0001752724-21-181149.txt : 20210824
0001752724-21-181149.hdr.sgml : 20210824
20210824101716
ACCESSION NUMBER: 0001752724-21-181149
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210630
FILED AS OF DATE: 20210824
PERIOD START: 20211231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: FIDELITY ADVISOR SERIES II
CENTRAL INDEX KEY: 0000795422
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04707
FILM NUMBER: 211199475
BUSINESS ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
BUSINESS PHONE: 617-563-7000
MAIL ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
FORMER COMPANY:
FORMER CONFORMED NAME: FIDELITY DIVERSIFIED TRUST
DATE OF NAME CHANGE: 19930706
FORMER COMPANY:
FORMER CONFORMED NAME: PLYMOUTH FUND
DATE OF NAME CHANGE: 19920130
FORMER COMPANY:
FORMER CONFORMED NAME: PLYMOUTH INVESTMENT SERIES
DATE OF NAME CHANGE: 19911204
0000795422
S000005152
Fidelity Advisor Strategic Income Fund
C000014110
Class A
FSTAX
C000014112
Class C
FSRCX
C000014113
Class M
FSIAX
C000014114
Class I
FSRIX
C000200078
Fidelity Strategic Income Fund
FADMX
C000204998
Class Z
FIWDX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000795422
XXXXXXXX
S000005152
C000014113
C000200078
C000014114
C000014112
C000204998
C000014110
Fidelity Advisor Series II
811-04707
0000795422
EIVUM2R16VT371T5KS40
245 Summer Street
Boston
02210
1-800-FIDELITY
Fidelity Advisor Strategic Income Fund
S000005152
QMGXKUUY2S4UZOBMIH60
2021-12-31
2021-06-30
N
16884108053.07
663497466.57
16220610586.50
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
302810739.88000000
0.00000000
0.00000000
73640257.47000000
CAD
EUR
JPY
USD
N
JAPAN GOVERNMENT OF
353800WZS8AXZXFUC241
JAPAN GOVERNMENT OF 0.1% 09/20/2029
N/A
7655450000.00000000
PA
69569879.52000000
0.428898031606
Long
DBT
NUSS
JP
N
2
2029-09-20
Fixed
0.00100000
N
N
N
N
N
N
RADIATE HOLDCO LLC / RADIATE FIN INC
N/A
RADIATE HOLDCO LLC / RADIATE FIN INC 6.5% 09/15/2028 144A
75026JAE0
6500000.00000000
PA
USD
6829225.00000000
0.042102145067
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
0.06500000
N
N
N
N
N
N
UNIT CORP
549300XGK22FZCTN8B67
UNIT CORP
909218406
26886.00000000
NS
USD
453029.10000000
0.002792922606
Long
EC
CORP
US
N
1
N
N
N
WYNN MACAU LIMITED
254900NMDQ8ENTHU1I31
WYNN MACAU LIMITED 5.125% 12/15/2029 144A
98313RAE6
9840000.00000000
PA
USD
10135200.00000000
0.062483467844
Long
DBT
CORP
KY
N
2
2029-12-15
Fixed
0.05125000
N
N
N
N
N
N
TEMPUR SEALY INTERNATIONAL INC
549300HFEKVR3US71V91
TEMPUR SEALY INTERNATIONAL INC
88023U101
555048.00000000
NS
USD
21752331.12000000
0.134103035172
Long
EC
CORP
US
N
1
N
N
N
SOUTHERN NAT GAS CO LLC
N/A
SOUTHRN NAT GAS 8% 3/01/32
843452AZ6
9400000.00000000
PA
USD
13414674.20000000
0.082701413294
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
0.08000000
N
N
N
N
N
N
CHARLES RIVER LABORATORIES INTERNATIONAL INC
549300BSQ0R4UZ5KX287
CHARLES RIVER LABS INTL INC 3.75% 03/15/2029 144A
159864AG2
4745000.00000000
PA
USD
4810243.75000000
0.029655133660
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.03750000
N
N
N
N
N
N
HILCORP ENERGY I LP/FIN CO
N/A
HILCORP ENERGY I LP/FIN CO 6.25% 11/01/2028 144A
431318AS3
7130000.00000000
PA
USD
7575625.00000000
0.046703698110
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.06250000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC 7.5% 12/01/2024 144A
097751BR1
5505000.00000000
PA
USD
5752725.00000000
0.035465526832
Long
DBT
CORP
CA
N
2
2024-12-01
Fixed
0.07500000
N
N
N
N
N
N
PG and E CORP
8YQ2GSDWYZXO2EDN3511
PG and E TERM B 1LN 06/23/2025
69338CAH4
16844850.00000000
PA
USD
16602789.51000000
0.102356131549
Long
LON
CORP
US
N
2
2025-06-23
Variable
0.03500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.5% 08/31/2021
912828YC8
22000000.00000000
PA
USD
22053047.94000000
0.135956953176
Long
DBT
UST
US
N
2
2021-08-31
Fixed
0.01500000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
FX Forward: USD/CAD settle 2021-08-18
N/A
1.00000000
NC
N/A
171174.84000000
0.001055292210
N/A
DFE
CORP
CA
N
2
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
32543000.00000000
CAD
26423459.01000000
USD
2021-08-18
171174.84000000
N
N
N
SRS DISTRIBUTION INC
549300ZQ3XP75BCYM468
SRS DISTRIBUTION INC 6.125% 07/01/2029 144A
78471RAC0
3035000.00000000
PA
USD
3123348.85000000
0.019255433285
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
0.06125000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 5.9% VAR PERP
172967GF2
25875000.00000000
PA
USD
27310545.00000000
0.168369401721
Long
EP
CORP
US
N
2
N
N
N
TRICER HOLDCO S.C.A.
