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Form NPORT-P CALAMOS STRATEGIC TOTAL For: Jul 31

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StreetInsider.com Top Tickers, 4/19/2024

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10. SLB


September 28, 2021 1:47 PM EDT 

  
    NPORT-P
    false
    
      
      
        
          0001275214
          XXXXXXXX
        
      
      
      
      
      
    
  
  
    
      Calamos Strategic Total Return Fund
      811-21484
      0001275214
      54930048NQ2YBS3TXW78
      2020 Calamos Court
      Naperville
      
      60563
      6302457200
      Calamos Strategic Total Return Fund
      54930048NQ2YBS3TXW78
      2021-10-31
      2021-07-31
      N
    
    
      3955101876.270000000000
      1144814906.430000000000
      2810286969.840000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      880000000.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      242000000.000000000000
      152292833.610000000000
      
        
          USD
          
          
        
      
      
      
      
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
      
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
    
    
      
        Cisco Systems Inc/Delaware
        549300LKFJ962MZ46593
        CISCO SYSTEMS INC
        17275R102
        
          
          
          
        
        247515.0000000000
        NS
        USD
        13704905.5500000000
        0.4876692557
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        Howmet Aerospace Inc
        549300HO5WFZUT5N2T22
        HOWMET AEROSPACE INC
        013817AW1
        
          
          
          
        
        1375000.0000000000
        PA
        USD
        1515497.5000000000
        0.0539267881
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2024-10-01
          Fixed
          5.125
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Chubb Ltd
        E0JAN6VLUDI1HITHT809
        CHUBB LTD
        H1467J104
        
          
          
          
        
        46700.0000000000
        NS
        USD
        7880158.0000000000
        0.2804040329
        Long
        EC
        CORP
        CH
        
        N
        1
        
          N
          N
          
        
      
      
        United Natural Foods Inc
        549300GKGW6WPZ282D40
        UNITED NATURAL FOODS INC
        911163AA1
        
          
          
          
        
        1300000.0000000000
        PA
        USD
        1405742.0000000000
        0.0500212973
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-10-15
          Fixed
          6.750
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Agilent Technologies Inc
        QUIX8Y7A2WP0XRMW7G29
        AGILENT TECHNOLOGIES INC
        00846U101
        
          
          
          
        
        55690.0000000000
        NS
        USD
        8533378.7000000000
        0.3036479474
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        Philip Morris International Inc
        HL3H1H2BGXWVG3BSWR90
        PHILIP MORRIS INTERNATIONAL
        718172109
        
          
          
          
        
        147500.0000000000
        NS
        USD
        14763275.0000000000
        0.5253298029
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        Charles Schwab Corp/The
        549300VSGCJ7E698NM85
        CHARLES SCHWAB CORP
        808513BD6
        
          
          
        
        135000.0000000000
        PA
        USD
        150778.8000000000
        0.0053652457
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          5.375
          N
          N
          N
        
        
          N
          N
          
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T INC
        00206R102
        
          
          
          
        
        264885.0000000000
        NS
        USD
        7430024.2500000000
        0.2643866740
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        Twilio Inc
        5493004W8TRGD63APX93
        TWILIO INC
        90138FAD4
        
          
          
          
        
        298000.0000000000
        PA
        USD
        311836.1400000000
        0.0110962383
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2031-03-15
          Fixed
          3.875
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC
        172967424
        
          
          
          
        
        344010.0000000000
        NS
        USD
        23261956.2000000000
        0.8277430899
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        Charles Schwab Corp/The
        549300VSGCJ7E698NM85
        SCHWAB (CHARLES) CORP
        808513105
        
          
          
          
        
        132485.0000000000
        NS
        USD
        9002355.7500000000
        0.3203358179
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        Ally Financial Inc
        549300JBN1OSM8YNAI90
        ALLY FINANCIAL INC
        02005NBM1
        
          
          
        
        1392000.0000000000
        PA
        USD
        1462964.1600000000
        0.0520574652
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          4.700
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Affiliated Managers Group Inc
        2JE75BUE3T1BLCYYGK54
        AFFILIATED MANAGERS GROU
        008252843
        
          
          
          
        
        6000.0000000000
        NS
        USD
        160320.0000000000
        0.0057047555
        Long
        EP
        CORP
        US
        
        N
        1
        
          2060-09-30
          Fixed
          4.750
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Penn National Gaming Inc
        N/A
        PENN NATIONAL GA
        707569AV1
        
          
          
          
        
        596000.0000000000
        PA
        USD
        587751.3600000000
        0.0209142826
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-07-01
          Fixed
          4.125
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Uber Technologies Inc
        549300B2FTG34FILDR98
        UBER TECHNOLOGIES INC
        90353TAH3
        
          
          
        
        14800000.0000000000
        PA
        USD
        14456492.0000000000
        0.5144133733
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-12-15
          Fixed
          0.000
          N
          N
          N
          N
          Y
          
            
              UBER TECHNOLOGIES INC
              UBER TECHNOLOGIES INC
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          
        
      
      
        Fulton Financial Corp
        5493005QLZ6O1BNC0C11
        FULTON FINANCIAL CORP
        360271308
        
          
          
          
        
        2750.0000000000
        NS
        USD
        74937.5000000000
        0.0026665426
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          5.125
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Johnson & Johnson
        549300G0CFPGEF6X2043
        JOHNSON & JOHNSON
        478160104
        
          
          
          
        
        176230.0000000000
        NS
        USD
        30346806.0000000000
        1.0798472300
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        PartnerRe Finance B LLC
        549300O0FAGHK2F79881
        PARTNERRE FINANCE B LLC
        70213BAC5
        
          
          
        
        442000.0000000000
        PA
        USD
        464055.8000000000
        0.0165127549
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2050-10-01
          Variable
          4.500
          N
          N
          N
        
        
          N
          N
          
        
      
      
        MetLife Inc
        C4BXATY60WC6XEOZDX54
        METLIFE INC
        59156RCA4
        
          
          
        
        285000.0000000000
        PA
        USD
        299124.6000000000
        0.0106439166
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          3.850
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Annaly Capital Management Inc
        2DTL0G3FPRYUT58TI025
        ANNALY CAPITAL MGMT
        035710870
        
          
          
          
        
        5970.0000000000
        NS
        USD
        155817.0000000000
        0.0055445227
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Variable
          6.950
          N
          N
          N
        
        
          N
          N
          
        
      
      
        BP PLC
        213800LH1BZH3DI6G760
        BP PLC-SPONS ADR
        055622104
        
          
          
          
        
        475000.0000000000
        NS
        USD
        11485500.0000000000
        0.4086949170
        Long
        
        CORP
        GB
        
        N
        1
        
          N
          N
          
        
      
      
        Continental Resources Inc/OK
        XXRTID9RYWOZ0UPIVR53
        CONTINENTAL RESOURCES
        212015AN1
        
          
          
          
        
        1175000.0000000000
        PA
        USD
        1233832.2500000000
        0.0439041373
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2024-06-01
          Fixed
          3.800
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Lumen Technologies Inc
        8M3THTGWLTYZVE6BBY25
        LUMEN TECHNOLOGIES INC
        550241103
        
          
          
          
        
        19165.0000000000
        NS
        USD
        238987.5500000000
        0.0085040265
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        Selective Insurance Group Inc
        549300R3WGJWLE40R258
        SELECTIVE INSURANCE GROU
        816300503
        
          
          
          
        
        12000.0000000000
        NS
        USD
        312600.0000000000
        0.0111234192
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          4.600
          N
          N
          N
        
        
          N
          N
          
        
      
      
        iShares Preferred & Income Securities ETF
        549300YX74JNY54XCY80
        ISHARES PREFERRED & INCOME S
        464288687
        
          
          
          
        
        5525.0000000000
        NS
        USD
        217795.5000000000
        0.0077499381
        Long
        
        RF
        US
        
        N
        1
        
          N
          N
          
        
      
      
        Occidental Petroleum Corp
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETROLEUM COR
        674599EB7
        
          
          
        
        580000.0000000000
        PA
        USD
        643492.6000000000
        0.0228977541
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2025-09-01
          Fixed
          5.875
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp
        N/A
        MAGNOLIA OIL GAS/MAG FIN
        559665AA2
        
          
          
          
        
        1310000.0000000000
        PA
        USD
        1343287.1000000000
        0.0477989299
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-08-01
          Fixed
          6.000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        SEG Holding LLC / SEG Finance Corp
        N/A
        SEG HLD LLC/SEG FIN CORP
        78397KAA0
        
          
          
          
        
        574000.0000000000
        PA
        USD
        605839.7800000000
        0.0215579329
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-10-15
          Fixed
          5.625
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Alcoa Nederland Holding BV
        5493000UL1QLQLT1VQ42
        ALCOA NEDERLAND HOLDING
        013822AG6
        
          
          
          
        
        800000.0000000000
        PA
        USD
        842088.0000000000
        0.0299644844
        Long
        DBT
        CORP
        NL
        
        Y
        2
        
          2029-03-31
          Fixed
          4.125
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Discover Financial Services
        Z1YLO2USPORE63VVUL20
        DISCOVER FINANCIAL SERVICES
        254709108
        
          
          
          
        
        125000.0000000000
        NS
        USD
        15540000.0000000000
        0.5529684394
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        Vulcan Materials Co
        549300Q8LSNHAVWBNI21
        VULCAN MATERIALS CO
        929160109
        
          
          
          
        
        20585.0000000000
        NS
        USD
        3705094.1500000000
        0.1318404202
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        Bonanza Creek Energy Inc
        IIVIHPH28S64K95M2381
        BONANZA CREEK ENERGY INC
        097793400
        
          
          
          
        
        4679.0000000000
        NS
        USD
        180001.1300000000
        0.0064050800
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        Allegheny Technologies Inc
        ZW1LRE7C3H17O2ZN9B45
        ALLEGHENY TECHNOLOGIES
        01741RAH5
        
          
          
          
        
        600000.0000000000
        PA
        USD
        630900.0000000000
        0.0224496646
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2027-12-01
          Fixed
          5.875
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Cullen/Frost Bankers Inc
        529900V2E9G9AY665O34
        CULLEN/FROST BANKERS INC
        229899307
        
          
          
          
        
        5206.0000000000
        NS
        USD
        137438.4000000000
        0.0048905468
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          4.450
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Envista Holdings Corp
        549300BX623VURJZ5269
        ENVISTA HOLDINGS CORP
        29415FAB0
        
          
          
          
        
        3673000.0000000000
        PA
        USD
        7834986.4900000000
        0.2787966700
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2025-06-01
          Fixed
          2.375
          N
          N
          N
          N
          Y
          
            
              ENVISTA HOLDINGS CORP
              ENVISTA HOLDINGS CORP
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          
        
      
      
        UnitedHealth Group Inc
        549300GHBMY8T5GXDE41
        UNITEDHEALTH GROUP INC
        91324P102
        
          
          
          
        
        105000.0000000000
        NS
        USD
        43283100.0000000000
        1.5401665547
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        DISH DBS Corp
        N/A
        DISH DBS CORP
        25470XBB0
        
          
          
        
        739000.0000000000
        PA
        USD
        800477.4100000000
        0.0284838317
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2028-07-01
          Fixed
          7.375
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Prudential Financial Inc
        5PRBRS5FEH7NREC8OR45
        PRUDENTIAL FINANCIAL INC
        744320BH4
        
          
          
        
        124000.0000000000
        PA
        USD
        131121.3200000000
        0.0046657627
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2050-10-01
          Variable
          3.700
          N
          N
          N
        
        
          N
          N
          
        
      
      
        WESCO Distribution Inc
        549300I2CEZJG9N4AH67
        WESCO DISTRIBUTION INC
        95081QAN4
        
          
          
        
        563000.0000000000
        PA
        USD
        607285.5800000000
        0.0216093796
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-06-15
          Fixed
          7.125
          N
          N
          N
        
        
          N
          N
          
        
      
      
        NIKE Inc
        787RXPR0UX0O0XUXPZ81
        NIKE INC -CL B
        654106103
        
          
          
          
        
        162800.0000000000
        NS
        USD
        27270628.0000000000
        0.9703858820
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        Crown Castle International Corp
        54930012H97VSM0I2R19
        CROWN CASTLE INTL CORP
        22822V101
        
          
          
          
        
        76060.0000000000
        NS
        USD
        14686425.4000000000
        0.5225952210
        Long
        
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        Team Health Holdings Inc
        549300PVTQ4UDTTMQT11
        TEAM HEALTH HOLDINGS INC
        88047PAA2
        
          
          
          
        
        1251000.0000000000
        PA
        USD
        1168096.2300000000
        0.0415650160
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-02-01
          Fixed
          6.375
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Oaktree Capital Group LLC
        254900T1ODNFOK2L6090
        OAKTREE CAPITAL GRP LLC
        674001409
        
          
          
          
        
        5400.0000000000
        NS
        USD
        151362.0000000000
        0.0053859980
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          6.550
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Credit Acceptance Corp
        N/A
        CREDIT ACCEPTANC
        225310AM3
        
          
          
          
        
        1500000.0000000000
        PA
        USD
        1587240.0000000000
        0.0564796413
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2026-03-15
          Fixed
          6.625
          N
          N
          N
        
        
          N
          N
          
        
      
      
        General Motors Financial Co Inc
        5493008B6JBRUJ90QL97
        GENERAL MOTORS FINL CO
        37045XCM6
        
          
          
          
        
        125000.0000000000
        PA
        USD
        141586.2500000000
        0.0050381421
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          6.500
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Home Depot Inc/The
        QEKMOTMBBKA8I816DO57
        HOME DEPOT INC
        437076102
        
          
          
          
        
        94175.0000000000
        NS
        USD
        30907293.2500000000
        1.0997913587
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        Cedar Fair LP
        549300TUVLNQQ6BVKH61
        CEDAR FAIR LP
        150190AE6
        
          
          
          
        
        900000.0000000000
        PA
        USD
        916902.0000000000
        0.0326266324
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2029-07-15
          Fixed
          5.250
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Alphabet Inc
        5493006MHB84DD0ZWV18
        ALPHABET INC-CL A
        02079K305
        
          
          
          
        
        34670.0000000000
        NS
        USD
        93419355.1000000000
        3.3241927285
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        Charles Schwab Corp/The
        549300VSGCJ7E698NM85
        CHARLES SCHWAB CORP
        808513BK0
        
          
        
        325000.0000000000
        PA
        USD
        340619.5000000000
        0.0121204526
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          4.000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Standard Industries Inc/NJ
        54930064UHXCIUWVI755
        STANDARD INDUSTRIES INC
        853496AG2
        
          
          
          
        
        302000.0000000000
        PA
        USD
        310821.4200000000
        0.0110601310
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2030-07-15
          Fixed
          4.375
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CIT Group Inc
        N8O96ZZJQRFYQUJY7K79
        CIT GROUP INC
        125581884
        
          
          
          
        
        8000.0000000000
        NS
        USD
        213360.0000000000
        0.0075921072
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          5.625
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Tesla Inc
        54930043XZGB27CTOV49
        TESLA INC
        88160R101
        
          
          
          
        
        14925.0000000000
        NS
        USD
        10256460.0000000000
        0.3649613050
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        Ares Capital Corp
        WEQ82666OJYSI5GUAB47
        ARES CAPITAL CORP
        04010LAT0
        
          
          
          
        
        7500000.0000000000
        PA
        USD
        7950300.0000000000
        0.2828999346
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2022-02-01
          Fixed
          3.750
          N
          N
          N
          N
          Y
          
            
              ARES CAPITAL CORP
              ARES CAPITAL CORP
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          
        
      
      
        Facebook Inc
        BQ4BKCS1HXDV9HN80Z93
        FACEBOOK INC-CLASS A
        30303M102
        
          
          
          
        
        176235.0000000000
        NS
        USD
        62792530.5000000000
        2.2343814413
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        Raytheon Technologies Corp
        I07WOS4YJ0N7YRFE7309
        RAYTHEON TECHNOLOGIES CORP
        75513E101
        
          
          
          
        
        334130.0000000000
        NS
        USD
        29052603.5000000000
        1.0337949046
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T INC
        00206R706
        
          
          
          
        
        8482.0000000000
        NS
        USD
        224518.5400000000
        0.0079891677
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          4.750
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Qwest Corp
        549300R2L4N683OO1509
        QWEST CORP
        74913G881
        
          
          
          
        
        20000.0000000000
        NS
        USD
        507200.0000000000
        0.0180479789
        Long
        EP
        CORP
        US
        
        N
        1
        
          2056-09-01
          Fixed
          6.500
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Williams Cos Inc/The
        D71FAKCBLFS2O0RBPG08
        WILLIAMS COS INC
        969457100
        
          
          
          
        
        10000.0000000000
        NS
        USD
        250500.0000000000
        0.0089136804
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        MGM Resorts International
        54930066VBP7DZEGGJ87
        MGM RESORTS INTERNATIONAL
        552953101
        
          
          
          
        
        245080.0000000000
        NS
        USD
        9197852.4000000000
        0.3272922836
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        Encompass Health Corp
        549300FVRPM9DRQZRG64
        ENCOMPASS HEALTH CORP
        29261AAB6
        
          
          
          
        
        600000.0000000000
        PA
        USD
        643650.0000000000
        0.0229033550
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2030-02-01
          Fixed
          4.750
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Honeywell International Inc
        ISRPG12PN4EIEOEMW547
        HONEYWELL INTERNATIONAL INC
        438516106
        
          
          
          
        
        104790.0000000000
        NS
        USD
        24498854.1000000000
        0.8717563140
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        Hudbay Minerals Inc
        549300WI524AL577IX21
        HUDBAY MINERALS INC
        443628AH5
        
          
          
        
        915000.0000000000
        PA
        USD
        986004.0000000000
        0.0350855272
        Long
        DBT
        CORP
        CA
        
        Y
        2
        
          2029-04-01
          Fixed
          6.125
          N
          N
          N
        
        
          N
          N
          
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE & CO
        48128BAN1
        
          
          
        
        385000.0000000000
        PA
        USD
        388738.3500000000
        0.0138326923
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          3.650
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Chesapeake Energy Corp
        X2MT1W32SPAZ9WSKLE78
        CHESAPEAKE ENERGY CORP
        165167180
        
          
          
          
        
        2260.0000000000
        NS
        USD
        48725.6000000000
        0.0017338301
        N/A
        DE
        CORP
        US
        
        N
        1
        
          
            
              CHESAPEAKE ENERGY CORPORATION
              X2MT1W32SPAZ9WSKLE78
            
            Call
            Purchased
            
              
                CHESAPEAKE ENERGY CORP
                CHESAPEAKE ENERGY CORP
                
                  
                  
                  
                  
                
              
            
            2260
            36.180000000000
            USD
            2026-02-09
            XXXX
            -129807.0700000000
          
        
        
          N
          N
          
        
      
      
        Sunrun Inc
        54930007SJ77CI66U531
        SUNRUN INC
        86771WAA3
        
          
          
          
        
        5805000.0000000000
        PA
        USD
        5183690.8500000000
        0.1844541467
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-02-01
          Fixed
          0.000
          N
          N
          N
          N
          Y
          
            
              SUNRUN INC
              SUNRUN INC
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          
        
      
      
        Cheniere Energy Partners LP
        5493005UEC8AZ34LDV29
        CHENIERE ENERGY PARTNERS
        16411QAH4
        
          
          
          
        
        300000.0000000000
        PA
        USD
        317616.0000000000
        0.0113019063
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2031-03-01
          Fixed
          4.000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Ford Motor Co
        20S05OYHG0MQM4VUIC57
        FORD MOTOR COMPANY
        345370845
        
          
          
          
        
        4000.0000000000
        NS
        USD
        111040.0000000000
        0.0039511979
        Long
        EP
        CORP
        US
        
        N
        1
        
          2059-06-01
          Fixed
          6.200
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Humana Inc
        529900YLDW34GJAO4J06
        HUMANA INC
        444859102
        
          
          
          
        
        26400.0000000000
        NS
        USD
        11242704.0000000000
        0.4000553723
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        VICI Properties LP / VICI Note Co Inc
        N/A
        VICI PROPERTIES / NOTE
        92564RAD7
        
          
          
          
        
        1141000.0000000000
        PA
        USD
        1176097.1600000000
        0.0418497176
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-02-15
          Fixed
          3.750
          N
          N
          N
        
        
          N
          N
          
        
      
      
        NextEra Energy Capital Holdings Inc
        UMI46YPGBLUE4VGNNT48
        NEXTERA ENERGY CAPITAL
        65339KAV2
        
          
          
          
        
        265000.0000000000
        PA
        USD
        298803.4000000000
        0.0106324871
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2077-12-01
          Variable
          4.800
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Amazon.com Inc
        ZXTILKJKG63JELOEG630
        AMAZON.COM INC
        023135106
        
          
          
          
        
        32615.0000000000
        NS
        USD
        108529347.8500000000
        3.8618599814
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        Public Storage
        549300LMZF40TKJ6DM64
        PUBLIC STORAGE
        74460W552
        
          
          
          
        
        3880.0000000000
        NS
        USD
        108019.2000000000
        0.0038437071
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          4.625
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Navient Corp
        54930067J0ZNOEBRW338
        NAVIENT CORP
        63938CAK4
        
          
          
          
        
        2555000.0000000000
        PA
        USD
        2666040.3000000000
        0.0948671907
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2027-03-15
          Fixed
          5.000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        QBE Insurance Group Ltd
        549300D2FBW76FPUSG65
        QBE INSURANCE GROUP LTD
        74728GAE0
        
          
          
        
        200000.0000000000
        PA
        USD
        220472.0000000000
        0.0078451775
        Long
        DBT
        CORP
        AU
        
        Y
        2
        
          2099-12-31
          Variable
          5.875
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CSX Corp
        549300JVQR4N1MMP3Q88
        CSX CORP
        126408103
        
          
          
          
        
        967920.0000000000
        NS
        USD
        31283174.4000000000
        1.1131665462
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        Mattel Inc
        549300VELLG24KHTJ564
        MATTEL INC
        577081BF8
        
          
          
          
        
        147000.0000000000
        PA
        USD
        155173.2000000000
        0.0055216140
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-04-01
          Fixed
          3.750
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Nokia Oyj
        549300A0JPRWG1KI7U06
        NOKIA CORP-SPON ADR
        654902204
        
          
          
          
        
        1520000.0000000000
        NS
        USD
        9241600.0000000000
        0.3288489787
        Long
        
        CORP
        FI
        
        N
        1
        
          N
          N
          
        
      
      
        Advanced Micro Devices Inc
        R2I72C950HOYXII45366
        ADVANCED MICRO DEVICES
        007903107
        
          
          
          
        
        44250.0000000000
        NS
        USD
        4698907.5000000000
        0.1672038319
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        Expedia Group Inc
        N/A
        EXPEDIA GROUP INC
        30212PBD6
        
          
          
          
        
        4598000.0000000000
        PA
        USD
        4943861.5600000000
        0.1759201680
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-02-15
          Fixed
          0.000
          N
          N
          N
          N
          Y
          
            
              EXPEDIA GROUP INC
              EXPEDIA GROUP INC
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          
        
      
      
        Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL
        N/A
        BROOKFIELD PPTY REIT INC
        11284DAA3
        
          
          
          
        
        3447000.0000000000
        PA
        USD
        3588809.5800000000
        0.1277026019
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-05-15
          Fixed
          5.750
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Booking Holdings Inc
        FXM8FAOHMYDIPD38UZ17
        BOOKING HOLDINGS INC
        09857LAN8
        
          
          
        
        15201000.0000000000
        PA
        USD
        21457731.6000000000
        0.7635423653
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2025-05-01
          Fixed
          0.750
          N
          N
          N
          N
          N
          
            
              BOOKING HOLDINGS INC
              BOOKING HOLDINGS INC
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          
        
      
      
        TJX Cos Inc/The
        V167QI9I69W364E2DY52
        TJX COMPANIES INC
        872540109
        
          
          
          
        
        143900.0000000000
        NS
        USD
        9901759.0000000000
        0.3523397826
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        Microchip Technology Inc
        5493007PTFULNYZJ1R12
        MICROCHIP TECHNOLOGY INC
        595017AU8
        
          
          
          
        
        13000000.0000000000
        PA
        USD
        14267110.0000000000
        0.5076744885
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2024-11-15
          Fixed
          0.125
          N
          N
          N
          N
          Y
          
            
              MICROCHIP TECHNOLOGY INC
              MICROCHIP TECHNOLOGY INC
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          
        
      
      
        American Airlines Group Inc
        N/A
        AMERICAN AIRLINES GROUP
        02376RAE2
        
          
          
          
        
        295000.0000000000
        PA
        USD
        262960.0500000000
        0.0093570533
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-03-01
          Fixed
          3.750
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Caesars Resort Collection LLC / CRC Finco Inc
        N/A
        CAESARS RESORT / FINCO
        12652AAA1
        
          
          
          
        
        1740000.0000000000
        PA
        USD
        1754685.6000000000
        0.0624379510
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-10-15
          Fixed
          5.250
          N
          N
          N
        
        
          N
          N
          
        
      
      
        KeyCorp
        RKPI3RZGV1V1FJTH5T61
        KEYCORP
        493267108
        
          
          
          
        
        226225.0000000000
        NS
        USD
        4447583.5000000000
        0.1582608306
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        Avis Budget Car Rental LLC / Avis Budget Finance Inc
        N/A
        AVIS BUDGET CAR/FINANCE
        053773BF3
        
          
          
        
        352000.0000000000
        PA
        USD
        367118.4000000000
        0.0130633777
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-03-01
          Fixed
          5.375
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Golden Nugget Inc
        91D14OD6M4H1RVBN7R43
        GOLDEN NUGGET INC
        38113YAC3
        
          
          
          
        
        620000.0000000000
        PA
        USD
        653845.8000000000
        0.0232661578
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-10-01
          Fixed
          8.750
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Coca-Cola Co/The
        UWJKFUJFZ02DKWI3RY53
        COCA-COLA CO/THE
        191216100
        
          
          
          
        
        459960.0000000000
        NS
        USD
        26231518.8000000000
        0.9334106830
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        Pilgrim's Pride Corp
        549300ZSLGV64ZL3HD75
        PILGRIM'S PRIDE CORP
        72147KAE8
        
          
          
          
        
        1720000.0000000000
        PA
        USD
        1841500.8000000000
        0.0655271444
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-09-30
          Fixed
          5.875
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Kimco Realty Corp
        549300EA7I6T15IBYS12
        KIMCO REALTY CORP
        49446R711
        
          
          
          
        
        11000.0000000000
        NS
        USD
        295790.0000000000
        0.0105252596
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          5.250
          N
          N
          N
        
        
          N
          N
          
        
      
      
        JPMorgan Chase Bank NA
        7H6GLXDRUGQFU57RNE97
        JP MORGAN CHASE BANK NA
        48128DAC1
        
          
          
          
        
        4700000.0000000000
        PA
        USD
        5012362.0000000000
        0.1783576572
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2023-01-01
          Fixed
          0.125
          N
          N
          N
          N
          N
          
            
              JP MORGAN CHASE BANK NA
              JP MORGAN CHASE BANK NA
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          
        
      
      
        Procter & Gamble Co/The
        2572IBTT8CCZW6AU4141
        PROCTER & GAMBLE CO/THE
        742718109
        
          
          
          
        
        203745.0000000000
        NS
        USD
        28978651.3500000000
        1.0311634243
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        American Homes 4 Rent
        549300ZJUO7A58PNUW40
        AMERICAN HOMES 4 RENT
        02665T868
        
          
          
          
        
        5180.0000000000
        NS
        USD
        143745.0000000000
        0.0051149581
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          6.250
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Lowe's Cos Inc
        WAFCR4OKGSC504WU3E95
        LOWE'S COS INC
        548661107
        
          
          
          
        
        69245.0000000000
        NS
        USD
        13342819.0500000000
        0.4747849310
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        Etsy Inc
        54930089Q7XT501AEA40
        ETSY INC
        29786AAK2
        
          
          
          
        
        4415000.0000000000
        PA
        USD
        5321399.5000000000
        0.1893543100
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-09-01
          Fixed
          0.125
          N
          N
          N
          N
          Y
          
            
              ETSY INC
              ETSY INC
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          
        
      
      
        Kaiser Aluminum Corp
        N/A
        KAISER ALUMINUM CORP
        483007AJ9
        
          
          
          
        
        615000.0000000000
        PA
        USD
        643013.2500000000
        0.0228806971
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-03-01
          Fixed
          4.625
          N
          N
          N
        
        
          N
          N
          
        
      
      
        iShares MSCI EAFE ETF
        549300O0XO3KDQV68404
        ISHARES MSCI EAFE ETF
        464287465
        
          
          
          
        
        195550.0000000000
        NS
        USD
        15544269.5000000000
        0.5531203634
        Long
        
        RF
        US
        
        N
        1
        
          N
          N
          
        
      
      
        Prudential Financial Inc
        5PRBRS5FEH7NREC8OR45
        PRUDENTIAL FINANCIAL INC
        744320888
        
          
          
          
        
        8500.0000000000
        NS
        USD
        223125.0000000000
        0.0079395806
        Long
        EP
        CORP
        US
        
        N
        1
        
          2060-09-01
          Fixed
          4.125
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Alphabet Inc
        5493006MHB84DD0ZWV18
        ALPHABET INC-CL C
        02079K107
        
          
          
          
        
        10635.0000000000
        NS
        USD
        28761506.7000000000
        1.0234366457
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        MPH Acquisition Holdings LLC
        5493002WXOPRPTXWTU06
        MPH ACQUISITION HOLDINGS
        553283AC6
        
          
          
          
        
        1300000.0000000000
        PA
        USD
        1264510.0000000000
        0.0449957607
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-11-01
          Fixed
          5.750
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Chevron Corp
        N/A
        CHEVRON CORP
        166764100
        
          
          
          
        
        237650.0000000000
        NS
        USD
        24195146.5000000000
        0.8609493180
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        CONMED Corp
        Z6C0YCECH9DCU5ZIQW84
        CONMED CORP
        207410AF8
        
          
          
          
        
        1850000.0000000000
        PA
        USD
        2994354.5000000000
        0.1065497770
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2024-02-01
          Fixed
          2.625
          N
          N
          N
          N
          Y
          
            
              CONMED CORP
              CONMED CORP
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          
        
      
      
        Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed
        N/A
        SIMMONS FOOD INC/SIMMONS
        82873MAA1
        
          
          
        
        1370000.0000000000
        PA
        USD
        1387248.3000000000
        0.0493632257
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-03-01
          Fixed
          4.625
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC
        38141G104
        
          
          
          
        
        51500.0000000000
        NS
        USD
        19306320.0000000000
        0.6869874930
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        Microsoft Corp
        INR2EJN1ERAN0W5ZP974
        MICROSOFT CORP
        594918104
        
          
          
          
        
        593615.0000000000
        NS
        USD
        169126849.6500000000
        6.0181344989
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        Stanley Black & Decker Inc
        549300DJ09SMTO561131
        STANLEY BLACK & DECKER INC
        854502846
        
          
          
          
        
        180605.0000000000
        NS
        USD
        21311390.0000000000
        0.7583350109
        Long
        EP
        CORP
        US
        
        N
        1
        
          2022-11-15
          Fixed
          5.250
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Apple Inc
        HWUPKR0MPOU8FGXBT394
        APPLE INC
        037833100
        
          
          
          
        
        1235330.0000000000
        NS
        USD
        180185233.8000000000
        6.4116311157
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T INC
        00206R300
        
          
          
          
        
        5000.0000000000
        NS
        USD
        132500.0000000000
        0.0047148210
        Long
        EP
        CORP
        US
        
        N
        1
        
          2066-11-01
          Fixed
          5.350
          N
          N
          N
        
        
          N
          N
          
        
      
      
        EQT Corp
        4NT01YGM4X7ZX86ISY52
        EQT CORP
        26884LAK5
        
          
          
        
        3190000.0000000000
        PA
        USD
        4682696.7000000000
        0.1666269940
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2026-05-01
          Fixed
          1.750
          N
          N
          N
          N
          Y
          
            
              EQT CORP
              EQT CORP
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          
        
      
      
        Walmart Inc
        Y87794H0US1R65VBXU25
        WALMART INC
        931142103
        
          
          
          
        
        154510.0000000000
        NS
        USD
        22025400.5000000000
        0.7837420426
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        Wells Fargo & Co
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO & COMPANY
        94988U151
        
          
          
          
        
        23990.0000000000
        NS
        USD
        628298.1000000000
        0.0223570798
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          4.750
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Sirius XM Radio Inc
        WP5O65E6BMU84LNO4227
        SIRIUS XM RADIO INC
        82967NBC1
        
          
          
          
        
        1500000.0000000000
        PA
        USD
        1645335.0000000000
        0.0585468679
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-07-01
          Fixed
          5.500
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Visa Inc
        549300JZ4OKEHW3DPJ59
        VISA INC-CLASS A SHARES
        92826C839
        
          
          
          
        
        178525.0000000000
        NS
        USD
        43986774.7500000000
        1.5652058036
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        First Republic Bank/CA
        YWC0TIKBQM2JV8L4IV08
        FIRST REPUBLIC BANK
        33616C761
        
          
          
          
        
        2413.0000000000
        NS
        USD
        61000.6400000000
        0.0021706196
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          4.125
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Audacy Capital Corp
        549300S5JUSXRHNCHD80
        ENTERCOM MEDIA CORP
        29365DAB5
        
          
          
        
        589000.0000000000
        PA
        USD
        601692.9500000000
        0.0214103740
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-03-31
          Fixed
          6.750
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Huntington Bancshares Inc/OH
        549300XTVCVV9I7B5T19
        HUNTINGTON BANCSHARES
        446150AL8
        
          
          
        
        70000.0000000000
        PA
        USD
        72488.5000000000
        0.0025793985
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          5.700
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Royal Caribbean Cruises Ltd
        K2NEH8QNVW44JIWK7Z55
        ROYAL CARIBBEAN CRUISES LTD
        V7780T103
        
          
          
          
        
        44300.0000000000
        NS
        USD
        3405341.0000000000
        0.1211741376
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        Legg Mason Inc
        OWUNCC6U1ZJXMZKFBJ36
        LEGG MASON INC
        524901600
        
          
          
          
        
        5735.0000000000
        NS
        USD
        144866.6700000000
        0.0051548711
        Long
        EP
        CORP
        US
        
        N
        1
        
          2056-09-15
          Fixed
          5.450
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Huntington Bancshares Inc/OH
        549300XTVCVV9I7B5T19
        HUNTINGTON BANCSHARES
        446150AT1
        
          
          
        
        125000.0000000000
        PA
        USD
        147446.2500000000
        0.0052466617
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          5.625
          N
          N
          N
        
        
          N
          N
          
        
      
      
        US Bancorp
        N1GZ7BBF3NP8GI976H15
        US BANCORP
        902973734
        
          
          
          
        
        6345.0000000000
        NS
        USD
        158498.1000000000
        0.0056399258
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          3.750
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Affiliated Managers Group Inc
        2JE75BUE3T1BLCYYGK54
        AFFILIATED MANAGERS GROUP
        008252108
        
          
          
          
        
        35430.0000000000
        NS
        USD
        5613529.2000000000
        0.1997493231
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        Life Time Inc
        549300PALKE96VYH4X17
        LIFE TIME INC
        53190FAC9
        
          
          
          
        
        884000.0000000000
        PA
        USD
        926697.2000000000
        0.0329751805
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-04-15
          Fixed
          8.000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        KKR & Co Inc
        549300JOHU21WRN2Z451
        KKR & CO INC
        48251W401
        
          
          
          
        
        222280.0000000000
        NS
        USD
        18458131.2000000000
        0.6568059205
        Long
        EP
        CORP
        US
        
        N
        1
        
          2023-09-15
          Fixed
          6.000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Continental Resources Inc/OK
        XXRTID9RYWOZ0UPIVR53
        CONTINENTAL RESOURCES
        212015AS0
        
          
          
        
        875000.0000000000
        PA
        USD
        978048.7500000000
        0.0348024512
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2028-01-15
          Fixed
          4.375
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Buckeye Partners LP
        549300C1PQJLVEIUBK50
        BUCKEYE PARTNERS LP
        118230AQ4
        
          
          
          
        
        900000.0000000000
        PA
        USD
        915003.0000000000
        0.0325590593
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2026-12-01
          Fixed
          3.950
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Carnival Corp
        F1OF2ZSX47CR0BCWA982
        CARNIVAL CORP
        143658BG6
        
          
          
        
        582000.0000000000
        PA
        USD
        667292.1000000000
        0.0237446249
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-02-01
          Fixed
          10.500
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Okta Inc
        549300N8J06I8MRHU620
        OKTA INC
        679295AD7
        
          
          
        
        5015000.0000000000
        PA
        USD
        7318188.9000000000
        0.2604071747
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2025-09-01
          Fixed
          0.125
          N
          N
          N
          N
          Y
          
            
              OKTA INC
              OKTA INC
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          
        
      
      
        Stanley Black & Decker Inc
        549300DJ09SMTO561131
        STANLEY BLACK & DECKER I
        854502AM3
        
          
          
        
        100000.0000000000
        PA
        USD
        107301.0000000000
        0.0038181510
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2060-03-15
          Variable
          4.000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Energizer Holdings Inc
        5493000D6NN0V57UME20
        ENERGIZER HOLDINGS INC
        29272WAD1
        
          
          
        
        1341000.0000000000
        PA
        USD
        1348831.4400000000
        0.0479962173
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-03-31
          Fixed
          4.375
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Air Lease Corp
        5493004NW4M4P8TMMK63
        AIR LEASE CORP
        00912X500
        
          
          
          
        
        6250.0000000000
        NS
        USD
        170500.0000000000
        0.0060669961
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Variable
          6.150
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
        N/A
        ALLIANT HOLD / CO-ISSUER
        01883LAA1
        
          
          
          
        
        2500000.0000000000
        PA
        USD
        2614650.0000000000
        0.0930385412
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-10-15
          Fixed
          6.750
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Iron Mountain Inc
        SQL3F6CKNNBM3SQGHX24
        IRON MOUNTAIN INC
        46284VAE1
        
          
          
          
        
        2625000.0000000000
        PA
        USD
        2753520.0000000000
        0.0979800294
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-03-15
          Fixed
          5.250
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Audacy Capital Corp
        549300S5JUSXRHNCHD80
        ENTERCOM MEDIA CORP
        29365DAA7
        
          
          
          
        
        523000.0000000000
        PA
        USD
        539270.5300000000
        0.0191891624
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-05-01
          Fixed
          6.500
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        COMCAST CORP-CLASS A
        20030N101
        
          
          
          
        
        411425.0000000000
        NS
        USD
        24204132.7500000000
        0.8612690807
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          
        
      
      
        American Axle & Manufacturing Inc
        RY5TAKFOBLDUGX31MS24
        AMERICAN AXLE & MFG INC
        02406PBA7
        
          
          
        
        1243000.0000000000
        PA
        USD
        1347287.7000000000
        0.0479412855
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2028-07-01
          Fixed
          6.875
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Granite US Holdings Corp
        N/A
        GRANITE US HOLDINGS CORP
        38748YAA0
        
          
          
          
        
        600000.0000000000
        PA
        USD
        670428.0000000000
        0.0238562114
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-10-01
          Fixed
          11.000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        SVB Financial Group
        549300D2KJ20JMXE7542
        SVB FINANCIAL GROUP
        78486QAJ0
        
          
          
        
        300000.0000000000
        PA
        USD
        311946.0000000000
        0.0111001475
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          4.000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        State Street Corp
        549300ZFEEJ2IP5VME73
        STATE STREET CORP
        857477BA0
        
          
          
          
        
        800000.0000000000
        PA
        USD
        852312.0000000000
        0.0303282906
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          5.625
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Bausch Health Cos Inc
        B3BS7ACMDUWISF18KY76
        BAUSCH HEALTH COS INC
        071734AH0
        
          
          
        
        1300000.0000000000
        PA
        USD
        1244347.0000000000
        0.0442782895
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-01-30
          Fixed
          5.000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Acrisure LLC / Acrisure Finance Inc
        N/A
        ACRISURE LLC / FIN INC
        00489LAA1
        
          
          
          
        
        3028000.0000000000
        PA
        USD
        3081383.6400000000
        0.1096465832
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-11-15
          Fixed
          7.000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        General Motors Financial Co Inc
        5493008B6JBRUJ90QL97
        GENERAL MOTORS FINL CO
        37045XDB9
        
          
        
        140000.0000000000
        PA
        USD
        159961.2000000000
        0.0056919881
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          5.700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Genesis Energy LP / Genesis Energy Finance Corp
        N/A
        GENESIS ENERGY LP/FIN
        37185LAK8
        
          
          
          
        
        1173000.0000000000
        PA
        USD
        1159440.1200000000
        0.0412570009
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2026-05-15
          Fixed
          6.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AES Corp/The
        2NUNNB7D43COUIRE5295
        AES CORP/THE
        00130H204
        
          
          
          
        
        91020.0000000000
        NS
        USD
        9227607.6000000000
        0.3283510794
        Long
        EP
        CORP
        US
        
        N
        1
        
          2024-02-15
          Fixed
          6.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMG Capital Trust II
        N/A
        AMG CAPITAL TRUST II
        00170F209
        
          
          
          
        
        80250.0000000000
        NS
        USD
        4720064.2500000000
        0.1679566642
        Long
        EP
        CORP
        US
        
        N
        2
        
          2037-10-15
          Fixed
          5.150
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange Inc
        5493000F4ZO33MV32P92
        INTERCONTINENTAL EXCHANGE IN
        45866F104
        
          
          
          
        
        33700.0000000000
        NS
        USD
        4038271.0000000000
        0.1436960369
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Intuitive Surgical Inc
        54930052SRG011710797
        INTUITIVE SURGICAL INC
        46120E602
        
          
          
          
        
        10420.0000000000
        NS
        USD
        10331013.2000000000
        0.3676141729
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        ACCO Brands Corp
        JCT8P4Y190IH4I1NX328
        ACCO BRANDS CORP
        00081TAK4
        
          
          
        
        1355000.0000000000
        PA
        USD
        1355691.0500000000
        0.0482403066
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-03-15
          Fixed
          4.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AG Issuer LLC
        N/A
        AG ISSUER LLC
        00119LAA9
        
          
          
          
        
        1297000.0000000000
        PA
        USD
        1364067.8700000000
        0.0485383836
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-03-01
          Fixed
          6.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gentiva Health Services Inc
        549300STP29LPEN7S547
        GENTIVA HEALTH SERVICES
        37249UAU0
        
          
        
        1595582.2000000000
        PA
        USD
        1591601.2200000000
        0.0566348290
        Long
        LON
        CORP
        US
        
        N
        2
        
          2025-07-02
          Floating
          2.841
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enact Holdings Inc
        N/A
        ENACT HOLDINGS INC
        37255LAA5
        
          
          
          
        
        1233000.0000000000
        PA
        USD
        1338951.6900000000
        0.0476446606
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-08-15
          Fixed
          6.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Abbott Laboratories
        HQD377W2YR662HK5JX27
        ABBOTT LABORATORIES
        002824100
        
          
          
          
        
        139700.0000000000
        NS
        USD
        16900906.0000000000
        0.6013943124
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        ABBVIE INC
        00287Y109
        
          
          
          
        
        124675.0000000000
        NS
        USD
        14499702.5000000000
        0.5159509565
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE & CO
        46625H100
        
          
          
          
        
        273910.0000000000
        NS
        USD
        41574059.8000000000
        1.4793528293
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        KeyCorp
        RKPI3RZGV1V1FJTH5T61
        KEYCORP
        493267876
        
          
          
          
        
        9355.0000000000
        NS
        USD
        258291.5500000000
        0.0091909315
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          5.650
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARD Finance SA
        6354006P6QPGGPVJW880
        ARD FINANCE SA
        00191AAD8
        
          
          
          
        
        3100000.0000000000
        PA
        USD
        3274034.0000000000
        0.1165017678
        Long
        DBT
        CORP
        LU
        
        Y
        2
        
          2027-06-30
          Fixed
          6.500
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        American Airlines Inc/AAdvantage Loyalty IP Ltd
        N/A
        AMERICAN AIRLINES/AADVAN
        00253XAA9
        
