Fixed 6.61300000 N N N N N N Firstkey Homes Trust N/A 33767WAG8 330000.00000000 PA USD 301431.47000000 0.077013516862 Long ABS-O CORP US N 2 2038-08-17 Fixed 2.18900000 N N N N N N CONNECTWISE LLC N/A 20786NAC1 106591.73000000 PA USD 106813.44000000 0.027290045934 Long LON CORP US N 2 2028-09-29 Floating 8.94370000 N N N N N N AMERICAN AXLE & MFG INC RY5TAKFOBLDUGX31MS24 02406MAU1 122387.82000000 PA USD 122884.71000000 0.031396136858 Long LON CORP US N 2 2029-12-13 Floating 8.32010000 N N N N N N Deephaven Residential Mortgage N/A 24382JAA4 258977.09000000 PA USD 229978.34000000 0.058757769271 Long ABS-MBS CORP US N 2 2067-01-25 Variable 2.20500000 N N N N N N Ferrovial SE 72450022R2ZFL41Y6I04 000000000 179224.00000000 NS 7083064.39000000 1.809670698398 Long EC CORP NL N 2 N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAP4 326000.00000000 PA USD 328043.53000000 0.083812701869 Long DBT CORP US N 2 2052-12-15 Fixed 6.87500000 N N N N N N INEOS QUATTRO FINANCE 2 213800V48W4Y5MT5Q131 45674GAB0 200000.00000000 PA USD 210853.99000000 0.053871638931 Long DBT CORP GB N 2 2029-03-15 Fixed 9.62500000 N N N N N N ENCINO ACQUISITION PARTN 549300BUKUEKT2UE4T49 29254BAB3 25000.00000000 PA USD 25853.45000000 0.006605365748 Long DBT CORP US N 2 2031-05-01 Fixed 8.75000000 N N N N N N F&G ANNUITIES & LIFE INC N/A 30190AAF1 165000.00000000 PA USD 164737.91000000 0.042089320699 Long DBT CORP US N 2 2029-06-04 Fixed 6.50000000 N N N N N N CAPITAL FARM CREDIT ACA 254900S6K5I3OISPS518 14019TAA4 310000.00000000 PA USD 296050.00000000 0.075638590977 Long DBT CORP US N 2 N/A Fixed 5.00000000 N N N N N N KUEHG CORP 549300YNT566T1NYJX62 50118YAF6 273625.00000000 PA USD 274689.40000000 0.070181115258 Long LON CORP US N 2 2030-06-12 Floating 9.82780000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZM9 245000.00000000 PA USD 207933.38000000 0.053125444621 Long DBT CORP US N 2 2033-02-24 Fixed 3.10200000 N N N N N N VIASAT INC UFC8NYMNFSYIHNSM2I38 92552VAK6 445000.00000000 PA USD 431571.15000000 0.110263245034 Long DBT CORP US N 2 2025-09-15 Fixed 5.62500000 N N N N N N HELIOS SOFT/ION CORP SOL N/A 42329HAB4 100000.00000000 PA USD 101123.07000000 0.025836198378 Long DBT CORP US N 2 2029-05-01 Fixed 8.75000000 N N N N N N CITIZENS BANK NA/RI DRMSV1Q0EKMEXLAU1P80 75524KNH3 165000.00000000 PA USD 159814.77000000 0.040831494748 Long DBT CORP US N 2 2025-04-28 Fixed 2.25000000 N N N N N N Lobel Automobile Receivables T N/A 53946XAB9 535000.00000000 PA USD 535272.69000000 0.136758223476 Long ABS-O CORP US N 2 2028-09-15 Fixed 7.05000000 N N N N N N BENCHMARK Mortgage Trust N/A 081916AB4 210000.00000000 PA USD 207589.54000000 0.053037596038 Long ABS-MBS CORP US N 2 2056-04-15 Fixed 5.62600000 N N N N N N ARCLINE FM HOLDINGS LLC 2549000HKCEC1E8UTO17 03960DAB9 165211.09000000 PA USD 166126.36000000 0.042444059431 Long LON CORP US N 2 2028-06-23 Floating 10.33800000 N N N N N N MESQUITE ENERGY INC N/A 000000000 105000.00000000 PA USD 6562.50000000 0.001676670337 Long DBT CORP US N 2 2023-02-15 Fixed 7.25000000 N N N N N N HELIX ENERGY SOLUTIONS 416AP2JOUTCWEGSOZW41 42330PAL1 275000.00000000 PA USD 290283.68000000 0.074165338756 Long DBT CORP US N 2 2029-03-01 Fixed 9.75000000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914908BG2 105000.00000000 PA USD 104212.50000000 0.026625524952 Long LON CORP US N 2 2029-01-31 Floating 8.93420000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCG5 390000.00000000 PA USD 367926.00000000 0.094002378732 Long DBT CORP MX N 2 2027-03-13 Fixed 6.50000000 N N N N N N PROJECT RUBY ULTIMATE PARE 549300UGGIEE7YT1C741 74339UAS9 251033.58000000 PA USD 251661.16000000 0.064297569823 Long LON CORP US N 2 2028-03-10 Floating 8.69370000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAA9 254000.00000000 PA USD 237153.70000000 0.060591020817 Long DBT CORP US N 2 2027-11-01 Fixed 3.50000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCD3 375000.00000000 PA USD 319445.35000000 0.081615930309 Long DBT CORP US N 2 2030-03-01 Fixed 4.75000000 N N N N N N NUVEEN LLC N/A 67080LAD7 245000.00000000 PA USD 245619.48000000 0.062753965153 Long DBT CORP US N 2 2034-04-15 Fixed 5.85000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 1415000.00000000 PA 255658.46000000 0.065318850484 Long DBT NUSS BR N 2 2029-01-01 Fixed 10.00000000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAK4 230000.00000000 PA USD 232411.09000000 0.059379318949 Long DBT CORP US N 2 2033-07-01 Fixed 6.25000000 N N N N N N BALDWIN INSUR GRP/FIN N/A 05825XAA7 30000.00000000 PA USD 30294.56000000 0.007740036590 Long DBT CORP US N 2 2031-05-15 Fixed 7.12500000 N N N N N N Carvana Auto Receivables Trust N/A 14686XAG4 213938.16000000 PA USD 213341.81000000 0.054507258587 Long ABS-O CORP US N 2 2026-07-15 Fixed 4.60000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 000000000 49873.74000000 PA USD 41436.60000000 0.010586745613 Long LON CORP FR N 2 2026-02-02 Floating 9.01670000 N N N N N N Palisades Mortgage Loan Trust N/A 69639AAA9 176941.97000000 PA USD 176493.40000000 0.045092761671 Long ABS-MBS CORP US N 2 2026-06-25 Variable 3.48700000 N N N N N N KINGDOM OF JORDAN 5493000JZ4MYPVMBVN50 418097AL5 220000.00000000 PA USD 202457.20000000 0.051726321030 Long DBT NUSS JO N 2 2030-07-07 Fixed 5.85000000 N N N N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 55759VAB4 168899.67000000 PA USD 169110.79000000 0.043206559279 Long LON CORP US N 2 2028-06-21 Floating 8.68420000 N N N N N N BAYPORT POLYMERS LLC N/A 073096AC3 415000.00000000 PA USD 382833.61000000 0.097811163111 Long DBT CORP US N 2 2032-04-14 Fixed 5.14000000 N N N N N N Towd Point Mortgage Trust N/A 89177JAB4 515000.00000000 PA USD 453293.94000000 0.115813257625 Long ABS-MBS CORP US N 2 2058-12-25 Variable 3.75000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AU8 150000.00000000 PA USD 149110.43000000 0.038096614846 Long DBT CORP US N 2 2032-02-15 Fixed 6.25000000 N N N N N N UPSTREAM NEWCO INC 549300Q4K2W4R1EBTH48 91678HAF9 227321.84570000 PA USD 209988.55000000 0.053650525395 Long LON CORP US N 2 2026-11-20 Floating 9.69370000 N N N N N N REALPAGE INC 5493001RSFZX4122A604 75605VAD4 178335.35210000 PA USD 175838.66000000 0.044925480431 Long LON CORP US N 2 2028-04-24 Floating 8.43510000 N N N N N N BPR Trust N/A 05592DAA2 435000.00000000 PA USD 437446.88000000 0.111764450702 Long ABS-MBS CORP US N 2 2037-04-15 Floating 7.21477000 N N N N N N KEYCORP RKPI3RZGV1V1FJTH5T61 49326EEP4 221000.00000000 PA USD 222481.67000000 0.056842425391 Long DBT CORP US N 2 2035-03-06 Fixed 6.40100000 N N N N N N Purchasing Power Funding N/A 745935AB2 510000.00000000 PA USD 508854.80000000 0.130008647471 Long ABS-O CORP US N 2 2028-08-15 Fixed 6.43000000 N N N N N N BXG Receivables Note Trust N/A 05608TAB7 224879.88000000 PA USD 206410.43000000 0.052736342132 Long ABS-O CORP US N 2 2036-02-28 Fixed 2.49000000 N N N N N N BOXER PARENT CO INC 5493006T045HLTF7YX04 05988HAG2 49875.00000000 PA USD 50218.14000000 0.012830364300 Long LON CORP US N 2 2028-12-29 Floating 9.57920000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AT5 289000.00000000 PA USD 276238.89000000 0.070576998522 Long DBT CORP CH N 2 2033-08-05 Fixed 4.98800000 N N N N N N American Credit Acceptance Rec N/A 02530WAJ3 560000.00000000 PA USD 542114.72000000 0.138506311666 Long ABS-O CORP US N 2 2028-03-13 Fixed 3.64000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 290000.00000000 PA USD 87725.00000000 0.022413090334 Long DBT NUSS UA N 2 2026-09-01 Variable 7.75000000 Y Y N N N N TRITON WATER HOLDINGS IN 5493005IYCEL7QJFZZ63 89678QAB2 518480.08140000 PA USD 517479.41000000 0.132212171701 Long LON CORP US N 2 2028-03-31 Floating 8.57920000 N N N N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 44332PAJ0 55000.00000000 PA USD 55195.23000000 0.014101974078 Long DBT CORP US N 2 2032-01-31 Fixed 7.37500000 N N N N N N DS PARENT INC 254900EH8GRZUGRWRH57 000000000 210000.00000000 PA USD 209869.80000000 0.053620185646 Long LON CORP US N 2 2031-01-31 Floating 10.82920000 N N N N N N CPM HOLDINGS INC 549300FBUISJCXV8IB65 12620BAR1 199500.00000000 PA USD 199416.21000000 0.050949370519 Long LON CORP US N 2 2028-09-28 Floating 9.82840000 N N N N N N MEDALLION MIDLAND ACQ 549300QCYU94ZA2ELG48 58404BAF2 178313.41870000 PA USD 179249.56000000 0.045796940218 Long LON CORP US N 2 2028-10-18 Floating 8.82920000 N N N N N N Upstart Securitization Trust N/A 91679TAA3 15552.74000000 PA USD 15534.43000000 0.003968932264 Long ABS-O CORP US N 2 2032-05-20 Fixed 4.37000000 N N N N N N ROCKET SOFTWARE INC 549300PVG26ISP5X1556 77313DAW1 240000.00000000 PA USD 240813.60000000 0.061526098267 Long LON CORP US N 2 2028-11-28 Floating 10.07920000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BN6 250000.00000000 PA USD 198677.08000000 0.050760528257 Long DBT CORP US N 2 2029-01-31 Fixed 11.75000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 221625AU0 250000.00000000 PA USD 243062.50000000 0.062100675627 Long DBT NUSS CI N 2 