N/A
TRICER HOLDCO S.C.A CLASS A2 PP
N/A
403760.00000000
NS
USD
448.62000000
0.000002765740
Long
EC
CORP
LU
Y
3
N
N
N
ARD FIN SA
6354006P6QPGGPVJW880
ARD FIN SA PIK 6.5% 06/30/2027 144A
00191AAD8
6625000.00000000
PA
USD
6956250.00000000
0.042885253689
Long
DBT
CORP
LU
N
2
2027-06-30
Variable
0.06500000
N
N
Y
N
N
N
GERMANY FEDERAL REPUBLIC OF
529900AQBND3S6YJLY83
GERMANY FEDERAL REPUBLIC OF 0% 08/15/2050 REGS
N/A
60087467.00000000
PA
65492039.64000000
0.403758164902
Long
DBT
NUSS
DE
N
2
2050-08-15
Fixed
0.00000000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
VALVOLINE INC 4.25% 02/15/2030 144A
92047WAD3
4680000.00000000
PA
USD
4832006.40000000
0.029789300311
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.04250000
N
N
N
N
N
N
C AND S GROUP ENTERPRISES LLC
N/A
C AND S GROUP ENTERPRISES LLC 5% 12/15/2028 144A
12467AAF5
5155000.00000000
PA
USD
5109893.75000000
0.031502474723
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
0.05000000
N
N
N
N
N
N
GRAHAM PACKAGING CO INC
N/A
GPC MERGER SUB INC 7.125% 08/15/2028 144A
384701AA6
3720000.00000000
PA
USD
4008300.00000000
0.024711153619
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
0.07125000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC INC
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC
883556102
32800.00000000
NS
USD
16546616.00000000
0.102009822082
Long
EC
CORP
US
N
1
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 3.5% 08/01/2051 #TBA
01F032682
3200000.00000000
PA
USD
3369998.40000000
0.020776026784
Long
ABS-MBS
USGA
US
N
2
2051-08-01
Fixed
0.03500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.5% 01/31/2027
912828Z78
34389000.00000000
PA
USD
35352160.58000000
0.217945929911
Long
DBT
UST
US
N
2
2027-01-31
Fixed
0.01500000
N
N
N
N
N
N
CORECIVIC INC
529900JFA3K6PTLT8B15
CORECIVIC INC 8.25% 04/15/2026
21871NAB7
5695000.00000000
PA
USD
5909701.50000000
0.036433286333
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.08250000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 3.5% 08/15/2029
674599CS2
3820000.00000000
PA
USD
3833752.00000000
0.023635065890
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
0.03500000
N
N
N
N
N
N
MESQUITE ENERGY INC
549300SB0HTIM17TVR61
MESQUITE ENERGY INC CONV 15% 07/15/2023
59073XAB1
1302912.00000000
PA
USD
4885920.00000000
0.030121677442
Long
DBT
CORP
US
Y
3
2023-07-15
Fixed
0.15000000
N
N
Y
N
N
MESQUITE ENERGY INC
MESQUITE ENERGY INC
USD
XXXX
N
N
N
NEW FORTRESS ENERGY INC
N/A
NEW FORTRESS ENERGY INC 6.5% 09/30/2026 144A
644393AB6
10330000.00000000
PA
USD
10555194.00000000
0.065072729190
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
0.06500000
N
N
N
N
N
N
ONEMAIN HLDGS INC
549300E3VEW8SMS5XW09
ONEMAIN HOLDINGS INC
68268W103
313800.00000000
NS
USD
18799758.00000000
0.115900433585
Long
EC
CORP
US
N
1
N
N
N
SPRINT CAPITAL CORP
549300L17W0GQBR1PO80
SPRINT CAPITAL CORP 6.875% 11/15/2028
852060AD4
78162000.00000000
PA
USD
100242765.00000000
0.617996249064
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.06875000
N
N
N
N
N
N
TOPBUILD CORP
5493007YSKHOL4RWII46
TOPBUILD CORP 3.625% 03/15/2029 144A
89055FAB9
3030000.00000000
PA
USD
2999700.00000000
0.018493138615
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.03625000
N
N
N
N
N
N
ALGOMA STEEL SCA
N/A
ALGOMA STEEL SCA 0% 12/31/2023
N/A
1517920.00000000
PA
USD
1275052.80000000
0.007860695460
Long
DBT
CORP
LU
N
3
2023-12-31
Fixed
0.00000000
N
N
N
N
N
N
PILGRIMS PRIDE CORP NEW
549300ZSLGV64ZL3HD75
PILGRIMS PRIDE CORP NEW 4.25% 04/15/2031 144A
72147KAF5
10220000.00000000
PA
USD
10590475.00000000
0.065290236415
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
0.04250000
N
N
N
N
N
N
SUNOCO LP / SUNOCO FIN CORP
N/A
SUNOCO LP / SUNOCO FIN CORP 5.5% 02/15/2026
86765LAL1
6865000.00000000
PA
USD
7074382.50000000
0.043613540083
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.05500000
N
N
N
N
N
N
HESS MIDSTREAM PARTNERS LP
N/A
HESS INFRASTRUCTURE PARTNERS LP / HESS INFRASTRUCTURE PARTNERS FIN CORP 5.625% 02/15/2026 144A
428102AC1
9140000.00000000
PA
USD
9533020.00000000
0.058771030530
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.05625000
N
N
N
N
N
N
VONOVIA SE
5299005A2ZEP6AP7KM81
VONOVIA SE 1.5% 06/14/2041 REGS
N/A
7200000.00000000
PA
8612529.14000000
0.053096208025
Long
DBT
CORP
DE
N
2
2041-06-14
Fixed
0.01500000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
UNITED AIRLINES INC 4.375% 04/15/2026 144A
90932LAG2
14560000.00000000
PA
USD
15072220.80000000
0.092920181516
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.04375000
N
N
N
N
N
N
CHAPARRAL ENERGY INC
V5IUQSDP5WPR92NJWH73
CHAPARRAL ENERGY INC SER B WT 10/01/25
15942R141
289.00000000
NS
USD
480.41000000
0.000002961725
Long
EC
CORP
US
N
3
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP PIPE
N/A
15902.00000000
NS
USD
825631.84000000
0.005090017022
Long
EC
CORP
US
Y
1
N
N
N
IQVIA HOLDINGS INC
549300W3R20NM4KQPH86
IQVIA HOLDINGS INC
46266C105
73200.00000000
NS
USD
17737824.00000000
0.109353614683
Long
EC
CORP
US
N
1
N
N
N
AMN HEALTHCARE
549300H27NUKBFFQEE84
AMN HEALTHCARE 4.625% 10/01/2027 144A
00175PAB9
1695000.00000000
PA
USD
1761444.00000000
0.010859295281
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
0.04625000
N
N
N
N
N
N
1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC
N/A
