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Form NPORT-P WESTERN ASSET HIGH INCOM For: Apr 30

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StreetInsider.com Top Tickers, 4/25/2024

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10. BIIB


June 23, 2021 1:50 PM EDT 

  
    NPORT-P
    false
    
      
      
        
          0001058239
          XXXXXXXX
        
      
      
      
      
    
  
  
    
      Western Asset High Income Fund II Inc.
      811-08709
      0001058239
      549300LH0LPNF7USIA77
      620 Eighth Avenue
      47th Floor
      New York
      
      10018
      1-888-777-0102
      Western Asset High Income Fund II Inc.
      549300LH0LPNF7USIA77
      2021-04-30
      2021-04-30
      N
    
    
      597359352.85
      178084812.74
      419274540.11
      0.00000000
      0.00000000
      158000000.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      7383616.53000000
      0.00000000
      0.00000000
      0.00000000
      
        
          GBP
          
          
        
        
          RUB
          
          
        
        
          USD
          
          
        
      
      
      
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        SPRINT CAPITAL CORP
        549300L17W0GQBR1PO80
        Sprint Capital Corp
        852060AD4
        
          
          
        
        2200000.00000000
        PA
        USD
        2774809.84000000
        0.661812148019
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-11-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARRIAGE SERVICES INC
        N/A
        Carriage Services Inc
        143905AN7
        
          
          
        
        2190000.00000000
        PA
        USD
        2313866.40000000
        0.551873815040
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-06-01
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RUSSIA GOVT BOND - OFZ
        5493004EHVGF71PDBU58
        Russian Federal Bond - OFZ
        000000000
        
          
          
        
        298820000.00000000
        PA
        
        3984816.30000000
        0.950407410608
        Long
        DBT
        NUSS
        RU
        N
        2
        
          2029-05-23
          Fixed
          6.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES CORP
        5493003QENHHS261UR94
        Targa Resources Corp
        87612G606
        
          
          
        
        1440.00000000
        NS
        USD
        1526641.73000000
        0.364115056831
        Long
        EP
        CORP
        US
        N
        2
        
          N
          N
          N
        
      
      
        CONTINENTAL RESOURCES
        XXRTID9RYWOZ0UPIVR53
        Continental Resources Inc/OK
        212015AS0
        
          
          
        
        240000.00000000
        PA
        USD
        261550.80000000
        0.062381751091
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-01-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SERVICE PROPERTIES TRUST
        529900IS770AG1K9QG27
        Service Properties Trust
        81761LAB8
        
          
          
        
        930000.00000000
        PA
        USD
        980111.12000000
        0.233763566884
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-12-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL CARIBBEAN CRUISES LTD
        K2NEH8QNVW44JIWK7Z55
        Royal Caribbean Cruises Ltd
        78015EAM0
        
          
          
        
        1700000.00000000
        PA
        USD
        1643333.90000000
        0.391946980508
        Long
        LON
        CORP
        LR
        
        N
        2
        
          2022-04-05
          Floating
          1.54980000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRASKEM AMERICA FINANCE
        254900QMQAJ26H49CL75
        Braskem America Finance Co
        000000000
        
          
          
        
        700000.00000000
        PA
        USD
        817225.50000000
        0.194914172414
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2041-07-22
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QBR2
        
          
          
        
        2970000.00000000
        PA
        USD
        2565990.90000000
        0.612007325636
        Long
        DBT
        CORP
        MX
        N
        2
        
          2045-01-23
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSPORT DE GAS DEL SUR
        5299002TRC7IFQYSW596
        Transportadora de Gas del Sur SA
        893870AX3
        
          
          
        
        1860000.00000000
        PA
        USD
        1615912.20000000
        0.385406707398
        Long
        DBT
        CORP
        AR
        N
        2
        
          2025-05-02
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIKING CRUISES LTD
        549300IJP90T4MV2GL84
        Viking Cruises Ltd
        92676XAF4
        
          
          
        
        2430000.00000000
        PA
        USD
        2524162.50000000
        0.602030950731
        Long
        DBT
        CORP
        BM
        
        N
        2
        
          2029-02-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELECOM ITALIA SPA
        549300W384M3RI3VXU42
        Telecom Italia SpA/Milano
        87927YAA0
        
          
          
        
        410000.00000000
        PA
        USD
        448314.50000000
        0.106926239757
        Long
        DBT
        CORP
        IT
        N
        2
        
          2024-05-30
          Fixed
          5.30300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRONTIER COMMUNICATIONS
        549300ZCZ76HYCS0H445
        Frontier Communications Corp
        35906ABF4
        
          
          
        
        2270000.00000000
        PA
        USD
        2322153.25000000
        0.553850288498
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEX BONOS DESARR FIX RT
        254900EGTWEU67VP6075
        Mexican Bonos
        000000000
        
          
          
        
        57470000.00000000
        PA
        
        2973242.66000000
        0.709139805918
        Long
        DBT
        NUSS
        MX
        N
        2
        
          2034-11-23
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280BP3
        
          
          
        
        1610000.00000000
        PA
        USD
        1832381.25000000
        0.437036136160
        Long
        DBT
        CORP
        GB
        N
        2
        
          N/A
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPBT9
        
          
          
        
        4850000.00000000
        PA
        USD
        5082990.12000000
        1.212329782453
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-05-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGELLAN HEALTH SRVCS
        N/A
        Magellan Health Inc
        559079AK4
        
          
          
        
        2530000.00000000
        PA
        USD
        2765606.25000000
        0.659617025463
        Long
        DBT
        CORP
        US
        N
        2
        
          2024-09-22
          Variable
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTESA SANPAOLO SPA
        2W8N8UU78PMDQKZENC08
        Intesa Sanpaolo SpA
        46115HAT4
        
          
          
        
        2180000.00000000
        PA
        USD
        2369220.21000000
        0.565076097723
        Long
        DBT
        CORP
        IT
        N
        2
        
          2024-06-26
          Fixed
          5.01700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES INC
        Q2CCMS6R0AS67HJMBN42
        Delta Air Lines Inc
        247361ZZ4
        
          
          
        
        880000.00000000
        PA
        USD
        1034331.31000000
        0.246695473025
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-01-15
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        05565AAN3
        
          
          
        
        1820000.00000000
        PA
        USD
        2125041.10000000
        0.506837619914
        Long
        DBT
        CORP
        FR
        N
        2
        
          N/A
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RUSSIA GOVT BOND - OFZ
        5493004EHVGF71PDBU58
        Russian Federal Bond - OFZ
        000000000
        
          
          
        
        98290000.00000000
        PA
        
        1334101.41000000
        0.318192802656
        Long
        DBT
        NUSS
        RU
        N
        2
        
          2023-01-25
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PAMPA ENERGIA SA
        254900QNIK0CVURGML24
        Pampa Energia SA
        697660AA6
        
          
          
        
        1590000.00000000
        PA
        USD
        1304682.45000000
        0.311176168640
        Long
        DBT
        CORP
        AR
        N
        2
        
          2027-01-24
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958667AC1
        
          
          
        
        2690000.00000000
        PA
        USD
        2938825.00000000
        0.700930945921
        Long
        DBT
        CORP
        US
        N
        2
        
          2030-02-01
          Variable
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dreyfus Government Cash Management
        5493000Q69I5Q3QZIA91
        Dreyfus Government Cash Management
        262006208
        
          
          
        
        4888917.52000000
        NS
        USD
        4888917.52000000
        1.166042068454
        Long
        STIV
        RF
        US
        N
        1
        
          N
          N
          N
        
      
      
        REPUBLIC OF ECUADOR
        5299003Y2U5XK0A35H71
        Ecuador Government International Bond
        000000000
        
          
          
        
        1000000.00000000
        PA
        USD
        685010.00000000
        0.163379822638
        Long
        DBT
        NUSS
        EC
        N
        2
        
          2035-07-31
          Variable
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JETBLUE AIRWAYS CORP
        54930070J9H97ZO93T57
        JetBlue Airways Corp
        47714FAL8
        
          
          
        
        2358125.00000000
        PA
        USD
        2422421.64000000
        0.577765022260
        Long
        LON
        CORP
        US
        N
        2
        
          2024-06-17
          Floating
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        Williams Cos Inc/The
        969457BV1
        
          
          
        
        3900000.00000000
        PA
        USD
        4857711.11000000
        1.158599114729
        Long
        DBT
        CORP
        US
        N
        2
        
          2044-06-24
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MILEAGE PLUS HLDINGS LLC
        N/A
        Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
        599191AA1
        
          
          
        
        3190000.00000000
        PA
        USD
        3505012.50000000
        0.835970745822
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-06-20
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRAFT HEINZ FOODS CO
        5493003STKEZ2S0RNU91
        Kraft Heinz Foods Co
        50077LAB2
        
          
          
        
        700000.00000000
        PA
        USD
        751770.64000000
        0.179302716497
        Long
        DBT
        CORP
        US
        N
        2
        
          2046-06-01
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RANGE RESOURCES CORP
        H3Y3WLYCX0BTO1TRW162
        Range Resources Corp
        75281AAS8
        
          
          
