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Form NPORT-P IVY FUNDS For: Mar 31

May 19, 2022 4:48 PM EDT

  
    NPORT-P
    false
    
      
      
        
          0000883622
          XXXXXXXX
        
      
      
      
      
        S000051065
        C000160883
        C000160882
        C000160881
        C000160885
        C000160884
      
      
    
  
  
    
      IVY FUNDS
      811-06569
      0000883622
      UJ5MWG3K37CY01MVRY13
      6300 LAMAR AVE
      OVERLAND PARK
      
      66202
      9132362000
      Delaware Ivy Strategic Income Fund
      S000051065
      5493004G8WU6FXUCVD08
      2022-09-30
      2022-03-31
      N
    
    
      273107124.44
      16292769.87
      256814354.57
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      
        
          EUR
          
          
        
        
          USD
          
          
        
      
      
      
      
        
        
        
        
        
        
        
        
        
        
        
      
      
        
          
            ACMBS
          
          
            AMBS
          
          
            UST
          
        
      
      
        
          
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        CONSENSUS CLOUD SOLUTION
        N/A
        Consensus Cloud Solutions Inc
        20848VAB1
        
          
          
        
        233000.00000000
        PA
        USD
        231971.31000000
        0.090326457953
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO DE CREDITO DEL PER
        549300EQYQ8SCQZ4BY14
        Banco de Credito del Peru S.A.
        05990GAA3
        
          
          
        
        550000.00000000
        PA
        USD
        559069.50000000
        0.217694022959
        Long
        DBT
        CORP
        PE
        N
        
        2
        
          2023-04-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOSS CREEK RESOURCES HLD
        54930037SLMSPWKYIX36
        Moss Creek Resources Holdings Inc
        61965RAA3
        
          
          
        
        601000.00000000
        PA
        USD
        552337.03000000
        0.215072491148
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIRECTV FIN LLC/COINC
        N/A
        Directv Financing LLC / Directv Financing Co-Obligor Inc
        25461LAA0
        
          
          
        
        390000.00000000
        PA
        USD
        384179.25000000
        0.149594149689
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLICA ORIENT URUGUAY
        549300RDR012H2V82H43
        Uruguay Government International Bond
        760942AZ5
        
          
          
        
        600000.00000000
        PA
        USD
        618756.00000000
        0.240935130373
        Long
        DBT
        NUSS
        UY
        N
        
        2
        
          2024-08-14
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMMIT DIGITEL INFRASTR
        3358004TNI1SSIQ9BQ37
        Summit Digitel Infrastructure Pvt Ltd
        86608CAA6
        
          
          
        
        700000.00000000
        PA
        USD
        604328.13000000
        0.235317114968
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2031-08-12
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CEC1
        
          
          
        
        260000.00000000
        PA
        USD
        253073.44000000
        0.098543338990
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-02-28
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CITADEL FINANCE LLC
        549300BQL283NCR7P163
        Citadel Finance LLC
        17287HAA8
        
          
          
        
        800000.00000000
        PA
        USD
        764193.20000000
        0.297566388483
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-09
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GWV2
        
          
          
        
        700000.00000000
        PA
        USD
        706077.05000000
        0.274936753898
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-23
          Fixed
          3.81400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38379QZ73
        
          
        
        31276.20000000
        PA
        USD
        31384.81000000
        0.012220816103
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-04-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHWEST FIBER LLC/NORT
        N/A
        Northwest Fiber LLC / Northwest Fiber Finance Sub Inc
        667449AC6
        
          
          
        
        197000.00000000
        PA
        USD
        173331.75000000
        0.067493014668
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        REPUBLIC OF COLOMBIA
        549300MHDRBVRF6B9117
        Colombia Government International Bond
        195325DS1
        
          
          
        
        200000.00000000
        PA
        USD
        169600.00000000
        0.066039922216
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2031-04-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AZUL INVESTMENTS LLP
        549300C6XNC8IDH04C74
        Azul Investments LLP
        05502FAC2
        
          
          
        
        200000.00000000
        PA
        USD
        168846.00000000
        0.065746324921
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-06-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        ANGLOGOLD HOLDINGS PLC
        213800745ZIXC4L6A131
        AngloGold Ashanti Holdings PLC
        03512TAE1
        
          
          
        
        350000.00000000
        PA
        USD
        327930.75000000
        0.127691752491
        Long
        DBT
        CORP
        IM
        
        N
        
        2
        
          2030-10-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HESS MIDSTREAM OPERATION
        N/A
        Hess Midstream Operations LP
        428102AE7
        
          
          
        
        143000.00000000
        PA
        USD
        135177.90000000
        0.052636426895
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US RENAL CARE INC
        54930058SS5MF69JGN89
        US Renal Care Inc
        07335BAA4
        
          
          
        
        851000.00000000
        PA
        USD
        811939.10000000
        0.316157989439
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          10.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        B2W DIGITAL LUX SARL
        222100KMO43GQ28M6N31
        B2W Digital Lux Sarl
        05609AAA9
        
          
          
        
        200000.00000000
        PA
        USD
        172546.00000000
        0.067187054356
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2030-12-20
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PILGRIM'S PRIDE CORP
        549300ZSLGV64ZL3HD75
        Pilgrim's Pride Corp
        72147KAF5
        
          
          
        
        433000.00000000
        PA
        USD
        401447.29000000
        0.156318088477
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LSF11 A5 HOLDCO LLC
        254900FPK7P5WNA66Y10
        LSF11 A5 HoldCo LLC
        50216YAB6
        
          
          
        
        250000.00000000
        PA
        USD
        246666.75000000
        0.096048661459
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-10-13
          Floating
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HARVEST OPERATIONS CORP
        B1EEF6ML54YDWRC6ZK53
        Harvest Operations Corp
        41754WAT8
        
          
          
        
        250000.00000000
        PA
        USD
        240193.28000000
        0.093527980708
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2024-04-26
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KALLPA GENERACION SA
        549300NG1PWEI5BZG095
        Kallpa Generacion SA
        48344FAA8
        
          
          
        
        1000000.00000000
        PA
        USD
        1029250.00000000
        0.400775884090
        Long
        DBT
        CORP
        PE
        N
        
        2
        
          2026-05-24
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIG INTL FIN/DIG INTL HL
        N/A
        Digicel International Finance Ltd/Digicel international Holdings Ltd
        25381XAA1
        
          
          
        
        316497.00000000
        PA
        USD
        315411.42000000
        0.122816896480
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2024-05-25
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBO COMMUNICACOES PART
        52990054HEKS017PVR75
        Globo Comunicacao e Participacoes SA
        37959DAB0
        
          
          
        
        200000.00000000
        PA
        USD
        177121.00000000
        0.068968496833
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2030-01-22
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUERTO RICO CMWLTH
        549300X44HXPLJU48U63
        Commonwealth of Puerto Rico
        74514L2S5
        
          
        
        865000.00000000
        PA
        USD
        876893.75000000
        0.341450442467
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2022-06-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HAT HOLDINGS I LLC/HAT
        N/A
        HAT Holdings I LLC / HAT Holdings II LLC
        418751AE3
        
          
          
        
        87000.00000000
        PA
        USD
        82770.50000000
        0.032229701543
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE OF ISRAEL
        213800T8ZHTFZIBYPE21
        Israel Government International Bond
        46513JB34
        
          
          
        
        700000.00000000
        PA
        USD
        694085.70000000
        0.270267486084
        Long
        DBT
        NUSS
        IL
        N
        
        2
        
          2030-07-03
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUERTO RICO CMWLTH
        549300X44HXPLJU48U63
        Commonwealth of Puerto Rico
        74514L2T3
        
          
        
        700000.00000000
        PA
        USD
        694750.00000000
        0.270526155425
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2022-06-01
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        EUR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        1701.46000000
        0.000662525271
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            -1000000.00000000
            EUR
            1109935.00000000
            USD
            2022-05-20
            1701.46000000
          
        
        
          N
          N
          N
        
      
      
        MOZART DEBT MERGER SUB
        N/A
        Mozart Debt Merger Sub Inc
        62482BAB8
        
          
          
        
        103000.00000000
        PA
        USD
        95887.85000000
        0.037337418369
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        SOVOS COMPLIANCE LLC
        549300M9XYG5WP2QHH07
        Sovos Compliance LLC
        84611YAB6
        
          
          
        
        212651.97150000
        PA
        USD
        212651.97000000
        0.082803770979
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-08-12
          Floating
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STAPLES INC
        XQM2JINI1UL7642TU573
        Staples Inc
        855030AN2
        
          
          
        
        1435000.00000000
        PA
        USD
        1395107.00000000
        0.543235600025
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERTZ CORP/THE
        549300PD0C69OJ0NLB27
        Hertz Corp/The
        42804VBC4
        
          
          
        
        39644.01290000
        PA
        USD
        39425.97000000
        0.015351933915
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-06-30
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GUSAP III LP
        549300WY05UJ7WTHIN64
        GUSAP III LP
        36258GAA5
        
          
          
        
        900000.00000000
        PA
        USD
        904509.00000000
        0.352203443422
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-01-21
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INRETAIL SHOPPIN
        254900340JT2D5SHMA49
        InRetail Shopping Malls
        45780UAB0
        
          
          
        
        600000.00000000
        PA
        USD
        600711.36000000
        0.233908794158
        Long
        DBT
        CORP
        PE
        N
        
        2
        
          2028-04-03
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        ORBIA ADVANCE CORP SAB
        549300MVHZ20SBIOEQ79
        Orbia Advance Corp SAB de CV
        59284BAF5
        
          
          
        
        1200000.00000000
        PA
        USD
        1202286.00000000
        0.468153737750
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2027-10-04
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LITHIA MOTORS INC
        SE8N1EZEHPZQBCBVKD53
        Lithia Motors Inc
        536797AF0
        
          
          
        
        162000.00000000
        PA
        USD
        156858.12000000
        0.061078408277
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAN MIGUEL INDUSTRIAS
        N/A
        SAN Miguel Industrias Pet SA / NG PET R&P Latin America SA
        79911QAA2
        
          
          
        
        450000.00000000
        PA
        USD
        405859.50000000
        0.158036142753
        Long
        DBT
        CORP
        PE
        N
        
        2
        
          2028-08-02
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        JPY CALL VERSUS AUD PUT
        000000000
        
          
        
        7780000.00000000
        NC
        
        24428.16000000
        0.009511991664
        N/A
        DFE
        CORP
        US
        
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Put
            Purchased
            
              
                
                  
                    J.P. MORGAN SECURITIES LLC
                    ZBUT11V806EZRVTWT807
                  
                  
                    J.P. MORGAN SECURITIES LLC
                    ZBUT11V806EZRVTWT807
                    JPY CALL VERSUS AUD PUT
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  JPY
                  N/A
                  AUD
                  2022-08-23
                
              
            
            7780000.00000000
            USD
            78.00000000
            AUD
            2022-08-23
            XXXX
            -58218.90000000
          
        
        
          N
          N
          N
        
      
      
        BANCO DEL ESTADO -CHILE
        5493004R4EJC0W0XVQ72
        Banco del Estado de Chile
        05965MAG8
        
          
          
        
        1300000.00000000
        PA
        USD
        1291367.61000000
        0.502840899280
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2025-01-09
          Fixed
          2.70400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABERTIS FINANCE BV
        5493007WHKI5H75YJ358
        Abertis Infraestructuras Finance BV
        000000000
        
          
          
        
        800000.00000000
        PA
        
        868300.05000000
        0.338104173130
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          N/A
          Fixed
          3.24800000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        FIRST ABU DHABI BANK PJS
        2138002Y3WMK6RZS8H90
        First Abu Dhabi Bank PJSC
        000000000
        
          
          
        
        200000.00000000
        PA
        USD
        199000.00000000
        0.077487880431
        Long
        DBT
        CORP
        AE
        N
        
        2
        
          N/A
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCR CORP
        549300YKTY8JX1DV2R67
        NCR Corp
        62886EBA5
        
          
          
        
        1118000.00000000
        PA
        USD
        1076125.31000000
        0.419028489198
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        Anheuser-Busch InBev Worldwide Inc
        035240AL4
        
          
          
        
        850000.00000000
        PA
        USD
        882334.26000000
        0.343568902710
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-04-13
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KCA DEUTAG UK FINANCE PL
        529900T5G3VI71LSI184
        KCA Deutag UK Finance PLC
        000000000
        
          
          
        
        257004.00000000
        PA
        USD
        265865.50000000
        0.103524392335
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-12-01
          Fixed
          9.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALFA S.A.
        549300ZCGJ6T8YDJ4M34
        Alfa SAB de CV
        015398AB6
        
          
          
        
        1400000.00000000
        PA
        USD
        1438444.00000000
        0.560110435574
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2024-03-25
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRIFOLS ESCROW ISSUER
        959800HLB3PGTGSLVV62
        Grifols Escrow Issuer SA
        39843UAA0
        
          
          
        
        147000.00000000
        PA
        USD
        138562.94000000
        0.053954515210
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2028-10-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LG CHEM LTD
        988400IES4EIG7O06940
        LG Chem Ltd
        501955AC2
        
          
          
        
        500000.00000000
        PA
        USD
        461842.55000000
        0.179835177349
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2026-07-07
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAQ6
        
          
          
        
        235000.00000000
        PA
        USD
        240985.64000000
        0.093836514864
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          5.14100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEMPUR SEALY INTL INC
        549300HFEKVR3US71V91
        Tempur Sealy International Inc
        88023UAH4
        
          
          
        
        256000.00000000
        PA
        USD
        233049.60000000
        0.090746329343
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GARDA WORLD SECURITY
        549300ZF1NDXLMCHNO20
        Garda World Security Corp
        36485MAK5
        
          
          
        
        324000.00000000
        PA
        USD
        311206.86000000
        0.121179698277
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-02-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GARDA WORLD SECURITY
        549300ZF1NDXLMCHNO20
        Garda World Security Corp
        000000000
        
          
          
        
        164031.22000000
        PA
        USD
        162800.99000000
        0.063392480639
        Long
        LON
        CORP
        CA
        N
        
        2
        
          2026-10-30
          Floating
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEAR CHANNEL OUTDOOR HO
        N/A
        Clear Channel Outdoor Holdings Inc
        18452RAD7
        
          
          
        
        1975.68000000
        PA
        USD
        1945.68000000
        0.000757621201
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-08-21
          Floating
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALLON PETROLEUM CO
        549300EFOWPEB0WLZW21
        Callon Petroleum Co
        13123XAT9
        
          
          
        
        180000.00000000
        PA
        USD
        179351.10000000
        0.069836867296
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIG INTL FIN/DIG INTL HL
        N/A
        Digicel International Finance Ltd/Digicel international Holdings Ltd
        25381XAB9
        
          
          
        
        110528.00000000
        PA
        USD
        109822.28000000
        0.042763294981
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2025-12-31
          Fixed
          13.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EMPIRE TODAY LLC
        N/A
        Empire Today LLC
        29210RAB1
        
          
          
        
        335894.85000000
        PA
        USD
        320499.78000000
        0.124798234326
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-04-01
          Floating
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARLES RIVER LABORATORI
        549300BSQ0R4UZ5KX287
        Charles River Laboratories International Inc
        159864AE7
        
          
          
        
        67000.00000000
        PA
        USD
        65632.53000000
        0.025556410236
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES CORP
        5493003QENHHS261UR94
        Targa Resources Corp
        87612G606
        
          
          
        
        1450.00000000
        NS
        USD
        1565316.61000000
        0.609512896045
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        POLARIS NEWCO LLC
        254900LEPDAG7EDOA064
        Polaris Newco LLC
        73108RAB4
        
          
          
        
        249375.00000000
        PA
        USD
        247909.92000000
        0.096532734867
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-06-04
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CDW LLC/CDW FINANCE
        N/A
        CDW LLC / CDW Finance Corp
        12513GBH1
        