2037-01-30 Fixed 8.25000000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46641JBA3 559000.00000000 PA USD 557382.98000000 0.142407239459 Long ABS-MBS CORP US N 2 2047-02-15 Variable 4.43860000 N N N N N N Pawnee Equipment Receivables N/A 70410DAD0 500000.00000000 PA USD 491153.10000000 0.125485993710 Long ABS-O CORP US N 2 2028-07-17 Fixed 5.40000000 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 69370PAL5 480000.00000000 PA USD 394500.00000000 0.100791839691 Long DBT CORP ID N 2 2031-02-09 Fixed 2.30000000 N N N N N N United Auto Credit Securitizat N/A 90945DAC4 405000.00000000 PA USD 406306.81000000 0.103808392544 Long ABS-O CORP US N 2 2029-10-10 Fixed 7.06000000 N N N N N N WAND NEWCO 3 INC 549300Y3VZEWMSQW8494 933940AA6 10000.00000000 PA USD 10246.99000000 0.002618030350 Long DBT CORP US N 2 2032-01-30 Fixed 7.62500000 N N N N N N Canadian Pacific Kansas City L N/A 13646K108 47102.00000000 NS USD 3738014.72000000 0.955035184844 Long EC CORP CA N 1 N N N DISH DBS CORP N/A 25470XAW5 260000.00000000 PA USD 247581.10000000 0.063255144592 Long DBT CORP US N 2 2024-11-15 Fixed 5.87500000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBM5 320000.00000000 PA USD 296046.01000000 0.075637571561 Long DBT CORP US N 2 2051-12-15 Fixed 4.12500000 N N N N N N OneMain Direct Auto Receivable N/A 68269DAD6 410000.00000000 PA USD 401881.75000000 0.102677822359 Long ABS-O CORP US N 2 2029-06-14 Fixed 5.31000000 N N N N N N FLEX INTERMEDIATE HOLDCO 549300290TQIGM30A243 33939HAA7 467000.00000000 PA USD 384090.79000000 0.098132363326 Long DBT CORP US N 2 2031-06-30 Fixed 3.36300000 N N N N N N TERRIER MEDIA BUYER INC N/A 88145LAE4 183576.92000000 PA USD 144587.02000000 0.036940916961 Long LON CORP US N 2 2026-12-17 Floating 8.90190000 N N N N N N BANCO MERCANTIL DE NORTE 549300QTVYRPFHS0J362 05973KAB3 150000.00000000 PA USD 134715.00000000 0.034418688679 Long DBT CORP MX N 2 N/A Fixed 6.62500000 N N N N N N ACRISURE LLC 549300R0Z1Q47XRTGO22 00488PAL9 164145.08000000 PA USD 163985.86000000 0.041897177472 Long LON CORP US N 2 2027-02-15 Floating 8.82090000 N N N N N N WI TREAS. NT/BD 254900HROIFWPRGM1V77 912810TV0 610000.00000000 PA USD 621437.50000000 0.158772696775 Long DBT UST US N 2 2053-11-15 Fixed 4.75000000 N N N N N N AMSR Trust N/A 00179VAC0 245000.00000000 PA USD 222953.28000000 0.056962918267 Long ABS-O CORP US N 2 2038-08-17 Fixed 1.87700000 N N N N N N AHEAD DB HOLDINGS LLC 254900L07WFL833JX193 00866HAG0 55000.00000000 PA USD 55226.05000000 0.014109848360 Long LON CORP US N 2 2031-02-03 Floating 9.57920000 N N N N N N KLOECKNER PENTAPLAST OF AME 5299004QDA11QZOG5N31 49865NAT7 282347.38000000 PA USD 256653.77000000 0.065573144846 Long LON CORP US N 2 2026-02-09 Floating 9.97030000 N N N N N N SPRINT CAPITAL CORP 549300L17W0GQBR1PO80 852060AT9 230000.00000000 PA USD 274917.39000000 0.070239365021 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N Diamond Resorts Owner Trust N/A 25273CAB6 112868.51000000 PA USD 106116.04000000 0.027111865379 Long ABS-O CORP US N 2 2033-11-21 Fixed 2.05000000 N N N N N N VIANT MEDICAL HOLDINGS 549300E68YOWU15QSF58 58506PAF8 304276.45440000 PA USD 304023.90000000 0.077675863602 Long LON CORP US N 2 2025-07-02 Floating 9.19370000 N N N N N N BOOZ ALLEN HAMILTON INC 549300D7XCH2480XU542 09951LAA1 226000.00000000 PA USD 211962.30000000 0.054154803959 Long DBT CORP US N 2 2028-09-01 Fixed 3.87500000 N N N N N N NBC Funding LLC N/A 62878YAA2 470250.00000000 PA USD 432434.99000000 0.110483949781 Long ABS-O CORP US N 2 2051-07-30 Fixed 2.98900000 N N N N N N VETSTRATEGY CANADA HOLD 254900WZMD2JOGND1Z32 000000000 109725.00000000 PA USD 109908.24000000 0.028080744503 Long LON CORP CA N 2 2028-12-06 Floating 10.82920000 N N N N N N Transurban Group 549300ZR71SUQ4VUTM79 000000000 2616998.00000000 NS 21870456.70000000 5.587740343919 Long EC CORP AU N 2 N N N PETSMART INC N/A 71677HAL9 334227.70000000 PA USD 332737.04000000 0.085011859049 Long LON CORP US N 2 2028-02-14 Floating 9.17090000 N N N N N N ENTERGY CORP 4XM3TW50JULSLG8BNC79 29364GAQ6 290000.00000000 PA USD 288771.92000000 0.073779095229 Long DBT CORP US N 2 2054-12-01 Fixed 7.12500000 N N N N N N SPIN HOLDCO INC 549300QAS44U2GUXGK45 84850XAK8 284523.17000000 PA USD 244334.27000000 0.062425603480 Long LON CORP US N 2 2028-03-06 Floating 9.34610000 N N N N N N FERRELLGAS LP/FERRELLGAS N/A 315289AA6 125000.00000000 PA USD 122061.36000000 0.031185777007 Long DBT CORP US N 2 2026-04-01 Fixed 5.37500000 N N N N N N COMM Mortgage Trust 549300NMFC2YLCA2NF13 12625XAA5 350000.00000000 PA USD 325937.50000000 0.083274626740 Long ABS-MBS CORP US N 2 2030-08-10 Fixed 4.35300000 N N N N N N LSF11 A5 HOLDCO LLC 254900FPK7P5WNA66Y10 50216YAD2 173687.50000000 PA USD 174014.03000000 0.044459300927 Long LON CORP US N 2 2028-10-16 Floating 9.67920000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746TD3 470000.00000000 PA USD 444198.46000000 0.113489429585 Long DBT CORP US N 2 N/A Fixed 3.90000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EF8 230000.00000000 PA USD 234977.20000000 0.060034941124 Long DBT CORP US N 2 2031-01-01 Fixed 6.12500000 N N N N N N Ameren Corp XRZQ5S7HYJFPHJ78L959 023608102 110401.00000000 NS USD 8100121.37000000 2.069521253746 Long EC CORP US N 1 N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 038461AL3 90000.00000000 PA USD 88200.00000000 0.022534449330 Long DBT NUSS EG N 2 2027-01-31 Fixed 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ERA0 1539808.57000000 PA USD 1543873.43000000 0.394448271888 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 6.00000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408103 167788.00000000 NS USD 5662845.00000000 1.446815121508 Long EC CORP US N 1 N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 969457100 216336.00000000 NS USD 8980107.36000000 2.294351182351 Long EC CORP US N 1 N N N MSCI INC 549300HTIN2PD78UB763 55354GAK6 256000.00000000 PA USD 227222.89000000 0.058053772124 Long DBT CORP US N 2 2030-09-01 Fixed 3.62500000 N N N N N N GLOBAL INFRASTRUCTURE SO 2549003BGLQITAJ6ZT28 37960XAB3 360000.00000000 PA USD 351979.85000000 0.089928255046 Long DBT CORP US N 2 2032-04-15 Fixed 7.50000000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAX7 110000.00000000 PA USD 110399.13000000 0.028206163277 Long DBT CORP US N 2 2032-06-01 Fixed 10.00000000 N N N N N N Aqua Finance Trust N/A 03837PAA5 1161.86000000 PA USD 1160.47000000 0.000296491523 Long ABS-O CORP US N 2 2035-11-15 Fixed 3.72000000 N N N N N N COVIA HOLDINGS LLC 213800IE4YGTGVTQ1806 22305CAB5 275000.00000000 PA USD 273350.00000000 0.069838908439 Long LON CORP US N 2 2026-07-31 Floating 9.30940000 N N Y N N N ONT GAMING GTA/OTG CO-IS N/A 68306MAA7 150000.00000000 PA USD 153776.30000000 0.039288710210 Long DBT CORP CA N 2 2030-08-01 Fixed 8.00000000 N N N N N N TRANSCANADA TRUST 549300Y0MFCAXLBWUV51 89356BAG3 305000.00000000 PA USD 274635.69000000 0.070167392750 Long DBT CORP CA N 2 2082-03-07 Fixed 5.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XK4Y3 819128.48000000 PA USD 789365.49000000 0.201677059380 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.00000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BS1 335000.00000000 PA USD 110562.05000000 0.028247788135 Long DBT CORP US N 2 2029-01-15 Fixed 3.62500000 N N N N N N BROADSTREET PARTNERS INC 549300BS9N54G8DD0R75 11135RAA3 270000.00000000 PA USD 247226.28000000 0.063164490700 Long DBT CORP US N 2 2029-04-15 Fixed 5.87500000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040W108 167438.00000000 NS USD 9917352.74000000 2.533810462685 Long EC CORP US N 1 N N N DXP ENTERPRISES INC/TX N/A 23338DAQ9 129350.00000000 PA USD 129996.75000000 0.033213210611 Long LON CORP US N 2 2030-10-07 Floating 10.16680000 N N N N N N BANCO DE CREDITO DEL PER 549300EQYQ8SCQZ4BY14 05971U2C0 278000.00000000 PA USD 265737.42000000 0.067893950409 Long DBT CORP PE N 2 2030-07-01 Fixed 3.12500000 N N N N N N Atlas Arteria Ltd 254900SGF4ZQDBH2YC59 000000000 933605.00000000 NS 3314824.08000000 0.846913098289 Long EC CORP AU N 2 N N N CODELCO INC 549300UVMBCBCIPSUI70 21987BBG2 200000.00000000 PA USD 197812.50000000 0.050539634445 Long DBT CORP CL N 2 2034-01-08 Fixed 5.95000000 N N N N N N PACKAGING COORDINATORS 549300SL20D7D39KSB12 000000000 207428.58760000 PA USD 207947.16000000 0.053128965310 Long LON CORP US N 2 2027-11-30 Floating 8.57060000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 67053NAK0 248740.56000000 PA USD 215115.81000000 0.054960502500 Long LON CORP FR N 2 2025-07-31 Floating 8.07060000 N N N N N N CenterPoint Energy Inc 21TPXMRRHFKOBHDC8J74 15189T107 258785.00000000 NS USD 7895530.35000000 2.017249757447 Long EC CORP US N 1 N N N GRANT THORNTON LLP 549300V6SBN782HF4N65 000000000 70000.00000000 PA USD 70467.60000000 0.018003951945 Long LON CORP US N 2 2031-05-30 Floating 8.57920000 N N N N N N Aeroports de Paris SA 969500PJMBSFHYC37989 000000000 47068.00000000 NS 6744637.63000000 1.723205157863 Long EC CORP FR N 2 N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DK2 208000.00000000 PA USD 207284.68000000 0.052959706557 Long DBT CORP US N 2 2034-07-28 Fixed 5.62500000 N N N N N N ADANI PORTS AND SPECIAL 335800QOAXP5TM7OYP69 00652MAE2 322000.00000000 PA USD 282152.50000000 0.072087882252 Long DBT CORP IN N 2 2029-07-03 Fixed 4.37500000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12768EAG1 123750.00000000 PA USD 124007.40000000 0.031682975871 Long LON CORP US N 2 2030-02-06 Floating 8.07920000 N N N N N N ENDO DESIGN ESCROW BOND N/A 000000000 94000.