          
          
        
        884000.0000000000
        PA
        USD
        925875.0800000000
        0.0329459265
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-04-20
          Fixed
          5.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Global Net Lease Inc / Global Net Lease Operating Partnership LP
        N/A
        GLOBAL NET LEASE/GLOBAL
        37892AAA8
        
          
          
          
        
        1718000.0000000000
        PA
        USD
        1706420.6800000000
        0.0607205135
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-12-15
          Fixed
          3.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Go Daddy Operating Co LLC / GD Finance Co Inc
        N/A
        GO DADDY OPCO/FINCO
        38016LAA3
        
          
          
          
        
        301000.0000000000
        PA
        USD
        316387.1200000000
        0.0112581784
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-12-01
          Fixed
          5.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kinder Morgan Inc
        549300WR7IX8XE0TBO16
        KINDER MORGAN INC
        49456B101
        
          
          
          
        
        232940.0000000000
        NS
        USD
        4048497.2000000000
        0.1440599214
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Lam Research Corp
        549300I4GMO6D34U1T02
        LAM RESEARCH CORP
        512807108
        
          
          
          
        
        49985.0000000000
        NS
        USD
        31860938.8500000000
        1.1337254591
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Orange SA
        969500MCOONR8990S771
        ORANGE
        F6866T100
        
          
          
          
        
        205085.0000000000
        NS
        
        2282418.1900000000
        0.0812165524
        Long
        EC
        CORP
        FR
        
        N
        2
        
          N
          N
          N
        
      
      
        Lennar Corp
        529900G61XVRLX5TJX09
        LENNAR CORP-A
        526057104
        
          
          
          
        
        38550.0000000000
        NS
        USD
        4053532.5000000000
        0.1442390953
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Adobe Inc
        FU4LY2G4933NH2E1CP29
        ADOBE INC
        00724F101
        
          
          
          
        
        35170.0000000000
        NS
        USD
        21862727.1000000000
        0.7779535448
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Algonquin Power & Utilities Corp
        549300K5VIUTJXQL7X75
        ALGONQUIN PWR & UTILITY
        015857709
        
          
          
          
        
        5000.0000000000
        NS
        USD
        139000.0000000000
        0.0049461141
        Long
        EP
        CORP
        CA
        
        N
        1
        
          2078-10-17
          Variable
          6.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eli Lilly & Co
        FRDRIPF3EKNDJ2CQJL29
        ELI LILLY & CO
        532457108
        
          
          
          
        
        109850.0000000000
        NS
        USD
        26748475.0000000000
        0.9518058222
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Lonestar Resources US Inc
        N/A
        LONESTAR RESOURCES US INC
        54240F202
        
          
          
          
        
        67538.0000000000
        NS
        USD
        665249.3000000000
        0.0236719348
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Go Daddy Operating Co LLC / GD Finance Co Inc
        N/A
        GO DADDY OPCO/FINCO
        38016LAC9
        
          
          
        
        1030000.0000000000
        PA
        USD
        1031977.6000000000
        0.0367214313
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-03-01
          Fixed
          3.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        goeasy Ltd
        5493009DJVZG2P8YV435
        GOEASY LTD
        380355AD9
        
          
          
          
        
        2050000.0000000000
        PA
        USD
        2128515.0000000000
        0.0757401298
        Long
        DBT
        CORP
        CA
        
        Y
        2
        
          2024-12-01
          Fixed
          5.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Altria Group Inc
        XSGZFLO9YTNO9VCQV219
        ALTRIA GROUP INC
        02209S103
        
          
          
          
        
        58750.0000000000
        NS
        USD
        2822350.0000000000
        0.1004292455
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        American Express Co
        R4PP93JZOLY261QX3811
        AMERICAN EXPRESS CO
        025816109
        
          
          
          
        
        65730.0000000000
        NS
        USD
        11208936.9000000000
        0.3988538189
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Magellan Midstream Partners LP
        MZF5TI8NFVZZNUSKDL39
        MAGELLAN MIDSTREAM PARTNERS
        559080106
        
          
          
          
        
        15860.0000000000
        NS
        USD
        739076.0000000000
        0.0262989512
        Long
        DBT
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Marathon Petroleum Corp
        3BNYRYQHD39K4LCKQF12
        MARATHON PETROLEUM CORP
        56585A102
        
          
          
          
        
        100220.0000000000
        NS
        USD
        5534148.4000000000
        0.1969246721
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        American Airlines Inc/AAdvantage Loyalty IP Ltd
        N/A
        AMERICAN AIRLINES/AADVAN
        00253XAB7
        
          
          
        
        295000.0000000000
        PA
        USD
        319269.6500000000
        0.0113607490
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-04-20
          Fixed
          5.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Abercrombie & Fitch Management Co
        5493003QMCFDA98NPT74
        ABERCROMBIE & FITCH MANA
        003000AA4
        
          
          
          
        
        1180000.0000000000
        PA
        USD
        1306708.4000000000
        0.0464973298
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-07-15
          Fixed
          8.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        goeasy Ltd
        5493009DJVZG2P8YV435
        GOEASY LTD
        380355AF4
        
          
          
          
        
        1111000.0000000000
        PA
        USD
        1146152.0400000000
        0.0407841638
        Long
        DBT
        CORP
        CA
        
        Y
        2
        
          2026-05-01
          Fixed
          4.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Golden Nugget Inc
        91D14OD6M4H1RVBN7R43
        GOLDEN NUGGET INC
        38113YAE9
        
          
          
          
        
        900000.0000000000
        PA
        USD
        903294.0000000000
        0.0321424114
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2024-10-15
          Fixed
          6.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Acadia Healthcare Co Inc
        5493005CW985Y9D0NC11
        ACADIA HEALTHCARE CO INC
        00404AAP4
        
          
          
          
        
        591000.0000000000
        PA
        USD
        622104.3300000000
        0.0221366834
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-04-15
          Fixed
          5.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACProducts Holdings Inc
        N/A
        ACPRODUCTS HOLDINGS INC
        00488YAB2
        
          
        
        600000.0000000000
        PA
        USD
        597048.0000000000
        0.0212450901
        Long
        LON
        CORP
        US
        
        N
        2
        
          2028-05-05
          Floating
          4.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marsh & McLennan Cos Inc
        549300XMP3KDCKJXIU47
        MARSH & MCLENNAN COS
        571748102
        
          
          
          
        
        132475.0000000000
        NS
        USD
        19502969.5000000000
        0.6939849812
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Marvell Technology Inc
        N/A
        MARVELL TECHNOLOGY INC
        573874104
        
          
          
          
        
        125850.0000000000
        NS
        USD
        7615183.5000000000
        0.2709752983
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Mastercard Inc
        AR5L2ODV9HN37376R084
        MASTERCARD INC - A
        57636Q104
        
          
          
          
        
        72315.0000000000
        NS
        USD
        27909251.1000000000
        0.9931103620
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Mcdermott International Ltd
        54930004RAXI4B3L4752
        MCDERMOTT INTERNATIONAL LTD
        58004K208
        
          
        
        191469.0000000000
        NS
        USD
        63376.2400000000
        0.0022551519
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        American International Group Inc
        ODVCVCQG2BP6VHV36M30
        AMERICAN INTERNATIONAL GROUP
        026874784
        
          
          
          
        
        346890.0000000000
        NS
        USD
        16425241.5000000000
        0.5844684787
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        American Tower Corp
        5493006ORUSIL88JOE18
        AMERICAN TOWER CORP
        03027X100
        
          
          
          
        
        70930.0000000000
        NS
        USD
        20059004.0000000000
        0.7137706652
        Long
        
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Acrisure LLC / Acrisure Finance Inc
        N/A
        ACRISURE LLC / FIN INC
        00489LAH6
        
          
          
        
        1783000.0000000000
        PA
        USD
        1784337.2500000000
        0.0634930621
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-08-01
          Fixed
          6.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aethon United BR LP / Aethon United Finance Corp
        N/A
        AETHON UN/AETHIN UN FIN
        00810GAC8
        
          
          
          
        
        889000.0000000000
        PA
        USD
        952456.8200000000
        0.0338917993
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-02-15
          Fixed
          8.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        McDonald's Corp
        UE2136O97NLB5BYP9H04
        MCDONALD'S CORP
        580135101
        
          
          
          
        
        62500.0000000000
        NS
        USD
        15169375.0000000000
        0.5397802845
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Merck & Co Inc
        4YV9Y5M8S0BRK1RP0397
        MERCK & CO. INC.
        58933Y105
        
          
          
          
        
        251550.0000000000
        NS
        USD
        19336648.5000000000
        0.6880666888
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Micron Technology Inc
        B3DXGBC8GAIYWI2Z0172
        MICRON TECHNOLOGY INC
        595112103
        
          
          
          
        
        158425.0000000000
        NS
        USD
        12290611.5000000000
        0.4373436461
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Mondelez International Inc
        549300DV9GIB88LZ5P30
        MONDELEZ INTERNATIONAL INC-A
        609207105
        
          
          
          
        
        250885.0000000000
        NS
        USD
        15870985.1000000000
        0.5647460658
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC
        38144GAC5
        
          
          
        
        500000.0000000000
        PA
        USD
        520150.0000000000
        0.0185087860
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          4.400
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC
        38144GAE1
        
          
          
        
        475000.0000000000
        PA
        USD
        484604.5000000000
        0.0172439507
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          3.800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Canada
        4B4HI3CGXMBDC0G6BM51
        AIR CANADA
        008911BF5
        
          
          
          
        
        6350000.0000000000
        PA
        USD
        9689782.5000000000
        0.3447969052
        Long
        DBT
        CORP
        CA
        
        N
        2
        
          2025-07-01
          Fixed
          4.000
          N
          N
          N
          N
          Y
          
            
              AIR CANADA
              AIR CANADA
              USD
              
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Air Canada 2015-2 Class B Pass Through Trust
        N/A
        AIR CANADA 2015-2B PTT
        009088AC9
        
          
          
          
        
        306665.8100000000
        PA
        USD
        311241.2600000000
        0.0110750704
        Long
        DBT
        CORP
        CA
        
        Y
        2
        
          2025-06-15
          Fixed
          5.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY
        617446448
        
          
          
          
        
        290930.0000000000
        NS
        USD
        27923461.4000000000
        0.9936160150
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY
        61762V804
        
          
          
          
        
        11550.0000000000
        NS
        USD
        314044.5000000000
        0.0111748196
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          4.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anthem Inc
        8MYN82XMYQH89CTMTH67
        ANTHEM INC
        036752103
        
          
          
          
        
        18870.0000000000
        NS
        USD
        7246268.7000000000
        0.2578479984
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Applied Materials Inc
        41BNNE1AFPNAZELZ6K07
        APPLIED MATERIALS INC
        038222105
        
          
          
          
        
        322615.0000000000
        NS
        USD
        45143516.9500000000
        1.6063668029
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Netflix Inc
        549300Y7VHGU0I7CE873
        NETFLIX INC
        64110L106
        
          
          
          
        
        32360.0000000000
        NS
        USD
        16748565.2000000000
        0.5959734853
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        NextEra Energy Inc
        N/A
        NEXTERA ENERGY INC  (NXEGU)
        65339F739
        
          
          
          
        
        94060.0000000000
        NS
        USD
        4880773.4000000000
        0.1736752671
        Long
        EP
        CORP
        US
        
        N
        1
        
          2023-09-01
          Fixed
          6.219
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC
        38144GAG6
        
          
          
        
        52000.0000000000
        PA
        USD
        52248.5600000000
        0.0018591895
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          3.650
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goodyear Tire & Rubber Co/The
        5493002BI0S2ZQUY3437
        GOODYEAR TIRE & RUBBER
        382550BL4
        
          
          
        
        596000.0000000000
        PA
        USD
        628482.0000000000
        0.0223636236
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-07-15
          Fixed
          5.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Canada 2015-1 Class B Pass Through Trust
        N/A
        AIR CANADA 2015-1B PTT
        009090AB7
        
          
          
          
        
        2167161.4000000000
        PA
        USD
        2196396.4100000000
        0.0781555917
        Long
        DBT
        CORP
        CA
        
        Y
        2
        
          2024-09-15
          Fixed
          3.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Lease Corp
        5493004NW4M4P8TMMK63
        AIR LEASE CORP
        00912XBJ2
        
          
          
        
        190000.0000000000
        PA
        USD
        198968.0000000000
        0.0070799887
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          4.650
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arch Capital Group Ltd
        549300AYR4P8AFKDCE43
        ARCH CAPITAL GROUP LTD
        03939A206
        
          
          
          
        
        11779.0000000000
        NS
        USD
        298244.2800000000
        0.0106125916
        Long
        EP
        CORP
        BM
        
        N
        1
        
          2049-12-31
          Fixed
          5.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Assurant Inc
        H3F39CAXWQRVWURFXL38
        ASSURANT INC
        04621X108
        
          
          
          
        
        29983.0000000000
        NS
        USD
        4731617.2300000000
        0.1683677603
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Air Transport Services Group Inc
        5493000F3MSFGIXTQE27
        AIR TRANSPORT SERVICES G
        00922RAB1
        
          
          
          
        
        4600000.0000000000
        PA
        USD
        4784736.0000000000
        0.1702579150
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2024-10-15
          Fixed
          1.125
          N
          N
          N
          N
          Y
          
            
              AIR TRANSPORT SERVICES G
              AIR TRANSPORT SERVICES G
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Alaska Airlines 2020-1 Class A Pass Through Trust
        N/A
        ALASKA AIRLINES 2020 TR
        01166VAA7
        
          
          
          
        
        1345128.2100000000
        PA
        USD
        1492379.4000000000
        0.0531041640
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-02-15
          Fixed
          4.800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NextEra Energy Inc
        N/A
        NEXTERA ENERGY INC
        65339F796
        
          
          
          
        
        382660.0000000000
        NS
        USD
        22488928.2000000000
        0.8002360058
        Long
        EP
        CORP
        US
        
        N
        1
        
          2022-09-01
          Fixed
          4.872
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Northern Trust Corp
        549300GLF98S992BC502
        NORTHERN TRUST CORP
        665859104
        
          
          
          
        
        43760.0000000000
        NS
        USD
        4938316.0000000000
        0.1757228373
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Graham Packaging Co Inc
        N/A
        GRAHAM PACKAGING/GPC CAP
        384701AA6
        
          
          
          
        
        673000.0000000000
        PA
        USD
        720581.1000000000
        0.0256408370
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-08-15
          Fixed
          7.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Granite US Holdings Corp
        N/A
        GRANITE US HOLDINGS CORP
        38740TAE1
        
          
        
        894280.4800000000
        PA
        USD
        894280.4800000000
        0.0318216783
        Long
        LON
        CORP
        US
        
        N
        2
        
          2026-09-30
          Floating
          4.087
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avantor Inc
        N/A
        AVANTOR INC
        05352A209
        
          
          
          
        
        96145.0000000000
        NS
        USD
        11119169.2500000000
        0.3956595668
        Long
        EP
        CORP
        US
        
        N
        1
        
          2022-05-15
          Fixed
          6.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        B Riley Financial Inc
        N/A
        B RILEY FINANCIAL INC
        05580M835
        
          
          
        
        3000.0000000000
        NS
        USD
        79770.0000000000
        0.0028385002
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          6.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Graphic Packaging International LLC
        SO75N4VY5NXGQSK8YQ65
        GRAPHIC PACKAGING INTERN
        38869AAA5
        
          
          
          
        
        750000.0000000000
        PA
        USD
        813870.0000000000
        0.0289603876
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-07-15
          Fixed
          4.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Graphic Packaging International LLC
        SO75N4VY5NXGQSK8YQ65
        GRAPHIC PACKAGING INTERN
        38869AAC1
        
          
          
          
        
        551000.0000000000
        PA
        USD
        549572.9100000000
        0.0195557577
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-03-01
          Fixed
          3.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alaska Airlines 2020-1 Class B Pass Through Trust
        N/A
        ALASKA AIR 2020-1 CL B
        01166WAA5
        
          
          
          
        
        999006.7300000000
        PA
        USD
        1117049.3700000000
        0.0397485873
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-02-15
          Fixed
          8.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
        N/A
        ALBERTSONS COS/SAFEWAY
        013092AC5
        
          
          
        
        1425000.0000000000
        PA
        USD
        1508177.2500000000
        0.0536663076
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-01-15
          Fixed
          4.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
        N/A
        ALBERTSONS COS/SAFEWAY
        013092AE1
        
          
          
          
        
        1448000.0000000000
        PA
        USD
        1568632.8800000000
        0.0558175338
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2030-02-15
          Fixed
          4.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
        N/A
        ALBERTSONS COS/SAFEWAY
        013092AG6
        
          
          
        
        591000.0000000000
        PA
        USD
        597359.1600000000
        0.0212561623
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-03-15
          Fixed
          3.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Great Lakes Dredge & Dock Corp
        549300H65E3MZ1CX0P05
        GREAT LAKES DREDGE&DOCK
        390607AF6
        
          
          
        
        298000.0000000000
        PA
        USD
        307726.7200000000
        0.0109500106
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-06-01
          Fixed
          5.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Greystar Real Estate Partners LLC
        254900HGC806SXAS4M46
        GREYSTAR REAL ESTATE PAR
        39807UAB2
        
          
          
          
        
        1891000.0000000000
        PA
        USD
        1938520.8300000000
        0.0689794619
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-12-01
          Fixed
          5.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Guitar Center Inc
        N/A
        GUITAR CENTER INC
        40204BAA3
        
          
          
          
        
        591000.0000000000
        PA
        USD
        631873.5600000000
        0.0224843074
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-01-15
          Fixed
          8.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gulfport Energy Operating Corp
        549300FJX18IDUFPHD40
        GULFPORT ENERGY OP CORP
        402635AQ9
        
          
          
        
        292608.0000000000
        PA
        USD
        313450.4700000000
        0.0111536819
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2026-05-17
          Fixed
          8.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gulfport Energy Operating Corp
        549300FJX18IDUFPHD40
        GULFPORT ENERGY-ESCROW-DEFAULT
        402635AL0
        
          
        
        1000000.0000000000
        PA
        USD
        42500.0000000000
        0.0015123011
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2025-05-15
          Fixed
          6.375
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        HCRX Investments Holdco LP
        N/A
        HCRX INVESTMENTS HOLDCO
        40390FAA8
        
          
          
          
        
        670000.0000000000
        PA
        USD
        684351.4000000000
        0.0243516554
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-08-01
          Fixed
          4.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORP
        060505104
        
          
          
          
        
        1019405.0000000000
        NS
        USD
        39104375.8000000000
        1.3914726937
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORP
        060505682
        
          
          
          
        
        430.0000000000
        NS
        USD
        636206.5000000000
        0.0226384888
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          7.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORP
        06055H400
        
          
          
          
        
        5617.0000000000
        NS
        USD
        146491.3600000000
        0.0052126833
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          4.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of New York Mellon Corp/The
        WFLLPEPC7FZXENRZV188
        BANK OF NEW YORK MELLON CORP
        064058100
        
          
          
          
        
        71870.0000000000
        NS
        USD
        3689087.1000000000
        0.1312708325
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        H&E Equipment Services Inc
        254900KVLRCDMQRYY541
        H&E EQUIPMENT SERVICES
        404030AJ7
        
          
          
        
        2775000.0000000000
        PA
        USD
        2755935.7500000000
        0.0980659904
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-12-15
          Fixed
          3.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HB Fuller Co
        JSMX3Z5FOYM8V0Q52357
        H.B. FULLER CO
        40410KAA3
        
          
          
          
        
        886000.0000000000
        PA
        USD
        907671.5600000000
        0.0322981806
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2028-10-15
          Fixed
          4.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Baxter International Inc
        J5OIVXX3P24RJRW5CK77
        BAXTER INTERNATIONAL INC
        071813109
        
          
          
          
        
        149780.0000000000
        NS
        USD
        11585483.0000000000
        0.4122526676
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        W R Berkley Corp
        SQOAGCLKBDWNVYV1OV80
        BERKLEY (WR) CORPORATION
        084423805
        
          
          
          
        
        12350.0000000000
        NS
        USD
        338266.5000000000
        0.0120367245
        Long
        EP
        CORP
        US
        
        N
        1
        
          2059-12-30
          Fixed
          5.100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA Inc
        L3CJ6J7LJ2DX62FTXD46
        HCA INC
        404119AJ8
        
          
          
          
        
        1369000.0000000000
        PA
        USD
        1957053.9500000000
        0.0696389362
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2033-11-06
          Fixed
          7.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS PLC
        404280AT6
        
          
          
        
        200000.0000000000
        PA
        USD
        222002.0000000000
        0.0078996203
        Long
        DBT
        CORP
        GB
        
        N
        2
        
          2049-12-29
          Variable
          6.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Albertsons LP
        N/A
        NEW ALBERTSONS LP
        013104AC8
        
          
          
          
        
        751000.0000000000
        PA
        USD
        862786.3500000000
        0.0307010052
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2026-06-15
          Fixed
          7.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alcoa Nederland Holding BV
        5493000UL1QLQLT1VQ42
        ALCOA NEDERLAND HOLDING
        013822AB7
        
          
          
          
        
        1835000.0000000000
        PA
        USD
        1916363.9000000000
        0.0681910396
        Long
        DBT
        CORP
        NL
        
        Y
        2
        
          2026-09-30
          Fixed
          7.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BlackRock Inc
        549300LRIF3NWCU26A80
        BLACKROCK INC
        09247X101
        
          
          
          
        
        10715.0000000000
        NS
        USD
        9291726.5500000000
        0.3306326596
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Boston Scientific Corp
        Y6ZDD9FP4P8JSSJMW954
        BOSTON SCIENTIFIC CORP
        101137206
        
          
          
          
        
        90115.0000000000
        NS
        USD
        11071528.9000000000
        0.3939643538
        Long
        EP
        CORP
        US
        
        N
        1
        
          2023-06-01
          Fixed
          5.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Northrop Grumman Corp
        RIMU48P07456QXSO0R61
        NORTHROP GRUMMAN CORP
        666807102
        
          
          
          
        
        37050.0000000000
        NS
        USD
        13449891.0000000000
        0.4785949316
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Nucor Corp
        549300GGJCRSI2TIEJ46
        NUCOR CORP
        670346105
        
          
          
          
        
        82000.0000000000
        NS
        USD
        8529640.0000000000
        0.3035149112
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Bristol-Myers Squibb Co
        HLYYNH7UQUORYSJQCN42
        BRISTOL-MYERS SQUIBB CO
        110122108
        
          
          
          
        
        151745.0000000000
        NS
        USD
        10298933.1500000000
        0.3664726507
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Broadcom Inc
        549300WV6GIDOZJTV909
        BROADCOM INC
        11135F200
        
          
          
          
        
        19390.0000000000
        NS
        USD
        29944752.6000000000
        1.0655407409
        Long
        EP
        CORP
        US
        
        N
        1
        
          2022-09-30
          Fixed
          8.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Allison Transmission Inc
        MWKQ3I0U1GXP2YDSZW75
        ALLISON TRANSMISSION INC
        019736AE7
        
          
          
          
        
        1025000.0000000000
        PA
        USD
        1071114.7500000000
        0.0381140703
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-10-01
          Fixed
          4.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Allison Transmission Inc
        MWKQ3I0U1GXP2YDSZW75
        ALLISON TRANSMISSION INC
        019736AG2
        
          
          
        
        295000.0000000000
        PA
        USD
        295280.2500000000
        0.0105071209
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2031-01-30
          Fixed
          3.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NuStar Energy LP
        5493003BMLTUIEG2LG44
        NUSTAR ENERGY LP
        67058H201
        
          
          
          
        
        31109.0000000000
        NS
        USD
        783635.7100000000
        0.0278845441
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Variable
          8.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NuStar Energy LP
        5493003BMLTUIEG2LG44
        NUSTAR ENERGY LP
        67058H300
        
          
          
          
        
        82205.0000000000
        NS
        USD
        1915376.5000000000
        0.0681559044
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Variable
          7.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ally Financial Inc
        549300JBN1OSM8YNAI90
        ALLY FINANCIAL INC
        02005NBN9
        
          
          
        
        780000.0000000000
        PA
        USD
        812549.4000000000
        0.0289133960
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          4.700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AAdvantage Loyalty IP Ltd
        N/A
        AADVANTAGE LOYALTY IP
        02376CBJ3
        
          
        
        990000.0000000000
        PA
        USD
        1019328.7500000000
        0.0362713403
        Long
        LON
        CORP
        KY
        
        N
        2
        
          2028-04-20
          Floating
          5.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brookfield Finance Inc
        N/A
        BROOKFIELD FINANCE INC
        11271L102
        
          
          
          
        
        7000.0000000000
        NS
        USD
        179760.0000000000
        0.0063964998
        Long
        EP
        CORP
        CA
        
        N
        1
        
          2080-10-16
          Fixed
          4.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brookfield Finance I UK Plc
        213800JCKNPJE9FDCJ76
        BROOKFIELD FIN I UK PLC
        11272B103
        
          
          
          
        
        2500.0000000000
        NS
        USD
        63550.0000000000
        0.0022613349
        Long
        EP
        CORP
        GB
        
        N
        1
        
          2049-12-31
          Fixed
          4.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NuStar Logistics LP
        N62BF2PKP51FIIOIUN20
        NUSTAR LOGISTICS LP
        67059T204
        
          
          
          
        
        55975.0000000000
        NS
        USD
        1414488.2500000000
        0.0503325200
        Long
        EP
        CORP
        US
        
        N
        1
        
          2043-01-15
          Variable
          6.860
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NVIDIA Corp
        549300S4KLFTLO7GSQ80
        NVIDIA CORP
        67066G104
        
          
          
          
        
        221780.0000000000
        NS
        USD
        43244882.2000000000
        1.5388066295
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Halozyme Therapeutics Inc
        529900242I3SV9AGM753
        HALOZYME THERAPEUTICS IN
        40637HAC3
        
          
          
          
        
        3702000.0000000000
        PA
        USD
        3391661.3400000000
        0.1206873667
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-03-01
          Fixed
          0.250
          N
          N
          N
          N
          Y
          
            
              HALOZYME THERAPEUTICS IN
              HALOZYME THERAPEUTICS IN
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Herc Holdings Inc
        549300TP80QLITMSBP82
        HERC HOLDINGS INC
        42704LAA2
        
          
          
          
        
        1500000.0000000000
        PA
        USD
        1576590.0000000000
        0.0561006764
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-07-15
          Fixed
          5.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oasis Petroleum Inc
        529900FA4V2YNIKZ0M71
        OASIS PETROLEUM INC
        674215207
        
          
          
          
        
        2737.0000000000
        NS
        USD
        251010.2700000000
        0.0089318377
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        PPG Industries Inc
        549300BKPEP01R3V6C59
        PPG INDUSTRIES INC
        693506107
        
          
          
          
        
        96625.0000000000
        NS
        USD
        15800120.0000000000
        0.5622244336
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        PayPal Holdings Inc
        5493005X2GO78EFZ3E94
        PAYPAL HOLDINGS INC
        70450Y103
        
          
          
          
        
        27590.0000000000
        NS
        USD
        7601872.7000000000
        0.2705016527
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        PepsiCo Inc
        FJSUNZKFNQ5YPJ5OT455
        PEPSICO INC
        713448108
        
          
          
          
        
        112795.0000000000
        NS
        USD
        17703175.2500000000
        0.6299419042
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Service Properties Trust
        529900IS770AG1K9QG27
        SERVICE PROPERTIES TRUST
        44106MAV4
        
          
          
          
        
        550000.0000000000
        PA
        USD
        556732.0000000000
        0.0198105036
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2026-02-15
          Fixed
          5.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Service Properties Trust
        529900IS770AG1K9QG27
        SERVICE PROPERTIES TRUST
        44106MAZ5
        
          
          
          
        
        1500000.0000000000
        PA
        USD
        1514025.0000000000
        0.0538743913
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2024-10-01
          Fixed
          4.350
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNO Financial Group Inc
        11XPYHB76MPM4Y4P2897
        CNO FINANCIAL GROUP INC
        12621E301
        
          
          
          
        
        8775.0000000000
        NS
        USD
        240873.7500000000
        0.0085711442
        Long
        EP
        CORP
        US
        
        N
        1
        
          2060-11-25
          Fixed
          5.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS HEALTH CORP
        126650100
        
          
          
          
        
        26830.0000000000
        NS
        USD
        2209718.8000000000
        0.0786296497
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Calfrac Well Services Ltd
        54930072S07WJGD7TA28
        CALFRAC WELL SERVICES LTD
        129584405
        
          
          
          
        
        47998.0000000000
        NS
        USD
        138714.2200000000
        0.0049359450
        Long
        EC
        CORP
        CA
        
        N
        1
        
          N
          N
          N
        
      
      
        Carnival Corp
        F1OF2ZSX47CR0BCWA982
        CARNIVAL CORP
        143658300
        
          
          
          
        
        59260.0000000000
        NS
        USD
        1282979.0000000000
        0.0456529534
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        American Express Co
        R4PP93JZOLY261QX3811
        AMERICAN EXPRESS CO
        025816CH0
        
          
          
        
        258000.0000000000
        PA
        USD
        260267.8200000000
        0.0092612542
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          3.550
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American International Group Inc
        ODVCVCQG2BP6VHV36M30
        AMERICAN INTL GROUP
        026874DM6
        
          
          
          
        
        250000.0000000000
        PA
        USD
        285847.5000000000
        0.0101714701
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2048-04-01
          Variable
          5.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pfizer Inc
        765LHXWGK1KXCLTFYQ30
        PFIZER INC
        717081103
        
          
          
          
        
        288990.0000000000
        NS
        USD
        12371661.9000000000
        0.4402277074
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Pioneer Natural Resources Co
        FY8JBF7CCL2VE4F1B628
        PIONEER NATURAL RESOURCES CO
        723787107
        
          
          
          
        
        26500.0000000000
        NS
        USD
        3852305.0000000000
        0.1370787055
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Howmet Aerospace Inc
        549300HO5WFZUT5N2T22
        HOWMET AEROSPACE INC
        443201AA6
        
          
          
        
        511000.0000000000
        PA
        USD
        595033.9500000000
        0.0211734231
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2025-05-01
          Fixed
          6.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUB International Ltd
        549300JQT6ATTUNS5E06
        HUB INTERNATIONAL LTD
        44332PAD3
        
          
          
          
        
        5150000.0000000000
        PA
        USD
        5342198.0000000000
        0.1900943945
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-05-01
          Fixed
          7.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prospect Capital Corp
        549300FSD8T39P5Q0O47
        PROSPECT CAPITAL CORP
        74348T565
        
          
          
          
        
        2083.0000000000
        NS
        USD
        51304.2900000000
        0.0018255890
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          5.350
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QVC Inc
        549300WBLU5NKPX5X472
        QVC INC
        747262400
        
          
          
          
        
        3750.0000000000
        NS
        USD
        98400.0000000000
        0.0035014218
        Long
        EP
        CORP
        US
        
        N
        1
        
          2068-11-26
          Fixed
          6.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amneal Pharmaceuticals LLC
        54930037VIXE7LRZ1M66
        AMNEAL PHARMACEUTICALS LLC
        03167DAH7
        
          
        
        2797292.7400000000
        PA
        USD
        2711192.0700000000
        0.0964738512
        Long
        LON
        CORP
        US
        
        N
        2
        
          2025-05-04
          Floating
          3.618
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AmWINS Group Inc
        549300SJE7MUB8NMRG61
        AMWINS GROUP INC
        031921AB5
        
          
          
          
        
        1183000.0000000000
        PA
        USD
        1208138.7500000000
        0.0429898712
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-06-30
          Fixed
          4.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carrier Global Corp
        549300JE3W6CWY2NAN77
        CARRIER GLOBAL CORP
        14448C104
        
          
          
          
        
        546335.0000000000
        NS
        USD
        30185008.7500000000
        1.0740899088
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Celanese Corp
        549300FHJQTDPPN41627
        CELANESE CORP
        150870103
        
          
          
          
        
        41160.0000000000
        NS
        USD
        6411493.2000000000
        0.2281437187
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Antero Resources Corp
        APVBKPOULHUX7YZLKU17
        ANTERO RESOURCES CORP
        03674XAQ9
        
          
          
          
        
        448000.0000000000
        PA
        USD
        491097.6000000000
        0.0174749983
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-02-01
          Fixed
          7.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Antero Resources Corp
        APVBKPOULHUX7YZLKU17
        ANTERO RESOURCES CORP
        03674XAS5
        
          
          
          
        
        298000.0000000000
        PA
        USD
        303465.3200000000
        0.0107983748
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2030-03-01
          Fixed
          5.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hudbay Minerals Inc
        549300WI524AL577IX21
        HUDBAY MINERALS INC
        443628AJ1
        
          
          
        
        295000.0000000000
        PA
        USD
        300386.7000000000
        0.0106888266
        Long
        DBT
        CORP
        CA
        
        Y
        2
        
          2026-04-01
          Fixed
          4.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hughes Satellite Systems Corp
        N/A
        HUGHES SATELLITE SYSTEMS
        444454AD4
        
          
          
          
        
        345000.0000000000
        PA
        USD
        386572.5000000000
        0.0137556237
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2026-08-01
          Fixed
          5.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apache Corp
        72ZZ1XRHOOU9P9X16K08
        APACHE CORP
        037411AW5
        
          
          
          
        
        1187000.0000000000
        PA
        USD
        1274410.6800000000
        0.0453480621
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2040-09-01
          Fixed
          5.100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apache Corp
        72ZZ1XRHOOU9P9X16K08
        APACHE CORP
        037411BH7
        
          
          
        
        593000.0000000000
        PA
        USD
        638115.4400000000
        0.0227064156
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2025-11-15
          Fixed
          4.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CenterPoint Energy Inc
        21TPXMRRHFKOBHDC8J74
        CENTERPOINT ENERGY INC
        15189T206
        
          
          
          
        
        84885.0000000000
        NS
        USD
        5634836.0700000000
        0.2005074973
        Long
        SN
        CORP
        US
        
        N
        2
        
          2049-12-31
          Variable
          4.566
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chesapeake Energy Corp
        X2MT1W32SPAZ9WSKLE78
        CHESAPEAKE ENERGY CORP
        165167164
        
          
          
          
        
        3662.0000000000
        NS
        USD
        104843.0600000000
        0.0037306888
        N/A
        DE
        CORP
        US
        
        N
        1
        
          
            
              CHESAPEAKE ENERGY CORP
              X2MT1W32SPAZ9WSKLE78
            
            Call
            Purchased
            
              
                CHESAPEAKE ENERGY CORP
                CHESAPEAKE ENERGY CORP
                
                  
                  
                  
                  
                
              
            
            3662
            27.630000000000
            USD
            2026-02-09
            XXXX
            -281062.0900000000
          
        
        
          N
          N
          N
        
      
      
        QUALCOMM Inc
        H1J8DDZKZP6H7RWC0H53
        QUALCOMM INC
        747525103
        
          
          
          
        
        66010.0000000000
        NS
        USD
        9888298.0000000000
        0.3518607924
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Qurate Retail Inc
        549300PSXEKU4PHLCR04
        QURATE RETAIL INC
        74915M308
        
          
          
          
        
        6705.0000000000
        NS
        USD
        727358.4000000000
        0.0258819974
        Long
        EP
        CORP
        US
        
        N
        1
        
          2031-03-15
          Fixed
          8.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Huntington Bancshares Inc/OH
        549300XTVCVV9I7B5T19
        HUNTINGTON BANCSHARES
        446150AV6
        
          
          
        
        350000.0000000000
        PA
        USD
        376932.5000000000
        0.0134125982
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          4.450
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Match Group Financeco 2 Inc
        549300IPGK4BWL134U96
        MATCH GROUP FINANCECO 2
        44932FAA5
        
          
          
          
        
        3000000.0000000000
        PA
        USD
        5706720.0000000000
        0.2030653830
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-06-15
          Fixed
          0.875
          N
          N
          N
          N
          Y
          
            
              MATCH GROUP FINANCECO 2
              MATCH GROUP FINANCECO 2
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Apache Corp
        72ZZ1XRHOOU9P9X16K08
        APACHE CORP
        037411BJ3
        
          
          
        
        667000.0000000000
        PA
        USD
        718399.0200000000
        0.0255631908
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2027-11-15
          Fixed
          4.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ChampionX Corp
        549300EP2909K6DYYP38
        CHAMPIONX CORP
        03755LAC8
        
          
          
          
        
        733000.0000000000
        PA
        USD
        767817.5000000000
        0.0273216760
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2026-05-01
          Fixed
          6.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chesapeake Energy Corp
        X2MT1W32SPAZ9WSKLE78
        CHESAPEAKE ENERGY CORP
        165167172
        
          
          
          
        
        4069.0000000000
        NS
        USD
        101725.0000000000
        0.0036197371
        N/A
        DE
        CORP
        US
        
        N
        1
        
          
            
              CHESAPEAKE ENERGY CORP
              X2MT1W32SPAZ9WSKLE78
            
            Call
            Purchased
            
              
                CHESAPEAKE ENERGY CORP
                CHESAPEAKE ENERGY CORP
                
                  
                  
                  
                  
                
              
            
            4069
            32.130000000000
            USD
            2026-02-09
            XXXX
            -311189.0900000000
          
        
        
          N
          N
          N
        
      
      
        Chesapeake Energy Corp
        X2MT1W32SPAZ9WSKLE78
        CHESAPEAKE ENERGY CORP
        165167735
        
          
          
          
        
        3547.0000000000
        NS
        USD
        191715.3500000000
        0.0068219136
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Match Group Financeco 3 Inc
        5493003IEL8HSZKWUI17
        MATCH GROUP FINANCECO 3
        44932KAA4
        
          
          
          
        
        2500000.0000000000
        PA
        USD
        5045275.0000000000
        0.1795288187
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2030-01-15
          Fixed
          2.000
          N
          N
          N
          N
          N
          
            
              MATCH GROUP FINANCECO 3
              MATCH GROUP FINANCECO 3
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        ILFC E-Capital Trust II
        N/A
        ILFC E-CAPITAL TRUST II
        44965UAA2
        
          
          
          
        
        2448000.0000000000
        PA
        USD
        2073088.8000000000
        0.0737678686
        Long
        SN
        CORP
        US
        
        Y
        2
        
          2065-12-21
          Variable
          3.910
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        salesforce.com Inc
        RCGZFPDMRW58VJ54VR07
        SALESFORCE.COM INC
        79466L302
        
          
          
          
        
        86580.0000000000
        NS
        USD
        20946299.4000000000
        0.7453437896
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Schlumberger NV
        213800ZUA17OK3QLGM62
        SCHLUMBERGER LTD
        806857108
        
          
          
          
        
        156200.0000000000
        NS
        USD
        4503246.0000000000
        0.1602415002
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Colfax Corp
        635400OP2DYYYMOIYL17
        COLFAX CORP
        194014205
        
          
          
          
        
        62970.0000000000
        NS
        USD
        11673378.6000000000
        0.4153803055
        Long
        EP
        CORP
        US
        
        N
        1
        
          2022-01-15
          Fixed
          5.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Costco Wholesale Corp
        29DX7H14B9S6O3FD6V18
        COSTCO WHOLESALE CORP
        22160K105
        
          
          
          
        
        41820.0000000000
        NS
        USD
        17970890.4000000000
        0.6394681608
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        ArcelorMittal SA
        2EULGUTUI56JI9SAL165
        ARCELORMITTAL
        03938LAP9
        
          
          
          
        
        900000.0000000000
        PA
        USD
        1315251.0000000000
        0.0468013058
        Long
        DBT
        CORP
        LU
        
        N
        2
        
          2039-10-15
          Fixed
          7.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arcosa Inc
        549300WFHLTCZV7D6V29
        ARCOSA INC
        039653AA8
        
          
          
          
        
        670000.0000000000
        PA
        USD
        686843.8000000000
        0.0244403439
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-04-15
          Fixed
          4.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cumulus Media Inc
        N/A
        CUMULUS MEDIA INC-CL A
        231082801
        
          
          
          
        
        8050.0000000000
        NS
        USD
        94909.5000000000
        0.0033772174
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        DTE Energy Co
        549300IX8SD6XXD71I78
        DTE ENERGY CO
        233331842
        
          
          
          
        
        391410.0000000000
        NS
        USD
        20079333.0000000000
        0.7144940433
        Long
        EP
        CORP
        US
        
        N
        1
        
          2022-11-01
          Fixed
          6.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
        N/A
        ARDAGH PKG FIN/HLDGS USA
        03969AAL4
        
          
          
          
        
        507000.0000000000
        PA
        USD
        523056.6900000000
        0.0186122163
        Long
        DBT
        CORP
        IE
        
        Y
        2
        
          2025-02-15
          Fixed
          6.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ares Capital Corp
        WEQ82666OJYSI5GUAB47
        ARES CAPITAL CORP
        04010LAW3
        
          
          
          
        
        3000000.0000000000
        PA
        USD
        3290280.0000000000
        0.1170798582
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2024-03-01
          Fixed
          4.625
          N
          N
          N
          N
          Y
          
            
              ARES CAPITAL CORP
              ARES CAPITAL CORP
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        iStar Inc
        QFFLKWYYS3UPWD86E794
        ISTAR INC
        45031UCJ8
        
          
          
          
        
        881000.0000000000
        PA
        USD
        924944.2800000000
        0.0329128053
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2026-02-15
          Fixed
          5.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Icahn Enterprises LP / Icahn Enterprises Finance Corp
        N/A
        ICAHN ENTERPRISES/FIN
        451102BZ9
        
          
          
          
        
        1455000.0000000000
        PA
        USD
        1532566.0500000000
        0.0545341478
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2027-05-15
          Fixed
          5.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ServiceNow Inc
        549300HJTQM36M0E1G39
        SERVICENOW INC
        81762P102
        
          
          
          
        
        21845.0000000000
        NS
        USD
        12842457.0500000000
        0.4569802724
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Signature Bank/New York NY
        VLP5AP0XK2GM6GKD1007
        SIGNATURE BANK NEW YORK
        82669G203
        
          
          
          
        
        3006.0000000000
        NS
        USD
        79087.8600000000
        0.0028142272
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          5.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ares Finance Co III LLC
        N/A
        ARES FINANCE CO
        04018VAA1
        
          
          
          
        
        320000.0000000000
        PA
        USD
        322956.8000000000
        0.0114919509
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2051-06-30
          Variable
          4.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arrow Bidco LLC
        549300YHZN08M0H3O128
        ARROW BIDCO LLC
        042728AA3
        
          
          
          
        
        1795000.0000000000
        PA
        USD
        1842854.7000000000
        0.0655753209
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2024-03-15
          Fixed
          9.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ashtead Capital Inc
        213800J1134IW58IC398
        ASHTEAD CAPITAL INC
        045054AJ2
        
          
          
        
        1205000.0000000000
        PA
        USD
        1274106.7500000000
        0.0453372472
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-05-01
          Fixed
          4.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Icahn Enterprises LP / Icahn Enterprises Finance Corp
        N/A
        ICAHN ENTERPRISES/FIN
        451102CC9
        
          
          
          
        
        892000.0000000000
        PA
        USD
        904077.6800000000
        0.0321702975
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2029-02-01
          Fixed
          4.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        iHeartCommunications Inc
        54930076J6KDZL504O62
        IHEARTCOMMUNICATIONS INC
        45174UAF5
        
          
        
        1033468.3500000000
        PA
        USD
        1021195.9100000000
        0.0363377805
        Long
        LON
        CORP
        US
        
        N
        2
        
          2026-05-01
          Floating
          3.091
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ashton Woods USA LLC / Ashton Woods Finance Co
        N/A
        ASHTON WOODS USA/FINANCE
        045086AK1
        
          
          
          
        
        856000.0000000000
        PA
        USD
        914019.6800000000
        0.0325240692
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-01-15
          Fixed
          6.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ashton Woods USA LLC / Ashton Woods Finance Co
        N/A
        ASHTON WOODS USA/FINANCE
        045086AM7
        
          
          
          
        
        745000.0000000000
        PA
        USD
        747607.5000000000
        0.0266025323
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-08-01
          Fixed
          4.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Skyworks Solutions Inc
        549300WZ3ORQ2BVKBD96
        SKYWORKS SOLUTIONS INC
        83088M102
        