          
          
        
        95000.00000000
        PA
        USD
        89658.63000000
        0.034911845231
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-01
          Fixed
          3.27600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mileage Plus Holdings, LLC
        N/A
        Mileage Plus Holdings LLC
        59921PAB2
        
          
          
        
        176815.48700000
        PA
        USD
        184219.64000000
        0.071732610238
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-06-20
          Floating
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASBURY AUTOMOTIVE GROUP
        549300JH4DTA7U42GL91
        Asbury Automotive Group Inc
        043436AX2
        
          
          
        
        10000.00000000
        PA
        USD
        9309.20000000
        0.003624875258
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IMPERIAL BRANDS FIN PLC
        2138008L3B3MCG1DFS50
        Imperial Brands Finance PLC
        453140AE5
        
          
          
        
        1100000.00000000
        PA
        USD
        1102665.74000000
        0.429362969934
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2022-07-21
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KIA CORP
        988400V8MJK9N7OI5X76
        Kia Corp
        49374JAA1
        
          
          
        
        200000.00000000
        PA
        USD
        186070.42000000
        0.072453278677
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2026-10-16
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSDIGM INC
        88Q84GB3X55CF5OC7582
        TransDigm Inc
        893647BL0
        
          
          
        
        954000.00000000
        PA
        USD
        948032.73000000
        0.369150989082
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARAB PETROLEUM INVST
        213800A54KIUYH5YD185
        Arab Petroleum Investments Corp
        03845EAC6
        
          
          
        
        250000.00000000
        PA
        USD
        235033.00000000
        0.091518638198
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2026-10-06
          Fixed
          1.48300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRIUMPH GROUP INC
        5493007L6S47Q14SL582
        Triumph Group Inc
        896818AS0
        
          
          
        
        19000.00000000
        PA
        USD
        20100.67000000
        0.007826926198
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-01
          Fixed
          8.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHOENIX NEWCO INC
        254900PHGVI5379Z9791
        Phoenix Newco Inc
        71911KAC8
        
          
          
        
        250000.00000000
        PA
        USD
        248418.00000000
        0.096730574276
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-11-15
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASCENT RESOURCES UTICA
        549300EGLQ2M2CL7JZ89
        Ascent Resources Utica Holdings LLC
        000000000
        
          
        
        179000.00000000
        PA
        USD
        192201.25000000
        0.074840540094
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-11-01
          Floating
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETRONAS CAPITAL LTD
        549300G7YFX3540OYR85
        Petronas Capital Ltd
        716743AP4
        
          
          
        
        350000.00000000
        PA
        USD
        356869.03000000
        0.138959923247
        Long
        DBT
        CORP
        MY
        N
        
        2
        
          2030-04-21
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUNSHINE LUXEMBOURG VII
        254900CHQOBZNYV4DY60
        Sunshine Luxembourg VII Sarl
        000000000
        
          
          
        
        247500.00000000
        PA
        USD
        246185.28000000
        0.095861183621
        Long
        LON
        CORP
        LU
        N
        
        2
        
          2026-10-02
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARGENTINA
        549300KPBYGYF7HCHO27
        Argentine Republic Government International Bond
        040114HS2
        
          
          
        
        1149000.00000000
        PA
        USD
        387798.99000000
        0.151003626977
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2030-07-09
          Variable
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        91087BAR1
        
          
          
        
        670000.00000000
        PA
        USD
        624433.30000000
        0.243145793406
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2034-02-12
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARVANA CO
        5493003WEAK2PJ5WS063
        Carvana Co
        146869AH5
        
          
          
        
        284000.00000000
        PA
        USD
        234924.80000000
        0.091476506596
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALIBABA GROUP HOLDING
        5493001NTNQJDH60PM02
        Alibaba Group Holding Ltd
        01609WAT9
        
          
          
        
        1000000.00000000
        PA
        USD
        982396.20000000
        0.382531654682
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-12-06
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEST CORP
        5493005Z5DB0O5S30R71
        Intrado Corp
        68162RAC5
        
          
          
        
        2354466.06000000
        PA
        USD
        2159382.07000000
        0.840833867567
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-10-10
          Floating
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHESAPEAKE ENERGY CORP
        X2MT1W32SPAZ9WSKLE78
        Chesapeake Energy Corp
        92735LAA0
        
          
          
        
        397000.00000000
        PA
        USD
        421062.17000000
        0.163955854689
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VTR COMUNICACIONES SPA
        213800XDZJKMC1AEUV94
        VTR Comunicaciones SpA
        918367AC7
        
          
          
        
        295000.00000000
        PA
        USD
        270124.13000000
        0.105182644658
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2029-04-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT MIDSTREAM INC
        N/A
        DT Midstream Inc
        23345MAB3
        
          
          
        
        161000.00000000
        PA
        USD
        154432.81000000
        0.060134025708
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHG HEALTHCARE SERVICES INC
        54930016Y1HPAVB9PZ54
        CHG Healthcare Services Inc
        000000000
        
          
        
        248750.00000000
        PA
        USD
        246988.10000000
        0.096173790757
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-09-30
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-DNA5
        35564KHE2
        
          
        
        3000000.00000000
        PA
        USD
        2951306.40000000
        1.149198379094
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-01-25
          Floating
          1.74900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MODIVCARE ESCROW ISSUER
        N/A
        ModivCare Escrow Issuer Inc
        60783XAA2
        
          
          
        
        402000.00000000
        PA
        USD
        375510.21000000
        0.146218543986
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARS.COM INC
        5493002G6J07LNGX4M98
        Cars.com Inc
        14575EAA3
        
          
          
        
        294000.00000000
        PA
        USD
        292463.85000000
        0.113881426328
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-01
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US RENAL CARE INC
        54930058SS5MF69JGN89
        US Renal Care Inc
        90290PAN4
        
          
          
        
        1317955.11000000
        PA
        USD
        1216966.80000000
        0.473870240640
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-07-26
          Floating
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORM TECHNOLOGIES LLC
        X7KHAIMGSSPZ1XIJIL51
        Form Technologies LLC
        000000000
        
          
        
        1884392.32000000
        PA
        USD
        1877325.85000000
        0.731005030128
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-07-22
          Floating
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MADISON IAQ LLC
        549300IXDNBXNHUPBU73
        Madison IAQ LLC
        55760LAA5
        
          
          
        
        42000.00000000
        PA
        USD
        38761.80000000
        0.015093315194
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-30
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICHAELS COS INC/THE
        549300H9LWMBP7HYLR98
        Michaels Cos Inc/The
        55916AAB0
        
          
          
        
        852000.00000000
        PA
        USD
        730585.74000000
        0.284480102844
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENDO LUXEMBOURG FINANCE
        222100B15VY0VVCTG251
        Endo Luxembourg Finance Co I Sarl
        000000000
        
          
          
        
        247500.00000000
        PA
        USD
        232185.94000000
        0.090410031942
        Long
        LON
        CORP
        LU
        
        N
        
        2
        
          2028-03-25
          Floating
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER MEXICO
        SCRYQ25DTVRHYYMM6P89
        Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand
        05969BAD5
        
          
          
        
        600000.00000000
        PA
        USD
        626820.00000000
        0.244075141769
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2025-04-17
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAE SYSTEMS HOLDINGS INC
        MF62XBVMNYTYMC18DL76
        BAE Systems Holdings Inc
        05523UAK6
        
          
          
        
        500000.00000000
        PA
        USD
        504471.85000000
        0.196434444190
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-10-07
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAL7
        
          
          
        
        60000.00000000
        PA
        USD
        60341.26000000
        0.023496062009
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          4.27900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELESAT CANADA/TELESAT L
        N/A
        Telesat Canada / Telesat LLC
        87952VAM8
        
          
          
        
        145000.00000000
        PA
        USD
        71231.25000000
        0.027736475291
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-10-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRONTIER COMMUNICATIONS
        N/A
        Frontier Communications Holdings LLC
        35906EAQ3
        
          
          
        
        247500.00000000
        PA
        USD
        243911.25000000
        0.094975707416
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-10-08
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SK HYNIX INC
        988400XAIK6XISWQV045
        SK Hynix Inc
        000000000
        
          
          
        
        1150000.00000000
        PA
        USD
        1142116.78000000
        0.444724665765
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2024-09-17
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SACI FALABELLA
        5493004CKJQ7H391LM41
        Falabella SA
        78386FAD8
        
          
          
        
        500000.00000000
        PA
        USD
        502865.00000000
        0.195808758759
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2027-10-30
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN GREETINGS CORP
        549300WMJOT8C9DNMF90
        American Greetings Corp
        026375AR6
        
          
          
        
        118000.00000000
        PA
        USD
        116060.67000000
        0.045192438792
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOGAN GROUP CO LTD
        549300NJ0E6Q0S1VOG90
        Logan Group Co Ltd
        000000000
        
          
          
        
        200000.00000000
        PA
        USD
        48500.00000000
        0.018885237190
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-01-14
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASURION LLC
        549300KNQVXGIOXWK278
        Asurion LLC
        04649VAY6
        
          
          
        
        495620.29000000
        PA
        USD
        486224.32000000
        0.189329105382
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-07-31
          Floating
          3.70510000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KEURIG DR PEPPER INC
        DYTQ8KRTKO7Y2BVU5K74
        Keurig Dr Pepper Inc
        49271VAF7
        
          
          
        
        775000.00000000
        PA
        USD
        818802.77000000
        0.318830608737
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-25
          Fixed
          4.59700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICICI BANK LTD/DUBAI
        R7RX8ER1V4666J8D1I38
        ICICI Bank Ltd/Dubai
        45112EAG4
        
          
          
        
        1200000.00000000
        PA
        USD
        1211184.12000000
        0.471618544075
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2026-03-18
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REAL HERO MERGER SUB 2
        N/A
        Real Hero Merger Sub 2 Inc
        75602BAA7
        
          
          
        
        206000.00000000
        PA
        USD
        188100.66000000
        0.073243826387
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORP ANDINA DE FOMENTO
        UKZ46SXGNYCZK0UOZE76
        Corp Andina de Fomento
        219868CC8
        
          
          
        
        320000.00000000
        PA
        USD
        320320.80000000
        0.124728541960
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2023-05-12
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIRLINES INC
        K1OQBWM7XEOO08LDNP29
        United Airlines Inc
        90932RAJ3
        
          
          
        
        247500.00000000
        PA
        USD
        245025.00000000
        0.095409386445
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-04-21
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERFORMANCE FOOD GROUP I
        549300OMUOGBYK0FFO76
        Performance Food Group Inc
        71376LAE0
        
          
          
        
        605000.00000000
        PA
        USD
        552062.50000000
        0.214965592918
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        48128BAH4
        
          
          
        
        400000.00000000
        PA
        USD
        378200.00000000
        0.147265911453
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRUPO AVAL LTD
        549300J4FW1ELLQ80113
        Grupo Aval Ltd
        40053FAB4
        
          
          
        
        300000.00000000
        PA
        USD
        302278.50000000
        0.117703116909
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2022-09-26
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADVANTAGE SALES & MARKETING
        549300T4O24KQDED1182
        Advantage Sales & Marketing Inc
        00769EAZ3
        
          
          
        
        1092528.33850000
        PA
        USD
        1084607.51000000
        0.422331341959
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-10-28
          Floating
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOSS CREEK RESOURCES HLD
        54930037SLMSPWKYIX36
        Moss Creek Resources Holdings Inc
        61965RAB1
        
          
          
        
        33000.00000000
        PA
        USD
        32385.87000000
        0.012610615187
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          10.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AC2
        
          
          
        
        700000.00000000
        PA
        USD
        699996.92000000
        0.272569234368
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2028-01-09
          Fixed
          4.28200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO INTERNAC DEL PERU
        5493001TRCGXJLRLHN14
        Banco Internacional del Peru SAA Interbank
        05968DAC4
        
          
          
        
        1500000.00000000
        PA
        USD
        1483905.00000000
        0.577812327696
        Long
        DBT
        CORP
        PE
        N
        
        2
        
          2026-10-04
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL SERVICES
        549300MALMDAGL2ZJJ27
        Hyundai Capital Services Inc
        44920UAM0
        
          
          
        
        900000.00000000
        PA
        USD
        910539.81000000
        0.354551758418
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2023-03-05
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT MIDSTREAM INC
        N/A
        DT Midstream Inc
        23345MAA5
        
          
          
        
        82000.00000000
        PA
        USD
        78743.78000000
        0.030661751805
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEAR CHANNEL OUTDOOR HO
        N/A
        Clear Channel Outdoor Holdings Inc
        18453HAA4
        
          
          
        
        754000.00000000
        PA
        USD
        747214.00000000
        0.290954920043
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENCENT HOLDINGS LTD
        254900N4SLUMW4XUYY11
        Tencent Holdings Ltd
        88032WAE6
        
          
          
        
        1000000.00000000
        PA
        USD
        999884.60000000
        0.389341398643
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2023-01-19
          Fixed
          2.98500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAREDO PETROLEUM INC
        549300X0PTWU2QSLSL14
        Laredo Petroleum Inc
        516806AG1
        
          
          
        
        351000.00000000
        PA
        USD
        377618.09000000
        0.147039323651
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          10.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRUPO ENERGIA BOGOTA
        529900LG618OWYVHI655
        Grupo Energia Bogota SA ESP
        40053XAA7
        
          
          
        
        200000.00000000
        PA
        USD
        202098.00000000
        0.078694199293
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2030-05-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AFRICA FINANCE CORP
        213800LXFHRRXIJRXW97
        Africa Finance Corp
        00830YAD3
        
          
          
        
        200000.00000000
        PA
        USD
        185064.00000000
        0.072061392483
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2028-04-28
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASCENT RESOURCES/ARU FIN
        N/A
        Ascent Resources Utica Holdings LLC / ARU Finance Corp
        04364VAU7
        
          
          
        
        96000.00000000
        PA
        USD
        95041.92000000
        0.037008024788
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-30
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAP MARKETS AMERICA
        5493009NTB34VXE1T760
        BP Capital Markets America Inc
        10373QBT6
        
          
          
        
        285000.00000000
        PA
        USD
        268557.01000000
        0.104572429547
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-12
          Fixed
          2.72100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF COLOMBIA
        549300MHDRBVRF6B9117
        Colombia Government International Bond
        195325DP7
        
          
          
        
        400000.00000000
        PA
        USD
        387800.00000000
        0.151004020257
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2029-03-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABRE GLBL INC
        F2TJC7HPPHLHU1AQMP98
        Sabre GLBL Inc
        78573NAF9
        
          
          
        
        40000.00000000
        PA
        USD
        41834.60000000
        0.016289821521
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-01
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273VAN0
        
          
          
        
        267000.00000000
        PA
        USD
        263075.15000000
        0.102437868179
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLGATE ENERGY P
        549300QRLZK0B17DH791
        Colgate Energy Partners III LLC
        19416MAB5
        
          
          
        
        83000.00000000
        PA
        USD
        85715.76000000
        0.033376545537
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSCANADA PIPELINES
        5BV01I6231JPDAPMGH09
        TransCanada PipeLines Ltd
        89352HAW9
        
          
          
        
        900000.00000000
        PA
        USD
        936406.08000000
        0.364623730463
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-05-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATLAS CC ACQUISITION COR
        6HHLXIOGCDNZ4IRAIW26
        Cubic Corp
        04921TAB0
        
          
          
        
        206707.73890000
        PA
        USD
        206320.16000000
        0.080338250696
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-05-25
          Floating
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DREYFUS INST PREF GOVT PLUS MMF - SL #4134
        N/A
        DREYFUS INST PREF GOVT PLUS MMF - SL #4134
        000000000
        
          
          