1011778 BC ULC/NEW RED FIN INC 4.375% 01/15/2028 144A
68245XAJ8
6265000.00000000
PA
USD
6351143.75000000
0.039154776055
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
0.04375000
N
N
N
N
N
N
LCPR SENIOR SECURED FINANCING DAC
549300LE5FM8IKMXSP90
LCPR SENIOR SECURED FINANCING DESIGNATED ACTIVITY COMPANY 6.75% 10/15/2027 144A
50201DAA1
6785000.00000000
PA
USD
7310735.73000000
0.045070656810
Long
DBT
CORP
IE
N
2
2027-10-15
Fixed
0.06750000
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
BMC TERM B 1LN 10/02/2025
05988HAE7
19207905.30000000
PA
USD
19087855.89000000
0.117676555936
Long
LON
CORP
US
N
2
2025-10-02
Variable
0.03854250
N
N
N
N
N
N
BROOKFIELD RESIDENTIAL PPTYS INC / BROOKFIELD RESIDENTIAL US CORP
N/A
BROOKFIELD RESIDENTIAL PPTYS INC / US CORP 4.875% 02/15/2030 144A
11283YAD2
4370000.00000000
PA
USD
4327611.00000000
0.026679704669
Long
DBT
CORP
CA
N
2
2030-02-15
Fixed
0.04875000
N
N
N
N
N
N
UKG INC
N/A
ULTIMATE SOFTWARE TERM B 1LN 05/04/26
90385KAG6
6771017.53000000
PA
USD
6774944.72000000
0.041767507356
Long
LON
CORP
US
N
2
2026-05-04
Variable
0.04000000
N
N
N
N
N
N
MAGIC MERGERCO INC
N/A
MAGIC MERGERCO INC 5.25% 05/01/2028 144A
55916AAA2
6875000.00000000
PA
USD
7053268.75000000
0.043483373898
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
0.05250000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS CORP
549300ZCZ76HYCS0H445
FRONTIER TERM DD EXIT 1LN 4/14/2028
35906EAR1
825000.00000000
PA
USD
825000.00000000
0.005086121731
Long
LON
CORP
US
N
2
2028-04-14
Variable
0.04500000
N
N
N
N
N
N
OEC FIN LTD
N/A
OEC FIN LTD PIK 7.125% 12/26/2046 144A
67614CAF7
1791434.00000000
PA
USD
198849.17000000
0.001225904345
Long
DBT
CORP
KY
N
2
2046-12-26
Fixed
0.07125000
N
N
Y
N
N
N
CCO HLDGS LLC/CCO HLDGS CAP CORP
N/A
CCO HLDGS LLC/CAP CORP 5.375% 06/01/2029 144A
1248EPCB7
34085000.00000000
PA
USD
37258313.50000000
0.229697355110
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.05375000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
UBER TECHNOLOGIES INC 6.25% 01/15/2028 144A
90353TAG5
5520000.00000000
PA
USD
5940679.20000000
0.036624263731
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.06250000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
ALTICE FRANCE SA 8.125% 02/01/2027 144A
02156LAA9
4495000.00000000
PA
USD
4897302.50000000
0.030191850509
Long
DBT
CORP
FR
N
2
2027-02-01
Fixed
0.08125000
N
N
N
N
N
N
COVANTA HLDG CORP
40XIFLS8XDQGGHGPGC04
COVANTA HLDG CORP 5% 09/01/2030
22282EAJ1
6775000.00000000
PA
USD
7113750.00000000
0.043856240565
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
0.05000000
N
N
N
N
N
N
GAINWELL ACQUISITION CORP
N/A
GAINWELL TERM B 1LN 10/01/2027
59909TAC8
9875637.50000000
PA
USD
9897857.68000000
0.061020253382
Long
LON
CORP
US
N
2
2027-10-01
Variable
0.04750000
N
N
N
N
N
N
PIKE CORP
549300P4EKEP6HK0NC58
PIKE CORP 5.5% 09/01/2028 144A
721283AA7
5315000.00000000
PA
USD
5527600.00000000
0.034077632099
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
0.05500000
N
N
N
N
N
N
OPEN TEXT CORPORATION
549300UQROQS42RKHM85
OPEN TEXT CORPORATION 3.875% 02/15/2028 144A
683715AC0
3220000.00000000
PA
USD
3264436.00000000
0.020125235006
Long
DBT
CORP
CA
N
2
2028-02-15
Fixed
0.03875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.625% 05/31/2023
912828R69
19717000.00000000
PA
USD
20237652.03000000
0.124765044583
Long
DBT
UST
US
N
2
2023-05-31
Fixed
0.01625000
N
N
N
N
N
N
PARTY CITY HLDGS INC
5493005PYM1JS6EZN307
PARTY CITY HLDGS INC 8.75% 02/15/2026 144A
702150AG8
3075000.00000000
PA
USD
3282562.50000000
0.020236984807
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.08750000
N
N
N
N
N
N
CCO HLDGS LLC/CCO HLDGS CAP CORP
N/A
CCO HLDGS LLC/CAP CORP 5% 02/01/2028 144A
1248EPBX0
54720000.00000000
PA
USD
57387600.00000000
0.353794326631
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.05000000
N
N
N
N
N
N
CALLON PETROLEUM CO DEL
549300EFOWPEB0WLZW21
CALLON PETROLEUM CO DEL 6.125% 10/01/2024
13123XAT9
2855000.00000000
PA
USD
2814430.45000000
0.017350952573
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.06125000
N
N
N
N
N
N
GODADDY INC
549300J8H1TB0I2CB447
GODADDY INC CL A
380237107
95100.00000000
NS
USD
8269896.00000000
0.050983876074
Long
EC
CORP
US
N
1
N
N
N
ZIGGO BV
213800TQASLF9JXH5J59
ZIGGO BV 4.875% 01/15/2030 144A
98955DAA8
4805000.00000000
PA
USD
4925125.00000000
0.030363376111
Long
DBT
CORP
NL
N
2
2030-01-15
Fixed
0.04875000
N
N
N
N
N
N
SOTHEBYS
549300P5BAAMQQ7VL735
SOTHEBYS 7.375% 10/15/2027 144A
835898AH0
2970000.00000000
PA
USD
3203887.50000000
0.019751953743
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.07375000
N
N
N
N
N
N
TTM TECHNOLOGIES INC
549300SC4BDOIS008048
TTM TECHNOLOGIES INC 4% 03/01/2029 144A
87305RAK5
4540000.00000000
PA
USD
4567512.40000000
0.028158695849
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.04000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.25% 03/31/2026
9128286L9
34717000.00000000
PA
USD
37000727.66000000
0.228109339427
Long
DBT
UST
US
N
2
2026-03-31
Fixed
0.02250000
N
N
N
N
N
N
XPO LOGISTICS INC
54930096DB9LCLPN7H13
XPO LOGISTICS INC 6.25% 05/01/2025 144A
983793AH3
11590000.00000000
PA
USD
12328862.50000000
0.076007388465
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.06250000
N
N
N
N
N
N
LAMB WESTON HOLDINGS INC
5493005SMYID1D2OY946
