0001752724-22-168811.txt : 20220728
0001752724-22-168811.hdr.sgml : 20220728
20220728105836
ACCESSION NUMBER: 0001752724-22-168811
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220531
FILED AS OF DATE: 20220728
DATE AS OF CHANGE: 20220728
PERIOD START: 20221130
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Virtus Global Multi-Sector Income Fund
CENTRAL INDEX KEY: 0001528811
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22608
FILM NUMBER: 221113422
BUSINESS ADDRESS:
STREET 1: 101 MUNSON STREET
CITY: GREENFIELD
STATE: MA
ZIP: 01301
BUSINESS PHONE: 860-243-1574
MAIL ADDRESS:
STREET 1: 101 MUNSON STREET
CITY: GREENFIELD
STATE: MA
ZIP: 01301
FORMER COMPANY:
FORMER CONFORMED NAME: Virtus-Newfleet Global Multi-Sector Income Fund
DATE OF NAME CHANGE: 20110909
FORMER COMPANY:
FORMER CONFORMED NAME: Newfleet Global Multi-Sector Income Fund
DATE OF NAME CHANGE: 20110829
NPORT-P
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0001528811
XXXXXXXX
Virtus Global Multi-Sector Income Fund
811-22608
0001528811
5493008J77OQDENT5651
101 Munson Street
Greenfield
01301-9668
866-270-7788
Virtus Global Multi-Sector Income Fund
5493008J77OQDENT5651
2022-11-30
2022-05-31
N
162023136.74
49393732.58
112629404.16
0.00000000
0.00000000
48500000.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
497999.06000000
USD
N
NABORS INDUSTRIES INC
549300VFQWRKICUFNU92
Nabors Industries Inc
62957HAJ4
60000.00000000
PA
USD
60503.40000000
0.053719009215
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.37500000
N
N
N
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
Israel Government International Bond
46513JB34
480000.00000000
PA
USD
460416.00000000
0.408788453986
Long
DBT
NUSS
IL
N
2
2030-07-03
Fixed
2.75000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CX1
160000.00000000
PA
USD
156366.86000000
0.138833070427
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
5.93000000
N
N
N
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK Hynix Inc
78392BAC1
585000.00000000
PA
USD
479840.40000000
0.426034749609
Long
DBT
CORP
KR
N
2
2031-01-19
Fixed
2.37500000
N
N
N
N
N
N
CINEMARK USA INC
54930008H2137JSCPQ09
Cinemark USA Inc
172442AS4
190342.56000000
PA
USD
181301.29000000
0.160971543223
Long
LON
CORP
US
N
2
2025-03-29
Floating
2.75600000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAF6
465000.00000000
PA
USD
448591.17000000
0.398289570424
Long
DBT
CORP
US
N
2
N/A
Fixed
5.10000000
N
N
N
N
N
N
SEMPRA GLOBAL
549300L0B3MD11PUAA07
Sempra Global
81685VAA1
405000.00000000
PA
USD
350445.30000000
0.311149031297
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.25000000
N
N
N
N
N
N
TRAVERSE MIDSTREAM PARTN
549300DHTM8B2X5QMJ22
Traverse Midstream Partners LLC
89435TAB0
411190.59720000
PA
USD
404122.23000000
0.358807038902
Long
LON
CORP
US
N
2
2024-09-27
Floating
5.28410000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2017-A
03837PAA5
122662.79000000
PA
USD
122465.70000000
0.108733328488
Long
ABS-O
CORP
US
N
2
2035-11-15
Fixed
3.72000000
N
N
N
N
N
N
MYT Holding LLC
N/A
MYT Holding LLC
000000000
29850.00000000
NS
USD
17910.00000000
0.015901708913
Long
EC
CORP
US
N
3
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AP2
25000.00000000
PA
USD
22807.75000000
0.020250262504
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
6.12500000
N
N
N
N
N
N
COOPER-STANDARD AUTOMOTIVE
ITCH5B3Q4RTX2PH9UN62
Cooper-Standard Automotive Inc
21676TAC9
482966.63140000
PA
USD
418534.05000000
0.371602827096
Long
LON
CORP
US
N
2
2023-11-02
Floating
3.58040000
N
N
N
N
N
N
TRANSPORT DE GAS PERU
529900SKHHNI5HVI0Y66
Transportadora de Gas del Peru SA
89388AAA0
1350000.00000000
PA
USD
1289047.50000000
1.144503524291
Long
DBT
CORP
PE
N
2
2028-04-30
Fixed
4.25000000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAA2
200000.00000000
PA
USD
167100.00000000
0.148362677798
Long
DBT
CORP
LU
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAL6
285000.00000000
PA
USD
246453.75000000
0.218818302234
Long
DBT
CORP
AT
N
2
2028-09-15
Fixed
2.50000000
N
N
N
N
N
N
KLOECKNER PENTAPLAST OF AME
5299004QDA11QZOG5N31
Kloeckner Pentaplast of America Inc
49865NAT7
371250.00000000
PA
USD
328864.39000000
0.291988040292
Long
LON
CORP
US
N
2
2026-02-09
Floating
5.81160000
N
N
N
N
N
N
BANCO NACIONAL COM EXT
4469000001BL6VG3DH44
Banco Nacional de Comercio Exterior SNC/Cayman Islands
05970AAA0
510000.00000000
PA
USD
511917.60000000
0.454515056541
Long
DBT
CORP
MX
N
2
2025-10-14
Fixed
4.37500000
N
N
N
N
N
N
CALUMET SPECIALTY PROD
N/A
Calumet Specialty Products Partners LP / Calumet Finance Corp
131477AV3
265000.00000000
PA
USD
233200.00000000
0.207050726885
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
8.12500000
N
N
N
N
N
N
SURGERY CENTER HOLDINGS
54930054EVI5HWPPW113
Surgery Center Holdings Inc
86881WAD4
215000.00000000
PA
USD
218354.00000000
0.193869444332
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
10.00000000
N
N
N
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAC2
205000.00000000
PA
USD
200131.25000000
0.177690054824
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
6.87500000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAH4
200000.00000000
PA
USD
173500.00000000
0.154045030508
Long
DBT
CORP
FR
N
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
UNITI GRP/UNITI HLD/CSL
N/A
Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC
91327AAA0
170000.00000000
PA
USD
174639.30000000
0.155056578077
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
7.87500000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AR0
47000.00000000
PA
USD
39420.58000000
0.035000256188
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.25000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAE9
900000.00000000
PA
USD
911520.00000000
0.809309084779
Long
DBT
NUSS
SA
N
2
2028-03-04
Fixed
3.62500000
N
N
N
N
N
N
UPSTREAM NEWCO INC
549300Q4K2W4R1EBTH48
Upstream Newco Inc
91678HAF9
189815.63050000
PA
USD
178783.55000000
0.158736123424
Long
LON
CORP
US
N
2
2026-11-20
Floating
5.31160000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAF5
700000.00000000
PA
USD
627207.00000000
0.556876780693
Long
DBT
CORP
MX
N
2
2033-01-18
Fixed
5.12500000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAB8
170000.00000000
PA
USD
168725.00000000
0.149805462666
Long
DBT
CORP
US
N
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
DICK'S SPORTING GOODS
529900SSBV5I4LWSK313
Dick's Sporting Goods Inc
253393AF9
270000.00000000
PA
USD
225118.92000000
0.199875797691
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.15000000
N
N
N
N
N
N
LANNETT CO INC
5299001DJ6C90XX17G45
Lannett Co Inc
51602UAD0
65000.00000000
PA
USD
27950.00000000
0.024815899727
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.75000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TD3
730000.00000000
PA
USD
671940.50000000
0.596594206469
Long
DBT
CORP
US
N
2
N/A
Fixed
3.90000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
1730000.00000000
PA
USD
1656786.40000000
1.471006982906
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
LEB HOLDINGS USA INC
N/A
LEB Holdings USA Inc
05638UAB8
255931.21870000
PA
USD
243134.66000000
0.215871389725
Long
LON
CORP
US
N
2
2027-11-02
Floating
5.06160000
N
N
N
N
N
N
M/I HOMES INC
5299005M71FH9CCSFB69
M/I Homes Inc
55305BAS0
360000.00000000
PA
USD
334378.24000000
0.296883609119
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.95000000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust 2021-NQM4
45276JAA8
844391.53000000
PA
USD
743697.76000000
0.660305153477
Long
ABS-MBS
CORP
US
N
2
2057-01-25
Variable
2.09100000
N
N
N
N
N
N
TRITON WATER HOLDINGS IN
5493005IYCEL7QJFZZ63
Triton Water Holdings Inc
89678QAB2
142712.66160000
PA
USD
131504.01000000
0.116758151195
Long
LON
CORP
US
N
2
2028-03-31
Floating
4.56160000
N
N
N
N
N
N
CROWNROCK LP/CROWNROCK F
N/A
CrownRock LP / CrownRock Finance Inc
228701AF5
255000.00000000
PA
USD
256973.70000000
0.228158625109
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.62500000
N
N
N
N
N
N
CNTL AMR BOTTLING CORP
N/A
Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL
15239XAA6
295000.00000000
PA
USD
281638.65000000
0.250057835341
Long
DBT
CORP
VG
N
2
2029-04-27
Fixed
5.25000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DS1
200000.00000000
PA
USD
162291.64000000
0.144093490692
Long
DBT
NUSS
CO
N
2
2031-04-15
Fixed
3.12500000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
28368EAE6
380000.00000000
PA
USD
454825.98000000
0.403825256283
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
7.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAL5
870000.00000000
PA
USD
763730.86000000
0.678091894115
Long
DBT
UST
US
N
2
2027-09-30
Fixed
0.37500000
N
N
N
N
N
N
MEDALLION MIDLAND ACQ
549300QCYU94ZA2ELG48
Medallion Midland Acquisition LP
58404BAD7
193507.26340000
PA
USD
187098.30000000
0.166118520643
Long
LON
CORP
US
N
2
2028-10-14
Floating
4.81160000
N
N
N
N
N
N
BANC CREDITO INVERSIONES
549300E9E5Y3PKW24142
Banco de Credito e Inversiones SA
05890MAA1
990000.00000000
PA
USD
945682.65000000
0.839640995220
Long
DBT
CORP
CL
N
2
2027-10-12
Fixed
3.50000000
N
N
N
N
N
N
BHN MERGER SUB INC
549300LFU3K8UIR03132
Blackhawk Network Holdings Inc
09238FAK7
154018.08780000
PA
USD
146977.92000000
0.130496934700
Long
LON
CORP
US
N
2
2025-06-15
Floating
3.91640000
N
N
N
N
N
N
CARRIAGE SERVICES INC
N/A
Carriage Services Inc
143905AP2
210000.00000000
PA
USD
177450.00000000
0.157552107572
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.25000000
N
N
N
N
N
N
BLACKSTONE PRIVATE CRE
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAC1
200000.00000000
PA
USD
173694.21000000
0.154217463277
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
2.62500000
N
N
N
N
N
N
WR GRACE HOLDING LLC
N/A
WR Grace Holdings LLC
92943GAA9
120000.00000000
PA
USD
98400.00000000
0.087366172922
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.62500000
N
N
N
N
N
N
OFFICE CHERIFIEN DES PHO
213800D26TAPVTCVWG40
OCP SA
67091TAD7
200000.00000000
PA
USD
165860.00000000
0.147261721960
Long
DBT
CORP
MA
N
2
2031-06-23
Fixed
3.75000000
N
N
N
N
N
N
COSTAR GROUP INC
N/A
CoStar Group Inc
22160NAA7
481000.00000000
PA
USD
415660.79000000
0.369051752604
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.80000000
N
N
N
N
N
N
TVC Mortgage Trust 2020-RTL1
N/A
TVC Mortgage Trust 2020-RTL1
90114YAC3
500000.00000000
PA
USD
478174.60000000
0.424555739743
Long
ABS-MBS
CORP
US
N
2
2024-09-25
Variable
5.19300000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2022-4
92538NAA5
365805.38000000
PA
USD
365316.63000000
0.324352803537
Long
ABS-MBS
CORP
US
N
2
2067-04-25
Variable
4.47400000
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Boxer Parent Co Inc
05988HAE7
278034.65560000
PA
USD
266393.34000000
0.236522018372
Long
LON
CORP
US
N
2
2025-10-02
Floating
4.76660000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05973KAB3
780000.00000000
PA
USD
678600.00000000
0.602506960825
Long
DBT
CORP
MX
N
2
N/A
Fixed
6.62500000
N
N
N
N
N
N
DENTSPLY SIRONA INC
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA Inc
24906PAA7
335000.00000000
PA
USD
291477.72000000
0.258793626916
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.25000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAM2
310000.00000000
PA
USD
267640.83000000
0.237629624338
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.65900000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBQ3
24000.00000000
PA
USD
19240.76000000
0.017083247615
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
3.18700000
N
N
N
N
N
N
CPC ACQUISITION CORP
254900UFA4AMH3PZZW32
Cpc Acquisition Corp
12656UAB1
188100.00000000
PA
USD
172769.85000000
0.153396753972
Long
LON
CORP
US
N
2
2027-12-29
Floating
4.63670000