        
        4415826.47000000
        NS
        USD
        4415826.47000000
        1.719462479966
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        IRON MOUNTAIN INC
        SQL3F6CKNNBM3SQGHX24
        Iron Mountain Inc
        46284VAJ0
        
          
          
        
        348000.00000000
        PA
        USD
        341513.28000000
        0.132980604052
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICHAELS COS INC/THE
        549300H9LWMBP7HYLR98
        Michaels Cos Inc/The
        59408UAB3
        
          
          
        
        421323.36000000
        PA
        USD
        394990.65000000
        0.153803961099
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-04-15
          Floating
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPIRIT AIRLINES INC
        549300DCAFIXFNFR3304
        Spirit Airlines Inc
        848577AB8
        
          
          
        
        573000.00000000
        PA
        USD
        516846.00000000
        0.201252769092
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          1.00000000
          N
          N
          N
          N
          Y
          
            
              Spirit Airlines Inc
              Spirit Airlines Inc
              USD
              
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        CNT HOLDINGS I CORP
        N/A
        CNT Holdings I Corp
        12656AAE9
        
          
          
        
        375000.00000000
        PA
        USD
        375703.13000000
        0.146293664397
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-11-06
          Floating
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HTA GROUP LTD
        213800WEFU8O8X6EPU13
        HTA Group Ltd/Mauritius
        40435WAB6
        
          
          
        
        200000.00000000
        PA
        USD
        198284.00000000
        0.077209079816
        Long
        DBT
        CORP
        MU
        
        N
        
        2
        
          2025-12-18
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MURPHY OIL CORP
        QBKYQD0ODE7DC7PDIN91
        Murphy Oil Corp
        626717AN2
        
          
          
        
        92000.00000000
        PA
        USD
        95837.78000000
        0.037317921796
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ECOPETROL SA
        254900IDGKCJICKBPA66
        Ecopetrol SA
        279158AN9
        
          
          
        
        49000.00000000
        PA
        USD
        51503.41000000
        0.020054723999
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2030-04-29
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSOLIDATED COMMUNICATI
        549300WW675Y48HDVX34
        Consolidated Communications Inc
        20903XAF0
        
          
          
        
        307000.00000000
        PA
        USD
        283637.30000000
        0.110444488383
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        25714PEF1
        
          
          
        
        200000.00000000
        PA
        USD
        181502.00000000
        0.070674398362
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2032-09-23
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XDS2
        
          
          
        
        60000.00000000
        PA
        USD
        54002.29000000
        0.021027753721
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-12
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COSAN SA INDUSTRIA E COM
        549300PGFCX2JMKKLC96
        Cosan SA
        22113AAB1
        
          
          
        
        700000.00000000
        PA
        USD
        689265.50000000
        0.268390566078
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2029-09-20
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEALAND FINANCE CO BV
        N/A
        Lealand Finance Co BV
        000000000
        
          
          
        
        17660.27000000
        PA
        USD
        11037.67000000
        0.004297917855
        Long
        LON
        CORP
        NL
        
        N
        
        2
        
          2024-06-30
          Floating
          3.45510000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLATRIX EXPLORATION
        549300S2235IL73TH941
        Bellatrix Exploration Ltd
        078314AK7
        
          
        
        249000.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        DBT
        CORP
        CA
        N
        
        3
        
          2023-12-15
          Variable
          12.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAE FUNDING LLC
        635400SZTPQL3Y1P2C76
        DAE Funding LLC
        23371DAJ3
        
          
          
        
        300000.00000000
        PA
        USD
        283600.83000000
        0.110430287463
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-08-01
          Fixed
          1.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAUDI INTERNATIONAL BOND
        635400FMICXSM3SI3H65
        Saudi Government International Bond
        80413TAD1
        
          
          
        
        1000000.00000000
        PA
        USD
        1008020.00000000
        0.392509212223
        Long
        DBT
        NUSS
        SA
        N
        
        2
        
          2023-03-04
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIVITAS RESOURCES INC
        IIVIHPH28S64K95M2381
        Civitas Resources Inc
        097793AE3
        
          
          
        
        135000.00000000
        PA
        USD
        133990.20000000
        0.052173952746
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CEF4
        
          
          
        
        395000.00000000
        PA
        USD
        395894.91000000
        0.154156067585
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-03-31
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERSCEND HOLDING CORP
        N/A
        Verscend Holding Corp
        92531HAD9
        
          
          
        
        248125.00000000
        PA
        USD
        247814.84000000
        0.096495712015
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-08-27
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        060505GB4
        
          
          
        
        115000.00000000
        PA
        USD
        108364.50000000
        0.042195655371
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERATON CORP
        549300EQPCK07ZW63836
        Peraton Corp
        71360HAB3
        
          
          
        
        252961.33000000
        PA
        USD
        251244.73000000
        0.097831264307
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-02-01
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORP ANDINA DE FOMENTO
        UKZ46SXGNYCZK0UOZE76
        Corp Andina de Fomento
        219868BS4
        
          
          
        
        1500000.00000000
        PA
        USD
        1505916.60000000
        0.586383343922
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2022-06-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAREDO PETROLEUM INC
        549300X0PTWU2QSLSL14
        Laredo Petroleum Inc
        516806AF3
        
          
          
        
        537000.00000000
        PA
        USD
        560789.10000000
        0.218363611698
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-15
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136AKEN9
        
          
        
        74565.24000000
        PA
        USD
        74253.62000000
        0.028913344865
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-02-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARVANA CO
        5493003WEAK2PJ5WS063
        Carvana Co
        146869AF9
        
          
          
        
        93000.00000000
        PA
        USD
        83133.17000000
        0.032370920285
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HANA BANK
        6RPK2YDJN6L35AS0M510
        Hana Bank
        482466AG4
        
          
          
        
        200000.00000000
        PA
        USD
        191310.78000000
        0.074493803245
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          N/A
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        35564KRN1
        
          
        
        3000000.00000000
        PA
        USD
        2933474.70000000
        1.142254958805
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-02-25
          Floating
          3.84900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDY4
        
          
          
        
        18265000.00000000
        PA
        USD
        17542962.63000000
        6.830989902948
        Long
        DBT
        UST
        US
        N
        
        2
        
          2032-02-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        TEVA PHARMACEUTICALS NE
        5493004T21MOAFINJP35
        Teva Pharmaceutical Finance Netherlands III BV
        88167AAK7
        
          
          
        
        400000.00000000
        PA
        USD
        420156.00000000
        0.163603004475
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-03-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        FORESIGHT ENERGY
        N/A
        FORESIGHT ENERGY
        000000000
        
          
        
        42270.57000000
        NS
        USD
        920653.01000000
        0.358489700290
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TRUGREEN LP
        549300QNRP2MNHR3QM19
        TruGreen LP
        89787RAH5
        
          
          
        
        246875.00000000
        PA
        USD
        245949.22000000
        0.095769265083
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-11-02
          Floating
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO LATINOAMERICANO SA
        549300CN3134K4LC0651
        Banco Latinoamericano de Comercio Exterior SA
        05968CAC6
        
          
          
        
        800000.00000000
        PA
        USD
        771836.00000000
        0.300542390355
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2025-09-14
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUST & NZ BANKING GROUP
        JHE42UYNWWTJB8YTTU19
        Australia & New Zealand Banking Group Ltd
        052528AH9
        
          
          
        
        1100000.00000000
        PA
        USD
        1121898.80000000
        0.436852060656
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2024-03-19
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABC SUPPLY CO INC
        549300H5GQ4C1BEKG397
        American Builders & Contractors Supply Co Inc
        024747AF4
        
          
          
        
        73000.00000000
        PA
        USD
        70279.29000000
        0.027365795077
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RIVERBED TECHNOLOGY INC
        XWT9B0BASIY6FJ5R7M02
        Riverbed Technology Inc
        76857MAM7
        
          
          
        
        2322658.84000000
        PA
        USD
        290796.89000000
        0.113232334885
        Long
        LON
        CORP
        US
        N
        
        3
        
          2026-12-31
          Floating
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NBK TIER 1 FINANCING 2
        549300HMWSJFNREWT164
        NBK Tier 1 Financing 2 Ltd
        62878WAA6
        
          
          
        
        300000.00000000
        PA
        USD
        292937.70000000
        0.114065937042
        Long
        DBT
        CORP
        AE
        
        N
        
        2
        
          N/A
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WOLVERINE ESCROW LLC
        N/A
        Wolverine Escrow LLC
        97789LAC0
        
          
          
        
        807000.00000000
        PA
        USD
        542037.69000000
        0.211062068904
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-15
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEIBO CORP
        549300Q9ID4640FE0422
        Weibo Corp
        948596AD3
        
          
          
        
        900000.00000000
        PA
        USD
        879313.05000000
        0.342392484825
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-07-05
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTRA OPERATIONS CO LLC
        549300ZH5GKBTJZ7NM23
        Vistra Operations Co LLC
        92840VAH5
        
          
          
        
        182000.00000000
        PA
        USD
        172224.78000000
        0.067061975678
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WINDSTREAM SERVICES II
        549300KT9GVEBYCD2N29
        Windstream Services LLC
        97381JAE3
        
          
          
        
        242297.64000000
        PA
        USD
        241187.19000000
        0.093914995679
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-09-21
          Floating
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        US 10YR ULTRA
        000000000
        
          
          
        
        3.00000000
        NC
        USD
        -12286.11000000
        -0.00478404332
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-06-21
            418692.36000000
            USD
            -12286.11000000
          
        
        
          N
          N
          N
        
      
      
        VICTORIA'S SECRET & CO
        5493006T3O70U3UWVF17
        Victoria's Secret & Co
        926400AA0
        
          
          
        
        518000.00000000
        PA
        USD
        467171.25000000
        0.181910100306
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTELSAT JACKSON HLDG
        8XJ8KF85PBKK1TLMFN29
        Intelsat Jackson Holdings SA
        000000000
        
          
          
        
        174.31000000
        PA
        USD
        171.73000000
        0.000066869315
        Long
        LON
        CORP
        LU
        N
        
        2
        
          2024-01-02
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINGDOM OF MOROCCO
        529900F3MBW9XY5K1X07
        Morocco Government International Bond
        617726AK0
        
          
          
        
        500000.00000000
        PA
        USD
        457490.00000000
        0.178140353862
        Long
        DBT
        NUSS
        MA
        N
        
        2
        
          2027-12-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JSM GLOBAL SARL
        222100JFIJNVE1XMFY68
        JSM Global Sarl
        46592BAA0
        
          
          
        
        1000000.00000000
        PA
        USD
        878055.00000000
        0.341902617347
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2030-10-20
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON DOMESTIC OPERATIN
        5493003EG7H0N1E4XV50
        Hilton Domestic Operating Co Inc
        432833AJ0
        
          
          
        
        79000.00000000
        PA
        USD
        74309.38000000
        0.028935057047
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENM CAPITAL LABUAN
        254900DWSHIWTSE0YG58
        Genm Capital Labuan Ltd
        37231BAA6
        
          
          
        
        1400000.00000000
        PA
        USD
        1221782.80000000
        0.475745525224
        Long
        DBT
        CORP
        MY
        N
        
        2
        
          2031-04-19
          Fixed
          3.88200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER MEXICO
        SCRYQ25DTVRHYYMM6P89
        Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand
        05969BAC7
        
          
          
        
        350000.00000000
        PA
        USD
        358641.50000000
        0.139650098842
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2028-10-01
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN CASTLE INTL CORP
        54930012H97VSM0I2R19
        Crown Castle International Corp
        22822VAC5
        
          
          
        
        800000.00000000
        PA
        USD
        806154.40000000
        0.313905506314
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TORY BURCH LLC
        549300GGL74W33KY2650
        Tory Burch LLC
        89148GAF7
        
          
          
        
        248125.00000000
        PA
        USD
        242025.34000000
        0.094241359835
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-04-16
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABRE GLBL INC
        F2TJC7HPPHLHU1AQMP98
        Sabre GLBL Inc
        78573NAC6
        
          
          
        
        102000.00000000
        PA
        USD
        113250.60000000
        0.044098235937
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          9.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        METLIFE INC
        C4BXATY60WC6XEOZDX54
        MetLife Inc
        59156RAV0
        
          
          
        
        530000.00000000
        PA
        USD
        773238.20000000
        0.301088387872
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-08-01
          Fixed
          10.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHWEST FIBER LLC/NORT
        N/A
        Northwest Fiber LLC / Northwest Fiber Finance Sub Inc
        667449AA0
        
          
          
        
        159000.00000000
        PA
        USD
        165945.12000000
        0.064616761893
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-01
          Fixed
          10.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Connecticut Avenue Securities Trust 2022-R01
        20754LAB5
        
          
        
        3000000.00000000
        PA
        USD
        2860996.50000000
        1.114032938225
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-12-25
          Floating
          1.99900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDUSTRIAS PENOLES SAB D
        549300WA2HB7776CB324
        Industrias Penoles SAB de CV
        456472AB5
        
          
          
        
        700000.00000000
        PA
        USD
        702541.00000000
        0.273559864352
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2029-09-12
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEWS CORP
        549300ITS31QK8VRBQ14
        News Corp
        65249BAA7
        
          
          
        
        80000.00000000
        PA
        USD
        75721.20000000
        0.029484800460
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRUST FIBRAUNO
        N/A
        Trust Fibra Uno
        898339AA4
        
          
          
        
        600000.00000000
        PA
        USD
        590751.00000000
        0.230030366094
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2030-01-15
          Fixed
          4.86900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORESIGHT EXIT TL A
        N/A
        FORESIGHT EXIT TL A
        000000000
        
          
        
        291541.07000000
        PA
        USD
        292998.78000000
        0.114089720759
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-06-29
          Floating
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAVIS TIRE EXPRESS SERVI
        254900NVDM4GTLBL9E56
        Mavis Tire Express Services Topco Corp
        57777YAB2
        
          
          
        
        248750.00000000
        PA
        USD
        247506.25000000
        0.096375551286
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-05-04
          Floating
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCHAEFFLER AG
        549300Q7E782X7GC1P43
        Schaeffler AG
        000000000
        
          
          
        
        800000.00000000
        PA
        
        873838.38000000
        0.340260723144
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2027-03-26
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COSTA RICA GOVERNMENT
        549300S1EK2VN6XVJP58
        Costa Rica Government International Bond
        221597BR7
        
          
          
        
        200000.00000000
        PA
        USD
        202360.00000000
        0.078796218513
        Long
        DBT
        NUSS
        CR
        N
        
        2
        
          2023-01-26
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CEB3
        
          
          
        
        3085000.00000000
        PA
        USD
        2978712.19000000
        1.159869819188
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-02-28
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMSTOCK RESOURCES INC
        I03QQGEA4SS774AURI46
        Comstock Resources Inc
        205768AT1
        
          
          
        
        225000.00000000
        PA
        USD
        221962.50000000
        0.086429164121
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WOMEN'S CARE HOLDING
        N/A
        Women's Care Holdings Inc
        97815UAH7
        
          
          
        
        248750.00000000
        PA
        USD
        245847.83000000
        0.095729785202
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-01-15
          Floating
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUERTO RICO CMWLTH
        549300X44HXPLJU48U63
        Commonwealth of Puerto Rico
        74514L2Z9
        
          
        
        380000.00000000
        PA
        USD
        383325.00000000
        0.149261516413
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2022-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADANI ELECTRICITY MUMBAI
        335800AIC1B5EBFVUC38
        Adani Electricity Mumbai Ltd
        00654GAA1
        
          
          
        
        620000.00000000
        PA
        USD
        561988.46000000
        0.218830626092
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2030-02-12
          Fixed
          3.94900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORBIA ADVANCE CORP SAB
        549300MVHZ20SBIOEQ79
        Orbia Advance Corp SAB de CV
        68560EAA6
        
          
          