        
        1009000.00000000
        PA
        USD
        1003955.00000000
        0.239450504134
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-05-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK SECURITIES INC.
        9J6MBOOO7BECTDTUZW19
        DEUTSCHE BANK SECURITIES INC.
        000000000
        
          
        
        -4260000.00000000
        PA
        USD
        -4260000.00000000
        -1.01604070661
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          N
          0.13000000
          2021-05-26
          
            
              4000000.00000000
              USD
              4235234.36000000
              USD
              UST
            
          
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828W71
        
          
          
        
        3000000.00000000
        PA
        USD
        3156855.48000000
        0.752932786992
        Long
        DBT
        UST
        US
        N
        2
        
          2024-03-31
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF GHANA
        213800PP4399SNNXZ126
        Ghana Government International Bond
        374422AG8
        
          
          
        
        1080000.00000000
        PA
        USD
        1101362.40000000
        0.262682871159
        Long
        DBT
        NUSS
        GH
        N
        2
        
          2029-05-16
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCL CORPORATION LTD
        UNZWILHE4KMRP9K2L524
        NCL Corp Ltd
        62886HAY7
        
          
          
        
        2920000.00000000
        PA
        USD
        3441935.40000000
        0.820926402804
        Long
        DBT
        CORP
        BM
        
        N
        2
        
          2026-02-01
          Fixed
          10.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPBK8
        
          
          
        
        1100000.00000000
        PA
        USD
        1136784.00000000
        0.271131178082
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-05-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTL AIRLINES 2007-1
        N/A
        Continental Airlines 2007-1 Class A Pass Through Trust
        21079NAA9
        
          
          
        
        1794423.91000000
        PA
        USD
        1846070.30000000
        0.440301073257
        Long
        DBT
        CORP
        US
        N
        2
        
          2022-04-19
          Fixed
          5.98300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        Altice France SA/France
        67054KAA7
        
          
          
        
        12630000.00000000
        PA
        USD
        13110571.50000000
        3.126965805402
        Long
        DBT
        CORP
        FR
        N
        2
        
          2026-05-01
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        903724BM3
        
          
          
        
        800000.00000000
        PA
        USD
        810420.00000000
        0.193291011609
        Long
        DBT
        NUSS
        UA
        N
        2
        
          2032-09-25
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK SECURITIES INC.
        9J6MBOOO7BECTDTUZW19
        DEUTSCHE BANK SECURITIES INC.
        000000000
        
          
        
        -3168750.00000000
        PA
        USD
        -3168750.00000000
        -0.75576971574
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          N
          0.13000000
          2021-05-26
          
            
              3000000.00000000
              USD
              3156855.48000000
              USD
              UST
            
          
        
        
          N
          N
          N
        
      
      
        ARDAGH PKG FIN/HLDGS USA
        N/A
        Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
        03969AAL4
        
          
          
        
        5408000.00000000
        PA
        USD
        5585220.16000000
        1.332115267131
        Long
        DBT
        CORP
        N/A
        N
        2
        
          2025-02-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES INC
        Q2CCMS6R0AS67HJMBN42
        Delta Air Lines Inc
        247361ZJ0
        
          
          
        
        3000000.00000000
        PA
        USD
        3049837.50000000
        0.727408227363
        Long
        DBT
        CORP
        US
        N
        2
        
          2022-03-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPRINT CORP
        549300ZTTY7CXOLJ6539
        Sprint Corp
        85207UAF2
        
          
          
        
        110000.00000000
        PA
        USD
        125537.50000000
        0.029941598640
        Long
        DBT
        CORP
        US
        N
        2
        
          2023-09-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES INC
        Q2CCMS6R0AS67HJMBN42
        Delta Air Lines Inc
        247361ZU5
        
          
          
        
        1070000.00000000
        PA
        USD
        1079980.05000000
        0.257583026557
        Long
        DBT
        CORP
        US
        N
        2
        
          2024-10-28
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        Altice France SA/France
        02156LAA9
        
          
          
        
        2530000.00000000
        PA
        USD
        2776675.00000000
        0.662257002123
        Long
        DBT
        CORP
        FR
        N
        2
        
          2027-02-01
          Fixed
          8.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCJ0
        
          
          
        
        2900000.00000000
        PA
        USD
        2932625.00000000
        0.699452201230
        Long
        DBT
        CORP
        US
        N
        2
        
          2032-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTINENTAL RESOURCES
        XXRTID9RYWOZ0UPIVR53
        Continental Resources Inc/OK
        212015AN1
        
          
          
        
        330000.00000000
        PA
        USD
        346087.50000000
        0.082544363392
        Long
        DBT
        CORP
        US
        N
        2
        
          2024-06-01
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIDRON AIDA FINCO SARL
        98450036A07991DEBF10
        Cidron Aida Finco Sarl
        000000000
        
          
          
        
        940000.00000000
        PA
        
        1329635.58000000
        0.317127670010
        Long
        DBT
        CORP
        LU
        N
        2
        
          2028-04-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER UK GROUP HLDGS
        549300F5XIFGNNW4CF72
        Santander UK Group Holdings PLC
        000000000
        
          
          
        
        1640000.00000000
        PA
        
        2397351.99000000
        0.571785730030
        Long
        DBT
        CORP
        GB
        N
        2
        
          N/A
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGIC MERGERCO INC
        N/A
        Magic Mergeco Inc
        55916AAB0
        
          
          
        
        2120000.00000000
        PA
        USD
        2180950.00000000
        0.520172295562
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-05-01
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL CARIBBEAN CRUISES
        K2NEH8QNVW44JIWK7Z55
        Royal Caribbean Cruises Ltd
        780153BG6
        
          
          
        
        2190000.00000000
        PA
        USD
        2299390.50000000
        0.548421208546
        Long
        DBT
        CORP
        LR
        
        N
        2
        
          2028-04-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STONEMOR INC
        N/A
        StoneMor Inc
        86184WAA4
        
          
          
        
        2180000.00000000
        PA
        USD
        2207228.20000000
        0.526439835679
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-05-15
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCL CORPORATION LTD
        UNZWILHE4KMRP9K2L524
        NCL Corp Ltd
        62886HAR2
        
          
          
        
        3180000.00000000
        PA
        USD
        3882907.20000000
        0.926101355684
        Long
        DBT
        CORP
        BM
        
        N
        2
        
          2024-05-15
          Fixed
          12.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPRINT CAPITAL CORP
        549300L17W0GQBR1PO80
        Sprint Capital Corp
        852060AT9
        
          
          
        
        5170000.00000000
        PA
        USD
        7672150.75000000
        1.829863255705
        Long
        DBT
        CORP
        US
        N
        2
        
          2032-03-15
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        91831AAC5
        
          
          
        
        4530000.00000000
        PA
        USD
        4630928.40000000
        1.104509803715
        Long
        DBT
        CORP
        CA
        
        N
        2
        
          2025-04-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIRLINES INC
        K1OQBWM7XEOO08LDNP29
        United Airlines Inc
        90932RAJ3
        
          
          
        
        4070000.00000000
        PA
        USD
        4124147.28000000
        0.983638853653
        Long
        LON
        CORP
        US
        N
        2
        
          2028-04-14
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARAB REPUBLIC OF EGYPT
        529900GFIVH4086NMH82
        Egypt Government International Bond
        03846JW71
        
          
          
        
        2230000.00000000
        PA
        USD
        2425211.97000000
        0.578430536078
        Long
        DBT
        NUSS
        EG
        N
        2
        
          2029-03-01
          Fixed
          7.60030000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        Carnival Corp
        143658BL5
        
          
          
        
        780000.00000000
        PA
        USD
        855086.70000000
        0.203944341522
        Long
        DBT
        CORP
        PA
        
        N
        2
        
          2026-03-01
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRAFT HEINZ FOODS CO
        5493003STKEZ2S0RNU91
        Kraft Heinz Foods Co
        50077LAL0
        
          
          
        
        670000.00000000
        PA
        USD
        783680.89000000
        0.186913541135
        Long
        DBT
        CORP
        US
        N
        2
        
          2035-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GDE7
        
          
          
        
        610000.00000000
        PA
        USD
        658037.50000000
        0.156946686967
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-04-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        Barclays Bank PLC
        06739FFU0
        
          
          
        
        1970000.00000000
        PA
        USD
        1990241.79000000
        0.474687012828
        Long
        DBT
        CORP
        GB
        N
        2
        
          2021-06-12
          Fixed
          10.17900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN AIRLINES/AADVAN
        N/A
        American Airlines Inc/AAdvantage Loyalty IP Ltd
        00253XAB7
        
          
          
        
        1610000.00000000
        PA
        USD
        1727127.50000000
        0.411932358102
        Long
        DBT
        CORP
        N/A
        N
        2
        
          2029-04-20
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599DC6
        
          
          
        
        980000.00000000
        PA
        USD
        1053500.00000000
        0.251267343760
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-03-15
          Fixed
          5.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        060505EL4
        
          
          
        
        2550000.00000000
        PA
        USD
        2945760.00000000
        0.702584993409
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEGACY LIFEPOINT HEALTH
        N/A
        Legacy LifePoint Health LLC
        53219LAT6
        
          
          
        
        1140000.00000000
        PA
        USD
        1214100.00000000
        0.289571601385
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-04-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828L24
        
          
          