LAMB WESTON HOLDINGS INC 4.875% 11/01/2026 144A
513272AB0
5285000.00000000
PA
USD
5463368.75000000
0.033681646697
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
0.04875000
N
N
N
N
N
N
WASH MULTIFAMILY ACQUISITION INC
549300AS7PRY5PHG6L12
WASH MULTIFAMILY ACQUISITION INC 5.75% 04/15/2026 144A
93710WAA3
4750000.00000000
PA
USD
4959475.00000000
0.030575143725
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.05750000
N
N
N
N
N
N
FOUNDATION BUILDING MATERIALS INC
549300ZVE6MONHB01I28
FOUNDATION BUILDING MATERIALS INC 6% 03/01/2029 144A
350392AA4
3110000.00000000
PA
USD
3078900.00000000
0.018981406301
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.06000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT SOFR30A+25 04/25/2031
3137H0H92
15800000.00000000
PA
USD
15845007.88000000
0.097684410802
Long
ABS-MBS
USGSE
US
N
2
2031-04-25
Variable
0.00249330
N
N
N
N
N
N
JAPAN GOVERNMENT OF
353800WZS8AXZXFUC241
JAPAN GOVERNMENT OF 0.1% 12/20/2030
N/A
7875900000.00000000
PA
71258480.44000000
0.439308249587
Long
DBT
NUSS
JP
N
2
2030-12-20
Fixed
0.00100000
N
N
N
N
N
N
ENDEAVOR ENERGY RES L P / EER FIN INC
N/A
ENDEAVOR ENERGY RES L P / EER FIN INC 6.625% 07/15/2025 144A
29260FAF7
3395000.00000000
PA
USD
3632650.00000000
0.022395272857
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.06625000
N
N
N
N
N
N
AFFINITY GAMING LLC
N/A
AFFINITY GAMING LLC 6.875% 12/15/2027 144A
00842XAA7
2520000.00000000
PA
USD
2674350.00000000
0.016487357154
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.06875000
N
N
N
N
N
N
ASSUREDPARTNERS INC
549300HNDSDQWQ3L2P80
ASSUREDPARTNERS INC 5.625% 01/15/2029 144A
04624VAB5
3905000.00000000
PA
USD
3905000.00000000
0.024074309528
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.05625000
N
N
N
N
N
N
NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC
N/A
NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC 6% 02/15/2028 144A
667449AC6
2355000.00000000
PA
USD
2360157.45000000
0.014550361328
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.06000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATIONS CO LLC 5.625% 02/15/2027 144A
92840VAB8
17455000.00000000
PA
USD
18109562.50000000
0.111645381062
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.05625000
N
N
N
N
N
N
ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC
N/A
ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 3.25% 09/01/2028 144A
03969YAA6
3025000.00000000
PA
USD
3016237.48000000
0.018595092113
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
0.03250000
N
N
N
N
N
N
ASCEND LEARNING LLC
549300T466HKRLVCD610
ASCEND LEARNING LLC 6.875% 08/01/2025 144A
043502AA1
2480000.00000000
PA
USD
2526500.00000000
0.015575862490
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
0.06875000
N
N
N
N
N
N
GERMANY FEDERAL REPUBLIC OF
529900AQBND3S6YJLY83
GERMANY FEDERAL REPUBLIC OF 0% 02/15/2031 REGS
N/A
17330000.00000000
PA
21050608.70000000
0.129776919233
Long
DBT
NUSS
DE
N
2
2031-02-15
Fixed
0.00000000
N
N
N
N
N
N
ADVANCED DRAIN SYS INC DEL
6QQTOZ5MF5DHM7K92I60
ADVANCED DRAIN SYS INC DEL 5% 09/30/2027 144A
00790RAA2
1400000.00000000
PA
USD
1453228.00000000
0.008959144862
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
0.05000000
N
N
N
N
N
N
BUONI DEL TESORO POLIENNALI
815600DE60799F5A9309
BUONI DEL TESORO POLIENNALI 0.95% 12/01/2031 144A REGS
N/A
78586000.00000000
PA
93965158.02000000
0.579294826905
Long
DBT
NUSS
IT
N
2
2031-12-01
Fixed
0.00950000
N
N
N
N
N
N
TEMPUR SEALY INTERNATIONAL INC
549300HFEKVR3US71V91
TEMPUR SEALY INTERNATIONAL INC 4% 04/15/2029 144A
88023UAH4
7905000.00000000
PA
USD
8003417.25000000
0.049341035636
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.04000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC 4% 07/15/2028 144A
82967NBJ6
11260000.00000000
PA
USD
11597800.00000000
0.071500391049
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.04000000
N
N
N
N
N
N
ACRISURE LLC / ACRISURE FINANCE INC
N/A
ACRISURE LLC / ACRISURE FINANCE INC 7% 11/15/2025 144A
00489LAA1
20290000.00000000
PA
USD
20695800.00000000
0.127589525003
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.07000000
N
N
N
N
N
N
BWX TECHNOLOGIES INC
549300NP85N265KWMS58
BWX TECHNOLOGIES INC 5.375% 07/15/2026 144A
05605HAA8
4990000.00000000
PA
USD
5121985.50000000
0.031577020314
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.05375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.125% 06/30/2022
912828ZX1
46344000.00000000
PA
USD
46354862.11000000
0.285777541251
Long
DBT
UST
US
N
2
2022-06-30
Fixed
0.00125000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.5% 09/30/2021
912828YJ3
25180000.00000000
PA
USD
25270440.27000000
0.155792164143
Long
DBT
UST
US
N
2
2021-09-30
Fixed
0.01500000
N
N
N
N
N
N
CAESARS RESORT COLLECTION LLC / CRC FINCO INC
N/A
COLT MERGER SUB INC 5.75% 07/01/2025 144A
12770RAA1
8510000.00000000
PA
USD
8967412.50000000
0.055284062533
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.05750000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK LTD
F8SB4JFBSYQFRQEH3Z21
FX Forward: USD/JPY settle 2021-08-18
N/A
1.00000000
NC
N/A
220307.32000000
0.001358193754
N/A
DFE
CORP
AU
N
2
NATIONAL AUSTRALIA BANK LTD
F8SB4JFBSYQFRQEH3Z21
1539948000.00000000
JPY
14087361.97000000
USD
2021-08-18
220307.32000000
N
N
N
TRICER HOLDCO S.C.A.