        
        200000.00000000
        PA
        USD
        187704.00000000
        0.073089372404
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2026-05-11
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RATTLER MIDSTREAM LP
        549300I45NRVEEN9M219
        Rattler Midstream LP
        75419TAA1
        
          
          
        
        187000.00000000
        PA
        USD
        190049.97000000
        0.074002861062
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROSUS NV
        635400Z5LQ5F9OLVT688
        Prosus NV
        74365PAA6
        
          
          
        
        1110000.00000000
        PA
        USD
        973759.16000000
        0.379168509342
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2030-01-21
          Fixed
          3.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIELSEN FINANCE LLC/CO
        N/A
        Nielsen Finance LLC / Nielsen Finance Co
        65409QBF8
        
          
          
        
        240000.00000000
        PA
        USD
        240850.80000000
        0.093784010011
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA TOPCO INC
        N/A
        Delta Topco Inc
        24780DAC1
        
          
          
        
        248125.00000000
        PA
        USD
        244536.12000000
        0.095219023254
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-12-01
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCR CORP
        549300YKTY8JX1DV2R67
        NCR Corp
        62886EAZ1
        
          
          
        
        106000.00000000
        PA
        USD
        100666.08000000
        0.039197995831
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PBF HOLDING CO LLC
        N/A
        PBF Holding Co LLC / PBF Finance Corp
        69318FAK4
        
          
          
        
        843000.00000000
        PA
        USD
        869436.48000000
        0.338546683442
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          9.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COUNTRY GARDEN HLDGS
        549300MGHLPT1EFHGF84
        Country Garden Holdings Co Ltd
        000000000
        
          
          
        
        200000.00000000
        PA
        USD
        155500.00000000
        0.060549574910
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-04-08
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TERRAFORM POWER OPERATIN
        5493000S2OLR3UT5BE13
        TerraForm Power Operating LLC
        88104LAE3
        
          
          
        
        115000.00000000
        PA
        USD
        114755.63000000
        0.044684274051
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-31
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AXTEL SAB DE CV
        549300BVRDR8XTSXAD13
        Axtel SAB de CV
        05462GAJ3
        
          
          
        
        160000.00000000
        PA
        USD
        163456.80000000
        0.063647844090
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2024-11-14
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NBK TIER 1 FNC LTD
        5493000G4QCCEE8YHF19
        NBK Tier 1 Ltd
        62879NAA5
        
          
          
        
        206000.00000000
        PA
        USD
        192878.83000000
        0.075104380486
        Long
        DBT
        CORP
        AE
        
        N
        
        2
        
          N/A
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RANGE RESOURCES CORP
        H3Y3WLYCX0BTO1TRW162
        Range Resources Corp
        75281ABJ7
        
          
          
        
        27000.00000000
        PA
        USD
        29627.64000000
        0.011536598119
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANKURA CONSULTING GROUP
        549300VJ5EU1KWD54I45
        Ankura Consulting Group LLC
        03539PAC2
        
          
          
        
        243775.00000000
        PA
        USD
        241794.33000000
        0.094151407698
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-03-17
          Floating
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PREMIER ENTERTAINMENT SU
        N/A
        Premier Entertainment Sub LLC / Premier Entertainment Finance Corp
        74052HAA2
        
          
          
        
        545000.00000000
        PA
        USD
        469506.60000000
        0.182819453681
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Studio City International Hold
        N/A
        Studio City International Holdings Ltd
        86389T106
        
          
          
        
        46303.00000000
        NS
        USD
        270247.46000000
        0.105230667675
        Long
        EC
        CORP
        HK
        N
        
        1
        
          N
          N
          N
        
      
      
        NIELSEN FINANCE LLC/CO
        N/A
        Nielsen Finance LLC / Nielsen Finance Co
        65409QBD3
        
          
          
        
        285000.00000000
        PA
        USD
        287365.50000000
        0.111896198513
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GGR4
        
          
          
        
        700000.00000000
        PA
        USD
        702160.69000000
        0.273411776836
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-21
          Fixed
          3.59300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IND & COMM BK CHINA/NY
        5493002ERZU2K9PZDL40
        Industrial & Commercial Bank of China Ltd/New York NY
        45580KAJ7
        
          
          
        
        750000.00000000
        PA
        USD
        751627.50000000
        0.292673476628
        Long
        DBT
        CORP
        CN
        N
        
        2
        
          2022-11-08
          Fixed
          2.95700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MESQUITE ENERGY INC
        N/A
        MESQUITE ENERGY INC
        000000000
        
          
        
        122000.00000000
        PA
        USD
        2135.00000000
        0.000831339822
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-15
          Fixed
          7.25000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        ASURION LLC
        549300KNQVXGIOXWK278
        Asurion LLC
        04649VAZ3
        
          
          
        
        250000.00000000
        PA
        USD
        245520.75000000
        0.095602424720
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-02-03
          Floating
          5.70510000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCR CORP
        549300YKTY8JX1DV2R67
        NCR Corp
        62886EAV0
        
          
          
        
        141000.00000000
        PA
        USD
        141665.52000000
        0.055162617462
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARRIOTT OWNERSHIP RESOR
        BW4532OH033VURR0IT68
        Marriott Ownership Resorts Inc
        57164PAG1
        
          
          
        
        153000.00000000
        PA
        USD
        157015.49000000
        0.061139686005
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIA GROUP LTD
        ZP5ILWVSYE4LJGMMVD57
        AIA Group Ltd
        00131LAJ4
        
          
          
        
        200000.00000000
        PA
        USD
        199091.02000000
        0.077523322375
        Long
        DBT
        CORP
        HK
        N
        
        2
        
          2030-04-07
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BBVA BANCOMER SA TEXAS
        549300WIWQK5Q9MCUN92
        BBVA Bancomer SA/Texas
        05533UAG3
        
          
          
        
        600000.00000000
        PA
        USD
        591906.00000000
        0.230480107309
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2034-09-13
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASBURY AUTOMOTIVE GROUP
        549300JH4DTA7U42GL91
        Asbury Automotive Group Inc
        043436AU8
        
          
          
        
        322550.00000000
        PA
        USD
        310518.89000000
        0.120911812160
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETSMART INC/PETSMART FI
        N/A
        PetSmart Inc / PetSmart Finance Corp
        71677KAA6
        
          
          
        
        418000.00000000
        PA
        USD
        404511.14000000
        0.157511109796
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED PF HOLDINGS LLC
        2549002AF6PASVP2G486
        United PF Holdings LLC
        91132UAG8
        
          
          
        
        703789.01000000
        PA
        USD
        679156.39000000
        0.264454216796
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-12-30
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIMMONS FOOD INC/SIMMONS
        N/A
        Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed
        82873MAA1
        
          
          
        
        187000.00000000
        PA
        USD
        175555.60000000
        0.068358951466
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MADISON IAQ LLC
        549300IXDNBXNHUPBU73
        Madison IAQ LLC
        55759VAB4
        
          
          
        
        248750.00000000
        PA
        USD
        245563.02000000
        0.095618884081
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-06-21
          Floating
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FELLS POINT FUNDING TR
        N/A
        Fells Point Funding Trust
        314382AA0
        
          
          
        
        155000.00000000
        PA
        USD
        148840.16000000
        0.057956324228
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-31
          Fixed
          3.04600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EAU9
        
          
          
        
        700000.00000000
        PA
        USD
        712253.85000000
        0.277341915405
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-01-10
          Fixed
          4.33700000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        NCR CORP
        549300YKTY8JX1DV2R67
        NCR Corp
        62886EAY4
        
          
          
        
        314000.00000000
        PA
        USD
        301201.36000000
        0.117283693313
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PREMIER ENTERTAINMENT SU
        N/A
        Premier Entertainment Sub LLC / Premier Entertainment Finance Corp
        74052HAB0
        
          
          
        
        424000.00000000
        PA
        USD
        362763.80000000
        0.141255266126
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SINOPEC GRP DEV 2018
        549300C6OZZ8LTVR8209
        Sinopec Group Overseas Development 2018 Ltd
        82939GAB4
        
          
          
        
        800000.00000000
        PA
        USD
        824440.80000000
        0.321025980568
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2025-09-12
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GEOPARK LTD
        529900ZR5QI19AH4KZ07
        Geopark Ltd
        37255BAB5
        
          
          
        
        600000.00000000
        PA
        USD
        572544.00000000
        0.222940809114
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2027-01-17
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BBVA BANCOMER SA TEXAS
        549300WIWQK5Q9MCUN92
        BBVA Bancomer SA/Texas
        000000000
        
          
          
        
        200000.00000000
        PA
        USD
        197302.00000000
        0.076826702436
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2034-09-13
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WOLVERINE ESCROW LLC
        N/A
        Wolverine Escrow LLC
        97789LAA4
        
          
          
        
        131000.00000000
        PA
        USD
        53055.00000000
        0.020658891941
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          13.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BBVA BANCOMER SA TEXAS
        549300WIWQK5Q9MCUN92
        BBVA Bancomer SA/Texas
        05533UAH1
        
          
          
        
        600000.00000000
        PA
        USD
        572427.00000000
        0.222895250913
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2025-09-18
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTELSAT JACKSON HLDG
        8XJ8KF85PBKK1TLMFN29
        Intelsat Jackson Holdings SA
        000000000
        
          
          
        
        142.71000000
        PA
        USD
        140.60000000
        0.000054747718
        Long
        LON
        CORP
        LU
        N
        
        2
        
          2024-01-02
          Floating
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADANI INTERNATIONAL CONT
        335800J4SLERP6S94P28
        Adani International Container Terminal Pvt Ltd
        00654UAA0
        
          
          
        
        196000.00000000
        PA
        USD
        175433.11000000
        0.068311255534
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2031-02-16
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EVERARC ESCROW SARL
        N/A
        EverArc Escrow Sarl
        29977LAA9
        
          
          
        
        31000.00000000
        PA
        USD
        28384.38000000
        0.011052489666
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2029-10-30
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIGICEL GROUP HOLDINGS
        N/A
        Digicel Group Holdings Ltd
        25381YAD3
        
          
          
        
        1062259.00000000
        PA
        USD
        1055529.59000000
        0.411008797295
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2024-04-01
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GUITAR CENTER INC
        N/A
        Guitar Center Inc
        40204BAA3
        
          
          
        
        26000.00000000
        PA
        USD
        26570.70000000
        0.010346267460
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LBM ACQUISITION LLC
        549300FAEB3VWZL4NI86
        LBM Acquisition LLC
        50179JAF5
        
          
          
        
        166248.96000000
        PA
        USD
        162300.55000000
        0.063197616142
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-12-18
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIG INTL FIN/DIG INTL HL
        N/A
        Digicel International Finance Ltd/Digicel international Holdings Ltd
        25381VAA5
        
          
          
        
        1572000.00000000
        PA
        USD
        1566608.04000000
        0.610015761238
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2024-05-25
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK NY
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG/New York NY
        25160PAG2
        
          
          
        
        603000.00000000
        PA
        USD
        533703.00000000
        0.207816654522
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2033-01-07
          Fixed
          3.74200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLOMBIA TELECOMUNICACIO
        549300CK4YN0V1C3MN55
        Colombia Telecomunicaciones SA ESP
        19533PAC4
        
          
          
        
        200000.00000000
        PA
        USD
        183914.00000000
        0.071613598199
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2030-07-17
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUZANO AUSTRIA GMBH
        254900287ZNSGVP1R341
        Suzano Austria GmbH
        86964WAL6
        
          
          
        
        1000000.00000000
        PA
        USD
        904325.00000000
        0.352131796337
        Long
        DBT
        CORP
        AT
        
        N
        
        2
        
          2028-09-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JO-ANN STORES INC
        549300GM65RR2EMGLI48
        Jo-Ann Stores LLC
        47759DAE5
        
          
          
        
        406422.00000000
        PA
        USD
        357651.36000000
        0.139264551858
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-06-30
          Floating
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENESIS ENERGY LP/FIN
        N/A
        Genesis Energy LP / Genesis Energy Finance Corp
        37185LAM4
        
          
          
        
        590000.00000000
        PA
        USD
        607593.80000000
        0.236588722237
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERTZ CORP/THE
        549300PD0C69OJ0NLB27
        Hertz Corp/The
        42804VBB6
        
          
          
        
        209304.20710000
        PA
        USD
        208153.03000000
        0.081051945226
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-06-30
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETSMART INC
        N/A
        PetSmart LLC
        71677HAL9
        
          
          
        
        1321360.00000000
        PA
        USD
        1317395.92000000
        0.512975967486
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-02-12
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BACARDI LTD
        549300R32WTQNHNN5055
        Bacardi Ltd
        067316AE9
        
          
          
        
        1100000.00000000
        PA
        USD
        1126933.94000000
        0.438812675361
        Long
        DBT
        CORP
        BM
        N
        
        2
        
          2025-05-15
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUTODESK INC
        FRKKVKAIQEF3FCSTPG55
        Autodesk Inc
        052769AH9
        
          
          
        
        225000.00000000
        PA
        USD
        201001.84000000
        0.078267369569
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-12-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROVIDENT FDG/PFG FIN
        N/A
        Provident Funding Associates LP / PFG Finance Corp
        74387UAJ0
        
          
          
        
        733000.00000000
        PA
        USD
        721605.52000000
        0.280983327901
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        JPY CALL VERSUS GBP PUT
        000000000
        
          
        
        -4670000.00000000
        NC
        
        -18723.24000000
        -0.00729057378
        N/A
        DFE
        CORP
        US
        
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Put
            Written
            
              
                
                  
                    J.P. MORGAN SECURITIES LLC
                    ZBUT11V806EZRVTWT807
                  
                  
                    J.P. MORGAN SECURITIES LLC
                    ZBUT11V806EZRVTWT807
                    JPY CALL VERSUS GBP PUT
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  JPY
                  N/A
                  GBP
                  2022-08-23
                
              
            
            -4670000.00000000
            USD
            140.00000000
            GBP
            2022-08-23
            XXXX
            6803.98000000
          
        
        
          N
          N
          N
        
      
      
        TELESAT CANADA/TELESAT L
        N/A
        Telesat Canada / Telesat LLC
        87952VAR7
        
          
          
        
        743000.00000000
        PA
        USD
        568172.10000000
        0.221238451001
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-12-06
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTRA CORP
        549300ZH5GKBTJZ7NM23
        Vistra Operations Co LLC
        92840VAE2
        
          
          
        
        52000.00000000
        PA
        USD
        50255.80000000
        0.019568921715
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-15
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRONTIER COMMUNICATIONS
        N/A
        Frontier Communications Holdings LLC
        35906ABF4
        
          
          
        
        203000.00000000
        PA
        USD
        195128.68000000
        0.075980441329
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADANI GREEN ENERGY LTD
        335800ZBBU81OH211H17
        Adani Green Energy Ltd
        00653XAA5
        
          
          
        
        400000.00000000
        PA
        USD
        390760.00000000
        0.152156603805
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2024-09-08
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OLYMPUS WTR US HLDG CORP
        549300YU2GGVCBN3MY89
        Olympus Water US Holding Corp
        68163YAB1
        
          
          
        
        250000.00000000
        PA
        USD
        244151.75000000
        0.095069354829
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-11-09
          Floating
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLBUN SA
        5493003VQJLE2QB8IF36
        Colbun SA
        192714AB9
        
          
          
        
        1700000.00000000
        PA
        USD
        1743851.50000000
        0.679031942322
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2024-07-10
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AHERN RENTALS INC
        N/A
        Ahern Rentals Inc
        008674AH6
        
          
          
        
        535000.00000000
        PA
        USD
        498887.50000000
        0.194259974616
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-15
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENN NATIONAL GAMING INC
        N/A
        Penn National Gaming Inc
        70757DAT6
        
          
          