          
          
          
        
        44000.0000000000
        NS
        USD
        8118440.0000000000
        0.2888829535
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Spirit Realty Capital Inc
        549300LTU6LVPZSHMJ25
        SPIRIT REALTY CAPITAL IN
        84860W201
        
          
          
          
        
        5250.0000000000
        NS
        USD
        137707.5000000000
        0.0049001224
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          6.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AssuredPartners Inc
        549300HNDSDQWQ3L2P80
        ASSUREDPARTNERS INC
        04624VAA7
        
          
          
          
        
        2700000.0000000000
        PA
        USD
        2752056.0000000000
        0.0979279351
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-08-15
          Fixed
          7.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ambience Merger Sub Inc
        N/A
        AMBIENCE MERGER
        04650YAB6
        
          
          
        
        298000.0000000000
        PA
        USD
        302011.0800000000
        0.0107466278
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-07-15
          Fixed
          7.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Innophos Holdings Inc
        XQ0331QX53IRX25OY417
        INNOPHOS HOLDINGS INC
        45778EAG9
        
          
        
        869000.0000000000
        PA
        USD
        868456.8800000000
        0.0309027829
        Long
        LON
        CORP
        US
        
        N
        2
        
          2027-02-07
          Floating
          3.841
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Insulet Corp
        549300TZTYD2PYN92D43
        INSULET CORPORATION
        45784PAK7
        
          
          
          
        
        5015000.0000000000
        PA
        USD
        6946176.2000000000
        0.2471696405
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2026-09-01
          Fixed
          0.375
          N
          N
          N
          N
          Y
          
            
              INSULET CORPORATION
              INSULET CORPORATION
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        DTE Energy Co
        549300IX8SD6XXD71I78
        DTE ENERGY CO
        233331859
        
          
          
          
        
        5100.0000000000
        NS
        USD
        134946.0000000000
        0.0048018584
        Long
        EP
        CORP
        US
        
        N
        1
        
          2077-12-01
          Fixed
          5.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Danaher Corp
        S4BKK9OTCEWQ3YHPFM11
        DANAHER CORP
        235851300
        
          
          
          
        
        9980.0000000000
        NS
        USD
        19887645.0000000000
        0.7076731029
        Long
        EP
        CORP
        US
        
        N
        1
        
          2022-04-15
          Fixed
          4.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Integra LifeSciences Holdings Corp
        WB7IJCYY8YFTENS4O147
        INTEGRA LIFESCIENCES HLD
        457985AM1
        
          
          
        
        3960000.0000000000
        PA
        USD
        4508380.8000000000
        0.1604242146
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2025-08-15
          Fixed
          0.500
          N
          N
          N
          N
          Y
          
            
              INTEGRA LIFESCIENCES HLD
              INTEGRA LIFESCIENCES HLD
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Intelsat Jackson Holdings SA
        8XJ8KF85PBKK1TLMFN29
        INTELSAT JACKSON-DEFAULT
        45824TAP0
        
          
          
          
        
        585000.0000000000
        PA
        USD
        322884.9000000000
        0.0114893925
        Long
        DBT
        CORP
        LU
        
        N
        2
        
          2023-08-01
          Fixed
          5.500
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        Denbury Inc
        549300KCWA5W52MS5559
        DENBURY INC
        24790A101
        
          
          
          
        
        5556.0000000000
        NS
        USD
        365084.7600000000
        0.0129910135
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Denbury Inc
        549300KCWA5W52MS5559
        DENBURY INC
        24790A119
        
          
          
          
        
        6263.0000000000
        NS
        USD
        208119.4900000000
        0.0074056312
        N/A
        DE
        CORP
        US
        
        N
        1
        
          
            
              Denbury Inc
              549300KCWA5W52MS5559
            
            Call
            Purchased
            
              
                DENBURY INC
                DENBURY INC
                
                  
                  
                  
                  
                
              
            
            6263
            32.590000000000
            USD
            2025-09-18
            XXXX
            208119.4900000000
          
        
        
          N
          N
          N
        
      
      
        Intelsat Jackson Holdings SA
        8XJ8KF85PBKK1TLMFN29
        INTELSAT JACKSON-DEFAULT
        45824TAY1
        
          
          
          
        
        900000.0000000000
        PA
        USD
        509283.0000000000
        0.0181220995
        Long
        DBT
        CORP
        LU
        
        Y
        2
        
          2025-07-15
          Fixed
          9.750
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        International Game Technology PLC
        549300UQ6KHRCZDRGZ76
        INTERNATIONAL GAME TECH
        460599AD5
        
          
          
          
        
        1500000.0000000000
        PA
        USD
        1706115.0000000000
        0.0607096364
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-01-15
          Fixed
          6.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        International Game Technology PLC
        549300UQ6KHRCZDRGZ76
        INTERNATIONAL GAME TECH
        460599AE3
        
          
          
          
        
        374000.0000000000
        PA
        USD
        399529.2400000000
        0.0142166705
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-01-15
          Fixed
          5.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        International Game Technology PLC
        549300UQ6KHRCZDRGZ76
        INTERNATIONAL GAME TECH
        460599AF0
        
          
          
        
        400000.0000000000
        PA
        USD
        417044.0000000000
        0.0148399080
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-04-15
          Fixed
          4.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intertape Polymer Group Inc
        549300ESFR3Z1YNR6O65
        INTERTAPE POLYMER GROUP
        460919AB9
        
          
          
          
        
        1192000.0000000000
        PA
        USD
        1220977.5200000000
        0.0434467203
        Long
        DBT
        CORP
        CA
        
        Y
        2
        
          2029-06-15
          Fixed
          4.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        StoneX Group Inc
        549300JUF07L8VF02M60
        STONEX GROUP INC
        46116VAE5
        
          
          
          
        
        1225000.0000000000
        PA
        USD
        1332003.7500000000
        0.0473974282
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-06-15
          Fixed
          8.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starbucks Corp
        OQSJ1DU9TAOC51A47K68
        STARBUCKS CORP
        855244109
        
          
          
          
        
        77770.0000000000
        NS
        USD
        9443611.1000000000
        0.3360372518
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Starwood Property Trust Inc
        BUGSFQZERKRBFWIG5267
        STARWOOD PROPERTY TRUST INC
        85571B105
        
          
          
          
        
        157631.0000000000
        NS
        USD
        4103134.9300000000
        0.1460041261
        Long
        
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Denbury Inc
        549300KCWA5W52MS5559
        DENBURY INC
        24790A127
        
          
          
          
        
        2279.0000000000
        NS
        USD
        68256.0500000000
        0.0024287929
        N/A
        DE
        CORP
        US
        
        N
        1
        
          
            
              Denbury Inc
              549300KCWA5W52MS5559
            
            Call
            Purchased
            
              
                DENBURY INC
                DENBURY INC
                
                  
                  
                  
                  
                
              
            
            2279
            35.410000000000
            USD
            2023-09-18
            XXXX
            -272644.0100000000
          
        
        
          N
          N
          N
        
      
      
        Diamond Offshore Drilling Inc
        F14FQJ2EEHW5VPYUHL14
        DIAMOND OFFSHORE DRILLING IN
        25271C201
        
          
        
        22502.0000000000
        NS
        USD
        133324.3500000000
        0.0047441543
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Walt Disney Co/The
        549300GZKULIZ0WOW665
        WALT DISNEY CO/THE
        254687106
        
          
          
          
        
        149335.0000000000
        NS
        USD
        26285946.7000000000
        0.9353474212
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Dominion Energy Inc
        ILUL7B6Z54MRYCF6H308
        DOMINION ENERGY INC
        25746U133
        
          
          
        
        170935.0000000000
        NS
        USD
        17047347.5500000000
        0.6066052233
        Long
        EP
        CORP
        US
        
        N
        1
        
          2022-11-01
          Fixed
          7.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Itron Inc
        24F6LSZD18II6ICG6S41
        ITRON INC
        465741AM8
        
          
          
        
        5040000.0000000000
        PA
        USD
        5163530.4000000000
        0.1837367662
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-03-15
          Fixed
          0.000
          N
          N
          N
          N
          Y
          
            
              ITRON INC
              ITRON INC
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
        N/A
        JBS USA/FOOD/FINANCE
        46590XAA4
        
          
          
          
        
        480000.0000000000
        PA
        USD
        541224.0000000000
        0.0192586738
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-04-15
          Fixed
          6.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT HOME GROUP INC TERM LOAN B
        N/A
        AT HOME GROUP INC TERM LOAN B
        04651BAB5
        
          
        
        890000.0000000000
        PA
        USD
        891112.5000000000
        0.0317089504
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-06-24
          None
          N/A
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aviation Capital Group LLC
        549300ODEK8HY3445C77
        AVIATION CAPITAL GROUP
        05369AAA9
        
          
          
          
        
        1307000.0000000000
        PA
        USD
        1392098.7700000000
        0.0495358227
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-11-01
          Fixed
          3.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EP Energy Corp
        549300Z6HPQS1H5IYQ07
        EP ENERGY CORP
        268785201
        
          
          
          
        
        7920.0000000000
        NS
        USD
        784080.0000000000
        0.0279003535
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        EPR Properties
        549300YSSXFHMPOWZ492
        EPR PROPERTIES
        26884U505
        
          
          
          
        
        5400.0000000000
        NS
        USD
        138024.0000000000
        0.0049113845
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          5.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stryker Corp
        5493002F0SC4JTBU5137
        STRYKER CORP
        863667101
        
          
          
          
        
        20295.0000000000
        NS
        USD
        5498727.3000000000
        0.1956642634
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Sysco Corp
        5RGWIFLMGH3YS7KWI652
        SYSCO CORP
        871829107
        
          
          
          
        
        86605.0000000000
        NS
        USD
        6426091.0000000000
        0.2286631603
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Avolon Holdings Funding Ltd
        635400ZRKEX9L1BKCH30
        AVOLON HOLDINGS FNDG LTD
        05401AAD3
        
          
          
          
        
        600000.0000000000
        PA
        USD
        660876.0000000000
        0.0235163173
        Long
        DBT
        CORP
        IE
        
        Y
        2
        
          2024-05-15
          Fixed
          5.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AXIS Specialty Finance LLC
        N/A
        AXIS SPECIALTY FINANCE
        05463HAC5
        
          
          
        
        285000.0000000000
        PA
        USD
        304536.7500000000
        0.0108365001
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2040-01-15
          Variable
          4.900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JW Aluminum Continuous Cast Co
        5493008HJ8BWQC8XAF08
        JW ALUMINUM CONT CAST CO
        46648XAA6
        
          
          
          
        
        900000.0000000000
        PA
        USD
        949338.0000000000
        0.0337808206
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-06-01
          Fixed
          10.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JBS USA LUX SA / JBS USA Finance Inc
        N/A
        JBS USA LUX/JBS USA FIN
        472141AA8
        
          
          
          
        
        1475000.0000000000
        PA
        USD
        1623119.5000000000
        0.0577563614
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-02-15
          Fixed
          6.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Edwards Lifesciences Corp
        YA13X31F3V31L8TMPR58
        EDWARDS LIFESCIENCES CORP
        28176E108
        
          
          
          
        
        82050.0000000000
        NS
        USD
        9211753.5000000000
        0.3277869342
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Energy Transfer LP
        MTLVN9N7JE8MIBIJ1H73
        ENERGY TRANSFER LP
        29273V100
        
          
          
          
        
        52035.0000000000
        NS
        USD
        513065.1000000000
        0.0182566800
        Long
        DBT
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        BP Capital Markets PLC
        549300CRVT18MXX0AG93
        BP CAPITAL MARKETS PLC
        05565QDU9
        
          
          
        
        135000.0000000000
        PA
        USD
        144587.7000000000
        0.0051449443
        Long
        DBT
        CORP
        GB
        
        N
        2
        
          2099-12-31
          Variable
          4.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP Capital Markets PLC
        549300CRVT18MXX0AG93
        BP CAPITAL MARKETS PLC
        05565QDV7
        
          
          
        
        280000.0000000000
        PA
        USD
        309044.4000000000
        0.0109968983
        Long
        DBT
        CORP
        GB
        
        N
        2
        
          2099-12-31
          Variable
          4.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jazz Investments I Ltd
        N/A
        JAZZ INVESTMENTS I LTD
        472145AF8
        
          
          
        
        8035000.0000000000
        PA
        USD
        10416975.7500000000
        0.3706730260
        Long
        DBT
        CORP
        IE
        
        N
        2
        
          2026-06-15
          Fixed
          2.000
          N
          N
          N
          N
          Y
          
            
              JAZZ INVESTMENTS I LTD
              JAZZ INVESTMENTS I LTD
              USD
              
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Jazz Securities DAC
        6354009DV8VV7K6KOO02
        JAZZ SECURITIES DAC
        47216FAA5
        
          
          
        
        350000.0000000000
        PA
        USD
        365445.5000000000
        0.0130038499
        Long
        DBT
        CORP
        IE
        
        Y
        2
        
          2029-01-15
          Fixed
          4.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jefferies Finance LLC / JFIN Co-Issuer Corp
        N/A
        JEFFERIES FIN LLC / JFIN
        47232MAE2
        
          
          
          
        
        2475000.0000000000
        PA
        USD
        2668421.2500000000
        0.0949519134
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-06-03
          Fixed
          6.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jefferies Finance LLC / JFIN Co-Issuer Corp
        N/A
        JEFFERIES FIN LLC / JFIN
        47232MAF9
        
          
          
          
        
        3000000.0000000000
        PA
        USD
        3072930.0000000000
        0.1093457726
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-08-15
          Fixed
          5.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Taiwan Semiconductor Manufacturing Co Ltd
        549300KB6NK5SBD14S87
        TAIWAN SEMICONDUCTOR-SP ADR
        874039100
        
          
          
          
        
        85550.0000000000
        NS
        USD
        9978552.0000000000
        0.3550723505
        Long
        
        CORP
        TW
        
        N
        1
        
          N
          N
          N
        
      
      
        Target Corp
        8WDDFXB5T1Z6J0XC1L66
        TARGET CORP
        87612E106
        
          
          
          
        
        56455.0000000000
        NS
        USD
        14737577.7500000000
        0.5244154034
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        JELD-WEN Inc
        549300XWE6NM0N1HFW16
        JELD-WEN INC
        475795AC4
        
          
          
          
        
        1450000.0000000000
        PA
        USD
        1479232.0000000000
        0.0526363327
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-12-15
          Fixed
          4.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JetBlue Airways Corp
        54930070J9H97ZO93T57
        JETBLUE AIRWAYS CORP
        477143AN1
        
          
          
        
        7440000.0000000000
        PA
        USD
        7358532.0000000000
        0.2618427256
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-04-01
          Fixed
          0.500
          N
          N
          N
          N
          N
          
            
              JETBLUE AIRWAYS CORP
              JETBLUE AIRWAYS CORP
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Targa Resources Corp
        5493003QENHHS261UR94
        TARGA RESOURCES CORP
        87612G101
        
          
          
          
        
        26500.0000000000
        NS
        USD
        1115915.0000000000
        0.0397082224
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Thermo Fisher Scientific Inc
        HCHV7422L5HDJZCRFL38
        THERMO FISHER SCIENTIFIC INC
        883556102
        
          
          
          
        
        21460.0000000000
        NS
        USD
        11588614.6000000000
        0.4123641010
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        BWX Technologies Inc
        549300NP85N265KWMS58
        BWX TECHNOLOGIES INC
        05605HAC4
        
          
          
          
        
        1191000.0000000000
        PA
        USD
        1221060.8400000000
        0.0434496851
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-04-15
          Fixed
          4.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boxer Parent Co Inc
        5493006T045HLTF7YX04
        BOXER PARENT CO INC
        05988HAE7
        
          
        
        1238412.4200000000
        PA
        USD
        1229675.4200000000
        0.0437562225
        Long
        LON
        CORP
        US
        
        N
        2
        
          2025-10-02
          Floating
          3.836
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gulfmark Offshore Inc
        N/A
        TIDEWATER INC  NOTEHOLDER WARR A
        88642R141
        
          
          
          
        
        47885.0000000000
        NS
        USD
        596168.2500000000
        0.0212137855
        N/A
        DE
        CORP
        US
        
        N
        1
        
          
            
              TIDEWATER INC.
              549300UOMTB7PD2UT305
            
            Call
            Purchased
            
              
                TIDEWATER INC  NOTEHOLDER WARR A
                TIDEWATER INC  NOTEHOLDER WARR A
                
                  
                  
                  
                  
                
              
            
            47885
            0.010000000000
            USD
            2042-11-14
            XXXX
            -2855301.5400000000
          
        
        
          N
          N
          N
        
      
      
        Gulfmark Offshore Inc
        N/A
        TIDEWATER INC  NOTEHOLDER WARR A
        88642R141
        
          
        
        16676.0000000000
        NS
        USD
        207616.2000000000
        0.0073877224
        N/A
        DE
        CORP
        US
        
        N
        1
        
          
            
              TIDEWATER INC.
              549300UOMTB7PD2UT305
            
            Call
            Purchased
            
              
                TIDEWATER INC  NOTEHOLDER WARR A
                TIDEWATER INC  NOTEHOLDER WARR A
                
                  
                  
                  
                  
                
              
            
            16676
            0.010000000000
            USD
            2042-11-14
            XXXX
            -139744.8900000000
          
        
        
          N
          N
          N
        
      
      
        JetBlue 2020-1 Class B Pass Through Trust
        N/A
        JETBLUE 2020-1 CLASS B
        477164AB3
        
          
          
          
        
        1074840.0000000000
        PA
        USD
        1272116.1300000000
        0.0452664138
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2030-05-15
          Fixed
          7.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        John Bean Technologies Corp
        5493007CT6ATBZ2L6826
        JOHN BEAN TECHNOLOGIES C
        477839AA2
        
          
          
          
        
        10395000.0000000000
        PA
        USD
        11209864.0500000000
        0.3988868101
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-05-15
          Fixed
          0.250
          N
          N
          N
          N
          Y
          
            
              JOHN BEAN TECHNOLOGIES C
              JOHN BEAN TECHNOLOGIES C
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Energy Transfer LP
        MTLVN9N7JE8MIBIJ1H73
        ENERGY TRANSFER LP
        29273V506
        
          
          
          
        
        12420.0000000000
        NS
        USD
        314971.2000000000
        0.0112077949
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Variable
          7.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enterprise Products Partners LP
        K4CDIF4M54DJZ6TB4Q48
        ENTERPRISE PRODUCTS PARTNERS
        293792107
        
          
          
          
        
        56355.0000000000
        NS
        USD
        1271932.3500000000
        0.0452598743
        Long
        DBT
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORP
        060505FQ2
        
          
          
        
        240000.0000000000
        PA
        USD
        247893.6000000000
        0.0088209355
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          4.300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of Montreal
        NQQ6HPCNCCU6TUTQYE16
        BANK OF MONTREAL
        06368B5P9
        
          
        
        220000.0000000000
        PA
        USD
        235664.0000000000
        0.0083857628
        Long
        DBT
        CORP
        CA
        
        N
        2
        
          2099-12-31
          Variable
          4.800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE & CO
        48128BAG6
        
          
          
        
        555000.0000000000
        PA
        USD
        575029.9500000000
        0.0204616097
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          4.600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KBR Inc
        254900OFQDXZRKRCV808
        KBR INC
        48242WAC0
        
          
          
          
        
        1315000.0000000000
        PA
        USD
        1338551.6500000000
        0.0476304258
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-09-30
          Fixed
          4.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Essential Utilities Inc
        549300ILTEOF3E3QY357
        AQUA AMERICA INC
        29670G201
        
          
          
        
        142970.0000000000
        NS
        USD
        8671130.5000000000
        0.3085496461
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          6.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exxon Mobil Corp
        J3WHBG0MTS7O8ZVMDC91
        EXXON MOBIL CORP
        30231G102
        
          
          
          
        
        431180.0000000000
        NS
        USD
        24823032.6000000000
        0.8832917373
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        FedEx Corp
        549300E707U7WNPZN687
        FEDEX CORP
        31428X106
        
          
          
          
        
        14820.0000000000
        NS
        USD
        4148859.0000000000
        0.1476311510
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Fidelity National Information Services Inc
        6WQI0GK1PRFVBA061U48
        FIDELITY NATIONAL INFO SERV
        31620M106
        
          
          
          
        
        117815.0000000000
        NS
        USD
        17560325.7500000000
        0.6248588112
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Bank of New York Mellon Corp/The
        WFLLPEPC7FZXENRZV188
        BANK OF NY MELLON CORP
        064058AH3
        
          
          
        
        400000.0000000000
        PA
        USD
        442496.0000000000
        0.0157455806
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          4.700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of New York Mellon Corp/The
        WFLLPEPC7FZXENRZV188
        BANK OF NY MELLON CORP
        064058AJ9
        
          
          
        
        62000.0000000000
        PA
        USD
        65106.8200000000
        0.0023167321
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          3.700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Truist Financial Corp
        549300DRQQI75D2JP341
        TRUIST FINANCIAL CORP
        89832Q695
        
          
          
          
        
        10840.0000000000
        NS
        USD
        287585.2000000000
        0.0102333037
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          4.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        2020 Cash Mandatory Exchangeable Trust
        N/A
        T-MOBILE US INC
        901375105
        
          
          
          
        
        18160.0000000000
        NS
        USD
        22978392.8000000000
        0.8176528962
        Long
        EP
        CORP
        US
        
        Y
        1
        
          2023-06-01
          Fixed
          5.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kaiser Aluminum Corp
        N/A
        KAISER ALUMINUM CORP
        483007AL4
        
          
          
        
        149000.0000000000
        PA
        USD
        155125.3900000000
        0.0055199128
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2031-06-01
          Fixed
          4.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KeHE Distributors LLC / KeHE Finance Corp
        N/A
        KEHE DISTRIBUTORS LLC/FI
        487526AB1
        
          
          
          
        
        594000.0000000000
        PA
        USD
        644252.4000000000
        0.0229247905
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-10-15
          Fixed
          8.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US Bancorp
        N1GZ7BBF3NP8GI976H15
        US BANCORP
        902973304
        
          
          
          
        
        150870.0000000000
        NS
        USD
        8379319.8000000000
        0.2981659841
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Union Pacific Corp
        549300LMMRSZZCZ8CL11
        UNION PACIFIC CORP
        907818108
        
          
          
          
        
        49810.0000000000
        NS
        USD
        10896435.6000000000
        0.3877339118
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Bank of Nova Scotia/The
        L3I9ZG2KFGXZ61BMYR72
        BANK OF NOVA SCOTIA
        064159VJ2
        
          
          
        
        400000.0000000000
        PA
        USD
        439016.0000000000
        0.0156217498
        Long
        DBT
        CORP
        CA
        
        N
        2
        
          2099-12-31
          Variable
          4.900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bausch Health Cos Inc
        B3BS7ACMDUWISF18KY76
        BAUSCH HEALTH COS INC
        071734AL1
        
          
          
        
        1670000.0000000000
        PA
        USD
        1566610.3000000000
        0.0557455632
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2031-02-15
          Fixed
          5.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ken Garff Automotive LLC
        N/A
        KEN GARFF AUTOMOTIVE LLC
        48850PAA2
        
          
          
          
        
        1346000.0000000000
        PA
        USD
        1387995.2000000000
        0.0493898031
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-09-15
          Fixed
          4.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kraft Heinz Foods Co
        5493003STKEZ2S0RNU91
        KRAFT HEINZ FOODS CO
        50077LAB2
        
          
          
          
        
        1820000.0000000000
        PA
        USD
        2096239.6000000000
        0.0745916564
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2046-06-01
          Fixed
          4.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Co
        20S05OYHG0MQM4VUIC57
        FORD MOTOR CO
        345370860
        
          
          
          
        
        825570.0000000000
        NS
        USD
        11516701.5000000000
        0.4098051773
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Freeport-McMoRan Inc
        549300IRDTHJQ1PVET45
        FREEPORT-MCMORAN INC
        35671D857
        
          
          
          
        
        410755.0000000000
        NS
        USD
        15649765.5000000000
        0.5568742861
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        United States Cellular Corp
        N/A
        UNITED STATES CELLULAR C
        911684702
        
          
          
          
        
        58050.0000000000
        NS
        USD
        1612629.0000000000
        0.0573830722
        Long
        EP
        CORP
        US
        
        N
        1
        
          2069-09-01
          Fixed
          6.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Valero Energy Corp
        549300XTO5VR8SKV1V74
        VALERO ENERGY CORP
        91913Y100
        
          
          
          
        
        33540.0000000000
        NS
        USD
        2246173.8000000000
        0.0799268482
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Frontier Communications Parent Inc
        N/A
        FRONTIER COMMUNICATIONS PARE
        35909D109
        
          
          
          
        
        2.0000000000
        NS
        USD
        59.8200000000
        0.0000021286
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        General Electric Co
        3C7474T6CDKPR9K6YT90
        GENERAL ELECTRIC CO
        369604301
        
          
          
          
        
        836550.0000000000
        NS
        USD
        10833322.5000000000
        0.3854881233
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Bausch Health Cos Inc
        B3BS7ACMDUWISF18KY76
        BAUSCH HEALTH COS INC
        071734AM9
        
          
          
        
        511000.0000000000
        PA
        USD
        483278.2500000000
        0.0171967580
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-02-15
          Fixed
          5.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Beacon Roofing Supply Inc
        549300HDXQWWCBOYXP31
        BEACON ROOFING SUPPLY IN
        073685AH2
        
          
          
          
        
        1086000.0000000000
        PA
        USD
        1089779.2800000000
        0.0387782206
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-05-15
          Fixed
          4.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kraft Heinz Foods Co
        5493003STKEZ2S0RNU91
        KRAFT HEINZ FOODS CO
        50077LBC9
        
          
          
        
        296000.0000000000
        PA
        USD
        327911.7600000000
        0.0116682660
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2027-05-15
          Fixed
          3.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kraft Heinz Foods Co
        5493003STKEZ2S0RNU91
        KRAFT HEINZ FOODS CO
        50077LBF2
        
          
          
        
        296000.0000000000
        PA
        USD
        341276.1600000000
        0.0121438189
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2031-03-01
          Fixed
          4.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Co
        54930070NSV60J38I987
        GENERAL MOTORS CO
        37045V100
        
          
          
          
        
        243463.0000000000
        NS
        USD
        13838436.9200000000
        0.4924207765
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Gilead Sciences Inc
        549300WTZWR07K8MNV44
        GILEAD SCIENCES INC
        375558103
        
          
          
          
        
        48980.0000000000
        NS
        USD
        3344844.2000000000
        0.1190214464
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Vertex Pharmaceuticals Inc
        54930015RAQRRZ5ZGJ91
        VERTEX PHARMACEUTICALS INC
        92532F100
        
          
          
          
        
        26610.0000000000
        NS
        USD
        5364043.8000000000
        0.1908717458
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Walgreens Boots Alliance Inc
        549300RPTUOIXG4LIH86
        WALGREENS BOOTS ALLIANCE INC
        931427108
        
          
          
          
        
        52650.0000000000
        NS
        USD
        2482447.5000000000
        0.0883343063
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Bath & Body Works Inc
        GR3KVMWVCR54YWQNXU90
        L BRANDS INC
        501797AL8
        
          
          
          
        
        878000.0000000000
        PA
        USD
        1130389.8800000000
        0.0402232901
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2035-11-01
          Fixed
          6.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bath & Body Works Inc
        GR3KVMWVCR54YWQNXU90
        L BRANDS INC
        501797AQ7
        
          
          
          
        
        1577000.0000000000
        PA
        USD
        1873886.0200000000
        0.0666795256
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2027-01-15
          Fixed
          6.694
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCPR Senior Secured Financing DAC
        549300LE5FM8IKMXSP90
        LCPR SR SECURED FIN DAC
        50201DAA1
        
          
          
          
        
        1850000.0000000000
        PA
        USD
        1978723.0000000000
        0.0704099980
        Long
        DBT
        CORP
        IE
        
        Y
        2
        
          2027-10-15
          Fixed
          6.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LPL Holdings Inc
        549300Z5YF8CCRMYUL26
        LPL HOLDINGS INC
        50212YAD6
        
          
          
        
        1467000.0000000000
        PA
        USD
        1492071.0300000000
        0.0530931911
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-03-15
          Fixed
          4.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Global Net Lease Inc
        549300NUYANCT5SU8Z65
        GLOBAL NET LEASE INC
        379378409
        
          
          
          
        
        5710.0000000000
        NS
        USD
        153256.4000000000
        0.0054534075
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          6.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Global Payments Inc
        549300NOMHGVQBX6S778
        GLOBAL PAYMENTS INC
        37940X102
        
          
          
          
        
        43165.0000000000
        NS
        USD
        8348542.6500000000
        0.2970708237
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Chaparral Energy Inc
        N/A
        CHAPARRAL ENERGY              
        931QWA901
        
          
        
        11045.0000000000
        NS
        USD
        419710.0000000000
        0.0149347737
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Guitar Center Inc
        N/A
        GUITAR CENTER INC
        935XXF900
        
          
        
        8177.0000000000
        NS
        USD
        929111.6300000000
        0.0330610945
        Long
        DBT
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          15.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LPL Holdings Inc
        549300Z5YF8CCRMYUL26
        LPL HOLDINGS INC
        50212YAF1
        
          
          
          
        
        445000.0000000000
        PA
        USD
        456761.3500000000
        0.0162531925
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2031-05-15
          Fixed
          4.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Life Time Inc
        549300PALKE96VYH4X17
        LIFE TIME INC
        50218KAG3
        
          
        
        1243750.0000000000
        PA
        USD
        1244533.5600000000
        0.0442849280
        Long
        LON
        CORP
        US
        
        N
        2
        
          2024-12-16
          Floating
          5.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gulfport Energy Operating Corp
        549300FJX18IDUFPHD40
        GULFPORT ENERGY CORP
        402635502
        
          
          
          
        
        7987.0000000000
        NS
        USD
        545512.1000000000
        0.0194112596
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Gulfport Energy Operating Corp
        549300FJX18IDUFPHD40
        GULFPORT ENERGY OP CORP
        402635601
        
          
        
        27.0000000000
        NS
        USD
        132975.0000000000
        0.0047317232
        Long
        DBT
        CORP
        US
        
        N
        1
        
          2026-05-17
          Fixed
          10.000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        Beasley Mezzanine Holdings LLC
        549300VK8LJV1TK18D38
        BEASLEY MEZ HLDGS LLC
        07403VAA7
        
          
          
          
        
        884000.0000000000
        PA
        USD
        898064.4400000000
        0.0319563251
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-02-01
          Fixed
          8.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Berry Global Inc
        549300AP2Q7ERHX6RI89
        BERRY GLOBAL INC
        08579JBG6
        
          
        
        1848419.6600000000
        PA
        USD
        1828946.5600000000
        0.0650804199
        Long
        LON
        CORP
        US
        
        N
        2
        
          2026-07-01
          Floating
          1.841
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
        N/A
        LADDER CAP FIN LLLP/CORP
        505742AG1
        
          
          
          
        
        2306000.0000000000
        PA
        USD
        2344394.9000000000
        0.0834219041
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-10-01
          Fixed
          5.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
        N/A
        LADDER CAP FIN LLLP/CORP
        505742AP1
        
          
          
        
        596000.0000000000
        PA
        USD
        594152.4000000000
        0.0211420544
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-06-15
          Fixed
          4.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Land O' Lakes Inc
        4ONCJWH5BBCYSJIJYX61
        LAND O'LAKES INC
        514666AN6
        
          
          
          
        
        125000.0000000000
        PA
        USD
        130247.5000000000
        0.0046346690
        Long
        EP
        CORP
        US
        
        Y
        2
        
          2099-12-31
          Fixed
          7.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Laredo Petroleum Inc
        549300X0PTWU2QSLSL14
        LAREDO PETROLEUM INC
        516806AG1
        
          
          
          
        
        985000.0000000000
        PA
        USD
        1043991.6500000000
        0.0371489339
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2028-01-15
          Fixed
          10.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Superior Energy Services Inc.
        N/A
        SUPERIOR ENERGY SERVICES INC. CLASS A
        942HDG005
        
          
        
        17747.0000000000
        NS
        USD
        692133.0000000000
        0.0246285524
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Wells Fargo & Co
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO & CO
        949746101
        
          
          
          
        
        288350.0000000000
        NS
        USD
        13246799.0000000000
        0.4713681963
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Laredo Petroleum Inc
        549300X0PTWU2QSLSL14
        LAREDO PETROLEUM INC
        516806AH9
        
          
          
          
        
        300000.0000000000
        PA
        USD
        290556.0000000000
        0.0103390153
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-07-31
          Fixed
          7.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LD Holdings Group LLC
        N/A
        LD HOLDINGS GROUP LLC
        521088AC8
        
          
          
          
        
        1385000.0000000000
        PA
        USD
        1376357.6000000000
        0.0489756959
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-04-01
          Fixed
          6.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hess Corp
        UASVRYNXNK17ULIGK870
        HESS CORP
        42809H107
        
          
          
          
        
        126365.0000000000
        NS
        USD
        9659340.6000000000
        0.3437136742
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        JB Hunt Transport Services Inc
        549300XCD1MPI1C5GK90
        HUNT (JB) TRANSPRT SVCS INC
        445658107
        
          
          
          
        
        92435.0000000000
        NS
        USD
        15570675.7500000000
        0.5540599916
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Level 3 Financing Inc
        254900AE5FEFIJOXWL19
        LEVEL 3 FINANCING INC
        527298BH5
        
          
          
          
        
        990000.0000000000
        PA
        USD
        1013195.7000000000
        0.0360531046
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2025-05-01
          Fixed
          5.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Level 3 Financing Inc
        254900AE5FEFIJOXWL19
        LEVEL 3 FINANCING INC
        527298BR3
        
          
          
        
        1250000.0000000000
        PA
        USD
        1274862.5000000000
        0.0453641395
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-07-01
          Fixed
          4.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Beyond Meat Inc
        549300XQ946NCE51DR09
        BEYOND MEAT INC
        08862EAA7
        
          
        
        5700000.0000000000
        PA
        USD
        5251866.0000000000
        0.1868800609
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-03-15
          Fixed
          0.000
          N
          N
          N
          N
          Y
          
            
              BEYOND MEAT INC
              BEYOND MEAT INC
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Bill.com Holdings Inc
        549300IBF9VZZIGOZW63
        BILL.COM HOLDINGS INC
        090043AA8
        
          
          
        
        3382000.0000000000
        PA
        USD
        4915804.6400000000
        0.1749218031
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-12-01
          Fixed
          0.000
          N
          N
          N
          N
          Y
          
            
              BILL.COM HOLDINGS INC
              BILL.COM HOLDINGS INC
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Shift4 Payments Inc
        N/A
        SHIFT4 PAYMENTS INC
        82452JAA7
        
          
          
        
        4981000.0000000000
        PA
        USD
        6480828.9100000000
        0.2306109298
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-12-15
          Fixed
          0.000
          N
          N
          N
          N
          Y
          
            
              SHIFT4 PAYMENTS INC
              SHIFT4 PAYMENTS INC
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Shift4 Payments LLC / Shift4 Payments Finance Sub Inc
        N/A
        SHIFT4 PAYMENTS LLC/FIN
        82453AAA5
        
          
          
          
        
        591000.0000000000
        PA
        USD
        616294.8000000000
        0.0219299597
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-11-01
          Fixed
          4.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Level 3 Financing Inc
        254900AE5FEFIJOXWL19
        LEVEL 3 FINANCING INC
        52729KAP1
        
          
        
        303595.0500000000
        PA
        USD
        297618.7800000000
        0.0105903341
        Long
        LON
        CORP
        US
        
        N
        2
        
          2027-03-01
          Floating
          1.846
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Liberty Interactive LLC
        549300SZUIU7Z32Q0664
        LIBERTY INTERACTIVE LLC
        530715AD3
        
          
          
          
        
        600000.0000000000
        PA
        USD
        688986.0000000000
        0.0245165710
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2029-07-15
          Fixed
          8.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESCO International Inc
        529900TXOGREY3WNJ434
        WESCO INTERNATIONAL INC
        95082P303
        
          
          
          
        
        2555.0000000000
        NS
        USD
        79332.7500000000
        0.0028229412
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Variable
          10.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Whiting Petroleum Corp
        52990028CHK9KUB1B293
        WHITING PETROLEUM CORP
        966387508
        
          
          
          
        
        4278.0000000000
        NS
        USD
        200638.2000000000
        0.0071394204
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Bloomin' Brands Inc
        E1UJ2GO305B5FXGV7N04
        BLOOMIN BRANDS INC
        094235AB4
        
          
          
        
        1187000.0000000000
        PA
        USD
        2677943.2200000000
        0.0952907389
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2025-05-01
          Fixed
          5.000
          N
          N
          N
          N
          Y
          
            
              BLOOMIN BRANDS INC
              BLOOMIN BRANDS INC
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Bonanza Creek Energy Inc
        IIVIHPH28S64K95M2381
        BONANZA CREEK ENERGY INC
        097793AD5
        
          
          
        
        50237.0000000000
        PA
        USD
        50678.5800000000
        0.0018033240
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2026-04-30
          Fixed
          7.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Booz Allen Hamilton Inc
        549300D7XCH2480XU542
        BOOZ ALLEN HAMILTON INC
        09951LAB9
        
          
          
        
        596000.0000000000
        PA
        USD
        614756.1200000000
        0.0218752080
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-07-01
          Fixed
          4.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brink's Co/The
        XFP140TFNOQMIVFTVQ13
        BRINK'S CO/THE
        109696AB0
        
          
          
          
        
        910000.0000000000
        PA
        USD
        959322.0000000000
        0.0341360868
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-07-15
          Fixed
          5.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shopify Inc
        549300HGQ43STJLLP808
        SHOPIFY INC
        82509LAA5
        
          
          
          
        
        1542000.0000000000
        PA
        USD
        2033234.9400000000
        0.0723497266
        Long
        DBT
        CORP
        CA
        
        N
        2
        
          2025-11-01
          Fixed
          0.125
          N
          N
          N
          N
          Y
          
            
              SHOPIFY INC
              SHOPIFY INC
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Silicon Laboratories Inc
        4PRDF8Q9TDHRVZKZSZ47
        SILICON LABORATORIES INC
        826919AD4
        
          
          
        
        3524000.0000000000
        PA
        USD
        4786085.3600000000
        0.1703059300
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2025-06-15
          Fixed
          0.625
          N
          N
          N
          N
          Y
          
            
              SILICON LABORATORIES INC
              SILICON LABORATORIES INC
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Liberty Interactive LLC
        549300SZUIU7Z32Q0664
        LIBERTY INTERACTIVE LLC
        530715AG6
        
          
          
          
        
        1160000.0000000000
        PA
        USD
        893930.8000000000
        0.0318092355
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2029-11-15
          Fixed
          4.000
          N
          N
          N
          N
          N
          
            
              LIBERTY INTERACTIVE LLC
              LIBERTY INTERACTIVE LLC
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Liberty Interactive LLC
        549300SZUIU7Z32Q0664
        LIBERTY INTERACTIVE LLC
        530715AL5
        
          
          
          
        
        790000.0000000000
        PA
        USD
        609437.6000000000
        0.0216859562
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2030-02-15
          Fixed
          3.750
          N
          N
          N
          N
          N
          
            
              LIBERTY INTERACTIVE LLC
              LIBERTY INTERACTIVE LLC
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        British Airways 2021-1 Class B Pass Through Trust
        N/A
        BRITISH AIR 21-1 B PTT
        11042CAB6
        
          
          
          
        
        1370000.0000000000
        PA
        USD
        1391604.9000000000
        0.0495182490
        Long
        DBT
        CORP
        GB
        
        Y
        2
        
          2033-03-15
          Fixed
          3.900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BroadStreet Partners Inc
        549300BS9N54G8DD0R75
        BROADSTREET PARTNERS INC
        11135RAA3
        
          
          
          
        
        1191000.0000000000
        PA
        USD
        1214176.8600000000
        0.0432047287
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-04-15
          Fixed
          5.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Buckeye Partners LP
        549300C1PQJLVEIUBK50
        BUCKEYE PARTNERS LP
        118230AM3
        
          
          
          
        
        600000.0000000000
        PA
        USD
        610788.0000000000
        0.0217340082
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2043-11-15
          Fixed
          5.850
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Burlington Stores Inc
        5299003Z37DVGKKC1W09
        BURLINGTON STORES INC
        122017AB2
        
          
          
        
        7785000.0000000000
        PA
        USD
        12738361.9500000000
        0.4532761987
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2025-04-15
          Fixed
          2.250
          N
          N
          N
          N
          Y
          
            
              BURLINGTON STORES INC
              BURLINGTON STORES INC
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        CCO Holdings LLC / CCO Holdings Capital Corp
        N/A
        CCO HLDGS LLC/CAP CORP
        1248EPBM4
        
          
          
          
        
        702000.0000000000
        PA
        USD
        726162.8400000000
        0.0258394551
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-02-15
          Fixed
          5.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO Holdings LLC / CCO Holdings Capital Corp
        N/A
        CCO HLDGS LLC/CAP CORP
        1248EPBT9
        
          
          
          
        
        3900000.0000000000
        PA
        USD
        4085055.0000000000
        0.1453607779
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-05-01
          Fixed
          5.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Silgan Holdings Inc
        KAF673KJXD92C8KSLU49
        SILGAN HOLDINGS INC
        827048AV1
        
          
          
          
        
        1328000.0000000000
        PA
        USD
        1380004.4800000000
        0.0491054648
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-02-01
          Fixed
          4.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sinclair Television Group Inc
        549300CQGEN0CH65UD62
        SINCLAIR TELEVISION GROU
        829259AY6
        
          
          
          
        
        600000.0000000000
        PA
        USD
        602706.0000000000
        0.0214464219
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2030-03-01
          Fixed
          5.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO Holdings LLC / CCO Holdings Capital Corp
        N/A
        CCO HLDGS LLC/CAP CORP
        1248EPBX0
        
          
          
          
        
        620000.0000000000
        PA
        USD
        650696.2000000000
        0.0231540838
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-02-01
          Fixed
          5.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO Holdings LLC / CCO Holdings Capital Corp
        N/A
        CCO HLDGS LLC/CAP CORP
        1248EPCD3
        
          
          
        
        1300000.0000000000
        PA
        USD
        1379755.0000000000
        0.0490965875
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2030-03-01
          Fixed
          4.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Liberty Media Corp
        549300ZKUTPIBZLWLL89
        LIBERTY MEDIA CORP
        531229AB8
        
          
          
          
        
        7750000.0000000000
        PA
        USD
        10305097.5000000000
        0.3666920002
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2023-10-15
          Fixed
          1.375
          N
          N
          N
          N
          Y
          
            
              LIBERTY MEDIA CORP
              LIBERTY MEDIA CORP
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Liberty Media Corp-Liberty Formula One
        N/A
        LIBERTY MEDIA CORP
        531229AF9
        
          
          
          
        
        7150000.0000000000
        PA
        USD
        9469889.0000000000
        0.3369723129
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2023-01-30
          Fixed
          1.000
          N
          N
          N
          N
          Y
          
            
              LIBERTY MEDIA CORP
              LIBERTY MEDIA CORP
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Liberty Media Corp
        549300ZKUTPIBZLWLL89
        LIBERTY MEDIA CORP
        531229AK8
        
          
          
        
        2680000.0000000000
        PA
        USD
        2967885.6000000000
        0.1056079195
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2050-12-01
          Fixed
          0.500
          N
          N
          N
          N
          Y
          
            
              LIBERTY MEDIA CORP
              LIBERTY MEDIA CORP
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Ligado Networks LLC
        N/A
        LIGADO NETWORKS LLC
        53225HAA8
        
          
          
          
        
        645421.0000000000
        PA
        USD
        639263.6800000000
        0.0227472741
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2023-11-01
          Fixed
          15.500
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        Sinclair Television Group Inc
        549300CQGEN0CH65UD62
        SINCLAIR TELEVISION GROU
        829259BA7
        
          
          
        
        591000.0000000000
        PA
        USD
        573736.8900000000
        0.0204155980
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2030-12-01
          Fixed
          4.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sirius XM Radio Inc
        WP5O65E6BMU84LNO4227
        SIRIUS XM RADIO INC
        82967NBE7
        