        
        3400000.00000000
        PA
        USD
        3480218.75000000
        0.830057257730
        Long
        DBT
        UST
        US
        N
        2
        
          2022-08-31
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARD FINANCE SA
        6354006P6QPGGPVJW880
        ARD Finance SA
        00191AAD8
        
          
          
        
        2790000.00000000
        PA
        USD
        2922525.00000000
        0.697043278428
        Long
        DBT
        CORP
        LU
        N
        2
        
          2027-06-30
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF TURKEY
        5493000PCHOG3B6S3Q85
        Turkey Government International Bond
        900123CJ7
        
          
          
        
        2400000.00000000
        PA
        USD
        2253148.80000000
        0.537392229780
        Long
        DBT
        NUSS
        TR
        N
        2
        
          2026-04-14
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED RENTALS NORTH AM
        NGIZXNT70J2LYT3FBI09
        United Rentals North America Inc
        911365BF0
        
          
          
        
        606000.00000000
        PA
        USD
        646905.00000000
        0.154291505472
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-05-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES INC
        Q2CCMS6R0AS67HJMBN42
        Delta Air Lines Inc
        247361ZX9
        
          
          
        
        7670000.00000000
        PA
        USD
        8923574.29000000
        2.128336790413
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-05-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTELSAT JACKSON HLDG
        8XJ8KF85PBKK1TLMFN29
        Intelsat Jackson Holdings SA
        45824TAR6
        
          
          
        
        2660000.00000000
        PA
        USD
        2754190.60000000
        0.656894310653
        Long
        DBT
        CORP
        LU
        N
        2
        
          2024-02-15
          Variable
          8.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307AZ0
        
          
          
        
        610000.00000000
        PA
        USD
        675114.45000000
        0.161019662635
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-02-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIVERSIFIED HEALTHCARE T
        N/A
        Diversified Healthcare Trust
        25525PAA5
        
          
          
        
        860000.00000000
        PA
        USD
        964275.00000000
        0.229986538115
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-06-15
          Fixed
          9.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARMACEUTICALS NE
        5493004T21MOAFINJP35
        Teva Pharmaceutical Finance Netherlands III BV
        88167AAD3
        
          
          
        
        3850000.00000000
        PA
        USD
        3816813.00000000
        0.910337412569
        Long
        DBT
        CORP
        NL
        
        N
        2
        
          2023-07-21
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEAGATE HDD CAYMAN
        529900BD50TRWEG1SF63
        Seagate HDD Cayman
        81180WAR2
        
          
          
        
        495000.00000000
        PA
        USD
        551640.38000000
        0.131570206923
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2027-06-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SASOL FINANCING USA LLC
        549300XRB1PFMESFEL85
        Sasol Financing USA LLC
        80386WAD7
        
          
          
        
        2000000.00000000
        PA
        USD
        2035980.00000000
        0.485595905600
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2031-03-18
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INT LLC / EMC CORP
        N/A
        Dell International LLC / EMC Corp
        25272KAW3
        
          
          
        
        1230000.00000000
        PA
        USD
        1265024.25000000
        0.301717402079
        Long
        DBT
        CORP
        US
        N
        2
        
          2024-06-15
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERCULES OFFSHORE INC ESCR
        N/A
        HERCULES OFFSHORE INC ESCROW
        000000000
        
          
        
        96800.00000000
        NS
        USD
        58552.96000000
        0.013965303017
        Long
        EC
        CORP
        US
        N
        3
        
          N
          N
          N
        
      
      
        HAWAIIAN BRAND INTELLECT
        N/A
        Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd
        41984LAA5
        
          
          
        
        1276000.00000000
        PA
        USD
        1349370.00000000
        0.321834471429
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2026-01-20
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONWEALTH OF BAHAMAS
        549300W13SXC7EKNJC20
        Bahamas Government International Bond
        056732AG5
        
          
          
        
        850000.00000000
        PA
        USD
        881875.00000000
        0.210333544166
        Long
        DBT
        NUSS
        BS
        N
        2
        
          2029-11-20
          Fixed
          6.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        METLIFE CAPITAL TRUST IV
        N/A
        MetLife Capital Trust IV
        591560AA5
        
          
          
        
        1100000.00000000
        PA
        USD
        1526250.00000000
        0.364021626402
        Long
        DBT
        CORP
        US
        N
        2
        
          2037-12-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES INC
        Q2CCMS6R0AS67HJMBN42
        Delta Air Lines Inc
        247361ZP6
        
          
          
        
        5160000.00000000
        PA
        USD
        5311006.37000000
        1.266713301648
        Long
        DBT
        CORP
        US
        N
        2
        
          2023-04-19
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHESAPEAKE ENERGY CORP
        X2MT1W32SPAZ9WSKLE78
        Chesapeake Energy Corp
        165167DG9
        
          
          
        
        290000.00000000
        PA
        USD
        312837.50000000
        0.074613998722
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-02-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT CORP
        4NT01YGM4X7ZX86ISY52
        EQT Corp
        26884LAG4
        
          
          
        
        2320000.00000000
        PA
        USD
        2969600.00000000
        0.708271005251
        Long
        DBT
        CORP
        US
        N
        2
        
          2030-02-01
          Variable
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNN MACAU LTD
        254900NMDQ8ENTHU1I31
        Wynn Macau Ltd
        98313RAD8
        
          
          
        
        780000.00000000
        PA
        USD
        819390.00000000
        0.195430421266
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2027-10-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHESAPEAKE ENERGY CORP
        X2MT1W32SPAZ9WSKLE78
        Chesapeake Energy Corp
        165167DF1
        
          
          
        
        260000.00000000
        PA
        USD
        274625.00000000
        0.065500042031
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-02-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED REPUBLIC OF BRAZIL
        254900ZFY40OYEADAP90
        Brazilian Government International Bond
        105756CC2
        
          
          
        
        675000.00000000
        PA
        USD
        671226.75000000
        0.160092418162
        Long
        DBT
        NUSS
        BR
        N
        2
        
          2030-06-12
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CAV3
        
          
          
        
        1800000.00000000
        PA
        USD
        1683562.50000000
        0.401541791580
        Long
        DBT
        UST
        US
        N
        2
        
          2030-11-15
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMSCOPE INC
        549300Z6K4JXMFE8QY54
        CommScope Inc
        20338QAA1
        
          
          
        
        4001000.00000000
        PA
        USD
        4291072.50000000
        1.023451721841
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-03-01
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COGENT COMMUNICATIONS GR
        549300KFWFYF8Q1U0Y26
        Cogent Communications Group Inc
        19240CAA1
        
          
          
        
        720000.00000000
        PA
        USD
        741430.80000000
        0.176836590126
        Long
        DBT
        CORP
        US
        N
        2
        
          2022-03-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT CORP
        4NT01YGM4X7ZX86ISY52
        EQT Corp
        26884LAF6
        
          
          
        
        1750000.00000000
        PA
        USD
        1826720.00000000
        0.435685887228
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-10-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Party City Holdings
        N/A
        Party City Holdings
        000000000
        
          
        
        149144.00000000
        NS
        USD
        1044008.00000000
        0.249003433341
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        NOTA DO TESOURO NACIONAL
        254900ZFY40OYEADAP90
        Brazil Notas do Tesouro Nacional Serie F
        000000000
        
          
          
        
        567000.00000000
        PA
        
        111143.83000000
        0.026508604593
        Long
        DBT
        NUSS
        BR
        N
        2
        
          2027-01-01
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREEPORT-MCMORAN INC
        549300IRDTHJQ1PVET45
        Freeport-McMoRan Inc
        35671DBC8
        
          
          
        
        3870000.00000000
        PA
        USD
        4731075.00000000
        1.128395489685
        Long
        DBT
        CORP
        US
        N
        2
        
          2043-03-15
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS CORP
        N/A
        DISH DBS Corp
        25470XAY1
        
          
          
        
        11459000.00000000
        PA
        USD
        13220821.25000000
        3.153261165472
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-07-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQM MIDSTREAM PARTNERS L
        549300NELT611CL6XM83
        EQM Midstream Partners LP
        26885BAH3
        
          
          
        
        770000.00000000
        PA
        USD
        851222.68000000
        0.203022744900
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-07-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS CORP
        N/A
        DISH DBS Corp
        25470XAW5
        
          
          
        
        5780000.00000000
        PA
        USD
        6260491.40000000
        1.493172325311
        Long
        DBT
        CORP
        US
        N
        2
        
          2024-11-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        455780CV6
        
          
          
        
        3600000.00000000
        PA
        USD
        3457993.82000000
        0.824756451725
        Long
        DBT
        NUSS
        ID
        N
        2
        
          2031-03-12
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PARAGUAY
        529900UXKJTJPCU0HK83
        Paraguay Government International Bond
        699149AK6
        
          
          
        
        1190000.00000000
        PA
        USD
        1139425.00000000
        0.271761075619
        Long
        DBT
        NUSS
        PY
        N
        2
        
          2033-01-29
          Fixed
          2.73900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828R69
        
          
          
        
        1000000.00000000
        PA
        USD
        1029980.47000000
        0.245657766324
        Long
        DBT
        UST
        US
        N
        2
        
          2023-05-31
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        Williams Cos Inc/The
        969457BW9
        