        
        75678.76000000
        PA
        USD
        74969.27000000
        0.029192009194
        Long
        LON
        CORP
        US
        N
        
        2
        
          2023-10-19
          Floating
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POWER FINANCE CORP LTD
        3358003Q6D9LIJJZ1614
        Power Finance Corp Ltd
        000000000
        
          
          
        
        1100000.00000000
        PA
        USD
        1054678.86000000
        0.410677534659
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2029-09-16
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        FRONTIER COMMUNICATIONS
        N/A
        Frontier Communications Holdings LLC
        35908MAB6
        
          
          
        
        216000.00000000
        PA
        USD
        200088.36000000
        0.077911672941
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANGKOK BANK PCL/HK
        549300CCL2BKJGMYXV60
        Bangkok Bank PCL/Hong Kong
        059895AR3
        
          
          
        
        600000.00000000
        PA
        USD
        611783.70000000
        0.238220212037
        Long
        DBT
        CORP
        TH
        N
        
        2
        
          2024-03-19
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        D.R. HORTON INC
        529900ZIUEYVSB8QDD25
        DR Horton Inc
        23331ABN8
        
          
          
        
        800000.00000000
        PA
        USD
        777178.24000000
        0.302622585603
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPH ACQUISITION HOLDINGS
        5493002WXOPRPTXWTU06
        MPH Acquisition Holdings LLC
        55328HAK7
        
          
          
        
        175632.05150000
        PA
        USD
        171076.51000000
        0.066614855032
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-09-01
          Floating
          4.50790000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD INDUSTRIES INC
        54930064UHXCIUWVI755
        Standard Industries Inc/NJ
        853496AD9
        
          
          
        
        38000.00000000
        PA
        USD
        36404.76000000
        0.014175516030
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALSEA S.A.
        4469000001BJLPKNUN21
        Alsea SAB de CV
        021151AA3
        
          
          
        
        1570000.00000000
        PA
        USD
        1634848.85000000
        0.636587800061
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2026-12-14
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TURK SISE VE CAM FABRIKA
        789000KWOK751Q6R8875
        Turkiye Sise ve Cam Fabrikalari AS
        90016AAB6
        
          
          
        
        200000.00000000
        PA
        USD
        197600.00000000
        0.076942739564
        Long
        DBT
        CORP
        TR
        N
        
        2
        
          2026-03-14
          Fixed
          6.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APEX GROUP TREASURY LLC
        N/A
        Apex Group Treasury LLC
        000000000
        
          
          
        
        248750.00000000
        PA
        USD
        247041.09000000
        0.096194424339
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-07-27
          Floating
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST STUDENT BIDCO INC
        2549006DRO2F06AA1391
        First Student Bidco Inc
        33718FAB6
        
          
          
        
        67401.96080000
        PA
        USD
        66954.34000000
        0.026071104986
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-07-21
          Floating
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EVERI HOLDINGS INC
        5299006DK5S7BG10K532
        Everi Holdings Inc
        30034TAA1
        
          
          
        
        126000.00000000
        PA
        USD
        119520.45000000
        0.046539629842
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INGENOVIS HEALTH INC
        N/A
        Ingenovis Health Inc
        12510MAB5
        
          
          
        
        248125.00000000
        PA
        USD
        249288.21000000
        0.097069422158
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-03-05
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALIFORNIA RESOURCES CORP
        5493003Q8F0T4F4YMR48
        CALIFORNIA RESOURCES -CW27
        13057Q123
        
          
          
        
        1368.00000000
        NS
        USD
        19685.52000000
        0.007665272462
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Medline Borrower, LP
        N/A
        Mozart Borrower LP
        58503UAC7
        
          
          
        
        250000.00000000
        PA
        USD
        247655.50000000
        0.096433667196
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-10-21
          Floating
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MLN US HOLDCO LLC
        549300QKU7NPW6O86862
        MLN US Holdco LLC
        55292HAE3
        
          
          
        
        534000.00000000
        PA
        USD
        491001.79000000
        0.191189386910
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-11-30
          Floating
          9.25430000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUNOCO LP/FINANCE CORP
        N/A
        Sunoco LP / Sunoco Finance Corp
        86765LAU1
        
          
          
        
        160000.00000000
        PA
        USD
        147648.00000000
        0.057492113416
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-30
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEVEL 3 FINANCING INC
        254900AE5FEFIJOXWL19
        Level 3 Financing Inc
        527298BS1
        
          
          
        
        125000.00000000
        PA
        USD
        109597.50000000
        0.042675768721
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GT POLARIS INC
        N/A
        Orion Advisor Solutions Inc
        68627BAF2
        
          
          
        
        623.44000000
        PA
        USD
        618.76000000
        0.000240936687
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-09-24
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMPASS GROUP DIVERSIFIE
        549300I6PTUQPX21TE93
        Compass Group Diversified Holdings LLC
        20451RAB8
        
          
          
        
        754000.00000000
        PA
        USD
        709691.19000000
        0.276344050622
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LITHIA MOTORS INC
        SE8N1EZEHPZQBCBVKD53
        Lithia Motors Inc
        536797AE3
        
          
          
        
        17000.00000000
        PA
        USD
        16894.52000000
        0.006578495204
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HADRIAN MERGER SUB
        N/A
        Hadrian Merger Sub Inc
        42239PAA7
        
          
          
        
        239000.00000000
        PA
        USD
        240862.98000000
        0.093788752736
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-01
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL CARIBBEAN CRUISES
        K2NEH8QNVW44JIWK7Z55
        Royal Caribbean Cruises Ltd
        780153BG6
        
          
          
        
        360000.00000000
        PA
        USD
        343679.40000000
        0.133824061577
        Long
        DBT
        CORP
        LR
        
        N
        
        2
        
          2028-04-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORPORACION INMOBILIARIA
        4469000001BIRIFZJ959
        Corp Inmobiliaria Vesta SAB de CV
        21989DAA0
        
          
          
        
        400000.00000000
        PA
        USD
        363822.00000000
        0.141667314745
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2031-05-13
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLIED SYSTEMS INC
        549300NSKGF0SY5SWQ62
        Applied Systems Inc
        03827FBA8
        
          
          
        
        546828.74000000
        PA
        USD
        545291.06000000
        0.212328886721
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-09-19
          Floating
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Connecticut Avenue Securities Trust 2022-R02
        20754BAB7
        
          
        
        3000000.00000000
        PA
        USD
        2928543.60000000
        1.140334855854
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-01-25
          Floating
          3.09900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRUPO KUO SAB DE CV
        549300WIYIAVCFZI6Z04
        Grupo KUO SAB De CV
        40052CAC0
        
          
          
        
        450000.00000000
        PA
        USD
        444244.50000000
        0.172982737177
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2027-07-07
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVR ENERGY INC
        529900SOYZIXZBTXB558
        CVR Energy Inc
        12662PAB4
        
          
          
        
        191000.00000000
        PA
        USD
        185725.54000000
        0.072318987118
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUERTO RICO CMWLTH
        549300X44HXPLJU48U63
        Commonwealth of Puerto Rico
        74514L2Y2
        
          
        
        330000.00000000
        PA
        USD
        334537.50000000
        0.130264330652
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2022-06-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER MEXICO
        SCRYQ25DTVRHYYMM6P89
        Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand
        05969BAA1
        
          
          
        
        1150000.00000000
        PA
        USD
        1159142.50000000
        0.451354248457
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2022-11-09
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAIDU INC
        254900AL64IANZYI1E02
        Baidu Inc
        056752AR9
        
          
          
        
        250000.00000000
        PA
        USD
        240356.88000000
        0.093591684313
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2030-04-07
          Fixed
          3.42500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JBS FINANCE LUXEMBOURG
        N/A
        JBS Finance Luxembourg Sarl
        46592QAA7
        
          
          
        
        400000.00000000
        PA
        USD
        366896.00000000
        0.142864288335
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2032-01-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STAPLES INC
        XQM2JINI1UL7642TU573
        Staples Inc
        855030AP7
        
          
          
        
        1000000.00000000
        PA
        USD
        891035.00000000
        0.346956851960
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          10.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CPC ACQUISITION CORP
        254900UFA4AMH3PZZW32
        Cpc Acquisition Corp
        44931VAH6
        
          
          
        
        85000.00000000
        PA
        USD
        82237.50000000
        0.032022158628
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-12-29
          Floating
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        XP INC
        5493008KDA8NBZRJST80
        XP Inc
        98379XAA2
        
          
          
        
        900000.00000000
        PA
        USD
        853443.00000000
        0.332319040899
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-07-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARGENTINA
        549300KPBYGYF7HCHO27
        Argentine Republic Government International Bond
        040114HX1
        
          
          
        
        57294.00000000
        PA
        USD
        19713.15000000
        0.007676031206
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2029-07-09
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GULF FINANCE LLC
        549300GL13V5C6ULWJ40
        Gulf Finance LLC
        40227UAC0
        
          
          
        
        850934.47000000
        PA
        USD
        782221.51000000
        0.304586366019
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-08-25
          Floating
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICHAELS COS INC/THE
        549300H9LWMBP7HYLR98
        Michaels Cos Inc/The
        55916AAA2
        
          
          
        
        351000.00000000
        PA
        USD
        322702.38000000
        0.125655896665
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        Carnival Corp
        143658BJ0
        
          
          
        
        203000.00000000
        PA
        USD
        224714.91000000
        0.087500914961
        Long
        DBT
        CORP
        PA
        
        N
        
        2
        
          2027-08-01
          Fixed
          9.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CP ATLAS BUYER INC
        2549006ZZ07G0NDDCR36
        CP Atlas Buyer Inc
        12597YAA7
        
          
          
        
        140000.00000000
        PA
        USD
        119642.60000000
        0.046587193383
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF CHILE
        549300FLZTJM5YJF8D34
        Chile Government International Bond
        168863DT2
        
          
          
        
        1000000.00000000
        PA
        USD
        912860.00000000
        0.355455208696
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2033-07-27
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORP FINANCIERA DE DESAR
        254900BOM7T4MG6T0J30
        Corp Financiera de Desarrollo SA
        000000000
        
          
          
        
        200000.00000000
        PA
        USD
        197384.00000000
        0.076858632115
        Long
        DBT
        CORP
        PE
        N
        
        2
        
          2029-07-15
          Floating
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APTIV PLC / APTIV CORP
        N/A
        Aptiv PLC / Aptiv Corp
        00217GAB9
        
          
          
        
        55000.00000000
        PA
        USD
        52198.11000000
        0.020325230685
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2032-03-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED REPUBLIC OF BRAZIL
        254900ZFY40OYEADAP90
        Brazilian Government International Bond
        105756CE8
        
          
          
        
        300000.00000000
        PA
        USD
        271200.00000000
        0.105601573733
        Long
        DBT
        NUSS
        BR
        N
        
        2
        
          2031-09-12
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CBOT 5 Year US Treasury Note
        000000000
        
          
          
        
        134.00000000
        NC
        USD
        -368703.68000000
        -0.14356817422
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-06-30
            15736828.68000000
            USD
            -368703.68000000
          
        
        
          N
          N
          N
        
      
      
        SOVOS COMPLIANCE LLC
        549300M9XYG5WP2QHH07
        Sovos Compliance LLC
        84611YAC4
        
          
          
        
        36815.06850000
        PA
        USD
        36815.07000000
        0.014335285136
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-08-12
          Floating
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307AS6
        
          
          
        
        343000.00000000
        PA
        USD
        333505.76000000
        0.129862585196
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISPATCH ACQUISITION HO
        N/A
        Dispatch Terra Acquisition LLC
        25471MAC2
        
          
          
        
        248125.00000000
        PA
        USD
        243162.50000000
        0.094684154399
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-03-25
          Floating
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOZART DEBT MERGER SUB
        N/A
        Mozart Debt Merger Sub Inc
        62482BAA0
        
          
          
        
        579000.00000000
        PA
        USD
        536313.23000000
        0.208833042412
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROWN & BROWN INC
        549300PC8KTJ71XKFY89
        Brown & Brown Inc
        115236AF8
        
          
          
        
        155000.00000000
        PA
        USD
        165964.02000000
        0.064624121294
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-17
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        Carnival Corp
        143658BL5
        
          
          
        
        93000.00000000
        PA
        USD
        93716.10000000
        0.036491768599
        Long
        DBT
        CORP
        PA
        
        N
        
        2
        
          2026-03-01
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RUMO LUXEMBOURG SARL
        222100HOIQFT7YOSPB46
        Rumo Luxembourg Sarl
        781467AC9
        
          
          
        
        200000.00000000
        PA
        USD
        199500.00000000
        0.077682573598
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-01-10
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENESIS ENERGY LP/FIN
        N/A
        Genesis Energy LP / Genesis Energy Finance Corp
        37185LAL6
        
          
          
        
        345000.00000000
        PA
        USD
        347346.00000000
        0.135251785509
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRIME SECSRVC BRW/FINANC
        N/A
        Prime Security Services Borrower LLC / Prime Finance Inc
        74166MAE6
        
          
          
        
        257000.00000000
        PA
        USD
        251916.54000000
        0.098092857940
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAG8
        
          
          
        
        370000.00000000
        PA
        USD
        369943.72000000
        0.144051028852
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          3.75500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PATHWAY VET ALLIANCE LLC
        N/A
        Pathway Vet Alliance LLC
        70323KAE8
        
          
          
        
        248740.56000000
        PA
        USD
        246719.54000000
        0.096069217163
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-03-31
          Floating
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIRECTV FINANCING LLC
        N/A
        Directv Financing LLC
        25460HAB8
        
          
          
        
        561540.00000000
        PA
        USD
        561598.40000000
        0.218678742058
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-08-02
          Floating
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENGINEERED MACHINERY HOL
        5493008AR0NPSLW8EW07
        Engineered Machinery Holdings Inc
        26658NAP4
        
          
          
        
        250000.00000000
        PA
        USD
        247098.25000000
        0.096216681662
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-05-21
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIMA METRO LINE 2 FIN LT
        5493009BVQNQT1UKQ352
        Lima Metro Line 2 Finance Ltd
        532522AA7
        
          
          
        
        98735.00000000
        PA
        USD
        106084.83000000
        0.041307983028
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2034-07-05
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMOND BC BV
        549300SWLHWJF3D4N658
        Diamond BC BV
        25257DAA6
        
          
          
        
        49000.00000000
        PA
        USD
        44071.09000000
        0.017160680162
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2029-10-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GFL ENVIRONMENTAL INC
        549300FYK4MBXWIVZU26
        GFL Environmental Inc
        36168QAF1
        
          
          
        
        76000.00000000
        PA
        USD
        76747.84000000
        0.029884560046
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-12-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MILLICOM INTL CELLULAR
        549300CTHC1CP86P2G96
        Millicom International Cellular SA
        600814AR8
        
          
          
        
        200000.00000000
        PA
        USD
        186516.00000000
        0.072626781439
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2031-04-27
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAJ2
        
          
          
        
        55000.00000000
        PA
        USD
        55336.37000000
        0.021547226241
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          4.05400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOHL CAPITAL LTD
        254900TF7OK6KSDZA888
        Gohl Capital Ltd
        000000000
        
          
          
        
        1200000.00000000
        PA
        USD
        1145758.56000000
        0.446142725128
        Long
        DBT
        CORP
        IM
        
        N
        
        2
        
          2027-01-24
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GAINWELL ACQUISITION COR
        N/A
        Gainwell Acquisition Corp
        59909TAC8
        
          
          
        
        1423587.25000000
        PA
        USD
        1418248.80000000
        0.552246700685
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-10-01
          Floating
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRONOS ACQ / KIK CUSTOM
        N/A
        Kronos Acquisition Holdings Inc / KIK Custom Products Inc
        50106GAE2
        
          
          