N
N
N
N
N
N
MCGRAW-HILL EDUCATION
N/A
McGraw-Hill Education Inc
58063DAC7
242780.00000000
PA
USD
230235.56000000
0.204418696624
Long
LON
CORP
US
N
2
2028-07-30
Floating
5.81170000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKC2
395000.00000000
PA
USD
319803.35000000
0.283943036354
Long
DBT
CORP
US
N
2
2036-09-21
Fixed
2.48200000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BS1
360000.00000000
PA
USD
304200.00000000
0.270089327266
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.62500000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAG0
70000.00000000
PA
USD
68334.70000000
0.060672166837
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.62500000
N
N
N
N
N
N
ALBEMARLE CORP
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012653AE1
355000.00000000
PA
USD
357698.43000000
0.317588850502
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
5.05000000
N
N
N
N
N
N
OFFICE CHERIFIEN DES PHO
213800D26TAPVTCVWG40
OCP SA
67091TAA3
1500000.00000000
PA
USD
1535625.00000000
1.363431700143
Long
DBT
CORP
MA
N
2
2024-04-25
Fixed
5.62500000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2021-3
85573JAC0
59382.29000000
PA
USD
55171.50000000
0.048984987900
Long
ABS-MBS
CORP
US
N
2
2056-06-25
Variable
1.51800000
N
N
N
N
N
N
Lendbuzz Securitization Trust
N/A
Lendbuzz Securitization Trust 2022-1
52607KAA1
421599.70000000
PA
USD
418594.20000000
0.371656232332
Long
ABS-O
CORP
US
N
2
2027-05-17
Fixed
4.22000000
N
N
N
N
N
N
ENDO LUX FIN CO I SARL
N/A
Endo Luxembourg Finance Co I Sarl / Endo US Inc
29280BAA3
150000.00000000
PA
USD
114051.00000000
0.101262188902
Long
DBT
CORP
LU
N
2
2029-04-01
Fixed
6.12500000
N
N
N
N
N
N
ANTERO RESOURCES CORP
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674XAS5
100000.00000000
PA
USD
101423.00000000
0.090050196710
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.37500000
N
N
N
N
N
N
CADILLAC FAIRVIEW PRP TR
N/A
Ontario Teachers' Cadillac Fairview Properties Trust
68327LAD8
285000.00000000
PA
USD
248699.54000000
0.220812266436
Long
DBT
CORP
CA
N
2
2031-10-15
Fixed
2.50000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAJ5
303000.00000000
PA
USD
366496.74000000
0.325400584983
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
8.10000000
N
N
N
N
N
N
First Investors Auto Owner Tru
N/A
First Investors Auto Owner Trust 2018-1
32059RAJ2
154270.31000000
PA
USD
154505.87000000
0.137180757682
Long
ABS-O
CORP
US
N
2
2024-06-17
Fixed
4.11000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBJ7
423000.00000000
PA
USD
374308.63000000
0.332336509095
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.56900000
N
N
N
N
N
N
TASEKO MINES LTD
549300XKUO1JSLU7KX54
Taseko Mines Ltd
876511AF3
395000.00000000
PA
USD
379373.80000000
0.336833709482
Long
DBT
CORP
CA
N
2
2026-02-15
Fixed
7.00000000
N
N
N
N
N
N
MAGNOLIA OIL GAS/MAG FIN
N/A
Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp
559665AA2
270000.00000000
PA
USD
266498.10000000
0.236615031383
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
6.00000000
N
N
N
N
N
N
MCGRAW-HILL EDUCATION
N/A
McGraw-Hill Education Inc
57767XAB6
310000.00000000
PA
USD
268387.66000000
0.238292710506
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
8.00000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AX2
360000.00000000
PA
USD
291060.00000000
0.258422746857
Long
DBT
NUSS
ZA
N
2
2047-09-27
Fixed
5.65000000
N
N
N
N
N
N
MILLENNIUM ESCROW CORP
N/A
Millennium Escrow Corp
60041CAA6
245000.00000000
PA
USD
215523.17000000
0.191356042063
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
6.62500000
N
N
N
N
N
N
TENNECO INC
549300U0EXXFAQFAD785
Tenneco Inc
880349AT2
245000.00000000
PA
USD
240081.63000000
0.213160703273
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.12500000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
69867DAC2
245000.00000000
PA
USD
244179.25000000
0.216798847353
Long
DBT
CORP
N/A
N
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
N
CT TRUST
213800MJB7WO427HQD34
CT Trust
12659BAA2
550000.00000000
PA
USD
491810.00000000
0.436662169766
Long
DBT
CORP
GT
N
2
2032-02-03
Fixed
5.12500000
N
N
N
N
N
N
AT HOME GROUP INC
549300LGPR0P05O30I24
At Home Group Inc
04650YAA8
40000.00000000
PA
USD
32234.00000000
0.028619524573
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.87500000
N
N
N
N
N
N
ENTEGRIS ESCROW CORP
N/A
Entegris Escrow Corp
29365BAA1
332000.00000000
PA
USD
315745.28000000
0.280340007438
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.75000000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2K0
950000.00000000
PA
USD
841162.30000000
0.746840761765
Long
DBT
CORP
SA
N
2
2030-11-24
Fixed
2.25000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BL7
850000.00000000
PA
USD
650263.69000000
0.577348068960
Long
DBT
NUSS
PA
N
2
2060-07-23
Fixed
3.87000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BJ3
490000.00000000
PA
USD
390362.38000000
0.346590113755
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
FERRELLGAS LP/FERRELLGAS
N/A
Ferrellgas LP / Ferrellgas Finance Corp
315289AC2
85000.00000000
PA
USD
73866.70000000
0.065583850461
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.87500000
N
N
N
N
N
N
ALFA S.A.
549300ZCGJ6T8YDJ4M34
Alfa SAB de CV
015398AB6
910000.00000000
PA
USD
924105.00000000
0.820482898664
Long
DBT
CORP
MX
N
2
2024-03-25
Fixed
5.25000000
N
N
N
N
N
N
INNOPHOS HOLDINGS INC
XQ0331QX53IRX25OY417
Innophos Holdings Inc
45778EAG9
249900.00000000
PA
USD
245214.38000000
0.217717905753
Long
LON
CORP
US
N
2
2027-02-07
Floating
4.81160000
N
N
N
N
N
N
NMEF Funding LLC
N/A
NMEF Funding 2019-A LLC
65489MAC8
415000.00000000
PA
USD
411248.57000000
0.365134285373
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
3.30000000
N
N
N
N
N
N
KYNDRYL HOLDINGS INC
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc
50155QAE0
370000.00000000
PA
USD
283778.73000000
0.251957943057
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
3.15000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2019-INV1 Trust
67098AAC3
68262.21000000
PA
USD
67834.83000000
0.060228348454
Long
ABS-MBS
CORP
US
N
2
2048-11-25
Variable
4.50000000
N
N
N
N
N
N
AKUMIN INC
N/A
Akumin Inc
01021FAA7
230000.00000000
PA
USD
187751.30000000
0.166698298193
Long
DBT
CORP
CA
N
2
2025-11-01
Fixed
7.00000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XAY1
165000.00000000
PA
USD
141075.00000000
0.125255923221
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
PARSLEY ENERGY LLC/FINAN
N/A
Parsley Energy LLC / Parsley Finance Corp
701885AJ4
210000.00000000
PA
USD
199904.33000000
0.177488579905
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.12500000
N
N
N
N
N
N
ITAU UNIBANCO HLDG SA/KY
5493002W2IVG62O3ZJ94
Itau Unibanco Holding SA/Cayman Island
46556L2A1
520000.00000000
PA
USD
472651.40000000
0.419651869354
Long
DBT
CORP
BR
N
2
2031-04-15
Fixed
3.87500000
N
N
N
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR Properties
26884UAG4
95000.00000000
PA
USD
79895.68000000
0.070936786530
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
3.60000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
54166.45000000
PA
USD
29818.96000000
0.026475288777
Long
DBT
NUSS
EC
N
2
2030-07-31
None
0.00000000
N
N
N
N
N
N
Veros Auto Receivables Trust
N/A
Veros Automobile Receivables Trust 2020-1
92511FAB1
290098.57000000
PA
USD
289169.85000000
0.256744543893
Long
ABS-O
CORP
US
N
2
2025-06-16
Fixed
2.19000000
N
N
N
N
N
N
NMG PARENT LLC.
N/A
NMG PARENT LLC.
000000000
618.00000000
NS
USD
105060.00000000
0.093279371211
Long
EC
CORP
US
N
2
N
N
N
SCIENTIFIC GAMES HOLDIN
549300W5GPFXXB6TQ330
Scientific Games Holdings LP
80875CAB3
40000.00000000
PA
USD
38314.40000000
0.034018114794
Long
LON
CORP
US
N
2
2029-04-04
Floating
4.54510000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc
91911XAV6
145000.00000000
PA
USD
121517.25000000
0.107891230452
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
9.25000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2022-5 Mortgage Loan Trust
19688LAA0
407750.95000000
PA
USD
408523.68000000
0.362714943798
Long
ABS-MBS
CORP
US
N
2
2067-04-25
Variable
4.55000000
N
N
N
N
N
N
CONSENSUS CLOUD SOLUTION
N/A
Consensus Cloud Solutions Inc
20848VAA3
30000.00000000
PA
USD
28050.00000000
0.024904686488
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
6.00000000
N
N
N
N
N
N
ANTERO RESOURCES CORP
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674XAQ9
84000.00000000
PA
USD
91051.80000000
0.080841944143
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
7.62500000
N
N
N
N
N
N
CITGO PETROLEUM CORP
YX52P86PXMLYDOTUQ225
CITGO Petroleum Corp
17302XAK2
85000.00000000
PA
USD
85255.00000000
0.075695153175
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.00000000
N
N
N
N
N
N
SURGERY CENTER HOLDINGS INC
54930054EVI5HWPPW113
Surgery Center Holdings Inc
86880NAX1
158400.00000000
PA
USD
151425.65000000
0.134445930109
Long
LON
CORP
US
N
2
2026-08-31
Floating
4.81160000
N
N
N
N
N
N
ORTHO-CLINICAL INC/SA
N/A
Ortho-Clinical Diagnostics Inc / Ortho-Clinical Diagnostics SA
68752DAC2
101000.00000000
PA
USD
104724.88000000
0.092981829017
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
7.37500000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
185899AG6
295000.00000000
PA
USD
307537.50000000
0.273052585418
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.75000000
N
N
N
N
N
N
TELESAT CANADA/TELESAT L
N/A
Telesat Canada / Telesat LLC
87952VAM8
165000.00000000
PA
USD
78375.00000000
0.069586624012
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
6.50000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BR4
415000.00000000
PA
USD
369573.47000000
0.328132313898
Long
DBT
NUSS
PA
N
2
2033-01-19
Fixed
3.29800000
N
N
N
N
N
N
NORTHRIVER MIDSTREAM FIN
549300SOLNLY3BL6GF18
Northriver Midstream Finance LP
66679NAA8
255000.00000000
PA
USD
242568.75000000
0.215368936565
Long
DBT
CORP
CA
N
2
2026-02-15
Fixed
5.62500000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAA1
450000.00000000
PA
USD
366750.00000000
0.325625446334
Long
DBT
NUSS
NG
N
2
2032-02-16
Fixed
7.87500000
N
N
N
N
N
N
OWL ROCK CORE INCOME COR
5493003I42XBWPE05N35
OWL Rock Core Income Corp
69120VAE1
259000.00000000
PA
USD
243199.02000000
0.215928532885
Long
DBT
CORP
US
N
2
2027-02-08
Fixed
4.70000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35908MAD2
25000.00000000
PA
USD
26356.25000000
0.023400860722
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
8.75000000
N
N
N
N
N
N
PLUTO ACQUISITION I INC
254900MOXD90LKQ6AY47
Pluto Acquisition I Inc
72941DAF9
158800.00000000
PA
USD
150264.50000000
0.133414982633
Long
LON
CORP
US
N
2
2026-06-20
Floating
4.97360000
N
N
N
N
N
N
ACRISURE LLC / FIN INC
N/A
Acrisure LLC / Acrisure Finance Inc
00489LAA1
580000.00000000
PA
USD
562600.00000000
0.499514317949
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
7.00000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAG5
1430000.00000000
PA
USD
1215544.07000000
1.079242209497
Long
DBT
NUSS
MX
N
2
2050-01-31
Fixed
4.50000000
N
N
N
N
N
N
LAD Auto Receivables Trust
N/A
LAD Auto Receivables Trust 2021-1
501683AD8
470000.00000000
PA
USD
440440.76000000
0.391053085368
Long
ABS-O
CORP
US
N
2
2029-11-15
Fixed
3.99000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TB4
930000.00000000
PA
USD
708543.75000000
0.629093046602
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.87500000
N
N
N
N
N
N
ACM Auto Trust
N/A
ACM Auto Trust 2022-1
00091QAB8
340000.00000000
PA
USD
339636.34000000
0.301552105804
Long
ABS-O
CORP
US
N
2
2029-04-20
Fixed
4.47000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
000000000
73875.47390000
PA
USD
71012.80000000
0.063049965086
Long
LON
CORP
PA
N
2
2025-06-30
Floating
4.06160000
N
N
N
N
N
N
Trinity Rail Leasing L.P.