          
          
        
        1280000.00000000
        PA
        USD
        1413662.98000000
        0.337168810591
        Long
        DBT
        CORP
        US
        N
        2
        
          2024-06-24
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOTA DO TESOURO NACIONAL
        254900ZFY40OYEADAP90
        Brazil Notas do Tesouro Nacional Serie F
        000000000
        
          
          
        
        3960000.00000000
        PA
        
        776994.38000000
        0.185318760303
        Long
        DBT
        NUSS
        BR
        N
        2
        
          2025-01-01
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        91911KAP7
        
          
          
        
        500000.00000000
        PA
        USD
        543225.00000000
        0.129563078134
        Long
        DBT
        CORP
        CA
        
        N
        2
        
          2025-12-15
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEAGATE HDD CAYMAN
        529900BD50TRWEG1SF63
        Seagate HDD Cayman
        81180WAL5
        
          
          
        
        850000.00000000
        PA
        USD
        926189.75000000
        0.220902931467
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2025-01-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MINEJESA CAPITAL BV
        549300KS7ERCP10BKC35
        Minejesa Capital BV
        602736AA8
        
          
          
        
        2380000.00000000
        PA
        USD
        2519134.80000000
        0.600831808041
        Long
        DBT
        CORP
        NL
        
        N
        2
        
          2030-08-10
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EBG9
        
          
          
        
        1150000.00000000
        PA
        USD
        1305968.75000000
        0.311482960462
        Long
        DBT
        CORP
        GB
        N
        2
        
          N/A
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FULL HOUSE RESORTS INC
        5493009DKIWW0H901Y82
        Full House Resorts Inc
        359678AC3
        
          
          
        
        1100000.00000000
        PA
        USD
        1186053.00000000
        0.282882189719
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-02-15
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264AAM7
        
          
          
        
        1900000.00000000
        PA
        USD
        1918430.00000000
        0.457559383285
        Long
        DBT
        CORP
        US
        N
        2
        
          2023-03-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YPF SOCIEDAD ANONIMA
        5493003N7447U18U5U53
        YPF SA
        984245AQ3
        
          
          
        
        570000.00000000
        PA
        USD
        352071.90000000
        0.083971685928
        Long
        DBT
        CORP
        AR
        N
        2
        
          2027-07-21
          Fixed
          6.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEG ENERGY CORP
        5493002WXPTG5ZC1T326
        MEG Energy Corp
        552704AD0
        
          
          
        
        340000.00000000
        PA
        USD
        351687.50000000
        0.083880003757
        Long
        DBT
        CORP
        CA
        N
        2
        
          2025-01-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIVISION COMMUNICATIONS
        549300YQDE2JSGTL8V47
        Univision Communications Inc
        914906AT9
        
          
          
        
        2490000.00000000
        PA
        USD
        2779462.50000000
        0.662921840966
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-05-01
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAGA PLC
        2138004WWUJN94K2LH95
        Saga PLC
        000000000
        
          
          
        
        2205000.00000000
        PA
        
        2930269.28000000
        0.698890345030
        Long
        DBT
        CORP
        GB
        N
        2
        
          2024-05-12
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST QUANTUM MINERALS L
        549300I7UVBGWRYMYZ18
        First Quantum Minerals Ltd
        335934AK1
        
          
          
        
        3590000.00000000
        PA
        USD
        3661800.00000000
        0.873365694716
        Long
        DBT
        CORP
        CA
        
        N
        2
        
          2023-04-01
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARGENTINA
        549300KPBYGYF7HCHO27
        Argentine Republic Government International Bond
        040114HX1
        
          
          
        
        558141.41061200
        PA
        USD
        212657.46000000
        0.050720337071
        Long
        DBT
        NUSS
        AR
        N
        2
        
          2029-07-09
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCE1
        
          
          
        
        5105000.00000000
        PA
        USD
        5200157.20000000
        1.240274975588
        Long
        DBT
        CORP
        US
        N
        2
        
          2030-08-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        90352JAF0
        
          
          
        
        5170000.00000000
        PA
        USD
        5706723.55000000
        1.361094701458
        Long
        DBT
        CORP
        CH
        N
        2
        
          N/A
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397ZH9
        
          
          
        
        300000.00000000
        PA
        USD
        303421.50000000
        0.072368214850
        Long
        DBT
        CORP
        US
        N
        2
        
          2021-10-12
          Fixed
          3.81300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABT1
        
          
          
        
        2500000.00000000
        PA
        USD
        2443750.00000000
        0.582851989858
        Long
        DBT
        CORP
        US
        N
        2
        
          2031-02-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRB HOLDING CORP
        549300HVW4WNWYBXN830
        IRB Holding Corp
        44988MAC9
        
          
          
        
        1480000.00000000
        PA
        USD
        1594626.00000000
        0.380329795265
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-06-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        CSC HOLDINGS LLC
        126307BH9
        
          
          
        
        1520000.00000000
        PA
        USD
        1523800.00000000
        0.363437283742
        Long
        DBT
        CORP
        US
        N
        2
        
          2031-11-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIKING OCEAN CRUISES SHI
        N/A
        Viking Ocean Cruises Ship VII Ltd
        92682RAA0
        
          
          
        
        230000.00000000
        PA
        USD
        234450.50000000
        0.055918134198
        Long
        DBT
        CORP
        BM
        
        N
        2
        
          2029-02-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADIENT GLOBAL HOLDINGS
        213800VA38VCKE6M8790
        Adient Global Holdings Ltd
        00687YAA3
        
          
          
        
        2143000.00000000
        PA
        USD
        2203796.91000000
        0.525621448281
        Long
        DBT
        CORP
        JE
        
        N
        2
        
          2026-08-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599DJ1
        
          
          
        
        1330000.00000000
        PA
        USD
        1416450.00000000
        0.337833534950
        Long
        DBT
        CORP
        US
        N
        2
        
          2040-03-15
          Fixed
          6.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KCAD HOLDINGS I LIMITED
        N/A
        KCAD HOLDINGS I LIMITED
        000000000
        
          
        
        533873172.00000000
        NS
        USD
        0.00000000
        0.000000
        Long
        EC
        CORP
        US
        N
        3
        
          N
          N
          N
        
      
      
        INDONESIA GOVERNMENT
        529900FWX0GRR7WG5W79
        Indonesia Treasury Bond
        000000000
        
          
          
        
        10046000000.00000000
        PA
        
        702796.50000000
        0.167622031095
        Long
        DBT
        NUSS
        ID
        N
        2
        
          2021-07-15
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VEON HOLDINGS BV
        5493000XDKGUH5NQGE22
        VEON Holdings BV
        92718WAB5
        
          
          
        
        700000.00000000
        PA
        USD
        732980.50000000
        0.174821132665
        Long
        DBT
        CORP
        NL
        N
        2
        
          2022-03-01
          Fixed
          7.50430000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HELIOS SOFTWARE HOLDINGS
        2138002XO5EAYFHPPT53
        Helios Software Holdings Inc
        42329HAA6
        
          
          
        
        2630000.00000000
        PA
        USD
        2610275.00000000
        0.622569402691
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-05-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GFL ENVIRONMENTAL INC
        549300FYK4MBXWIVZU26
        GFL Environmental Inc
        36168QAE4
        
          
          
        
        1404000.00000000
        PA
        USD
        1540012.50000000
        0.367304081854
        Long
        DBT
        CORP
        CA
        N
        2
        
          2027-05-01
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORECIVIC INC
        529900JFA3K6PTLT8B15
        CoreCivic Inc
        21871NAA9
        
          
          
        
        1140000.00000000
        PA
        USD
        1032167.40000000
        0.246179364892
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-10-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        Williams Cos Inc/The
        969457BU3
        
          
          
        
        1040000.00000000
        PA
        USD
        1087281.86000000
        0.259324560874
        Long
        DBT
        CORP
        US
        N
        2
        
          2023-01-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128284X5
        
          
          
        
        4000000.00000000
        PA
        USD
        4235234.36000000
        1.010133922963
        Long
        DBT
        UST
        US
        N
        2
        
          2023-08-31
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAR6
        
          
          
        
        2100000.00000000
        PA
        USD
        2341372.91000000
        0.558434315946
        Long
        DBT
        CORP
        IE
        N
        2
        
          2027-10-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACTIV LLC
        549300O4WTC6DL4JIE57
        Pactiv LLC
        880394AB7
        
          
          
        
        920000.00000000
        PA
        USD
        1025800.00000000
        0.244660694095
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-12-15
          Fixed
          7.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UPC HOLDING BV
        213800G1DU7LKI6ZCD69
        UPC Holding BV
        90320LAG2
        
          
          
        
        2505000.00000000
        PA
        USD
        2606765.63000000
        0.621732392650
        Long
        DBT
        CORP
        NL
        N
        2
        
          2028-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RANGE RESOURCES CORP
        H3Y3WLYCX0BTO1TRW162
        Range Resources Corp
        75281ABG3
        
          
          
        
        8231000.00000000
        PA
        USD
        9048585.23000000
        2.158152800698
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-02-01
          Fixed
          9.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES PARTNERS
        N/A
        Targa Resources Partners LP / Targa Resources Partners Finance Corp
        87612BBN1
        