        
        306000.00000000
        PA
        USD
        282912.30000000
        0.110162183291
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-12-31
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SURGERY CENTER HOLDINGS INC
        54930054EVI5HWPPW113
        Surgery Center Holdings Inc
        86880NAX1
        
          
          
        
        169.78000000
        PA
        USD
        168.67000000
        0.000065677792
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-08-31
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSOLIDATED COMMUNICATIONS
        549300WW675Y48HDVX34
        Consolidated Communications Inc
        20903EBB0
        
          
          
        
        178501.17000000
        PA
        USD
        168326.60000000
        0.065544077659
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-10-02
          Floating
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMSTOCK RESOURCES INC
        I03QQGEA4SS774AURI46
        Comstock Resources Inc
        205768AS3
        
          
          
        
        375000.00000000
        PA
        USD
        387330.00000000
        0.150821008680
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US BANCORP
        N1GZ7BBF3NP8GI976H15
        US Bancorp
        91159HJD3
        
          
          
        
        135000.00000000
        PA
        USD
        128493.61000000
        0.050033655718
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-01-27
          Fixed
          2.67700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137BBYA2
        
          
        
        71127.42000000
        PA
        USD
        71286.06000000
        0.027757817556
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-06-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FERRELLGAS LP/FERRELLGAS
        N/A
        Ferrellgas LP / Ferrellgas Finance Corp
        315289AA6
        
          
          
        
        187000.00000000
        PA
        USD
        176879.56000000
        0.068874483397
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AKER BP ASA
        549300NFTY73920OYK69
        Aker BP ASA
        00973RAF0
        
          
          
        
        700000.00000000
        PA
        USD
        685941.34000000
        0.267096183602
        Long
        DBT
        CORP
        NO
        N
        
        2
        
          2030-01-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMISION FEDERAL DE ELEC
        4469000001BFPONMPF32
        Comision Federal de Electricidad
        200447AK6
        
          
          
        
        750000.00000000
        PA
        USD
        659385.00000000
        0.256755507730
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2033-07-26
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IVANTI SOFTWARE INC
        N/A
        Ivanti Software Inc
        46583DAF6
        
          
          
        
        96825.98000000
        PA
        USD
        95403.80000000
        0.037148935915
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-12-01
          Floating
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAJORDRIVE HOLDINGS IV L
        N/A
        MajorDrive Holdings IV LLC
        56085RAA8
        
          
          
        
        743000.00000000
        PA
        USD
        659003.85000000
        0.256607093128
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCR CORP
        549300YKTY8JX1DV2R67
        NCR Corp
        62886EAU2
        
          
          
        
        107000.00000000
        PA
        USD
        107142.31000000
        0.041719751288
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        455780CS3
        
          
          
        
        900000.00000000
        PA
        USD
        950625.00000000
        0.370160383593
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2030-10-15
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        SANDS CHINA LTD
        549300EVO6UZDGY05787
        Sands China Ltd
        80007RAF2
        
          
          
        
        600000.00000000
        PA
        USD
        597750.00000000
        0.232755681044
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-08-08
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        91087BAH3
        
          
          
        
        654000.00000000
        PA
        USD
        631155.78000000
        0.245763435247
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2030-04-16
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CANPACK SA/CANPACK US
        N/A
        Canpack SA / Canpack US LLC
        13806CAA0
        
          
          
        
        170000.00000000
        PA
        USD
        149018.60000000
        0.058025806325
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2029-11-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MLN US HOLDCO LLC
        549300QKU7NPW6O86862
        MLN US Holdco LLC
        55292HAB9
        
          
          
        
        1508894.00000000
        PA
        USD
        1456790.38000000
        0.567254265221
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-11-30
          Floating
          5.00430000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUMEN TECHNOLOGIES INC
        8M3THTGWLTYZVE6BBY25
        Lumen Technologies Inc
        15669GAF1
        
          
          
        
        828343.51000000
        PA
        USD
        820060.07000000
        0.319320184174
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-01-31
          Floating
          2.10690000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NFP CORP
        VO2L9FZNXDJNQNEYH039
        NFP Corp
        65342RAD2
        
          
          
        
        1687000.00000000
        PA
        USD
        1613227.49000000
        0.628168737959
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAR BIDCO SARL
        259400BFVFGTIQA6ZC28
        MAR Bidco Sarl
        000000000
        
          
        
        240467.24000000
        PA
        USD
        237761.98000000
        0.092581265715
        Long
        LON
        CORP
        LU
        N
        
        2
        
          2028-06-28
          Floating
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROGERS COMMUNICATIONS IN
        54930030NVF3Y2OL0A78
        Rogers Communications Inc
        775109CD1
        
          
          
        
        105000.00000000
        PA
        USD
        104691.36000000
        0.040765384853
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2052-03-15
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARCHROMA FINANCE SARL
        213800AJS8SC56294W32
        Archroma Finance Sarl
        000000000
        
          
        
        338582.84000000
        PA
        USD
        336889.93000000
        0.131180334745
        Long
        LON
        CORP
        LU
        N
        
        2
        
          2024-08-11
          Floating
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASCENT RESOURCES/ARU FIN
        N/A
        Ascent Resources Utica Holdings LLC / ARU Finance Corp
        04364VAG8
        
          
          
        
        236000.00000000
        PA
        USD
        242416.84000000
        0.094393804585
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRESENIUS US FINANCE II
        TRJSJR7WPAPZ2OYFQZ47
        Fresenius US Finance II Inc
        35804GAK4
        
          
          
        
        1100000.00000000
        PA
        USD
        1113200.55000000
        0.433465080978
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-01-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWNROCK LP/CROWNROCK F
        N/A
        CrownRock LP / CrownRock Finance Inc
        228701AG3
        
          
          
        
        109000.00000000
        PA
        USD
        109231.63000000
        0.042533303943
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAVACORD CORP
        N/A
        Navacord Corp
        000000000
        
          
          
        
        40211.71000000
        PA
        
        31461.89000000
        0.012250830002
        Long
        LON
        CORP
        CA
        N
        
        2
        
          2029-03-16
          Floating
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MATTRESS FIRM INC
        N/A
        Mattress Firm Inc
        57723CAR0
        
          
          
        
        249375.00000000
        PA
        USD
        244699.22000000
        0.095282532165
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-09-24
          Floating
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAGICOR FINANCIAL CO
        N/A
        Sagicor Financial Co Ltd
        78669QAA8
        
          
          
        
        1100000.00000000
        PA
        USD
        1097772.50000000
        0.427457609150
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2028-05-13
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TSMC GLOBAL LTD
        549300N2ZLI21P85T117
        TSMC Global Ltd
        872882AF2
        
          
          
        
        1500000.00000000
        PA
        USD
        1318530.90000000
        0.513417913187
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2027-09-28
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NBK SPC LTD
        549300P1ANDK86KWB419
        NBK SPC Ltd
        62877PAB0
        
          
          
        
        1800000.00000000
        PA
        USD
        1648897.20000000
        0.642058035564
        Long
        DBT
        CORP
        AE
        
        N
        
        2
        
          2027-09-15
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GDB DEBT RECOVERY AUTH OF CMWL
        N/A
        GDB Debt Recovery Authority of Puerto Rico
        36829QAA3
        
          
          
        
        1632691.90000000
        PA
        USD
        1534730.39000000
        0.597603039974
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2040-08-20
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHESAPEAKE ENERGY CORP
        X2MT1W32SPAZ9WSKLE78
        Chesapeake Energy Corp
        165167DF1
        
          
          
        
        197000.00000000
        PA
        USD
        202023.50000000
        0.078665190011
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRONTIER COMMUNICATIONS
        N/A
        Frontier Communications Holdings LLC
        35908MAA8
        
          
          
        
        338226.00000000
        PA
        USD
        310112.65000000
        0.120753627856
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CRESTWOOD MID PARTNER LP
        N/A
        Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp
        226373AR9
        
          
          
        
        49000.00000000
        PA
        USD
        48918.17000000
        0.019048066873
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERUSAHAAN LISTRIK NEGAR
        254900OYVDRYS9J51J61
        Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
        71568PAE9
        
          
          
        
        700000.00000000
        PA
        USD
        751856.00000000
        0.292762451405
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2028-05-21
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS CORP
        N/A
        DISH DBS Corp
        25470XAY1
        
          
          
        
        30000.00000000
        PA
        USD
        29842.35000000
        0.011620203259
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIDAS OPCO HOLDINGS LLC
        N/A
        Stagwell Global LLC
        59565JAA9
        
          
          
        
        339000.00000000
        PA
        USD
        320253.30000000
        0.124702258382
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CRESTWOOD MID PARTNER LP
        N/A
        Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp
        226373AP3
        
          
          
        
        111000.00000000
        PA
        USD
        111667.11000000
        0.043481646571
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXA RESOURCES SA
        549300QRMRHM7GAU7L47
        Nexa Resources SA
        65290DAA1
        
          
          
        
        400000.00000000
        PA
        USD
        425530.00000000
        0.165695566633
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-01-18
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        BBVA BANCO CONTINENTAL
        549300H1JNU0HLNFU552
        Banco BBVA Peru SA
        000000000
        
          
          
        
        125000.00000000
        PA
        USD
        127598.13000000
        0.049684968043
        Long
        DBT
        CORP
        PE
        N
        
        2
        
          2029-09-22
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAESARS RESORT COLLECTIO
        549300V3UCT773B1KR38
        Caesars Resort Collection LLC
        12769LAD1
        
          
          
        
        246875.00000000
        PA
        USD
        245846.27000000
        0.095729177760
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-07-20
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRONTIER COMMUNICATIONS
        N/A
        Frontier Communications Holdings LLC
        35906ABG2
        
          
          
        
        219000.00000000
        PA
        USD
        210542.22000000
        0.081982263161
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        AEROPUERTOS ARGENT 2000
        549300349K24AVAQ7B24
        Aeropuertos Argentina 2000 SA
        00786PAE4
        
          
        
        258988.54000000
        PA
        USD
        209392.23000000
        0.081534472771
        Long
        DBT
        CORP
        AR
        N
        
        2
        
          2031-08-01
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOOZ ALLEN HAMILTON INC
        549300D7XCH2480XU542
        Booz Allen Hamilton Inc
        09951LAA1
        
          
          
        
        74000.00000000
        PA
        USD
        71513.23000000
        0.027846274449
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INVERSIONES LATAM POWER
        N/A
        Inversiones Latin America Power Ltda
        46137NAC2
        
          
          
        
        396488.24000000
        PA
        USD
        323867.45000000
        0.126109559001
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2033-06-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PERU
        254900STKLK2DBJJZ530
        Peruvian Government International Bond
        715638DE9
        
          
          
        
        1000000.00000000
        PA
        USD
        972190.00000000
        0.378557499882
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2026-01-23
          Fixed
          2.39200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENEL CHILE SA
        549300YM5CWCAUVOPB53
        Enel Chile SA
        29278DAA3
        
          
          
        
        840000.00000000
        PA
        USD
        871500.00000000
        0.339350189929
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2028-06-12
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAYFIELD AGENCY BORROWER
        N/A
        Amynta Agency Borrower Inc
        57810JAC2
        
          
          
        
        894069.85000000
        PA
        USD
        886991.50000000
        0.345382368320
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-02-28
          Floating
          4.75400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PERU
        254900STKLK2DBJJZ530
        Peruvian Government International Bond
        715638DF6
        
          
          
        
        850000.00000000
        PA
        USD
        802400.00000000
        0.312443594262
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2031-01-23
          Fixed
          2.78300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSDIGM INC
        88Q84GB3X55CF5OC7582
        TransDigm Inc
        893647BP1
        
          
          
        
        191000.00000000
        PA
        USD
        178820.89000000
        0.069630410768
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WOLVERINE ESCROW LLC
        N/A
        Wolverine Escrow LLC
        97789LAB2
        
          
          
        
        876000.00000000
        PA
        USD
        588295.32000000
        0.229074157862
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-15
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        US BANCORP
        N1GZ7BBF3NP8GI976H15
        US Bancorp
        91159HJC5
        
          
          
        
        130000.00000000
        PA
        USD
        124322.52000000
        0.048409490274
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-27
          Fixed
          2.21500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRUE RELIGION PREFERRED
        N/A
        TRUE RELIGION PREFERRED
        000000000
        
          
        
        2.28700000
        NS
        USD
        11435.00000000
        0.004452632727
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ENDO LUX FIN CO I SARL
        N/A
        Endo Luxembourg Finance Co I Sarl / Endo US Inc
        29280BAA3
        
          
          
        
        42000.00000000
        PA
        USD
        38375.61000000
        0.014942938086
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2029-04-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATP TOW / AND TELECOM
        N/A
        ATP Tower Holdings LLC / Andean Tower Partners Colombia SAS / Andean Telecom Par
        00216DAA9
        
          
          
        
        300000.00000000
        PA
        USD
        285376.50000000
        0.111121709095
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2026-04-27
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSOLIDATED COMMUNICATI
        549300WW675Y48HDVX34
        Consolidated Communications Inc
        20903XAH6
        
          
          
        
        146000.00000000
        PA
        USD
        125930.84000000
        0.049035748103
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCL CORPORATION LTD
        UNZWILHE4KMRP9K2L524
        NCL Corp Ltd
        62886HBA8
        
          
          
        
        92000.00000000
        PA
        USD
        87522.36000000
        0.034080010888
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2026-03-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCK7
        
          
          
        
        41000.00000000
        PA
        USD
        37260.60000000
        0.014508768430
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORP FINANCIERA DE DESAR
        254900BOM7T4MG6T0J30
        Corp Financiera de Desarrollo SA
        21987DAE4
        
          
          
        
        500000.00000000
        PA
        USD
        460887.50000000
        0.179463293931
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2027-09-28
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-HQA1
        35564KBS7
        
          
        
        3000000.00000000
        PA
        USD
        2882732.40000000
        1.122496600638
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-08-25
          Floating
          2.34900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AEGEA FINANCE SARL
        N/A
        Aegea Finance Sarl
        00775CAA4
        
          
          
        
        800000.00000000
        PA
        USD
        806992.00000000
        0.314231656307
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2024-10-10
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SK TELECOM CO LTD
        9884003WEA1PHW006037
        SK Telecom Co Ltd
        78440PAE8
        
          
          
        
        500000.00000000
        PA
        USD
        505719.80000000
        0.196920378865
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2023-04-16
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HAWAIIAN BRAND INTELLECT
        N/A
        Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd
        41984LAA5
        
          
          
        
        126000.00000000
        PA
        USD
        126238.14000000
        0.049155406523
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-01-20
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHESAPEAKE ENERGY CORP
        X2MT1W32SPAZ9WSKLE78
        Chesapeake Energy Corp
        165167DG9
        
          
          
        
        145000.00000000
        PA
        USD
        149924.20000000
        0.058378434589
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIGICEL GROUP HOLDINGS
        N/A
        Digicel Group Holdings Ltd
        25381YAB7
        
          
          
        
        244887.00000000
        PA
        USD
        215307.10000000
        0.083837642315
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2025-04-01
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMISION FEDERAL DE ELEC
        4469000001BFPONMPF32
        Comision Federal de Electricidad
        200447AH3
        
          
          
        
        200000.00000000
        PA
        USD
        175912.00000000
        0.068497728756
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2031-02-09
          Fixed
          3.34800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AFRICA FINANCE CORP
        213800LXFHRRXIJRXW97
        Africa Finance Corp
        00830YAC5
        
          
          
        
        900000.00000000
        PA
        USD
        901026.00000000
        0.350847210822
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2026-04-17
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EDELMAN FINANCIAL CENTER
        549300Z31KZXNP05U733
        Edelman Financial Engines Center LLC/The
        27943TAB5
        
          
          
        
        1017000.00000000
        PA
        USD
        1005558.75000000
        0.391550835109
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-07-20
          Floating
          7.00890000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GEON PERFORMANCE SOLUTIO
        N/A
        Geon Performance Solutions LLC
        37254YAB6
        