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEF1 405000.00000000 PA USD 361260.00000000 0.092299264909 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.87500000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818108 43162.00000000 NS USD 10048976.84000000 2.567439449217 Long EC CORP US N 1 N N N Metlife Securitization Trust N/A 59166BAB7 240900.00000000 PA USD 208751.32000000 0.053334422257 Long ABS-MBS CORP US N 2 2055-04-25 Variable 3.47480500 N N N N N N UKG INC 529900FKHWSTQ1GXK240 89841EAB1 161354.57600000 PA USD 162503.42000000 0.041518424988 Long LON CORP US N 2 2031-02-10 Floating 8.82920000 N N N N N N ORL TRUST N/A 67116QAA0 438000.00000000 PA USD 439779.38000000 0.112360387245 Long ABS-MBS CORP US N 2 2036-10-19 Floating 7.66719000 N N N N N N Verus Securitization Trust N/A 92539AAA2 234183.52000000 PA USD 229667.20000000 0.058678275297 Long ABS-MBS CORP US N 2 2067-06-25 Variable 4.91000000 N N N N N N Redeia Corp SA 5493009HMD0C90GUV498 000000000 306392.00000000 NS 5521696.94000000 1.410752833457 Long EC CORP ES N 2 N N N FIRST BRANDS GROUP LLC N/A 31935HAG2 294707.68000000 PA USD 292005.21000000 0.074605176971 Long LON CORP US N 2 2027-03-30 Floating 10.43690000 N N N N N N Mill City Mortgage Trust N/A 59980CAH6 414915.23000000 PA USD 347864.43000000 0.088876795596 Long ABS-MBS CORP US N 2 2061-01-25 Variable 3.25000000 N N N N N N REPUBLIC OF ARMENIA 5299000H77JSW90G7935 042207AD2 140000.00000000 PA USD 114289.00000000 0.029199996366 Long DBT NUSS AM N 2 2031-02-02 Fixed 3.60000000 N N N N N N Bankers Healthcare Group Secur N/A 08862GAA2 272340.30000000 PA USD 277353.79000000 0.070861847248 Long ABS-O CORP US N 2 2036-12-17 Fixed 6.92000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAS4 250000.00000000 PA USD 269309.69000000 0.068806639041 Long DBT CORP FR N 2 2034-10-19 Fixed 7.00300000 N N N N N N LSB INDUSTRIES 5493001H215A0HG0MI71 502160AN4 240000.00000000 PA USD 230938.61000000 0.059003111172 Long DBT CORP US N 2 2028-10-15 Fixed 6.25000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CX1 147000.00000000 PA USD 129658.89000000 0.033126889874 Long DBT CORP US N 2 2060-05-01 Fixed 5.93000000 N N N N N N ENTAIN PLC 213800GNI3K45LQR8L28 000000000 165000.00000000 PA USD 165257.40000000 0.042222046561 Long LON CORP IM N 2 2029-10-31 Floating 8.07920000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAB8 205000.00000000 PA USD 193248.65000000 0.049373604439 Long DBT CORP US N 2 2029-10-01 Fixed 5.25000000 N N N N N N Progress Residential Trust N/A 74333VAG9 830000.00000000 PA USD 762837.31000000 0.194899305094 Long ABS-O CORP US N 2 2026-05-17 Fixed 2.28800000 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 445545AS5 320000.00000000 PA USD 327356.80000000 0.083637247420 Long DBT NUSS HU N 2 2032-09-22 Fixed 6.25000000 N N N N N N Momnt Technologies Trust N/A 608934AA3 355480.11000000 PA USD 356352.74000000 0.091045496181 Long ABS-O CORP US N 2 2045-03-20 Fixed 6.92000000 N N N N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 09261HAD9 256000.00000000 PA USD 233813.35000000 0.059737586035 Long DBT CORP US N 2 2026-12-15 Fixed 2.62500000 N N N N N N INTOWN 2022-STAY N/A 46117NAA0 537000.00000000 PA USD 539685.00000000 0.137885536130 Long ABS-MBS CORP US N 2 2039-08-15 Floating 7.80560000 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 02154CAF0 515000.00000000 PA USD 406826.16000000 0.103941082638 Long DBT CORP LU N 2 2028-01-15 Fixed 5.00000000 N N N N N N New Residential Mortgage Loan N/A 64829LAQ1 885492.81000000 PA USD 841257.31000000 0.214935036573 Long ABS-MBS CORP US N 2 2056-11-25 Variable 4.50000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 315000.00000000 PA USD 210754.69000000 0.053846268513 Long DBT NUSS EC N 2 2030-07-31 Variable 6.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECE3 259000.00000000 PA USD 284786.79000000 0.072760923913 Long DBT CORP GB N 2 2033-11-02 Fixed 7.43700000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BJ3 334000.00000000 PA USD 278174.54000000 0.071071542818 Long DBT CORP US N 2 N/A Fixed 4.00000000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 682051AJ6 230000.00000000 PA USD 230575.00000000 0.058910211500 Long DBT NUSS OM N 2 2048-01-17 Fixed 6.75000000 N N N N N N Hotwire Funding LLC 254900ZCO90MCT7Y9348 44148JAC3 695000.00000000 PA USD 625579.16000000 0.159830860351 Long ABS-O CORP US N 2 2051-11-20 Fixed 4.45900000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325EL5 325000.00000000 PA USD 331337.50000000 0.084654286904 Long DBT NUSS CO N 2 2035-11-14 Fixed 8.00000000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BF0 135000.00000000 PA USD 123778.13000000 0.031624399077 Long DBT NUSS PA N 2 2028-03-17 Fixed 3.87500000 N N N N N N Zaxby's Funding LLC N/A 98920MAA0 556270.00000000 PA USD 488889.29000000 0.124907606956 Long ABS-O CORP US N 2 2051-07-30 Fixed 3.23800000 N N N N N N INTERNATIONAL PETROLEUM 54930025D80LU0SMR645 000000000 380000.00000000 PA USD 370409.56000000 0.094636909991 Long DBT CORP CA N 2 2027-02-01 Fixed 7.25000000 N N N N N N ISLAMIC REP OF PAKISTAN 529900LOP29R5WKHOD86 695847AT0 225000.00000000 PA USD 184148.44000000 0.047048567918 Long DBT NUSS PK N 2 2031-04-08 Fixed 7.37500000 N N N N N N FERTITTA ENTERTAINMENT L 984500A0805D8V551D35 31556PAB3 104732.82000000 PA USD 104998.84000000 0.026826429021 Long LON CORP US N 2 2029-01-29 Floating 9.32060000 N N N N N N Towd Point Mortgage Trust N/A 89176LAB0 330000.00000000 PA USD 308245.28000000 0.078754395050 Long ABS-MBS CORP US N 2 2058-03-25 Variable 3.75000000 N N N N N N ORGANON & CO/ORGANON FOR N/A 68622FAB7 20000.00000000 PA USD 20325.67000000 0.005193058738 Long DBT CORP US N 2 2034-05-15 Fixed 7.87500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C68 192000.00000000 PA USD 202367.87000000 0.051703497874 Long DBT CORP US N 2 2030-03-06 Fixed 7.35000000 N N N N N N COSTA RICA GOVERNMENT 549300S1EK2VN6XVJP58 221597CV7 90000.00000000 PA USD 94190.63000000 0.024065011101 Long DBT NUSS CR N 2 2054-11-13 Fixed 7.30000000 N N N N N N Visio Trust N/A 92837MAB3 51545.15000000 PA USD 46492.04000000 0.011878373238 Long ABS-MBS CORP US N 2 2055-11-25 Fixed 1.56700000 N N N N N N Woodward Capital Management N/A 749424AA5 288501.82000000 PA USD 287872.77000000 0.073549369037 Long ABS-MBS CORP US N 2 2044-02-25 Variable 6.02500000 N N N N N N MERITAGE HOMES CORP 52990044W9UMFJO2FB97 59001ABD3 283000.00000000 PA USD 258872.86000000 0.066140105970 Long DBT CORP US N 2 2029-04-15 Fixed 3.87500000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120BAA5 95000.00000000 PA USD 94126.95000000 0.024048741330 Long DBT CORP US N 2 2035-02-15 Fixed 5.75000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBX9 200000.00000000 PA USD 200015.46000000 0.051102474474 Long DBT CORP FR N 2 2035-01-19 Fixed 6.06600000 N N N N N N VONTIER CORP 549300VVSQLG4P5K4639 928881AF8 200000.00000000 PA USD 164347.07000000 0.041989463962 Long DBT CORP US N 2 2031-04-01 Fixed 2.95000000 N N N N N N CT TRUST 213800MJB7WO427HQD34 12659BAA2 110000.00000000 PA USD 95562.50000000 0.024415513765 Long DBT CORP GT N 2 2032-02-03 Fixed 5.12500000 N N N N N N TRIVIUM PACKAGING FIN 724500GMZWW3PVYET548 89686QAB2 382000.00000000 PA USD 381147.57000000 0.097380392329 Long DBT CORP NL N 2 2027-08-15 Fixed 8.50000000 N N N N N N Mission Lane Credit Card Maste N/A 60510MAN8 447000.00000000 PA USD 449475.49000000 0.114837671820 Long ABS-O CORP US N 2 2028-07-17 Fixed 7.23000000 N N N N N N CROWNROCK LP/CROWNROCK F N/A 228701AF5 85000.00000000 PA USD 84785.71000000 0.021662123423 Long DBT CORP US N 2 2025-10-15 Fixed 5.62500000 N N N N N N CMG MEDIA CORPORATION N/A 88146LAA1 395000.00000000 PA USD 197668.30000000 0.050502792409 Long DBT CORP US N 2 2027-12-15 Fixed 8.87500000 N N N N N N Sequoia Mortgage Trust 549300EU86QZR1NB5U93 81745EAC3 64734.82000000 PA USD 61095.83000000 0.015609533848 Long ABS-MBS CORP US N 2 2043-06-25 Variable 3.48011800 N N N N N N NOURYON USA LLC 549300K7VB5G6LULFT41 000000000 164172.94000000 PA USD 165199.02000000 0.042207130902 Long LON CORP US N 2 2028-04-03 Floating 8.82220000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780CQ7 310000.00000000 PA USD 273090.63000000 0.069772641318 Long DBT NUSS ID N 2 2030-02-14 Fixed 2.85000000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773DF4 273000.00000000 PA USD 248400.81000000 0.063464574450 Long DBT CORP US N 2 2033-04-25 Fixed 