          
          
          
        
        1500000.0000000000
        PA
        USD
        1541235.0000000000
        0.0548426199
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2024-07-15
          Fixed
          4.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO Holdings LLC / CCO Holdings Capital Corp
        N/A
        CCO HLDGS LLC/CAP CORP
        1248EPCK7
        
          
          
        
        598000.0000000000
        PA
        USD
        617112.0800000000
        0.0219590414
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2031-02-01
          Fixed
          4.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CDK Global Inc
        5493000L10CYRTHIJ385
        CDK GLOBAL INC
        12508EAJ0
        
          
          
          
        
        600000.0000000000
        PA
        USD
        654228.0000000000
        0.0232797578
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-05-15
          Fixed
          5.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Accenture PLC
        N/A
        ACCENTURE PLC-CL A
        G1151C101
        
          
          
          
        
        56335.0000000000
        NS
        USD
        17896502.8000000000
        0.6368211856
        Long
        EC
        CORP
        IE
        
        N
        1
        
          N
          N
          N
        
      
      
        Brookfield Property Partners LP
        5493004J5Z0TZW83NU62
        BROOKFIELD PROPERTY PART
        G16249156
        
          
          
          
        
        5000.0000000000
        NS
        USD
        127150.0000000000
        0.0045244490
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          6.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Live Nation Entertainment Inc
        5493007B9BM9ZXJINO78
        LIVE NATION ENTERTAINMEN
        538034AQ2
        
          
          
          
        
        1883000.0000000000
        PA
        USD
        2454885.9300000000
        0.0873535677
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2023-03-15
          Fixed
          2.500
          N
          N
          N
          N
          Y
          
            
              LIVE NATION ENTERTAINMEN
              LIVE NATION ENTERTAINMEN
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        LivePerson Inc
        549300IN2P1JZ20G7N40
        LIVEPERSON INC
        538146AC5
        
          
          
        
        6115000.0000000000
        PA
        USD
        6620832.8000000000
        0.2355927658
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-12-15
          Fixed
          0.000
          N
          N
          N
          N
          Y
          
            
              LIVEPERSON INC
              LIVEPERSON INC
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        CHS/Community Health Systems Inc
        5493007X5NC5XI1BB106
        CHS/COMMUNITY HEALTH SYS
        12543DBC3
        
          
          
          
        
        1325000.0000000000
        PA
        USD
        1421301.0000000000
        0.0505749418
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-03-15
          Fixed
          8.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHS/Community Health Systems Inc
        5493007X5NC5XI1BB106
        CHS/COMMUNITY HEALTH SYS
        12543DBJ8
        
          
          
        
        663000.0000000000
        PA
        USD
        698662.7700000000
        0.0248609049
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-04-15
          Fixed
          6.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sirius XM Radio Inc
        WP5O65E6BMU84LNO4227
        SIRIUS XM RADIO INC
        82967NBJ6
        
          
          
        
        885000.0000000000
        PA
        USD
        913320.0000000000
        0.0324991721
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-07-15
          Fixed
          4.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Delta Air Lines Inc / SkyMiles IP Ltd
        N/A
        DELTA AIR LINES/SKYMILES
        830867AA5
        
          
          
        
        148000.0000000000
        PA
        USD
        159425.6000000000
        0.0056729296
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-10-20
          Fixed
          4.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHS/Community Health Systems Inc
        5493007X5NC5XI1BB106
        CHS/COMMUNITY HEALTH SYS
        12543DBL3
        
          
          
          
        
        2392000.0000000000
        PA
        USD
        2426731.8400000000
        0.0863517451
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2030-04-01
          Fixed
          6.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIT Group Inc
        N8O96ZZJQRFYQUJY7K79
        CIT GROUP INC
        125581GU6
        
          
          
          
        
        250000.0000000000
        PA
        USD
        256730.0000000000
        0.0091353660
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          5.800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lloyds Banking Group PLC
        549300PPXHEU2JF0AM85
        LLOYDS BANKING GROUP PLC
        539439AG4
        
          
        
        200000.0000000000
        PA
        USD
        226006.0000000000
        0.0080420969
        Long
        DBT
        CORP
        GB
        
        N
        2
        
          2049-04-30
          Variable
          7.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        M/I Homes Inc
        5299005M71FH9CCSFB69
        M/I HOMES INC
        55305BAQ4
        
          
          
          
        
        1295000.0000000000
        PA
        USD
        1333629.8500000000
        0.0474552907
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2025-08-01
          Fixed
          5.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        M/I Homes Inc
        5299005M71FH9CCSFB69
        M/I HOMES INC
        55305BAS0
        
          
          
          
        
        855000.0000000000
        PA
        USD
        902101.9500000000
        0.0320999940
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2028-02-01
          Fixed
          4.950
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MP Materials Corp
        N/A
        MP MATERIALS CORP
        553368AA9
        
          
          
          
        
        3060000.0000000000
        PA
        USD
        3313827.0000000000
        0.1179177442
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-04-01
          Fixed
          0.250
          N
          N
          N
          N
          Y
          
            
              MP MATERIALS CORP
              MP MATERIALS CORP
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VAU4
        
          
          
          
        
        135000.0000000000
        PA
        USD
        137547.4500000000
        0.0048944272
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          6.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Macy's Inc
        529900NZQ81TIOW3CW52
        MACY'S INC
        55616PAA2
        
          
          
          
        
        605000.0000000000
        PA
        USD
        660085.2500000000
        0.0234881796
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-06-15
          Fixed
          8.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Macy's Retail Holdings LLC
        N/A
        MACY'S RETAIL HLDGS LLC
        55616XAG2
        
          
          
          
        
        275000.0000000000
        PA
        USD
        251880.7500000000
        0.0089628124
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2042-01-15
          Fixed
          5.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Macy's Retail Holdings LLC
        N/A
        MACY'S RETAIL HLDGS LLC
        55617LAL6
        
          
          
          
        
        600000.0000000000
        PA
        USD
        638502.0000000000
        0.0227201708
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2034-07-15
          Fixed
          6.700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Magnite Inc
        54930018FR2YX1HHSB02
        MAGNITE INC
        55955DAA8
        
          
          
          
        
        3669000.0000000000
        PA
        USD
        3163705.3200000000
        0.1125758812
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-03-15
          Fixed
          0.250
          N
          N
          N
          N
          Y
          
            
              MAGNITE INC
              MAGNITE INC
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        MakeMyTrip Ltd
        529900DNT8HNJ7RYUO60
        MAKEMYTRIP LIMITED
        56087FAA2
        
          
          
          
        
        2970000.0000000000
        PA
        USD
        3002313.6000000000
        0.1068329901
        Long
        DBT
        CORP
        IN
        
        Y
        2
        
          2028-02-15
          Fixed
          0.000
          N
          N
          N
          N
          N
          
            
              MAKEMYTRIP LIMITED
              MAKEMYTRIP LIMITED
              USD
              
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Mallinckrodt International Finance SA / Mallinckrodt CB LLC
        N/A
        MALLINCKRODT FIN/SB -DEFAULT-
        561233AD9
        
          
          
          
        
        1955000.0000000000
        PA
        USD
        1302225.5000000000
        0.0463378123
        Long
        DBT
        CORP
        LU
        
        Y
        2
        
          2023-10-15
          Fixed
          5.625
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        Markel Corp
        549300SCNO12JLWIK605
        MARKEL CORP
        570535AW4
        
          
          
        
        240000.0000000000
        PA
        USD
        268192.8000000000
        0.0095432532
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          6.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marriott Vacations Worldwide Corp
        549300WA6BT5H4F7IO94
        MARRIOTT VACATION WORLDW
        57164YAC1
        
          
          
          
        
        7670000.0000000000
        PA
        USD
        8200994.1000000000
        0.2918205218
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-01-15
          Fixed
          0.000
          N
          N
          N
          N
          Y
          
            
              MARRIOTT VACATION WORLDW
              MARRIOTT VACATION WORLDW
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        MasTec Inc
        549300TMDIT8WREDOF45
        MASTEC INC
        576323AP4
        
          
          
          
        
        598000.0000000000
        PA
        USD
        631087.3400000000
        0.0224563309
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-08-15
          Fixed
          4.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mattel Inc
        549300VELLG24KHTJ564
        MATTEL INC
        577081BD3
        
          
          
          
        
        1505000.0000000000
        PA
        USD
        1648336.2000000000
        0.0586536613
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-12-15
          Fixed
          5.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mclaren Finance PLC
        213800BKPDWMWX3GSG36
        MCLAREN FINANCE PLC
        58175LAA8
        
          
          
        
        1175000.0000000000
        PA
        USD
        1194951.5000000000
        0.0425206220
        Long
        DBT
        CORP
        GB
        
        Y
        2
        
          2026-08-01
          Fixed
          7.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mercer International Inc
        549300Z5IAG39VRTY874
        MERCER INTL INC
        588056BB6
        
          
          
          
        
        957000.0000000000
        PA
        USD
        977269.2600000000
        0.0347747141
        Long
        DBT
        CORP
        CA
        
        N
        2
        
          2029-02-01
          Fixed
          5.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Meredith Corp
        549300YC8BC386CCTS24
        MEREDITH CORP
        58943PAR3
        
          
        
        1739589.5400000000
        PA
        USD
        1778373.6900000000
        0.0632808574
        Long
        LON
        CORP
        US
        
        N
        2
        
          2025-01-31
          Floating
          5.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CMS Energy Corp
        549300IA9XFBAGNIBW29
        CMS ENERGY CORP
        125896BU3
        
          
          
        
        175000.0000000000
        PA
        USD
        196745.5000000000
        0.0070009043
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2050-06-01
          Variable
          4.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC Holdings LLC
        3HG2WD2W22M120IUNG49
        CSC HOLDINGS LLC
        126307AQ0
        
          
          
          
        
        4240000.0000000000
        PA
        USD
        4439704.0000000000
        0.1579804500
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-04-15
          Fixed
          5.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Meritor Inc
        5LTG829X630QFHTFBO82
        MERITOR INC
        59001KAH3
        
          
          
          
        
        770000.0000000000
        PA
        USD
        788526.2000000000
        0.0280585651
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-12-15
          Fixed
          4.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MetLife Inc
        C4BXATY60WC6XEOZDX54
        METLIFE INC
        59156RAP3
        
          
          
          
        
        2990000.0000000000
        PA
        USD
        3834465.7000000000
        0.1364439198
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2066-12-15
          Fixed
          6.400
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC Holdings LLC
        3HG2WD2W22M120IUNG49
        CSC HOLDINGS LLC
        126307AS6
        
          
          
        
        1800000.0000000000
        PA
        USD
        1905912.0000000000
        0.0678191238
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-02-01
          Fixed
          5.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC Holdings LLC
        3HG2WD2W22M120IUNG49
        CSC HOLDINGS LLC
        126307BA4
        
          
          
          
        
        2600000.0000000000
        PA
        USD
        2715076.0000000000
        0.0966120553
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2030-01-15
          Fixed
          5.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brookfield Property Partners LP
        5493004J5Z0TZW83NU62
        BROOKFIELD PROPERTY PART
        EP0585729
        
          
          
          
        
        7275.0000000000
        NS
        USD
        178164.7500000000
        0.0063397351
        Long
        EP
        CORP
        US
        
        N
        1
        
          2049-12-31
          Fixed
          5.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brookfield Renewable Partners LP
        VA8DFMRI2GY8Y7V79H93
        BROOKFIELD RENEWABLE PAR
        EP0586206
        
          
          
          
        
        6000.0000000000
        NS
        USD
        157020.0000000000
        0.0055873298
        Long
        EP
        CORP
        CA
        
        N
        1
        
          2049-12-31
          Fixed
          5.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Delta Air Lines Inc / SkyMiles IP Ltd
        N/A
        DELTA AIR LINES/SKYMILES
        830867AB3
        
          
          
        
        295000.0000000000
        PA
        USD
        330668.4500000000
        0.0117663589
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-10-20
          Fixed
          4.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Snap Inc
        549300JNC0L6VP8A2Q35
        SNAP INC
        83304AAE6
        
          
          
        
        11350000.0000000000
        PA
        USD
        13066120.0000000000
        0.4649389952
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-05-01
          Fixed
          0.000
          N
          N
          N
          N
          N
          
            
              SNAP INC
              SNAP INC
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Southern Co/The
        549300FC3G3YU2FBZD92
        SOUTHERN CO
        842587DF1
        
          
          
        
        247000.0000000000
        PA
        USD
        262269.5400000000
        0.0093324825
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2051-01-15
          Variable
          4.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southern Co/The
        549300FC3G3YU2FBZD92
        SOUTHERN CO
        842587DJ3
        
          
          
        
        95000.0000000000
        PA
        USD
        97236.3000000000
        0.0034600132
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2051-09-15
          Variable
          3.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Middleby Corp/The
        JDFO86U9VQRBKW5KYA35
        MIDDLEBY CORP
        596278AA9
        
          
          
          
        
        8240000.0000000000
        PA
        USD
        12889584.8000000000
        0.4586572453
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-09-01
          Fixed
          1.000
          N
          N
          N
          N
          Y
          
            
              MIDDLEBY CORP
              MIDDLEBY CORP
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp
        N/A
        MIDWEST GMNG BOR/MWG FIN
        59833DAB6
        
          
          
          
        
        1370000.0000000000
        PA
        USD
        1382604.0000000000
        0.0491979650
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-05-01
          Fixed
          4.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southwest Airlines Co
        UDTZ87G0STFETI6HGH41
        SOUTHWEST AIRLINES CO
        844741BG2
        
          
          
          
        
        21015000.0000000000
        PA
        USD
        30877339.5000000000
        1.0987254978
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2025-05-01
          Fixed
          1.250
          N
          N
          N
          N
          Y
          
            
              SOUTHWEST AIRLINES CO
              SOUTHWEST AIRLINES CO
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Spanish Broadcasting System Inc
        5493005DKYB1X4C9LH64
        SPANISH BROADCASTING SYS
        846425AQ9
        
          
          
          
        
        885000.0000000000
        PA
        USD
        903177.9000000000
        0.0321382802
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-03-01
          Fixed
          9.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Weatherford International PLC
        529900LPBDSCQDJKHQ39
        WEATHERFORD INTERNATIONAL PL
        G48833118
        
          
          
          
        
        18259.0000000000
        NS
        USD
        318436.9600000000
        0.0113311190
        Long
        EC
        CORP
        US
        
        N
        1
        
          N
          N
          N
        
      
      
        Linde PLC
        8945002PAZHZLBGKGF02
        LINDE PLC
        G5494J103
        
          
          
          
        
        80575.0000000000
        NS
        USD
        24767949.2500000000
        0.8813316759
        Long
        EC
        CORP
        GB
        
        N
        1
        
          N
          N
          N
        
      
      
        CSC Holdings LLC
        3HG2WD2W22M120IUNG49
        CSC HOLDINGS LLC
        126307BD8
        
          
          
        
        1800000.0000000000
        PA
        USD
        1774746.0000000000
        0.0631517713
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2030-12-01
          Fixed
          4.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC Holdings LLC
        3HG2WD2W22M120IUNG49
        CSC HOLDINGS LLC
        126307BH9
        
          
          
        
        540000.0000000000
        PA
        USD
        545211.0000000000
        0.0194005454
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2031-11-15
          Fixed
          4.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Calpine Corp
        43R4VPJBXTU2O15HEF41
        CALPINE CORP
        131347CM6
        
          
          
          
        
        856000.0000000000
        PA
        USD
        883571.7600000000
        0.0314406240
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-02-15
          Fixed
          4.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital One Financial Corp
        ZUE8T73ROZOF6FLBAR73
        CAPITAL ONE FINANCIAL CO
        14040HCF0
        
          
          
        
        387000.0000000000
        PA
        USD
        398269.4400000000
        0.0141718424
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          3.950
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Speedway Motorsports LLC / Speedway Funding II Inc
        N/A
        SPEEDWAY MOT/SPEEDWAY FD
        84779MAA2
        
          
          
          
        
        1500000.0000000000
        PA
        USD
        1534725.0000000000
        0.0546109709
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-11-01
          Fixed
          4.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd
        N/A
        SPIRIT LOYALTY KY LTD/IP
        84859BAA9
        
          
          
          
        
        435000.0000000000
        PA
        USD
        490745.2500000000
        0.0174624604
        Long
        DBT
        CORP
        KY
        
        Y
        2
        
          2025-09-20
          Fixed
          8.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carnival Corp
        F1OF2ZSX47CR0BCWA982
        CARNIVAL CORP
        143658BL5
        
          
          
          
        
        295000.0000000000
        PA
        USD
        313163.1500000000
        0.0111434581
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-03-01
          Fixed
          7.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carriage Services Inc
        N/A
        CARRIAGE SERVICES INC
        143905AP2
        
          
          
          
        
        1385000.0000000000
        PA
        USD
        1386163.4000000000
        0.0493246211
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-05-15
          Fixed
          4.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mcdermott International Ltd
        54930004RAXI4B3L4752
        MCDERMOTT INTERNATIONAL LTD
        G5924V114
        
          
          
          
        
        51723.0000000000
        NS
        USD
        5.1700000000
        0.0000001840
        N/A
        DE
        CORP
        US
        
        N
        1
        
          
            
              Mcdermott International Ltd
              54930004RAXI4B3L4752
            
            Call
            Purchased
            
              
                MCDERMOTT INTERNATIONAL LTD
                MCDERMOTT INTERNATIONAL LTD
                
                  
                  
                  
                
              
            
            51723
            0.000000000000
            USD
            2027-06-30
            XXXX
            -10492.6800000000
          
        
        
          N
          N
          N
        
      
      
        Mcdermott International Ltd
        54930004RAXI4B3L4752
        MCDERMOTT INTERNATIONAL LTD
        G5924V122
        
          
          
          
        
        57470.0000000000
        NS
        USD
        5.7500000000
        0.0000002046
        N/A
        DE
        CORP
        US
        
        N
        1
        
          
            
              Mcdermott International Ltd
              54930004RAXI4B3L4752
            
            Call
            Purchased
            
              
                MCDERMOTT INTERNATIONAL LTD
                MCDERMOTT INTERNATIONAL LTD
                
                  
                  
                  
                
              
            
            57470
            0.000000000000
            USD
            2027-06-30
            XXXX
            -11659.5000000000
          
        
        
          N
          N
          N
        
      
      
        OneMain Finance Corp
        5493008I795YYBFWFU90
        ONEMAIN FINANCE CORP
        85172FAM1
        
          
          
          
        
        1145000.0000000000
        PA
        USD
        1301647.4500000000
        0.0463172432
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2025-03-15
          Fixed
          6.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OneMain Finance Corp
        5493008I795YYBFWFU90
        ONEMAIN FINANCE CORP
        85172FAN9
        
          
          
          
        
        1500000.0000000000
        PA
        USD
        1767450.0000000000
        0.0628921537
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2026-03-15
          Fixed
          7.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Medtronic PLC
        549300GX3ZBSQWUXY261
        MEDTRONIC PLC
        G5960L103
        
          
          
          
        
        156340.0000000000
        NS
        USD
        20529005.4000000000
        0.7304949858
        Long
        EC
        CORP
        IE
        
        N
        1
        
          N
          N
          N
        
      
      
        Aptiv PLC
        N/A
        APTIV PLC
        G6095L117
        
          
          
        
        100805.0000000000
        NS
        USD
        18927146.8000000000
        0.6734951627
        Long
        EP
        CORP
        IE
        
        N
        1
        
          2023-06-15
          Fixed
          5.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sprint Capital Corp
        549300L17W0GQBR1PO80
        SPRINT CAPITAL CORP
        852060AD4
        
          
          
        
        2150000.0000000000
        PA
        USD
        2776037.0000000000
        0.0987812643
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2028-11-15
          Fixed
          6.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sprint Corp
        549300ZTTY7CXOLJ6539
        SPRINT CORP
        85207UAH8
        
          
          
          
        
        3045000.0000000000
        PA
        USD
        3506682.9000000000
        0.1247802426
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2024-06-15
          Fixed
          7.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Square Inc
        549300OHIIUWSTIZME52
        SQUARE INC
        852234AG8
        
          
          
        
        2680000.0000000000
        PA
        USD
        3049036.0000000000
        0.1084955392
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-05-01
          Fixed
          0.000
          N
          N
          N
          N
          Y
          
            
              SQUARE INC
              SQUARE INC
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Standard Industries Inc/NJ
        54930064UHXCIUWVI755
        STANDARD INDUSTRIES INC
        853496AC1
        
          
          
          
        
        1165000.0000000000
        PA
        USD
        1207021.5500000000
        0.0429501173
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-02-15
          Fixed
          5.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starwood Property Trust Inc
        BUGSFQZERKRBFWIG5267
        STARWOOD PROPERTY TRUST
        85571BAL9
        
          
          
          
        
        1500000.0000000000
        PA
        USD
        1591980.0000000000
        0.0566483073
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2025-03-15
          Fixed
          4.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carvana Co
        5493003WEAK2PJ5WS063
        CARVANA CO
        146869AB8
        
          
          
          
        
        900000.0000000000
        PA
        USD
        935487.0000000000
        0.0332879528
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-10-01
          Fixed
          5.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cascades Inc/Cascades USA Inc
        N/A
        CASCADES INC/USA INC
        14739LAA0
        
          
          
          
        
        901000.0000000000
        PA
        USD
        954996.9300000000
        0.0339821855
        Long
        DBT
        CORP
        CA
        
        Y
        2
        
          2026-01-15
          Fixed
          5.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mohegan Gaming & Entertainment
        549300UB083Z2NRDHC48
        MOHEGAN GAMING & ENT
        608328BH2
        
          
          
        
        884000.0000000000
        PA
        USD
        920783.2400000000
        0.0327647408
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-02-01
          Fixed
          8.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Moog Inc
        549300WM2I4U7OBAHG07
        MOOG INC
        615394AM5
        
          
          
          
        
        722000.0000000000
        PA
        USD
        745898.2000000000
        0.0265417094
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-12-15
          Fixed
          4.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Station Casinos LLC
        5493004E7Q60TX54WL62
        STATION CASINOS LLC
        857691AF6
        
          
          
          
        
        788000.0000000000
        PA
        USD
        798976.8400000000
        0.0284304361
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-10-01
          Fixed
          5.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Station Casinos LLC
        5493004E7Q60TX54WL62
        STATION CASINOS LLC
        857691AG4
        
          
          
          
        
        2430000.0000000000
        PA
        USD
        2453206.5000000000
        0.0872938076
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-02-15
          Fixed
          4.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cascades Inc/Cascades USA Inc
        N/A
        CASCADES INC/USA INC
        14739LAB8
        
          
          
          
        
        600000.0000000000
        PA
        USD
        632388.0000000000
        0.0225026130
        Long
        DBT
        CORP
        CA
        
        Y
        2
        
          2028-01-15
          Fixed
          5.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cincinnati Bell Inc
        549300JYVZOCUJOHL272
        CINCINNATI BELL INC
        14987RAA6
        
          
          
          
        
        2135000.0000000000
        PA
        USD
        2245785.1500000000
        0.0799130186
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-10-15
          Fixed
          8.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Moss Creek Resources Holdings Inc
        54930037SLMSPWKYIX36
        MOSS CREEK RESOURCES HLD
        61965RAA3
        
          
          
          
        
        540000.0000000000
        PA
        USD
        489115.8000000000
        0.0174044788
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-01-15
          Fixed
          7.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Moss Creek Resources Holdings Inc
        54930037SLMSPWKYIX36
        MOSS CREEK RESOURCES HLD
        61965RAB1
        
          
          
          
        
        600000.0000000000
        PA
        USD
        576702.0000000000
        0.0205211071
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-05-15
          Fixed
          10.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stericycle Inc
        B8PTJH2P0AXSWSMP2136
        STERICYCLE INC
        858912AG3
        
          
          
          
        
        591000.0000000000
        PA
        USD
        599882.7300000000
        0.0213459599
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-01-15
          Fixed
          3.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STL Holding Co LLC
        984500BC2I63E7F48656
        STL HOLDING CO LLC
        861036AA9
        
          
          
          
        
        879000.0000000000
        PA
        USD
        927599.9100000000
        0.0330073021
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-02-15
          Fixed
          7.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Murphy Oil Corp
        QBKYQD0ODE7DC7PDIN91
        MURPHY OIL CORP
        626717AN2
        
          
        
        589000.0000000000
        PA
        USD
        623898.2500000000
        0.0222005175
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2028-07-15
          Fixed
          6.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCR Corp
        549300YKTY8JX1DV2R67
        NCR CORP
        62886EBA5
        
          
          
        
        589000.0000000000
        PA
        USD
        613861.6900000000
        0.0218433810
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-04-15
          Fixed
          5.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TKC Holdings Inc
        N/A
        TKC HOLDINGS INC
        87256FAH7
        
          
        
        1392200.0000000000
        PA
        USD
        1377846.4200000000
        0.0490286734
        Long
        LON
        CORP
        US
        
        N
        2
        
          2028-05-15
          Floating
          6.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TTM Technologies Inc
        549300SC4BDOIS008048
        TTM TECHNOLOGIES INC
        87305RAK5
        
          
          
          
        
        1355000.0000000000
        PA
        USD
        1365148.9500000000
        0.0485768523
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-03-01
          Fixed
          4.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG Energy Inc
        5E2UPK5SW04M13XY7I38
        NRG ENERGY INC
        629377CC4
        
          
          
          
        
        810000.0000000000
        PA
        USD
        839459.7000000000
        0.0298709601
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2027-01-15
          Fixed
          6.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nationwide Financial Services Inc
        5493001H7AZNDS6BKJ36
        NATIONWIDE FINANCIAL SER
        638612AJ0
        
          
          
          
        
        120000.0000000000
        PA
        USD
        148242.0000000000
        0.0052749773
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2087-05-15
          Fixed
          6.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Talen Energy Supply LLC
        K5K33XN0PQAU1XF7NN66
        TALEN ENERGY SUPPLY LLC
        87422VAE8
        
          
          
          
        
        600000.0000000000
        PA
        USD
        414186.0000000000
        0.0147382102
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-01-15
          Fixed
          10.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Talen Energy Supply LLC
        K5K33XN0PQAU1XF7NN66
        TALEN ENERGY SUPPLY LLC
        87422VAF5
        
          
          
          
        
        300000.0000000000
        PA
        USD
        273891.0000000000
        0.0097460154
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-05-15
          Fixed
          7.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Centene Corp
        549300Z7JJ4TQSQGT333
        CENTENE CORP
        15135BAR2
        
          
          
        
        1216000.0000000000
        PA
        USD
        1282624.6400000000
        0.0456403440
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2027-12-15
          Fixed
          4.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Centene Corp
        549300Z7JJ4TQSQGT333
        CENTENE CORP
        15135BAW1
        
          
          
        
        598000.0000000000
        PA
        USD
        622482.1200000000
        0.0221501265
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2030-10-15
          Fixed
          3.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nationstar Mortgage Holdings Inc
        N/A
        NATIONSTAR MTG HLD INC
        63861CAC3
        
          
          
        
        1615000.0000000000
        PA
        USD
        1643843.9000000000
        0.0584938093
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-08-15
          Fixed
          5.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Corp
        54930067J0ZNOEBRW338
        NAVIENT CORP
        63938CAL2
        
          
          
          
        
        1355000.0000000000
        PA
        USD
        1367980.9000000000
        0.0486776231
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2028-03-15
          Fixed
          4.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Taylor Morrison Communities Inc
        549300O1Z08HI2MRK572
        TAYLOR MORRISON COMM
        87724RAB8
        
          
          
          
        
        901000.0000000000
        PA
        USD
        1020103.1900000000
        0.0362988976
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-01-15
          Fixed
          5.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Team Health Holdings Inc
        549300PVTQ4UDTTMQT11
        TEAM HEALTH HOLDINGS INC
        87817JAE8
        
          
        
        2634455.8400000000
        PA
        USD
        2556660.3600000000
        0.0909750637
        Long
        LON
        CORP
        US
        
        N
        2
        
          2024-02-06
          Floating
          3.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Telecom Italia Capital SA
        549300777DJZOR5C4L39
        TELECOM ITALIA CAPITAL
        87927VAM0
        
          
          
          
        
        880000.0000000000
        PA
        USD
        1012220.0000000000
        0.0360183857
        Long
        DBT
        CORP
        LU
        
        N
        2
        
          2034-09-30
          Fixed
          6.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tenet Healthcare Corp
        0W9AIBT6U6ADJ2I8HK17
        TENET HEALTHCARE CORP
        88033GAV2
        
          
          
          
        
        1575000.0000000000
        PA
        USD
        1806320.2500000000
        0.0642752953
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2031-11-15
          Fixed
          6.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NeoGenomics Inc
        N/A
        NEOGENOMICS INC
        64049MAB6
        
          
          
          
        
        6925000.0000000000
        PA
        USD
        6824656.7500000000
        0.2428455465
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2028-01-15
          Fixed
          0.250
          N
          N
          N
          N
          Y
          
            
              NEOGENOMICS INC
              NEOGENOMICS INC
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        CSC Holdings LLC
        3HG2WD2W22M120IUNG49
        CSC HOLDINGS LLC
        64072UAK8
        
          
        
        589522.5000000000
        PA
        USD
        583099.6500000000
        0.0207487583
        Long
        LON
        CORP
        US
        
        N
        2
        
          2027-04-15
          Floating
          2.591
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tenet Healthcare Corp
        0W9AIBT6U6ADJ2I8HK17
        TENET HEALTHCARE CORP
        88033GCS7
        
          
          
          
        
        1600000.0000000000
        PA
        USD
        1623248.0000000000
        0.0577609339
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2024-07-15
          Fixed
          4.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tenet Healthcare Corp
        0W9AIBT6U6ADJ2I8HK17
        TENET HEALTHCARE CORP
        88033GCX6
        
          
          
          
        
        2710000.0000000000
        PA
        USD
        2826530.0000000000
        0.1005779848
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-02-01
          Fixed
          6.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CenterPoint Energy Inc
        21TPXMRRHFKOBHDC8J74
        CENTERPOINT ENERGY INC
        15189TAS6
        
          
          
        
        65000.0000000000
        PA
        USD
        68857.7500000000
        0.0024502035
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          6.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Central Garden & Pet Co
        5493004DVZLD37DJ0H83
        CENTRAL GARDEN & PET CO
        153527AP1
        
          
          
          
        
        1358000.0000000000
        PA
        USD
        1389315.4800000000
        0.0494367833
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2031-04-30
          Fixed
          4.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Netflix Inc
        549300Y7VHGU0I7CE873
        NETFLIX INC
        64110LAS5
        
          
          
        
        610000.0000000000
        PA
        USD
        713754.9000000000
        0.0253979365
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2028-04-15
          Fixed
          4.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Netflix Inc
        549300Y7VHGU0I7CE873
        NETFLIX INC
        64110LAV8
        
          
          
        
        910000.0000000000
        PA
        USD
        1098106.1000000000
        0.0390745184
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2030-06-15
          Fixed
          4.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Fortress Energy Inc
        N/A
        NEW FORTRESS ENERGY INC
        644393AA8
        
          
          
          
        
        591000.0000000000
        PA
        USD
        603659.2200000000
        0.0214803409
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-09-15
          Fixed
          6.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Fortress Energy Inc
        N/A
        NEW FORTRESS ENERGY INC
        644393AB6
        
          
          
          
        
        589000.0000000000
        PA
        USD
        596003.2100000000
        0.0212079128
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-09-30
          Fixed
          6.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tenet Healthcare Corp
        0W9AIBT6U6ADJ2I8HK17
        TENET HEALTHCARE CORP
        88033GCY4
        
          
          
          
        
        1520000.0000000000
        PA
        USD
        1576012.0000000000
        0.0560801091
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-01-01
          Fixed
          4.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TerraForm Power Operating LLC
        5493000S2OLR3UT5BE13
        TERRAFORM POWER OPERATIN
        88104LAE3
        
          
          
          
        
        1500000.0000000000
        PA
        USD
        1624230.0000000000
        0.0577958770
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-01-31
          Fixed
          5.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Gold Inc
        5493005G0GNCHP0H6L96
        NEW GOLD INC
        644532AA1
        
          
          
          
        
        364000.0000000000
        PA
        USD
        375746.2800000000
        0.0133703883
        Long
        DBT
        CORP
        CA
        
        Y
        2
        
          2025-05-15
          Fixed
          6.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Gold Inc
        5493005G0GNCHP0H6L96
        NEW GOLD INC
        644535AH9
        
          
          
          
        
        300000.0000000000
        PA
        USD
        324270.0000000000
        0.0115386793
        Long
        DBT
        CORP
        CA
        
        Y
        2
        
          2027-07-15
          Fixed
          7.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tesla Inc
        54930043XZGB27CTOV49
        TESLA INC
        88160RAG6
        
          
          
          
        
        400000.0000000000
        PA
        USD
        4432980.0000000000
        0.1577411861
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2024-05-15
          Fixed
          2.000
          N
          N
          N
          N
          Y
          
            
              TESLA INC
              TESLA INC
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Teva Pharmaceutical Finance Netherlands III BV
        5493004T21MOAFINJP35
        TEVA PHARMACEUTICALS NE
        88167AAD3
        
          
          
          
        
        2530000.0000000000
        PA
        USD
        2510190.1000000000
        0.0893214866
        Long
        DBT
        CORP
        NL
        
        N
        2
        
          2023-07-21
          Fixed
          2.800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Newell Brands Inc
        549300LWGYFM1TVO1Z12
        NEWELL BRANDS INC
        651229AW6
        
          
          
          
        
        1122000.0000000000
        PA
        USD
        1251478.8000000000
        0.0445320643
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2026-04-01
          Fixed
          4.700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nielsen Finance LLC / Nielsen Finance Co
        N/A
        NIELSEN FINANCE LLC/CO
        65409QBH4
        
          
          
          
        
        1364000.0000000000
        PA
        USD
        1377708.2000000000
        0.0490237550
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-07-15
          Fixed
          4.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Century Communities Inc
        5299002QMB2O7ZL1CA26
        CENTURY COMMUNITIES
        156504AH5
        
          
          
          
        
        1330000.0000000000
        PA
        USD
        1375060.4000000000
        0.0489295369
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2025-07-15
          Fixed
          5.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Century Communities Inc
        5299002QMB2O7ZL1CA26
        CENTURY COMMUNITIES
        156504AJ1
        
          
          
          
        
        1500000.0000000000
        PA
        USD
        1604865.0000000000
        0.0571068014
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-06-01
          Fixed
          6.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nine Energy Service Inc
        549300KRLJCZBPZMKT65
        NINE ENERGY SERVICE INC
        65441VAA9
        
          
          
          
        
        540000.0000000000
        PA
        USD
        325166.4000000000
        0.0115705764
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2023-11-01
          Fixed
          8.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nippon Life Insurance Co
        549300Y0HHMFW3EVWY08
        NIPPON LIFE INSURANCE
        654579AH4
        
          
        
        200000.0000000000
        PA
        USD
        198538.0000000000
        0.0070646878
        Long
        DBT
        CORP
        JP
        
        Y
        2
        
          2051-01-21
          Variable
          2.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Teva Pharmaceutical Finance Netherlands III BV
        5493004T21MOAFINJP35
        TEVA PHARMACEUTICALS NE
        88167AAL5
        
          
          
          
        
        2380000.0000000000
        PA
        USD
        2504474.0000000000
        0.0891180875
        Long
        DBT
        CORP
        NL
        
        N
        2
        
          2024-04-15
          Fixed
          6.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransDigm Inc
        88Q84GB3X55CF5OC7582
        TRANSDIGM INC
        893647BE6
        
          
          
          
        
        1490000.0000000000
        PA
        USD
        1565647.3000000000
        0.0557112963
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-03-15
          Fixed
          6.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mclaren Finance PLC
        213800BKPDWMWX3GSG36
        MCLAREN FIN PLC-DEFAULT
        65489DAA2
        
          
          
          
        
        1365000.0000000000
        PA
        USD
        1365000.0000000000
        0.0485715521
        Long
        DBT
        CORP
        GB
        
        Y
        2
        
          2022-08-01
          Fixed
          5.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nordea Bank Abp
        529900ODI3047E2LIV03
        NORDEA BANK ABP
        65559CAA9
        
          
          
        
        200000.0000000000
        PA
        USD
        230930.0000000000
        0.0082173103
        Long
        DBT
        CORP
        FI
        
        Y
        2
        
          2099-12-31
          Variable
          6.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lumen Technologies Inc
        8M3THTGWLTYZVE6BBY25
        LUMEN TECHNOLOGIES INC
        156700BC9
        
          
          
          
        
        1400000.0000000000
        PA
        USD
        1441342.0000000000
        0.0512880718
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-02-15
          Fixed
          4.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charles River Laboratories International Inc
        549300BSQ0R4UZ5KX287
        CHARLES RIVER LABORATORI
        159864AG2
        
          
          
        
        590000.0000000000
        PA
        USD
        605375.4000000000
        0.0215414086
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-03-15
          Fixed
          3.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransDigm Inc
        88Q84GB3X55CF5OC7582
        TRANSDIGM INC
        893647BH9
        
          
          
          
        
        875000.0000000000
        PA
        USD
        928340.0000000000
        0.0330336371
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2027-03-15
          Fixed
          7.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransDigm Inc
        88Q84GB3X55CF5OC7582
        TRANSDIGM INC
        89364MBR4
        
          
        
        303036.7300000000
        PA
        USD
        298085.1100000000
        0.0106069278
        Long
        LON
        CORP
        US
        
        N
        2
        
          2025-12-09
          Floating
          2.341
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nova Ltd
        529900B2DSWE5V3SC292
        NOVA LTD
        66980MAA4
        
          
          
          
        
        2735000.0000000000
        PA
        USD
        3863707.1500000000
        0.1374844346
        Long
        DBT
        CORP
        IL
        
        Y
        2
        
          2025-10-15
          Fixed
          0.000
          N
          N
          N
          N
          Y
          
            
              NOVA LTD
              NOVA LTD
              USD
              
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Novelis Corp
        549300G5F3W3B52WYL23
        NOVELIS CORP
        670001AE6
        
          
          
          
        
        1140000.0000000000
        PA
        USD
        1215650.4000000000
        0.0432571625
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2030-01-30
          Fixed
          4.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCI NV
        549300NCMRGIBJYUOE57
        OCI NV
        67091GAE3
        
          
          
          
        
        1170000.0000000000
        PA
        USD
        1215162.0000000000
        0.0432397834
        Long
        DBT
        CORP
        NL
        
        Y
        2
        
          2025-10-15
          Fixed
          4.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oak Street Health Inc
        2549007CJE6GSEURLA30
        OAK STREET HEALTH INC
        67181AAA5
        
          
          
        
        4220000.0000000000
        PA
        USD
        4469233.2000000000
        0.1590312039
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-03-15
          Fixed
          0.000
          N
          N
          N
          N
          Y
          
            
              OAK STREET HEALTH INC
              OAK STREET HEALTH INC
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Oasis Midstream Partners LP / OMP Finance Corp
        N/A
        OASIS MIDSTREAM PARTNERS
        67421QAA0
        
          
          
          
        
        296000.0000000000
        PA
        USD
        309734.4000000000
        0.0110214510
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-04-01
          Fixed
          8.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corp
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETROLEUM COR
        674599CW3
        
          
          
        
        2675000.0000000000
        PA
        USD
        2696988.5000000000
        0.0959684377
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2024-08-15
          Fixed
          2.900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransDigm UK Holdings PLC
        549300JTYP71LZZSE903
        TRANSDIGM UK HOLDINGS
        89365DAA1
        
          
          
          
        
        1200000.0000000000
        PA
        USD
        1268076.0000000000
        0.0451226517
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-05-15
          Fixed
          6.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Transocean Inc
        DOL4HJ22ADYSIWES4H94
        TRANSOCEAN INC
        893830BQ1
        
          
          
          
        
        639000.0000000000
        PA
        USD
        636603.7500000000
        0.0226526243
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-01-30
          Fixed
          11.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corp
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETROLEUM COR
        674599CX1
        
          
          
          
        
        3641000.0000000000
        PA
        USD
        3614784.8000000000
        0.1286268925
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2039-08-15
          Fixed
          4.300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Omnicell Inc
        5493008RH0GTKHHPZI77
        OMNICELL INC
        68213NAC3
        
          
          
          
        
        4680000.0000000000
        PA
        USD
        7371982.8000000000
        0.2623213529
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-09-15
          Fixed
          0.250
          N
          N
          N
          N
          Y
          
            
              OMNICELL INC
              OMNICELL INC
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Trinseo Materials Operating SCA / Trinseo Materials Finance Inc
        N/A
        TRINSEO OP / TRINSEO FIN
        89668QAF5
        
          
          
          
        
        589000.0000000000
        PA
        USD
        601162.8500000000
        0.0213915111
        Long
        DBT
        CORP
        LU
        
        Y
        2
        
          2029-04-01
          Fixed
          5.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tronox Inc
        549300EPZ4YXC7E5P181
        TRONOX INC
        897051AC2
        
          
          
        
        589000.0000000000
        PA
        USD
        600043.7500000000
        0.0213516896
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-03-15
          Fixed
          4.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chart Industries Inc
        EM7QGKC1GYOF3LSZSL80
        CHART INDUSTRIES INC
        16115QAD2
        
          
          
          
        
        1015000.0000000000
        PA
        USD
        2713957.7500000000
        0.0965722639
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2024-11-15
          Fixed
          1.000
          N
          N
          N
          N
          Y
          
            
              CHART INDUSTRIES INC
              CHART INDUSTRIES INC
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Chegg Inc
        549300AKX7O8JG0O3G77
        CHEGG INC
        163092AE9
        
          
          
        
        6435000.0000000000
        PA
        USD
        6977920.9500000000
        0.2482992315
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-09-01
          Fixed
          0.000
          N
          N
          N
          N
          Y
          
            
              CHEGG INC
              CHEGG INC
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        ON Semiconductor Corp
        ZV20P4CNJVT8V1ZGJ064
        ON SEMICONDUCTOR CORP
        682189AP0
        
          
          
        
        4695000.0000000000
        PA
        USD
        9107126.2500000000
        0.3240639247
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2023-10-15
          Fixed
          1.625
          N
          N
          N
          N
          Y
          
            
              ON SEMICONDUCTOR CORP
              ON SEMICONDUCTOR CORP
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        ON Semiconductor Corp
        ZV20P4CNJVT8V1ZGJ064
        ON SEMICONDUCTOR CORP
        682189AQ8
        
          
          
        
        886000.0000000000
        PA
        USD
        923167.7000000000
        0.0328495883
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-09-01
          Fixed
          3.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cheniere Energy Partners LP
        5493005UEC8AZ34LDV29
        CHENIERE ENERGY PARTNERS
        16411QAD3
        
          
          
          
        
        1200000.0000000000
        PA
        USD
        1241112.0000000000
        0.0441631767
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2026-10-01
          Fixed
          5.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cheniere Energy Inc
        MIHC87W9WTYSYZWV1J40
        CHENIERE ENERGY INC
        16411RAK5
        
          
          
        
        591000.0000000000
        PA
        USD
        624556.9800000000
        0.0222239574
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2028-10-15
          Fixed
          4.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ON Semiconductor Corp
        ZV20P4CNJVT8V1ZGJ064
        ON SEMICONDUCTOR CORP
        682189AR6
        
          
          
        
        5435000.0000000000
        PA
        USD
        5783927.0000000000
        0.2058126826
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-05-01
          Fixed
          0.000
          N
          N
          N
          N
          Y
          
            
              ON SEMICONDUCTOR CORP
              ON SEMICONDUCTOR CORP
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Open Text Corp
        549300HP7ONDQODZJV16
        OPEN TEXT CORP
        683715AC0
        
          
          
          
        
        855000.0000000000
        PA
        USD
        885027.6000000000
        0.0314924280
        Long
        DBT
        CORP
        CA
        
        Y
        2
        
          2028-02-15
          Fixed
          3.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Truist Financial Corp
        549300DRQQI75D2JP341
        TRUIST FINANCIAL CORP
        89832QAD1
        
          
          