          
          
        
        248750.00000000
        PA
        USD
        248439.06000000
        0.096738774752
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-08-18
          Floating
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        Carnival Corp
        143658BG6
        
          
          
        
        446000.00000000
        PA
        USD
        496667.83000000
        0.193395665453
        Long
        DBT
        CORP
        PA
        
        N
        
        2
        
          2026-02-01
          Fixed
          10.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LITHIA MOTORS INC
        SE8N1EZEHPZQBCBVKD53
        Lithia Motors Inc
        536797AG8
        
          
          
        
        222000.00000000
        PA
        USD
        210174.06000000
        0.081838906688
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATLAS CC ACQUISITION COR
        6HHLXIOGCDNZ4IRAIW26
        Cubic Corp
        04921TAC8
        
          
          
        
        41936.63110000
        PA
        USD
        41858.00000000
        0.016298933161
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-05-25
          Floating
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALLON PETROLEUM CO
        549300EFOWPEB0WLZW21
        Callon Petroleum Co
        13123XBB7
        
          
          
        
        44000.00000000
        PA
        USD
        46704.24000000
        0.018185992787
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASCENT RESOURCES/ARU FIN
        N/A
        Ascent Resources Utica Holdings LLC / ARU Finance Corp
        04364VAR4
        
          
          
        
        25000.00000000
        PA
        USD
        26288.88000000
        0.010236530603
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-31
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELECTRON BIDCO INC
        N/A
        Electron Bidco Inc
        28542CAC3
        
          
          
        
        250000.00000000
        PA
        USD
        247687.50000000
        0.096446127559
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-11-01
          Floating
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARATEK PHARMACEUTICALS
        5493007V5QDIWECEYV79
        Paratek Pharmaceuticals Inc
        699374AB0
        
          
          
        
        875000.00000000
        PA
        USD
        774812.50000000
        0.301701398777
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-01
          Fixed
          4.75000000
          N
          N
          N
          N
          N
          
            
              Paratek Pharmaceuticals Inc
              Paratek Pharmaceuticals Inc
              USD
              
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        EUR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        137053.93000000
        0.053366927339
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -5350000.00000000
            EUR
            6066103.39000000
            USD
            2022-05-20
            137053.93000000
          
        
        
          N
          N
          N
        
      
      
        CPC ACQUISITION CORP
        254900UFA4AMH3PZZW32
        Cpc Acquisition Corp
        12656UAB1
        
          
          
        
        131670.00000000
        PA
        USD
        129036.60000000
        0.050245088603
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-12-29
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NETWORK I2I LTD
        2549003L8M1FGHLHOX45
        Network i2i Ltd
        64132NAA4
        
          
          
        
        250000.00000000
        PA
        USD
        248113.75000000
        0.096612103484
        Long
        DBT
        CORP
        MU
        
        N
        
        2
        
          N/A
          Fixed
          5.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCGRAW-HILL EDUCATION
        N/A
        McGraw-Hill Education Inc
        57767XAA8
        
          
          
        
        197000.00000000
        PA
        USD
        188305.41000000
        0.073323553239
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRUE RELIGION COMMON
        N/A
        TRUE RELIGION COMMON
        000000000
        
          
        
        2.20200000
        NS
        USD
        43861.14000000
        0.017078928502
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LBM ACQUISITION LLC
        549300FAEB3VWZL4NI86
        LBM Acquisition LLC
        05552BAA4
        
          
          
        
        176000.00000000
        PA
        USD
        165071.28000000
        0.064276500539
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALIFORNIA RESOURCES CRP
        5493003Q8F0T4F4YMR48
        California Resources Corp
        13057QAH0
        
          
          
        
        61000.00000000
        PA
        USD
        63545.84000000
        0.024743881667
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GREENKO MAURITIUS LTD
        2138005EDWGI4914B264
        Greenko Mauritius Ltd
        39531LAA7
        
          
          
        
        450000.00000000
        PA
        USD
        455445.00000000
        0.177344058809
        Long
        DBT
        CORP
        MU
        
        N
        
        2
        
          2023-02-21
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EMPRESAS PUBLIC MEDELLIN
        549300SU25TO8EMXB434
        Empresas Publicas de Medellin ESP
        29246BAE8
        
          
          
        
        1000000.00000000
        PA
        USD
        892150.00000000
        0.347391017723
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2029-07-18
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASBURY AUTOMOTIVE GROUP
        549300JH4DTA7U42GL91
        Asbury Automotive Group Inc
        043436AV6
        
          
          
        
        435550.00000000
        PA
        USD
        411616.53000000
        0.160277851559
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARCHES BUYER INC
        2549009ADY4208OH2Y47
        Arches Buyer Inc
        039524AB9
        
          
          
        
        463000.00000000
        PA
        USD
        428911.63000000
        0.167012327141
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIDEOTRON LTD
        549300LW4GNJRBECSD81
        Videotron Ltd
        92660FAN4
        
          
          
        
        70000.00000000
        PA
        USD
        65051.00000000
        0.025329970401
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2029-06-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAVACORD CORP
        N/A
        Navacord Corp
        000000000
        
          
          
        
        399788.29000000
        PA
        
        312796.80000000
        0.121798799184
        Long
        LON
        CORP
        CA
        N
        
        2
        
          2029-03-16
          Floating
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PAMPA ENERGIA SA
        254900QNIK0CVURGML24
        Pampa Energia SA
        697660AA6
        
          
          
        
        800000.00000000
        PA
        USD
        703200.00000000
        0.273816469946
        Long
        DBT
        CORP
        AR
        N
        
        2
        
          2027-01-24
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RH
        5493008MTS3OGGMHGK69
        RH
        76133MAB7
        
          
          
        
        248750.00000000
        PA
        USD
        244863.28000000
        0.095346414887
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-10-20
          Floating
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SONIC AUTOMOTIVE INC
        549300NTLRGJ2JCBZU03
        Sonic Automotive Inc
        83545GBE1
        
          
          
        
        97000.00000000
        PA
        USD
        86262.10000000
        0.033589282867
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUNSET DEBT MERGER SUB INC
        N/A
        Sunset Debt Merger Sub Inc
        000000000
        
          
        
        194000.00000000
        PA
        USD
        188422.50000000
        0.073369146485
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-10-06
          Floating
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EMPRESA DE TRANSPORTE ME
        959800T4M5QUPYMSCH69
        Empresa de Transporte de Pasajeros Metro SA
        29246QAD7
        
          
          
        
        600000.00000000
        PA
        USD
        598179.00000000
        0.232922727781
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2030-05-07
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRONTIER COMMUNICATIONS
        N/A
        Frontier Communications Holdings LLC
        35906ABE7
        
          
          
        
        336000.00000000
        PA
        USD
        334165.44000000
        0.130119455573
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WATERBRIDGE MIDSTREAM OP
        549300DVU86VSP486341
        WaterBridge Midstream Operating LLC
        94120XAB1
        
          
          
        
        343570.49000000
        PA
        USD
        332097.64000000
        0.129314282511
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-06-21
          Floating
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTMORELAND COAL
        N/A
        WESTMORELAND COAL
        000000000
        
          
        
        7276.00000000
        NS
        USD
        18371.90000000
        0.007153766786
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        NatWest Group PLC
        780097AZ4
        
          
          
        
        900000.00000000
        PA
        USD
        938912.58000000
        0.365599727309
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-12-19
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAVACORD CORP
        N/A
        Navacord Corp
        000000000
        
          
          
        
        787288.12000000
        PA
        
        617159.83000000
        0.240313603588
        Long
        LON
        CORP
        CA
        N
        
        2
        
          2028-03-16
          Floating
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MINEJESA CAPITAL BV
        549300KS7ERCP10BKC35
        Minejesa Capital BV
        000000000
        
          
          
        
        200000.00000000
        PA
        USD
        182537.00000000
        0.071077413217
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2037-08-10
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARDONAGH MIDCO 2 PLC
        9845003AD1386OH58D80
        Ardonagh Midco 2 PLC
        03985RAA1
        
          
          
        
        799985.00000000
        PA
        USD
        851984.03000000
        0.331750937920
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-01-15
          Fixed
          11.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASBURY AUTOMOTIVE GROUP
        549300JH4DTA7U42GL91
        Asbury Automotive Group Inc
        043436AW4
        
          
          
        
        10000.00000000
        PA
        USD
        9324.80000000
        0.003630949685
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCL AMERICA INC
        549300CBM0L7W7N2EB94
        HCL America Inc
        40480HAA5
        
          
          
        
        750000.00000000
        PA
        USD
        687631.05000000
        0.267754133584
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-03-10
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROGERS COMMUNICATIONS IN
        54930030NVF3Y2OL0A78
        Rogers Communications Inc
        775109CC3
        
          
          
        
        115000.00000000
        PA
        USD
        114253.41000000
        0.044488716447
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2032-03-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADTALEM GLOBAL EDUCATION
        549300Z467EZLMODV621
        Adtalem Global Education Inc
        00737WAA7
        
          
          
        
        1253000.00000000
        PA
        USD
        1214827.36000000
        0.473037171942
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KCA-KELLY TOPCO
        N/A
        KCA-KELLY TOPCO
        000000000
        
          
        
        5140.00000000
        NS
        USD
        408630.00000000
        0.159114937591
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MATTERHORN TELECOM SA
        549300MTB0YI26SMUT22
        Matterhorn Telecom SA
        000000000
        
          
          
        
        69000.00000000
        PA
        
        73980.48000000
        0.028806987881
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2026-09-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENA MASTER TRUST
        549300CBCHB6Q73VG753
        ENA Master Trust
        29249BAA3
        
          
          
        
        200000.00000000
        PA
        USD
        188293.00000000
        0.073318720955
        Long
        DBT
        CORP
        PA
        N
        
        2
        
          2048-05-19
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARUBA INVESTMENT HOLDING
        254900GMIYFF4FZ0A357
        Aruba Investments Holdings LLC
        04317JAB4
        
          
          
        
        247506.25000000
        PA
        USD
        244721.80000000
        0.095291324509
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-11-24
          Floating
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71643VAB1
        
          
        
        237000.00000000
        PA
        USD
        225396.48000000
        0.087766309004
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2032-02-16
          Fixed
          6.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERLIN PACKAGING LLC
        549300L1HNHO6QOXHH42
        Berlin Packaging LLC
        08511LAX6
        
          
          
        
        248750.00000000
        PA
        USD
        246822.19000000
        0.096109187671
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-03-11
          Floating
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMNEAL PHARMACEUTICALS LLC
        54930037VIXE7LRZ1M66
        Amneal Pharmaceuticals LLC
        03167DAH7
        
          
          
        
        191527.72000000
        PA
        USD
        189013.92000000
        0.073599437350
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-05-04
          Floating
          3.86240000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WINDSTREAM ESCROW LLC
        N/A
        Windstream Escrow LLC / Windstream Escrow Finance Corp
        97382WAA1
        
          
          
        
        797000.00000000
        PA
        USD
        812680.98000000
        0.316446867372
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        Spain Government Bond
        000000000
        
          
          
        
        1345000.00000000
        PA
        
        1429037.24000000
        0.556447571784
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2027-01-31
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO GENERAL SA
        549300B5C08LGDFB7205
        Banco General SA
        059597AF1
        
          
          
        
        200000.00000000
        PA
        USD
        196865.00000000
        0.076656540608
        Long
        DBT
        CORP
        PA
        N
        
        2
        
          N/A
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CP ATLAS BUYER INC
        2549006ZZ07G0NDDCR36
        CP Atlas Buyer Inc
        12658HAG7
        
          
          
        
        796065.26000000
        PA
        USD
        775666.09000000
        0.302033775058
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-11-23
          Floating
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MONEYGRAM INTERNATIONAL
        5299002DLX0Q04KC4156
        MoneyGram International Inc
        60935YAA7
        
          
          
        
        105000.00000000
        PA
        USD
        109437.30000000
        0.042613389030
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAYER US FINANCE II LLC
        529900XWNEXYNJ3X6T40
        Bayer US Finance II LLC
        07274NAX1
        
          
          
        
        1000000.00000000
        PA
        USD
        972627.90000000
        0.378728012158
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-15
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCE1
        
          
          
        
        530000.00000000
        PA
        USD
        498198.68000000
        0.193991757522
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIRCASTLE LTD
        549300PNK8AKY3OIKP58
        Aircastle Ltd
        00928QAR2
        
          
          
        
        800000.00000000
        PA
        USD
        803576.96000000
        0.312901886401
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2023-09-25
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        P&L DEV LLC/PLD FIN CORP
        N/A
        P&L Development LLC / PLD Finance Corp
        69306RAA4
        
          
          
        
        580000.00000000
        PA
        USD
        535374.80000000
        0.208467630595
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LSF9 ATL HLDG/VICTRA FIN
        N/A
        LSF9 Atlantis Holdings LLC / Victra Finance Corp
        50220MAA8
        
          
          
        
        478000.00000000
        PA
        USD
        459979.40000000
        0.179109692201
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CRESTWOOD MID PARTNER LP
        N/A
        Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp
        226373AQ1
        
          
          
        
        210000.00000000
        PA
        USD
        208513.20000000
        0.081192190502
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIG INTL FIN/DIG INTL HL
        N/A
        Digicel International Finance Ltd/Digicel international Holdings Ltd
        25381XAC7
        
          
          
        
        210426.00000000
        PA
        USD
        196013.92000000
        0.076325141687
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2026-12-31
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMERCEHUB INC
        549300V3JZOSIRXFRG67
        CommerceHub Inc
        20084XAF1
        
          
          
        
        1001.63000000
        PA
        USD
        974.09000000
        0.000379297333
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-12-02
          Floating
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZAYO GROUP HOLDINGS INC
        529900Z6OTS7RT0V0I47
        Zayo Group Holdings Inc
        98919VAA3
        
          
          
        
        185000.00000000
        PA
        USD
        170573.70000000
        0.066419067690
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRON MOUNTAIN INFO MGMT
        N/A
        Iron Mountain Information Management Services Inc
        46285MAA8
        
          
          
        
        1065000.00000000
        PA
        USD
        1000029.68000000
        0.389397890812
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITI GROUP/CSL CAPITAL
        N/A
        Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC
        91327BAB6
        
          
          
        
        60000.00000000
        PA
        USD
        56749.80000000
        0.022097596567
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROBRAS GLOBAL FINANCE
        549300FNENFFSMO3GT38
        Petrobras Global Finance BV
        71647NBH1
        
          
          
        
        500000.00000000
        PA
        USD
        506925.00000000
        0.197389667274
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2031-01-03
          Fixed
          5.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADANI TRANSMISSION LTD
        549300PLH866JQ6LXE52
        Adani Transmission Ltd
        000000000
        
          
          
        
        181000.00000000
        PA
        USD
        166684.28000000
        0.064904580695
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2036-05-21
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        USD/CAD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -20658.28000000
        -0.00804405191
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            -1445000.00000000
            CAD
            1135030.15000000
            USD
            2022-05-20
            -20658.28000000
          
        
        
          N
          N
          N
        
      
      
        REYNOLDS AMERICAN INC
        02S2RPPVO9RP4NEU2740
        Reynolds American Inc
        761713BG0
        
          
          
        
        800000.00000000
        PA
        USD
        817688.72000000
        0.318396812891
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-06-12
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED PF HOLDINGS LLC
        2549002AF6PASVP2G486
        United PF Holdings LLC
        91132UAK9
        
          
          
        
        171390.00000000
        PA
        USD
        170961.53000000
        0.066570083392
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-11-12
          Floating
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARCHES BUYER INC
        2549009ADY4208OH2Y47
        Arches Buyer Inc
        039524AA1
        