N/A
Trinity Rail Leasing 2019-1 LLC
89657BAA2
309587.37000000
PA
USD
299928.24000000
0.266296569920
Long
ABS-O
CORP
US
N
2
2049-04-17
Fixed
3.82000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBR2
1700000.00000000
PA
USD
1209142.00000000
1.073558018900
Long
DBT
CORP
MX
N
2
2045-01-23
Fixed
6.37500000
N
N
N
N
N
N
ANCHOR GLASS CONTAINER
5493004I6HQW11F10C18
Anchor Glass Container Corp
37712UAE4
83898.96560000
PA
USD
69269.50000000
0.061502145480
Long
LON
CORP
US
N
2
2023-12-07
Floating
3.97490000
N
N
N
N
N
N
ECL ENTERTAINMENT LLC
254900UPSGHOBB360Z85
ECL Entertainment LLC
000000000
169587.50000000
PA
USD
166619.72000000
0.147936252742
Long
LON
CORP
US
N
2
2028-04-30
Floating
8.56160000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBN4
570000.00000000
PA
USD
551917.88000000
0.490030009584
Long
DBT
CORP
US
N
2
2030-04-02
Fixed
4.90600000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2021-NR4
12566DAA0
201376.72000000
PA
USD
190299.57000000
0.168960824590
Long
ABS-MBS
CORP
US
N
2
2061-10-25
Variable
2.81600000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BT3
450000.00000000
PA
USD
452319.31000000
0.401599665179
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
DORIC NIMROD AIR 2012-1A
N/A
Doric Nimrod Air Finance Alpha Ltd 2012-1 Class A Pass Through Trust
258258AA0
143812.14710000
PA
USD
142388.41000000
0.126422057420
Long
DBT
CORP
GG
N
2
2022-11-30
Fixed
5.12500000
N
N
N
N
N
N
PEGASUS BIDCO BV
254900U303DPAFR7MA71
Pegasus Bidco BV
000000000
120000.00000000
PA
USD
115725.60000000
0.102749012003
Long
LON
CORP
NL
N
2
2029-05-05
Floating
5.04600000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2019-2
31573TAC2
52525.06000000
PA
USD
51323.65000000
0.045568606513
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
3.04600000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAT9
700000.00000000
PA
USD
611723.00000000
0.543129038604
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.50000000
N
N
N
N
N
N
GRAB HOLDINGS INC
N/A
Grab Holdings Inc
000000000
170950.00000000
PA
USD
156918.42000000
0.139322782687
Long
LON
CORP
SG
N
2
2026-01-29
Floating
5.50000000
N
N
N
N
N
N
CORONADO FINANCE PTY LTD
549300NS5FS0W548RE27
Coronado Finance Pty Ltd
21979LAA4
400000.00000000
PA
USD
431500.00000000
0.383114874146
Long
DBT
CORP
AU
N
2
2026-05-15
Fixed
10.75000000
N
N
N
N
N
N
LUNDIN ENERGY FI
549300JSNI1KL271GM17
Lundin Energy Finance BV
55037AAA6
390000.00000000
PA
USD
354781.27000000
0.314998798622
Long
DBT
CORP
NL
N
2
2026-07-15
Fixed
2.00000000
N
N
N
N
N
N
MOTOROLA SOLUTIONS INC
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076BW8
440000.00000000
PA
USD
454620.80000000
0.403643083607
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
5.60000000
N
N
N
N
N
N
PHOENIX GUARANTOR INC
N/A
Phoenix Guarantor Inc
71913BAE2
323383.45390000
PA
USD
310548.36000000
0.275725830493
Long
LON
CORP
US
N
2
2026-03-05
Floating
4.31160000
N
N
N
N
N
N
TRIDENT TPI HOLDINGS INC
549300TPLK304J3RNC85
Trident TPI Holdings Inc
89616RAA7
235000.00000000
PA
USD
219725.00000000
0.195086710827
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
6.62500000
N
N
N
N
N
N
BAYPORT POLYMERS LLC
N/A
Bayport Polymers LLC
073096AC3
370000.00000000
PA
USD
367986.93000000
0.326723676418
Long
DBT
CORP
US
N
2
2032-04-14
Fixed
5.14000000
N
N
N
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370RAA5
815000.00000000
PA
USD
873018.42000000
0.775124778925
Long
DBT
CORP
ID
N
2
2044-05-30
Fixed
6.45000000
N
N
N
N
N
N
TRIDENT TPI HOLDINGS INC
549300TPLK304J3RNC85
Trident TPI Holdings Inc
89616RAB5
185000.00000000
PA
USD
178062.50000000
0.158095926483
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
9.25000000
N
N
N
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
State of Illinois
452152DU2
700000.00000000
PA
USD
787409.07000000
0.699115009861
Long
DBT
MUN
US
N
2
2035-03-01
Fixed
6.90000000
N
N
N
N
N
N
Mariner Finance Issuance Trust
N/A
Mariner Finance Issuance Trust 2020-A
56848MAA7
480000.00000000
PA
USD
462377.38000000
0.410529899761
Long
ABS-O
CORP
US
N
2
2034-08-21
Fixed
2.19000000
N
N
N
N
N
N
CHARIOT BUYER LLC
25490092IFNOZBRVE539
Chariot Buyer LLC
15963CAC0
179550.00000000
PA
USD
168507.68000000
0.149612511276
Long
LON
CORP
US
N
2
2028-11-03
Floating
4.56160000
N
N
N
N
N
N
Prestige Auto Receivables Trus
N/A
Prestige Auto Receivables Trust 2019-1
74113NAF5
525000.00000000
PA
USD
522900.05000000
0.464266018185
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
3.01000000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2021-2
31572LAC0
384183.61000000
PA
USD
348280.50000000
0.309226975493
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
1.29100000
N
N
N
N
N
N
AMERICAN AIRLINES GROUP
N/A
American Airlines Group Inc
02376RAC6
180000.00000000
PA
USD
180000.00000000
0.159816169980
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
5.00000000
N
N
N
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2021-NPL4 LLC
91823DAA3
225354.59000000
PA
USD
212772.01000000
0.188913376206
Long
ABS-MBS
CORP
US
N
2
2051-08-25
Variable
1.86770000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
377815.00000000
PA
USD
312618.51000000
0.277563849628
Long
DBT
NUSS
EC
N
2
2030-07-31
Variable
5.00000000
N
N
N
N
N
N
ORYX MIDSTREAM SERVICES
254900YYHRDANYFAHC43
Oryx Midstream Services Permian Basin LLC
68764JAB7
244387.50000000
PA
USD
236100.32000000
0.209625827074
Long
LON
CORP
US
N
2
2028-10-05
Floating
4.31160000
N
N
N
N
N
N
CHEPLAPHARM ARZNEIMITTEL
529900ONXKBELT7EW052
Cheplapharm Arzneimittel GmbH
16412EAA5
400000.00000000
PA
USD
361376.00000000
0.320854045793
Long
DBT
CORP
DE
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2018-4
30166EAG1
302549.94000000
PA
USD
304287.58000000
0.270167086711
Long
ABS-O
CORP
US
N
2
2024-09-16
Fixed
4.35000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CC2
380000.00000000
PA
USD
340433.99000000
0.302260313404
Long
DBT
NUSS
BR
N
2
2030-06-12
Fixed
3.87500000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377REP5
480000.00000000
PA
USD
449945.04000000
0.399491627746
Long
ABS-O
CORP
US
N
2
2025-09-22
Fixed
3.04000000
N
N
N
N
N
N
PERATON CORP
549300EQPCK07ZW63836
Peraton Corp
71360HAB3
310103.87540000
PA
USD
300103.03000000
0.266451760300
Long
LON
CORP
US
N
2
2028-02-01
Floating
4.81160000
N
N
N
N
N
N
BRUNSWICK CORP
YM4O38W15AX4YLLQKU27
Brunswick Corp/DE
117043AT6
261000.00000000
PA
USD
203655.84000000
0.180819424127
Long
DBT
CORP
US
N
2
2031-08-18
Fixed
2.40000000
N
N
N
N
N
N
ZIONS BANCORP NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701818
47150.00000000
NS
USD
1219770.50000000
1.082994719804
Long
EP
CORP
US
N
1
N
N
N
CITADEL LP
549300IPM6EKPVUPFL67
Citadel LP
17288XAB0
415000.00000000
PA
USD
414594.10000000
0.368104673102
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.87500000
N
N
N
N
N
N
COOPER-STANDARD AUTOMOTI
ITCH5B3Q4RTX2PH9UN62
Cooper-Standard Automotive Inc
216762AG9
260000.00000000
PA
USD
261414.20000000
0.232101201235
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
13.00000000
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BQ1
4000.00000000
PA
USD
4008.62000000
0.003559123862
Long
DBT
CORP
KY
N
2
2027-01-30
Fixed
11.50000000
N
N
N
N
N
N
CNT HOLDINGS I CORP
N/A
CNT Holdings I Corp
12656AAC3
222750.00000000
PA
USD
216067.50000000
0.191839335039
Long
LON
CORP
US
N
2
2027-11-08
Floating
4.81160000
N
N
N
N
N
N
CLEAVER-BROOKS INC
549300TRZDD68CZBS255
Cleaver-Brooks Inc
185401AG1
285000.00000000
PA
USD
265050.00000000
0.235329310295
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
7.87500000
N
N
N
N
N
N
HERTZ CORP/THE
549300PD0C69OJ0NLB27
Hertz Corp/The
42804VBC4
32254.36000000
PA
USD
31034.82000000
0.027554811491
Long
LON
CORP
US
N
2
2028-06-30
Floating
4.56160000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AP8
570000.00000000
PA
USD
458873.28000000
0.407418722865
Long
DBT
CORP
US
N
2
2031-08-12
Fixed
2.45000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBC8
300000.00000000
PA
USD
295089.00000000
0.261999965462
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAS2
280000.00000000
PA
USD
221200.00000000
0.196396315553
Long
DBT
NUSS
NG
N
2
2033-09-28
Fixed
7.37500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDE9
825000.00000000
PA
USD
690442.50000000
0.613021533008
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599ED3
185000.00000000
PA
USD
207385.93000000
0.184131250224
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.62500000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBD0
580000.00000000
PA
USD
547560.60000000
0.486161321800
Long
DBT
CORP
NL
N
2
2049-03-19
Fixed
6.90000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SH2
675000.00000000
PA
USD
639588.87000000
0.567870242029
Long
DBT
UST
US
N
2
2049-05-15
Fixed
2.87500000
N
N
N
N
N
N
Business Jet Securities, LLC
N/A
Business Jet Securities 2020-1 LLC
12327FAA5
204335.37000000
PA
USD
189574.67000000
0.168317209359
Long
ABS-O
CORP
US
N
2
2035-11-15
Fixed
2.98100000
N
N
N
N
N
N
HERENS US HOLDCO CORP
549300Y0CIXN5D40L888
Herens US Holdco Corp
000000000
104737.50000000
PA
USD
97111.56000000
0.086222208777
Long
LON
CORP
US
N
2
2028-07-02
Floating
5.06160000
N
N
N
N
N
N
AUST & NZ BANKING GROUP
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
052528AK2
755000.00000000
PA
USD
754339.76000000
0.669753840594
Long
DBT
CORP
AU
N
2
2026-05-19
Fixed
4.40000000
N
N
N
N
N
N
VZ SECURED FINANCING BV
549300MG611MYCOWY949
VZ Secured Financing BV
91845AAA3
400000.00000000
PA
USD
362088.00000000
0.321486207532
Long
DBT
CORP
NL
N
2
2032-01-15
Fixed
5.00000000
N
N
N
N
N
N
DUN & BRADSTREET CORP
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corp/The
26483NAN0
306934.61610000
PA
USD
297189.44000000
0.263864878107
Long
LON