4.33700000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AD5 135000.00000000 PA USD 127586.12000000 0.032597312430 Long DBT CORP US N 2 2032-05-15 Fixed 5.12500000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 038461AM1 122000.00000000 PA USD 95007.50000000 0.024273715359 Long DBT NUSS EG N 2 2047-01-31 Fixed 8.50000000 N N N N N N ASCEND LEARNING LLC 549300T466HKRLVCD610 04349HAK0 281401.50000000 PA USD 281004.72000000 0.071794632929 Long LON CORP US N 2 2028-12-11 Floating 8.92920000 N N N N N N Verus Securitization Trust N/A 92539NAA4 500577.68000000 PA USD 493524.44000000 0.126091853587 Long ABS-MBS CORP US N 2 2067-07-25 Variable 5.15200000 N N N N N N OFFICE PPTY INCOME TRST N/A 81618TAC4 235000.00000000 PA USD 180016.46000000 0.045992877510 Long DBT CORP US N 2 2025-02-01 Fixed 4.50000000 N N N N N N MOTION FINCO SARL 2549002L1LBQZKA7UN30 000000000 190000.00000000 PA USD 190190.00000000 0.048592141928 Long LON CORP LU N 2 2029-11-30 Floating 8.82920000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBX2 238000.00000000 PA USD 268711.72000000 0.068653862117 Long DBT CORP US N 2 2032-10-19 Fixed 7.75000000 N N N N N N Emera Inc NQZVQT2P5IUF2PGA1Q48 290876101 202723.00000000 NS 7059124.38000000 1.803554202453 Long EC CORP CA N 1 N N N ACC Auto Trust N/A 00108XAC2 302791.38000000 PA USD 301803.61000000 0.077108595886 Long ABS-O CORP US N 2 2027-04-15 Fixed 3.79000000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AP8 329000.00000000 PA USD 338647.31000000 0.086521889433 Long DBT CORP US N 2 2033-04-15 Fixed 6.40000000 N N N N N N BENIN INTL GOV BOND 635400Q11P6AE5A5Y230 08205QAA6 15000.00000000 PA USD 14071.20000000 0.003595087793 Long DBT NUSS BJ N 2 2038-02-13 Fixed 7.96000000 N N N N N N Arroyo Mortgage Trust N/A 042859AA6 347444.11000000 PA USD 328137.82000000 0.083836792268 Long ABS-MBS CORP US N 2 2049-01-25 Variable 3.80500000 N N N N N N CONSENSUS CLOUD SOLUTION N/A 20848VAA3 75000.00000000 PA USD 72755.01000000 0.018588368326 Long DBT CORP US N 2 2026-10-15 Fixed 6.00000000 N N N N N N GRAY TELEVISION INC 529900TM5726KDN7UU35 389284AA8 350000.00000000 PA USD 308883.23000000 0.078917386568 Long DBT CORP US N 2 2027-05-15 Fixed 7.00000000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756CF5 625000.00000000 PA USD 604062.50000000 0.154333512454 Long DBT NUSS BR N 2 2033-10-20 Fixed 6.00000000 N N N N N N AMSR Trust N/A 00180UAD7 260000.00000000 PA USD 236576.91000000 0.060443655227 Long ABS-O CORP US N 2 2038-10-17 Fixed 2.17700000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBX3 470000.00000000 PA USD 380452.36000000 0.097202771303 Long DBT CORP US N 2 2032-02-04 Fixed 1.95300000 N N N N N N Edison International 549300I7ROF15MAEVP56 281020107 143070.00000000 NS USD 10994929.50000000 2.809123375356 Long EC CORP US N 1 N N N CKE Restaurants Holdings Inc N/A 411707AM4 460000.00000000 PA USD 458091.74000000 0.117039060131 Long ABS-O CORP US N 2 2054-03-20 Fixed 7.25300000 N N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 830000.00000000 PA USD 131970.00000000 0.033717361429 Long DBT NUSS VE N 2 2025-04-21 Fixed 7.65000000 Y Y N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AP4 180000.00000000 PA USD 145710.00000000 0.037227830066 Long DBT CORP CO N 2 2031-11-02 Fixed 4.62500000 N N N N N N UNITED AIR 2023-1 A PTT N/A 90932LAJ6 296000.00000000 PA USD 296944.54000000 0.075867139348 Long DBT CORP US N 2 2036-01-15 Fixed 5.80000000 N N N N N N STANDARD AERO LTD 549300WM2IKMXZ5LGL49 26812CAL0 62445.69250000 PA USD 62949.63000000 0.016083166072 Long LON CORP CA N 2 2028-08-24 Floating 8.82780000 N N N N N N Progress Residential Trust N/A 74333HAG0 235000.00000000 PA USD 215673.41000000 0.055102965187 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.22500000 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BY4 50000.00000000 PA USD 49993.53000000 0.012772978102 Long DBT CORP KY N 2 2029-05-15 Fixed 8.25000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 64072UAM4 334154.04000000 PA USD 320908.17000000 0.081989670028 Long LON CORP US N 2 2028-01-18 Floating 9.81980000 N N N N N N APOLLO DEBT SOLUTIONS BD 549300UMUGX092P8DW87 03770DAA1 223000.00000000 PA USD 224506.21000000 0.057359680425 Long DBT CORP US N 2 2029-04-13 Fixed 6.90000000 N N N N N N HERBALIFE/HLF FINANCING N/A 42704MAA0 95000.00000000 PA USD 92471.96000000 0.023625903595 Long DBT CORP N/A N 2 2025-09-01 Fixed 7.87500000 N N N N N N MetroNet Infrastructure Issuer 5493000BIROCAEATAQ61 59170JAG3 360000.00000000 PA USD 361776.96000000 0.092431344375 Long ABS-O CORP US N 2 2054-04-20 Fixed 6.23000000 N N N N N N INFINITE BIDCO LLC 549300GLV0VRADA9LI65 45674KAB1 259343.43000000 PA USD 251778.38000000 0.064327518668 Long LON CORP US N 2 2028-03-02 Floating 8.59730000 N N N N N N Entergy Corp 4XM3TW50JULSLG8BNC79 29364G103 59203.00000000 NS USD 6659745.47000000 1.701515837250 Long EC CORP US N 1 N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAV1 305000.00000000 PA USD 326345.38000000 0.083378837071 Long DBT CORP US N 2 2030-08-15 Fixed 9.87500000 N N N N N N National Grid PLC 8R95QZMKZLJX5Q2XR704 000000000 1010492.00000000 NS 11448865.60000000 2.925100700125 Long EC CORP GB N 2 N N N Applebees/IHOP Funding LLC N/A 03789XAF5 422000.00000000 PA USD 435735.21000000 0.111327131645 Long ABS-O CORP US N 2 2053-03-05 Fixed 7.82400000 N N N N N N TEINE ENERGY LTD 5493002EE80G6ER7SM91 879068AB0 330000.00000000 PA USD 322632.98000000 0.082430346259 Long DBT CORP CA N 2 2029-04-15 Fixed 6.87500000 N N N N N N SAFEHOLD GL HOLDINGS LLC 54930012UY5Z4Q8NL108 785931AA4 245000.00000000 PA USD 242840.69000000 0.062044004808 Long DBT CORP US N 2 2034-04-01 Fixed 6.10000000 N N N N N N POLARIS NEWCO LLC 254900LEPDAG7EDOA064 73108RAB4 193511.46000000 PA USD 193548.23000000 0.049450144919 Long LON CORP US N 2 2028-06-05 Floating 9.44370000 N N N N N N NIPPON LIFE INSURANCE 549300Y0HHMFW3EVWY08 654579AM3 200000.00000000 PA USD 205825.80000000 0.052586973480 Long DBT CORP JP N 2 2053-09-13 Fixed 6.25000000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCK9 175000.00000000 PA USD 176480.25000000 0.045089401943 Long DBT CORP US N 2 2055-01-15 Fixed 7.60000000 N N N N N N VIASAT INC UFC8NYMNFSYIHNSM2I38 92555WAD7 249365.48000000 PA USD 228481.12000000 0.058375240607 Long LON CORP US N 2 2029-03-05 Floating 9.82920000 N N N N N N ILLUMINATE BUYER/HLDG N/A 45232TAA9 255000.00000000 PA USD 255183.09000000 0.065197396956 Long DBT CORP US N 2 2028-07-01 Fixed 9.00000000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412JAS2 340000.00000000 PA USD 283189.40000000 0.072352802552 Long DBT NUSS NG N 2 2033-09-28 Fixed 7.37500000 N N N N N N ALLIANZ SE 529900K9B0N5BT694847 018820AC4 200000.00000000 PA USD 206591.00000000 0.052782476435 Long DBT CORP DE N 2 2053-09-06 Fixed 6.35000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3D3 270000.00000000 PA USD 265731.08000000 0.067892330586 Long DBT CORP US N 2 2034-04-24 Fixed 5.38900000 N N N N N N CAESARS ENTERTAINMENT INC 549300FA4CTCW903Y781 12768EAH9 30000.00000000 PA USD 30046.80000000 0.007676735738 Long LON CORP US N 2 2031-02-06 Floating 8.07920000 N N N N N N Reach Financial LLC N/A 75526PAB7 500000.00000000 PA USD 498380.35000000 0.127332502768 Long ABS-O CORP US N 2 2031-02-18 Fixed 6.29000000 N N N N N N CORONADO FINANCE PTY LTD 549300NS5FS0W548RE27 21979LAA4 526000.00000000 PA USD 546343.64000000 0.139586769528 Long DBT CORP AU N 2 2026-05-15 Fixed 10.75000000 N N N N N N NextEra Energy Inc UMI46YPGBLUE4VGNNT48 65339F101 344610.00000000 NS USD 27575692.20000000 7.045385925454 Long EC CORP US N 1 N N N Flughafen Zurich AG 529900PFO97GCN5SYB55 000000000 53108.00000000 NS 11323334.69000000 2.893028478688 Long EC CORP CH N 2 N N N Visio Trust N/A 92838CAB4 244526.96000000 PA USD 241328.91000000 0.061657756171 Long ABS-MBS CORP US N 2 2057-08-25 Variable 5.85000000 N N N N N N CIM Trust N/A 12567NAA7 386063.83000000 PA USD 353598.64000000 0.090341843948 Long ABS-MBS CORP US N 2 2061-12-25 Variable 3.75000000 N N N N N N GREENSAIF PIPELINES BIDC 549300YWDGUXPB8GRP47 39541EAA1 55000.00000000 PA USD 54972.50000000 0.014045068206 Long DBT CORP LU N 2 2038-02-23 Fixed 6.12900000 N N N N N N IVORY COAST 254900ICW11T82O6H590 221625AM8 210000.00000000 PA USD 204395.10000000 0.052221440184 Long DBT NUSS CI N 2 2028-03-03 Fixed 6.37500000 N N N N N N Ajax Mortgage Loan Trust N/A 00968FAA4 193304.32000000 PA USD 178686.88000000 0.045653179629 Long ABS-MBS CORP US N 2 2065-09-25 Variable 2.95600000 N N N N N N WAND NEWCO 3 INC 549300Y3VZEWMSQW8494 93369PAK0 40000.00000000 PA USD 40282.00000000 0.010291753831 Long LON CORP US N 2 2031-01-30 Floating 9.07920000 N N N N N N CMS ENERGY CORP 549300IA9XFBAGNIBW29 125896BU3 446000.00000000 PA USD 409756.66000000 0.104689803769 Long DBT CORP US N 2 2050-06-01 Fixed 4.75000000 N N N N N N ARCLINE FM HOLDINGS LLC 2549000HKCEC1E8UTO17 03960DAD5 48746.48000000 PA USD 48259.02000000 0.012329823593 Long LON CORP US N 2 2029-06-23 Floating 