        
        415000.0000000000
        PA
        USD
        442340.2000000000
        0.0157400367
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          4.800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Truist Financial Corp
        549300DRQQI75D2JP341
        TRUIST FINANCIAL CORP
        89832QAE9
        
          
          
        
        125000.0000000000
        PA
        USD
        137797.5000000000
        0.0049033249
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          4.950
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Organon & Co / Organon Foreign Debt Co-Issuer BV
        N/A
        ORGANON & CO/ORG
        68622TAA9
        
          
          
        
        500000.0000000000
        PA
        USD
        513445.0000000000
        0.0182701982
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-04-30
          Fixed
          4.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Organon & Co / Organon Foreign Debt Co-Issuer BV
        N/A
        ORGANON & CO/ORG
        68622TAB7
        
          
          
          
        
        2200000.0000000000
        PA
        USD
        2268860.0000000000
        0.0807341038
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2031-04-30
          Fixed
          5.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC
        172967MU2
        
          
        
        150000.0000000000
        PA
        USD
        155599.5000000000
        0.0055367833
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          4.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC
        172967MV0
        
          
        
        975000.0000000000
        PA
        USD
        1001880.7500000000
        0.0356504784
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          3.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Twilio Inc
        5493004W8TRGD63APX93
        TWILIO INC
        90138FAC6
        
          
          
          
        
        830000.0000000000
        PA
        USD
        853738.0000000000
        0.0303790328
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2029-03-15
          Fixed
          3.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bally's Corp
        549300NS4D5IK406VT62
        BALLY'S CORP
        90171VAA3
        
          
          
          
        
        1500000.0000000000
        PA
        USD
        1622805.0000000000
        0.0577451704
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-06-01
          Fixed
          6.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Twitter Inc
        549300I8RX485XMK6836
        TWITTER INC
        90184LAF9
        
          
        
        4330000.0000000000
        PA
        USD
        6004540.9000000000
        0.2136629093
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2024-06-15
          Fixed
          0.250
          N
          N
          N
          N
          Y
          
            
              TWITTER INC
              TWITTER INC
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        UBS Group AG
        549300SZJ9VS8SGXAN81
        UBS GROUP AG
        90352JAF0
        
          
          
        
        200000.0000000000
        PA
        USD
        220498.0000000000
        0.0078461026
        Long
        DBT
        CORP
        CH
        
        Y
        2
        
          2099-12-31
          Variable
          7.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Owens-Brockway Glass Container Inc
        V2UQUCDZJ9WY98W8QU33
        OWENS-BROCKWAY
        69073TAT0
        
          
          
          
        
        593000.0000000000
        PA
        USD
        643215.2400000000
        0.0228878847
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-05-13
          Fixed
          6.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PBF Holding Co LLC / PBF Finance Corp
        N/A
        PBF HOLDING CO LLC
        69318FAG3
        
          
          
          
        
        594000.0000000000
        PA
        USD
        358942.3200000000
        0.0127724437
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2025-06-15
          Fixed
          7.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Under Armour Inc
        549300D4549QKWETZ406
        UNDER ARMOUR INC
        904311AC1
        
          
          
        
        4160000.0000000000
        PA
        USD
        7765846.4000000000
        0.2763364199
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2024-06-01
          Fixed
          1.500
          N
          N
          N
          N
          Y
          
            
              UNDER ARMOUR INC
              UNDER ARMOUR INC
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        UAL 2007-1 Pass Through Trust
        N/A
        UAL 2007 PASS TRUST
        909287AA2
        
          
          
          
        
        361756.8400000000
        PA
        USD
        374606.4400000000
        0.0133298287
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2024-01-02
          Fixed
          6.636
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PPL Capital Funding Inc
        549300MROK5WY0D2NU17
        PPL CAPITAL FUNDING INC
        69352PAC7
        
          
          
          
        
        1896000.0000000000
        PA
        USD
        1859084.8800000000
        0.0661528484
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2067-03-30
          Variable
          2.812
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHH Mortgage Corp
        PAOOWF3GUFM46FBSP561
        PHH MORTGAGE CORP
        69356NAA2
        
          
          
          
        
        742000.0000000000
        PA
        USD
        762672.1200000000
        0.0271385851
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-03-15
          Fixed
          7.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Airlines 2019-2 Class B Pass Through Trust
        N/A
        UNITED AIR 2019-2 B PTT
        90932KAA7
        
          
          
          
        
        661986.1600000000
        PA
        USD
        656273.2200000000
        0.0233525340
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2029-11-01
          Fixed
          3.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Airlines 2014-2 Class B Pass Through Trust
        N/A
        UNITED AIR 2014-2 B PTT
        90932QAB2
        
          
          
          
        
        1107157.4800000000
        PA
        USD
        1134094.6200000000
        0.0403551179
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2024-03-03
          Fixed
          4.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PTC Inc
        54930050SSMU8SKDJ030
        PTC INC
        69370CAC4
        
          
          
          
        
        784000.0000000000
        PA
        USD
        812435.6800000000
        0.0289093494
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-02-15
          Fixed
          4.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pacira BioSciences Inc
        N/A
        PACIRA PHARMACEUTICALS
        695127AF7
        
          
          
          
        
        7755000.0000000000
        PA
        USD
        8533446.9000000000
        0.3036503742
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2025-08-01
          Fixed
          0.750
          N
          N
          N
          N
          Y
          
            
              PACIRA PHARMACEUTICALS
              PACIRA PHARMACEUTICALS
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        United Airlines Inc
        K1OQBWM7XEOO08LDNP29
        UNITED AIRLINES INC
        90932RAJ3
        
          
        
        1496250.0000000000
        PA
        USD
        1500836.0100000000
        0.0534050802
        Long
        LON
        CORP
        US
        
        N
        2
        
          2028-04-21
          Floating
          4.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Natural Foods Inc
        549300GKGW6WPZ282D40
        UNITED NATURAL FOODS INC
        91116KAB1
        
          
        
        247554.7100000000
        PA
        USD
        247090.5400000000
        0.0087923597
        Long
        LON
        CORP
        US
        
        N
        2
        
          2025-10-22
          Floating
          3.591
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citizens Financial Group Inc
        2138004JDDA4ZQUPFW65
        CITIZENS FINANCIAL GROUP
        174610BD6
        
          
          
        
        385000.0000000000
        PA
        USD
        393296.7500000000
        0.0139948964
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          4.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Clear Channel Outdoor Holdings Inc
        N/A
        CLEAR CHANNEL OUTDOOR HO
        18452RAD7
        
          
        
        1547437.5000000000
        PA
        USD
        1505045.4500000000
        0.0535548670
        Long
        LON
        CORP
        US
        
        N
        2
        
          2026-08-21
          Floating
          3.586
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Rentals North America Inc
        NGIZXNT70J2LYT3FBI09
        UNITED RENTALS NORTH AM
        911363AM1
        
          
          
        
        297000.0000000000
        PA
        USD
        306025.8300000000
        0.0108894868
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2031-02-15
          Fixed
          3.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Rentals North America Inc
        NGIZXNT70J2LYT3FBI09
        UNITED RENTALS NORTH AM
        911365BE3
        
          
          
          
        
        640000.0000000000
        PA
        USD
        661945.6000000000
        0.0235543774
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2026-09-15
          Fixed
          5.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Wholesale Mortgage LLC
        549300HW662MN1WU8550
        UNITED WHOLESALE MTGE LL
        91153LAA5
        
          
          
          
        
        886000.0000000000
        PA
        USD
        913953.3000000000
        0.0325217072
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-11-15
          Fixed
          5.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Cellular Corp
        N/A
        US CELLULAR CORP
        911684AD0
        
          
          
          
        
        1660000.0000000000
        PA
        USD
        2067945.0000000000
        0.0735848339
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2033-12-15
          Fixed
          6.700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Wholesale Mortgage LLC
        549300HW662MN1WU8550
        UNITED WHOLESALE MTGE LL
        913229AA8
        
          
          
          
        
        593000.0000000000
        PA
        USD
        590734.7400000000
        0.0210204419
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-04-15
          Fixed
          5.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Univar Solutions USA Inc/Washington
        5493008FTB9VZW6CVA82
        UNIVAR SOLUTIONS USA INC
        91337CAA4
        
          
          
          
        
        906000.0000000000
        PA
        USD
        950403.0600000000
        0.0338187192
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-12-01
          Fixed
          5.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Padagis LLC
        N/A
        PADAGIS LLC
        69526PAC8
        
          
        
        1340000.0000000000
        PA
        USD
        1344187.5000000000
        0.0478309694
        Long
        LON
        CORP
        US
        
        N
        2
        
          2028-07-06
          Floating
          5.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Palo Alto Networks Inc
        549300QXR2YVZV231H43
        PALO ALTO NETWORKS
        697435AF2
        
          
          
        
        3520000.0000000000
        PA
        USD
        5050179.2000000000
        0.1797033276
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2025-06-01
          Fixed
          0.375
          N
          N
          N
          N
          Y
          
            
              PALO ALTO NETWORKS
              PALO ALTO NETWORKS
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Clearwater Paper Corp
        549300HCVV19GXN4P292
        CLEARWATER PAPER CORP
        18538RAJ2
        
          
          
          
        
        1880000.0000000000
        PA
        USD
        1902315.6000000000
        0.0676911511
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-08-15
          Fixed
          4.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IH Merger Sub LLC
        N/A
        IH MERGER SUB LLC
        19625XAB8
        
          
          
          
        
        6120000.0000000000
        PA
        USD
        10948741.2000000000
        0.3895951309
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2022-01-15
          Fixed
          3.500
          N
          N
          N
          N
          Y
          
            
              IH MERGER SUB LLC
              IH MERGER SUB LLC
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Par Petroleum LLC / Par Petroleum Finance Corp
        N/A
        PAR PETRO LLC / FIN CORP
        69889MAA0
        
          
          
          
        
        562000.0000000000
        PA
        USD
        558431.3000000000
        0.0198709707
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-12-15
          Fixed
          7.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Par Petroleum LLC
        984500CCF05C2FB39F45
        PAR PETROLEUM LLC
        69889PAB1
        
          
        
        1257236.8100000000
        PA
        USD
        1250956.9100000000
        0.0445134936
        Long
        LON
        CORP
        US
        
        N
        2
        
          2026-01-12
          Floating
          6.879
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer
        N/A
        PARK INTERMED HOLDINGS
        70052LAA1
        
          
          
          
        
        708000.0000000000
        PA
        USD
        767932.2000000000
        0.0273257574
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-06-01
          Fixed
          7.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer
        N/A
        PARK INTERMED HOLDINGS
        70052LAB9
        
          
          
          
        
        592000.0000000000
        PA
        USD
        632007.3600000000
        0.0224890684
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-10-01
          Fixed
          5.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Park-Ohio Industries Inc
        5493006LQUO5SLMNYM18
        PARK-OHIO INDUSTRIES INC
        700677AR8
        
          
          
          
        
        1370000.0000000000
        PA
        USD
        1394221.6000000000
        0.0496113605
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2027-04-15
          Fixed
          6.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Parkland Corp/Canada
        549300Q72GWZCL8MQC95
        PARKLAND CORP
        70137TAP0
        
          
          
          
        
        900000.0000000000
        PA
        USD
        960696.0000000000
        0.0341849786
        Long
        DBT
        CORP
        CA
        
        Y
        2
        
          2027-07-15
          Fixed
          5.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CommScope Inc
        549300Z6K4JXMFE8QY54
        COMMSCOPE INC
        20337EAQ4
        
          
        
        884250.0000000000
        PA
        USD
        877065.4700000000
        0.0312091071
        Long
        LON
        CORP
        US
        
        N
        2
        
          2026-04-06
          Floating
          3.388
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CommScope Technologies LLC
        M4TWC4QDOKW45N7T6Y12
        COMMSCOPE TECH LLC
        20337YAA5
        
          
          
          
        
        1201000.0000000000
        PA
        USD
        1220456.2000000000
        0.0434281699
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-06-15
          Fixed
          6.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VFH Parent LLC
        549300FRO9M476YHHY64
        VFH PARENT LLC
        91820UAQ3
        
          
        
        1296141.2400000000
        PA
        USD
        1288500.4900000000
        0.0458494276
        Long
        LON
        CORP
        US
        
        N
        2
        
          2026-03-01
          Floating
          3.091
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOC Escrow Ltd
        N/A
        VOC ESCROW LTD
        91832VAA2
        
          
          
          
        
        1200000.0000000000
        PA
        USD
        1192116.0000000000
        0.0424197248
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-02-15
          Fixed
          5.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Parsons Corp
        549300ZXH0VRBSEPX752
        PARSONS CORP
        70202LAA0
        
          
          
          
        
        3763000.0000000000
        PA
        USD
        3971056.2700000000
        0.1413042978
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-08-15
          Fixed
          0.250
          N
          N
          N
          N
          Y
          
            
              PARSONS CORP
              PARSONS CORP
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Patrick Industries Inc
        549300FZ5ZTCCJ3Z5W14
        PATRICK INDUSTRIES INC
        703343AC7
        
          
          
          
        
        600000.0000000000
        PA
        USD
        652914.0000000000
        0.0232330010
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-10-15
          Fixed
          7.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vail Resorts Inc
        529900PSZHRNU9HKH870
        VAIL RESORTS INC
        91879QAM1
        
          
          
        
        7865000.0000000000
        PA
        USD
        7941369.1500000000
        0.2825821432
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-01-01
          Fixed
          0.000
          N
          N
          N
          N
          Y
          
            
              VAIL RESORTS INC
              VAIL RESORTS INC
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Bausch Health Americas Inc
        KOO0397YRO83WY5MGD97
        BAUSCH HEALTH AMERICAS
        91911XAW4
        
          
          
          
        
        3285000.0000000000
        PA
        USD
        3558180.6000000000
        0.1266127139
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-01-31
          Fixed
          8.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Consolidated Communications Inc
        549300WW675Y48HDVX34
        CONSOLIDATED COMMUNICATIONS
        20903EBB0
        
          
        
        767555.0500000000
        PA
        USD
        765924.0000000000
        0.0272542985
        Long
        LON
        CORP
        US
        
        N
        2
        
          2027-10-02
          Floating
          4.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Consolidated Communications Inc
        549300WW675Y48HDVX34
        CONSOLIDATED COMMUNICATI
        20903XAF0
        
          
          
        
        1015000.0000000000
        PA
        USD
        1097286.0500000000
        0.0390453381
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-10-01
          Fixed
          6.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Valvoline Inc
        549300CMHPBEY6VPOT75
        VALVOLINE INC
        92047WAG6
        
          
          
          
        
        593000.0000000000
        PA
        USD
        591149.8400000000
        0.0210352126
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2031-06-15
          Fixed
          3.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vector Group Ltd
        549300TUIF4WWN6NDN50
        VECTOR GROUP LTD
        92240MBJ6
        
          
          
          
        
        718000.0000000000
        PA
        USD
        764066.8800000000
        0.0271882156
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-11-01
          Fixed
          10.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vector Group Ltd
        549300TUIF4WWN6NDN50
        VECTOR GROUP LTD
        92240MBL1
        
          
          
          
        
        1850000.0000000000
        PA
        USD
        1885261.0000000000
        0.0670842878
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-02-01
          Fixed
          5.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Venture Global Calcasieu Pass LLC
        549300GKHS6RS20NLH85
        VENTURE GLOBAL CALCASIEU
        92328MAA1
        
          
          
        
        300000.0000000000
        PA
        USD
        306690.0000000000
        0.0109131204
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-08-15
          Fixed
          3.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Coupa Software Inc
        549300Q95ICR2GFL2K37
        COUPA SOFTWARE INC
        22266LAF3
        
          
          
        
        5830000.0000000000
        PA
        USD
        6259496.1000000000
        0.2227351216
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2026-06-15
          Fixed
          0.375
          N
          N
          N
          N
          Y
          
            
              COUPA SOFTWARE INC
              COUPA SOFTWARE INC
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Credit Acceptance Corp
        N/A
        CREDIT ACCEPTANC
        225310AN1
        
          
          
          
        
        1092000.0000000000
        PA
        USD
        1129761.3600000000
        0.0402009251
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2024-12-31
          Fixed
          5.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Patrick Industries Inc
        549300FZ5ZTCCJ3Z5W14
        PATRICK INDUSTRIES INC
        703343AD5
        
          
          
          
        
        596000.0000000000
        PA
        USD
        608665.0000000000
        0.0216584643
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-05-01
          Fixed
          4.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pebblebrook Hotel Trust
        5493004Q1NNH6JXCSI52
        PEBBLEBROOK HOTEL TRUST
        70509VAA8
        
          
          
          
        
        4640000.0000000000
        PA
        USD
        5206868.8000000000
        0.1852789005
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2026-12-15
          Fixed
          1.750
          N
          N
          N
          N
          Y
          
            
              PEBBLEBROOK HOTEL TRUST
              PEBBLEBROOK HOTEL TRUST
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Venture Global Calcasieu Pass LLC
        549300GKHS6RS20NLH85
        VENTURE GLOBAL CALCASIEU
        92328MAB9
        
          
          
        
        300000.0000000000
        PA
        USD
        309480.0000000000
        0.0110123985
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2031-08-15
          Fixed
          4.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Viking Cruises Ltd
        549300IJP90T4MV2GL84
        VIKING CRUISES LTD
        92676XAE7
        
          
          
          
        
        290000.0000000000
        PA
        USD
        336605.9000000000
        0.0119776344
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-05-15
          Fixed
          13.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Group AG
        549300506SI9CRFV9Z86
        CREDIT SUISSE GROUP AG
        22546DAB2
        
          
          
        
        200000.0000000000
        PA
        USD
        221390.0000000000
        0.0078778432
        Long
        DBT
        CORP
        CH
        
        Y
        2
        
          2049-12-29
          Variable
          7.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cumulus Media New Holdings Inc
        5493001D9VBAVY1OKJ46
        CUMULUS MEDIA NEW HLDGS
        23110AAA4
        
          
          
          
        
        1245000.0000000000
        PA
        USD
        1311993.4500000000
        0.0466853906
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-07-01
          Fixed
          6.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Peloton Interactive Inc
        5493002YS021166W0339
        PELOTON INTERACTIVE INC
        70614WAA8
        
          
        
        550000.0000000000
        PA
        USD
        520448.5000000000
        0.0185194076
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-02-15
          Fixed
          0.000
          N
          N
          N
          N
          Y
          
            
              PELOTON INTERACTIVE INC
              PELOTON INTERACTIVE INC
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Peninsula Pacific Entertainment LLC / Peninsula Pacific Entertainment Finance In
        N/A
        PENINSULA PACIFIC ENTERT
        70715XAA4
        
          
          
          
        
        1445000.0000000000
        PA
        USD
        1569067.7000000000
        0.0558330063
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-11-15
          Fixed
          8.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Performance Food Group Inc
        549300OMUOGBYK0FFO76
        PERFORMANCE FOOD GROUP I
        71376LAE0
        
          
          
        
        1192000.0000000000
        PA
        USD
        1213086.4800000000
        0.0431659291
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-08-01
          Fixed
          4.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PetSmart Inc
        N/A
        PETSMART INC
        71677HAL9
        
          
          
        
        2390000.0000000000
        PA
        USD
        2392091.2500000000
        0.0851191097
        Long
        LON
        CORP
        US
        
        N
        2
        
          2028-02-12
          Floating
          4.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vine Energy Holdings LLC
        254900PNIMG4CPJH6R25
        VINE ENERGY HOLDINGS LLC
        92735LAA0
        
          
          
        
        592000.0000000000
        PA
        USD
        618776.1600000000
        0.0220182553
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-04-15
          Fixed
          6.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Viper Energy Partners LP
        5299009LINL232255G03
        VIPER ENERGY PARTNERS LP
        92763MAA3
        
          
          
          
        
        600000.0000000000
        PA
        USD
        629562.0000000000
        0.0224020538
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-11-01
          Fixed
          5.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cushman & Wakefield US Borrower LLC
        N/A
        CUSHMAN & WAKEFIELD US
        23166MAA1
        
          
          
          
        
        372000.0000000000
        PA
        USD
        400033.9200000000
        0.0142346289
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-05-15
          Fixed
          6.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DCP Midstream Operating LP
        549300Y6CTBSE0QIPL28
        DCP MIDSTREAM OPERATING
        23311RAH9
        
          
          
          
        
        1950000.0000000000
        PA
        USD
        1835203.5000000000
        0.0653030641
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2043-05-21
          Variable
          5.850
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Picasso Finance Sub Inc
        N/A
        PICASSO FINANCE SUB INC
        71953LAA9
        
          
          
          
        
        302000.0000000000
        PA
        USD
        320397.8400000000
        0.0114008941
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-06-15
          Fixed
          6.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pioneer Natural Resources Co
        FY8JBF7CCL2VE4F1B628
        PIONEER NATURAL RESOURCE
        723787AP2
        
          
          
        
        6515000.0000000000
        PA
        USD
        9584802.8500000000
        0.3410613561
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2025-05-15
          Fixed
          0.250
          N
          N
          N
          N
          Y
          
            
              PIONEER NATURAL RESOURCE
              PIONEER NATURAL RESOURCE
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Vista Outdoor Inc
        549300QI2D33ESTJLN81
        VISTA OUTDOOR INC
        928377AC4
        
          
          
          
        
        1355000.0000000000
        PA
        USD
        1383251.7500000000
        0.0492210143
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-03-15
          Fixed
          4.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vodafone Group PLC
        213800TB53ELEUKM7Q61
        VODAFONE GROUP PLC
        92857WBQ2
        
          
          
          
        
        125000.0000000000
        PA
        USD
        154861.2500000000
        0.0055105138
        Long
        DBT
        CORP
        GB
        
        N
        2
        
          2079-04-04
          Variable
          7.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT Midstream Inc
        N/A
        DT MIDSTREAM INC
        23345MAA5
        
          
          
        
        626000.0000000000
        PA
        USD
        642526.4000000000
        0.0228633733
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-06-15
          Fixed
          4.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Datadog Inc
        549300F6JNO0KRPO1K63
        DATADOG INC
        23804LAB9
        
          
          
        
        2015000.0000000000
        PA
        USD
        2796074.4500000000
        0.0994942680
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2025-06-15
          Fixed
          0.125
          N
          N
          N
          N
          Y
          
            
              DATADOG INC
              DATADOG INC
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        DaVita Inc
        M2XHYMU3TZNEZURC6H66
        DAVITA INC
        23918KAS7
        
          
          
          
        
        1772000.0000000000
        PA
        USD
        1832354.3200000000
        0.0652016801
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2030-06-01
          Fixed
          4.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DaVita Inc
        M2XHYMU3TZNEZURC6H66
        DAVITA INC
        23918KAT5
        
          
          
          
        
        880000.0000000000
        PA
        USD
        856856.0000000000
        0.0304899823
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2031-02-15
          Fixed
          3.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vroom Inc
        N/A
        VROOM INC
        92918VAA7
        
          
          
        
        4630000.0000000000
        PA
        USD
        4504341.8000000000
        0.1602804926
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-07-01
          Fixed
          0.750
          N
          N
          N
          N
          Y
          
            
              VROOM INC
              VROOM INC
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        W&T Offshore Inc
        549300Q7EOY2YIO3YK85
        W & T OFFSHORE INC
        92922PAL0
        
          
          
          
        
        770000.0000000000
        PA
        USD
        741602.4000000000
        0.0263888495
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2023-11-01
          Fixed
          9.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wix.com Ltd
        5493008P6N29Q1AG9464
        WIX LTD
        92940WAC3
        
          
          
          
        
        2389000.0000000000
        PA
        USD
        2610699.2000000000
        0.0928979577
        Long
        DBT
        CORP
        IL
        
        Y
        2
        
          2025-08-15
          Fixed
          0.000
          N
          N
          N
          N
          Y
          
            
              WIX LTD
              WIX LTD
              USD
              
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        WW International Inc
        SGT8R1MU6ESIC7UJC518
        WW INTERNATIONAL INC
        92941PAC7
        
          
        
        2090000.0000000000
        PA
        USD
        2088045.8500000000
        0.0743000936
        Long
        LON
        CORP
        US
        
        N
        2
        
          2028-04-13
          Floating
          4.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AP Core Holdings II LLC
        N/A
        AP CORE HOLDINGS II LLC
        938QVBII4
        
          
        
        750000.0000000000
        PA
        USD
        747660.0000000000
        0.0266044005
        Long
        LON
        CORP
        US
        
        N
        2
        
          2027-07-21
          Floating
          6.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Directv Financing LLC
        N/A
        DIRECTV FINANCING LLC
        938QVWII8
        
          
        
        3350000.0000000000
        PA
        USD
        3347504.2500000000
        0.1191161005
        Long
        LON
        CORP
        US
        
        N
        2
        
          2027-07-21
          Floating
          5.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dell International LLC / EMC Corp
        N/A
        DELL INT LLC / EMC CORP
        24703TAC0
        
          
          
        
        545000.0000000000
        PA
        USD
        640745.6000000000
        0.0228000061
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2025-07-15
          Fixed
          5.850
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dell International LLC / EMC Corp
        N/A
        DELL INT LLC / EMC CORP
        24703TAD8
        
          
        
        1405000.0000000000
        PA
        USD
        1691535.7000000000
        0.0601908530
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2026-06-15
          Fixed
          6.020
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dell International LLC / EMC Corp
        N/A
        DELL INT LLC / EMC CORP
        24703TAF3
        
          
          
        
        925000.0000000000
        PA
        USD
        1144400.7500000000
        0.0407218466
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2027-07-15
          Fixed
          6.100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Delta Air Lines Inc
        Q2CCMS6R0AS67HJMBN42
        DELTA AIR LINES INC
        247361ZP6
        
          
          
        
        297000.0000000000
        PA
        USD
        306893.0700000000
        0.0109203463
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2023-04-19
          Fixed
          3.800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Canada
        4B4HI3CGXMBDC0G6BM51
        AIR CANADA
        938RNHII8
        
          
        
        300000.0000000000
        PA
        USD
        300876.0000000000
        0.0107062376
        Long
        LON
        CORP
        CA
        
        N
        2
        
          2028-07-28
          Floating
          4.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Waste Pro USA Inc
        549300BY1QXU5BI3UF28
        WASTE PRO USA INC
        94107JAA1
        
          
          
          
        
        750000.0000000000
        PA
        USD
        766080.0000000000
        0.0272598496
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-02-15
          Fixed
          5.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Plains All American Pipeline LP
        5521FA2ITF25TVH63740
        PLAINS ALL AMERICAN PIPE
        726503AE5
        
          
          
          
        
        1390000.0000000000
        PA
        USD
        1246510.3000000000
        0.0443552674
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          6.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Playtika Holding Corp
        254900E35Z4TKA4UFG64
        PLAYTIKA HOLDING CORP
        72815LAA5
        
          
          
          
        
        590000.0000000000
        PA
        USD
        589079.6000000000
        0.0209615461
        Long
        DBT
        CORP
        IL
        
        Y
        2
        
          2029-03-15
          Fixed
          4.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petco Animal Supplies Inc
        EQFF4O0CK09VES3JAH16
        PETCO ANIMAL SUPPLIES IN
        71579UAF2
        
          
        
        2094750.0000000000
        PA
        USD
        2088036.3300000000
        0.0742997549
        Long
        LON
        CORP
        US
        
        N
        2
        
          2028-03-03
          Floating
          4.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BW Gas & Convenience Holdings LLC
        N/A
        BW GAS & CONVENIENCE HOL
        942MRPII1
        
          
        
        1200000.0000000000
        PA
        USD
        1203000.0000000000
        0.0428070163
        Long
        LON
        CORP
        US
        
        N
        2
        
          2028-03-17
          Floating
          4.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Post Holdings Inc
        JM1I5YUAURL6DC8N1468
        POST HOLDINGS INC
        737446AM6
        
          
          
          
        
        1430000.0000000000
        PA
        USD
        1491490.0000000000
        0.0530725159
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-03-01
          Fixed
          5.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Post Holdings Inc
        JM1I5YUAURL6DC8N1468
        POST HOLDINGS INC
        737446AQ7
        
          
          
        
        860000.0000000000
        PA
        USD
        876976.4000000000
        0.0312059377
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2030-04-15
          Fixed
          4.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wayfair Inc
        54930027N9ZAVYFDHK53
        WAYFAIR INC
        94419LAL5
        
          
          
        
        4225000.0000000000
        PA
        USD
        4104545.2500000000
        0.1460543103
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-10-01
          Fixed
          0.625
          N
          N
          N
          N
          N
          
            
              WAYFAIR INC
              WAYFAIR INC
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Weatherford International Ltd
        549300A2JKMG5PGOGF82
        WEATHERFORD INTL LTD
        947075AP2
        
          
          
          
        
        552000.0000000000
        PA
        USD
        571932.7200000000
        0.0203513992
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2024-12-01
          Fixed
          11.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prestige Brands Inc
        549300JBVP4J6D42I235
        PRESTIGE BRANDS INC
        74112BAM7
        
          
          
          
        
        1124000.0000000000
        PA
        USD
        1115940.9200000000
        0.0397091447
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2031-04-01
          Fixed
          3.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prospect Capital Corp
        549300FSD8T39P5Q0O47
        PROSPECT CAPITAL CORP
        74348TAU6
        
          
          
        
        1355000.0000000000
        PA
        USD
        1407601.1000000000
        0.0500874507
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2026-01-22
          Fixed
          3.706
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo & Co
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO & COMPANY
        949746TD3
        
          
          
        
        630000.0000000000
        PA
        USD
        654576.3000000000
        0.0232921515
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          3.900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESCO Distribution Inc
        549300I2CEZJG9N4AH67
        WESCO DISTRIBUTION INC
        95081QAP9
        
          
          
        
        283000.0000000000
        PA
        USD
        315519.5300000000
        0.0112273064
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-06-15
          Fixed
          7.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Delta Air Lines Inc
        Q2CCMS6R0AS67HJMBN42
        DELTA AIR LINES INC
        247361ZZ4
        
          
          
        
        297000.0000000000
        PA
        USD
        349987.7700000000
        0.0124538089
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2026-01-15
          Fixed
          7.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dexcom Inc
        549300YSK3QDSFR5EU59
        DEXCOM INC
        252131AK3
        
          
          
        
        9218000.0000000000
        PA
        USD
        10511377.5800000000
        0.3740321787
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2025-11-15
          Fixed
          0.250
          N
          N
          N
          N
          Y
          
            
              DEXCOM INC
              DEXCOM INC
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        QVC Inc
        549300WBLU5NKPX5X472
        QVC INC
        747262AZ6
        
          
          
          
        
        1155000.0000000000
        PA
        USD
        1187582.5500000000
        0.0422584086
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2028-09-01
          Fixed
          4.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Quicken Loans LLC / Quicken Loans Co-Issuer Inc
        N/A
        QUICKEN LOANS LLC/QUICKN
        74841CAA9
        
          
          
        
        555000.0000000000
        PA
        USD
        559401.1500000000
        0.0199054814
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-03-01
          Fixed
          3.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RHP Hotel Properties LP / RHP Finance Corp
        N/A
        RHP HOTEL PPTY/RHP FINAN
        749571AG0
        
          
          
        
        1355000.0000000000
        PA
        USD
        1370447.0000000000
        0.0487653757
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-02-15
          Fixed
          4.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RLJ Lodging Trust LP
        549300RX5I8Z6I6LDZ74
        RLJ LODGING TRUST LP
        74965LAA9
        
          
          
        
        894000.0000000000
        PA
        USD
        906873.6000000000
        0.0322697863
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-07-01
          Fixed
          3.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diamond Foreign Asset Co / Diamond Finance LLC
        N/A
        DIAMOND FRGN/DIAMOND FIN
        25260WAC5
        
          
          
          
        
        11988.0000000000
        PA
        USD
        12025.0400000000
        0.0004278937
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2027-04-22
          Fixed
          13.000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        Diamond Sports Group LLC / Diamond Sports Finance Co
        N/A
        DIAMOND SPORTS GR/DIAMON
        25277LAA4
        
          
          
          
        
        656000.0000000000
        PA
        USD
        381660.8000000000
        0.0135808479
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-08-15
          Fixed
          5.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diamond Sports Group LLC / Diamond Sports Finance Co
        N/A
        DIAMOND SPORTS GR/DIAMON
        25277LAC0
        
          
          
          
        
        825000.0000000000
        PA
        USD
        331691.2500000000
        0.0118027537
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-08-15
          Fixed
          6.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dick's Sporting Goods Inc
        529900SSBV5I4LWSK313
        DICK'S SPORTING GOODS
        253393AD4
        
          
          
          
        
        1895000.0000000000
        PA
        USD
        5830839.2000000000
        0.2074819854
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2025-04-15
          Fixed
          3.250
          N
          N
          N
          N
          Y
          
            
              DICK'S SPORTING GOODS
              DICK'S SPORTING GOODS
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Radian Group Inc
        54930005OUP720S5U385
        RADIAN GROUP INC
        750236AW1
        
          
          
          
        
        1500000.0000000000
        PA
        USD
        1631445.0000000000
        0.0580526123
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2027-03-15
          Fixed
          4.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Range Resources Corp
        H3Y3WLYCX0BTO1TRW162
        RANGE RESOURCES CORP
        75281ABH1
        
          
          
          
        
        446000.0000000000
        PA
        USD
        494382.0800000000
        0.0175918718
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-01-15
          Fixed
          8.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Williams Scotsman International Inc
        549300V3TCHCBOBTGH07
        WILLIAMS SCOTSMAN INTL
        96950GAE2
        
          
          
          
        
        298000.0000000000
        PA
        USD
        308403.1800000000
        0.0109740814
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-08-15
          Fixed
          4.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Windstream Services LLC / Windstream Finance Corp
        N/A
        WINDSTREAM SRVC/FIN *DEFAULT*
        97381WAT1
        
          
          
          
        
        464000.0000000000
        PA
        USD
        4988.0000000000
        0.0001774908
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2021-10-01
          Fixed
          7.750
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        DIRECTV Holdings LLC / DIRECTV Financing Co Inc
        N/A
        DIRECTV HOLDINGS/FING
        25461LAA0
        
          
          
        
        150000.0000000000
        PA
        USD
        155221.5000000000
        0.0055233327
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-08-15
          Fixed
          5.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Discover Financial Services
        Z1YLO2USPORE63VVUL20
        DISCOVER FINANCIAL SVS
        254709AN8
        
          
          
        
        135000.0000000000
        PA
        USD
        146156.4000000000
        0.0052007642
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          5.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Realogy Group LLC / Realogy Co-Issuer Corp
        N/A
        REALOGY GROUP/CO-ISSUER
        75606DAN1
        
          
          
        
        4675000.0000000000
        PA
        USD
        4735588.0000000000
        0.1685090544
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-06-15
          Fixed
          0.250
          N
          N
          N
          N
          Y
          
            
              REALOGY GROUP/CO-ISSUER
              REALOGY GROUP/CO-ISSUER
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Redfin Corp
        549300HXWD3JEMZU3O57
        REDFIN CORP
        75737FAB4
        
          
          
        
        5430000.0000000000
        PA
        USD
        5888672.1000000000
        0.2095398855
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-10-15
          Fixed
          0.000
          N
          N
          N
          N
          Y
          
            
              REDFIN CORP
              REDFIN CORP
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Winnebago Industries Inc
        549300B7OYKYJLTE3G11
        WINNEBAGO INDUSTRIES
        974637AB6
        
          
          
          
        
        2930000.0000000000
        PA
        USD
        3877327.6000000000
        0.1379690986
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2025-04-01
          Fixed
          1.500
          N
          N
          N
          N
          Y
          
            
              WINNEBAGO INDUSTRIES
              WINNEBAGO INDUSTRIES
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Workday Inc
        549300J0DYC0N31V7G13
        WORKDAY INC
        98138HAF8
        
          
          
          
        
        2670000.0000000000
        PA
        USD
        4322863.5000000000
        0.1538228496
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2022-10-01
          Fixed
          0.250
          N
          N
          N
          N
          Y
          
            
              WORKDAY INC
              WORKDAY INC
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        XHR LP
        549300M88BPT83ZL2164
        XHR LP
        98372MAA3
        
          
          
          
        
        1255000.0000000000
        PA
        USD
        1338808.9000000000
        0.0476395797
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-08-15
          Fixed
          6.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        XHR LP
        549300M88BPT83ZL2164
        XHR LP
        98372MAC9
        
          
          
          
        
        596000.0000000000
        PA
        USD
        610482.8000000000
        0.0217231481
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-06-01
          Fixed
          4.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Discover Financial Services
        Z1YLO2USPORE63VVUL20
        DISCOVER FINANCIAL SVS
        254709AQ1
        
          
          
        
        245000.0000000000
        PA
        USD
        275982.7000000000
        0.0098204455
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          6.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH Network Corp
        529900U350CWHH15G169
        DISH NETWORK CORP
        25470MAD1
        
          
          
          
        
        2164000.0000000000
        PA
        USD
        2096980.9200000000
        0.0746180352
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2024-03-15
          Fixed
          2.375
          N
          N
          N
          N
          Y
          
            
              DISH NETWORK CORP
              DISH NETWORK CORP
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        DISH DBS Corp
        N/A
        DISH DBS CORP
        25470XAY1
        
          
          
          
        
        926000.0000000000
        PA
        USD
        1058603.2000000000
        0.0376688648
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2026-07-01
          Fixed
          7.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominion Energy Inc
        ILUL7B6Z54MRYCF6H308
        DOMINION ENERGY INC
        25746UDD8
        
          
          
          
        
        250000.0000000000
        PA
        USD
        267647.5000000000
        0.0095238494
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          4.650
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Donnelley Financial Solutions Inc
        549300O1NPY4J56QCU04
        DONNELLEY FINANCIAL SOL
        25787GAC4
        
          
          
          
        
        1500000.0000000000
        PA
        USD
        1555815.0000000000
        0.0553614281
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2024-10-15
          Fixed
          8.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DraftKings Inc
        5493008P45UYYL683Z97
        DRAFTKINGS INC
        26142RAA2
        
          
          
          
        
        6685000.0000000000
        PA
        USD
        5868360.4000000000
        0.2088171231
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-03-15
          Fixed
          0.000
          N
          N
          N
          N
          Y
          
            
              DRAFTKINGS INC
              DRAFTKINGS INC
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        LifePoint Health Inc
        549300G8ZVHRTBBBSZ90
        LIFEPOINT HEALTH INC
        75915TAD4
        
          
        
        759229.4500000000
        PA
        USD
        753751.6100000000
        0.0268211616
        Long
        LON
        CORP
        US
        
        N
        2
        
          2025-11-16
          Floating
          3.837
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rent-A-Center Inc/TX
        529900QUHE15UQNCCJ63
        RENT-A-CENTER INC
        76009WAV2
        
          
        
        1369458.2500000000
        PA
        USD
        1376305.5400000000
        0.0489738434
        Long
        LON
        CORP
        US
        
        N
        2
        
          2028-02-17
          Floating
          4.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Repay Holdings Corp
        N/A
        REPAY HOLDINGS
        76029LAA8
        
          
          
        
        7590000.0000000000
        PA
        USD
        7560702.6000000000
        0.2690366742
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-02-01
          Fixed
          0.000
          N
          N
          N
          N
          Y
          
            
              REPAY HOLDINGS
              REPAY HOLDINGS
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
        N/A
        REYNOLDS GRP ISS/REYNOLD
        76174LAA1
        
          
          
        
        1375000.0000000000
        PA
        USD
        1375302.5000000000
        0.0489381517
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-10-15
          Fixed
          4.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        XPO Logistics Inc
        54930096DB9LCLPN7H13
        XPO LOGISTICS INC
        983793AG5
        
          
          
          
        
        1500000.0000000000
        PA
        USD
        1557345.0000000000
        0.0554158709
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2024-08-15
          Fixed
          6.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zscaler Inc
        529900MZ0RTK1BWRNF46
        ZSCALER INC.
        98980GAB8
        
          
          
        
        2852000.0000000000
        PA
        USD
        4765406.8000000000
        0.1695701133
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2025-07-01
          Fixed
          0.125
          N
          N
          N
          N
          Y
          
            
              ZSCALER INC.
              ZSCALER INC.
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Duke Energy Corp
        I1BZKREC126H0VB1BL91
        DUKE ENERGY CORP
        26441CBG9
        
          
          
          
        
        330000.0000000000
        PA
        USD
        353096.7000000000
        0.0125644357
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          4.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dun & Bradstreet Corp/The
        RI37BMPWE56BCJ747E14
        DUN & BRADSTREET CORP
        26483NAN0
        
          
        
        1224546.5000000000
        PA
        USD
        1215742.0100000000
        0.0432604223
        Long
        LON
        CORP
        US
        
        N
        2
        
          2026-02-06
          Floating
          3.340
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT Corp
        4NT01YGM4X7ZX86ISY52
        EQT CORP
        26884LAG4
        
          
          
          
        
        630000.0000000000
        PA
        USD
        828317.7000000000
        0.0294744882
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2030-02-01
          Fixed
          7.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT Corp
        4NT01YGM4X7ZX86ISY52
        EQT CORP
        26884LAH2
        
          
          
          
        
        500000.0000000000
        PA
        USD
        578365.0000000000
        0.0205802826
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2025-02-01
          Fixed
          6.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZoomInfo Technologies LLC/ZoomInfo Finance Corp
        N/A
        ZI TECH LLC/ZI FIN CORP
        98981BAA0
        
          
          
          
        
        1355000.0000000000
        PA
        USD
        1357628.7000000000
        0.0483092551
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-02-01
          Fixed
          3.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zynga Inc
        549300XNQ0U2EL088Z74
        ZYNGA INC
        98986TAB4
        
          
          
          
        
        4935000.0000000000
        PA
        USD
        6594985.9500000000
        0.2346730430
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2024-06-01
          Fixed
          0.250
          N
          N
          N
          N
          Y
          
            
              ZYNGA INC
              ZYNGA INC
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        BARCLAYS PLC
        QZ3177313
        
          
          
        
        200000.0000000000
        PA
        USD
        207668.0000000000
        0.0073895656
        Long
        DBT
        CORP
        GB
        
        N
        2
        
          2049-12-29
          Variable
          7.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        S & P 500 INDEX
        N/A
        S&P 500 INDEX
        N/A
        
          
        
        155.0000000000
        NC
        USD
        561100.0000000000
        0.0199659325
        N/A
        DE
        
        US
        
        N
        1
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 INDEX
                S&P 500 INDEX
                
                  
                
              
            
            100
            4000.000000000000
            USD
            2021-09-30
            XXXX
            -1756570.9000000000
          
        
        
          N
          N
          N
        
      
      
        RingCentral Inc
        549300C8EH0H1614VE84
        RINGCENTRAL INC
        76680RAF4
        
          
          
        
        7650000.0000000000
        PA
        USD
        8090793.0000000000
        0.2878991750
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2025-03-01
          Fixed
          0.000
          N
          N
          N
          N
          Y
          
            
              RINGCENTRAL INC
              RINGCENTRAL INC
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Rite Aid Corp
        529900W353T1JY1DKT44
        RITE AID CORP
        767754CL6
        
          
          
          
        
        2933000.0000000000
        PA
        USD
        2947752.9900000000
        0.1048915296
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-11-15
          Fixed
          8.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT Corp
        4NT01YGM4X7ZX86ISY52
        EQT CORP
        26884LAL3
        
          
          
          
        
        300000.0000000000
        PA
        USD
        339360.0000000000
        0.0120756351
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2029-01-15
          Fixed
          5.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EPR Properties
        549300YSSXFHMPOWZ492
        EPR PROPERTIES
        26884UAF6
        
          
          
          
        
        953000.0000000000
        PA
        USD
        967876.3300000000
        0.0344404803
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2029-08-15
          Fixed
          3.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Edgewell Personal Care Co
        549300CY8QZDL4Z3RU59
        EDGEWELL PERSONAL CARE
        28035QAA0
        
          
          
          
        
        588000.0000000000
        PA
        USD
        623168.2800000000
        0.0221745426
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-06-01
          Fixed
          5.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Edgewell Personal Care Co
        549300CY8QZDL4Z3RU59
        EDGEWELL PERSONAL CARE
        28035QAB8
        
          
          