CORP
US
N
2
2026-02-08
Floating
4.31170000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BU3
460000.00000000
PA
USD
429913.93000000
0.381706653965
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.75000000
N
N
N
N
N
N
iShares JP Morgan USD Emerging Markets Bond ETF
54930070R8WH6MNUJG74
iShares JP Morgan USD Emerging Markets Bond ETF
464288281
21827.00000000
NS
USD
1991713.75000000
1.768378129010
Long
EC
RF
US
N
1
N
N
N
JACOBS ENTERTAINMENT INC
5493004U9JIWY3HSUO63
Jacobs Entertainment Inc
469815AK0
180000.00000000
PA
USD
166170.60000000
0.147537493640
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.75000000
N
N
N
N
N
N
DORNOCH DEBT MERGER SUB
N/A
Dornoch Debt Merger Sub Inc
25830JAA9
165000.00000000
PA
USD
131587.50000000
0.116832279262
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
6.62500000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM 2021-9 LLC
69360XAA4
239850.51000000
PA
USD
227096.89000000
0.201631973190
Long
ABS-MBS
CORP
US
N
2
2026-10-25
Variable
2.36300000
N
N
N
N
N
N
INTERNATIONAL PETROLEUM
N/A
International Petroleum Corp/Sweden
000000000
200000.00000000
PA
USD
195500.00000000
0.173578117950
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
7.25000000
N
N
N
N
N
N
BIO-RAD LABS
549300ZC1GPV35XYDK53
Bio-Rad Laboratories Inc
090572AQ1
100000.00000000
PA
USD
91422.16000000
0.081170774791
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.70000000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AD5
110000.00000000
PA
USD
109073.80000000
0.096843094228
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
5.12500000
N
N
N
N
N
N
GLOBAL INFRASTRUCTURE SO
2549003BGLQITAJ6ZT28
Global Infrastructure Solutions Inc
37960XAB3
260000.00000000
PA
USD
220350.00000000
0.195641628084
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
7.50000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAN9
270000.00000000
PA
USD
276480.00000000
0.245477637089
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.12500000
N
N
N
N
N
N
MICROSTRATEGY INC
549300WQTWEJUEHXQX21
MicroStrategy Inc
594972AF8
260000.00000000
PA
USD
220350.00000000
0.195641628084
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
6.12500000
N
N
N
N
N
N
GARDA WORLD SECURITY
549300ZF1NDXLMCHNO20
Garda World Security Corp
000000000
65000.00000000
PA
USD
60897.20000000
0.054068651480
Long
LON
CORP
CA
N
2
2026-10-30
Floating
5.21070000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AV6
200000.00000000
PA
USD
194900.00000000
0.173045397384
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
6.00000000
N
N
N
N
N
N
SOUTHERN VETERINARY PART
549300DT78GYJYRK0R74
Southern Veterinary Partners LLC
84410HAC4
577.89000000
PA
USD
557.66000000
0.000495128251
Long
LON
CORP
US
N
2
2027-10-05
Floating
5.06160000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
000000000
50294.11800000
PA
USD
48879.85000000
0.043398835645
Long
LON
CORP
CA
N
2
2028-08-11
Floating
4.35410000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBY0
185000.00000000
PA
USD
132730.12000000
0.117846774552
Long
DBT
CORP
US
N
2
2060-04-01
Fixed
3.85000000
N
N
N
N
N
N
DUBAI GOVT INT'L BONDS
N/A
Emirate of Dubai Government International Bonds
000000000
1265000.00000000
PA
USD
1200801.25000000
1.066152537124
Long
DBT
NUSS
AE
N
2
2043-01-30
Fixed
5.25000000
N
N
N
N
N
N
BX Trust 2019-OC11
N/A
BX Trust 2019-OC11
05606FAL7
515000.00000000
PA
USD
455193.15000000
0.404151254634
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Variable
4.07545700
N
N
N
N
N
N
TRANSNET SOC LTD
378900B07CD6F01EA796
Transnet SOC Ltd
89378TAC7
1000000.00000000
PA
USD
987100.00000000
0.876414118819
Long
DBT
CORP
ZA
N
2
2022-07-26
Fixed
4.00000000
N
N
N
N
N
N
NABORS INDUSTRIES LTD
N/A
Nabors Industries Ltd
629571AA8
195000.00000000
PA
USD
188878.95000000
0.167699502104
Long
DBT
CORP
BM
N
2
2026-01-15
Fixed
7.25000000
N
N
N
N
N
N
TRICORBRAUN HOLDINGS INC
2549009AB5YVVW5J1U62
TricorBraun Holdings Inc
00184NAB3
259248.11900000
PA
USD
244745.78000000
0.217301850991
Long
LON
CORP
US
N
2
2028-03-03
Floating
4.31160000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DJ3
490000.00000000
PA
USD
437111.85000000
0.388097453999
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.75000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBD8
262913.00000000
PA
USD
246612.39000000
0.218959153552
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
8.37500000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-1
89173FAC4
265000.00000000
PA
USD
259692.16000000
0.230572257694
Long
ABS-MBS
CORP
US
N
2
2056-10-25
Variable
3.75000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2012-C1
90269GAN1
58067.14000000
PA
USD
54234.71000000
0.048153242401
Long
ABS-MBS
CORP
US
N
2
2045-05-10
Variable
6.22334400
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AP4
750000.00000000
PA
USD
648750.00000000
0.576004112636
Long
DBT
CORP
CO
N
2
2031-11-02
Fixed
4.62500000
N
N
N
N
N
N
FILTRATION GROUP CORP
549300ZA0D9WN5ECE978
Filtration Group Corp
31732FAR7
223125.00000000
PA
USD
213084.38000000
0.189190719412
Long
LON
CORP
US
N
2
2028-10-21
Floating
4.47360000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YAV1
1000000.00000000
PA
USD
1000174.97000000
0.888022961196
Long
DBT
CORP
JP
N
2
2023-07-16
Fixed
2.72100000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CQ7
1540000.00000000
PA
USD
1428125.45000000
1.267986331501
Long
DBT
NUSS
ID
N
2
2030-02-14
Fixed
2.85000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2014-5
46643KBS9
163303.55000000
PA
USD
147289.56000000
0.130773629762
Long
ABS-MBS
CORP
US
N
2
2029-10-25
Variable
2.84576700
N
N
N
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2021-NPL3 LLC
91824MAA2
307114.63000000
PA
USD
289750.00000000
0.257259640287
Long
ABS-MBS
CORP
US
N
2
2051-05-25
Variable
1.74300000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
000000000
128360.55560000
PA
USD
121888.62000000
0.108220957847
Long
LON
CORP
PA
N
2
2028-10-18
Floating
4.17730000
N
N
N
N
N
N
INVERSIONES CMPC SA
549300G475ACIABB4385
Inversiones CMPC SA
46128MAN1
1035000.00000000
PA
USD
949612.50000000
0.843130181751
Long
DBT
CORP
CL
N
2
2030-01-13
Fixed
3.85000000
N
N
N
N
N
N
RELIANCE INDUSTRIES LTD
5493003UOETFYRONLG31
Reliance Industries Ltd
759470BB2
760000.00000000
PA
USD
650628.40000000
0.577671883157
Long
DBT
CORP
IN
N
2
2032-01-12
Fixed
2.87500000
N
N
N
N
N
N
ROC Securities Trust
N/A
Roc Mortgage Trust 2021-RTL1
77118TAA1
470000.00000000
PA
USD
446062.10000000
0.396044091085
Long
ABS-MBS
CORP
US
N
2
2026-08-25
Variable
2.48700000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2016-3
64829HAM9
193227.43000000
PA
USD
187330.79000000
0.166324940984
Long
ABS-MBS
CORP
US
N
2
2056-09-25
Variable
4.00000000
N
N
N
N
N
N
RACKSPACE TECHNOLOGY
549300QTYCKLMFSE8I97
Rackspace Technology Global Inc
750098AA3
295000.00000000
PA
USD
233238.80000000
0.207085176148
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.37500000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Corp
16163YAC8
106349.95000000
PA
USD
99989.31000000
0.088777269795
Long
ABS-MBS
CORP
US
N
2
2045-04-25
Variable
3.75000000
N
N
N
N
N
N
KKR APPLE BIDCO LLC
2549001SCJD3WEYJFM53
KKR Apple Bidco LLC
000000000
219450.00000000
PA
USD
209713.00000000
0.186197380305
Long
LON
CORP
US
N
2
2028-09-23
Floating
4.00570000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCL4
520000.00000000
PA
USD
362128.00000000
0.321521722236
Long
DBT
CORP
MX
N
2
2048-02-12
Fixed
6.35000000
N
N
N
N
N
N
CABLE ONDA SA
5299008Q5GONPYNF9J32
Cable Onda SA
12686LAA7
725000.00000000
PA
USD
668812.50000000
0.593816956582
Long
DBT
CORP
PA
N
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CA3
565000.00000000
PA
USD
507087.50000000
0.450226567193
Long
DBT
NUSS
PH
N
2
2041-03-01
Fixed
3.70000000
N
N
N
N
N
N
BROWN GROUP HOLDING LLC
25490094PF4HHK9QS109
Brown Group Holding LLC
11565HAB2
340125.15380000
PA
USD
322340.01000000
0.286195254608
Long
LON
CORP
US
N
2
2028-06-07
Floating
3.81160000
N
N
N
N
N
N
SWEETWATER BORROWER LLC
254900JJU57789DC8283
Sweetwater Borrower LLC
87168EAB0
187753.71960000
PA
USD
165223.27000000
0.146696390016
Long
LON
CORP
US
N
3
2028-08-05
Floating
5.81160000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AB6
705000.00000000
PA
USD
677223.00000000
0.601284367124
Long
DBT
NUSS
AO
N
2
2028-05-09
Fixed
8.25000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-6
89176LAC8
215000.00000000
PA
USD
207538.75000000
0.184266934152
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.75000000
N
N
N
N
N
N
Palisades Mortgage Loan Trust
N/A
Palisades Mortgage Loan Trust 2021-RTL1
69639AAA9
150000.00000000
PA
USD
143136.09000000
0.127085898276
Long
ABS-MBS
CORP
US
N
2
2026-06-25
Variable
2.85700000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QAZ5
350000.00000000
PA
USD
256231.50000000
0.227499649768
Long
DBT
CORP
MX
N
2
2041-06-02
Fixed
6.50000000
N
N
N
N
N
N
NEW ENTERPRISE STONE & L
549300O5DQ5Y61B8VF38
New Enterprise Stone & Lime Co Inc
644274AG7
400000.00000000
PA
USD
383642.97000000
0.340624167251
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
9.75000000
N
N
N
N
N
N
CAPITAL FARM CREDIT ACA
254900S6K5I3OISPS518
Capital Farm Credit ACA
14019TAA4
275000.00000000
PA
USD
249562.50000000
0.221578460670
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
Planet Fitness Master Issuer L
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAB9
521100.00000000
PA
USD
510756.17000000
0.453483860461
Long
ABS-O
CORP
US
N
2
2048-09-05
Fixed
4.66600000
N
N
N
N
N
N
VIANT MEDICAL HOLDINGS
549300E68YOWU15QSF58
Viant Medical Holdings Inc
58506PAF8
181704.06880000
PA
USD
167167.74000000
0.148422821950
Long
LON
CORP
US
N
2
2025-07-02
Floating
4.71200000
N
N
N
N
N
N
MDGH GMTN RSC LTD