13.68940000 N N N N N N Westlake Automobile Receivable N/A 96043RAE7 469000.00000000 PA USD 466528.18000000 0.119194508314 Long ABS-O CORP US N 2 2027-11-15 Fixed 5.55000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAF8 175000.00000000 PA USD 117364.97000000 0.029985884009 Long DBT CORP FR N 2 2029-07-15 Fixed 5.12500000 N N N N N N CATALENT PHARMA SOLUTION 549300HALRZ339MSTH85 14879EAK4 395000.00000000 PA USD 375467.37000000 0.095929143133 Long DBT CORP US N 2 2030-04-01 Fixed 3.50000000 N N N N N N Taco Bell Funding, LLC N/A 87342RAC8 351562.50000000 PA USD 344748.66000000 0.088080739347 Long ABS-O CORP US N 2 2046-05-25 Fixed 4.97000000 N N N N N N Tricon American Homes N/A 89613JAG5 660000.00000000 PA USD 580717.90000000 0.148369139372 Long ABS-O CORP US N 2 2039-11-17 Fixed 2.28100000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BE7 35000.00000000 PA USD 38951.57000000 0.009951838781 Long DBT CORP CH N 2 N/A Fixed 9.25000000 N N N N N N CENTURY DE BUYER LLC 254900PQRPPYRTQIDX74 15651FAB2 125000.00000000 PA USD 124180.00000000 0.031727073898 Long LON CORP US N 2 2030-10-30 Floating 9.32810000 N N N N N N CoreVest American Finance Ltd N/A 21872NAJ9 400000.00000000 PA USD 350491.72000000 0.089548048809 Long ABS-O CORP US N 2 2052-10-15 Fixed 3.26500000 N N N N N N Ellington Financial Mortgage T N/A 31573TAC2 34440.28000000 PA USD 32318.50000000 0.008257138329 Long ABS-MBS CORP US N 2 2059-11-25 Variable 3.04600000 N N N N N N Tricolor Auto Securitization T N/A 89616KAC8 554000.00000000 PA USD 555500.01000000 0.141926154515 Long ABS-O CORP US N 2 2027-02-16 Fixed 7.24000000 N N N N N N HUNTER US BIDCO INC 549300KXGY77REE4ZR63 12509YAE6 189562.50010000 PA USD 189088.59000000 0.048310739798 Long LON CORP US N 2 2028-08-21 Floating 9.67660000 N N N N N N Trafigura Securitisation Finan 549300CH6S10UEZXWN56 892725AX0 365000.00000000 PA USD 363726.26000000 0.092929376145 Long ABS-O CORP IE N 2 2027-11-15 Fixed 5.98000000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BX1 8000.00000000 PA USD 8285.00000000 0.002116756379 Long DBT NUSS PA N 2 2031-03-01 Fixed 7.50000000 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 28370TAD1 239000.00000000 PA USD 267305.63000000 0.068294616495 Long DBT CORP US N 2 2040-11-15 Fixed 7.50000000 N N N N N N MERLIN ENTERTAINMENTS GR 549300HBQPPKS1187K54 59010UAA5 245000.00000000 PA USD 248312.65000000 0.063442050220 Long DBT CORP US N 2 2031-02-15 Fixed 7.37500000 N N N N N N WR GRACE HOLDING LLC 549300WNOVFRGYOAEB12 92943GAA9 294000.00000000 PA USD 270484.49000000 0.069106791774 Long DBT CORP US N 2 2029-08-15 Fixed 5.62500000 N N N N N N DEL MONTE FOODS INC 549300U9K7TD84Q24R17 24521TAJ5 271553.90000000 PA USD 210793.71000000 0.053856237835 Long LON CORP US N 2 2029-05-16 Floating 9.67010000 N N N N N N BROWN GROUP HOLDING LLC 25490094PF4HHK9QS109 11565HAB2 208305.20120000 PA USD 208805.13000000 0.053348170315 Long LON CORP US N 2 2028-06-07 Floating 8.17920000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAG6 256000.00000000 PA USD 251251.89000000 0.064193004357 Long DBT CORP US N 2 N/A Fixed 4.60000000 N N N N N N Republic Finance Issuance Trus N/A 76042EAA7 141800.22000000 PA USD 140593.05000000 0.035920487090 Long ABS-O CORP US N 2 2030-11-20 Fixed 2.47000000 N N N N N N Tricon Residential N/A 89614YAB2 185000.00000000 PA USD 171058.51000000 0.043704187370 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.24400000 N N N N N N ENDO FINANCE HOLDINGS N/A 29281RAA7 20000.00000000 PA USD 20500.38000000 0.005237695854 Long DBT CORP US N 2 2031-04-15 Fixed 8.50000000 N N N N N N BANC CREDITO INVERSIONES 549300E9E5Y3PKW24142 05890MAC7 330000.00000000 PA USD 345365.63000000 0.088238370630 Long DBT CORP CL N 2 N/A Fixed 8.75000000 N N N N N N ALLSTATE CORP OBT0W1ED8G0NWVOLOJ77 020002BB6 275000.00000000 PA USD 275796.95000000 0.070464086113 Long DBT CORP US N 2 2053-08-15 Floating 8.52199000 N N N N N N RADIOLOGY PARTNERS INC 549300SFTAG2177WUZ08 000000000 250309.93000000 PA USD 238733.10000000 0.060994545866 Long LON CORP US N 2 2029-01-31 Floating 9.09250000 N N Y N N N Lannett Company Inc Common Stock N/A 000000000 3742.20000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N Towd Point Mortgage Trust N/A 89173UAB3 610000.00000000 PA USD 550159.12000000 0.140561596521 Long ABS-MBS CORP US N 2 2057-06-25 Variable 3.00000000 N N N N N N COTIVITI INC 254900YAQHVRTG4IFI64 22164MAB3 160000.00000000 PA USD 160500.80000000 0.041006770352 Long LON CORP US N 2 2031-04-30 Floating 8.57920000 N N N N N N TRAVERSE MIDSTREAM PARTN 549300DHTM8B2X5QMJ22 89435TAB0 206129.79310000 PA USD 207096.54000000 0.052911638175 Long LON CORP US N 2 2028-02-16 Floating 8.92920000 N N N N N N PEGASUS BIDCO BV 254900U303DPAFR7MA71 000000000 187629.75000000 PA USD 188412.17000000 0.048137919479 Long LON CORP NL N 2 2029-07-12 Floating 9.07920000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CJZ5 545000.00000000 PA USD 523966.41000000 0.133869552345 Long DBT UST US N 2 2034-02-15 Fixed 4.00000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DE5 214000.00000000 PA USD 203734.91000000 0.052052766509 Long DBT CORP US N 2 2055-01-15 Fixed 5.80000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 28504DAC7 184000.00000000 PA USD 191454.98000000 0.048915334986 Long DBT CORP FR N 2 2033-05-23 Fixed 6.25000000 N N N N N N ENDURE DIGITAL INC 549300UTQC2651SB0W88 29279UAB2 250000.00000000 PA USD 233360.00000000 0.059621758454 Long LON CORP US N 2 2028-02-10 Floating 8.73090000 N N N N N N HAMILTON PROJECTS ACQUIR 5493005K6XILIQ2EZY52 000000000 35000.00000000 PA USD 35153.30000000 0.008981408816 Long LON CORP US N 2 2031-05-22 Floating 9.06680000 N N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 716558AG6 665000.00000000 PA USD 78470.00000000 0.020048506110 Long DBT CORP VE N 2 2024-05-16 Fixed 6.00000000 Y Y N N N N HUNTER DOUGLAS INC 529900811T142NS3H544 000000000 174113.92000000 PA USD 172994.37000000 0.044198785319 Long LON CORP US N 2 2029-02-26 Floating 8.82000000 N N N N N N EG AMERICA LLC 549300BY1CRYVPEG9R57 000000000 169573.93000000 PA USD 165758.52000000 0.042350079024 Long LON CORP US N 2 2028-02-07 Floating 10.82920000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAJ4 190000.00000000 PA USD 189655.36000000 0.048455545352 Long DBT CORP US N 2 2027-02-01 Fixed 5.75000000 N N N N N N LAD Auto Receivables Trust N/A 505713AF4 450000.00000000 PA USD 448412.45000000 0.114566072942 Long ABS-O CORP US N 2 2031-02-15 Fixed 6.30000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 04505AAA7 260000.00000000 PA USD 253824.96000000 0.064850404760 Long DBT CORP US N 2 2032-08-11 Fixed 5.50000000 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 168863DV7 85000.00000000 PA USD 73259.38000000 0.018717231140 Long DBT NUSS CL N 2 2034-01-31 Fixed 3.50000000 N N N N N N Sempra PBBKGKLRK5S5C0Y4T545 816851109 204223.00000000 NS USD 15731297.69000000 4.019230506723 Long EC CORP US N 1 N N N ALTERRA MOUNTAIN COMPANY 549300C5O4FSVNUEI843 46124CAM9 5000.00000000 PA USD 5034.40000000 0.001286252060 Long LON CORP US N 2 2030-05-31 Floating 9.17920000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 71568PAC3 250000.00000000 PA USD 240078.13000000 0.061338191108 Long DBT CORP ID N 2 2027-05-15 Fixed 4.12500000 N N N N N N MILEAGE PLUS HOLDINGS IN N/A 59921PAB2 195000.00000000 PA USD 199342.65000000 0.050930576482 Long LON CORP US N 2 2027-06-21 Floating 10.54820000 N N N N N N Mill City Mortgage Trust N/A 59981AAH9 354347.33000000 PA USD 311761.66000000 0.079652804199 Long ABS-MBS CORP US N 2 2069-10-25 Variable 3.50000000 N N N N N N BHN MERGER SUB INC 549300LFU3K8UIR03132 09238FAL5 164433.76440000 PA USD 165009.28000000 0.042158653732 Long LON CORP US N 2 2029-03-12 Floating 10.31990000 N N N N N N COLUMBIA PIPELINES OPCO N/A 19828TAD8 50000.00000000 PA USD 53091.38000000 0.013564455923 Long DBT CORP US N 2 2063-08-15 Fixed 6.71400000 N N N N N N NORTHRIVER MIDSTREAM FIN 549300SOLNLY3BL6GF18 66679NAA8 185000.00000000 PA USD 182497.14000000 0.046626672950 Long DBT CORP CA N 2 2026-02-15 Fixed 5.62500000 N N N N N N REPUBLIC OF GABON N/A 362420AC5 45000.00000000 PA USD 42417.00000000 0.010837230580 Long DBT NUSS GA N 2 2025-06-16 Fixed 6.95000000 N N N N N N Mercury Financial Credit Card N/A 58940BAR7 555000.00000000 PA USD 558987.18000000 0.142817100724 Long ABS-O CORP US N 2 2027-09-20 Fixed 8.04000000 N N N N N N NAKED JUICE LLC 549300Y5TU1XQ1KVLJ64 62984CAD5 191356.79000000 PA USD 181748.77000000 0.046435469936 Long LON CORP US N 2 2029-01-24 Floating 8.67450000 N N N N N N Verus Securitization Trust N/A 92539AAC8 492592.92000000 PA USD 476278.24000000 0.121685576715 Long ABS-MBS CORP US N 2 2067-06-25 Variable 4.91000000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473P105 345010.00000000 NS USD 10025990.60000000 2.561566634471 Long EC CORP US N 1 N N N NATIONAL RURAL UTIL COOP 4NYF266XZC35SCTGX023 637432MT9 270000.00000000 PA USD 270000.16000000 0.068983049032 Long