        
        884000.0000000000
        PA
        USD
        890267.5600000000
        0.0316788844
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-04-01
          Fixed
          4.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tesla Inc
        54930043XZGB27CTOV49
        Tesla Inc
        N/A
        
          
        
        150.0000000000
        NC
        USD
        102375.0000000000
        0.0036428664
        N/A
        DE
        
        US
        
        N
        1
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Call
            Purchased
            
              
                Tesla Inc
                Tesla Inc
                
                  
                  
                  
                  
                
              
            
            100
            850.000000000000
            USD
            2021-09-17
            XXXX
            -1020905.4200000000
          
        
        
          N
          N
          N
        
      
      
        Tesla Inc
        54930043XZGB27CTOV49
        Tesla Inc
        N/A
        
          
        
        -150.0000000000
        NC
        USD
        -252750.0000000000
        -0.0089937434
        N/A
        DE
        
        US
        
        N
        1
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                Tesla Inc
                Tesla Inc
                
                  
                  
                  
                  
                
              
            
            100
            600.000000000000
            USD
            2021-09-17
            XXXX
            559496.6000000000
          
        
        
          N
          N
          N
        
      
      
        iShares Russell 2000 ETF
        549300O80OAR5VTWR172
        iShares Russell 2000 ETF
        N/A
        
          
        
        1605.0000000000
        NC
        USD
        893985.0000000000
        0.0318111641
        N/A
        DE
        
        US
        
        N
        1
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Call
            Purchased
            
              
                iShares Russell 2000 ETF
                iShares Russell 2000 ETF
                
                  
                  
                  
                  
                
              
            
            100
            225.000000000000
            USD
            2021-09-17
            XXXX
            -559802.1500000000
          
        
        
          N
          N
          N
        
      
      
        S & P 500 INDEX
        N/A
        S&P 500 INDEX
        N/A
        
          
        
        150.0000000000
        NC
        USD
        1615500.0000000000
        0.0574852326
        N/A
        DE
        
        US
        
        N
        1
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 INDEX
                S&P 500 INDEX
                
                  
                
              
            
            100
            4050.000000000000
            USD
            2021-12-31
            XXXX
            -724985.2100000000
          
        
        
          N
          N
          N
        
      
      
        Royal Caribbean Cruises Ltd
        K2NEH8QNVW44JIWK7Z55
        ROYAL CARIBBEAN CRUISES
        780153AY8
        
          
          
          
        
        300000.0000000000
        PA
        USD
        340998.0000000000
        0.0121339210
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2023-06-01
          Fixed
          10.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royal Caribbean Cruises Ltd
        K2NEH8QNVW44JIWK7Z55
        ROYAL CARIBBEAN CRUISES
        780153AZ5
        
          
          
          
        
        600000.0000000000
        PA
        USD
        687456.0000000000
        0.0244621282
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-06-01
          Fixed
          11.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Caesars Entertainment Inc
        549300FA4CTCW903Y781
        CAESARS ENTERTAIN INC
        28470RAH5
        
          
          
          
        
        605000.0000000000
        PA
        USD
        639418.4500000000
        0.0227527814
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-07-01
          Fixed
          6.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Caesars Entertainment Inc
        549300FA4CTCW903Y781
        CAESARS ENTERTAIN INC
        28470RAK8
        
          
          
          
        
        605000.0000000000
        PA
        USD
        666637.4000000000
        0.0237213284
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-07-01
          Fixed
          8.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Embarq Corp
        N/A
        EMBARQ CORP
        29078EAA3
        
          
          
          
        
        3976000.0000000000
        PA
        USD
        4460475.6000000000
        0.1587195773
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2036-06-01
          Fixed
          7.995
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ovintiv Inc
        N/A
        OVINTIV INC
        292505AD6
        
          
          
        
        285000.0000000000
        PA
        USD
        380742.9000000000
        0.0135481858
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2034-08-15
          Fixed
          6.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royal Caribbean Cruises Ltd
        K2NEH8QNVW44JIWK7Z55
        ROYAL CARIBBEAN CRUISES
        780153BB7
        
          
          
        
        11345000.0000000000
        PA
        USD
        14618032.5000000000
        0.5201615585
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2023-06-15
          Fixed
          4.250
          N
          N
          N
          N
          Y
          
            
              ROYAL CARIBBEAN CRUISES
              ROYAL CARIBBEAN CRUISES
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        SLM Corp
        N/A
        SLM CORP
        78442PGD2
        
          
          
          
        
        718000.0000000000
        PA
        USD
        778075.0600000000
        0.0276866764
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2025-10-29
          Fixed
          4.200
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tesla Inc
        54930043XZGB27CTOV49
        Tesla Inc
        N/A
        
          
        
        -160.0000000000
        NC
        USD
        -452400.0000000000
        -0.0160980001
        N/A
        DE
        
        US
        
        N
        1
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                Tesla Inc
                Tesla Inc
                
                  
                  
                  
                  
                
              
            
            100
            500.000000000000
            USD
            2022-01-21
            XXXX
            53318.2700000000
          
        
        
          N
          N
          N
        
      
      
        Tesla Inc
        54930043XZGB27CTOV49
        Tesla Inc
        N/A
        
          
        
        160.0000000000
        NC
        USD
        1197200.0000000000
        0.0426006316
        N/A
        DE
        
        US
        
        N
        1
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Call
            Purchased
            
              
                Tesla Inc
                Tesla Inc
                
                  
                  
                  
                  
                
              
            
            100
            750.000000000000
            USD
            2022-01-21
            XXXX
            221214.3600000000
          
        
        
          N
          N
          N
        
      
      
        SVB Financial Group
        549300D2KJ20JMXE7542
        SVB FINANCIAL GROUP
        78486QAG6
        
          
          
        
        224000.0000000000
        PA
        USD
        231660.8000000000
        0.0082433147
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          4.100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charles Schwab Corp/The
        549300VSGCJ7E698NM85
        CHARLES SCHWAB CORP
        808513BJ3
        
          
        
        147000.0000000000
        PA
        USD
        153160.7700000000
        0.0054500046
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          4.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Scientific Games International Inc
        RLTHESQ0RNFQJWPBJN60
        SCIENTIFIC GAMES INTERNA
        80874YAW0
        
          
          
          
        
        885000.0000000000
        PA
        USD
        910364.1000000000
        0.0323939907
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2025-10-15
          Fixed
          5.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Scientific Games International Inc
        RLTHESQ0RNFQJWPBJN60
        SCIENTIFIC GAMES INTERNATIO
        80875AAP6
        
          
        
        1915305.3400000000
        PA
        USD
        1889640.2500000000
        0.0672401171
        Long
        LON
        CORP
        US
        
        N
        2
        
          2024-08-14
          Floating
          2.841
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enbridge Inc
        98TPTUM4IVMFCZBCUR27
        ENBRIDGE INC
        29250NBC8
        
          
          
          
        
        200000.0000000000
        PA
        USD
        225458.0000000000
        0.0080225971
        Long
        DBT
        CORP
        CA
        
        N
        2
        
          2080-07-15
          Variable
          5.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Encompass Health Corp
        549300FVRPM9DRQZRG64
        ENCOMPASS HEALTH CORP
        29261AAA8
        
          
          
        
        600000.0000000000
        PA
        USD
        625134.0000000000
        0.0222444899
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2028-02-01
          Fixed
          4.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Scripps Escrow Inc
        N/A
        SCRIPPS ESCROW INC
        81104PAA7
        
          
          
          
        
        1595000.0000000000
        PA
        USD
        1652435.9500000000
        0.0587995449
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-07-15
          Fixed
          5.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Scripps Escrow II Inc
        N/A
        SCRIPPS ESCROW II INC
        81105DAA3
        
          
          
          
        
        591000.0000000000
        PA
        USD
        591833.3100000000
        0.0210595329
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-01-15
          Fixed
          3.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PayPal Holdings Inc
        5493005X2GO78EFZ3E94
        PayPal Holdings Inc
        N/A
        
          
        
        -450.0000000000
        NC
        USD
        -402750.0000000000
        -0.0143312766
        N/A
        DE
        
        US
        
        N
        1
        
          
            
              The Options Clearing Corporation
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                PayPal Holdings Inc
                PayPal Holdings Inc
                
                  
                  
                  
                  
                
              
            
            100
            270.000000000000
            USD
            2021-09-17
            XXXX
            -236810.1200000000
          
        
        
          N
          N
          N
        
      
      
        Jazz Financing Lux Sarl
        635400WUEO2NSG5OIU34
        JAZZ FINANCING LUX SARL
        G5080AAF9
        
          
        
        2450000.0000000000
        PA
        USD
        2456125.0000000000
        0.0873976582
        Long
        LON
        CORP
        LU
        
        N
        2
        
          2028-05-05
          Floating
          4.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Scripps Escrow II Inc
        N/A
        SCRIPPS ESCROW II INC
        81105DAB1
        
          
          
          
        
        295000.0000000000
        PA
        USD
        295230.1000000000
        0.0105053364
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2031-01-15
          Fixed
          5.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sempra Energy
        PBBKGKLRK5S5C0Y4T545
        SEMPRA ENERGY
        816851BK4
        
          
          
        
        125000.0000000000
        PA
        USD
        136712.5000000000
        0.0048647167
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          4.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Camelot Finance SA
        N/A
        CAMELOT US ACQUISITION LLC
        L2000AAC4
        
          
        
        1433175.0000000000
        PA
        USD
        1421172.1600000000
        0.0505703572
        Long
        LON
        CORP
        LU
        
        N
        2
        
          2026-10-30
          Floating
          3.091
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Camelot US Acquisition LLC
        549300U6VBJHQP2SFL81
        CAMELOT US ACQUISITION LLC
        L2000AAD2
        
          
        
        800975.0000000000
        PA
        USD
        801852.0700000000
        0.0285327470
        Long
        LON
        CORP
        US
        
        N
        2
        
          2026-10-30
          Floating
          4.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energy Transfer LP
        MTLVN9N7JE8MIBIJ1H73
        ENERGY TRANSFER LP
        29273RBA6
        
          
          
          
        
        1735000.0000000000
        PA
        USD
        1431860.8000000000
        0.0509506970
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2066-11-01
          Floating
          3.143
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energy Transfer LP
        MTLVN9N7JE8MIBIJ1H73
        ENERGY TRANSFER LP
        29273VAN0
        
          
          
        
        1015000.0000000000
        PA
        USD
        1039603.6000000000
        0.0369927915
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          6.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Endo Luxembourg Finance Co I Sarl
        222100B15VY0VVCTG251
        ENDO LUXEMBOURG FINANCE
        L2968EAE2
        
          
        
        1258249.8300000000
        PA
        USD
        1231983.8600000000
        0.0438383650
        Long
        LON
        CORP
        LU
        
        N
        2
        
          2028-03-27
          Floating
          5.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICON Luxembourg Sarl
        635400PUWMHSPI2DDA35
        ICON LUXEMBOURG SARL
        L5000DAC1
        
          
        
        1020693.5600000000
        PA
        USD
        1019780.0400000000
        0.0362873988
        Long
        LON
        CORP
        LU
        
        N
        2
        
          2028-07-03
          Floating
          3.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Indigo Merger Sub Inc
        N/A
        INDIGO MERGER SUB INC
        L5000DAD9
        
          
        
        254306.4400000000
        PA
        USD
        254078.8400000000
        0.0090410283
        Long
        LON
        CORP
        US
        
        N
        2
        
          2028-07-03
          Floating
          3.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intelsat Jackson Holdings SA
        8XJ8KF85PBKK1TLMFN29
        INTELSAT JACKSON HLDG
        L5137LAG0
        
          
        
        2275000.0000000000
        PA
        USD
        2322934.2500000000
        0.0826582579
        Long
        LON
        CORP
        LU
        
        N
        2
        
          2024-01-02
          Floating
          5.500
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        Intelsat Jackson Holdings SA
        8XJ8KF85PBKK1TLMFN29
        INTELSAT JACKSON HLDG
        L5137LAH8
        
          
        
        2791100.0000000000
        PA
        USD
        2847424.4000000000
        0.1013214818
        Long
        LON
        CORP
        LU
        
        N
        2
        
          2024-01-02
          Fixed
          6.625
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        Mallinckrodt International Finance SA
        549300MQQ92LN1A0B514
        MALLINCKRODT INTERNATIONAL
        L6232UAF4
        
          
        
        1156922.6000000000
        PA
        USD
        1127762.3700000000
        0.0401297939
        Long
        LON
        CORP
        LU
        
        N
        2
        
          2024-09-24
          Floating
          3.500
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        Sensata Technologies BV
        PUCKW5P5O3XMOZVH7T53
        SENSATA TECHNOLOGIES BV
        81725WAK9
        
          
          
        
        650000.0000000000
        PA
        USD
        669077.5000000000
        0.0238081558
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-04-15
          Fixed
          4.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sensata Technologies Inc
        5493002MMDDCUNV7NY90
        SENSATA TECHNOLOGIES INC
        81728UAB0
        
          
          
          
        
        593000.0000000000
        PA
        USD
        598935.9300000000
        0.0213122694
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2031-02-15
          Fixed
          3.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EnerSys
        7ZS3DE5PN30BYUJFWP05
        ENERSYS
        29275YAC6
        
          
          
          
        
        575000.0000000000
        PA
        USD
        602375.7500000000
        0.0214346704
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-12-15
          Fixed
          4.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Endure Digital Inc
        N/A
        ENDURE DIGITAL INC
        29279XAA8
        
          
          
          
        
        879000.0000000000
        PA
        USD
        853517.7900000000
        0.0303711969
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-02-15
          Fixed
          6.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shake Shack Inc
        529900J74GJAHYP80N79
        SHAKE SHACK INC
        819047AA9
        
          
          
        
        5730000.0000000000
        PA
        USD
        5369640.3000000000
        0.1910708891
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-03-01
          Fixed
          0.000
          N
          N
          N
          N
          Y
          
            
              SHAKE SHACK INC
              SHAKE SHACK INC
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        EnLink Midstream Partners LP
        88CPW63VL7KHJWS0NY83
        ENLINK MIDSTREAM PARTNER
        29336UAF4
        
          
          
          
        
        1285000.0000000000
        PA
        USD
        1345073.7500000000
        0.0478625053
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2026-07-15
          Fixed
          4.850
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EnLink Midstream Partners LP
        88CPW63VL7KHJWS0NY83
        ENLINK MIDSTREAM PARTNER
        29336UAH0
        
          
          
          
        
        1775000.0000000000
        PA
        USD
        1374968.2500000000
        0.0489262579
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          6.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enphase Energy Inc
        5493008U7KIGMI59Z314
        ENPHASE ENERGY INC
        29355AAG2
        
          
          
          
        
        2629000.0000000000
        PA
        USD
        2650373.7700000000
        0.0943097199
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-03-01
          Fixed
          0.000
          N
          N
          N
          N
          Y
          
            
              ENPHASE ENERGY INC
              ENPHASE ENERGY INC
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Enphase Energy Inc
        5493008U7KIGMI59Z314
        ENPHASE ENERGY INC
        29355AAJ6
        
          
          
          
        
        5945000.0000000000
        PA
        USD
        6029775.7000000000
        0.2145608532
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-03-01
          Fixed
          0.000
          N
          N
          N
          N
          Y
          
            
              ENPHASE ENERGY INC
              ENPHASE ENERGY INC
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Eventbrite Inc
        549300N6XBV2B1FAUF55
        EVENTBRITE INC
        29975EAC3
        
          
          
          
        
        3394000.0000000000
        PA
        USD
        3209705.8000000000
        0.1142127418
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-09-15
          Fixed
          0.750
          N
          N
          N
          N
          Y
          
            
              EVENTBRITE INC
              EVENTBRITE INC
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Everi Holdings Inc
        5299006DK5S7BG10K532
        EVERI HOLDINGS INC
        30034TAA1
        
          
          
          
        
        893000.0000000000
        PA
        USD
        914101.5900000000
        0.0325269839
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2029-07-15
          Fixed
          5.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exact Sciences Corp
        549300VM3X1FYD4N9Z14
        EXACT SCIENCES CORP
        30063PAB1
        
          
          
          
        
        11015000.0000000000
        PA
        USD
        13317465.4500000000
        0.4738827598
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2027-03-15
          Fixed
          0.375
          N
          N
          N
          N
          Y
          
            
              EXACT SCIENCES CORP
              EXACT SCIENCES CORP
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Fair Isaac Corp
        RI6HET5SJUEY30V1PS26
        FAIR ISAAC CORP
        303250AF1
        
          
          
          
        
        586000.0000000000
        PA
        USD
        613178.6800000000
        0.0218190771
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-06-15
          Fixed
          4.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fifth Third Bancorp
        THRNG6BD57P9QWTQLG42
        FIFTH THIRD BANCORP
        316773DB3
        
          
          
        
        550000.0000000000
        PA
        USD
        599802.5000000000
        0.0213431050
        Long
        EP
        CORP
        US
        
        N
        2
        
          2099-12-31
          Variable
          4.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Quantum Minerals Ltd
        549300I7UVBGWRYMYZ18
        FIRST QUANTUM MINERALS L
        335934AK1
        
          
          
          
        
        800000.0000000000
        PA
        USD
        815456.0000000000
        0.0290168231
        Long
        DBT
        CORP
        CA
        
        Y
        2
        
          2023-04-01
          Fixed
          7.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Five9 Inc
        254900MXP6EWY0SFFR59
        FIVE9 INC
        338307AD3
        
          
          
        
        1355000.0000000000
        PA
        USD
        2191522.8000000000
        0.0779821713
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2025-06-01
          Fixed
          0.500
          N
          N
          N
          N
          Y
          
            
              FIVE9 INC
              FIVE9 INC
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Fly Leasing Ltd
        549300LI58A0MHGHTZ98
        FLY LEASING LTD
        34407DAC3
        
          
          
          
        
        1355000.0000000000
        PA
        USD
        1375338.5500000000
        0.0489394345
        Long
        DBT
        CORP
        IE
        
        N
        2
        
          2024-10-15
          Fixed
          5.250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Co
        20S05OYHG0MQM4VUIC57
        FORD MOTOR COMPANY
        345370CV0
        
          
          
        
        735000.0000000000
        PA
        USD
        817187.7000000000
        0.0290784432
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2023-04-21
          Fixed
          8.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Co
        20S05OYHG0MQM4VUIC57
        FORD MOTOR COMPANY
        345370CY4
        
          
          
          
        
        5635000.0000000000
        PA
        USD
        6038184.2500000000
        0.2148600593
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-03-15
          Fixed
          0.000
          N
          N
          N
          N
          Y
          
            
              FORD MOTOR COMPANY
              FORD MOTOR COMPANY
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Co LLC
        UDSQCVRUX5BONN0VY111
        FORD MOTOR CREDIT CO LLC
        345397B36
        
          
          
        
        1885000.0000000000
        PA
        USD
        1996855.9000000000
        0.0710552311
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2030-11-13
          Fixed
          4.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Co LLC
        UDSQCVRUX5BONN0VY111
        FORD MOTOR CREDIT CO LLC
        345397WW9
        
          
          
        
        1400000.0000000000
        PA
        USD
        1469006.0000000000
        0.0522724553
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2024-09-08
          Fixed
          3.664
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Co LLC
        UDSQCVRUX5BONN0VY111
        FORD MOTOR CREDIT CO LLC
        345397XL2
        
          
          
        
        1400000.0000000000
        PA
        USD
        1500408.0000000000
        0.0533898501
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2025-08-04
          Fixed
          4.134
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Co LLC
        UDSQCVRUX5BONN0VY111
        FORD MOTOR CREDIT CO LLC
        345397XU2
        
          
          
        
        600000.0000000000
        PA
        USD
        651342.0000000000
        0.0231770637
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2026-01-08
          Fixed
          4.389
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Co LLC
        UDSQCVRUX5BONN0VY111
        FORD MOTOR CREDIT CO LLC
        345397ZX4
        
          
          
        
        1600000.0000000000
        PA
        USD
        1699440.0000000000
        0.0604721161
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2024-11-01
          Fixed
          4.063
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Forestar Group Inc
        549300BC2UB0GHV60V70
        FORESTAR GROUP INC
        346232AE1
        
          
          
          
        
        862000.0000000000
        PA
        USD
        898540.1800000000
        0.0319732536
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2028-03-01
          Fixed
          5.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Forestar Group Inc
        549300BC2UB0GHV60V70
        FORESTAR GROUP INC
        346232AF8
        
          
          
          
        
        299000.0000000000
        PA
        USD
        303556.7600000000
        0.0108016286
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2026-05-15
          Fixed
          3.850
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freeport-McMoRan Inc
        549300IRDTHJQ1PVET45
        FREEPORT-MCMORAN INC
        35671DBC8
        
          
          
        
        570000.0000000000
        PA
        USD
        732837.6000000000
        0.0260769668
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2043-03-15
          Fixed
          5.450
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freeport-McMoRan Inc
        549300IRDTHJQ1PVET45
        FREEPORT-MCMORAN INC
        35671DBJ3
        
          
          
          
        
        515000.0000000000
        PA
        USD
        654729.8000000000
        0.0232976136
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2034-11-14
          Fixed
          5.400
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freeport-McMoRan Inc
        549300IRDTHJQ1PVET45
        FREEPORT-MCMORAN INC
        35671DCC7
        
          
          
        
        780000.0000000000
        PA
        USD
        824249.4000000000
        0.0293297236
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2027-09-01
          Fixed
          5.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fresh Market Inc/The
        529900QM5ZSBEBR6CS58
        FRESH MARKET INC
        35804HAA4
        
          
          
          
        
        780000.0000000000
        PA
        USD
        804086.4000000000
        0.0286122524
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2023-05-01
          Fixed
          9.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Frontier Communications Holdings LLC
        N/A
        FRONTIER COMMUNICATIONS
        35906EAQ3
        
          
        
        2730337.5000000000
        PA
        USD
        2733764.0700000000
        0.0972770432
        Long
        LON
        CORP
        US
        
        N
        2
        
          2028-05-01
          Floating
          4.500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GFL Environmental Inc
        549300FYK4MBXWIVZU26
        GFL ENVIRONMENTAL INC
        36168QAK0
        
          
          
        
        591000.0000000000
        PA
        USD
        608854.1100000000
        0.0216651935
        Long
        DBT
        CORP
        CA
        
        Y
        2
        
          2025-08-01
          Fixed
          3.750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ally Financial Inc
        549300JBN1OSM8YNAI90
        ALLY FINANCIAL INC
        36186CBY8
        
          
          
          
        
        964000.0000000000
        PA
        USD
        1405434.8800000000
        0.0500103689
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2031-11-01
          Fixed
          8.000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Frontier Florida LLC
        N/A
        FRONTIER FLORIDA LLC
        362333AH9
        
          
          
        
        702000.0000000000
        PA
        USD
        769904.4600000000
        0.0273959374
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2028-02-01
          Fixed
          6.860
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Frontier North Inc
        N/A
        FRONTIER NORTH INC
        362337AK3
        
          
          
          
        
        1785000.0000000000
        PA
        USD
        1943079.6000000000
        0.0691416792
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2028-02-15
          Fixed
          6.730
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2021-09-28
      Calamos Strategic Total Return Fund
      Stephen Atkins
      Stephen Atkins
      Treasurer
    
  
  XXXX

Calamos Strategic Total Return Fund

SCHEDULE OF INVESTMENTS JULY 31, 2021 (UNAUDITED)

 

  PRINCIPAL

AMOUNT

       

 

     

 

  

VALUE

  CORPORATE BONDS (16.5%)  
    Airlines (0.4%)  
  2,167,161      

Air Canada Pass Through Trust

Series 2015-1, Class B*µ

3.875%, 09/15/24

     $       2,196,397  
  306,666      

Air Canada Pass Through Trust

Series 2015-2, Class B*

5.000%, 06/15/25

     311,241  
  1,345,128      

Alaska Airlines Pass Through Trust Series 2020-1, Class A*

4.800%, 02/15/29

     1,492,379  
  999,007      

Alaska Airlines Pass Through Trust Series 2020-1, Class B*µ

8.000%, 02/15/27

     1,117,049  
   

American Airlines, Inc. / AAdvantage Loyalty IP, Ltd.*

  
  884,000      

5.500%, 04/20/26

     925,875  
  295,000      

5.750%, 04/20/29

     319,270  
  1,370,000      

British Airways Pass Through Trust Series 2021-1, Class B*

3.900%, 03/15/33

     1,391,605  
  1,074,840      

JetBlue Pass Through Trust Series 2020-1, Class B

7.750%, 05/15/30

     1,272,116  
  435,000      

Spirit Loyalty Cayman, Ltd. / Spirit IP Cayman, Ltd.*

8.000%, 09/20/25

     490,745  
  361,757      

UAL 2007-1 Pass Through Trust

6.636%, 01/02/24

     374,607  
  1,107,157      

United Airlines Pass Through Trust Series 2014-2, Class B

4.625%, 03/03/24

     1,134,095  
  661,986      

United Airlines Pass Through Trust Series 2019-2, Class B

3.500%, 11/01/29

     656,273  
     

 

 

 

        11,681,652  
     

 

 

 

    Communication Services (2.0%)  
  1,795,000      

Arrow Bidco, LLC*

9.500%, 03/15/24

     1,842,855  
  1,205,000      

Ashtead Capital, Inc.*

4.000%, 05/01/28

     1,274,107  
  884,000      

Beasley Mezzanine Holdings, LLC*

8.625%, 02/01/26

     898,064  
  910,000      

Brink’s Company*

5.500%, 07/15/25

     959,322  
  2,135,000      

Cincinnati Bell, Inc.*

8.000%, 10/15/25

     2,245,785  
  1,015,000      

Consolidated Communications, Inc.*

6.500%, 10/01/28

     1,097,286  
   

CSC Holdings, LLC*

  
  4,240,000      

5.500%, 04/15/27

     4,439,704  
  2,600,000      

5.750%, 01/15/30

     2,715,076  
  1,800,000      

5.375%, 02/01/28

     1,905,912  
  1,800,000      

4.625%, 12/01/30

     1,774,746  
  540,000      

4.500%, 11/15/31

     545,211  
  1,245,000      

Cumulus Media New Holdings, Inc.*

6.750%, 07/01/26

     1,311,993  

  PRINCIPAL

AMOUNT

       

 

     

 

  

VALUE

   

Diamond Sports Group, LLC / Diamond Sports Finance Company*

  
  825,000      

6.625%, 08/15/27

   $           331,691  
  656,000      

5.375%, 08/15/26

     381,661  
  150,000      

DIRECTV Holdings, LLC / DIRECTV Financing Company, Inc.*

5.875%, 08/15/27

     155,221  
  3,976,000      

Embarq Corp.

7.995%, 06/01/36

     4,460,476  
   

Entercom Media Corp.*^

  
  589,000      

6.750%, 03/31/29

     601,693  
  523,000      

6.500%, 05/01/27

     539,271  
  702,000      

Frontier Florida, LLC&

6.860%, 02/01/28

     769,904  
  1,785,000      

Frontier North, Inc.@

6.730%, 02/15/28

       1,943,080  
   

Go Daddy Operating Company, LLC / GD Finance Company, Inc.*

  
  1,030,000      

3.500%, 03/01/29

     1,031,978  
  301,000      

5.250%, 12/01/27

     316,387  
  345,000      

Hughes Satellite Systems Corp.

5.250%, 08/01/26

     386,572  
   

Intelsat Jackson Holdings, SA@

  
  900,000      

9.750%, 07/15/25*

     509,283  
  585,000      

5.500%, 08/01/23

     322,885  
  1,850,000      

LCPR Senior Secured Financing DAC*

6.750%, 10/15/27

     1,978,723  
  645,421      

Ligado Networks, LLC*

15.500%, 11/01/23

     639,264  
  1,400,000      

Lumen Technologies, Inc.*

4.000%, 02/15/27

     1,441,342  
   

Netflix, Inc.

  
  910,000      

4.875%, 06/15/30*

     1,098,106  
  610,000      

4.875%, 04/15/28

     713,755  
   

Scripps Escrow II, Inc.*

  
  591,000      

3.875%, 01/15/29

     591,833  
  295,000      

5.375%, 01/15/31

     295,230  
  1,595,000      

Scripps Escrow, Inc.*

5.875%, 07/15/27

     1,652,436  
  591,000      

Shift4 Payments, LLC / Shift4 Payments Finance Sub, Inc.*

4.625%, 11/01/26

     616,295  
   

Sirius XM Radio, Inc.*

  
  1,500,000      

5.500%, 07/01/29^

     1,645,335  
  1,500,000      

4.625%, 07/15/24

     1,541,235  
  885,000      

4.000%, 07/15/28

     913,320  
  885,000      

Spanish Broadcasting System, Inc.*

9.750%, 03/01/26

     903,178  
  2,150,000      

Sprint Capital Corp.

6.875%, 11/15/28

     2,776,037  
  3,045,000      

Sprint Corp.

7.125%, 06/15/24

     3,506,683  
  880,000      

Telecom Italia Capital, SA

6.000%, 09/30/34

     1,012,220  
  1,660,000      

United States Cellular Corp.

6.700%, 12/15/33

     2,067,945  
  125,000      

Vodafone Group, PLC‡

7.000%, 04/04/79

USD 5 year swap rate + 4.87%

     154,861  
 

 

See accompanying Notes to Schedule of Investments

 

1

Calamos Strategic Total Return Fund

SCHEDULE OF INVESTMENTS JULY 31, 2021 (UNAUDITED)

 

  PRINCIPAL

AMOUNT

       

 

     

 

  

VALUE

  464,000      

Windstream Services, LLC / Windstream Finance Corp.@&

7.750%, 10/01/21

     $              4,988  
     

 

 

 

        56,312,949  
     

 

 

 

    Consumer Discretionary (2.5%)  
  1,243,000      

American Axle & Manufacturing, Inc.^

6.875%, 07/01/28

     1,347,288  
   

Ashton Woods USA, LLC / Ashton Woods Finance Company*

  
  856,000      

6.625%, 01/15/28

     914,020  
  745,000      

4.625%, 08/01/29

     747,608  
  352,000      

Avis Budget Car Rental, LLC / Avis Budget Finance, Inc.*^

5.375%, 03/01/29

     367,118  
  1,500,000      

Bally’s Corp.*

6.750%, 06/01/27

       1,622,805  
   

Caesars Entertainment, Inc.*

  
  605,000      

8.125%, 07/01/27

     666,637  
  605,000      

6.250%, 07/01/25

     639,419  
  1,740,000      

Caesars Resort Collection, LLC / CRC Finco, Inc.*^

5.250%, 10/15/25

     1,754,686  
   

Carnival Corp.*

  
  582,000      

10.500%, 02/01/26^

     667,292  
  295,000      

7.625%, 03/01/26

     313,163  
  1,385,000      

Carriage Services, Inc.*

4.250%, 05/15/29

     1,386,163  
  900,000      

Carvana Company*

5.625%, 10/01/25

     935,487  
   

CCO Holdings, LLC / CCO Holdings Capital Corp.*

  
  3,900,000      

5.125%, 05/01/27

     4,085,055  
  1,300,000      

4.750%, 03/01/30

     1,379,755  
  702,000      

5.750%, 02/15/26

     726,163  
  620,000      

5.000%, 02/01/28

     650,696  
  598,000      

4.250%, 02/01/31

     617,112  
  900,000      

Cedar Fair, LP^

5.250%, 07/15/29

     916,902  
   

Century Communities, Inc.

  
  1,500,000      

6.750%, 06/01/27

     1,604,865  
  1,330,000      

5.875%, 07/15/25

     1,375,060  
   

DISH DBS Corp.

  
  926,000      

7.750%, 07/01/26

     1,058,603  
  739,000      

7.375%, 07/01/28^

     800,477  
  893,000      

Everi Holdings, Inc.*

5.000%, 07/15/29

     914,102  
  735,000      

Ford Motor Company

8.500%, 04/21/23

     817,188  
   

Ford Motor Credit Company, LLC

  
  1,885,000      

4.000%, 11/13/30

     1,996,856  
  1,600,000      

4.063%, 11/01/24

     1,699,440  
  1,400,000      

4.134%, 08/04/25

     1,500,408  
  1,400,000      

3.664%, 09/08/24

     1,469,006  
  600,000      

4.389%, 01/08/26

     651,342  
   

General Motors Financial Company, Inc.‡

  
  140,000      

5.700%, 09/30/30

5 year CMT + 5.00%

     159,961  
  125,000      

6.500%, 09/30/28^

3 mo. USD LIBOR + 3.44%

     141,586  
   

goeasy, Ltd.*

  
  2,050,000      

5.375%, 12/01/24

     2,128,515  
  1,111,000      

4.375%, 05/01/26

     1,146,152  

  PRINCIPAL

AMOUNT

       

 

     

 

  

VALUE

  596,000      

Goodyear Tire & Rubber Company*

5.000%, 07/15/29

     $          628,482  
  591,000      

Guitar Center, Inc.*&

8.500%, 01/15/26

     631,874  
   

International Game Technology, PLC*

  
  1,500,000      

6.250%, 01/15/27

     1,706,115  
  400,000      

4.125%, 04/15/26

     417,044  
  374,000      

5.250%, 01/15/29

     399,529  
   

L Brands, Inc.

  
  1,577,000      

6.694%, 01/15/27

     1,873,886  
  878,000      

6.875%, 11/01/35

     1,130,390  
  600,000      

Liberty Interactive, LLC

8.500%, 07/15/29

     688,986  
  884,000      

Life Time, Inc.*^

8.000%, 04/15/26

     926,697  
   

M/I Homes, Inc.

  
  1,295,000      

5.625%, 08/01/25

     1,333,630  
  855,000      

4.950%, 02/01/28

     902,102  
   

Macy’s Retail Holdings, LLC

  
  600,000      

6.700%, 07/15/34*

     638,502  
  275,000      

5.125%, 01/15/42

     251,881  
  605,000      

Macy’s, Inc.*

8.375%, 06/15/25

     660,085  
   

Mattel, Inc.*

  
  1,505,000      

5.875%, 12/15/27

     1,648,336  
  147,000      

3.750%, 04/01/29^

     155,173  
   

Mclaren Finance, PLC*

  
  1,365,000      

5.750%, 08/01/22

     1,365,000  
  1,175,000      

7.500%, 08/01/26

     1,194,952  
  1,370,000      

Midwest Gaming Borrower, LLC / Midwest Gaming Finance Corp.*

4.875%, 05/01/29

     1,382,604  
  884,000      

Mohegan Gaming & Entertainment*

8.000%, 02/01/26

     920,783  
  1,122,000      

Newell Brands, Inc.

4.700%, 04/01/26

     1,251,479  
  596,000      

Penn National Gaming, Inc.*^

4.125%, 07/01/29

     587,751  
  2,933,000      

Rite Aid Corp.*

8.000%, 11/15/26

       2,947,753  
   

Royal Caribbean Cruises, Ltd.*

  
  600,000      

11.500%, 06/01/25

     687,456  
  300,000      

10.875%, 06/01/23

     340,998  
  1,370,000      

Simmons Foods, Inc. / Simmons Prepared Foods, Inc. / Simmons Pet Food, Inc. / Simmons Feed*^

4.625%, 03/01/29

     1,387,248  
  1,500,000      

Speedway Motorsports, LLC / Speedway Funding II, Inc.*

4.875%, 11/01/27

     1,534,725  
  901,000      

Taylor Morrison Communities, Inc.*

5.750%, 01/15/28

     1,020,103  
  290,000      

Viking Cruises, Ltd.*

13.000%, 05/15/25

     336,606  
  1,355,000      

Vista Outdoor, Inc.*

4.500%, 03/15/29

     1,383,252  
  1,200,000      

VOC Escrow, Ltd.*

5.000%, 02/15/28

     1,192,116  
  298,000      

Williams Scotsman International, Inc.*

4.625%, 08/15/28

     308,403  
     

 

 

 

        69,034,871  
     

 

 

 

 

 

See accompanying Notes to Schedule of Investments

 

2

Calamos Strategic Total Return Fund

SCHEDULE OF INVESTMENTS JULY 31, 2021 (UNAUDITED)

 

  PRINCIPAL

AMOUNT

       

 

     

 

  

VALUE

    Consumer Staples (0.8%)  
  1,358,000      

Central Garden & Pet Company*

4.125%, 04/30/31

     $       1,389,315  
   

Edgewell Personal Care Company*

  
  884,000      

4.125%, 04/01/29

     890,268  
  588,000      

5.500%, 06/01/28

     623,168  
  1,341,000      

Energizer Holdings, Inc.*^

4.375%, 03/31/29

     1,348,831  
  780,000      

Fresh Market, Inc.*

9.750%, 05/01/23

     804,086  
  1,475,000      

JBS USA LUX, SA / JBS USA Finance, Inc.*

6.750%, 02/15/28

     1,623,120  
  480,000      

JBS USA LUX, SA / JBS USA Food Company / JBS USA Finance, Inc.*

6.500%, 04/15/29

     541,224  
   

Kraft Heinz Foods Company

  
  1,820,000      

4.375%, 06/01/46

     2,096,240  
  296,000      

4.250%, 03/01/31

     341,276  
  296,000      

3.875%, 05/15/27

     327,912  
  125,000      

Land O’ Lakes, Inc.*

7.000%, 09/18/28

     130,248  
  751,000      

New Albertsons, LP

7.750%, 06/15/26

     862,786  
  1,192,000      

Performance Food Group, Inc.*

4.250%, 08/01/29

     1,213,086  
  1,720,000      

Pilgrim’s Pride Corp.*^

5.875%, 09/30/27

     1,841,501  
   

Post Holdings, Inc.*

  
  1,430,000      

5.750%, 03/01/27

     1,491,490  
  860,000      

4.625%, 04/15/30

     876,976  
  1,124,000      

Prestige Brands, Inc.*

3.750%, 04/01/31

     1,115,941  
  1,300,000      

United Natural Foods, Inc.*^

6.750%, 10/15/28

     1,405,742  
   

Vector Group, Ltd.*

  
  1,850,000      

5.750%, 02/01/29

     1,885,261  
  718,000      

10.500%, 11/01/26

     764,067  
     

 

 

 

            21,572,538  
     

 

 

 

    Energy (1.5%)  
   

Antero Resources Corp.*

  
  448,000      

7.625%, 02/01/29

     491,098  
  298,000      

5.375%, 03/01/30

     303,465  
   

Apache Corp.

  
  1,187,000      

5.100%, 09/01/40

     1,274,411  
  667,000      

4.875%, 11/15/27

     718,399  
  593,000      

4.625%, 11/15/25

     638,115  
  50,237      

Bonanza Creek Energy, Inc.

7.500%, 04/30/26

     50,679  
   

Buckeye Partners, LP

  
  900,000      

3.950%, 12/01/26^

     915,003  
  600,000      

5.850%, 11/15/43

     610,788  
  733,000      

ChampionX Corp.

6.375%, 05/01/26

     767,818  
   

Cheniere Energy Partners, LP

  
  1,200,000      

5.625%, 10/01/26

     1,241,112  
  300,000      

4.000%, 03/01/31*^

     317,616  
  591,000      

Cheniere Energy, Inc.

4.625%, 10/15/28

     624,557  
   

Continental Resources, Inc.^

  
  1,175,000      

3.800%, 06/01/24

     1,233,832  
  875,000      

4.375%, 01/15/28

     978,049  

  PRINCIPAL

AMOUNT

       

 

     

 

  

VALUE

  1,950,000      

DCP Midstream Operating, LP*‡

5.850%, 05/21/43

3 mo. USD LIBOR + 3.85%

     $       1,835,204  
  11,988      

Diamond Foreign Asset Company / Diamond Finance, LLC

13.000%, 04/22/27

     12,025  
  626,000      

DT Midstream, Inc.*

4.125%, 06/15/29

     642,526  
  200,000      

Enbridge, Inc.‡

5.750%, 07/15/80

5 year CMT + 5.31%

     225,458  
   

Energy Transfer, LP‡

  
  1,735,000      

3.143%, 11/01/66

3 mo. USD LIBOR + 3.02%

     1,431,861  
  1,015,000      

6.500%, 11/15/26

5 year CMT + 5.69%

     1,039,604  
   

EnLink Midstream Partners, LP

  
  1,775,000      

6.000%, 12/15/22‡

3 mo. USD LIBOR + 4.11%

     1,374,968  
  1,285,000      

4.850%, 07/15/26

     1,345,074  
   

EQT Corp.

  
  630,000      

7.500%, 02/01/30

     828,318  
  500,000      

6.625%, 02/01/25

     578,365  
  300,000      

5.000%, 01/15/29

     339,360  
  1,173,000      

Genesis Energy, LP / Genesis Energy Finance Corp.

6.250%, 05/15/26

     1,159,440  
   

Gulfport Energy Operating Corp.

  
  1,000,000      

6.375%, 05/15/25@

     42,500  
  292,608      

8.000%, 05/17/26

     313,450  
   

Laredo Petroleum, Inc.

  
  985,000      

10.125%, 01/15/28

     1,043,992  
  300,000      

7.750%, 07/31/29*

     290,556  
  1,310,000      

Magnolia Oil & Gas Operating, LLC / Magnolia Oil & Gas Finance Corp.*^

6.000%, 08/01/26

     1,343,287  
   

Moss Creek Resources Holdings, Inc.*

  
  600,000      

10.500%, 05/15/27

     576,702  
  540,000      

7.500%, 01/15/26

     489,116  
  135,000      

MPLX, LP‡

6.875%, 02/15/23

3 mo. USD LIBOR + 4.65%

     137,547  
  589,000      

Murphy Oil Corp.

6.375%, 07/15/28

     623,898  
   

New Fortress Energy, Inc.*

  
  591,000      

6.750%, 09/15/25

     603,659  
  589,000      

6.500%, 09/30/26

     596,003  
  540,000      

Nine Energy Service, Inc.*

8.750%, 11/01/23

     325,166  
  296,000      

Oasis Midstream Partners, LP / OMP Finance Corp.*

8.000%, 04/01/29

     309,734  
   

Occidental Petroleum Corp.

  
  3,641,000      

4.300%, 08/15/39

     3,614,785  
  2,675,000      

2.900%, 08/15/24

           2,696,989  
  580,000      

5.875%, 09/01/25^

     643,493  
  285,000      

Ovintiv, Inc.

6.500%, 08/15/34

     380,743  
  562,000      

Par Petroleum, LLC / Par Petroleum Finance Corp.*

7.750%, 12/15/25

     558,431  
  900,000      

Parkland Corp. / Canada*~

5.875%, 07/15/27

     960,696  
 

 

See accompanying Notes to Schedule of Investments

 

3

Calamos Strategic Total Return Fund

SCHEDULE OF INVESTMENTS JULY 31, 2021 (UNAUDITED)

 

  PRINCIPAL

AMOUNT

       

 

     

 

  

VALUE

  1,390,000      

Plains All American Pipeline, LP‡
6.125%, 11/15/22
3 mo. USD LIBOR + 4.11%

     $       1,246,510  
  446,000      

Range Resources Corp.*
8.250%, 01/15/29

     494,382  
  639,000      

Transocean, Inc.*
11.500%, 01/30/27

     636,604  
   

Venture Global Calcasieu Pass, LLC*

  
  300,000      

4.125%, 08/15/31

     309,480  
  300,000      

3.875%, 08/15/29

     306,690  
  592,000      

Vine Energy Holdings, LLC*
6.750%, 04/15/29

     618,776  
  600,000      

Viper Energy Partners, LP*
5.375%, 11/01/27

     629,562  
  770,000      

W&T Offshore, Inc.*
9.750%, 11/01/23

     741,602  
  552,000      

Weatherford International, Ltd.*
11.000%, 12/01/24

     571,933  
     

 

 

 

            42,083,431  
     

 

 

 

    Financials (3.6%)  
   

Acrisure, LLC / Acrisure Finance, Inc.*

  
  3,028,000      

7.000%, 11/15/25^

     3,081,384  
  1,783,000      

6.000%, 08/01/29

     1,784,337  
  889,000      

Aethon United BR, LP / Aethon United Finance Corp.*
8.250%, 02/15/26

     952,457  
  1,297,000      

AG Issuer, LLC*

6.250%, 03/01/28

     1,364,068  
  2,500,000      

Alliant Holdings Intermediate, LLC / Alliant Holdings Co-Issuer*^

6.750%, 10/15/27

     2,614,650  
   

Ally Financial, Inc.