213800WRY6FRL9IXLT77
MDGH GMTN RSC Ltd
55276VAG7
750000.00000000
PA
USD
779248.50000000
0.691869504071
Long
DBT
CORP
AE
N
2
2028-11-07
Fixed
4.50000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AU8
285000.00000000
PA
USD
279217.35000000
0.247908041494
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CQ6
315000.00000000
PA
USD
233032.43000000
0.206901946909
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.75000000
N
N
N
N
N
N
Avid Automobile Receivables Tr
N/A
Avid Automobile Receivables Trust 2019-1
05369DAD7
390000.00000000
PA
USD
389441.68000000
0.345772654045
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
4.03000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CB4
365000.00000000
PA
USD
276572.85000000
0.245560075597
Long
DBT
NUSS
BR
N
2
2050-01-14
Fixed
4.75000000
N
N
N
N
N
N
UNIVERSAL HEALTH SVCS
549300YGMGQDO0NMJD09
Universal Health Services Inc
913903AY6
400000.00000000
PA
USD
328319.34000000
0.291504108051
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.65000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AK5
96000.00000000
PA
USD
97047.15000000
0.086165021224
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.75000000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc
91911XAW4
155000.00000000
PA
USD
123132.00000000
0.109324914677
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
8.50000000
N
N
N
N
N
N
PAI HOLDCO INC
2549001NJ55NUV372F56
PAI Holdco Inc
69315JAG8
94124.62320000
PA
USD
90124.33000000
0.080018473570
Long
LON
CORP
US
N
2
2027-10-28
Floating
4.81170000
N
N
N
N
N
N
CHG HEALTHCARE SERVICES INC
54930016Y1HPAVB9PZ54
CHG Healthcare Services Inc
000000000
175000.00000000
PA
USD
168710.50000000
0.149792588585
Long
LON
CORP
US
N
2
2028-09-30
Floating
4.56160000
N
N
N
N
N
N
HERTZ CORP/THE
549300PD0C69OJ0NLB27
Hertz Corp/The
42804VBB6
169862.04780000
PA
USD
163439.56000000
0.145112691680
Long
LON
CORP
US
N
2
2028-06-30
Floating
4.56160000
N
N
N
N
N
N
CP ATLAS BUYER INC
2549006ZZ07G0NDDCR36
CP Atlas Buyer Inc
12597YAA7
280000.00000000
PA
USD
229600.00000000
0.203854403485
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
7.00000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust
74333HAE5
190000.00000000
PA
USD
168726.54000000
0.149806829982
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
1.85500000
N
N
N
N
N
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
81618TAC4
690000.00000000
PA
USD
676680.34000000
0.600802556887
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.50000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBT4
313000.00000000
PA
USD
298955.84000000
0.265433207455
Long
DBT
CORP
US
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
60937LAF2
775000.00000000
PA
USD
658346.82000000
0.584524818283
Long
DBT
NUSS
MN
N
2
2027-07-07
Fixed
3.50000000
N
N
N
N
N
N
TRP LLC
N/A
TRP 2021 LLC
87267CAA6
320119.01000000
PA
USD
286691.03000000
0.254543679901
Long
ABS-O
CORP
US
N
2
2051-06-19
Fixed
2.07000000
N
N
N
N
N
N
ONE CALL CORP
549300WUCCV86ZQHG041
One Call Corp
000000000
151887.50000000
PA
USD
130623.25000000
0.115976152918
Long
LON
CORP
US
N
3
2027-04-22
Floating
6.47360000
N
N
N
N
N
N
MILEAGE PLUS HOLDINGS IN
N/A
Mileage Plus Holdings LLC
59921PAB2
245000.00000000
PA
USD
248265.85000000
0.220427207132
Long
LON
CORP
US
N
2
2027-06-20
Floating
6.31160000
N
N
N
N
N
N
PROMONTORIA HOLDING
54930014SXEXD3RX1509
Promontoria Holding 264 BV
74349MAA4
275000.00000000
PA
USD
256450.32000000
0.227693932958
Long
DBT
CORP
NL
N
2
2027-03-01
Fixed
7.87500000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2020-3
36260CAE2
550000.00000000
PA
USD
539584.27000000
0.479079396738
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
4.31000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PDZ8
420000.00000000
PA
USD
412511.59000000
0.366255679923
Long
DBT
NUSS
DO
N
2
2028-07-19
Fixed
6.00000000
N
N
N
N
N
N
ACC Trust
N/A
ACC Trust 2022-1
00091HAC6
545000.00000000
PA
USD
518778.36000000
0.460606503132
Long
ABS-O
CORP
US
N
2
2025-10-20
Fixed
3.24000000
N
N
N
N
N
N
DELUXE CORP
KWGNKB8TX9LE5TV29231
Deluxe Corp
248019AU5
130000.00000000
PA
USD
115212.50000000
0.102293447132
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
8.00000000
N
N
N
N
N
N
MAVIS TIRE EXPRESS SERVI
254900NVDM4GTLBL9E56
Mavis Tire Express Services Topco Corp
57777YAB2
258387.50000000
PA
USD
246943.52000000
0.219253153154
Long
LON
CORP
US
N
2
2028-05-04
Floating
5.06160000
N
N
N
N
N
N
LINDBLAD EXPEDITIONS LLC
549300MPUWOG67Y2R254
Lindblad Expeditions LLC
53523LAA8
165000.00000000
PA
USD
160677.00000000
0.142659904132
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
6.75000000
N
N
N
N
N
N
UKG INC
529900FKHWSTQ1GXK240
UKG Inc
90385KAK7
355142.04920000
PA
USD
341696.37000000
0.303381139719
Long
LON
CORP
US
N
2
2026-05-03
Floating
4.31160000
N
N
N
N
N
N
VFI ABS LLC
N/A
VFI ABS 2022-1 LLC
91824CAB2
585000.00000000
PA
USD
563929.76000000
0.500694968783
Long
ABS-O
CORP
US
N
2
2028-07-24
Fixed
3.04000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EF8
405000.00000000
PA
USD
439425.00000000
0.390151224964
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.12500000
N
N
N
N
N
N
CONNECTWISE LLC
N/A
ConnectWise LLC
20786NAC1
224437.50000000
PA
USD
214113.38000000
0.190104335183
Long
LON
CORP
US
N
2
2028-09-30
Floating
4.56160000
N
N
N
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR Properties
26884UAC3
260000.00000000
PA
USD
254419.30000000
0.225890656083
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.75000000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion LLC
04649VAY6
137172.18050000
PA
USD
129559.12000000
0.115031346357
Long
LON
CORP
US
N
2
2027-07-31
Floating
4.31160000
N
N
N
N
N
N
CHINA GOVT INTL BOND
300300CHN201808MOF68
China Government International Bond
000000000
525000.00000000
PA
USD
530215.35000000
0.470761036120
Long
DBT
NUSS
CN
N
2
2023-10-19
Fixed
3.25000000
N
N
N
N
N
N
QUEST SOFTWARE INC
549300LMV4JEXTGLE324
Quest Software Inc
74834YAN2
205000.00000000
PA
USD
188942.35000000
0.167755792911
Long
LON
CORP
US
N
2
2029-02-01
Floating
5.29510000
N
N
N
N
N
N
TEINE ENERGY LTD
5493002EE80G6ER7SM91
Teine Energy Ltd
879068AB0
250000.00000000
PA
USD
247500.00000000
0.219747233722
Long
DBT
CORP
CA
N
2
2029-04-15
Fixed
6.87500000
N
N
N
N
N
N
GRUPO TELEVISA SAB
549300O4AF0C816ILN62
Grupo Televisa SAB
40049JBB2
525000.00000000
PA
USD
532780.79000000
0.473038807204
Long
DBT
CORP
MX
N
2
2026-01-30
Fixed
4.62500000
N
N
N
N
N
N
PUG LLC
N/A
Pug LLC
74530DAC9
400775.00000000
PA
USD
379734.31000000
0.337153794634
Long
LON
CORP
US
N
2
2027-02-13
Floating
4.38670000
N
N
N
N
N
N
SOPHIA LP
549300RP8NIJ7FY7OS79
Sophia LP
83578BAP8
55000.00000000
PA
USD
54037.50000000
0.047978146029
Long
LON
CORP
US
N
2
2027-10-07
Floating
5.15770000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2020-3
36260CAD4
480000.00000000
PA
USD
466750.22000000
0.414412402765
Long
ABS-O
CORP
US
N
2
2026-05-15
Fixed
2.27000000
N
N
N
N
N
N
KITE REALTY GROUP TRUST
N/A
Kite Realty Group Trust
76131VAB9
495000.00000000
PA
USD
483554.49000000
0.429332369825
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
4.75000000
N
N
N
N
N
N
ANTERO RESOURCES CORP
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674XAN6
91000.00000000
PA
USD
98962.50000000
0.087865598453
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
8.37500000
N
N
N
N
N
N
PETSMART INC
N/A
PetSmart LLC
71677HAL9
208425.00000000
PA
USD
195346.33000000
0.173441679334
Long
LON
CORP
US
N
2
2028-02-12
Floating
4.62470000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
71568PAC3
950000.00000000
PA
USD
933327.50000000
0.828671257706
Long
DBT
CORP
ID
N
2
2027-05-15
Fixed
4.12500000
N
N
N
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690AAF3
270000.00000000
PA
USD
270000.00000000
0.239724254970
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
HAMILTON PROJECTS ACQUIR
5493005K6XILIQ2EZY52
Hamilton Projects Acquiror LLC
14314VAB9
192550.25120000
PA
USD
188277.56000000
0.167165547402
Long
LON
CORP
US
N
2
2027-06-26
Floating
5.56160000
N
N
N
N
N
N
DORIC NIMROD 2013-1 CL A
N/A
Doric Nimrod Air Alpha 2013-1 Class A Pass Through Trust
233283AA8
142637.25000000
PA
USD
141373.66000000
0.125521093762
Long
DBT
CORP
GG
N
2
2023-05-30
Fixed
5.25000000
N
N
N
N
N
N
HILTON GRAND VAC BOR ESC
N/A
Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc
43284MAA6
315000.00000000
PA
USD
292943.70000000
0.260095223076
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.00000000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2020-A
038413AD2
400000.00000000
PA
USD
390566.88000000
0.346771682681
Long
ABS-O
CORP
US
N
2
2046-07-17
Fixed
7.15000000
N
N
N
N
N
N
DRAWBRIDGE SPEC OPPOR FU
N/A
Drawbridge Special Opportunities Fund LP / Drawbridge Special Opportunities Fin
26150TAE9
585000.00000000
PA
USD
541315.35000000
0.480616366602
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
3.87500000
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FUN
N/A
Bayview Opportunity Master Fund IVa Trust 2017-SPL5
07331UAD0
130000.00000000
PA
USD
129453.34000000
0.114937427721
Long
ABS-MBS
CORP
US
N
2
2057-06-28
Variable
4.00000000
N
N
N
N
N
N
TECK RESOURCES LIMITED
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742AE5
550000.00000000
PA
USD
605384.68000000
0.537501449568
Long
DBT
CORP
CA
N
2
2035-10-01
Fixed
6.12500000
N
N
N
N
N
N
PODS LLC
N/A
PODS LLC
73044EAB0
222929.75000000
PA
USD
213455.24000000
0.189519993994
Long
LON
CORP
US
N
2
2028-03-31
Floating
4.06160000
N
N
N
N
N
N
ION TRADING TECHNOLOGIES
5493009ZVXOKZLQ6QJ12
ION Trading Technologies Sarl
46205YAA9
200000.00000000
PA
USD
178000.00000000
0.158040434758
Long
DBT
CORP
LU
N
2
2028-05-15
Fixed
5.75000000
N
N
N
N
N
N
PLAYA RESORTS HOLDING B.V.