DBT CORP US N 2 2043-04-30 Floating 8.50111000 N N N N N N Citigroup Mortgage Loan Trust 549300R1KUK063S4I339 17326QAA1 202212.17000000 PA USD 194731.43000000 0.049752443790 Long ABS-MBS CORP US N 2 2064-09-25 Variable 3.00000000 N N N N N N ELLUCIAN HOLDINGS INC 549300RP8NIJ7FY7OS79 83578BAQ6 244082.63000000 PA USD 245390.91000000 0.062695567204 Long LON CORP US N 2 2029-10-29 Floating 8.92920000 N N N N N N DTE Energy Co 549300IX8SD6XXD71I78 233331107 54981.00000000 NS USD 6406935.93000000 1.636924864809 Long EC CORP US N 1 N N N TRICORBRAUN HOLDINGS INC 2549009AB5YVVW5J1U62 00184NAB3 278740.32470000 PA USD 278096.43000000 0.071051586289 Long LON CORP US N 2 2028-03-03 Floating 8.69370000 N N N N N N United Utilities Group PLC 2138002IEYQAOC88ZJ59 000000000 320649.00000000 NS 4176711.44000000 1.067118960446 Long EC CORP GB N 2 N N N DYNASTY ACQUISITION CO I 549300L1RCRPOAUCB870 26812CAK2 161955.02660000 PA USD 163262.00000000 0.041712236582 Long LON CORP US N 2 2028-08-24 Floating 8.82780000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CT7 328000.00000000 PA USD 346625.15000000 0.088560168698 Long DBT CORP US N 2 2033-03-15 Fixed 7.00000000 N N N N N N NEPTUNE BIDCO US INC 549300VG15T3VCYZ4531 64069JAC6 302800.00000000 PA USD 289846.22000000 0.074053570953 Long LON CORP US N 2 2029-04-11 Floating 10.41990000 N N N N N N PHOENIX NEWCO INC 254900PHGVI5379Z9791 71911KAC8 127400.00000000 PA USD 128063.75000000 0.032719343371 Long LON CORP US N 2 2028-11-15 Floating 8.68130000 N N N N N N ECL ENTERTAINMENT LLC 254900UPSGHOBB360Z85 26826TAK9 184075.00000000 PA USD 185072.69000000 0.047284706975 Long LON CORP US N 2 2030-08-30 Floating 9.32920000 N N N N N N ALLIANCE LAUNDRY SYSTEMS 549300YBOGK6MBI5ND34 01862LAW8 160518.26340000 PA USD 161094.52000000 0.041158461432 Long LON CORP US N 2 2027-10-08 Floating 8.89340000 N N N N N N REPUBLIC OF KENYA 549300VVURQQYU45PR87 491798AK0 95000.00000000 PA USD 86568.75000000 0.022117676989 Long DBT NUSS KE N 2 2032-05-22 Fixed 8.00000000 N N N N N N INEOS US FINANCE LLC 5493008MHJ4R367SNK31 000000000 205785.54660000 PA USD 206256.80000000 0.052697090800 Long LON CORP US N 2 2027-11-08 Floating 9.17920000 N N N N N N MOSEL BIDCO SE 9845004C6B4E09AB1C38 000000000 113000.00000000 PA USD 113847.50000000 0.029087196373 Long LON CORP DE N 2 2030-09-16 Floating 10.07060000 N N N N N N BLUE OWL FINANCE LLC 254900OF2NO2GYFV5T41 09581JAA4 415000.00000000 PA USD 346924.40000000 0.088636624866 Long DBT CORP US N 2 2031-06-10 Fixed 3.12500000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441C204 60305.00000000 NS USD 6245788.85000000 1.595752974685 Long EC CORP US N 1 N N N ARSENAL AIC PARENT LLC N/A 04287KAE1 94525.59000000 PA USD 95254.38000000 0.024336791378 Long LON CORP US N 2 2030-08-19 Floating 9.07060000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AD5 325000.00000000 PA USD 331498.38000000 0.084695390557 Long DBT CORP US N 2 2035-01-25 Fixed 6.25000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAF3 135000.00000000 PA USD 91064.90000000 0.023266410145 Long DBT CORP US N 2 2050-06-22 Fixed 4.00000000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 744320BL5 120000.00000000 PA USD 122866.20000000 0.031391407690 Long DBT CORP US N 2 2053-03-01 Fixed 6.75000000 N N N N N N BOOZ ALLEN HAMILTON INC 549300D7XCH2480XU542 09951LAB9 90000.00000000 PA USD 83826.09000000 0.021416947592 Long DBT CORP US N 2 2029-07-01 Fixed 4.00000000 N N N N N N REPUBLIC OF TURKIYE 5493000PCHOG3B6S3Q85 900123DK3 200000.00000000 PA USD 200480.00000000 0.051221161017 Long DBT NUSS TR N 2 2034-05-15 Fixed 7.62500000 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BZ1 80000.00000000 PA USD 79918.48000000 0.020418582064 Long DBT CORP KY N 2 2031-05-15 Fixed 8.50000000 N N N N N N Public Service Enterprise Grou PUSS41EMO3E6XXNV3U28 744573106 68135.00000000 NS USD 5161907.60000000 1.318829311328 Long EC CORP US N 1 N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71643VAB1 180000.00000000 PA USD 151182.00000000 0.038625885698 Long DBT CORP MX N 2 2032-02-16 Fixed 6.70000000 N N N N N N SABRA HEALTH CARE LP 549300OVKLRFSIQG0H81 78574MAA1 270000.00000000 PA USD 222500.44000000 0.056847220987 Long DBT CORP US N 2 2031-12-01 Fixed 3.20000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKC2 386000.00000000 PA USD 308798.30000000 0.078895687580 Long DBT CORP US N 2 2036-09-21 Fixed 2.48200000 N N N N N N CCG Receivables Trust N/A 12512XAB9 405958.79000000 PA USD 406519.34000000 0.103862692391 Long ABS-O CORP US N 2 2030-09-16 Fixed 5.82000000 N N N N N N CORNERSTONE BUILDING 549300IW41QEWQ6T0H29 72431HAD2 170000.00000000 PA USD 167206.90000000 0.042720129429 Long LON CORP US N 2 2028-04-12 Floating 8.66680000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38143YAC7 190000.00000000 PA USD 202192.56000000 0.051658707463 Long DBT CORP US N 2 2036-05-01 Fixed 6.45000000 N N N N N N CHG HEALTHCARE SERVICES INC 54930016Y1HPAVB9PZ54 12541HAT0 154384.66000000 PA USD 154803.04000000 0.039551034705 Long LON CORP US N 2 2028-09-29 Floating 8.69370000 N N N N N N LINCOLN NATIONAL CORP EFQMQROEDSNBRIP7LE47 534187BP3 195000.00000000 PA USD 151124.87000000 0.038611289405 Long DBT CORP US N 2 2067-04-20 Floating 7.62617000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BD7 238000.00000000 PA USD 232835.09000000 0.059487647821 Long DBT CORP US N 2 2029-09-15 Fixed 6.62500000 N N N N N N PERATON CORP 549300EQPCK07ZW63836 71360HAB3 193661.81730000 PA USD 193729.60000000 0.049496483616 Long LON CORP US N 2 2028-02-01 Floating 9.17920000 N N N N N N American Homes 4 Rent N/A 02666BAC0 340000.00000000 PA USD 333143.59000000 0.085115729575 Long ABS-O CORP US N 2 2052-10-17 Fixed 4.69100000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AR4 165000.00000000 PA USD 166533.17000000 0.042547996384 Long DBT CORP US N 2 2032-05-15 Fixed 6.50000000 N N N N N N Wells Fargo Mortgage Backed Se N/A 95002VAA7 114921.91000000 PA USD 95283.40000000 0.024344205774 Long ABS-MBS CORP US N 2 2050-07-25 Variable 3.00000000 N N N N N N CROWNROCK LP/CROWNROCK F N/A 228701AG3 170000.00000000 PA USD 167662.48000000 0.042836526758 Long DBT CORP US N 2 2029-05-01 Fixed 5.00000000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAS2 80000.00000000 PA USD 79085.40000000 0.020205736270 Long DBT CORP US N 2 2025-06-13 Fixed 4.87500000 N N N N N N INNOPHOS HOLDINGS INC XQ0331QX53IRX25OY417 45778EAG9 164337.66000000 PA USD 163351.63000000 0.041735136385 Long LON CORP US N 2 2027-02-08 Floating 8.69370000 N N N N N N GLS Auto Receivables Trust N/A 37964VAE7 360000.00000000 PA USD 360254.70000000 0.092042418175 Long ABS-O CORP US N 2 2030-02-15 Fixed 6.03000000 N N N N N N New Residential Mortgage Loan N/A 64830HAD6 440000.00000000 PA USD 374922.59000000 0.095789955862 Long ABS-MBS CORP US N 2 2059-02-25 Variable 3.75000000 N N N N N N TASEKO MINES LTD 549300XKUO1JSLU7KX54 876511AG1 130000.00000000 PA USD 133261.61000000 0.034047358256 Long DBT CORP CA N 2 2030-05-01 Fixed 8.25000000 N N N N N N CMS Energy Corp 549300IA9XFBAGNIBW29 125896100 65739.00000000 NS USD 4136955.27000000 1.056961552301 Long EC CORP US N 1 N N N LAD Auto Receivables Trust N/A 505710AF0 550000.00000000 PA USD 557871.22000000 0.142531981177 Long ABS-O CORP US N 2 2030-06-17 Fixed 7.30000000 N N N N N N AMENTUM GOVERNMENT SERVI 5493008CT6B5L54YSE94 57776DAE3 162112.50000000 PA USD 163025.19000000 0.041651733374 Long LON CORP US N 2 2029-02-15 Floating 9.32060000 N N N N N N New Residential Mortgage Loan N/A 64828AAA1 33200.35000000 PA USD 30690.95000000 0.007841311311 Long ABS-MBS CORP US N 2 2054-01-25 Variable 3.75000000 N N N N N N HIN Timeshare Trust 2020-A N/A 40439HAC3 69888.30000000 PA USD 65185.73000000 0.016654473126 Long ABS-O CORP US N 2 2039-10-09 Fixed 3.42000000 N N N N N N CENT Trust 2023-CITY N/A 12516WAA9 340000.00000000 PA USD 342550.00000000 0.087518997937 Long ABS-MBS CORP US N 2 2038-09-15 Floating 7.93677000 N N N N N N ACRISURE LLC / FIN INC N/A 00489LAK9 130000.00000000 PA USD 130627.77000000 0.033374431566 Long DBT CORP US N 2 2029-02-01 Fixed 8.25000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAG0 65000.00000000 PA USD 64114.26000000 0.016380720445 Long DBT CORP US N 2 2025-06-15 Fixed 4.62500000 N N N N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 05565QDV7 437000.00000000 PA USD 412313.04000000 0.105342940000 Long DBT CORP GB N 2 N/A Fixed 4.87500000 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 817477AH5 344000.00000000 PA USD 344000.00000000 0.087889462240 Long DBT NUSS RS N 2 2033-09-26 Fixed 6.50000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU N/A 92939KAG3 649000.00000000 PA USD 630345.08000000 0.161048517752 Long ABS-MBS CORP US N 2 2047-11-15 Fixed 3.93100000 N N N N N N OMNIA PARTNERS LLC 254900ZD1P5CVG9GOS22 68218HAE7 75000.00000000 PA USD 75239.25000000 0.019223073319 Long LON CORP US N 2 2030-07-25 Floating 8.56980000 N N N N N N COSTAR GROUP INC N/A 22160NAA7 448000.00000000 PA