N/A
TRICER HOLDCO S.C.A CLASS A9 PP
N/A
403760.00000000
NS
USD
448.62000000
0.000002765740
Long
EC
CORP
LU
Y
3
N
N
N
BOOZ ALLEN AND HAMILTON INC
549300D7XCH2480XU542
BOOZ ALLEN AND HAMILTON INC 3.875% 09/01/2028 144A
09951LAA1
6270000.00000000
PA
USD
6395400.00000000
0.039427615661
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
0.03875000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHLMC MULTIFAM STRUCTURED PASS THROUGH K-F108 AS SOFR30A +26 02/25/2031
3137FYUP9
19100000.00000000
PA
USD
19117190.00000000
0.117857400608
Long
ABS-MBS
USGSE
US
N
2
2031-02-25
Variable
0.00260000
N
N
N
N
N
N
ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV
N/A
ORGANON FINANCE 1 LLC 5.125% 04/30/2031 144A
68622TAB7
8890000.00000000
PA
USD
9158478.00000000
0.056461980584
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
0.05125000
N
N
N
N
N
N
SRS DISTRIBUTION INC
549300ZQ3XP75BCYM468
SRS DISTRIBUTION TERM B 1LN 05/20/2028
78466YAN8
3095000.00000000
PA
USD
3091564.55000000
0.019059483202
Long
LON
CORP
US
N
2
2028-05-20
Variable
0.04250000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX INC 4.875% 04/15/2028
64110LAS5
13960000.00000000
PA
USD
16211050.00000000
0.099941059022
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
0.04875000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
SPRINGLEAF FIN CRP MED TRM NTS 7.125% 03/15/2026
85172FAN9
41215000.00000000
PA
USD
48003522.65000000
0.295941526948
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.07125000
N
N
N
N
N
N
DYNASTY ACQUISITION CO INC
549300L1RCRPOAUCB870
STANDARDAERO TERM B-2 1LN 04/04/2026
26812CAF3
822116.44000000
PA
USD
800190.59000000
0.004933171817
Long
LON
CORP
US
N
2
2026-04-04
Variable
0.03647250
N
N
N
N
N
N
MCAFEE LLC
549300713UKUTLV9T378
MCAFEE TERM B 09/29/2024
57906PAG4
2458976.83000000
PA
USD
2458362.09000000
0.015155792544
Long
LON
CORP
US
N
2
2024-09-29
Variable
0.03846130
N
N
N
N
N
N
UC HOLDINGS INC
N/A
UC HOLDINGS INC
N/A
560355.00000000
NS
USD
6399254.10000000
0.039451376172
Long
EC
CORP
US
N
3
N
N
N
T-MOBILE US INC
549300QHIJYOHPACPG31
T-MOBILE US INC
872590104
79900.00000000
NS
USD
11571917.00000000
0.071340822457
Long
EC
CORP
US
N
1
N
N
N
JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC
N/A
JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 5.5% 01/15/2030 144A
46590XAB2
12225000.00000000
PA
USD
13672195.50000000
0.084289031088
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.05500000
N
N
N
N
N
N
FIRST QUANTUM MINERALS LTD
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS LTD 6.875% 03/01/2026 144A
335934AR6
14330000.00000000
PA
USD
15017553.40000000
0.092583157211
Long
DBT
CORP
CA
N
2
2026-03-01
Fixed
0.06875000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135106
4100.00000000
NS
USD
14104656.00000000
0.086955148357
Long
EC
CORP
US
N
1
N
N
N
TEINE ENERGY LTD
5493002EE80G6ER7SM91
TEINE ENERGY LTD 6.875% 04/15/2029 144A
879068AB0
4420000.00000000
PA
USD
4536025.00000000
0.027964576153
Long
DBT
CORP
CA
N
2
2029-04-15
Fixed
0.06875000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATIONS CO LLC 4.375% 05/01/2029 144A
92840VAH5
11110000.00000000
PA
USD
11165550.00000000
0.068835571512
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
0.04375000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 07/01/2051 #TBA
21H030674
72000000.00000000
PA
USD
75112092.00000000
0.463065749587
Long
ABS-MBS
USGA
US
N
2
2051-07-01
Fixed
0.03000000
N
N
N
N
N
N
KAR AUCTION SVCS INC
5493004HKD20LBSG7D03
KAR AUCTION SVCS INC 5.125% 06/01/2025 144A
48238TAA7
6210000.00000000
PA
USD
6372702.00000000
0.039287682581
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.05125000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.375% 03/31/2022
912828ZG8
92800000.00000000
PA
USD
93003000.00000000
0.573363126523
Long
DBT
UST
US
N
2
2022-03-31
Fixed
0.00375000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
FX Forward: AUD/USD settle 2021-08-18
N/A
1.00000000
NC
N/A
-361099.43000000
-0.00222617655
N/A
DFE
CORP
CA
N
2
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
10484626.72000000
USD
13496000.00000000
AUD
2021-08-18
-361099.43000000
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918104
73900.00000000
NS
USD
20019510.00000000
0.123420199833
Long
EC
CORP
US
N
1
N
N
N
CROWN CORK and SEAL INC
7HLDMDH0ZXNUH6PT7Z42
CROWN CORK and SE 7.5% 12/15/96
228255AJ4
7695000.00000000
PA
USD
8662184.55000000
0.053402333431
Long
DBT
CORP
US
N
2
2096-12-15
Fixed
0.07500000
N
N
N
N
N
N
CASCADES INC/USA INC
FPD41G4F3GH7OJ38TS94
CASCADES INC/USA INC 5.375% 01/15/2028 144A
14739LAB8
3310000.00000000
PA
USD
3479637.50000000
0.021451951401
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
0.05375000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
GARTNER INC 3.75% 10/01/2030 144A
366651AE7
6920000.00000000
PA
USD
7079921.20000000
0.043647686147
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
0.03750000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 07/01/2051 #TBA
21H032670
-26650000.00000000
PA
USD
-27991654.28000000
-0.17256843773
Short
ABS-MBS
USGA
US
N
2
2051-07-01
Fixed
0.03500000
N
N
N
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
JPSW SWAP REC 1.57125 09/05/2024
N/A
19800000.00000000
NC
USD
375509.97000000
0.002315017477
N/A
DIR
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
Put
Purchased
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
JPSW FSWP IRS 9/29 3MLV1.57125
N/A
N/A
NC
USD
N/A
N/A
DIR
CORP
US
2029-09-09
0.00000000
USD
0.00000000
USD
19800000.00000000
USD
1.00000000
1.57125000
USD
2024-09-05
XXXX
-193121.28000000
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP 6.125% 10/01/2028 144A
88033GDJ6
11515000.00000000
PA
USD
12270844.60000000
0.075649708342
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
0.06125000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 5.875%/VAR PERP
060505FL3
60475000.00000000
PA
USD
69217266.00000000
0.426724170652
Long
EP
CORP
US
N
2
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG 0.25%/VAR 11/05/2028 REGS
N/A
9024000.00000000
PA
10583340.35000000
0.065246251326
Long
DBT
CORP
CH
N
2
2028-11-05
Variable
0.00250000
N
N
N
N
N
N
LAM RESEARCH CORP
549300I4GMO6D34U1T02
LAM RESEARCH CORP
512807108
32400.00000000
NS
USD
21082680.00000000
0.129974638670
Long
EC
CORP
US
N
1
N
N
N
ALCOA NEDERLAND HOLDING BV
5493000UL1QLQLT1VQ42
ALCOA NEDERLAND HOLDING 6.125% 05/15/2028 144A
013822AC5
2110000.00000000
PA
USD
2308973.00000000
0.014234809396
Long
DBT
CORP
NL
N
2
2028-05-15
Fixed
0.06125000
N
N
N
N
N
N
MELCO RESORTS FIN LTD
529900NRV6LBR3T6B421
MELCO RESORTS FIN LTD 5.375% 12/04/2029 144A
58547DAD1
4785000.00000000
PA
USD
5048175.00000000
0.031121978874
Long
DBT
CORP
KY
N
2
2029-12-04
Fixed
0.05375000
N
N
N
N
N
N
BAYER AG
549300J4U55H3WP1XT59
BAYER AG 0.375% 01/12/2029 REGS
N/A
5100000.00000000
PA
5926813.92000000
0.036538784334
Long
DBT
CORP
DE
N
2
2029-01-12
Fixed
0.00375000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
IRON MTN INC 5.625% 07/15/2032 144A
46284VAL5
5915000.00000000
PA
USD
6330942.80000000
0.039030237278
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
0.05625000
N
N
N
N
N
N
ISRAEL, STATE OF
213800T8ZHTFZIBYPE21
ISRAEL GLBL 5.5% 12/4/23
46513EGV8
19812000.00000000
PA
USD
22111380.72000000
0.136316574533
Long
DBT
NUSS
IL
N
2
2023-12-04
Fixed
0.05500000
N
N
N
N
N
N
TRICER HOLDCO S.C.A.