          
          
        
        621000.00000000
        PA
        USD
        580063.68000000
        0.225868869741
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSENSUS CLOUD SOLUTION
        N/A
        Consensus Cloud Solutions Inc
        20848VAA3
        
          
          
        
        97000.00000000
        PA
        USD
        96389.87000000
        0.037532898097
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        JPY CALL VERSUS AUD PUT
        000000000
        
          
        
        -7780000.00000000
        NC
        
        -10816.86000000
        -0.00421193745
        N/A
        DFE
        CORP
        US
        
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Put
            Written
            
              
                
                  
                    J.P. MORGAN SECURITIES LLC
                    ZBUT11V806EZRVTWT807
                  
                  
                    J.P. MORGAN SECURITIES LLC
                    ZBUT11V806EZRVTWT807
                    JPY CALL VERSUS AUD PUT
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  JPY
                  N/A
                  AUD
                  2022-08-23
                
              
            
            -7780000.00000000
            USD
            72.00000000
            AUD
            2022-08-23
            XXXX
            19947.31000000
          
        
        
          N
          N
          N
        
      
      
        STONEMOR INC
        N/A
        StoneMor Inc
        86184WAA4
        
          
          
        
        576000.00000000
        PA
        USD
        571377.60000000
        0.222486628894
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIGICEL GROUP HOLDINGS
        N/A
        Digicel Group Holdings Ltd
        25381YAC5
        
          
          
        
        110681.00000000
        PA
        USD
        88791.07000000
        0.034574029223
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          N/A
          Fixed
          7.00000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        LBM ACQUISITION LLC
        549300FAEB3VWZL4NI86
        LBM Acquisition LLC
        50179JAG3
        
          
          
        
        83333.33330000
        PA
        USD
        81354.17000000
        0.031678201997
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-12-18
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADVANTAGE SALES & MARKET
        549300T4O24KQDED1182
        Advantage Sales & Marketing Inc
        00775PAA5
        
          
          
        
        881000.00000000
        PA
        USD
        835522.78000000
        0.325341152132
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WR GRACE HOLDINGS LLC
        N/A
        WR Grace Holdings LLC
        92943HAB5
        
          
          
        
        625.00000000
        PA
        USD
        621.19000000
        0.000241882896
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-09-22
          Floating
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EPIC CRUDE SERVICES LP
        549300FRS682IQ7J9S42
        EPIC Crude Services LP
        29428XAB6
        
          
          
        
        527643.74000000
        PA
        USD
        454872.70000000
        0.177121213010
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-03-01
          Floating
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRIDENT TPI HOLDINGS INC
        549300TPLK304J3RNC85
        Trident TPI Holdings Inc
        00216EAE9
        
          
          
        
        217849.37940000
        PA
        USD
        215580.04000000
        0.083943921421
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-09-17
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST STUDENT BIDCO INC
        2549006DRO2F06AA1391
        First Student Bidco Inc
        33718FAD2
        
          
          
        
        182141.53920000
        PA
        USD
        180931.94000000
        0.070452424788
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-07-21
          Floating
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BWX TECHNOLOGIES INC
        549300NP85N265KWMS58
        BWX Technologies Inc
        05605HAC4
        
          
          
        
        59000.00000000
        PA
        USD
        56910.22000000
        0.022160061923
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRAFT HEINZ FOODS CO
        5493003STKEZ2S0RNU91
        Kraft Heinz Foods Co
        50077LAV8
        
          
          
        
        82000.00000000
        PA
        USD
        82058.22000000
        0.031952349446
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRUPO AVAL LTD
        549300J4FW1ELLQ80113
        Grupo Aval Ltd
        40053FAC2
        
          
          
        
        400000.00000000
        PA
        USD
        347054.00000000
        0.135138084699
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2030-02-04
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARB BONDCO PLC
        254900PVA1EU6QM1JN57
        MARB BondCo PLC
        566007AC4
        
          
          
        
        200000.00000000
        PA
        USD
        177751.00000000
        0.069213810223
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2031-01-29
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POST HOLDINGS INC
        JM1I5YUAURL6DC8N1468
        Post Holdings Inc
        737446AR5
        
          
          
        
        187000.00000000
        PA
        USD
        165960.63000000
        0.064622801275
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRUPO AEROMEXICO SAB
        N/A
        Grupo Aeromexico SAB de CV
        40054JAA7
        
          
          
        
        1500000.00000000
        PA
        USD
        1510556.69000000
        0.588190131556
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2027-03-17
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSGRID FINANCE PTY LTD
        549300DN8D7YR73BKB57
        Ausgrid Finance Pty Ltd
        052113AA5
        
          
          
        
        1100000.00000000
        PA
        USD
        1107673.60000000
        0.431312962180
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2023-05-01
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STONEX GROUP INC
        549300JUF07L8VF02M60
        StoneX Group Inc
        46116VAE5
        
          
          
        
        478000.00000000
        PA
        USD
        498549.22000000
        0.194128253007
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          8.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIGICEL LTD
        N/A
        Digicel Ltd
        25380QAH2
        
          
          
        
        1095000.00000000
        PA
        USD
        1021092.98000000
        0.397599651978
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2023-03-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac STACR REMIC Trust 2022-DNA1
        35564KQC6
        
          
        
        3000000.00000000
        PA
        USD
        2804457.90000000
        1.092017580051
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-01-25
          Floating
          2.59900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SRS DISTRIBUTION INC
        549300ZQ3XP75BCYM468
        SRS Distribution Inc
        78466YAN8
        
          
          
        
        248750.00000000
        PA
        USD
        245391.88000000
        0.095552244503
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-06-04
          Floating
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRIDENT TPI HOLDINGS INC
        549300TPLK304J3RNC85
        Trident TPI Holdings Inc
        00216EAF6
        
          
          
        
        31005.02000000
        PA
        USD
        30682.04000000
        0.011947167069
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-09-17
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KIMBERLY-CLARK DE MEXICO
        549300JGHL56QT00KT54
        Kimberly-Clark de Mexico SAB de CV
        494386AB1
        
          
          
        
        1000000.00000000
        PA
        USD
        1006425.00000000
        0.391888141021
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2024-04-08
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SERBIA
        254900W94OCY91V32O78
        Serbia International Bond
        817477AF9
        
          
          
        
        400000.00000000
        PA
        USD
        335820.00000000
        0.130763718625
        Long
        DBT
        NUSS
        RS
        N
        
        2
        
          2030-12-01
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        455780CC8
        
          
          
        
        2400000.00000000
        PA
        USD
        2422500.00000000
        0.943288393694
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2023-01-11
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PAR PHARMACEUTICAL INC
        549300KK5WR4MGN4YT97
        Par Pharmaceutical Inc
        69888XAA7
        
          
          
        
        342000.00000000
        PA
        USD
        319708.44000000
        0.124490097344
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STUDIO CITY INTL ADR
        N/A
        STUDIO CITY INTL ADR
        000000000
        
          
        
        19076.00000000
        NS
        USD
        111337.07000000
        0.043353133506
        Long
        EC
        CORP
        KY
        
        N
        
        1
        
          N
          N
          N
        
      
      
        CEMEX SAB DE CV
        549300RIG2CXWN6IV731
        Cemex SAB de CV
        151290BX0
        
          
          
        
        500000.00000000
        PA
        USD
        498265.00000000
        0.194017581624
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2030-09-17
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AHP HEALTH PARTNERS
        549300QMM8MQ6SM5KX05
        AHP Health Partners Inc
        00130MAJ3
        
          
          
        
        249375.00000000
        PA
        USD
        247660.55000000
        0.096435633597
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-08-23
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PANAMA NOTAS DEL TESORO
        549300SHS4T08CL0LP14
        Panama Notas del Tesoro
        000000000
        
          
          
        
        900000.00000000
        PA
        USD
        905400.00000000
        0.352550386646
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2026-04-17
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DP WORLD PLC
        549300M3U2DNF4QVSS04
        DP World Ltd/United Arab Emirates
        000000000
        
          
          
        
        200000.00000000
        PA
        USD
        194724.00000000
        0.075822864468
        Long
        DBT
        CORP
        AE
        N
        
        2
        
          2049-09-30
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NESCO HOLDINGS II INC
        254900FAHT0HW9T6L409
        NESCO Holdings II Inc
        64083YAA9
        
          
          
        
        612000.00000000
        PA
        USD
        602048.88000000
        0.234429606167
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLERIOT US BIDCO INC
        254900ALCQ2A2VYD5Z08
        Bleriot US Bidco Inc
        09353TAG5
        
          
          
        
        1073.97000000
        PA
        USD
        1070.95000000
        0.000417013294
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-10-31
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLATRIX EXPLORATION
        549300S2235IL73TH941
        Bellatrix Exploration Ltd
        078314AF8
        
          
        
        228000.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        DBT
        CORP
        CA
        N
        
        3
        
          2023-09-11
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FINANCING SA
        549300DIYGW8HVDF7Q17
        Altice Financing SA
        02154CAH6
        
          
          
        
        535000.00000000
        PA
        USD
        487112.15000000
        0.189674814250
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2029-08-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITAU UNIBANCO HLDG SA/KY
        5493002W2IVG62O3ZJ94
        Itau Unibanco Holding SA/Cayman Island
        46556JAB5
        
          
          
        
        470000.00000000
        PA
        USD
        467344.50000000
        0.181977561488
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2025-01-24
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENCOMPASS HEALTH CORP
        549300FVRPM9DRQZRG64
        Encompass Health Corp
        29261AAE0
        
          
          
        
        155000.00000000
        PA
        USD
        145352.03000000
        0.056598094075
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EG AMERICA LLC
        549300BY1CRYVPEG9R57
        EG America LLC
        000000000
        
          
          
        
        248758.96000000
        PA
        USD
        245773.85000000
        0.095700978401
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2026-03-12
          Floating
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        Carnival Corp
        143658BN1
        
          
          
        
        291000.00000000
        PA
        USD
        277905.00000000
        0.108212409102
        Long
        DBT
        CORP
        PA
        
        N
        
        2
        
          2027-03-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE BANK INDIA/LONDON
        5493001JZ37UBBZF6L49
        State Bank of India/London
        85628UAJ5
        
          
          
        
        1500000.00000000
        PA
        USD
        1525513.50000000
        0.594014108967
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2024-01-24
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIGADO NETWORKS LLC
        N/A
        Ligado Networks LLC
        53225HAA8
        
          
          
        
        1050516.61000000
        PA
        USD
        799632.23000000
        0.311365862449
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-01
          Fixed
          15.50000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        GC TREASURY CENTRE CO
        549300LUFQBC2EQNAR40
        GC Treasury Center Co Ltd
        36830BAB1
        
          
          
        
        250000.00000000
        PA
        USD
        229443.00000000
        0.089341968592
        Long
        DBT
        CORP
        TH
        N
        
        2
        
          2031-03-18
          Fixed
          2.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENSEMBLE RCM LLC
        N/A
        Ensemble RCM LLC
        29359BAB7
        
          
          
        
        246835.45000000
        PA
        USD
        246218.36000000
        0.095874064521
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-08-01
          Floating
          4.05270000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PAF3
        
          
          
        
        600000.00000000
        PA
        USD
        602338.86000000
        0.234542520416
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-01
          Fixed
          3.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY OPERATING
        549300KJEC5IUVJWR786
        NextEra Energy Operating Partners LP
        65342QAB8
        
          
          
        
        49000.00000000
        PA
        USD
        48868.68000000
        0.019028796144
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KCA DEUTAG UK FINANCE PL
        529900T5G3VI71LSI184
        KCA Deutag UK Finance PLC
        000000000
        
          
          
        
        48000.00000000
        PA
        USD
        49655.04000000
        0.019334993981
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-12-01
          Fixed
          9.87500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        NEW COTAI EQUITY
        N/A
        NEW COTAI EQUITY
        000000000
        
          
        
        414307.00000000
        NS
        USD
        381824.58000000
        0.148677273370
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        STANDARD INDUSTRIES INC
        54930064UHXCIUWVI755
        Standard Industries Inc/NJ
        853496AG2
        
          
          
        
        1392000.00000000
        PA
        USD
        1276742.40000000
        0.497146042376
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HIGHLAND HOLDINGS BOND
        N/A
        Highlands Holdings Bond Issuer Ltd / Highlands Holdings Bond Co-Issuer Inc
        43103QAA6
        
          
          
        
        320897.00000000
        PA
        USD
        322763.02000000
        0.125679509052
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2025-10-15
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTRA CORP
        549300ZH5GKBTJZ7NM23
        Vistra Operations Co LLC
        92840VAF9
        
          
          
        
        132000.00000000
        PA
        USD
        130085.34000000
        0.050653453627
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-31
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        JPY CALL VERSUS GBP PUT
        000000000
        
          
        
        4670000.00000000
        NC
        
        44452.37000000
        0.017309145384
        N/A
        DFE
        CORP
        US
        
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Put
            Purchased
            
              
                
                  
                    J.P. MORGAN SECURITIES LLC
                    ZBUT11V806EZRVTWT807
                  
                  
                    J.P. MORGAN SECURITIES LLC
                    ZBUT11V806EZRVTWT807
                    JPY CALL VERSUS GBP PUT
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  JPY
                  N/A
                  GBP
                  2022-08-23
                
              
            
            4670000.00000000
            USD
            148.00000000
            GBP
            2022-08-23
            XXXX
            -25613.05000000
          
        
        
          N
          N
          N
        
      
      
        NAVACORD CORP
        N/A
        Navacord Corp
        000000000
        
          
          
        
        179316.49000000
        PA
        
        140567.26000000
        0.054734970027
        Long
        LON
        CORP
        CA
        N
        
        2
        
          2028-03-16
          Floating
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307BA4
        
          
          
        
        248000.00000000
        PA
        USD
        221147.80000000
        0.086111931075
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTELSAT JACKSON HLDG
        8XJ8KF85PBKK1TLMFN29
        Intelsat Jackson Holdings SA
        000000000
        
          
          
        
        83320.50000000
        PA
        USD
        82088.02000000
        0.031963953158
        Long
        LON
        CORP
        LU
        N
        
        2
        
          2022-07-13
          Floating
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANGLOGOLD HOLDINGS PLC
        213800745ZIXC4L6A131
        AngloGold Ashanti Holdings PLC
        03512TAB7
        
          
          
        
        120000.00000000
        PA
        USD
        132033.80000000
        0.051412157323
        Long
        DBT
        CORP
        IM
        
        N
        
        2
        
          2040-04-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORNERSTONE ONDEMAND INC
        549300Z402F16H5EGH48
        Cornerstone OnDemand Inc
        86803YAB9
        
          
          
        
        250000.00000000
        PA
        USD
        247812.50000000
        0.096494800851
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-10-15
          Floating
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DP WORLD CRESCENT LTD
        21380096JRTWB8TL9236
        DP World Crescent Ltd
        000000000
        
          
          
        
        600000.00000000
        PA
        USD
        603930.00000000
        0.235162088587
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2029-07-18
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JBS USA/FOOD/FINANCE
        N/A
        JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
        46590XAF3
        
          
          
        
        268000.00000000
        PA
        USD
        248442.70000000
        0.096740192118
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2029-02-02
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BABCOCK INTL GROUP PLC
        213800TSKOLX4EU6L377
        Babcock International Group PLC
        000000000
        
          
          
        
        1250000.00000000
        PA
        
        1287989.00000000
        0.501525314718
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-09-13
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        LPL HOLDINGS INC
        549300Z5YF8CCRMYUL26
        LPL Holdings Inc
        50212YAD6
        
          
          
        
        102000.00000000
        PA
        USD
        96937.60000000
        0.037746176673
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2022-04-01
      IVY FUNDS
      Dan Geatens
      Dan Geatens
      Division Director - Head of US Fund Administration
    
  





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