          
          
        
        270000.00000000
        PA
        USD
        303412.50000000
        0.072366068285
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-01-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        Ford Motor Co
        345370CW8
        
          
          
        
        2980000.00000000
        PA
        USD
        3643050.00000000
        0.868893684563
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-04-22
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        Natwest Group PLC
        780097AH4
        
          
          
        
        3530000.00000000
        PA
        USD
        5174874.10000000
        1.234244773995
        Long
        DBT
        CORP
        GB
        N
        2
        
          N/A
          Fixed
          7.64800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AK4
        
          
          
        
        4820000.00000000
        PA
        USD
        5338125.90000000
        1.273181505034
        Long
        DBT
        CORP
        CH
        N
        2
        
          N/A
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARMACEUT FIN BV
        549300Q840R30TDKVK53
        Teva Pharmaceutical Finance Co BV
        88165FAG7
        
          
          
        
        9888000.00000000
        PA
        USD
        9955980.00000000
        2.374572993959
        Long
        DBT
        CORP
        CW
        
        N
        2
        
          2022-12-18
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANWEL BUILDING MATERIAL
        529900HEUBRUITK08D78
        CANWEL BUILDING MATERIALS GROUP LTD
        13874XAD5
        
          
        
        1430000.00000000
        PA
        
        1169222.63000000
        0.278868025159
        Long
        DBT
        CORP
        CA
        N
        2
        
          2026-05-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRAFT HEINZ FOODS CO
        5493003STKEZ2S0RNU91
        Kraft Heinz Foods Co
        50077LAT3
        
          
          
        
        3500000.00000000
        PA
        USD
        3947586.69000000
        0.941527880267
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-01-30
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JB POINDEXTER & CO INC
        549300W6P81HOZZGPQ16
        JB Poindexter & Co Inc
        730481AJ7
        
          
          
        
        2740000.00000000
        PA
        USD
        2900975.00000000
        0.691903448093
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-04-15
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAZZ FINANCING LUX SARL
        635400WUEO2NSG5OIU34
        Jazz Financing Lux Sarl
        000000000
        
          
        
        1990000.00000000
        PA
        USD
        1996965.00000000
        0.476290546875
        Long
        LON
        CORP
        LU
        
        N
        2
        
          2028-04-22
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        1011778 BC / NEW RED FIN
        N/A
        1011778 BC ULC / New Red Finance Inc
        68245XAC3
        
          
          
        
        1524000.00000000
        PA
        USD
        1545823.68000000
        0.368690090172
        Long
        DBT
        CORP
        CA
        N
        2
        
          2024-05-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NETFLIX INC
        549300Y7VHGU0I7CE873
        Netflix Inc
        64110LAT3
        
          
          
        
        1545000.00000000
        PA
        USD
        1881810.00000000
        0.448825249323
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-11-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PANAMA
        549300SHS4T08CL0LP14
        Panama Government International Bond
        698299BN3
        
          
          
        
        5340000.00000000
        PA
        USD
        5111768.40000000
        1.219193609671
        Long
        DBT
        NUSS
        PA
        N
        2
        
          2032-09-29
          Fixed
          2.25200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SERVICE CORP INTL
        549300RKVM2ME20JHZ15
        Service Corp International/US
        817565BT0
        
          
          
        
        2090000.00000000
        PA
        USD
        2531115.40000000
        0.603689267499
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-04-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TITAN INTERNATIONAL INC
        N/A
        Titan International Inc
        88830MAL6
        
          
          
        
        970000.00000000
        PA
        USD
        1000424.05000000
        0.238608347107
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-04-30
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967JM4
        
          
          
        
        750000.00000000
        PA
        USD
        818850.00000000
        0.195301627374
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958667AA5
        
          
          
        
        10952000.00000000
        PA
        USD
        12405987.52000000
        2.958917447442
        Long
        DBT
        CORP
        US
        N
        2
        
          2050-02-01
          Variable
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPBX0
        
          
          
        
        6010000.00000000
        PA
        USD
        6287962.50000000
        1.499724380676
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828XX3
        
          
          
        
        3000000.00000000
        PA
        USD
        3153339.84000000
        0.752094281511
        Long
        DBT
        UST
        US
        N
        2
        
          2024-06-30
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404121AJ4
        
          
          
        
        600000.00000000
        PA
        USD
        700500.00000000
        0.167074299292
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-09-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREEPORT-MCMORAN INC
        549300IRDTHJQ1PVET45
        Freeport-McMoRan Inc
        35671DCF0
        
          
          
        
        750000.00000000
        PA
        USD
        807213.75000000
        0.192526297873
        Long
        DBT
        CORP
        US
        N
        2
        
          2030-03-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLUE RACER MID LLC/FINAN
        N/A
        Blue Racer Midstream LLC / Blue Racer Finance Corp
        095796AH1
        
          
          
        
        190000.00000000
        PA
        USD
        205627.50000000
        0.049043640938
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-12-15
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUBURBAN PROPANE PARTNRS
        N/A
        Suburban Propane Partners LP/Suburban Energy Finance Corp
        864486AK1
        
          
          
        
        4650000.00000000
        PA
        USD
        4856343.75000000
        1.158272989513
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-03-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MILEAGE PLUS HOLDINGS IN
        N/A
        Mileage Plus Holdings LLC
        59921PAB2
        
          
          
        
        500000.00000000
        PA
        USD
        534219.00000000
        0.127415082217
        Long
        LON
        CORP
        US
        N
        2
        
          2027-06-20
          Floating
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARRIAGE SERVICES INC
        N/A
        CARRIAGE SERVICES INC
        143905AP2
        
          
        
        1940000.00000000
        PA
        USD
        1932725.00000000
        0.460968843825
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-05-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN INC/DELAWA
        549300WR7IX8XE0TBO16
        Kinder Morgan Inc
        28368EAE6
        
          
          
        
        1950000.00000000
        PA
        USD
        2752264.77000000
        0.656434986316
        Long
        DBT
        CORP
        US
        N
        2
        
          2032-01-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREEPORT-MCMORAN INC
        549300IRDTHJQ1PVET45
        Freeport-McMoRan Inc
        35671DAZ8
        
          
          
        
        910000.00000000
        PA
        USD
        952173.95000000
        0.227100350464
        Long
        DBT
        CORP
        US
        N
        2
        
          2023-03-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIRLINES HOLDINGS
        98450079DA0B78DD6764
        United Airlines Holdings Inc
        910047AH2
        
          
          
        
        980000.00000000
        PA
        USD
        1009400.00000000
        0.240749175882
        Long
        DBT
        CORP
        US
        N
        2
        
          2024-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETSMART INC
        N/A
        PetSmart Inc
        000000000
        
          
        
        1830000.00000000
        PA
        USD
        1837548.75000000
        0.438268622158
        Long
        LON
        CORP
        US
        N
        2
        
          2028-02-12
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        USD/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        66596.37000000
        0.015883714280
        N/A
        DFE
        CORP
        US
        N
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -5359135.07000000
            USD
            4505481.49000000
            EUR
            2021-07-19
            66596.37000000
          
        
        
          N
          N
          N
        
      
      
        PILGRIM'S PRIDE CORP
        549300ZSLGV64ZL3HD75
        Pilgrim's Pride Corp
        72147KAE8
        
          
          
        
        2245000.00000000
        PA
        USD
        2385312.50000000
        0.568914224883
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-09-30
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN MOTOR CO
        353800DRBDH1LUTNAY26
        Nissan Motor Co Ltd
        654744AD3
        
          
          
        
        1930000.00000000
        PA
        USD
        2145148.22000000
        0.511633312968
        Long
        DBT
        CORP
        JP
        N
        2
        
          2030-09-17
          Fixed
          4.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES PARTNERS
        N/A
        Targa Resources Partners LP / Targa Resources Partners Finance Corp
        87612BBJ0
        
          
          
        
        300000.00000000
        PA
        USD
        314805.00000000
        0.075083261654
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-04-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROBRAS GLOBAL FINANCE
        549300FNENFFSMO3GT38
        Petrobras Global Finance BV
        71647NAZ2
        
          
          
        
        7580000.00000000
        PA
        USD
        8480883.00000000
        2.022751726774
        Long
        DBT
        CORP
        NL
        
        N
        2
        
          2029-02-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARGENTINA
        549300KPBYGYF7HCHO27
        Argentine Republic Government International Bond
        040114HS2
        
          
          
        
        2092500.00000000
        PA
        USD
        761670.00000000
        0.181663785213
        Long
        DBT
        NUSS
        AR
        N
        2
        
          2030-07-09
          Variable
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599CW3
        
          
          
        
        1640000.00000000
        PA
        USD
        1637950.00000000
        0.390662881550
        Long
        DBT
        CORP
        US
        N
        2
        
          2024-08-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        GBP/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -16225.05000000
        -0.00386979137
        N/A
        DFE
        CORP
        US
        N
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -2234806.19000000
            GBP
            3070836.01000000
            USD
            2021-07-19
            -16225.05000000
          
        
        
          N
          N
          N
        
      
      
        OMAN GOV INTERNTL BOND
        549300SZ20F0QTKNQC75
        Oman Government International Bond
        682051AH0
        