5493005SPBUMPZZCIZ96
Playa Resorts Holding BV
72812NAD8
573412.88310000
PA
USD
551193.13000000
0.489386527533
Long
LON
CORP
NL
N
2
2024-04-27
Floating
4.33040000
N
N
N
N
N
N
CITGO PETROLEUM CORP
YX52P86PXMLYDOTUQ225
CITGO Petroleum Corp
17302UAM4
296229.66470000
PA
USD
290491.70000000
0.257918171694
Long
LON
CORP
US
N
2
2024-03-28
Floating
7.31170000
N
N
N
N
N
N
BRITISH AIR 21-1 A PPT
N/A
British Airways 2021-1 Class A Pass Through Trust
11042CAA8
399733.48900000
PA
USD
349229.40000000
0.310069473069
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
2.90000000
N
N
N
N
N
N
BLUELINX HOLDING
549300YSX7GU28F5I540
BlueLinx Holdings Inc
09624HAA7
175000.00000000
PA
USD
155750.00000000
0.138285380413
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
6.00000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW71
845000.00000000
PA
USD
731296.80000000
0.649294742748
Long
DBT
NUSS
EG
N
2
2029-03-01
Fixed
7.60030000
N
N
N
N
N
N
GREAT OUTDOORS GROUP LLC
549300IYLDI2E8I2AU46
Great Outdoors Group LLC
07014QAN1
281448.18750000
PA
USD
266531.43000000
0.236644624010
Long
LON
CORP
US
N
2
2028-03-05
Floating
4.76660000
N
N
N
N
N
N
ALLIANCE RES OP/FINANCE
N/A
Alliance Resource Operating Partners LP / Alliance Resource Finance Corp
01879NAA3
460000.00000000
PA
USD
461936.60000000
0.410138545475
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.50000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBM5
365000.00000000
PA
USD
317581.85000000
0.281970638456
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
4.12500000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAC3
780000.00000000
PA
USD
753721.80000000
0.669205173925
Long
DBT
NUSS
SA
N
2
2046-10-26
Fixed
4.50000000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
48667QAN5
315000.00000000
PA
USD
291226.32000000
0.258570416998
Long
DBT
CORP
KZ
N
2
2027-04-19
Fixed
4.75000000
N
N
N
N
N
N
BROOKFIELD WEC HOLDINGS
5493002M6GRSU1IWMG57
Brookfield WEC Holdings Inc
11284EAM5
306777.49980000
PA
USD
292834.46000000
0.259998232418
Long
LON
CORP
US
N
2
2025-08-01
Floating
3.81160000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PCW6
615000.00000000
PA
USD
551286.07000000
0.489469045949
Long
DBT
NUSS
DO
N
2
2045-01-27
Fixed
6.85000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2017-3
59980CAH6
340855.50000000
PA
USD
317800.10000000
0.282164415562
Long
ABS-MBS
CORP
US
N
2
2061-01-25
Variable
3.25000000
N
N
N
N
N
N
PROJECT RUBY ULTIMATE PARE
549300UGGIEE7YT1C741
Project Ruby Ultimate Parent Corp
74339UAS9
282150.00000000
PA
USD
269219.07000000
0.239030892516
Long
LON
CORP
US
N
2
2028-03-10
Floating
4.09310000
N
N
N
N
N
N
PREMIER ENTERTAINMENT SU
N/A
Premier Entertainment Sub LLC / Premier Entertainment Finance Corp
74052HAA2
285000.00000000
PA
USD
225862.50000000
0.200535998289
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
5.62500000
N
N
N
N
N
N
Dreyfus Government Cash Management
5493000Q69I5Q3QZIA91
Dreyfus Government Cash Management
262006208
2844582.41000000
NS
USD
2844582.41000000
2.525612588662
Long
STIV
RF
US
N
1
N
N
N
ELDORADO GOLD CORP
5493004PWQ01YDD1IH62
Eldorado Gold Corp
284902AF0
305000.00000000
PA
USD
273156.73000000
0.242527013293
Long
DBT
CORP
CA
N
2
2029-09-01
Fixed
6.25000000
N
N
N
N
N
N
ASCENT RESOURCES/ARU FIN
N/A
Ascent Resources Utica Holdings LLC / ARU Finance Corp
04364VAR4
255000.00000000
PA
USD
258544.50000000
0.229553287552
Long
DBT
CORP
US
N
2
2028-12-31
Fixed
8.25000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AD9
160000.00000000
PA
USD
109200.00000000
0.096955143121
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
7.00000000
N
N
N
N
N
N
STATE OIL CO OF THE AZER
2549002HARR1VE257O76
State Oil Co of the Azerbaijan Republic
000000000
625000.00000000
PA
USD
646875.00000000
0.574339360866
Long
DBT
NUSS
AZ
N
2
2030-03-18
Fixed
6.95000000
N
N
N
N
N
N
INTERCORP PERU LTD
549300L0OFVSOE4NSY75
Intercorp Peru Ltd
458652AB0
730000.00000000
PA
USD
642407.30000000
0.570372634740
Long
DBT
CORP
BS
N
2
2029-08-15
Fixed
3.87500000
N
N
N
N
N
N
CLARIOS GLOBAL LP
549300474L1ZLXZY2P98
Clarios Global LP
000000000
168638.08580000
PA
USD
161708.75000000
0.143575961540
Long
LON
CORP
CA
N
2
2026-04-30
Floating
4.31160000
N
N
N
N
N
N
COVIA HOLDINGS CORP
213800IE4YGTGVTQ1806
Covia Holdings LLC
22305CAB5
185000.00000000
PA
USD
176906.25000000
0.157069329558
Long
LON
CORP
US
N
2
2026-07-31
Floating
5.06160000
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
418097AH4
1285000.00000000
PA
USD
1222356.25000000
1.085290523479
Long
DBT
NUSS
JO
N
2
2027-01-31
Fixed
5.75000000
N
N
N
N
N
N
BANCO SANTANDER CHILE
3YJP8HORPAEXJ80D6368
Banco Santander Chile
05967BAB1
900000.00000000
PA
USD
902970.00000000
0.801717816705
Long
DBT
CORP
CL
N
2
2022-09-20
Fixed
3.87500000
N
N
N
N
N
N
UKG INC
529900FKHWSTQ1GXK240
UKG Inc
000000000
10000.00000000
PA
USD
9568.80000000
0.008495827596
Long
LON
CORP
US
N
2
2027-05-03
Floating
6.31160000
N
N
N
N
N
N
HUNTER US BIDCO INC
549300KXGY77REE4ZR63
Hunter US Bidco Inc
12509YAE6
113737.50000000
PA
USD
110325.38000000
0.097954331573
Long
LON
CORP
US
N
2
2028-08-19
Floating
5.21070000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBD2
450000.00000000
PA
USD
460302.30000000
0.408687503439
Long
DBT
NUSS
QA
N
2
2030-04-16
Fixed
3.75000000
N
N
N
N
N
N
PETRONAS CAPITAL LTD
549300G7YFX3540OYR85
Petronas Capital Ltd
716743AP4
555000.00000000
PA
USD
534448.95000000
0.474519912438
Long
DBT
CORP
MY
N
2
2030-04-21
Fixed
3.50000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2020-SFR2 Trust
33767JAC6
475000.00000000
PA
USD
435465.99000000
0.386636148213
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
1.56700000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAF8
285000.00000000
PA
USD
248769.38000000
0.220874275110
Long
DBT
CORP
FR
N
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
SURGERY CENTER HOLDINGS
54930054EVI5HWPPW113
Surgery Center Holdings Inc
84611WAB0
165000.00000000
PA
USD
157162.50000000
0.139539493413
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.75000000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AG9
590000.00000000
PA
USD
498875.68000000
0.442935558188
Long
DBT
NUSS
MA
N
2
2042-12-11
Fixed
5.50000000
N
N
N
N
N
N
NORTHWEST FIBER LLC/NORT
N/A
Northwest Fiber LLC / Northwest Fiber Finance Sub Inc
667449AD4
60000.00000000
PA
USD
53478.00000000
0.047481384101
Long
DBT
CORP
US
N
2
2027-04-30
Fixed
4.75000000
N
N
N
N
N
N
OSCAR ACQUISITIONCO LLC
N/A
Oscar AcquisitionCo LLC / Oscar Finance Inc
687785AB1
260000.00000000
PA
USD
231098.40000000
0.205184784314
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
9.50000000
N
N
N
N
N
N
USASF Receivables LLC
N/A
USASF Receivables 2020-1 LLC
90353QAB2
486669.63000000
PA
USD
485262.08000000
0.430848483678
Long
ABS-O
CORP
US
N
2
2024-05-15
Fixed
3.22000000
N
N
N
N
N
N
ALASKA AIRLINES 2020 TR
N/A
Alaska Airlines 2020-1 Class A Pass Through Trust
01166VAA7
313258.23380000
PA
USD
315661.61000000
0.280265719555
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.80000000
N
N
N
N
N
N
SOPHIA LP
549300RP8NIJ7FY7OS79
Sophia LP
83578BAN3
266337.37500000
PA
USD
256083.39000000
0.227368147696
Long
LON
CORP
US
N
2
2027-10-07
Floating
4.56170000
N
N
N
N
N
N
BROADSTREET PARTNERS INC
549300BS9N54G8DD0R75
BroadStreet Partners Inc
11135RAA3
315000.00000000
PA
USD
268020.90000000
0.237967076181
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.87500000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2016-4
64829LAQ1
544565.58000000
PA
USD
541684.17000000
0.480943829934
Long
ABS-MBS
CORP
US
N
2
2056-11-25
Variable
4.50000000
N
N
N
N
N
N
APPLIED SYSTEMS INC
549300NSKGF0SY5SWQ62
Applied Systems Inc
03827FBA8
245703.11590000
PA
USD
240526.15000000
0.213555378183
Long
LON
CORP
US
N
2
2025-09-19
Floating
6.56160000
N
N
N
N
N
N
H-FOOD HOLDINGS LLC
549300JY2LK0EQ95YT44
H-Food Holdings LLC
40422KAB7
213453.25530000
PA
USD
194464.45000000
0.172658686646
Long
LON
CORP
US
N
2
2025-05-31
Floating
5.26790000
N
N
N
N
N
N
CALIFORNIA ST
N/A
State of California
13063A5E0
570000.00000000
PA
USD
747496.40000000
0.663677842899
Long
DBT
MUN
US
N
2
2034-04-01
Fixed
7.50000000
N
N
N
N
N
N
SAFE FLEET HOLDINGS LLC
549300ZCMGQ2DH2RZB13
Safe Fleet Holdings LLC
000000000
40000.00000000
PA
USD
38100.00000000
0.033827755979
Long
LON
CORP
US
N
2
2029-02-23
Floating
4.71400000
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Boxer Parent Co Inc
000000000
75000.00000000
PA
USD
71922.00000000
0.063857214318
Long
LON
CORP
US
N
2
2026-03-23
Floating
6.56160000
N
N
N
N
N
N
Avant Credit Card Master Trust
N/A
Avant Credit Card Master Trust
05351KAA7
480000.00000000
PA
USD
441642.77000000
0.392120311115
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
1.37000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KAP1
660000.00000000
PA
USD
653075.57000000
0.579844646138
Long
DBT
CORP
US
N
2
2027-07-13
Fixed
4.40000000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002BB6
606000.00000000
PA
USD
566607.01000000
0.503072012345
Long
DBT
CORP
US
N
2
2053-08-15
Fixed
5.75000000
N
N
N
N
N
N
GAINWELL ACQUISITION COR
N/A
Gainwell Acquisition Corp
59909TAC8
220125.00000000
PA
USD
214621.88000000
0.190555815864
Long
LON
CORP
US
N
2
2027-10-01
Floating
5.06160000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBL3
255000.00000000
PA
USD
185716.50000000
0.164891665178
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
6.12500000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-4
89172UAE8
260000.00000000
PA
USD
251695.73000000
0.223472486494
Long
ABS-MBS
CORP
US
N
2
2056-07-25
Variable
3.80711300
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBM1
489000.00000000
PA
USD
412410.73000000
0.366166129596
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AC7
110000.00000000
PA
USD
108125.60000000
0.096001218160
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.95000000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
716558AG6
1820000.00000000
PA
USD
91000.00000000
0.080795952601
Long
DBT
CORP
VE
N
2
2024-05-16
Fixed
6.00000000
Y
Y
N
N
N
N
SHEARER'S FOODS LLC
549300AQWIJSYS2CIH04
Shearer's Foods LLC
82087UAL1
211642.33600000
PA
USD
193767.02000000
0.172039461138
Long
LON
CORP
US
N
2
2027-09-23
Floating
4.51660000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BH4
10000.00000000
PA
USD
8536.10000000
0.007578926714
Long
DBT
CORP
LR
N
2
2026-07-01
Fixed
4.25000000
N
N
N
N
N
N
FERRELLGAS LP/FERRELLGAS
N/A
Ferrellgas LP / Ferrellgas Finance Corp
315289AA6
85000.00000000
PA
USD
77987.50000000
0.069242575312