N/A
TRICER HOLDCO S.C.A CLASS A7 PP
N/A
403760.00000000
NS
USD
448.62000000
0.000002765740
Long
EC
CORP
LU
Y
3
N
N
N
GTT COMMUNICATIONS INC
549300ETSL7K1ZX05H30
GTT COMMUNICATIONS TERM B 05/31/2025
36250LAP9
15419969.02400000
PA
USD
12112385.67000000
0.074672809666
Long
LON
CORP
US
N
2
2025-05-31
Variable
0.02900000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTB 5.25% 2/15/29
912810FG8
5406000.00000000
PA
USD
6971628.31000000
0.042980060909
Long
DBT
UST
US
N
2
2029-02-15
Fixed
0.05250000
N
N
N
N
N
N
CONNECT FINCO SARL
2594001KNYIQ456J2792
INMARSAT TERM B 1LN 12/12/26
N/A
5396687.50000000
PA
USD
5400087.41000000
0.033291517487
Long
LON
CORP
LU
N
2
2026-12-12
Variable
0.04500000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
VISA INC CL A
92826C839
59200.00000000
NS
USD
13842144.00000000
0.085336762917
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
FX Forward: EUR/USD settle 2021-08-18
N/A
1.00000000
NC
N/A
-168464.47000000
-0.00103858279
N/A
DFE
CORP
US
N
2
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
6523211.87000000
USD
5354000.00000000
EUR
2021-08-18
-168464.47000000
N
N
N
AXIS ENERGY SERVICES HOLDINGS LLC
N/A
AXIS ENERGY SERVICES HOLDINGS LLC CL A
N/A
8127.37000000
NS
USD
2604.66000000
0.000016057718
Long
EC
CORP
US
N
3
N
N
N
TRI POINTE GROUP INC/TRI POINTE HLDGS INC
N/A
WEYERHAEUSER REAL ESTATE CO 5.875% 06/15/2024
962178AN9
11770000.00000000
PA
USD
13095302.00000000
0.080732484946
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.05875000
N
N
N
N
N
N
WESTROCK CO
549300JEB576INN13W07
WESTROCK CO
96145D105
234700.00000000
NS
USD
12490734.00000000
0.077005325621
Long
EC
CORP
US
N
1
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 5.5% 06/01/2027
29273VAF7
12065000.00000000
PA
USD
13371313.38000000
0.082434094010
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.05500000
N
N
N
N
N
N
BLOCK COMMUNICATIONS INC
M5G68A9OHJWIL4SFC742
BLOCK COMMUNICATIONS INC 4.875% 03/01/2028 144A
093645AJ8
4405000.00000000
PA
USD
4493100.00000000
0.027699943698
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.04875000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA COMMUNICATIONS CORP 3.875% 02/15/2027
78410GAD6
9720000.00000000
PA
USD
9981516.60000000
0.061536010292
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.03875000
N
N
N
N
N
N
ARCONIC CORP
549300B4YFWH3U74B152
ARCONIC ROLLED PRODUCTS CORP 6% 05/15/2025 144A
03966VAB3
4090000.00000000
PA
USD
4358999.30000000
0.026873213414
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.06000000
N
N
N
N
N
N
PBF HLDG CO LLC / PBF FIN CORP
N/A
PBF HLDG CO LLC / PBF FIN CORP 9.25% 05/15/2025 144A
69318FAK4
15055000.00000000
PA
USD
15130275.00000000
0.093278085429
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.09250000
N
N
N
N
N
N
HILCORP ENERGY I LP/FIN CO
N/A
HILCORP ENERGY I LP/FIN CO 5.75% 02/01/2029 144A
431318AU8
3250000.00000000
PA
USD
3388125.00000000
0.020887777201
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.05750000
N
N
N
N
N
N
NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC
N/A
NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC 10.75% 06/01/2028 144A
667449AA0
3695000.00000000
PA
USD
4156875.00000000
0.025627117905
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
0.10750000
N
N
N
N
N
N
UNITED RENTALS INC
5323X5O7RN0NKFCDRY08
UNITED RENTALS INC
911363109
33870.00000000
NS
USD
10804868.70000000
0.066611972726
Long
EC
CORP
US
N
1
N
N
N
ALCOA NEDERLAND HOLDING BV
5493000UL1QLQLT1VQ42
ALCOA NEDERLAND HOLDING 4.125% 03/31/2029 144A
013822AG6
7735000.00000000
PA
USD
8054416.83000000
0.049655447845
Long
DBT
CORP
NL
N
2
2029-03-31
Fixed
0.04125000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MTR CR CO LLC 4% 11/13/2030
345397B36
25360000.00000000
PA
USD
26564600.00000000
0.163770653751
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
0.04000000
N
N
N
N
N
N
CASCADES INC/USA INC
FPD41G4F3GH7OJ38TS94
CASCADES INC/USA INC 5.125% 01/15/2026 144A
14739LAA0
3310000.00000000
PA
USD
3525150.00000000
0.021732535783
Long
DBT
CORP
CA
N
2
2026-01-15
Fixed
0.05125000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTB 4.75% 2/15/37
912810PT9
74200000.00000000
PA
USD
105329218.75000000
0.649354216281
Long
DBT
UST
US
N
2
2037-02-15
Fixed
0.04750000
N
N
N
N
N
N
JAMES HARDIE INTL FIN LTD
635400G32A4Q1LVQ8M88
JAMES HARDIE INTL FIN LTD 5% 01/15/2028 144A
47032FAB5
5270000.00000000
PA
USD
5581377.95000000
0.034409172948
Long
DBT
CORP
IE
N
2
2028-01-15
Fixed
0.05000000
N
N
N
N
N
N
CLEAR CHANNEL INTERNATIONAL BV
N/A
CLEAR CHANNEL INTERNATIONAL BV 6.625% 08/01/2025 144A
18452MAB2
9800000.00000000
PA
USD
10298134.00000000
0.063487955308
Long
DBT
CORP
NL
N
2
2025-08-01
Fixed
0.06625000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM INC 7.5% 03/15/2027
893647BH9
11028000.00000000
PA
USD
11731035.00000000
0.072321784296
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.07500000
N
N
N
N
N
N
GTT COMMUNICATIONS INC
549300ETSL7K1ZX05H30
GTT COMMUNICATIONS TERM DD 1LN 12/31/2021
N/A
1281355.94000000
PA
USD
1291875.87000000
0.007964409620
Long
LON
CORP
US
N
2
2021-12-31
Variable
0.08500000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP SER C WT 02/09/26
165167180
48655.00000000
NS
USD
1014943.30000000
0.006257121423
Long
EC
CORP
US
N
1
N
N
N
ADOBE INC
FU4LY2G4933NH2E1CP29
ADOBE INC
00724F101
47400.00000000
NS
USD
27759336.00000000
0.171136196458
Long
EC
CORP
US
N
1
N
N
N
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
FX Forward: USD/EUR settle 2021-08-18
N/A
1.00000000
NC
N/A
116165.38000000
0.000716159107
N/A
DFE
CORP
GB
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
3858000.00000000
EUR
4695286.69000000
USD
2021-08-18
116165.38000000