USD 379691.15000000 0.097008287764 Long DBT CORP US N 2 2030-07-15 Fixed 2.80000000 N N N N N N EPICOR SOFTWARE CORP JGNXVGGGXR4O1L5I7S73 29426NAN4 191325.05360000 PA USD 191935.38000000 0.049038073642 Long LON CORP US N 2 2027-07-30 Floating 8.69370000 N N N N N N FORTRESS INTERMEDIATE N/A 000000000 90000.00000000 PA USD 90225.00000000 0.023051821891 Long LON CORP US N 2 2031-05-09 Floating 9.07920000 N N N N N N GAINWELL ACQUISITION COR N/A 59909TAC8 181556.57440000 PA USD 176186.13000000 0.045014256453 Long LON CORP US N 2 2027-10-01 Floating 9.40190000 N N N N N N Jack in the Box Funding, LLC N/A 466365AD5 525250.00000000 PA USD 486213.16000000 0.124223875483 Long ABS-O CORP US N 2 2052-02-26 Fixed 3.44500000 N N N N N N ION TRADING TECHNOLOGIES 5493009ZVXOKZLQ6QJ12 46205YAB7 145000.00000000 PA USD 146058.50000000 0.037316869245 Long DBT CORP LU N 2 2029-05-30 Fixed 9.50000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CQ0 274000.00000000 PA USD 270933.88000000 0.069221607604 Long DBT CORP US N 2 2033-06-01 Fixed 5.50000000 N N N N N N New Residential Mortgage Loan N/A 64829HAM9 169835.30000000 PA USD 156441.97000000 0.039969769229 Long ABS-MBS CORP US N 2 2056-09-25 Variable 4.00000000 N N N N N N Verus Securitization Trust N/A 92538NAA5 348955.67000000 PA USD 338381.86000000 0.086454068916 Long ABS-MBS CORP US N 2 2067-04-25 Variable 4.47400000 N N N N N N FAT Brands Royalty I, LLC N/A 31189TAF1 581150.00000000 PA USD 488689.38000000 0.124856531426 Long ABS-O CORP US N 2 2051-04-25 Fixed 5.75000000 N N N N N N GARDA WORLD SECURITY 549300ZF1NDXLMCHNO20 000000000 184530.46000000 PA USD 186052.84000000 0.047535128069 Long LON CORP CA N 2 2029-02-01 Floating 9.67920000 N N N N N N STAR PARENT INC 254900GRGCJYRMDRWT73 87169DAB1 205000.00000000 PA USD 205026.65000000 0.052382796550 Long LON CORP US N 2 2030-09-30 Floating 9.29820000 N N N N N N Towd Point Mortgage Trust N/A 89178BAB0 445000.00000000 PA USD 388207.50000000 0.099184152362 Long ABS-MBS CORP US N 2 2059-10-25 Variable 3.25000000 N N N N N N JP Morgan Mortgage Trust N/A 46647SBY5 72359.36000000 PA USD 62146.16000000 0.015877885414 Long ABS-MBS CORP US N 2 2047-08-25 Variable 2.50000000 N N N N N N VCAT Asset Securitization, LLC N/A 91823DAA3 144501.13000000 PA USD 141911.76000000 0.036257407767 Long ABS-O CORP US N 2 2051-08-25 Variable 1.86770000 N N N N N N New Residential Mortgage Loan N/A 64829KBV1 679372.74000000 PA USD 635413.66000000 0.162343502550 Long ABS-MBS CORP US N 2 2057-03-25 Variable 4.00000000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 03846JW71 174000.00000000 PA USD 161994.00000000 0.041388271936 Long DBT NUSS EG N 2 2029-03-01 Fixed 7.60030000 N N N N N N Towd Point Mortgage Trust N/A 89173FAC4 385000.00000000 PA USD 366199.49000000 0.093561268164 Long ABS-MBS CORP US N 2 2056-10-25 Variable 3.75000000 N N N N N N GLOBAL ATLANTIC FIN CO N/A 37959GAD9 169000.00000000 PA USD 186602.68000000 0.047675608133 Long DBT CORP US N 2 2033-06-15 Fixed 7.95000000 N N N N N N REPUBLIC OF TURKIYE 5493000PCHOG3B6S3Q85 900123DJ6 590000.00000000 PA USD 639722.25000000 0.163444315510 Long DBT NUSS TR N 2 2030-07-13 Fixed 9.12500000 N N N N N N Iberdrola SA 5QK37QC7NWOJ8D7WVQ45 000000000 566928.00000000 NS 7482752.64000000 1.911788097689 Long EC CORP ES N 2 N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AA5 285000.00000000 PA USD 247525.72000000 0.063240995411 Long DBT CORP US N 2 2050-02-01 Variable 5.25000000 N N N N N N COSTA RICA GOVERNMENT 549300S1EK2VN6XVJP58 221597CR6 90000.00000000 PA USD 92025.00000000 0.023511708612 Long DBT NUSS CR N 2 2034-04-03 Fixed 6.55000000 N N N N N N GRAY TELEVISION INC 529900TM5726KDN7UU35 389376AZ7 163316.32000000 PA USD 148784.43000000 0.038013324251 Long LON CORP US N 2 2028-12-01 Floating 8.44370000 N N N N N N Auxilior Term Funding LLC N/A 05335JAE3 290000.00000000 PA USD 290812.84000000 0.074300535232 Long ABS-O CORP US N 2 2030-12-16 Fixed 7.27000000 N N N N N N Credit Suisse Mortgage Trust N/A 126405AA7 273557.92000000 PA USD 237459.87000000 0.060669244993 Long ABS-MBS CORP US N 2 2060-01-25 Variable 2.00000000 N N N N N N NGL ENRGY OP/FIN CORP N/A 62922LAD0 90000.00000000 PA USD 91660.42000000 0.023418561111 Long DBT CORP US N 2 2032-02-15 Fixed 8.37500000 N N N N N N MH SUB I LLC 2549005VFKP807SR8N49 45567YAN5 224434.67000000 PA USD 224690.53000000 0.057406772825 Long LON CORP US N 2 2028-05-03 Floating 9.69370000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBA7 300000.00000000 PA USD 288150.00000000 0.073620199257 Long DBT NUSS MX N 2 2054-05-07 Fixed 6.40000000 N N N N N N Cheniere Energy Inc MIHC87W9WTYSYZWV1J40 16411R208 83456.00000000 NS USD 13168522.24000000 3.364460285379 Long EC CORP US N 1 N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAR3 165000.00000000 PA USD 166071.18000000 0.042429961348 Long DBT CORP US N 2 2032-04-15 Fixed 6.87500000 N N N N N N Tricon American Homes N/A 89612LAC0 590000.00000000 PA USD 560502.54000000 0.143204264025 Long ABS-O CORP US N 2 2038-03-17 Fixed 3.14900000 N N N N N N EPICOR SOFTWARE CORP JGNXVGGGXR4O1L5I7S73 29426NAT1 14962.50000000 PA USD 14971.93000000 0.003825217663 Long LON CORP US N 2 2027-07-30 Floating 9.07010000 N N N N N N WAYSTAR TECHNOLOGIES INC 549300BIRBTAWWHCSZ09 63939WAK9 55000.00000000 PA USD 55085.80000000 0.014074015520 Long LON CORP US N 2 2029-10-22 Floating 9.32920000 N N N N N N EXPORT-IMPORT BANK KOREA 549300APVP4R32PI3Y06 302154DW6 220000.00000000 PA USD 219993.40000000 0.056206690762 Long DBT NUSS KR N 2 2033-01-11 Fixed 5.12500000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCG8 255000.00000000 PA USD 199021.59000000 0.050848548021 Long DBT CORP US N 2 2032-07-29 Fixed 2.35900000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAN0 350000.00000000 PA USD 342840.16000000 0.087593131676 Long DBT CORP US N 2 N/A Fixed 6.50000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDU0 280000.00000000 PA USD 289061.21000000 0.073853006690 Long DBT CORP US N 2 2054-06-01 Fixed 7.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAR4 202000.00000000 PA USD 205143.12000000 0.052412553776 Long DBT CORP US N 2 2034-05-25 Fixed 6.17400000 N N N N N N GGAM FINANCE LTD 254900X2QXEN0FVXRF65 36170JAD8 225000.00000000 PA USD 226725.75000000 0.057926756521 Long DBT CORP KY N 2 2029-04-15 Fixed 6.87500000 N N N N N N PAR PHARMACEUTICAL INC N/A 000000000 186999.99998200 PA USD 0.00000000 0.000000 Long DBT CORP US N 3 2027-04-01 Floating 7.50000000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 05533UAF5 270000.00000000 PA USD 249075.00000000 0.063636825021 Long DBT CORP MX N 2 2033-01-18 Fixed 5.12500000 N N N N N N Towd Point Mortgage Trust N/A 89176LAC8 480000.00000000 PA USD 426154.61000000 0.108879359023 Long ABS-MBS CORP US N 2 2058-03-25 Variable 3.75000000 N N N N N N PLANET US BUYER LLC 254900ZE51SEX2EFFH74 72706RAB2 70000.00000000 PA USD 70500.50000000 0.018012357653 Long LON CORP US N 2 2031-02-10 Floating 8.82920000 N N N N N N ACRISURE LLC 549300R0Z1Q47XRTGO22 00488PAR6 114712.50000000 PA USD 115142.67000000 0.029418102753 Long LON CORP US N 2 2030-11-06 Floating 9.82920000 N N N N N N SIGMA HOLDCO BV 254900RAPCKVT00GAO59 82660CAA0 200000.00000000 PA USD 194500.00000000 0.049693315132 Long DBT CORP NL N 2 2026-05-15 Fixed 7.87500000 N N N N N N BX Trust N/A 05609XAA9 663000.00000000 PA USD 657494.38000000 0.167984963616 Long ABS-MBS CORP US N 2 2027-10-13 Fixed 5.76000000 N N N N N N CAJUN GLOBAL LLC N/A 12803VAA3 334650.00000000 PA USD 303103.62000000 0.077440738851 Long ABS-O CORP US N 2 2051-11-20 Fixed 3.93100000 N N N N N N ACRISURE LLC / FIN INC N/A 00489LAH6 135000.00000000 PA USD 123053.82000000 0.031439343216 Long DBT CORP US N 2 2029-08-01 Fixed 6.00000000 N N N N N N Towd Point Mortgage Trust N/A 89173FAB6 330424.22000000 PA USD 323515.81000000 0.082655902811 Long ABS-MBS CORP US N 2 2056-10-25 Variable 3.50000000 N N N N N N PANTHER ESCROW ISSUER N/A 69867RAA5 30000.00000000 PA USD 30249.64000000 0.007728559862 Long DBT CORP US N 2 2031-06-01 Fixed 7.12500000 N N N N N N MCGRAW-HILL EDUCATION 254900U6YJ9QZ4IQOR26 58063DAC7 214922.44000000 PA USD 215343.69000000 0.055018724159 Long LON CORP US N 2 2028-07-31 Floating 10.19290000 N N N N N N SEMPRA GLOBAL N/A 81685VAA1 475000.00000000 PA USD 390964.73000000 0.099888604286 Long DBT CORP US N 2 2032-01-15 Fixed 3.25000000 N N N N N N Foundation Finance Trust 5493002KPTN6JUQ40J20 35041JAA3 6348.17000000 PA USD 6329.77000000 0.001617209538 Long ABS-O CORP US N 2 2034-11-15 Fixed 3.86000000 N N N N N N JP Morgan Mortgage Trust N/A 46643KBS9 205366.59000000 PA USD 183102.10000000 0.046781235767 Long ABS-MBS CORP US N 2 2029-10-25 Variable 2.72931900 N N N N N N Carvana Auto Receivables Trust N/A 14688LAC7 485000.00000000 PA USD 494528.21000000 0.126348309417 Long ABS-O CORP US N 2 2030-02-11 Fixed 6.59000000 N N N N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 617726AG9 205000.00000000 PA USD 178405.35000000 0.045581250791 Long