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
5.37500000
N
N
N
N
N
N
DS PARENT INC
N/A
DS Parent Inc
23344YAB8
185000.00000000
PA
USD
177831.25000000
0.157890607098
Long
LON
CORP
US
N
2
2028-12-10
Floating
6.59310000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAQ4
446000.00000000
PA
USD
423245.58000000
0.375786041981
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
CALLON PETROLEUM CO
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123XAT9
203149.00000000
PA
USD
202319.14000000
0.179632611491
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
6.12500000
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Funding XIV LLC
68377BAB3
580000.00000000
PA
USD
548944.89000000
0.487390388055
Long
ABS-O
CORP
US
N
2
2028-03-08
Fixed
1.76000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DT9
270000.00000000
PA
USD
189706.52000000
0.168434274703
Long
DBT
NUSS
CO
N
2
2051-05-15
Fixed
4.12500000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JX62
550000.00000000
PA
USD
403997.00000000
0.358695851241
Long
DBT
NUSS
EG
N
2
2050-05-29
Fixed
8.87500000
N
N
N
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370PAL5
1075000.00000000
PA
USD
900560.78000000
0.799578748299
Long
DBT
CORP
ID
N
2
2031-02-09
Fixed
2.30000000
N
N
N
N
N
N
ENVISION HEALTHCARE CORP
549300OL60X0LPKY8N60
Envision Healthcare Corp
29373UAC5
184159.85240000
PA
USD
71260.65000000
0.063270023073
Long
LON
CORP
US
N
2
2025-10-10
Floating
4.77140000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond - When Issued
912810SN9
3265000.00000000
PA
USD
2107072.84000000
1.870801728655
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
FAT Brands Royalty I, LLC
N/A
FAT Brands Royalty LLC
31189TAF1
480000.00000000
PA
USD
465818.40000000
0.413585069968
Long
ABS-O
CORP
US
N
2
2051-04-25
Fixed
4.75000000
N
N
N
N
N
N
ORTHO-CLINICAL INC/SA
N/A
Ortho-Clinical Diagnostics Inc / Ortho-Clinical Diagnostics SA
68752DAA6
62000.00000000
PA
USD
65690.15000000
0.058324156546
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.25000000
N
N
N
N
N
N
Frontera Energy Corp
A25574TZFLBNK7NWQT47
Frontera Energy Corp
35905B107
7526.00000000
NS
USD
82334.44000000
0.073102082545
Long
EC
CORP
CA
N
1
N
N
N
DIRECTV FINANCING LLC
N/A
Directv Financing LLC
25460HAB8
201978.83290000
PA
USD
195077.22000000
0.173202745282
Long
LON
CORP
US
N
2
2027-08-02
Floating
6.06160000
N
N
N
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
29646AAB2
940000.00000000
PA
USD
895068.00000000
0.794701886843
Long
DBT
CORP
ZA
N
2
2025-02-11
Fixed
7.12500000
N
N
N
N
N
N
Quarternorth Energy Holding In
549300BC3OH5VUTNXB92
Quarternorth Energy Holding Inc
000000000
2100.00000000
NS
USD
269499.30000000
0.239279699657
Long
EC
CORP
US
N
2
N
N
N
CONSENSUS CLOUD SOLUTION
N/A
Consensus Cloud Solutions Inc
20848VAB1
50000.00000000
PA
USD
45129.50000000
0.040069021350
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
6.50000000
N
N
N
N
N
N
FHF Trust 2020-1
N/A
FHF Trust 2020-1
30260YAA5
89665.73000000
PA
USD
89626.53000000
0.079576493073
Long
ABS-O
CORP
US
N
2
2023-12-15
Fixed
2.59000000
N
N
N
N
N
N
Arbys Funding LLC
N/A
Arbys Funding LLC
038779AB0
471600.00000000
PA
USD
432916.07000000
0.384372156834
Long
ABS-O
CORP
US
N
2
2050-07-30
Fixed
3.23700000
N
N
N
N
N
N
Provident Funding Mortgage Tru
N/A
Provident Funding Mortgage Trust 2019-1
74387LAC5
90074.26000000
PA
USD
85333.02000000
0.075764424606
Long
ABS-MBS
CORP
US
N
2
2049-12-25
Variable
3.00000000
N
N
N
N
N
N
AT HOME GROUP INC
549300LGPR0P05O30I24
At Home Group Inc
04650YAB6
300000.00000000
PA
USD
202902.00000000
0.180150114007
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
7.12500000
N
N
N
N
N
N
Dominion Mortgage Trust
N/A
Dominion Mortgage Trust 2021-RTL1
257463AA7
570000.00000000
PA
USD
526669.00000000
0.467612346818
Long
ABS-MBS
CORP
US
N
2
2027-07-25
Variable
2.48700000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
425000.00000000
PA
USD
377043.00000000
0.334764267654
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
3.15000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAU7
430000.00000000
PA
USD
383130.00000000
0.340168717802
Long
DBT
NUSS
NG
N
2
2029-03-24
Fixed
8.37500000
N
N
N
N
N
N
NMG HLDCO/NEIMAN MARCUS
N/A
NMG Holding Co Inc / Neiman Marcus Group LLC
62929RAC2
300000.00000000
PA
USD
297477.00000000
0.264120193317
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
7.12500000
N
N
N
N
N
N
MCLAREN FINANCE PLC
213800BKPDWMWX3GSG36
Mclaren Finance PLC
58175LAA8
420000.00000000
PA
USD
337499.40000000
0.299654785992
Long
DBT
CORP
GB
N
2
2026-08-01
Fixed
7.50000000
N
N
N
N
N
N
TRANSCANADA TRUST
549300Y0MFCAXLBWUV51
Transcanada Trust
89356BAG3
545000.00000000
PA
USD
519793.75000000
0.461508035025
Long
DBT
CORP
CA
N
2
2082-03-07
Fixed
5.60000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDV7
375000.00000000
PA
USD
350659.00000000
0.311338768605
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
BROWARD CNTY FL WTR & SWR UTIL
N/A
Broward County FL Water & Sewer Utility Revenue
115117NJ8
300000.00000000
PA
USD
309326.49000000
0.274640971695
Long
DBT
MUN
US
N
2
2047-10-01
Fixed
4.00000000
N
N
N
N
N
N
CITRIX SYSTEMS INC
HCTKJGUQOPZ5NBK7NP58
Citrix Systems Inc
177376AF7
730000.00000000
PA
USD
721532.93000000
0.640625718817
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
3.30000000
N
N
N
N
N
N
MESQUITE ENERGY INC
N/A
MESQUITE ENERGY INC
000000000
135000.00000000
PA
USD
1012.50000000
0.000898965956
Long
DBT
CORP
US
N
3
2023-02-15
Fixed
7.25000000
N
N
N
N
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
American Airlines Inc
023771S58
205000.00000000
PA
USD
232623.75000000
0.206539093174
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
11.75000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
435000.00000000
PA
USD
388733.40000000
0.345143795174
Long
DBT
NUSS
CI
N
2
2033-06-15
Fixed
6.12500000
N
N
N
N
N
N
KKR APPLE BIDCO LLC
2549001SCJD3WEYJFM53
KKR Apple Bidco LLC
000000000
10000.00000000
PA
USD
9712.50000000
0.008623414171
Long
LON
CORP
US
N
2
2029-09-23
Floating
6.75570000
N
N
N
N
N
N
SEDGWICK CMS INC
549300BIN4DWJG5VWF64
Sedgwick Claims Management Services Inc
81527CAM9
272948.54400000
PA
USD
263201.55000000
0.233688131410
Long
LON
CORP
US
N
2
2026-09-03
Floating
4.76660000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2019-4
36258HAE5
495000.00000000
PA
USD
491920.11000000
0.436759932869
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
3.06000000
N
N
N
N
N
N
PARFUMS HOLDING CO INC
549300S46D4GK45PA591
Parfums Holding Co Inc
000000000
407188.19790000
PA
USD
389373.71000000
0.345712305684
Long
LON
CORP
US
N
2
2024-06-30
Floating
4.97360000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370DA5
115000.00000000
PA
USD
97215.25000000
0.086314271770
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.25000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780BX3
525000.00000000
PA
USD
536259.40000000
0.476127352354
Long
DBT
NUSS
ID
N
2
2027-01-08
Fixed
4.35000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Trust 2018-3
36255XAC7
448935.67000000
PA
USD
450670.99000000
0.400136175238
Long
ABS-O
CORP
US
N
2
2024-07-15
Fixed
4.18000000
N
N
N
N
N
N
NORTHWEST FIBER LLC/NORT
N/A
Northwest Fiber LLC / Northwest Fiber Finance Sub Inc
667449AC6
30000.00000000
PA
USD
24150.00000000
0.021442002805
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Corp
16164AAC9
263484.58000000
PA
USD
249453.24000000
0.221481452255
Long
ABS-MBS
CORP
US
N
2
2045-12-25
Variable
3.75000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta LLC
12530MAA3
349791.33000000
PA
USD
320854.60000000
0.284876407180
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
1.69000000
N
N
N
N
N
N
LIGHTSTONE HOLDCO LLC
549300VXK6UGDG7H3G98
Lightstone Holdco LLC
53226GAH4
19754.41000000
PA
USD
18050.59000000
0.016026534220
Long
LON
CORP
US
N
2
2024-01-30
Floating
5.15190000
N
N
N
N
N
N
MET TRANSPRTN AUTH NY DEDICATE
5493000TKYODLXADQD60
Metropolitan Transportation Authority
59260XAW8
430000.00000000
PA
USD
481730.98000000
0.427713334357
Long
DBT
MUN
US
N
2
2045-11-15
Fixed
5.00000000
N
N
N
N
N
N
ZEP INC
NU75S1Y8UH3706J5CS61
ZEP INC
98944EAN2
226546.91270000
PA
USD
209839.08000000
0.186309322654
Long
LON
CORP
US
N
2
2024-08-11
Floating
5.58040000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AT6
830000.00000000
PA
USD
687222.38000000
0.610162492756
Long
DBT
NUSS
GT
N
2
2033-10-07
Fixed
3.70000000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2014-SFR2 Trust
02665UAC9
770000.00000000
PA
USD
773986.37000000
0.687197429279
Long
ABS-O
CORP
US
N
2
2036-10-17
Fixed
4.70500000
N
N
N
N
N
N
BANCO INTERNAC DEL PERU
5493001TRCGXJLRLHN14
Banco Internacional del Peru SAA Interbank
05968DAA8
1025000.00000000
PA
USD
1035250.00000000
0.919164944288
Long
DBT
CORP
PE
N
2
2029-03-19
Fixed
6.62500000
N
N
N
N
N
N
WILLIAM MORRIS ENDEAVOR EN
5493008R7J9HEQ30DZ33
William Morris Endeavor Entertainment LLC
96925HAF9
281942.44130000
PA
USD
269607.46000000
0.239375731418
Long
LON
CORP
US
N
2
2025-05-18
Floating
4.22800000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
1380000.00000000
PA
USD
117300.00000000
0.104146870770
Long
DBT
NUSS
VE
N
2
2025-04-21
Fixed
7.65000000
Y
Y
N
N
N
N
PEABODY ENERGY CORP
EJCO258LNNVSKAR2JX59
Peabody Energy Corp
70454BAT6
180000.00000000
PA
USD
166050.00000000
0.147430416806
Long
LON
CORP
US
N
2
2025-03-31
Floating
3.77140000
N
N
N
N
N
N
LIGHTSTONE HOLDCO LLC
549300VXK6UGDG7H3G98
Lightstone Holdco LLC
53226GAG6
350245.59000000
PA
USD
320036.91000000
0.284150406713
Long
LON
CORP
US
N
2
2024-01-30
Floating
5.15190000
N
N
N
N
N
N
Jersey Mike's Funding, LLC
N/A
Jersey Mike's Funding
476681AA9
349245.00000000
PA
USD
335803.96000000
0.298149459729
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
4.43300000
N
N
N
N
N
N
Tricon Residential
N/A
Tricon Residential 2021-SFR1 Trust
89614YAB2
150000.00000000
PA
USD
136352.36000000
0.121062844127
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
2.24400000
N
N
N
N
N
N
AMENTUM GOVERNMENT SERVI
5493008CT6B5L54YSE94
Amentum Government Services Holdings LLC
57776DAE3
130000.00000000
PA
USD
125450.00000000
0.111382991800
Long
LON
CORP
US
N
2
2029-02-15
Floating
4.79600000
N
N
N
N
N
N
GENERATION BRIDGE II LLC
254900BU0I8CJYZ8GK47
Generation Bridge II LLC
37147QAD0
12238.37000000
PA
USD
12085.39000000
0.010730226347
Long
LON
CORP
US
N
2
2029-02-24
Floating
6.01660000
N
N
N
N
N
N
ARD FINANCE SA
6354006P6QPGGPVJW880
ARD Finance SA
00191AAD8
315000.00000000
PA
USD
247275.00000000
0.219547463510
Long
DBT
CORP