  
  1,392,000      

4.700%, 05/15/26^‡

5 year CMT + 3.87%

     1,462,964  
  964,000      

8.000%, 11/01/31

     1,405,435  
  780,000      

4.700%, 05/15/28‡

7 year CMT + 3.48%

     812,549  
  258,000      

American Express Company‡

3.550%, 09/15/26

5 year CMT + 2.85%

     260,268  
  250,000      

American International Group, Inc.‡

5.750%, 04/01/48

3 mo. USD LIBOR + 2.87%

     285,847  
  1,183,000      

AmWINS Group, Inc.*

4.875%, 06/30/29

     1,208,139  
  320,000      

Ares Finance Company III, LLC*‡

4.125%, 06/30/51

5 year CMT + 3.24%

     322,957  
  2,700,000      

AssuredPartners, Inc.*

7.000%, 08/15/25

     2,752,056  
  1,307,000      

Aviation Capital Group, LLC*

3.500%, 11/01/27

     1,392,099  
  285,000      

AXIS Specialty Finance, LLC‡

4.900%, 01/15/40

5 year CMT + 3.19%

     304,537  
  240,000      

Bank of America Corp.µ‡

4.300%, 01/28/25

3 mo. USD LIBOR + 2.66%

     247,894  
  220,000      

Bank of Montrealµ‡

4.800%, 08/25/24

5 year CMT + 2.98%

     235,664  

  PRINCIPAL

AMOUNT

       

 

     

 

  

VALUE

   

Bank of New York Mellon Corp.µ‡

  
  400,000      

4.700%, 09/20/25

5 year CMT + 4.36%

     $          442,496  
  62,000      

3.700%, 03/20/26

5 year CMT + 3.35%

     65,107  
  400,000      

Bank of Nova Scotiaµ‡

4.900%, 06/04/25

5 year CMT + 4.55%

     439,016  
  200,000      

Barclays, PLC‡

7.875%, 03/15/22 USD

5 year swap rate + 6.77%

     207,668  
   

BP Capital Markets, PLC‡

  
  280,000      

4.875%, 03/22/30

5 year CMT + 4.40%

     309,044  
  135,000      

4.375%, 06/22/25

5 year CMT + 4.04%

     144,588  
  1,191,000      

BroadStreet Partners, Inc.*

5.875%, 04/15/29

     1,214,177  
  3,447,000      

Brookfield Property REIT, Inc. / BPR Cumulus, LLC / BPR Nimbus, LLC / GGSI Sellco LL*^

5.750%, 05/15/26

       3,588,810  
  387,000      

Capital One Financial Corp.‡

3.950%, 09/01/26

5 year CMT + 3.16%

     398,269  
   

Charles Schwab Corp.‡

  
  325,000      

4.000%, 06/01/26^

5 year CMT + 3.17%

     340,619  
  147,000      

4.000%, 12/01/30

10 year CMT + 3.08%

     153,161  
  135,000      

5.375%, 06/01/25^

5 year CMT + 4.97%

     150,779  
  250,000      

CIT Group, Inc.‡

5.800%, 06/15/22

3 mo. USD LIBOR + 3.97%

     256,730  
   

Citigroup, Inc.‡

  
  975,000      

3.875%, 02/18/26

5 year CMT + 3.42%

     1,001,881  
  150,000      

4.000%, 12/10/25

5 year CMT + 3.60%

     155,599  
  385,000      

Citizens Financial Group, Inc.‡

4.000%, 10/06/26

5 year CMT + 3.22%

     393,297  
   

Credit Acceptance Corp.

  
  1,500,000      

6.625%, 03/15/26^

     1,587,240  
  1,092,000      

5.125%, 12/31/24*

     1,129,761  
  200,000      

Credit Suisse Group, AG*‡

7.500%, 12/11/23 USD

5 year swap rate + 4.60%

     221,390  
  372,000      

Cushman & Wakefield US Borrower, LLC*

6.750%, 05/15/28

     400,034  
   

Discover Financial Services‡

  
  245,000      

6.125%, 06/23/25

5 year CMT + 5.78%

     275,983  
  135,000      

5.500%, 10/30/27

3 mo. USD LIBOR + 3.08%

     146,156  
  1,500,000      

Donnelley Financial Solutions, Inc.

8.250%, 10/15/24

     1,555,815  
  1,233,000      

Enact Holdings, Inc.*

6.500%, 08/15/25

     1,338,952  
  550,000      

Fifth Third Bancorp‡

4.500%, 09/30/25

5 year CMT + 4.22%

     599,802  
 

 

See accompanying Notes to Schedule of Investments

 

4

Calamos Strategic Total Return Fund

SCHEDULE OF INVESTMENTS JULY 31, 2021 (UNAUDITED)

 

  PRINCIPAL

AMOUNT

       

 

     

 

  

VALUE

  1,718,000      

Global Net Lease, Inc. / Global Net Lease Operating Partnership, LP*

3.750%, 12/15/27

     $       1,706,421  
   

Goldman Sachs Group, Inc.‡

  
  500,000      

4.400%, 02/10/25

5 year CMT + 2.85%

     520,150  
  475,000      

3.800%, 05/10/26

5 year CMT + 2.97%

     484,604  
  52,000      

3.650%, 08/10/26

5 year CMT + 2.92%

     52,249  
  1,891,000      

Greystar Real Estate Partners, LLC*

5.750%, 12/01/25

     1,938,521  
  200,000      

HSBC Holdings, PLCµ‡

6.375%, 03/30/25 U.S.

5 yr Swap + 4.37%

     222,002  
  5,150,000      

HUB International, Ltd.*

7.000%, 05/01/26

     5,342,198  
   

Huntington Bancshares, Inc.‡

  
  350,000      

4.450%, 10/15/27

7 year CMT + 4.05%

     376,932  
  125,000      

5.625%, 07/15/30^

10 year CMT + 4.95%

     147,446  
  70,000      

5.700%, 04/15/23^

3 mo. USD LIBOR + 2.88%

     72,489  
   

Icahn Enterprises, LP / Icahn Enterprises Finance Corp.

  
  1,455,000      

5.250%, 05/15/27

     1,532,566  
  892,000      

4.375%, 02/01/29

     904,078  
  2,448,000      

ILFC E-Capital Trust II*‡

3.910%, 12/21/65

3 mo. USD LIBOR + 1.80%

     2,073,089  
  2,625,000      

Iron Mountain, Inc.*^

5.250%, 03/15/28

     2,753,520  
   

Jefferies Finance, LLC / JFIN Co-Issuer Corp.*

  
  3,000,000      

5.000%, 08/15/28

     3,072,930  
  2,475,000      

6.250%, 06/03/26

     2,668,421  
   

JPMorgan Chase & Company‡

  
 
 555,000
  
    

4.600%, 02/01/25µ

SOFR + 3.13%

  

 

575,030

 

  385,000      

3.650%, 06/01/26^

5 year CMT + 2.85%

     388,738  
   

Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp.*

  
  2,306,000      

5.250%, 10/01/25

     2,344,395  
  596,000      

4.750%, 06/15/29

     594,152  
 
 1,385,000
  
    

LD Holdings Group, LLC*

6.125%, 04/01/28

  

 

1,376,358

 

   

Level 3 Financing, Inc.

  
  1,250,000      

4.250%, 07/01/28*

     1,274,862  
  990,000      

5.375%, 05/01/25

     1,013,196  
 
 200,000
  
    

Lloyds Banking Group, PLC‡

7.500%, 06/27/24

USD 5 year swap rate + 4.76%

  

 

226,006

 

   

LPL Holdings, Inc.*

  
  1,467,000      

4.000%, 03/15/29

     1,492,071  
  445,000      

4.375%, 05/15/31

     456,761  
 
 240,000
  
    

Markel Corp.‡

6.000%, 06/01/25

5 year CMT + 5.66%

  

 

268,193

 

   

MetLife, Inc.

  
  2,990,000      

6.400%, 12/15/66

     3,834,466  
 
 285,000
  
    

3.850%, 09/15/25^‡

5 year CMT + 3.58%

  

 

299,125

 

  PRINCIPAL

AMOUNT

       

 

     

 

  

VALUE

 
 120,000
  
    

Nationwide Financial Services,

Inc.

6.750%, 05/15/87

  

 

$            148,242

 

   

Navient Corp.

  
  2,555,000      

5.000%, 03/15/27^

       2,666,040  
  1,355,000      

4.875%, 03/15/28

     1,367,981  
 
 200,000
  
    

Nippon Life Insurance Company*‡

2.750%, 01/21/51

5 year CMT + 2.65%

  

 

198,538

 

 
 200,000
  
    

Nordea Bank Abp*µ‡

6.625%, 03/26/26

5 year CMT + 4.11%

  

 

230,930

 

   

OneMain Finance Corp.

  
  1,500,000      

7.125%, 03/15/26

     1,767,450  
  1,145,000      

6.875%, 03/15/25

     1,301,647  
   

Park Intermediate Holdings, LLC / PK Domestic Property, LLC / PK Finance Co-Issuer*

  
  708,000      

7.500%, 06/01/25

     767,932  
  592,000      

5.875%, 10/01/28

     632,007  
 
 442,000
  
    

PartnerRe Finance B, LLC^‡

4.500%, 10/01/50

5 year CMT + 3.82%

  

 

464,056

 

 
 742,000
  
    

PHH Mortgage Corp.*

7.875%, 03/15/26

  

 

762,672

 

 
 1,355,000
  
    

Prospect Capital Corp.µ

3.706%, 01/22/26

  

 

1,407,601

 

 
 124,000
  
    

Prudential Financial, Inc.^‡

3.700%, 10/01/50

5 year CMT + 3.04%

  

 

131,121

 

 
 200,000
  
    

QBE Insurance Group, Ltd.*^‡

5.875%, 05/12/25

5 year CMT + 5.51%

  

 

220,472

 

 
 555,000
  
    

Quicken Loans, LLC / Quicken

Loans Co-Issuer, Inc.*

3.625%, 03/01/29

  

 

559,401

 

 
 1,500,000
  
    

Radian Group, Inc.

4.875%, 03/15/27

  

 

1,631,445

 

 
 1,355,000
  
    

RHP Hotel Properties, LP / RHP

Finance Corp.*

4.500%, 02/15/29

  

 

1,370,447

 

 
 894,000
  
    

RLJ Lodging Trust, LP*

3.750%, 07/01/26

  

 

906,874

 

 
 718,000
  
    

SLM Corp.

4.200%, 10/29/25

  

 

778,075

 

  1,500,000      

Starwood Property Trust, Inc.

4.750%, 03/15/25

     1,591,980  
 
 800,000
  
    

State Street Corp.^‡

5.625%, 12/15/23

3 mo. USD LIBOR + 2.54%

  

 

852,312

 

 
 1,225,000
  
    

StoneX Group, Inc.*

8.625%, 06/15/25

  

 

1,332,004

 

   

SVB Financial Group‡

  
 
 300,000
  
    

4.000%, 05/15/26^

5 year CMT + 3.20%

  

 

311,946

 

 
 224,000
  
    

4.100%, 02/15/31

10 year CMT + 3.06%

  

 

231,661

 

   

Truist Financial Corp.µ‡

  
 
 415,000
  
    

4.800%, 09/01/24

5 year CMT + 3.00%

  

 

442,340

 

 
 125,000
  
    

4.950%, 09/01/25

5 year CMT + 4.61%

  

 

137,798

 

 
 200,000
  
    

UBS Group, AG*‡

7.000%, 01/31/24

USD 5 year swap rate + 4.34%

  

 

220,498

 

 

 

See accompanying Notes to Schedule of Investments

 

5

Calamos Strategic Total Return Fund

SCHEDULE OF INVESTMENTS JULY 31, 2021 (UNAUDITED)

 

  PRINCIPAL

AMOUNT

       

 

     

 

  

VALUE

   

United Wholesale Mortgage, LLC*

  
  886,000      

5.500%, 11/15/25

     $          913,953  
  593,000      

5.500%, 04/15/29

     590,735  
 
 1,141,000
  
    

VICI Properties, LP / VICI Note

Company, Inc.*^

3.750%, 02/15/27

  

 

1,176,097

 

 
 630,000
  
    

Wells Fargo & Company‡

3.900%, 03/15/26

5 year CMT + 3.45%

  

 

654,576

 

   

XHR, LP*

  
  1,255,000      

6.375%, 08/15/25

           1,338,809  
  596,000      

4.875%, 06/01/29

     610,483  
     

 

 

 

        102,732,771  
     

 

 

 

    Health Care (1.4%)  
 
 591,000
  
    

Acadia Healthcare Company, Inc.*

5.000%, 04/15/29

  

 

622,104

 

 
 3,285,000
  
    

Bausch Health Americas, Inc.*

8.500%, 01/31/27

  

 

3,558,181

 

   

Bausch Health Companies, Inc.*

  
  1,670,000      

5.250%, 02/15/31

     1,566,610  
  1,300,000      

5.000%, 01/30/28^

     1,244,347  
  511,000      

5.000%, 02/15/29

     483,278  
   

Centene Corp.

  
  1,216,000      

4.250%, 12/15/27

     1,282,625  
  598,000      

3.000%, 10/15/30

     622,482  
 
 590,000
  
    

Charles River Laboratories

International, Inc.*

3.750%, 03/15/29

  

 

605,375

 

   

CHS/Community Health Systems,

Inc.*

  
  2,392,000      

6.125%, 04/01/30

     2,426,732  
  1,325,000      

8.000%, 03/15/26

     1,421,301  
  663,000      

6.875%, 04/15/29

     698,663  
   

DaVita, Inc.*

  
  1,772,000      

4.625%, 06/01/30

     1,832,354  
  880,000      

3.750%, 02/15/31

     856,856  
   

Encompass Health Corp.

  
  600,000      

4.750%, 02/01/30^

     643,650  
  600,000      

4.500%, 02/01/28

     625,134  
 
 1,369,000
  
    

HCA, Inc.

7.500%, 11/06/33

  

 

1,957,054

 

 
 350,000
  
    

Jazz Securities DAC*

4.375%, 01/15/29

  

 

365,446

 

 
 1,955,000
  
    

Mallinckrodt International Finance,

SA / Mallinckrodt CB, LLC*@

5.625%, 10/15/23

  

 

1,302,226

 

   

Organon & Company / Organon Foreign Debt Co-Issuer, BV*

  
  2,200,000      

5.125%, 04/30/31

     2,268,860  
  500,000      

4.125%, 04/30/28

     513,445  
 
 1,251,000
  
    

Team Health Holdings, Inc.*^

6.375%, 02/01/25

  

 

1,168,096

 

   

Tenet Healthcare Corp.

  
  2,710,000      

6.250%, 02/01/27*

     2,826,530  
  1,600,000      

4.625%, 07/15/24

     1,623,248  
  1,575,000      

6.875%, 11/15/31

     1,806,320  
  1,520,000      

4.875%, 01/01/26*

     1,576,012  
   

Teva Pharmaceutical Finance

Netherlands III, BV

  
  2,530,000      

2.800%, 07/21/23

     2,510,190  
  2,380,000      

6.000%, 04/15/24

     2,504,474  
     

 

 

 

        38,911,593  
     

 

 

 

  PRINCIPAL

AMOUNT

       

 

     

 

  

VALUE

    Industrials (2.4%)  
 
 1,180,000
  
    

Abercrombie & Fitch Management

Company*

8.750%, 07/15/25

  

 

$        1,306,708

 

 
 1,355,000
  
    

ACCO Brands Corp.*

4.250%, 03/15/29

  

 

1,355,691

 

 
 190,000
  
    

Air Lease Corp.‡

4.650%, 06/15/26

5 year CMT + 4.08%

  

 

198,968

 

   

Albertsons Companies, Inc. /

Safeway, Inc. / New Albertsons,

LP / Albertsons, LLC*

  
  1,448,000      

4.875%, 02/15/30

     1,568,633  
  1,425,000      

4.625%, 01/15/27

     1,508,177  
  591,000      

3.500%, 03/15/29

     597,359  
   

Allison Transmission, Inc.*

  
  1,025,000      

4.750%, 10/01/27

     1,071,115  
  295,000      

3.750%, 01/30/31

     295,280  
 
 298,000
  
    

Ambience Merger Sub, Inc.*

7.125%, 07/15/29

  

 

302,011

 

 
 295,000
  
    

American Airlines Group, Inc.*^

3.750%, 03/01/25

  

 

262,960

 

 
 670,000
  
    

Arcosa, Inc.*

4.375%, 04/15/29

  

 

686,844

 

 
 3,100,000
  
    

ARD Finance, SA*

6.500%, 06/30/27

7.250% PIK rate

  

 

3,274,034

 

 
 600,000
  
    

Avolon Holdings Funding, Ltd.*µ

5.250%, 05/15/24

  

 

660,876

 

 
 1,086,000
  
    

Beacon Roofing Supply, Inc.*

4.125%, 05/15/29

  

 

1,089,779

 

 
 1,191,000
  
    

BWX Technologies, Inc.*

4.125%, 04/15/29

  

 

1,221,061

 

   

Cascades, Inc. / Cascades USA,

Inc.*

  
  901,000      

5.125%, 01/15/26

     954,997  
  600,000      

5.375%, 01/15/28

     632,388  
   

Delta Air Lines, Inc.

  
  297,000      

7.375%, 01/15/26

     349,988  
  297,000      

3.800%, 04/19/23

     306,893  
   

Delta Air Lines, Inc. / SkyMiles IP,

Ltd.*

  
  295,000      

4.750%, 10/20/28

     330,668  
  148,000      

4.500%, 10/20/25µ

     159,426  
 
 879,000
  
    

Endure Digital, Inc.*

6.000%, 02/15/29

  

 

853,518

 

 
 575,000
  
    

EnerSys*

4.375%, 12/15/27

  

 

602,376

 

 
 1,355,000
  
    

Fly Leasing, Ltd.

5.250%, 10/15/24

  

 

1,375,339

 

 
 591,000
  
    

GFL Environmental, Inc.*

3.750%, 08/01/25

  

 

608,854

 

   

Golden Nugget, Inc.*

  
  900,000      

6.750%, 10/15/24

     903,294  
  620,000      

8.750%, 10/01/25^

     653,846  
 
 673,000
  
    

Graham Packaging Company,

Inc.*

7.125%, 08/15/28

  

 

720,581

 

 
 600,000
  
    

Granite US Holdings Corp.*^

11.000%, 10/01/27

  

 

670,428

 

   

Graphic Packaging International,

LLC*

  
  750,000      

4.750%, 07/15/27

     813,870  
  551,000      

3.500%, 03/01/29

     549,573  
 

 

See accompanying Notes to Schedule of Investments

 

6

Calamos Strategic Total Return Fund

SCHEDULE OF INVESTMENTS JULY 31, 2021 (UNAUDITED)

 

  PRINCIPAL

AMOUNT

       

 

     

 

  

VALUE

  298,000      

Great Lakes Dredge & Dock Corp.*

5.250%, 06/01/29

     $          307,727  
 
 2,775,000
  
    

H&E Equipment Services, Inc.*

3.875%, 12/15/28

  

 

2,755,936

 

 
 670,000
  
    

HCRX Investments Holdco, LP*

4.500%, 08/01/29

  

 

684,351

 

  1,500,000      

Herc Holdings, Inc.*

5.500%, 07/15/27

     1,576,590  
   

Howmet Aerospace, Inc.

  
  1,375,000      

5.125%, 10/01/24^

     1,515,497  
  511,000      

6.875%, 05/01/25

     595,034  
 
 1,450,000
  
    

JELD-WEN, Inc.*

4.625%, 12/15/25

  

 

1,479,232

 

 
 594,000
  
    

KeHE Distributors, LLC / KeHE Finance Corp.*

8.625%, 10/15/26

  

 

644,252

 

 
 1,346,000
  
    

Ken Garff Automotive, LLC*

4.875%, 09/15/28

  

 

    1,387,995

 

 
 598,000
  
    

MasTec, Inc.*

4.500%, 08/15/28

  

 

631,087

 

 
 770,000
  
    

Meritor, Inc.*

4.500%, 12/15/28

  

 

788,526

 

 
 722,000
  
    

Moog, Inc.*

4.250%, 12/15/27

  

 

745,898

 

 
 1,615,000
  
    

Nationstar Mortgage Holdings, Inc.*

5.500%, 08/15/28

  

 

1,643,844

 

 
 1,140,000
  
    

Novelis Corp.*

4.750%, 01/30/30

  

 

1,215,650

 

 
 1,370,000
  
    

Park-Ohio Industries, Inc.

6.625%, 04/15/27

  

 

1,394,222

 

   

Patrick Industries, Inc.*

  
  600,000      

7.500%, 10/15/27

     652,914  
  596,000      

4.750%, 05/01/29

     608,665  
  1,445,000      

Peninsula Pacific Entertainment, LLC / Peninsula Pacific Entertainment Finance In*

8.500%, 11/15/27

     1,569,068  
 
 302,000
  
    

Picasso Finance Sub, Inc.*

6.125%, 06/15/25

  

 

320,398

 

 
 1,155,000
  
    

QVC, Inc.

4.375%, 09/01/28

  

 

1,187,583

 

 
 1,375,000
  
    

Reynolds Group Issuer, Inc. / Reynolds Group Issuer, LLC / Reynolds Group Issuer Lu*

4.000%, 10/15/27

  

 

1,375,302

 

 
 885,000
  
    

Scientific Games International, Inc.*

5.000%, 10/15/25

  

 

910,364

 

  574,000      

SEG Holding, LLC / SEG Finance Corp.*^

5.625%, 10/15/28

     605,840  
 
 650,000
  
    

Sensata Technologies, BV*

4.000%, 04/15/29

  

 

669,077

 

 
 593,000
  
    

Sensata Technologies, Inc.*

3.750%, 02/15/31

  

 

598,936

 

   

Sinclair Television Group, Inc.*

  
  600,000      

5.500%, 03/01/30

     602,706  
  591,000      

4.125%, 12/01/30

     573,737  
   

Standard Industries, Inc.*

  
  1,165,000      

5.000%, 02/15/27

     1,207,022  
  302,000      

4.375%, 07/15/30^

     310,821  
 
 100,000
  
    

Stanley Black & Decker, Inc.^‡

4.000%, 03/15/60

5 year CMT + 2.66%

  

 

107,301

 

  PRINCIPAL

AMOUNT

       

 

     

 

  

VALUE

   

Station Casinos, LLC*

  
  2,430,000      

4.500%, 02/15/28

     $       2,453,206  
  788,000      

5.000%, 10/01/25

     798,977  
 
 591,000
  
    

Stericycle, Inc.*

3.875%, 01/15/29

  

 

599,883

 

 
 879,000
  
    

STL Holding Company, LLC*

7.500%, 02/15/26

  

 

927,600

 

  1,200,000      

TransDigm UK Holdings, PLC

6.875%, 05/15/26

     1,268,076  
   

TransDigm, Inc.

  
  1,490,000      

6.250%, 03/15/26*

     1,565,647  
  875,000      

7.500%, 03/15/27

     928,340  
  589,000      

Tronox, Inc.*

4.625%, 03/15/29

     600,044  
   

United Rentals North America, Inc.

  
  640,000      

5.875%, 09/15/26

     661,946  
  595,000      

3.750%, 01/15/32

     595,000  
  297,000      

3.875%, 02/15/31

     306,026  
 
 750,000
  
    

Waste Pro USA, Inc.*

5.500%, 02/15/26

  

 

766,080

 

   

WESCO Distribution, Inc.*

  
  563,000      

7.125%, 06/15/25^

     607,286  
  283,000      

7.250%, 06/15/28

     315,519  
 
 1,500,000
  
    

XPO Logistics, Inc.*

6.750%, 08/15/24

  

 

1,557,345

 

     

 

 

 

        68,502,085  
     

 

 

 

    Information Technology (0.6%)  
 
 596,000
  
    

Booz Allen Hamilton, Inc.*

4.000%, 07/01/29

  

 

614,756

 

 
 600,000
  
    

CDK Global, Inc.*

5.250%, 05/15/29

  

 

654,228

 

 
 1,201,000
  
    

CommScope Technologies, LLC*

6.000%, 06/15/25

  

 

1,220,456

 

   

Dell International, LLC / EMC Corp.

  
  1,405,000      

6.020%, 06/15/26µ

     1,691,536  
  925,000      

6.100%, 07/15/27

     1,144,401  
  545,000      

5.850%, 07/15/25µ

     640,745  
 
 586,000
  
    

Fair Isaac Corp.*

4.000%, 06/15/28

  

 

613,179

 

 
 1,315,000
  
    

KBR, Inc.*

4.750%, 09/30/28

  

 

1,338,552

 

 
 1,300,000
  
    

MPH Acquisition Holdings, LLC*^

5.750%, 11/01/28

  

 

1,264,510

 

 
 589,000
  
    

NCR Corp.*

5.125%, 04/15/29

  

 

613,862

 

 
 1,364,000
  
    

Nielsen Finance, LLC / Nielsen Finance Company*

4.500%, 07/15/29

  

 

1,377,708

 

 
 886,000
  
    

ON Semiconductor Corp.*

3.875%, 09/01/28

  

 

923,168

 

 
 855,000
  
    

Open Text Corp.*

3.875%, 02/15/28

  

 

885,027

 

 
 590,000
  
    

Playtika Holding Corp.*

4.250%, 03/15/29

  

 

589,079

 

 
 784,000
  
    

PTC, Inc.*

4.000%, 02/15/28

  

 

812,436

 

 
 1,355,000
  
    

TTM Technologies, Inc.*

4.000%, 03/01/29

  

 

1,365,149

 

   

Twilio, Inc.

  
  830,000      

3.625%, 03/15/29

     853,738  
  298,000      

3.875%, 03/15/31^

     311,836  
 

 

See accompanying Notes to Schedule of Investments

 

7

Calamos Strategic Total Return Fund

SCHEDULE OF INVESTMENTS JULY 31, 2021 (UNAUDITED)

 

  PRINCIPAL

AMOUNT

       

 

     

 

  

VALUE

 
 1,355,000
  
    

ZoomInfo Technologies, LLC / ZoomInfo Finance Corp.*

3.875%, 02/01/29

  

 

$       1,357,629

 

     

 

 

 

            18,271,995  
     

 

 

 

    Materials (0.8%)  
   

Alcoa Nederland Holding, BV*

  
  1,835,000      

7.000%, 09/30/26

     1,916,364  
  800,000      

4.125%, 03/31/29^

     842,088  
 
 600,000
  
    

Allegheny Technologies, Inc.^

5.875%, 12/01/27

  

 

630,900

 

 
 900,000
  
    

ArcelorMittal, SA

7.250%, 10/15/39

  

 

1,315,251

 

 
 507,000
  
    

Ardagh Packaging Finance, PLC / Ardagh Holdings USA, Inc.*

6.000%, 02/15/25

  

 

523,057

 

 
 1,880,000
  
    

Clearwater Paper Corp.*

4.750%, 08/15/28

  

 

1,902,316

 

 
 800,000
  
    

First Quantum Minerals, Ltd.*

7.250%, 04/01/23

  

 

815,456

 

   

Freeport-McMoRan, Inc.

  
  780,000      

5.000%, 09/01/27

     824,249  
  570,000      

5.450%, 03/15/43

     732,838  
  515,000      

5.400%, 11/14/34

     654,730  
 
 886,000
  
    

HB Fuller Company

4.250%, 10/15/28

  

 

907,672

 

 
 1,192,000
  
    

Intertape Polymer Group, Inc.*

4.375%, 06/15/29

  

 

1,220,978

 

 
 900,000
  
    

JW Aluminum Continuous Cast Company*

10.250%, 06/01/26

  

 

949,338

 

   

Kaiser Aluminum Corp.*

  
  615,000      

4.625%, 03/01/28^

     643,013  
  149,000      

4.500%, 06/01/31

     155,125  
 
 957,000
  
    

Mercer International, Inc.

5.125%, 02/01/29

  

 

977,269

 

   

New Gold, Inc.*

  
  364,000      

6.375%, 05/15/25

     375,746  
  300,000      

7.500%, 07/15/27

     324,270  
 
 1,170,000
  
    

OCI, NV*

4.625%, 10/15/25

  

 

1,215,162

 

 
 593,000
  
    

Owens-Brockway Glass Container, Inc.*

6.625%, 05/13/27

  

 

643,215

 

 
 594,000
  
    

PBF Holding Company, LLC / PBF Finance Corp.~

7.250%, 06/15/25

  

 

358,942

 

 
 1,328,000
  
    

Silgan Holdings, Inc.

4.125%, 02/01/28

  

 

1,380,004

 

  589,000      

Trinseo Materials Operating SCA / Trinseo Materials Finance, Inc.*

5.125%, 04/01/29

     601,163  
  906,000      

Univar Solutions USA, Inc.*

5.125%, 12/01/27

     950,403  
 
 593,000
  
    

Valvoline, Inc.*

3.625%, 06/15/31

  

 

591,150

 

     

 

 

 

        21,450,699  
     

 

 

 

    Real Estate (0.2%)  
 
 953,000
  
    

EPR Properties

3.750%, 08/15/29

  

 

967,877

 

   

Forestar Group, Inc.*

  
  862,000      

5.000%, 03/01/28

     898,540  
  299,000      

3.850%, 05/15/26

     303,557  
 
 881,000
  
    

iStar, Inc.

5.500%, 02/15/26

  

 

924,944

 

  PRINCIPAL

AMOUNT

       

 

     

 

  

VALUE

   

Service Properties Trust

  
  1,500,000      

4.350%, 10/01/24

     $       1,514,025  
  550,000      

5.250%, 02/15/26

     556,732  
     

 

 

 

        5,165,675  
     

 

 

 

    Utilities (0.3%)  
 
 856,000
  
    

Calpine Corp.*

4.500%, 02/15/28

  

 

883,572

 

 
 65,000
  
    

CenterPoint Energy, Inc.‡

6.125%, 09/01/23

3 mo. USD LIBOR + 3.27%

  

 

68,858

 

 
 175,000
  
    

CMS Energy Corp.‡

4.750%, 06/01/50

5 year CMT + 4.12%

  

 

196,745

 

 
 250,000
  
    

Dominion Energy, Inc.‡

4.650%, 12/15/24

5 year CMT + 2.99%

  

 

267,647

 

 
 330,000
  
    

Duke Energy Corp.‡

4.875%, 09/16/24

5 year CMT + 3.39%

  

 

353,097

 

 
 265,000
  
    

NextEra Energy Capital Holdings, Inc.^‡

4.800%, 12/01/77

3 mo. USD LIBOR + 2.41%

  

 

298,803

 

 
 810,000
  
    

NRG Energy, Inc.

6.625%, 01/15/27

  

 

839,460

 

 
 1,896,000
  
    

PPL Capital Funding, Inc.‡

2.812%, 03/30/67

3 mo. USD LIBOR + 2.67%

  

 

1,859,085

 

 
 125,000
  
    

Sempra Energy‡

4.875%, 10/15/25

5 year CMT + 4.55%

  

 

136,713

 

   

Southern Company‡

  
 
 247,000
  
    

4.000%, 01/15/51

5 year CMT + 3.73%

     262,270  
 
 95,000
  
    

3.750%, 09/15/51

5 year CMT + 2.92%

  

 

97,236

 

   

Talen Energy Supply, LLC*

  
  600,000      

10.500%, 01/15/26

     414,186  
  300,000      

7.250%, 05/15/27

     273,891  
  1,500,000      

TerraForm Power Operating, LLC*

5.000%, 01/31/28

     1,624,230  
     

 

 

 

        7,575,793  
     

 

 

 

   

TOTAL CORPORATE BONDS

(Cost $443,536,093)

  

 

463,296,052

 

     

 

 

 

     

 

 

 

  CONVERTIBLE BONDS (21.0%)  
    Communication Services (2.4%)  
 
 3,394,000
  
    

Eventbrite, Inc.*

0.750%, 09/15/26

  

 

3,209,706

 

   

Liberty Media Corp.

  
  7,750,000      

1.375%, 10/15/23

     10,305,097  
  2,680,000      

0.500%, 12/01/50*

     2,967,886  
 
 7,150,000
  
    

Liberty Media Corp. / Liberty Formula One

1.000%, 01/30/23

  

 

9,469,889

 

 
 1,883,000
  
    

Live Nation Entertainment, Inc.

2.500%, 03/15/23

  

 

2,454,886

 

 
 3,669,000
  
    

Magnite, Inc.*

0.250%, 03/15/26

  

 

3,163,705

 

 
 3,000,000
  
    

Match Group Financeco 2, Inc.*~

0.875%, 06/15/26

  

 

5,706,720

 

 
 2,500,000
  
    

Match Group Financeco 3, Inc.*

2.000%, 01/15/30

  

 

5,045,275

 

 

 

See accompanying Notes to Schedule of Investments

 

8

Calamos Strategic Total Return Fund

SCHEDULE OF INVESTMENTS JULY 31, 2021 (UNAUDITED)

 

  PRINCIPAL

AMOUNT

       

 

     

 

  

VALUE

 
 11,350,000
  
    

Snap, Inc.*

0.000%, 05/01/27

  

 

$     13,066,120

 

 
 4,330,000
  
    

Twitter, Inc.

0.250%, 06/15/24

  

 

6,004,541

 

 
 4,935,000
  
    

Zynga, Inc.

0.250%, 06/01/24

  

 

6,594,986

 

     

 

 

 

            67,988,811  
     

 

 

 

    Consumer Discretionary (5.0%)  
 
 1,187,000
  
    

Bloomin’ Brands, Inc.µ

5.000%, 05/01/25

  

 

2,677,943

 

  15,201,000      

Booking Holdings, Inc.µ^

0.750%, 05/01/25

     21,457,732  
 
 7,785,000
  
    

Burlington Stores, Inc.

2.250%, 04/15/25

  

 

12,738,362

 

 
 6,435,000
  
    

Chegg, Inc.*µ

0.000%, 09/01/26

  

 

6,977,921

 

 
 1,895,000
  
    

Dick’s Sporting Goods, Inc.µ

3.250%, 04/15/25

  

 

5,830,839

 

 
 2,164,000
  
    

DISH Network Corp.µ

2.375%, 03/15/24

  

 

2,096,981

 

 
 6,685,000
  
    

DraftKings, Inc.*

0.000%, 03/15/28

  

 

5,868,360

 

 
 4,415,000
  
    

Etsy, Inc.*^

0.125%, 09/01/27

  

 

5,321,399

 

 
 4,598,000
  
    

Expedia Group, Inc.*^

0.000%, 02/15/26

  

 

4,943,862

 

 
 5,635,000
  
    

Ford Motor Company*

0.000%, 03/15/26

  

 

6,038,184

 

   

Liberty Interactive, LLC

  
  1,160,000      

4.000%, 11/15/29

     893,931  
  790,000      

3.750%, 02/15/30

     609,438  
 
 2,970,000
  
    

MakeMyTrip, Ltd.*

0.000%, 02/15/28

  

 

3,002,314

 

 
 7,670,000
  
    

Marriott Vacations Worldwide Corp.*

0.000%, 01/15/26

  

 

8,200,994

 

 
 550,000
  
    

Peloton Interactive, Inc.*

0.000%, 02/15/26

  

 

520,449

 

 
 11,345,000
  
    

Royal Caribbean Cruises, Ltd.

4.250%, 06/15/23

  

 

14,618,032

 

 
 5,730,000
  
    

Shake Shack, Inc.*

0.000%, 03/01/28

  

 

5,369,640

 

 
 400,000
  
    

Tesla, Inc.

2.000%, 05/15/24

  

 

4,432,980

 

 
 4,160,000
  
    

Under Armour, Inc.

1.500%, 06/01/24

  

 

7,765,846

 

 
 7,865,000
  
    

Vail Resorts, Inc.*

0.000%, 01/01/26

  

 

7,941,369

 

 
 4,630,000
  
    

Vroom, Inc.*

0.750%, 07/01/26

  

 

4,504,342

 

  4,225,000      

Wayfair, Inc.*

0.625%, 10/01/25

     4,104,545  
 
 2,930,000
  
    

Winnebago Industries, Inc.

1.500%, 04/01/25

  

 

3,877,328

 

     

 

 

 

        139,792,791  
     

 

 

 

    Consumer Staples (0.2%)  
 
 5,700,000
  
    

Beyond Meat, Inc.*µ

0.000%, 03/15/27

  

 

5,251,866

 

     

 

 

 

    Energy (0.5%)  
 
 3,190,000
  
    

EQT Corp.^

1.750%, 05/01/26

  

 

4,682,697

 

  PRINCIPAL

AMOUNT

       

 

     

 

  

VALUE

  6,515,000      

Pioneer Natural Resources Company

0.250%, 05/15/25

     $       9,584,803  
     

 

 

 

            14,267,500  
     

 

 

 

    Financials (0.7%)  
   

Ares Capital Corp.

  
  7,500,000      

3.750%, 02/01/22^

     7,950,300  
  3,000,000      

4.625%, 03/01/24

     3,290,280  
 
 4,700,000
  
    

JPMorgan Chase Bank NA*^

0.125%, 01/01/23

  

 

5,012,362

 

 
 4,675,000
  
    

Realogy Group, LLC / Realogy Co-Issuer Corp.*

0.250%, 06/15/26

  

 

4,735,588

 

     

 

 

 

        20,988,530  
     

 

 

 

    Health Care (3.1%)  
 
 1,850,000
  
    

CONMED Corp.^

2.625%, 02/01/24

  

 

2,994,355

 

 
 9,218,000
  
    

Dexcom, Inc.µ

0.250%, 11/15/25

  

 

10,511,378

 

 
 3,673,000
  
    

Envista Holdings Corp.^

2.375%, 06/01/25

  

 

7,834,986

 

 
 11,015,000
  
    

Exact Sciences Corp.

0.375%, 03/15/27

  

 

13,317,465

 

 
 3,702,000
  
    

Halozyme Therapeutics, Inc.*

0.250%, 03/01/27

  

 

3,391,661

 

 
 5,015,000
  
    

Insulet Corp.

0.375%, 09/01/26

  

 

6,946,176

 

 
 3,960,000
  
    

Integra LifeSciences Holdings Corp.

0.500%, 08/15/25

  

 

4,508,381

 

 
 8,035,000
  
    

Jazz Investments I, Ltd.

2.000%, 06/15/26

  

 

10,416,976

 

 
 6,925,000
  
    

NeoGenomics, Inc.

0.250%, 01/15/28

  

 

6,824,657

 

 
 4,220,000
  
    

Oak Street Health, Inc.*

0.000%, 03/15/26

  

 

4,469,233

 

 
 4,680,000
  
    

Omnicell, Inc.*

0.250%, 09/15/25

  

 

7,371,983

 

  7,755,000      

Pacira BioSciences, Inc. 0.750%, 08/01/25

     8,533,447  
     

 

 

 

        87,120,698  
     

 

 

 

    Industrials (3.7%)  
 
 6,350,000
  
    

Air Canadaµ

4.000%, 07/01/25

  

 

9,689,783

 

 
 4,600,000
  
    

Air Transport Services Group, Inc.

1.125%, 10/15/24

  

 

4,784,736

 

 
 1,015,000
  
    

Chart Industries, Inc.*µ

1.000%, 11/15/24

  

 

2,713,958

 

 
 7,440,000
  
    

JetBlue Airways Corp.*

0.500%, 04/01/26

  

 

7,358,532

 

  10,395,000      

John Bean Technologies Corp.*

0.250%, 05/15/26

     11,209,864  
  8,240,000      

Middleby Corp.*

1.000%, 09/01/25

     12,889,585  
  3,763,000      

Parsons Corp.*

0.250%, 08/15/25

     3,971,056  
  21,015,000      

Southwest Airlines Company

1.250%, 05/01/25

     30,877,339  
  5,805,000      

Sunrun, Inc.*^

0.000%, 02/01/26

     5,183,691  
 

 

See accompanying Notes to Schedule of Investments

 

9

Calamos Strategic Total Return Fund

SCHEDULE OF INVESTMENTS JULY 31, 2021 (UNAUDITED)

 

  PRINCIPAL

AMOUNT

       

 

     

 

  

VALUE

 
 14,800,000
  
    

Uber Technologies, Inc.*^

0.000%, 12/15/25

  

 

$     14,456,492

 

     

 

 

 

          103,135,036  
     

 

 

 

    Information Technology (4.5%)  
 
 3,382,000
  
    

Bill.com Holdings, Inc.*

0.000%, 12/01/25

  

 

4,915,805

 

 
 5,830,000
  
    

Coupa Software, Inc.µ

0.375%, 06/15/26

  

 

6,259,496

 

  2,015,000      

Datadog, Inc.µ

0.125%, 06/15/25

     2,796,074  
   

Enphase Energy, Inc.*

  
  5,945,000      

0.000%, 03/01/28

     6,029,776  
  2,629,000      

0.000%, 03/01/26

     2,650,374  
 
 1,355,000
  
    

Five9, Inc.

0.500%, 06/01/25

  

 

2,191,523

 

 
 5,040,000
  
    

Itron, Inc.*

0.000%, 03/15/26

  

 

5,163,530

 

 
 6,115,000
  
    

LivePerson, Inc.*

0.000%, 12/15/26

  

 

6,620,833

 

 
 13,000,000
  
    

Microchip Technology, Inc.^

0.125%, 11/15/24

  

 

14,267,110

 

 
 2,735,000
  
    

Nova Measuring Instruments, Ltd.*

0.000%, 10/15/25

  

 

3,863,707

 

 
 5,015,000
  
    

Okta, Inc.^

0.125%, 09/01/25

  

 

7,318,189

 

   

ON Semiconductor Corp.

  
  5,435,000      

0.000%, 05/01/27*

     5,783,927  
  4,695,000      

1.625%, 10/15/23

     9,107,126  
 
 3,520,000
  
    

Palo Alto Networks, Inc.

0.375%, 06/01/25

  

 

5,050,179

 

 
 7,590,000
  
    

Repay Holdings Corp.*

0.000%, 02/01/26

  

 

7,560,703

 

 
 7,650,000
  
    

RingCentral, Inc.

0.000%, 03/01/25

  

 

8,090,793

 

 
 4,981,000
  
    

Shift4 Payments, Inc.*

0.000%, 12/15/25

  

 

6,480,829

 

 
 1,542,000
  
    

Shopify, Inc.

0.125%, 11/01/25

  

 

2,033,235

 

 
 3,524,000
  
    

Silicon Laboratories, Inc.

0.625%, 06/15/25

  

 

4,786,085

 

 
 2,680,000
  
    

Square, Inc.*

0.000%, 05/01/26

  

 

3,049,036

 

 
 2,389,000
  
    

Wix.com, Ltd.*

0.000%, 08/15/25

  

 

2,610,699

 

 
 2,670,000
  
    

Workday, Inc.

0.250%, 10/01/22

  

 

4,322,863

 

 
 2,852,000
  
    

Zscaler, Inc.

0.125%, 07/01/25

  

 

4,765,407

 

     

 

 

 

        125,717,299  
     

 

 

 

    Materials (0.1%)  
 
 3,060,000
  
    

MP Materials Corp.*

0.250%, 04/01/26

  

 

3,313,827

 

     

 

 

 

    Real Estate (0.8%)  
 
 6,120,000
  
    

IH Merger Sub, LLC

3.500%, 01/15/22

  

 

10,948,741

 

 
 4,640,000
  
    

Pebblebrook Hotel Trust

1.750%, 12/15/26

  

 

5,206,869

 

  PRINCIPAL

AMOUNT

       

 

     

 

  

VALUE

 
 5,430,000
  
    

Redfin Corp.*

0.000%, 10/15/25

  

 

$       5,888,672

 

     

 

 

 

        22,044,282  
     

 

 

 

   

TOTAL CONVERTIBLE BONDS

(Cost $494,224,034)

  

 

  589,620,640

 

     

 

 

 

     

 

 

 

  BANK LOANS (2.3%) ¡  
    Airlines (0.1%)  
 
 990,000
  
    

AAdvantage Loyalty IP, Ltd.‡

5.500%, 04/20/28

3 mo. LIBOR + 4.75%

  

 

1,019,329

 

 
 1,496,250
  
    

United Airlines, Inc.‡

4.500%, 04/21/28

1 mo. LIBOR + 3.75%

  

 

1,500,836

 

     

 

 

 

        2,520,165  
     

 

 

 

    Communication Services (0.6%)  
 
 1,547,438
  
    

Clear Channel Outdoor Holdings, Inc.‡

3.629%, 08/21/26

3 mo. LIBOR + 3.50%

  

 

1,505,045

 

 
 884,250
  
    

CommScope, Inc.‡

3.342%, 04/06/26

1 mo. LIBOR + 3.25%

  

 

877,066

 

 
 767,555
  
    

Consolidated Communications, Inc.‡

4.250%, 10/02/27

1 mo. LIBOR + 3.50%

  

 

765,924

 

 
 589,523
  
    

CSC Holdings, LLC‡

2.593%, 04/15/27

1 mo. LIBOR + 2.50%

  

 

583,100

 

 
 3,350,000
  
    

DIRECTV Financing, LLC!