          
          
        
        1500000.00000000
        PA
        USD
        1580932.80000000
        0.377063868363
        Long
        DBT
        NUSS
        OM
        N
        2
        
          2028-01-17
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SALLY HOLDINGS/SALLY CAP
        N/A
        Sally Holdings LLC / Sally Capital Inc
        79546VAL0
        
          
          
        
        1460000.00000000
        PA
        USD
        1507377.00000000
        0.359520279863
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-12-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK SECURITIES INC.
        9J6MBOOO7BECTDTUZW19
        DEUTSCHE BANK SECURITIES INC.
        000000000
        
          
        
        -3138750.00000000
        PA
        USD
        -3138750.00000000
        -0.74861449950
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          N
          0.13000000
          2021-05-26
          
            
              3000000.00000000
              USD
              3153339.84000000
              USD
              UST
            
          
        
        
          N
          N
          N
        
      
      
        PARTY CITY HOLDINGS INC
        5493005PYM1JS6EZN307
        Party City Holdings Inc
        702150AG8
        
          
          
        
        1190000.00000000
        PA
        USD
        1221195.85000000
        0.291264012758
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-02-15
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH NETWORK CORP
        529900U350CWHH15G169
        DISH Network Corp
        25470MAB5
        
          
          
        
        4475000.00000000
        PA
        USD
        4721125.00000000
        1.126022342964
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-08-15
          Fixed
          3.37500000
          N
          N
          N
          N
          Y
          
            
              DISH Network Corp
              DISH Network Corp
              USD
              
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        NAVIENT CORP
        54930067J0ZNOEBRW338
        Navient Corp
        63938CAB4
        
          
          
        
        1170000.00000000
        PA
        USD
        1233314.55000000
        0.294154410061
        Long
        DBT
        CORP
        US
        N
        2
        
          2024-10-25
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOC ESCROW LTD
        N/A
        VOC Escrow Ltd
        91832VAA2
        
          
          
        
        1490000.00000000
        PA
        USD
        1521662.50000000
        0.362927474585
        Long
        DBT
        CORP
        BM
        
        N
        2
        
          2028-02-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES PARTNERS
        N/A
        Targa Resources Partners LP / Targa Resources Partners Finance Corp
        87612BBL5
        
          
          
        
        1150000.00000000
        PA
        USD
        1253488.50000000
        0.298966042553
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-07-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        General Motors Co
        37045VAV2
        
          
          
        
        460000.00000000
        PA
        USD
        546237.46000000
        0.130281571558
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-10-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE HOLDING SA
        5299000JVHXKJPOE6H40
        Altice France Holding SA
        02156TAB0
        
          
          
        
        1240000.00000000
        PA
        USD
        1398428.60000000
        0.333535301149
        Long
        DBT
        CORP
        LU
        N
        2
        
          2027-05-15
          Fixed
          10.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VEON HOLDINGS BV
        5493000XDKGUH5NQGE22
        VEON Holdings BV
        000000000
        
          
          
        
        1620000.00000000
        PA
        USD
        1696326.30000000
        0.404586049883
        Long
        DBT
        CORP
        NL
        N
        2
        
          2022-03-01
          Fixed
          7.50430000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NGPL PIPECO LLC
        549300K3NT1HSQFEM073
        NGPL PipeCo LLC
        62912XAC8
        
          
          
        
        1900000.00000000
        PA
        USD
        2559456.43000000
        0.610448807439
        Long
        DBT
        CORP
        US
        N
        2
        
          2037-12-15
          Fixed
          7.76800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRIVIUM PACKAGING FIN
        724500GMZWW3PVYET548
        Trivium Packaging Finance BV
        89686QAB2
        
          
          
        
        1230000.00000000
        PA
        USD
        1320632.55000000
        0.314980382460
        Long
        DBT
        CORP
        NL
        N
        2
        
          2027-08-15
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBT7
        
          
          
        
        3500000.00000000
        PA
        USD
        3486601.58000000
        0.831579608693
        Long
        DBT
        UST
        US
        N
        2
        
          2026-03-31
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INEOS US PETROCHEM LLC
        N/A
        INEOS US Petrochem LLC
        000000000
        
          
        
        2250000.00000000
        PA
        USD
        2244375.00000000
        0.535299615238
        Long
        LON
        CORP
        US
        N
        2
        
          2026-01-29
          Floating
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ECOPETROL SA
        254900IDGKCJICKBPA66
        Ecopetrol SA
        279158AJ8
        
          
          
        
        2500000.00000000
        PA
        USD
        2665762.50000000
        0.635803571402
        Long
        DBT
        CORP
        CO
        N
        2
        
          2045-05-28
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WW INTERNATIONAL INC
        SGT8R1MU6ESIC7UJC518
        WW International Inc
        98262PAA9
        
          
          
        
        2500000.00000000
        PA
        USD
        2469125.00000000
        0.588904110264
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-04-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROVINCIA DE CORDOBA
        5299006CLM2Z97AATT29
        Provincia de Cordoba
        74408DAD6
        
          
          
        
        1540000.00000000
        PA
        USD
        916315.40000000
        0.218547827816
        Long
        DBT
        NUSS
        AR
        N
        2
        
          2027-06-01
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397B51
        
          
          
        
        1900000.00000000
        PA
        USD
        1864574.50000000
        0.444714458338
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-02-16
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RANGE RESOURCES CORP
        H3Y3WLYCX0BTO1TRW162
        Range Resources Corp
        75281ABH1
        
          
          
        
        710000.00000000
        PA
        USD
        771155.85000000
        0.183926228813
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-01-15
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT AGRICOLE SA
        969500TJ5KRTCJQWXH05
        Credit Agricole SA
        225313AJ4
        
          
          
        
        2510000.00000000
        PA
        USD
        3048696.20000000
        0.727136019086
        Long
        DBT
        CORP
        FR
        N
        2
        
          N/A
          Fixed
          8.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAZZ SECURITIES DAC
        6354009DV8VV7K6KOO02
        Jazz Securities DAC
        47216FAA5
        
          
          
        
        1420000.00000000
        PA
        USD
        1453725.00000000
        0.346723891133
        Long
        DBT
        CORP
        IE
        
        N
        2
        
          2029-01-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958254AJ3
        
          
          
        
        1540000.00000000
        PA
        USD
        1584128.70000000
        0.377826113549
        Long
        DBT
        CORP
        US
        N
        2
        
          2048-03-01
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIRGIN MEDIA SECURED FIN
        213800X3RLP4NOTPY579
        Virgin Media Secured Finance PLC
        92769XAP0
        
          
          
        
        500000.00000000
        PA
        USD
        535250.15000000
        0.127661018925
        Long
        DBT
        CORP
        GB
        N
        2
        
          2029-05-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APACHE CORP
        72ZZ1XRHOOU9P9X16K08
        Apache Corp
        037411AW5
        
          
          
        
        1800000.00000000
        PA
        USD
        1849500.00000000
        0.441119081429
        Long
        DBT
        CORP
        US
        N
        2
        
          2040-09-01
          Fixed
          5.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPRINT COMMUNICATIONS
        549300JKU50UT08ZWD77
        Sprint Communications Inc
        852061AM2
        
          
          
        
        4285000.00000000
        PA
        USD
        4523995.88000000
        1.079005626912
        Long
        DBT
        CORP
        US
        N
        2
        
          2021-11-15
          Fixed
          11.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967HQ7
        
          
          
        
        5400000.00000000
        PA
        USD
        5823346.50000000
        1.388910115666
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          6.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        Williams Cos Inc/The
        969457BB5
        
          
          
        
        780000.00000000
        PA
        USD
        1049636.87000000
        0.250345959409
        Long
        DBT
        CORP
        US
        N
        2
        
          2031-01-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL AIR LEASE CO LTD
        N/A
        Global Aircraft Leasing Co Ltd
        37960JAA6
        
          
          
        
        4810686.00000000
        PA
        USD
        4816699.36000000
        1.148817516736
        Long
        DBT
        CORP
        KY
        N
        2
        
          2024-09-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALE OVERSEAS LIMITED
        254900BA3U6G5DNV5V04
        Vale Overseas Ltd
        91911TAH6
        
          
          
        
        2960000.00000000
        PA
        USD
        4025999.60000000
        0.960229924512
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2036-11-21
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YPF SOCIEDAD ANONIMA
        5493003N7447U18U5U53
        YPF SA
        984245AL4
        
          
          
        
        3270000.00000000
        PA
        USD
        2377453.50000000
        0.567039796734
        Long
        DBT
        CORP
        AR
        N
        2
        
          2025-07-28
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NETFLIX INC
        549300Y7VHGU0I7CE873
        Netflix Inc
        64110LAX4
        
          
          
        
        1305000.00000000
        PA
        USD
        1640769.98000000
        0.391335467106
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-05-15
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        48126HAC4
        
          
          
        
        2410000.00000000
        PA
        USD
        2625393.75000000
        0.626175333544
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          6.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        197677AH0
        
          
          
        
        2205000.00000000
        PA
        USD
        3027564.23000000
        0.722095891919
        Long
        DBT
        CORP
        US
        N
        2
        
          2095-11-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPRINT CORP
        549300ZTTY7CXOLJ6539
        Sprint Corp
        85207UAE5
        