LU
N
2
2027-06-30
Fixed
6.50000000
N
N
N
N
N
N
BANCO DO BRASIL (CAYMAN)
QE0Q0253K88YAGNPE356
Banco do Brasil SA/Cayman
059578AF1
200000.00000000
PA
USD
187250.00000000
0.166253210159
Long
DBT
CORP
BR
N
2
2026-09-30
Fixed
3.25000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PED6
460000.00000000
PA
USD
402767.48000000
0.357604200256
Long
DBT
NUSS
DO
N
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BP3
390000.00000000
PA
USD
290566.37000000
0.257984468769
Long
DBT
CORP
US
N
2
2067-04-20
Floating
3.10271000
N
N
N
N
N
N
TEAM HEALTH HOLDINGS INC
549300PVTQ4UDTTMQT11
Team Health Holdings Inc
88047PAA2
215000.00000000
PA
USD
164475.00000000
0.146032025319
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
6.37500000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22
61690FAP8
220000.00000000
PA
USD
213789.73000000
0.189816976831
Long
ABS-MBS
CORP
US
N
2
2048-04-15
Fixed
3.56100000
N
N
N
N
N
N
LUCID ENERGY GROUP II
549300L1MUKRPJY1ND11
Lucid Energy Group II Borrower LLC
54948FAH1
174562.50000000
PA
USD
168416.15000000
0.149531244754
Long
LON
CORP
US
N
2
2028-11-24
Floating
5.26660000
N
N
N
N
N
N
METIS MERGER SUB LLC
N/A
Metis Merger Sub LLC
59155LAA0
150000.00000000
PA
USD
125625.00000000
0.111538368631
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.50000000
N
N
N
N
N
N
COBRA ACQUISITIONCO LLC
N/A
Cobra AcquisitionCo LLC
19106CAA4
165000.00000000
PA
USD
128700.00000000
0.114268561535
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
6.37500000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBE0
365000.00000000
PA
USD
371132.00000000
0.329516082206
Long
DBT
NUSS
QA
N
2
2050-04-16
Fixed
4.40000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AU8
325000.00000000
PA
USD
299970.45000000
0.266334046812
Long
DBT
NUSS
ZA
N
2
2028-10-12
Fixed
4.30000000
N
N
N
N
N
N
Lendmark Funding Trust
N/A
Lendmark Funding Trust 2021-1
52607MAA7
480000.00000000
PA
USD
430062.58000000
0.381838635485
Long
ABS-O
CORP
US
N
2
2031-11-20
Fixed
1.90000000
N
N
N
N
N
N
GENERATION BRIDGE II LLC
254900BU0I8CJYZ8GK47
Generation Bridge II LLC
37147QAC2
99436.76000000
PA
USD
98193.80000000
0.087183094621
Long
LON
CORP
US
N
2
2029-02-24
Floating
6.01660000
N
N
N
N
N
N
Mission Lane Credit Card Maste
N/A
Mission Lane Credit Card Master Trust
60510MAA6
605000.00000000
PA
USD
585812.73000000
0.520124149079
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
1.59000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAG6
536000.00000000
PA
USD
515882.50000000
0.458035362832
Long
DBT
CORP
KY
N
2
2026-05-01
Fixed
4.37500000
N
N
N
N
N
N
CoreVest American Finance Ltd
N/A
CoreVest American Finance 2018-2 Trust
21872MAA0
146227.09000000
PA
USD
146454.11000000
0.130031860766
Long
ABS-O
CORP
US
N
2
2052-11-15
Fixed
4.02600000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
038461AM1
715000.00000000
PA
USD
519876.50000000
0.461581506070
Long
DBT
NUSS
EG
N
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
FERMACA ENTERPRISES S RL
549300HYMZDEHWD3X752
Fermaca Enterprises S de RL de CV
31503AAA2
1123151.66000000
PA
USD
1090586.09000000
0.968296066319
Long
DBT
CORP
MX
N
2
2038-03-30
Fixed
6.37500000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
491798AK0
510000.00000000
PA
USD
440589.00000000
0.391184702863
Long
DBT
NUSS
KE
N
2
2032-05-22
Fixed
8.00000000
N
N
N
N
N
N
Aligned Data Centers Issuer LL
N/A
Aligned Data Centers Issuer LLC
01627AAA6
475000.00000000
PA
USD
428934.98000000
0.380837475967
Long
ABS-O
CORP
US
N
2
2046-08-15
Fixed
1.93700000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDJ7
1305000.00000000
PA
USD
1144729.69000000
1.016368415102
Long
DBT
UST
US
N
2
2031-11-15
Fixed
1.37500000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RCA4
220000.00000000
PA
USD
204159.32000000
0.181266447711
Long
DBT
CORP
US
N
2
N/A
Fixed
3.85000000
N
N
N
N
N
N
REALPAGE INC
5493001RSFZX4122A604
RealPage Inc
75605VAD4
303250.00170000
PA
USD
290328.52000000
0.257773289457
Long
LON
CORP
US
N
2
2028-04-22
Floating
4.22360000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HV5
2080000.00000000
PA
USD
671767.24000000
0.596440374527
Long
DBT
NUSS
AR
N
2
2041-07-09
Variable
2.50000000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM 2021-2 LLC
69359UAA3
421013.39000000
PA
USD
404116.73000000
0.358802155630
Long
ABS-MBS
CORP
US
N
2
2026-03-25
Variable
2.11500000
N
N
N
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
LifePoint Health Inc
75915TAD4
406557.68010000
PA
USD
391311.77000000
0.347433046386
Long
LON
CORP
US
N
2
2025-11-16
Floating
4.72360000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAB9
245000.00000000
PA
USD
229687.50000000
0.203932091901
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
4.12500000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BQ5
788000.00000000
PA
USD
714716.00000000
0.634573187464
Long
DBT
CORP
US
N
2
N/A
Floating
4.15600000
N
N
N
N
N
N
WEEKLEY HOMES LLC/ FINAN
N/A
Weekley Homes LLC / Weekley Finance Corp
948565AD8
250000.00000000
PA
USD
221557.50000000
0.196713728224
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.87500000
N
N
N
N
N
N
MOHEGAN GAMING & ENT
549300UB083Z2NRDHC48
Mohegan Gaming & Entertainment
608328BH2
265000.00000000
PA
USD
244995.15000000
0.217523258537
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
8.00000000
N
N
N
N
N
N
BANCOLOMBIA SA
54930052NWJRPNMP1W58
Bancolombia SA
05968LAL6
300000.00000000
PA
USD
273000.00000000
0.242387857803
Long
DBT
CORP
CO
N
2
2029-12-18
Fixed
4.62500000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
68205LAE3
1570000.00000000
PA
USD
1736388.60000000
1.541683198051
Long
DBT
NUSS
OM
N
2
2032-10-28
Fixed
7.37500000
N
N
N
N
N
N
EARTHSTONE ENERGY HOL
549300HGVO86L8G72J25
Earthstone Energy Holdings LLC
27034RAA1
180000.00000000
PA
USD
182939.40000000
0.162425968035
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
8.00000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
1088575.50000000
PA
USD
694744.32000000
0.616840979654
Long
DBT
NUSS
EC
N
2
2035-07-31
Variable
1.00000000
N
N
N
N
N
N
ODEBRECHT OIL & FINANCE
N/A
Odebrecht Oil & Gas Finance Ltd
67576JAB7
154468.00000000
PA
USD
463.40000000
0.000411437850
Long
DBT
CORP
KY
N
3
N/A
None
0.00000000
N
N
N
N
N
N
EPICOR SOFTWARE CORP
JGNXVGGGXR4O1L5I7S73
Epicor Software Corp
29426NAN4
266915.20090000
PA
USD
259102.59000000
0.230048797587
Long
LON
CORP
US
N
2
2027-07-31
Floating
4.31160000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAN0
350000.00000000
PA
USD
326770.21000000
0.290128685698
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
740840AC7
630000.00000000
PA
USD
468628.02000000
0.416079640565
Long
DBT
NUSS
PK
N
2
2027-12-05
Fixed
6.87500000
N
N
N
N
N
N
PETVET CARE CENTERS LLC
549300V0HK8MSXZNOM91
PetVet Care Centers LLC
70476XAK1
103149.29560000
PA
USD
99152.26000000
0.088034080211
Long
LON
CORP
US
N
2
2025-02-15
Floating
4.46070000
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
VOLT XCII LLC
91835MAA9
308968.18000000
PA
USD
296678.60000000
0.263411319817
Long
ABS-MBS
CORP
US
N
2
2051-02-27
Variable
1.89250000
N
N
N
N
N
N
NORTHWEST FIBER LLC/NORT
N/A
Northwest Fiber LLC / Northwest Fiber Finance Sub Inc
667449AA0
170000.00000000
PA
USD
157131.87000000
0.139512298029
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
10.75000000
N
N
N
N
N
N
SYNOVUS FINANCIAL CORP
549300EIUS8UN5JTLE54
Synovus Financial Corp
87161CAM7
330000.00000000
PA
USD
331580.15000000
0.294399275635
Long
DBT
CORP
US
N
2
2029-02-07
Fixed
5.90000000
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL IN
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922NAG8
452000.00000000
PA
USD
465613.61000000
0.413403243560
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
5.62500000
N
N
N
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Cos Inc/The
59408UAB3
143912.50000000
PA
USD
123472.61000000
0.109627331264
Long
LON
CORP
US
N
2
2028-04-15
Floating
5.13670000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AX5
85000.00000000
PA
USD
75250.93000000
0.066812863444
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.75000000
N
N
N
N
N
N
SUNSHINE LUXEMBOURG VII
254900CHQOBZNYV4DY60
Sunshine Luxembourg VII Sarl
000000000
143550.00000000
PA
USD
137397.45000000
0.121990745689
Long
LON
CORP
LU
N
2
2026-10-02
Floating
4.81160000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CB4
935000.00000000
PA
USD
605188.10000000
0.537326912553
Long
DBT
NUSS
TR
N
2
2043-04-16
Fixed
4.87500000
N
N
N
N
N
N
MIDCAP FINANCIAL ISSR TR
N/A
Midcap Financial Issuer Trust
59567LAA2
400000.00000000
PA
USD
340888.93000000
0.302664239895
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
6.50000000
N
N
N
N
N
N
OT MERGER CORP
N/A
OT Merger Corp
688777AA9
80000.00000000
PA
USD
58400.00000000
0.051851468482
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
7.87500000
N
N
N
N
N
N
CONSOLIDATED COMMUNICATIONS
549300WW675Y48HDVX34
Consolidated Communications Inc
20903EBB0
124950.80000000
PA
USD
110737.65000000
0.098320372753
Long
LON
CORP
US
N
2
2027-10-02
Floating
4.56160000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAJ0
450000.00000000
PA
USD
429750.00000000
0.381561105827
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.25000000
N
N
N
N
N
N
UFC HOLDINGS LLC
549300JEOTH7UMZ3C491
UFC Holdings LLC
90266UAJ2
398595.42110000
PA
USD
385310.24000000
0.342104482283
Long
LON
CORP
US
N
2
2026-04-29
Floating
3.81170000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
48667QAP0
640000.00000000
PA
USD
541457.92000000
0.480742949887
Long
DBT
CORP
KZ
N
2
2047-04-19
Fixed
5.75000000
N
N
N
N
N
N
DXP ENTERPRISES INC
N/A
DXP Enterprises Inc/TX
23338DAP1
167875.00000000
PA
USD
163397.77000000
0.145075587692
Long
LON
CORP
US
N
2
2027-12-23
Floating
5.75570000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAQ4
300000.00000000
PA
USD
274968.00000000
0.244135181261
Long
DBT
CORP
NL
N
2
2029-05-09
Fixed
5.12500000
N
N
N
N
N
N
TURNING POINT BRANDS INC
549300IYG00QF0VVP302
Turning Point Brands Inc
90041LAF2
340000.00000000
PA
USD
311580.30000000
0.276642056595
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.62500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDD1
595000.00000000
PA
USD
462553.00000000
0.410685827071
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2019-1
042859AA6
132951.15000000
PA
USD
129730.75000000
0.115183731075
Long
ABS-MBS
CORP
US
N
2
2049-01-25
Variable
3.80500000
N
N
N
N
N
N
2022-07-27
Virtus Global Multi-Sector Income Fund
Amy Hackett
Amy Hackett
Vice President and Assistant Treasurer