0.000%, 07/22/27

  

 

3,347,504

 

 
 1,860,338
  
    

Frontier Communications Corp.‡

4.500%, 05/01/28

3 mo. LIBOR + 3.75%

  

 

1,862,672

 

 
 870,000
  
    

Frontier Communications Corp.!

0.000%, 05/01/28

  

 

871,092

 

 
 1,033,468
  
    

iHeartCommunications, Inc.‡

3.092%, 05/01/26

1 mo. LIBOR + 3.00%

  

 

1,021,196

 

 
 2,791,100
  
    

Intelsat Jackson Holdings, SA@

8.625%, 01/02/24

  

 

2,847,424

 

 
 2,275,000
  
    

Intelsat Jackson Holdings, SA‡@

8.750%, 01/02/24

3 mo. PRIME + 5.50%

  

 

2,322,934

 

     

 

 

 

        16,003,957  
     

 

 

 

    Consumer Discretionary (0.5%)  
 
 595,000
  
    

At Home Group, Inc.!

0.000%, 06/24/28

  

 

595,744

 

 
 295,000
  
    

At Home Group, Inc.‡

4.750%, 06/24/28

3 mo. LIBOR + 4.25%

  

 

295,369

 

 
 1,243,750
  
    

Life Time Fitness, Inc.‡

5.750%, 12/16/24

3 mo. LIBOR + 4.75%

  

 

1,244,533

 

 
 1,739,590
  
    

Meredith Corp.‡

5.250%, 01/31/25

3 mo. LIBOR + 4.25%

  

 

1,778,374

 

 
 2,094,750
  
    

Petco Health and Wellness Company, Inc.‡

4.000%, 03/03/28

3 mo. LIBOR + 3.25%

  

 

2,088,036

 

 

 

See accompanying Notes to Schedule of Investments

 

10

Calamos Strategic Total Return Fund

SCHEDULE OF INVESTMENTS JULY 31, 2021 (UNAUDITED)

 

PRINCIPAL
AMOUNT		       

 

     

 

   VALUE
  2,390,000      

PetSmart, Inc.‡

4.500%, 02/12/28

6 mo. LIBOR + 3.75%

     $       2,392,091  
  894,458      

Rent-A-Center, Inc.‡
4.750%, 02/17/28
1 mo. LIBOR + 4.00%

     898,930  
  475,000      

Rent-A-Center, Inc.!

0.000%, 02/17/28

     477,375  
  1,091,500      

TKC Holdings, Inc.!

0.000%, 05/15/28

     1,080,247  
  300,700      

TKC Holdings, Inc.‡

6.500%, 05/15/28 3 mo.

LIBOR + 5.50%

     297,600  
  2,090,000      

WW International, Inc.‡
4.000%, 04/13/28

1 mo. LIBOR + 3.50%

     2,088,046  
     

 

 

 

        13,236,345  
     

 

 

 

    Consumer Staples (0.0%)  
  247,555      

United Natural Foods, Inc.‡

3.592%, 10/22/25

1 mo. LIBOR + 3.50%

     247,091  
     

 

 

 

    Energy (0.1%)  
  1,257,237      

Par Pacific Holdings, Inc.‡

6.870%, 01/12/26

3 mo. LIBOR + 6.75%

     1,250,957  
     

 

 

 

    Financials (0.1%)  
  2,450,000      

Jazz Financing Lux Sarl‡

4.000%, 05/05/28

1 mo. LIBOR + 3.50%

     2,456,125  
  303,595      

Level 3 Financing, Inc.‡

1.842%, 03/01/27

1 mo. LIBOR + 1.75%

     297,619  
     

 

 

 

        2,753,744  
     

 

 

 

    Health Care (0.4%)  
  2,797,293      

Amneal Pharmaceuticals, LLC‡

3.625%, 05/04/25

1 mo. LIBOR + 3.50%

     2,711,192  
  1,258,250      

Endo Luxembourg Finance

Company I Sarl‡

5.750%, 03/27/28

3 mo. LIBOR + 5.00%

     1,231,984  
  1,595,582      

Gentiva Health Services, Inc.‡

2.875%, 07/02/25
1 mo. LIBOR + 2.75%

     1,591,601  
  572,389      

Icon Luxembourg Sarl!

0.000%, 07/03/28

     571,877  
  448,305      

Icon Luxembourg Sarl‡

3.000%, 07/03/28

3 mo. LIBOR + 2.50%

     447,903  
  142,611      

Icon Luxembourg Sarl!

0.000%, 07/03/28

     142,484  
  111,695      

Icon Luxembourg Sarl‡

3.000%, 07/03/28

3 mo. LIBOR + 2.50%

     111,595  
  1,156,923      

Mallinckrodt International Finance, SA‡

6.000%, 09/24/24

6 mo. LIBOR + 5.25%

     1,127,762  
  1,340,000      

Padagis, LLC‡
5.250%, 07/06/28

3 mo. LIBOR + 4.75%

     1,344,188  
PRINCIPAL
AMOUNT		       

 

     

 

   VALUE
  2,634,456      

Team Health Holdings, Inc.‡

3.750%, 02/06/24

1 mo. LIBOR + 2.75%

     $       2,556,660  
     

 

 

 

        11,837,246  
     

 

 

 

    Industrials (0.3%)  
  600,000      

ACProducts, Inc.‡

4.750%, 05/05/28

6 mo. LIBOR + 4.25%

     597,048  
  745,000      

Air Canada!

0.000%, 07/28/28

     747,175  
  1,848,420      

Berry Global, Inc.‡

1.850%, 07/01/26
1 mo. LIBOR + 1.75%

     1,828,947  
  1,200,000      

BW Gas & Convenience Holdings,

LLC‡

4.000%, 03/17/28

1 mo. LIBOR + 3.50%

     1,203,000  
  1,224,547      

Dun & Bradstreet Corp.‡

3.336%, 02/06/26

1 mo. LIBOR + 3.25%

     1,215,742  
  894,280      

Granite Holdings US Acquisition

Company‡

4.147%, 09/30/26

3 mo. LIBOR + 4.00%

     894,280  
  759,229      

RegionalCare Hospital Partners

Holdings, Inc.‡

3.842%, 11/16/25

1 mo. LIBOR + 3.75%

     753,752  
  1,915,305      

Scientific Games International,

Inc.‡

2.842%, 08/14/24

1 mo. LIBOR + 2.75%

     1,889,640  
  303,037      

TransDigm, Inc.‡

2.342%, 12/09/25

1 mo. LIBOR + 2.25%

     298,085  
     

 

 

 

        9,427,669  
     

 

 

 

    Information Technology (0.2%)  
  750,000      

AP Core Holdings II, LLC!

0.000%, 07/21/27

     747,660  
  1,238,412      

Banff Merger Sub, Inc.‡

3.842%, 10/02/25

1 mo. LIBOR + 3.75%

     1,229,675  
  1,433,175      

Camelot U.S. Acquisition 1 Co.‡

3.092%, 10/30/26

1 mo. LIBOR + 3.00%

     1,421,172  
  800,975      

Camelot U.S. Acquisition 1 Co.‡

4.000%, 10/30/26

1 mo. LIBOR + 3.00%

     801,852  
  1,296,141      

VFH Parent LLC‡

3.085%, 03/01/26

1 mo. LIBOR + 3.00%

     1,288,501  
     

 

 

 

        5,488,860  
     

 

 

 

    Materials (0.0%)  
  869,000      

Innophos, Inc.‡

3.592%, 02/07/27

1 mo. LIBOR + 3.50%

     868,457  
     

 

 

 

   

TOTAL BANK LOANS

(Cost $63,804,016)

     63,634,491  
     

 

 

 

     

 

 

 

 

 

See accompanying Notes to Schedule of Investments

 

11

Calamos Strategic Total Return Fund

SCHEDULE OF INVESTMENTS JULY 31, 2021 (UNAUDITED)

 

NUMBER OF

SHARES

       

 

     

 

   VALUE
  CONVERTIBLE PREFERRED STOCKS (9.2%)  
    Communication Services (0.8%)

 

  18,160      

2020 Cash Mandatory

Exchangeable Trust*

5.250%, 06/01/23

     $     22,978,393  
     

 

 

 

    Consumer Discretionary (0.7%)  
  100,805      

Aptiv, PLC

5.500%, 06/15/23

     18,927,147  
     

 

 

 

    Energy (0.0%)  
  27      

Gulfport Energy Operating Corp.

10.000%, 08/30/21

15.00% PIK rate

     132,975  
     

 

 

 

    Financials (0.8%)  
  80,250      

AMG Capital Trust II
5.150%, 10/15/37

     4,720,064  
  430      

Bank of America Corp.µ‡‡
7.250%

     636,207  
  222,280      

KKR & Company, Inc.^

6.000%, 09/15/23

     18,458,131  
  2,083      

Prospect Capital Corp.

5.350%, 07/01/26

     51,304  
     

 

 

 

        23,865,706  
     

 

 

 

    Health Care (1.5%)  
  96,145      

Avantor, Inc.

6.250%, 05/15/22

     11,119,169  
  90,115      

Boston Scientific Corp.µ

5.500%, 06/01/23

     11,071,529  
  9,980      

Danaher Corp.µ

4.750%, 04/15/22

     19,887,645  
     

 

 

 

        42,078,343  
     

 

 

 

    Industrials (1.2%)  
  62,970      

Colfax Corp.µ

5.750%, 01/15/22

     11,673,379  
  180,605      

Stanley Black & Decker, Inc.^

5.250%, 11/15/22

     21,311,390  
     

 

 

 

        32,984,769  
     

 

 

 

    Information Technology (1.1%)

 

  19,390      

Broadcom, Inc.µ

8.000%, 09/30/22

     29,944,753  
     

 

 

 

    Utilities (3.1%)  
  91,020      

AES Corp.µ

6.875%, 02/15/24

     9,227,608  
  84,885      

CenterPoint Energy, Inc. (Warner

Media, LLC, Charter Communications Time, Inc.)µ§****
4.566%, 09/15/29

     5,634,836  
  170,935      

Dominion Energy, Inc.

7.250%, 06/01/22

     17,047,348  
  391,410      

DTE Energy Company

6.250%, 11/01/22

     20,079,333  
  142,970      

Essential Utilities, Inc.

6.000%, 04/30/22

     8,671,130  
   

NextEra Energy, Inc.

  
  382,660      

4.872%, 09/01/22

     22,488,928  

NUMBER OF

SHARES

       

 

     

 

   VALUE
  94,060      

6.219%, 09/01/23

     $       4,880,773  
     

 

 

 

        88,029,956  
     

 

 

 

   

TOTAL CONVERTIBLE
PREFERRED STOCKS

(Cost $202,229,395)

     258,942,042  
     

 

 

 

     

 

 

 

  COMMON STOCKS (84.6%)  
    Communication Services (9.3%)

 

  34,670      

Alphabet, Inc. - Class A^#

     93,419,355  
  10,635      

Alphabet, Inc. - Class C^#

     28,761,507  
  264,885      

AT&T, Inc.^~

     7,430,024  
  411,425      

Comcast Corp. - Class A^

     24,204,133  
  8,050      

Cumulus Media, Inc. - Class A#

     94,909  
  176,235      

Facebook, Inc. - Class A^#

     62,792,530  
  2      

Frontier Communications Parent,

Inc.#

     60  
  19,165      

Lumen Technologies, Inc.^

     238,988  
  32,360      

Netflix, Inc.#

     16,748,565  
  205,085    

EUR

  

Orange, SA

     2,282,418  
  149,335      

Walt Disney Company#

     26,285,947  
     

 

 

 

        262,258,436  
     

 

 

 

    Consumer Discretionary (10.1%)

 

  32,615      

Amazon.com, Inc.^#

     108,529,348  
  59,260      

Carnival Corp.#

     1,282,979  
  825,570      

Ford Motor Company#

     11,516,701  
  243,463      

General Motors Company#

     13,838,437  
  94,175      

Home Depot, Inc.^

     30,907,293  
  38,550      

Lennar Corp. - Class A

     4,053,533  
  69,245      

Lowe’s Companies, Inc.^

     13,342,819  
  62,500      

McDonald’s Corp.

     15,169,375  
  245,080      

MGM Resorts International^

     9,197,852  
  162,800      

NIKE, Inc. - Class B^

     27,270,628  
  44,300      

Royal Caribbean Cruises, Ltd.^#

     3,405,341  
  77,770      

Starbucks Corp.

     9,443,611  
  56,455      

Target Corp.

     14,737,578  
  14,925      

Tesla, Inc.^#

     10,256,460  
  143,900      

TJX Companies, Inc.^

     9,901,759  
     

 

 

 

        282,853,714  
     

 

 

 

    Consumer Staples (5.5%)  
  58,750      

Altria Group, Inc.

     2,822,350  
  459,960      

Coca-Cola Company^

     26,231,519  
  41,820      

Costco Wholesale Corp.

     17,970,890  
  250,885      

Mondelez International, Inc. - Class A

     15,870,985  
  112,795      

PepsiCo, Inc.

     17,703,175  
  147,500      

Philip Morris International, Inc.^

     14,763,275  
  203,745      

Procter & Gamble Company^

     28,978,651  
  86,605      

Sysco Corp.

     6,426,091  
  52,650      

Walgreens Boots Alliance, Inc.

     2,482,448  
  154,510      

Walmart, Inc.^

     22,025,401  
     

 

 

 

        155,274,785  
     

 

 

 

    Energy (3.5%)  
  4,679      

Bonanza Creek Energy, Inc.^

     180,001  
  475,000      

BP, PLC^

     11,485,500  
  47,998      

Calfrac Well Services, Ltd.#

     138,714  
  11,045      

Chaparral Energy, Inc. - Class A#

     419,710  
  3,547      

Chesapeake Energy Corp.

     191,715  
  237,650      

Chevron Corp.^

     24,195,147  
  5,556      

Denbury, Inc.#

     365,085  
  22,502      

Diamond Offshore Drilling, Inc.#

     133,324  
 

 

See accompanying Notes to Schedule of Investments

 

12

Calamos Strategic Total Return Fund

SCHEDULE OF INVESTMENTS JULY 31, 2021 (UNAUDITED)

 

NUMBER OF

SHARES

       

 

     

 

   VALUE
  52,035      

Energy Transfer, LP

     $          513,065  
  56,355      

Enterprise Products Partners, LP

     1,271,932  
  7,920      

EP Energy Corp.&#

     784,080  
  431,180      

Exxon Mobil Corp.

     24,823,033  
  7,987      

Gulfport Energy Operating Corp.#

     545,512  
  126,365      

Hess Corp.

     9,659,341  
  232,940      

Kinder Morgan, Inc.

     4,048,497  
  67,538      

Lonestar Resources US, Inc.#

     665,249  
  15,860      

Magellan Midstream Partners, LP

     739,076  
  100,220      

Marathon Petroleum Corp.

     5,534,149  
  2,737      

Oasis Petroleum, Inc.

     251,010  
  26,500      

Pioneer Natural Resources Company

     3,852,305  
  156,200      

Schlumberger, NV

     4,503,246  
  17,747      

Superior Energy Services, Inc.#

     692,133  
  26,500      

Targa Resources Corp.

     1,115,915  
  33,540      

Valero Energy Corp.

     2,246,174  
  18,259      

Weatherford International, PLC#

     318,437  
  4,278      

Whiting Petroleum Corp.#

     200,638  
  10,000      

Williams Companies, Inc.^

     250,500  
     

 

 

 

        99,123,488  
     

 

 

 

    Financials (10.4%)  
  35,430      

Affiliated Managers Group, Inc.^

     5,613,529  
  65,730      

American Express Company

     11,208,937  
  346,890      

American International Group, Inc.

     16,425,241  
  29,983      

Assurant, Inc.

     4,731,617  
  1,019,405      

Bank of America Corp.~

     39,104,376  
  71,870      

Bank of New York Mellon Corp.

     3,689,087  
  10,715      

BlackRock, Inc.

     9,291,727  
  132,485      

Charles Schwab Corp.^

     9,002,356  
  46,700      

Chubb, Ltd.^~

     7,880,158  
  344,010      

Citigroup, Inc.^

     23,261,956  
  125,000      

Discover Financial Services^

     15,540,000  
  51,500      

Goldman Sachs Group, Inc.^

     19,306,320  
  33,700      

Intercontinental Exchange, Inc.

     4,038,271  
  273,910      

JPMorgan Chase & Company

     41,574,060  
  226,225      

KeyCorp^

     4,447,584  
  132,475      

Marsh & McLennan Companies, Inc.

     19,502,969  
  290,930      

Morgan Stanley

     27,923,461  
  43,760      

Northern Trust Corp.

     4,938,316  
  157,631      

Starwood Property Trust, Inc.

     4,103,135  
  150,870      

US Bancorp

     8,379,320  
  288,350      

Wells Fargo & Company

     13,246,799  
     

 

 

 

        293,209,219  
     

 

 

 

    Health Care (10.0%)  
  139,700      

Abbott Laboratories~

     16,900,906  
  124,675      

AbbVie, Inc.

     14,499,702  
  55,690      

Agilent Technologies, Inc.^

     8,533,379  
  18,870      

Anthem, Inc.

     7,246,269  
  149,780      

Baxter International, Inc.

     11,585,483  
  151,745      

Bristol-Myers Squibb Company

     10,298,933  
  26,830      

CVS Health Corp.

     2,209,719  
  82,050      

Edwards Lifesciences Corp.#

     9,211,754  
  109,850      

Eli Lilly & Company

     26,748,475  
  48,980      

Gilead Sciences, Inc.

     3,344,844  
  26,400      

Humana, Inc.^

     11,242,704  
  10,420      

Intuitive Surgical, Inc.#

     10,331,013  
  176,230      

Johnson & Johnson^

     30,346,806  
  156,340      

Medtronic, PLC

     20,529,005  
  251,550      

Merck & Company, Inc.

     19,336,648  
  288,990      

Pfizer, Inc.

     12,371,662  
  20,295      

Stryker Corp.

     5,498,727  
  21,460      

Thermo Fisher Scientific, Inc.

     11,588,615  

NUMBER OF

SHARES

       

 

     

 

   VALUE
  105,000      

UnitedHealth Group, Inc.^

     $      43,283,100  
  26,610      

Vertex Pharmaceuticals, Inc.#

     5,364,044  
     

 

 

 

        280,471,788  
     

 

 

 

    Industrials (6.1%)  
  546,335      

Carrier Global Corp.

     30,185,009  
  967,920      

CSX Corp.^

     31,283,174  
  14,820      

FedEx Corp.

     4,148,859  
  836,550      

General Electric Company

     10,833,323  
  104,790      

Honeywell International, Inc.^

     24,498,854  
  92,435      

JB Hunt Transport Services, Inc.

     15,570,676  
  191,469      

McDermott International, Inc.#

     63,376  
  37,050      

Northrop Grumman Corp.

     13,449,891  
  334,130      

Raytheon Technologies Corp.^

     29,052,603  
  49,810      

Union Pacific Corp.

     10,896,436  
     

 

 

 

        169,982,201  
     

 

 

 

    Information Technology (25.8%)

 

  56,335      

Accenture, PLC - Class A

     17,896,503  
  35,170      

Adobe, Inc.#

     21,862,727  
  44,250      

Advanced Micro Devices, Inc.^#

     4,698,907  
  1,235,330      

Apple, Inc.^~

     180,185,234  
  322,615      

Applied Materials, Inc.

     45,143,517  
  247,515      

Cisco Systems, Inc.^

     13,704,906  
  117,815      

Fidelity National Information

Services, Inc.

     17,560,326  
  43,165      

Global Payments, Inc.

     8,348,543  
  49,985      

Lam Research Corp.

     31,860,939  
  125,850      

Marvell Technology, Inc.

     7,615,183  
  72,315      

Mastercard, Inc. - Class A

     27,909,251  
  158,425      

Micron Technology, Inc.#

     12,290,611  
  593,615      

Microsoft Corp.^~

     169,126,850  
  1,520,000      

Nokia Oyj^#

     9,241,600  
  221,780      

NVIDIA Corp.

     43,244,882  
  27,590      

PayPal Holdings, Inc.#

     7,601,873  
  66,010      

QUALCOMM, Inc.

     9,888,298  
  86,580      

salesforce.com, Inc.#

     20,946,299  
  21,845      

ServiceNow, Inc.#

     12,842,457  
  44,000      

Skyworks Solutions, Inc.

     8,118,440  
  85,550      

Taiwan Semiconductor

Manufacturing Company, Ltd.

(ADR)

     9,978,552  
  178,525      

Visa, Inc. - Class A^

     43,986,775  
     

 

 

 

        724,052,673  
     

 

 

 

    Materials (2.7%)  
  41,160      

Celanese Corp. - Class A~

     6,411,493  
  410,755      

Freeport-McMoRan, Inc.

     15,649,766  
  80,575      

Linde, PLC

     24,767,949  
  82,000      

Nucor Corp.

     8,529,640  
  96,625      

PPG Industries, Inc.

     15,800,120  
  20,585      

Vulcan Materials Company^

     3,705,094  
     

 

 

 

        74,864,062  
     

 

 

 

    Real Estate (1.2%)  
  70,930      

American Tower Corp.

     20,059,004  
  76,060      

Crown Castle International Corp.^

     14,686,426  
     

 

 

 

        34,745,430  
     

 

 

 

   

TOTAL COMMON STOCKS

(Cost $1,494,956,320)

     2,376,835,796  
     

 

 

 

     

 

 

 

 

 

See accompanying Notes to Schedule of Investments

 

13

Calamos Strategic Total Return Fund

SCHEDULE OF INVESTMENTS JULY 31, 2021 (UNAUDITED)

 

NUMBER OF

SHARES

       

 

     

 

   VALUE
  WARRANTS (0.0%) #  
    Energy (0.0%)  
  4,069      

Chesapeake Energy Corp.

02/09/26, Strike $32.13

     $          101,725  
  3,662      

Chesapeake Energy Corp.

02/09/26, Strike $27.63

     104,843  
  2,260      

Chesapeake Energy Corp.^

02/09/26, Strike $36.18

     48,726  
  6,263      

Denbury, Inc.

09/18/25, Strike $32.59

     208,120  
  2,279      

Denbury, Inc.

09/18/23, Strike $35.41

     68,256  
  57,470      

Mcdermott International, Ltd.

06/30/27, Strike $15.98

     6  
  51,723      

Mcdermott International, Ltd.

06/30/27, Strike $12.33

     5  
  47,885      

Tidewater, Inc.

11/14/42, Strike $0.01

     596,168  
  16,676      

Tidewater, Inc.

11/14/42, Strike $0.00

     207,616  
     

 

 

 

   

TOTAL WARRANTS

(Cost $5,139,246)

     1,335,465  
     

 

 

 

     

 

 

 

  EXCHANGE-TRADED FUNDS (0.6%)  
    Other (0.6%)  
  195,550      

iShares MSCI EAFE ETF^

     15,544,269  
  5,525      

iShares Preferred & Income

Securities ETF^

     217,796  
     

 

 

 

   

TOTAL EXCHANGE-TRADED

FUNDS

(Cost $13,484,963)

     15,762,065  
     

 

 

 

     

 

 

 

  PREFERRED STOCKS (0.5%)  
    Communication Services (0.1%)  
  8,482      

AT&T, Inc.^

4.750%, 02/18/25

     224,518  
  5,000      

AT&T, Inc.^

5.350%, 11/01/66

     132,500  
  20,000      

Qwest Corp.^

6.500%, 09/01/56

     507,200  
  58,050      

United States Cellular Corp.

6.250%, 09/01/69

     1,612,629  
     

 

 

 

        2,476,847  
     

 

 

 

    Consumer Discretionary (0.1%)  
  4,000      

Ford Motor Company^

6.200%, 06/01/59

     111,040  
  8,177      

Guitar Center, Inc.

     929,112  
  6,705      

Qurate Retail, Inc.

8.000%, 03/15/31

     727,358  
     

 

 

 

        1,767,510  
     

 

 

 

    Energy (0.1%)  
  12,420      

Energy Transfer, LP‡

7.625%, 08/15/23

3 mo. USD LIBOR + 4.74%

     314,971  
  82,205      

NuStar Energy, LP‡

7.625%, 06/15/22

3 mo. USD LIBOR + 5.64%

     1,915,377  

NUMBER OF

SHARES

       

 

     

 

   VALUE
  31,109      

NuStar Energy, LP‡

8.500%, 12/15/21

3 mo. USD LIBOR + 6.77%

     $          783,636  
  55,975      

NuStar Logistics, LP‡

6.860%, 01/15/43

3 mo. USD LIBOR + 6.73%

     1,414,488  
     

 

 

 

        4,428,472  
     

 

 

 

    Financials (0.2%)  
  6,000      

Affiliated Managers Group, Inc.^

4.750%, 09/30/60

     160,320  
  5,970      

Annaly Capital Management,

Inc.^‡

6.950%, 09/30/22

3 mo. USD LIBOR + 4.99%

     155,817  
  11,779      

Arch Capital Group, Ltd.

5.250%, 09/29/21

     298,244  
  3,000      

B Riley Financial, Inc.

6.000%, 01/31/28

     79,770  
  5,617      

Bank of America Corp.

4.375%, 11/03/25

     146,491  
  7,000      

Brookfield Finance, Inc.

4.625%, 10/16/80

     179,760  
  8,000      

CIT Group, Inc.^

5.625%, 12/15/24

     213,360  
  8,775      

CNO Financial Group, Inc.

5.125%, 11/25/60

     240,874  
  5,206      

Cullen/Frost Bankers, Inc.^

4.450%, 12/15/25

     137,438  
  2,413      

First Republic Bank/CA^

4.125%, 10/30/25

     61,001  
  2,750      

Fulton Financial Corp.^

5.125%, 01/15/26

     74,938  
  9,355      

KeyCorp

5.650%, 12/15/23

     258,292  
  5,735      

Legg Mason, Inc.^

5.450%, 09/15/56

     144,867  
  11,550      

Morgan Stanley
4.875%, 01/15/25

     314,044  
  5,400      

Oaktree Capital Group, LLC^

6.550%, 09/15/23

     151,362  
  8,500      

Prudential Financial, Inc.^

4.125%, 09/01/60

     223,125  
  12,000      

Selective Insurance Group, Inc.^

4.600%, 12/15/25

     312,600  
  3,006      

Signature Bank/New York NY

5.000%, 12/30/25

     79,088  
  5,250      

Spirit Realty Capital, Inc.

6.000%, 10/03/22

     137,708  
  10,840      

Truist Financial Corp.

4.750%, 09/01/25

     287,585  
  6,345      

US Bancorp^

3.750%, 01/15/26

     158,498  
  12,350      

W R Berkley Corp.

5.100%, 12/30/59

     338,266  
  23,990      

Wells Fargo & Company^

4.750%, 03/15/25

     628,298  
     

 

 

 

        4,781,746  
     

 

 

 

    Industrials (0.0%)  
  6,250      

Air Lease Corp.^‡

6.150%, 03/15/24

3 mo. USD LIBOR + 3.65%

     170,500  
  2,500      

Brookfield Finance I UK, PLC

4.500%, 11/24/25

     63,550  
 

 

See accompanying Notes to Schedule of Investments

 

14

Calamos Strategic Total Return Fund

SCHEDULE OF INVESTMENTS JULY 31, 2021 (UNAUDITED)

 

NUMBER OF

SHARES

       

 

     

 

   VALUE
  3,750      

QVC, Inc.

6.250%, 11/26/68

     $          98,400  
  2,555      

WESCO International, Inc.‡

10.625%, 06/22/25

5 year CMT + 10.33%

     79,333  
     

 

 

 

        411,783  
     

 

 

 

    Real Estate (0.0%)  
  5,180      

American Homes 4 Rent^

6.250%, 09/19/23

     143,745  
  7,275      

Brookfield Property Partners, LP

5.750%, 03/31/25

     178,165  
  5,000      

Brookfield Property Partners, LP

6.375%, 09/30/24

     127,150  
  5,400      

EPR Properties

5.750%, 11/30/22

     138,024  
  5,710      

Global Net Lease, Inc.

6.875%, 11/26/24

     153,256  
  11,000      

Kimco Realty Corp.^

5.250%, 12/20/22

     295,790  
  3,880      

Public Storage^

4.625%, 06/17/25

     108,019  
     

 

 

 

        1,144,149  
     

 

 

 

    Utilities (0.0%)  
  5,000      

Algonquin Power & Utilities Corp.‡

6.875%, 10/17/78

3 mo. USD LIBOR + 3.68%

     139,000  
  6,000      

Brookfield Renewable Partners,

LP

5.250%, 03/31/25

     157,020  
  5,100      

DTE Energy Company

5.250%, 12/01/77

     134,946  
     

 

 

 

        430,966  
     

 

 

 

   

TOTAL PREFERRED STOCKS

(Cost $14,933,760)

     15,441,473  
     

 

 

 

     

 

 

 

NUMBER OF
CONTRACTS/
NOTIONAL
AMOUNT		       

 

     

 

   VALUE
  PURCHASED OPTIONS (0.2%) #  
    Consumer Discretionary (0.0%)

 

   

Tesla, Inc.

  
 

 160

10,995,200

  

 

    

Call, 01/21/22, Strike $750.00

  

 

1,197,200

 

 

 150

10,308,000

  

 

    

Call, 09/17/21, Strike $850.00

  

 

102,375

 

     

 

 

 

        1,299,575  
     

 

 

 

    Other (0.2%)  
 

 155

68,126,530

  

 

    

S&P 500 Index

Put, 09/30/21, Strike $4,000.00

  

 

561,100

 

    S&P 500 Index  
 

 150

65,928,900

  

 

    

Put, 12/31/21, Strike $4,050.00

  

 

1,615,500

 

 

 135

59,336,010

  

 

    

Put, 12/31/21, Strike $4,300.00

  

 

2,224,800

 

     

 

 

 

        4,401,400  
     

 

 

 

   

TOTAL PURCHASED OPTIONS

(Cost $9,027,269)

     5,700,975  
     

 

 

 

     

 

 

 

  

 

       

 

     

 

   VALUE
 
 TOTAL INVESTMENTS (134.9%)
    (Cost $2,741,335,096)		   $ 3,790,568,999  
     

 

 

 

     

 

 

 

 
 MANDATORY REDEEMABLE PREFERRED
SHARES, AT LIQUIDATION VALUE (-8.6%)		     (242,000,000 ) 
     

 

 

 

 

LIABILITIES, LESS OTHER ASSETS (-26.3%)

     (738,193,007 ) 
     

 

 

 

 

NET ASSETS (100.0%)

   $ 2,810,375,992  
     

 

 

 

     

 

 

 

NUMBER OF
CONTRACTS/
NOTIONAL
AMOUNT		       

 

     

 

   VALUE
  WRITTEN OPTIONS (0.0%) #  
    Consumer Discretionary (0.0%)  
   

Tesla, Inc.

  
 

 160

10,995,200

  

 

    

Put, 01/21/22, Strike $500.00

  

 

(452,400

) 

 

 150

10,308,000

  

 

    

Put, 09/17/21, Strike $600.00

  

 

(252,750

) 

     

 

 

 

        (705,150 ) 
     

 

 

 

    Information Technology (0.0%)  
 

 450

12,398,850

  

 

    

Paypal Holdings, Inc.

Put, 09/17/21, Strike $270.00

  

 

(402,750

) 

     

 

 

 

   

TOTAL WRITTEN OPTIONS

(Premium $1,483,905)

     (1,107,900 ) 
     

 

 

 

     

 

 

 

NOTES TO SCHEDULE OF INVESTMENTS

*   Securities issued and sold pursuant to a Rule 144A transaction are excepted from the registration requirement of the Securities Act of 1933, as amended. These securities may only be sold to qualified institutional buyers (“QIBs”), such as the Fund. Any resale of these securities must generally be effected through a sale that is registered under the Act or otherwise exempted from such registration requirements.

µ

   Security, or portion of security, is held in a segregated account as collateral for note payable aggregating a total value of $148,436,821.

^

   Security, or portion of security, is on loan.

@

   In default status and considered non-income producing.

‡

   Variable rate security. The rate shown is the rate in effect at July 31, 2021.

&

   Illiquid security.

~

   Security, or portion of security, is segregated as collateral (or potential collateral for future transactions) for written options. The aggregate value of such securities is $11,537,794.

¡

   Bank loans generally are subject to mandatory and/or optional prepayment. As a result, the actual remaining maturity of bank loans may be substantially less than the stated maturities shown.

!

   This position represents an unsettled loan commitment at period end. Certain details associated with this purchase are not known prior to the settlement date, including coupon rate, which will be adjusted on settlement date.

‡‡

   Perpetual maturity.

§

   Securities exchangeable or convertible into securities of one or more entities that are different than the issuer. Each entity is identified in the parenthetical.
 

 

See accompanying Notes to Schedule of Investments

 

15

Calamos Strategic Total Return Fund

SCHEDULE OF INVESTMENTS JULY 31, 2021 (UNAUDITED)

 

 

 

**

  

Step coupon security. Coupon changes periodically based upon a predetermined schedule. The rate shown is the rate in effect at July 31, 2021.

#

  

Non-income producing security.

 

FOREIGN CURRENCY ABBREVIATION
EUR    European Monetary Unit

Note: The date on options represents the expiration date of the option contract. The option contract may be exercised at any date on or before the date shown.

 

 

See accompanying Notes to Schedule of Investments

 

16

Note 1 – Organization and Significant Accounting Policies

Organization. Calamos Strategic Total Return Fund (the “Fund”) was organized as a Delaware statutory trust on December 31, 2003 and is registered under the Investment Company Act of 1940 (the “1940 Act”) as a diversified, closed-end management investment company. The Fund commenced operations on March 26, 2004.

Significant Accounting Policies. The Schedule of Investments has been prepared in conformity with accounting principles generally accepted in the United States of America (U.S. GAAP). The Fund is considered an investment company under U.S. GAAP and follows the accounting and reporting guidance applicable to investment companies. The following summarizes the significant accounting policies of the Fund:

In March 2017, the Financial Accounting Standards Board (“FASB”) issued ASU No. 2017-08, Receivables – Nonrefundable Fees and Other Costs (Subtopic 310-20): Premium Amortization on Purchased Callable Debt Securities (“ASU 2017-08”). ASU 2017-08 shortens the amortization period for certain callable debt securities held at a premium. The Fund adopted ASU2017-08 as of November 1, 2019, with no material impact on the Fund’s Schedule of Investments.

Fund Valuation. The valuation of the Fund’s investments is in accordance with policies and procedures adopted by and under the ultimate supervision of the board of trustees.

Fund securities that are traded on U.S. securities exchanges, except option securities, are valued at the official closing price, which is the last current reported sales price on its principal exchange at the time each Fund determines its net asset value (“NAV”). Securities traded in the over-the-counter market and quoted on The NASDAQ Stock Market are valued at the NASDAQ Official Closing Price, as determined by NASDAQ, or lacking a NASDAQ Official Closing Price, the last current reported sale price on NASDAQ at the time the Fund determines its NAV. When a last sale or closing price is not available, equity securities, other than option securities, that are traded on a U.S. securities exchange and other equity securities traded in the over-the-counter market are valued at the mean between the most recent bid and asked quotations on its principal exchange in accordance with guidelines adopted by the board of trustees. Each option security traded on a U.S. securities exchange is valued at the mid-point of the consolidated bid/ask quote for the option security, also in accordance with guidelines adopted by the board of trustees. Each over-the-counter option that is not traded through the Options Clearing Corporation is valued either by an independent pricing agent approved by the board of trustees or based on a quotation provided by the counterparty to such option under the ultimate supervision of the board of trustees.

Fixed income securities, bank loans, certain convertible preferred securities, and non-exchange traded derivatives are normally valued by independent pricing services or by dealers or brokers who make markets in such securities. Valuations of such fixed income securities, bank loans, certain convertible preferred securities, and non-exchange traded derivatives consider yield or price of equivalent securities of comparable quality, coupon rate, maturity, type of issue, trading characteristics and other market data and do not rely exclusively upon exchange or over-the-counter prices.

Trading on European and Far Eastern exchanges and over-the-counter markets is typically completed at various times before the close of business on each day on which the New York Stock Exchange (“NYSE”) is open. Each security trading on these exchanges or in over-the-counter markets may be valued utilizing a systematic fair valuation model provided by an independent pricing service approved by the board of trustees. The valuation of each security that meets certain criteria in relation to the valuation model is systematically adjusted to reflect the impact of movement in the U.S. market after the foreign markets close. Securities that do not meet the criteria, or that are principally traded in other foreign markets, are valued as of the last reported sale price at the time the Fund determines its NAV, or when reliable market prices or quotations are not readily available, at the mean between the most recent bid and asked quotations as of the close of the appropriate exchange or other designated time. Trading of foreign securities may not take place on every NYSE business day. In addition, trading may take place in various foreign markets on Saturdays or on other days when the NYSE is not open and on which the Fund’s NAV is not calculated.

If the pricing committee determines that the valuation of a security in accordance with the methods described above is not reflective of a fair value for such security, the security is valued at a fair value by the pricing committee, under the ultimate supervision of the board of trustees, following the guidelines and/or procedures adopted by the board of trustees.

The Fund also may use fair value pricing, pursuant to guidelines adopted by the board of trustees and under the ultimate supervision of the board of trustees, if trading in the security is halted or if the value of a security it holds is materially affected by events occurring before the Fund’s pricing time but after the close of the primary market or exchange on which the security is listed. Those procedures may utilize valuations furnished by pricing services approved by the board of trustees, which may be based on market transactions for comparable securities and various relationships between securities that are generally recognized by institutional traders, a computerized matrix system, or appraisals derived from information concerning the securities or similar securities received from recognized dealers in those securities.

When fair value pricing of securities is employed, the prices of securities used by a Fund to calculate its NAV may differ from market quotations or official closing prices. There can be no assurance that the Fund could purchase or sell a portfolio security at the price used to calculate the Fund’s net asset value (“NAV”).

Foreign Currency Translation. Values of investments and other assets and liabilities denominated in foreign currencies are translated into U.S. dollars using a rate quoted by a major bank or dealer in the particular currency market, as reported by a recognized quotation dissemination service.

Option Transactions. For hedging and investment purposes, the Fund may purchase or write (sell) put and call options. One of the risks associated with purchasing an option is that the Fund pays a premium whether or not the option is exercised. Additionally, the Fund bears the risk of loss of premium and change in value should the counterparty not perform under the contract. The Fund as writer of an option bears the market risk of an unfavorable change in the price of the security underlying the written option.

Note 2 – Investments

The cost basis of investments for federal income tax purposes at July 31, 2021 was as follows*:

 

Cost basis of investments

         $ 2,739,851,191

Gross unrealized appreciation

         1,197,021,779

Gross unrealized depreciation

           (147,411,871 )

Net unrealized appreciation (depreciation)

         $ 1,049,609,908

* Because tax adjustments are calculated annually, the above table does not reflect tax adjustments. For the previous fiscal year’s federal income tax information, please refer to the Notes to Financial Statements section in the Fund’s most recent semi-annual or annual report.

Note 3 – Mandatory Redeemable Preferred Shares

On September 6, 2017, the Fund issued 9,680,000 mandatory redeemable preferred shares (“MRPS”) with an aggregate liquidation preference of $242.0 million. Offering costs incurred by the Fund in connection with the MRPS issuance are aggregated with the outstanding liability and are being amortized to Interest expense and amortization of offering costs on Mandatory Redeemable Preferred Shares over the respective life of each series of MRPS and shown in the Statement of Operations.

The MRPS are divided into three series with different mandatory redemption dates and dividend rates. The table below summarizes the key terms of each series of the MRPS at July 31, 2021.

 

Series   Term
Redemption Date  		   Dividend Rate     Shares (000’s)     Liquidation Preference Per Share     Aggregate Liquidation Preference  

Series A 

   9/06/22   3.70%   3,220   $25   $80,500,000

Series B 

   9/06/24   4.00%   3,220   $25   $80,500,000

Series C 

   9/06/27   4.24%   3,240   $25   $81,000,000
                Total   $242,000,000

The MRPS are not listed on any exchange or automated quotation system. The MRPS are considered debt of the issuer; therefore, the liquidation preference, which approximates fair value of the MRPS, is recorded as a liability in the Statement of Assets and Liabilities net of deferred offering costs. The MRPS are categorized as Level 2 within the fair value hierarchy.

Previously, the MRPS had been assigned a rating of “AA” by Fitch Ratings, Inc. (“Fitch”). As of December 17, 2020, Kroll Bond Rating Agency LLC (“Kroll”) replaced Fitch as the rating agency for the MRPS. The MRPS have been assigned a rating of `AA-’ by Kroll. If the ratings of the MRPS are downgraded, the Fund’s dividend expense may increase, as described below.

Holders of MRPS are entitled to receive monthly cumulative cash dividends payable on the first business day of each month. The MRPS currently are rated “AA-” by Kroll. If on the first day of a monthly dividend period the MRPS of any class are rated lower than “A” by Fitch (or lower than the equivalent of such rating by any other rating agency providing a rating pursuant to the request of the Fund, such as Kroll), the dividend rate for such period shall be increased by 0.5%, 2.0% or 4.0% according to an agreed upon schedule. The MRPS’ dividend rate is also subject to increase during periods when the Fund has not made timely payments to MRPS holders and/or the MRPS do not have a current credit rating, subject to various terms and conditions. Dividends accrued and paid to the shareholders of MRPS are included in “Interest expense and amortization of offering costs on Mandatory Redeemable Preferred Shares” within the Statement of Operations.

The MRPS rank junior to the Fund’s borrowings under the SSB Agreement and senior to the Fund’s outstanding common stock. The Fund may, at its option, subject to various terms and conditions, redeem the MRPS, in whole or in part, at the liquidation preference amount plus all accumulated but unpaid dividends, plus a make whole premium equal to the discounted value of the remaining scheduled payments. Each class of MRPS is subject to mandatory redemption on the term redemption date specified in the table above. Periodically, the Fund is subject to an overcollateralization test based on applicable rating agency criteria (the “OC Test”) and an asset coverage test with respect to its outstanding senior securities (the “AC Test”). The Fund may be required to redeem MRPS before their term redemption date if it does not comply with one or both tests. So long as any MRPS are outstanding, the Fund may not declare, pay or set aside for payment cash dividends or other distributions on shares of its common stock unless (1) the Fund has satisfied the OC Test on at least one testing date in the preceding 65 days, (2) immediately after such transaction, the Fund would comply with the AC Test, (3) full cumulative dividends on the MRPS due on or prior to the date of such transaction have been declared and paid and (4) the Fund has redeemed all MRPS required to have been redeemed on such date or has deposited funds sufficient for such redemption, subject to certain grace periods and exceptions.    

Except as otherwise required pursuant to the Fund’s governing documents or applicable law, the holders of the MRPS have one vote per share and vote together with the holders of common stock of the Fund as a single class except on matters affecting only the holders of MRPS or the holders of common stock. Pursuant to the 1940 Act, holders of the MRPS have the right to elect at least two trustees of the Fund, voting separately as a class. Except during any time when the Fund has failed to make a dividend or redemption payment in respect of MRPS outstanding, the holders of MRPS have agreed to vote in accordance with the recommendation of the board of trustees on any matter submitted to them for their vote or to the vote of shareholders of the Fund generally.


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