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC 5.75% 01/15/2030 144A
126307BA4
61690000.00000000
PA
USD
64080487.50000000
0.395055951551
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.05750000
N
N
N
N
N
N
GEO GROUP INC/THE
5493003VOR6NTY465495
GEO GROUP INC 6% 04/15/2026
36162JAB2
5755000.00000000
PA
USD
4661550.00000000
0.028738437281
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.06000000
N
N
N
N
N
N
POLARIS NEWCO LLC
N/A
SOLERA TERM B 1LN 06/02/2028
73108RAB4
3185000.00000000
PA
USD
3192580.30000000
0.019682244900
Long
LON
CORP
US
N
2
2028-06-02
Variable
0.04500000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
UNITED AIRLINES INC 4.625% 04/15/2029 144A
90932LAH0
8725000.00000000
PA
USD
9030375.00000000
0.055672226096
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.04625000
N
N
N
N
N
N
PITNEY-BOWES INC
549300N2O26NW4ST6W55
PITNEY-BOWES INC 7.25% 03/15/2029 144A
724479AQ3
2960000.00000000
PA
USD
3145000.00000000
0.019388912539
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.07250000
N
N
N
N
N
N
BANFF MERGER SUB INC
549300DSDR5SWIGOZV63
BANFF MERGER SUB INC 9.75% 09/01/2026 144A
05988LAA6
5645000.00000000
PA
USD
5941362.50000000
0.036628476272
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
0.09750000
N
N
N
N
N
N
CF INDUSTRIES INC
5FVKT86LAD2F40NPC183
CF INDUSTRIES INC 5.15% 03/15/2034
12527GAF0
7243000.00000000
PA
USD
8763559.21000000
0.054027307808
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
0.05150000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS HOLDINGS LLC
N/A
FRONTIER COMMUNICATIONS CORP 5.875% 10/15/2027 144A
35906ABE7
6300000.00000000
PA
USD
6748875.00000000
0.041606787636
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.05875000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP 6.25%/VAR PERP
060505EH3
18480000.00000000
PA
USD
20443500.00000000
0.126034096503
Long
EP
CORP
US
N
2
N
N
N
CAESARS ENTERTAINMENT INC
5299000BKFWWVND5L441
CAESARS ENTERTAINMENT INC 8.125% 07/01/2027 144A
28470RAK8
34045000.00000000
PA
USD
37864849.00000000
0.233436644065
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
0.08125000
N
N
N
N
N
N
GTT COMMUNICATIONS INC
549300ETSL7K1ZX05H30
GTT COMMUNICATIONS TERM 1LN 05/31/2025
N/A
1040680.83000000
PA
USD
1049224.82000000
0.006468466858
Long
LON
CORP
US
N
2
2025-05-31
Variable
0.08500000
N
N
N
N
N
N
ON SEMICONDUCTOR CORP
ZV20P4CNJVT8V1ZGJ064
ON SEMICONDUCTOR CORP
682189105
201800.00000000
NS
USD
7724904.00000000
0.047624002554
Long
EC
CORP
US
N
1
N
N
N
IQVIA INC
549300PLWY28YB00C717
IQVIA INC 5% 05/15/2027 144A
46266TAA6
5660000.00000000
PA
USD
5928850.00000000
0.036551336760
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.05000000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP INC
549300OMUOGBYK0FFO76
PERFORMANCE FOOD GROUP INC 5.5% 10/15/2027 144A
69346VAA7
5345000.00000000
PA
USD
5617327.75000000
0.034630803322
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.05500000
N
N
N
N
N
N
MOOG INC
549300WM2I4U7OBAHG07
MOOG INC 4.25% 12/15/2027 144A
615394AM5
2025000.00000000
PA
USD
2095875.00000000
0.012921061071
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.04250000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
IRON MTN INC 5.25% 07/15/2030 144A
46284VAJ0
5915000.00000000
PA
USD
6261500.70000000
0.038602127007
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.05250000
N
N
N
N
N
N
REGENERON PHARMACEUTICALS INC
549300RCBFWIRX3HYQ56
REGENERON PHARMACEUTICALS INC
75886F107
900.00000000
NS
USD
502686.00000000
0.003099057198
Long
EC
CORP
US
N
1
N
N
N
FACEBOOK INC
BQ4BKCS1HXDV9HN80Z93
FACEBOOK INC CL A
30303M102
77900.00000000
NS
USD
27086609.00000000
0.166988837168
Long
EC
CORP
US
N
1
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX RESOURCES CORP 6% 01/15/2029 144A
12653CAJ7
3200000.00000000
PA
USD
3459904.00000000
0.021330294451
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.06000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES
8M3THTGWLTYZVE6BBY25
LUMEN TECHNOLOGIES 5.375% 06/15/2029 144A
550241AA1
7120000.00000000
PA
USD
7222421.20000000
0.044526198082
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.05375000
N
N
N
N
N
N
KRONOS ACQ / KIK CUSTOM
N/A
KRONOS ACQUISITION HOLDINGS INC 7% 12/31/2027 144A
50106GAF9
6250000.00000000
PA
USD
6264125.00000000
0.038618305806
Long
DBT
CORP
US
N
2
2027-12-31
Fixed
0.07000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.25% 09/30/2025
91282CAM3
26037000.00000000
PA
USD
25488799.04000000
0.157138345095
Long
DBT
UST
US
N
2
2025-09-30
Fixed
0.00250000
N
N
N
N
N
N
H and E EQUIPMENT SERVICES INC
254900KVLRCDMQRYY541
H and E EQUIPMENT SERVICES INC 3.875% 12/15/2028 144A
404030AJ7
10040000.00000000
PA
USD
9879360.00000000
0.060906215258
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
0.03875000
N
N
N
N
N
N
MADISON IAQ LLC
549300IXDNBXNHUPBU73
MADISON IAQ LLC 5.875% 06/30/2029 144A
55760LAB3
4265000.00000000
PA
USD
4339637.50000000
0.026753847993
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
0.05875000
N
N
N
N
N
N
QWEST CORPORATION
549300R2L4N683OO1509
US WEST COMMUNICATIONS 7.25% 09/15/2025
912920AK1
955000.00000000
PA
USD
1129860.50000000
0.006965585506
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.07250000
N
N
N
N
N
N
COMSTOCK RESOURCES INC
I03QQGEA4SS774AURI46
COVEY PK ENERGY LLC / COVEY PK FIN CORP 7.5% 05/15/2025 144A
22304LAA8
2246000.00000000
PA
USD
2330225.00000000
0.014365827892
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.07500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.50% 02/15/2045
912810RK6
216056000.00000000
PA
USD
233762463.29000000
1.441144660020
Long
DBT
UST
US
N
2
2045-02-15
Fixed
0.02500000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