          
          
        
        4400000.00000000
        PA
        USD
        4498780.00000000
        1.072991457773
        Long
        DBT
        CORP
        US
        N
        2
        
          2021-09-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPIRIT LOYALTY KY LTD/IP
        N/A
        Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd
        84859BAA9
        
          
          
        
        6730000.00000000
        PA
        USD
        7586998.20000000
        1.809553758739
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2025-09-20
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEAGATE HDD CAYMAN
        529900BD50TRWEG1SF63
        Seagate HDD Cayman
        81180WAH4
        
          
          
        
        1700000.00000000
        PA
        USD
        1828229.30000000
        0.436045866157
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2023-06-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397WF6
        
          
          
        
        1300000.00000000
        PA
        USD
        1345097.00000000
        0.320815330128
        Long
        DBT
        CORP
        US
        N
        2
        
          2022-09-20
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAH8
        
          
          
        
        150000.00000000
        PA
        USD
        153109.83000000
        0.036517798089
        Long
        DBT
        CORP
        IE
        N
        2
        
          2021-12-16
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TC ZIRAAT BANKASI AS
        213800K5KTZFSUS8MR51
        TC Ziraat Bankasi AS
        90014TAC5
        
          
          
        
        2530000.00000000
        PA
        USD
        2568936.70000000
        0.612709920169
        Long
        DBT
        CORP
        TR
        N
        2
        
          2023-09-29
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROVINCIA DE BUENOS AIRE
        549300L6AYROPOTQ4L07
        Provincia de Buenos Aires/Government Bonds
        11943AAD6
        
          
          
        
        3150000.00000000
        PA
        USD
        1456875.00000000
        0.347475188838
        Long
        DBT
        NUSS
        AR
        N
        2
        
          2021-06-09
          Fixed
          9.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHS/COMMUNITY HEALTH SYS
        5493007X5NC5XI1BB106
        CHS/Community Health Systems Inc
        12543DBC3
        
          
          
        
        1900000.00000000
        PA
        USD
        2049625.00000000
        0.488850336455
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-03-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNN MACAU LTD
        254900NMDQ8ENTHU1I31
        Wynn Macau Ltd
        98313RAH9
        
          
          
        
        1640000.00000000
        PA
        USD
        1728174.60000000
        0.412182099000
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2028-08-26
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPECTRUM BRANDS INC
        549300VU3EH2E73C1Q04
        Spectrum Brands Inc
        84762LAU9
        
          
          
        
        1330000.00000000
        PA
        USD
        1370764.50000000
        0.326937213893
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-07-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTESA SANPAOLO SPA
        2W8N8UU78PMDQKZENC08
        Intesa Sanpaolo SpA
        46115HAW7
        
          
          
        
        4250000.00000000
        PA
        USD
        4769766.67000000
        1.137623731874
        Long
        DBT
        CORP
        IT
        N
        2
        
          2026-01-15
          Fixed
          5.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF GUATEMALA
        529900QKDFFU9UWW5315
        Guatemala Government Bond
        401494AP4
        
          
          
        
        970000.00000000
        PA
        USD
        1058328.20000000
        0.252418904263
        Long
        DBT
        NUSS
        GT
        N
        2
        
          2027-06-05
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH AMERICAS
        KOO0397YRO83WY5MGD97
        Bausch Health Americas Inc
        91911XAW4
        
          
          
        
        4660000.00000000
        PA
        USD
        5195900.00000000
        1.239259602702
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-01-31
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599EB7
        
          
          
        
        1190000.00000000
        PA
        USD
        1301562.50000000
        0.310432038076
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-09-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES 2007-1 B
        N/A
        Delta Air Lines 2007-1 Class B Pass Through Trust
        247367BJ3
        
          
          
        
        414131.85000000
        PA
        USD
        431375.60000000
        0.102886190009
        Long
        DBT
        CORP
        US
        N
        2
        
          2022-08-10
          Fixed
          8.02100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNN RESORTS FINANCE LLC
        N/A
        Wynn Resorts Finance LLC / Wynn Resorts Capital Corp
        983133AB5
        
          
          
        
        3440000.00000000
        PA
        USD
        3722389.60000000
        0.887816751053
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-04-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIRLINES HOLDINGS
        98450079DA0B78DD6764
        United Airlines Holdings Inc
        910047AJ8
        
          
          
        
        3165000.00000000
        PA
        USD
        3231306.75000000
        0.770689951541
        Long
        DBT
        CORP
        US
        N
        2
        
          2022-10-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK SECURITIES INC.
        9J6MBOOO7BECTDTUZW19
        DEUTSCHE BANK SECURITIES INC.
        000000000
        
          
        
        -3476500.00000000
        PA
        USD
        -3476500.00000000
        -0.82917030905
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          N
          0.13000000
          2021-05-26
          
            
              3400000.00000000
              USD
              3480218.75000000
              USD
              UST
            
          
        
        
          N
          N
          N
        
      
      
        ORBIA ADVANCE CORP SAB
        549300MVHZ20SBIOEQ79
        Orbia Advance Corp SAB de CV
        59284BAE8
        
          
          
        
        1000000.00000000
        PA
        USD
        1176225.00000000
        0.280538140878
        Long
        DBT
        CORP
        MX
        N
        2
        
          2044-09-17
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSDIGM INC
        88Q84GB3X55CF5OC7582
        TransDigm Inc
        893647BK2
        
          
          
        
        3220000.00000000
        PA
        USD
        3501878.80000000
        0.835223335784
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-12-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS DEL PERU SA
        549300ZMGDLC9JT2OR80
        Petroleos del Peru SA
        716564AA7
        
          
          
        
        1000000.00000000
        PA
        USD
        1018000.00000000
        0.242800337872
        Long
        DBT
        CORP
        PE
        N
        2
        
          2032-06-19
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGIC MERGECO INC
        N/A
        Magic Mergeco Inc
        55916AAA2
        
          
          
        
        840000.00000000
        PA
        USD
        851550.00000000
        0.203100813079
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-05-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELECOM ITALIA CAPITAL
        549300777DJZOR5C4L39
        Telecom Italia Capital SA
        87927VAM0
        
          
          
        
        2660000.00000000
        PA
        USD
        2998219.00000000
        0.715096843040
        Long
        DBT
        CORP
        LU
        
        N
        2
        
          2034-09-30
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROBRAS GLOBAL FINANCE
        549300FNENFFSMO3GT38
        Petrobras Global Finance BV
        71647NAF6
        
          
          
        
        800000.00000000
        PA
        USD
        849688.00000000
        0.202656712658
        Long
        DBT
        CORP
        NL
        
        N
        2
        
          2023-05-20
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRAFT HEINZ FOODS CO
        5493003STKEZ2S0RNU91
        Kraft Heinz Foods Co
        50076QAE6
        
          
          
        
        160000.00000000
        PA
        USD
        185069.74000000
        0.044140466996
        Long
        DBT
        CORP
        US
        N
        2
        
          2042-06-04
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK SECURITIES INC.
        9J6MBOOO7BECTDTUZW19
        DEUTSCHE BANK SECURITIES INC.
        000000000
        
          
        
        -3491250.00000000
        PA
        USD
        -3491250.00000000
        -0.83268829037
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.13000000
          2021-05-26
          
            
              3500000.00000000
              USD
              3486601.58000000
              USD
              UST
            
          
        
        
          N
          N
          N
        
      
      
        WPX ENERGY INC
        ZXZE9GCS2BB547GJW219
        WPX Energy Inc
        98212BAG8
        
          
          
        
        1070000.00000000
        PA
        USD
        1225818.75000000
        0.292366607731
        Long
        DBT
        CORP
        US
        N
        2
        
          2023-08-01
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADIENT US LLC
        213800SOTRCDGZUHL712
        Adient US LLC
        00688JAB3
        
          
          
        
        2410000.00000000
        PA
        USD
        2673895.00000000
        0.637743231272
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-04-15
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARCELORMITTAL
        2EULGUTUI56JI9SAL165
        ArcelorMittal SA
        03938LAP9
        
          
          
        
        3200000.00000000
        PA
        USD
        4518418.94000000
        1.077675486523
        Long
        DBT
        CORP
        LU
        N
        2
        
          2039-10-15
          Variable
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SILVERSEA CRUISE FINANCE
        N/A
        Silversea Cruise Finance Ltd
        82845LAA8
        
          
          
        
        1803000.00000000
        PA
        USD
        1868178.45000000
        0.445574026390
        Long
        DBT
        CORP
        BS
        
        N
        2
        
          2025-02-01
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ECOPETROL SA
        254900IDGKCJICKBPA66
        Ecopetrol SA
        279158AN9
        
          
          
        
        1270000.00000000
        PA
        USD
        1541462.50000000
        0.367649917306
        Long
        DBT
        CORP
        CO
        N
        2
        
          2030-04-29
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAVIENT CORP
        54930067J0ZNOEBRW338
        Navient Corp
        63938CAJ7
        
          
          
        
        1990000.00000000
        PA
        USD
        2151687.50000000
        0.513192978384
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-06-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PERU
        254900STKLK2DBJJZ530
        Peruvian Government International Bond
        715638DP4
        
          
          