DBT NUSS MA N 2 2042-12-11 Fixed 5.50000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AY3 365000.00000000 PA USD 203764.90000000 0.052060428733 Long DBT CORP US N 2 2028-04-01 Fixed 7.50000000 N N N N N N STAR US BIDCO LLC 254900OZQJ575UUU6G40 85519WAC8 208885.31930000 PA USD 210364.23000000 0.053746508864 Long LON CORP US N 2 2027-03-17 Floating 9.67220000 N N N N N N ROMANIA 315700IASY927EDWBK92 77586RAR1 310000.00000000 PA USD 325121.80000000 0.083066221408 Long DBT NUSS RO N 2 2033-01-17 Fixed 7.12500000 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAC3 455000.00000000 PA USD 439426.26000000 0.112270167690 Long DBT CORP US N 2 2026-12-15 Fixed 4.75000000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAE6 250000.00000000 PA USD 245434.25000000 0.062706640255 Long DBT CORP US N 2 2028-01-15 Fixed 6.25000000 N N N N N N Mariner Finance Issuance Trust N/A 56848MAA7 155701.74000000 PA USD 153989.66000000 0.039343222116 Long ABS-O CORP US N 2 2034-08-21 Fixed 2.19000000 N N N N N N BX Trust 2019-OC11 N/A 05606FAL7 660000.00000000 PA USD 578604.84000000 0.147829268131 Long ABS-MBS CORP US N 2 2041-12-09 Variable 3.94399000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 28504DAD5 176000.00000000 PA USD 188498.11000000 0.048159876515 Long DBT CORP FR N 2 2053-05-23 Fixed 6.90000000 N N N N N N TAPESTRY INC 549300LJNVY5SW3VTN33 876030AF4 244000.00000000 PA USD 257207.73000000 0.065714677539 Long DBT CORP US N 2 2033-11-27 Fixed 7.85000000 N N N N N N Crown Castle Inc 54930012H97VSM0I2R19 22822V101 86699.00000000 NS USD 8886647.50000000 2.270472877593 Long EC CORP US N 1 N N N UNIVERSAL HEALTH SVCS 549300YGMGQDO0NMJD09 913903BA7 344000.00000000 PA USD 279611.34000000 0.071438634618 Long DBT CORP US N 2 2032-01-15 Fixed 2.65000000 N N N N N N DRAWBRIDGE SPEC OPPOR FU N/A 26150TAE9 480000.00000000 PA USD 454132.14000000 0.116027411542 Long DBT CORP US N 2 2026-02-15 Fixed 3.87500000 N N N N N N BAUSCH + LOMB CORP 549300NY6OZM39SO6475 000000000 119400.00000000 PA USD 119250.75000000 0.030467686887 Long LON CORP CA N 2 2028-09-29 Floating 9.42920000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 744320BJ0 148000.00000000 PA USD 137455.15000000 0.035118776789 Long DBT CORP US N 2 2052-03-01 Fixed 5.12500000 N N N N N N TRUGREEN LP 549300QNRP2MNHR3QM19 89787RAH5 263868.30000000 PA USD 248036.20000000 0.063371419285 Long LON CORP US N 2 2027-11-02 Floating 9.42920000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BY9 258000.00000000 PA USD 270496.88000000 0.069109957327 Long DBT NUSS PA N 2 2038-03-01 Fixed 8.00000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TAC3 745000.00000000 PA USD 623848.10000000 0.159388587292 Long DBT NUSS SA N 2 2046-10-26 Fixed 4.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TX6 3055000.00000000 PA USD 2865494.53000000 0.732112713062 Long DBT UST US N 2 2054-02-15 Fixed 4.25000000 N N N N N N VISTAJET MALTA/VM HOLDS N/A 92841HAA0 420000.00000000 PA USD 381985.94000000 0.097594589679 Long DBT CORP N/A N 2 2028-06-01 Fixed 9.50000000 N N N N N N APPLIED SYSTEMS INC 549300NSKGF0SY5SWQ62 03827FBC4 20000.00000000 PA USD 20706.20000000 0.005290281346 Long LON CORP US N 2 2032-02-23 Floating 10.57490000 N N N N N N Aena SME SA 959800R7QMXKF0NFMT29 000000000 136386.00000000 NS 26672013.50000000 6.814502684231 Long EC CORP ES N 2 N N N SMITH & NEPHEW PLC 213800ZTMDN8S67S1H61 83192PAD0 220000.00000000 PA USD 215562.12000000 0.055074531413 Long DBT CORP GB N 2 2034-03-20 Fixed 5.40000000 N N N N N N ACM Auto Trust N/A 00161AAA0 201004.89000000 PA USD 202216.41000000 0.051664800962 Long ABS-O CORP US N 2 2030-06-20 Fixed 7.97000000 N N N N N N ROCKET SOFTWARE INC 549300PVG26ISP5X1556 77314EAB4 145000.00000000 PA USD 147281.19000000 0.037629257520 Long DBT CORP US N 2 2028-11-28 Fixed 9.00000000 N N N N N N Avant Credit Card Master Trust N/A 05351KAA7 590000.00000000 PA USD 574923.55000000 0.146888725693 Long ABS-O CORP US N 2 2027-04-15 Fixed 1.37000000 N N N N N N WATERBRIDGE NDB OPERATIN N/A 94120YAD5 150000.00000000 PA USD 150562.50000000 0.038467608018 Long LON CORP US N 2 2029-05-10 Floating 9.82920000 N N N N N N BRIGHTVIEW LANDSCAPES 549300OSAEQC89PVOW06 10801XAK3 223073.05000000 PA USD 224094.72000000 0.057254547766 Long LON CORP US N 2 2029-04-20 Floating 7.82840000 N N N N N N FERRELLGAS LP/FERRELLGAS N/A 315289AC2 275000.00000000 PA USD 259635.09000000 0.066334850112 Long DBT CORP US N 2 2029-04-01 Fixed 5.87500000 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 035198AF7 245000.00000000 PA USD 218785.00000000 0.055897953477 Long DBT NUSS AO N 2 2032-04-14 Fixed 8.75000000 N N N N N N WINDSOR HOLDINGS III LLC 254900IXUJZ9H146T437 97360BAD7 149250.94000000 PA USD 150806.13000000 0.038529853686 Long LON CORP US N 2 2030-08-01 Floating 9.31980000 N N N N N N ASURION LLC 549300KNQVXGIOXWK278 04649VAY6 211668.38680000 PA USD 207993.82000000 0.053140886596 Long LON CORP US N 2 2027-07-30 Floating 8.69370000 N N N N N N Vinci SA 213800WFQ334R8UXUG83 000000000 47474.00000000 NS 5924384.36000000 1.513636498558 Long EC CORP FR N 2 N N N Dext ABS 2020-1, LLC N/A 25216AAD6 475000.00000000 PA USD 474084.96000000 0.121125209856 Long ABS-O CORP US N 2 2028-02-15 Fixed 7.21000000 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 37443GAB7 150000.00000000 PA USD 77080.50000000 0.019693499111 Long DBT NUSS GH N 2 2032-03-26 Fixed 8.12500000 Y Y N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477CH4 200000.00000000 PA USD 202081.80000000 0.051630409100 Long DBT CORP US N 2 N/A Fixed 6.70000000 N N N N N N Chase Mortgage Finance Corpora N/A 16163YAC8 90746.30000000 PA USD 80780.79000000 0.020638895908 Long ABS-MBS CORP US N 2 2045-04-25 Variable 3.75000000 N N N N N N NAB HOLDINGS LLC 549300G4QOYNTNBXSH82 62871NAM7 265520.92000000 PA USD 265852.82000000 0.067923434258 Long LON CORP US N 2 2028-11-24 Floating 8.19730000 N N N N N N New Residential Mortgage Loan N/A 64829LAA6 19161.13000000 PA USD 17636.90000000 0.004506097838 Long ABS-MBS CORP US N 2 2056-11-25 Variable 3.75000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAP5 85000.00000000 PA USD 84843.41000000 0.021676865347 Long DBT CORP US N 2 2029-04-01 Fixed 6.37500000 N N N N N N LUMMUS TECHNOLOGY HOLDINGS 549300K1Y0YC1YC1H809 45232UAF5 65000.00000000 PA USD 65360.10000000 0.016699023374 Long LON CORP US N 2 2029-12-31 Floating 8.93130000 N N N N N N NATIONSTAR MTG HLD INC N/A 63861CAE9 360000.00000000 PA USD 332824.38000000 0.085034173774 Long DBT CORP US N 2 2031-11-15 Fixed 5.75000000 N N N N N N Kinder Morgan Inc 549300WR7IX8XE0TBO16 49456B101 212886.00000000 NS USD 4149148.14000000 1.060076740636 Long EC CORP US N 1 N N N TMF SAPPHIRE BIDCO BV 213800H27OKZZZ2CB779 000000000 124687.50000000 PA USD 125414.43000000 0.032042461656 Long LON CORP NL N 2 2028-05-03 Floating 9.32780000 N N N N N N Towd Point Mortgage Trust N/A 89179YAW3 465000.00000000 PA USD 372221.67000000 0.095099890727 Long ABS-MBS CORP US N 2 2061-11-25 Variable 2.75000000 N N N N N N DISH DBS CORP N/A 25470XAY1 205000.00000000 PA USD 130362.55000000 0.033306669813 Long DBT CORP US N 2 2026-07-01 Fixed 7.75000000 N N N N N N MINERVA LUXEMBOURG SA 222100NM3G3RCPGZ2Z17 603374AH2 215000.00000000 PA USD 224352.50000000 0.057320408654 Long DBT CORP LU N 2 2033-09-13 Fixed 8.87500000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBK5 285000.00000000 PA USD 225030.24000000 0.057493566224 Long DBT CORP US N 2 2031-02-15 Fixed 4.75000000 N N N N N N DG INVESTMENT INTERMEDI N/A 23344MAH1 198488.57000000 PA USD 198861.73000000 0.050807704970 Long LON CORP US N 2 2028-03-31 Floating 10.07920000 N N N N N N Jersey Mike's Funding, LLC N/A 476681AA9 430745.00000000 PA USD 411094.07000000 0.105031502158 Long ABS-O CORP US N 2 2050-02-15 Fixed 4.43300000 N N N N N N CRESCENT ENERGY FINANCE 54930061FUL6DBLFUW14 45344LAD5 5000.00000000 PA USD 5095.47000000 0.001301854994 Long DBT CORP US N 2 2032-04-01 Fixed 7.62500000 N N N N N N Metlife Securitization Trust N/A 59166EAB1 37422.78000000 PA USD 36131.83000000 0.009231416012 Long ABS-MBS CORP US N 2 2058-04-25 Variable 3.75000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AS8 250000.00000000 PA USD 255937.50000000 0.065390143145 Long DBT CORP CO N 2 2033-01-13 Fixed 8.87500000 N N N N N N GLOVES BUYER INC 54930015O0Y94T5H8Z18 37987UAC6 120000.00000000 PA USD 119900.40000000 0.030633667669 Long LON CORP US N 2 2027-12-29 Floating 9.43460000 N N N N N N ASCOT GROUP LTD 213800DJV7WRJBE2II28 04365XAA6 509000.00000000 PA USD 422038.34000000 0.107827682404 Long DBT CORP BM N 2 2030-12-15 Fixed 4.25000000 N N N N N N ELM TRUST 2024 N/A 26860XAU5 317000.00000000 PA USD 316612.60000000 0.080892183582 Long ABS-MBS CORP US N 3 2027-06-10 Variable 5.80087000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027X100 110450.00000000 NS USD 21619483.00000000 5.523618415055 Long EC CORP US N 1 N N N 2024-07-24 Virtus Total Return Fund Inc. Amy Hackett Amy Hackett Vice President and Assistant Treasurer