        
        2860000.00000000
        PA
        USD
        2608934.90000000
        0.622249779181
        Long
        DBT
        NUSS
        PE
        N
        2
        
          2032-12-01
          Fixed
          1.86200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIKING CRUISES LTD
        549300IJP90T4MV2GL84
        Viking Cruises Ltd
        92676XAD9
        
          
          
        
        2870000.00000000
        PA
        USD
        2816144.45000000
        0.671670750449
        Long
        DBT
        CORP
        BM
        
        N
        2
        
          2027-09-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN AIRLINES/AADVAN
        N/A
        American Airlines Inc/AAdvantage Loyalty IP Ltd
        00253XAA9
        
          
          
        
        990000.00000000
        PA
        USD
        1040737.50000000
        0.248223395517
        Long
        DBT
        CORP
        N/A
        N
        2
        
          2026-04-20
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GMAC CAPITAL TRUST I
        N/A
        GMAC CAPITAL TRUST I
        361860208
        
          
          
        
        155800.00000000
        NS
        USD
        3994712.00000000
        0.952767606387
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        TEVA PHARMACEUTICALS NE
        5493004T21MOAFINJP35
        Teva Pharmaceutical Finance Netherlands III BV
        88167AAC5
        
          
          
        
        4280000.00000000
        PA
        USD
        4282675.00000000
        1.021448857561
        Long
        DBT
        CORP
        NL
        
        N
        2
        
          2021-07-21
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREEPORT-MCMORAN INC
        549300IRDTHJQ1PVET45
        Freeport-McMoRan Inc
        35671DAU9
        
          
          
        
        760000.00000000
        PA
        USD
        771400.00000000
        0.183984460348
        Long
        DBT
        CORP
        US
        N
        2
        
          2022-03-01
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YUM! BRANDS INC
        549300JE8XHZZ7OHN517
        Yum! Brands Inc
        988498AM3
        
          
          
        
        780000.00000000
        PA
        USD
        853125.00000000
        0.203476461932
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-04-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        H&E EQUIPMENT SERVICES
        254900KVLRCDMQRYY541
        H&E Equipment Services Inc
        404030AJ7
        
          
          
        
        2450000.00000000
        PA
        USD
        2394875.00000000
        0.571194950061
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-12-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORECIVIC INC
        529900JFA3K6PTLT8B15
        CoreCivic Inc
        21871NAB7
        
          
          
        
        1540000.00000000
        PA
        USD
        1549625.00000000
        0.369596732392
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-04-15
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROCKIES EXPRESS PIPELINE
        W2ZGZGZKY5GGNY6F3V51
        Rockies Express Pipeline LLC
        77340RAM9
        
          
          
        
        1430000.00000000
        PA
        USD
        1539037.50000000
        0.367071537326
        Long
        DBT
        CORP
        US
        N
        2
        
          2040-04-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        Carnival Corp
        143658BN1
        
          
          
        
        2080000.00000000
        PA
        USD
        2195710.40000000
        0.523692757357
        Long
        DBT
        CORP
        PA
        
        N
        2
        
          2027-03-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GCX6
        
          
          
        
        1000000.00000000
        PA
        USD
        1050100.00000000
        0.250456419253
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-02-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK SECURITIES INC.
        9J6MBOOO7BECTDTUZW19
        DEUTSCHE BANK SECURITIES INC.
        000000000
        
          
        
        -1025000.00000000
        PA
        USD
        -1025000.00000000
        -0.24446988832
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
          N
          0.13000000
          2021-05-26
          
            
              1000000.00000000
              USD
              1029980.47000000
              USD
              UST
            
          
        
        
          N
          N
          N
        
      
      
        PETROBRAS GLOBAL FINANCE
        549300FNENFFSMO3GT38
        Petrobras Global Finance BV
        71645WAS0
        
          
          
        
        6620000.00000000
        PA
        USD
        7531143.70000000
        1.796232057883
        Long
        DBT
        CORP
        NL
        
        N
        2
        
          2041-01-27
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD INDUSTRIES INC
        54930064UHXCIUWVI755
        Standard Industries Inc/NJ
        853496AC1
        
          
          
        
        2580000.00000000
        PA
        USD
        2663850.00000000
        0.635347426366
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-02-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENDO LUX FIN CO I SARL
        N/A
        Endo Luxembourg Finance Co I Sarl / Endo US Inc
        29280BAA3
        
          
          
        
        1100000.00000000
        PA
        USD
        1090375.00000000
        0.260062297060
        Long
        DBT
        CORP
        LU
        
        N
        2
        
          2029-04-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN AXLE & MFG INC
        RY5TAKFOBLDUGX31MS24
        American Axle & Manufacturing Inc
        02406PAU4
        
          
          
        
        4271000.00000000
        PA
        USD
        4516582.50000000
        1.077237482346
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-04-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTINENTAL RESOURCES
        XXRTID9RYWOZ0UPIVR53
        Continental Resources Inc/OK
        212015AQ4
        
          
          
        
        1320000.00000000
        PA
        USD
        1387188.00000000
        0.330854337026
        Long
        DBT
        CORP
        US
        N
        2
        
          2044-06-01
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IVORY COAST GOVERNMENT INTERNATIONAL BOND
        254900ICW11T82O6H590
        IVORY COAST
        221625AK2
        
          
          
        
        353472.45000000
        PA
        USD
        358373.35000000
        0.085474627175
        Long
        DBT
        NUSS
        CI
        N
        2
        
          2032-12-31
          Variable
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        91911KAK8
        
          
          
        
        666000.00000000
        PA
        USD
        683712.27000000
        0.163070304679
        Long
        DBT
        CORP
        CA
        
        N
        2
        
          2024-03-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BBVA BANCOMER SA TEXAS
        549300WIWQK5Q9MCUN92
        BBVA Bancomer SA/Texas
        05533UAF5
        
          
          
        
        4080000.00000000
        PA
        USD
        4243628.40000000
        1.012135962008
        Long
        DBT
        CORP
        MX
        N
        2
        
          2033-01-18
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIRLINES INC
        K1OQBWM7XEOO08LDNP29
        United Airlines Inc
        90932LAH0
        
          
          
        
        700000.00000000
        PA
        USD
        728315.00000000
        0.173708377286
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-04-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COSTA RICA GOVERNMENT
        549300S1EK2VN6XVJP58
        Costa Rica Government International Bond
        221597BV8
        
          
          
        
        460000.00000000
        PA
        USD
        477250.00000000
        0.113827565078
        Long
        DBT
        NUSS
        CR
        N
        2
        
          2045-03-12
          Fixed
          7.15800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMSCOPE TECH LLC
        M4TWC4QDOKW45N7T6Y12
        CommScope Technologies LLC
        20337YAA5
        
          
          
        
        68000.00000000
        PA
        USD
        69275.00000000
        0.016522586842
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-06-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HANESBRANDS INC
        GX5LWVWZLL5S4W1L2F20
        Hanesbrands Inc
        410345AL6
        
          
          
        
        450000.00000000
        PA
        USD
        482733.00000000
        0.115135300100
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-05-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF NIGERIA
        549300GSBZD84TNEQ285
        Nigeria Government International Bond
        000000000
        
          
          
        
        1130000.00000000
        PA
        USD
        1220840.70000000
        0.291179306923
        Long
        DBT
        NUSS
        NG
        N
        2
        
          2032-02-16
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599DB8
        
          
          
        
        1000000.00000000
        PA
        USD
        1108850.00000000
        0.264468717730
        Long
        DBT
        CORP
        US
        N
        2
        
          2024-07-01
          Fixed
          6.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUMEN TECHNOLOGIES INC
        8M3THTGWLTYZVE6BBY25
        Lumen Technologies Inc
        156700BD7
        
          
          
        
        1780000.00000000
        PA
        USD
        1755605.10000000
        0.418724470972
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-01-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIRGIN MEDIA SECURED FIN
        213800X3RLP4NOTPY579
        Virgin Media Secured Finance PLC
        92769XAM7
        
          
          
        
        600000.00000000
        PA
        USD
        623316.00000000
        0.148665358940
        Long
        DBT
        CORP
        GB
        N
        2
        
          2026-08-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        Natwest Group PLC
        780097BB6
        
          
          
        
        1370000.00000000
        PA
        USD
        1400030.40000000
        0.333917341995
        Long
        DBT
        CORP
        GB
        N
        2
        
          N/A
          Fixed
          8.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNICREDIT SPA
        549300TRUWO2CD2G5692
        UniCredit SpA
        904678AQ2
        
          
          
        
        2840000.00000000
        PA
        USD
        3373988.16000000
        0.804720496292
        Long
        DBT
        CORP
        IT
        N
        2
        
          2034-04-02
          Fixed
          7.29600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARMACEUTICALS NE
        5493004T21MOAFINJP35
        Teva Pharmaceutical Finance Netherlands III BV
        88167AAL5
        
          
          
        
        1160000.00000000
        PA
        USD
        1225250.00000000
        0.292230956756
        Long
        DBT
        CORP
        NL
        
        N
        2
        
          2024-04-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      2021-06-22
      Western Asset High Income Fund II Inc.
      Christopher Berarducci
      Christopher Berarducci
      Principal Financial Officer

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