CARNIVAL CORPORATION 9.875% 08/01/2027 144A
143658BJ0
10150000.00000000
PA
USD
11850125.00000000
0.073055973675
Long
DBT
CORP
PA
N
2
2027-08-01
Fixed
0.09875000
N
N
N
N
N
N
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
FX Forward: USD/EUR settle 2021-08-18
N/A
1.00000000
NC
N/A
695283.26000000
0.004286418543
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
18033000.00000000
EUR
22098936.58000000
USD
2021-08-18
695283.26000000
N
N
N
BWX TECHNOLOGIES INC
549300NP85N265KWMS58
BWX TECHNOLOGIES INC 4.125% 06/30/2028 144A
05605HAB6
6400000.00000000
PA
USD
6520000.00000000
0.040195774167
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
0.04125000
N
N
N
N
N
N
PARKLAND CORP
549300Q72GWZCL8MQC95
PARKLAND CORP 4.5% 10/01/2029 144A
70137WAG3
4420000.00000000
PA
USD
4491559.80000000
0.027690448371
Long
DBT
CORP
CA
N
2
2029-10-01
Fixed
0.04500000
N
N
N
N
N
N
ALLIANT HLDGS INTERMEDIATE LLC
5493006Q26653NF8SI73
ALLIANT TERM B3 1LN 11/05/2027
01881UAH8
6510000.00000000
PA
USD
6515403.30000000
0.040167435530
Long
LON
CORP
US
N
2
2027-11-05
Variable
0.04250000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP
165167735
611478.00000000
NS
USD
31747937.76000000
0.195725910505
Long
EC
CORP
US
N
1
N
N
N
CANADA, GOVERNMENT OF
4BFD7AQU0A75QLAHK410
CANADA GOVERNMENT OF 0.25% 11/01/2022
135087L36
127490000.00000000
PA
102699592.13000000
0.633142578587
Long
DBT
NUSS
CA
N
2
2022-11-01
Fixed
0.00250000
N
N
N
N
N
N
LONDON CLEARING HOUSE
N/A
LCH IRS 3MLV1.25% MAC 09/15/51
N/A
452000.00000000
NC
USD
20369.07000000
0.000125575235
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
N/A
Y
2051-09-15
0.00000000
USD
0.00000000
USD
373639.47000000
USD
20369.07000000
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 3.5% 07/01/2051 #TBA
01F032674
-3200000.00000000
PA
USD
-3367998.40000000
-0.02076369679
Short
ABS-MBS
USGA
US
N
2
2051-07-01
Fixed
0.03500000
N
N
N
N
N
N
CALIFORNIA RESOURCES CORPORATION
5493003Q8F0T4F4YMR48
CALIFORNIA RES CORP
13057Q305
1717974.00000000
NS
USD
51779736.36000000
0.319221869508
Long
EC
CORP
US
N
1
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.75% 03/31/2026
91282CBT7
46052000.00000000
PA
USD
45845125.67000000
0.282635018117
Long
DBT
UST
US
N
2
2026-03-31
Fixed
0.00750000
N
N
N
N
N
N
TRICER HOLDCO S.C.A.
N/A
TRICER HOLDCO S.C.A CLASS A4 PP
N/A
403760.00000000
NS
USD
448.62000000
0.000002765740
Long
EC
CORP
LU
Y
3
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
FX Forward: EUR/USD settle 2021-08-18
N/A
1.00000000
NC
N/A
-3853099.96000000
-0.02375434598
N/A
DFE
CORP
CA
N
2
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
173177326.60000000
USD
142659000.00000000
EUR
2021-08-18
-3853099.96000000
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM ENERGY CO 6.625% 01/15/2027
78454LAP5
12830000.00000000
PA
USD
13182825.00000000
0.081272063894
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.06625000
N
N
N
N
N
N
HCA HEALTHCARE INC
529900PH4ZGUH2MNEU89
HCA HEALTHCARE INC
40412C101
84900.00000000
NS
USD
17552226.00000000
0.108209403748
Long
EC
CORP
US
N
1
N
N
N
ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP
N/A
ICAHN ENTERPRISES LP/FIN CORP 4.375% 02/01/2029 144A
451102CA3
6375000.00000000
PA
USD
6343125.00000000
0.039105340493
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.04375000
N
N
N
N
N
N
MILLICOM INTL CELLULAR SA
549300CTHC1CP86P2G96
MILLICOM INTL CELLULAR SA 4.5% 04/27/2031 144A
600814AR8
1040000.00000000
PA
USD
1081795.00000000
0.006669261888
Long
DBT
CORP
LU
N
2
2031-04-27
Fixed
0.04500000
N
N
N
N
N
N
SPIRIT LOYALTY CAYMAN LTD / SPIRIT IP CAYMAN LTD
N/A
SPIRIT LOYALTY CAYMAN LTD / SPIRIT IP CAYMAN LTD 8% 09/20/2025 144A
84859BAA9
4670462.00000000
PA
USD
5282292.52000000
0.032565312457
Long
DBT
CORP
KY
N
2
2025-09-20
Fixed
0.08000000
N
N
N
N
N
N
ASCEND LEARNING LLC
549300T466HKRLVCD610
ASCEND LEARNING LLC 6.875% 08/01/2025 144A
043502AB9
7330000.00000000
PA
USD
7467437.50000000
0.046036722601
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
0.06875000
N
N
N
N
N
N
GEO GROUP INC/THE
5493003VOR6NTY465495
GEO GROUP INC 5.875% 10/15/2024
36162JAA4
8575000.00000000
PA
USD
7674625.00000000
0.047314032718
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
0.05875000
N
N
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: CAD/USD settle 2021-08-18
N/A
1.00000000
NC
N/A
-669229.92000000
-0.00412579980
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
23560014.90000000
USD
28376000.00000000
CAD
2021-08-18
-669229.92000000
N
N
N
VIZIENT INC
5493007V6T3HZ7777P70
VIZIENT INC 6.25% 05/15/2027 144A
92856JAB6
1690000.00000000
PA
USD
1787175.00000000
0.011017926794
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.06250000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT MIDSTREAM INC 4.125% 06/15/2029 144A
23345MAA5
4285000.00000000
PA
USD
4350689.05000000
0.026821980755
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.04125000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE 0.625% 04/22/2025
3135G03U5
2128000.00000000
PA
USD
2125373.52000000
0.013102919330
Long
DBT
USGSE
US
N
2
2025-04-22
Fixed
0.00625000
N
N
N
N
N
N
KAISER ALUMINUM CORP
N/A
KAISER ALUMINUM CORP 4.625% 03/01/2028 144A
483007AJ9
6615000.00000000
PA
USD
6834130.47000000
0.042132387270
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.04625000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 2.9% 08/15/2024
674599CW3
8270000.00000000
PA
USD
8456075.00000000
0.052131668872
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.02900000
N
N
N
N
N
N
JAPAN GOVERNMENT OF
353800WZS8AXZXFUC241
JAPAN GOVERNMENT OF 0.4% 03/20/2056
N/A
4039750000.00000000
PA
32671084.95000000
0.201417109274
Long
DBT
NUSS
JP
N
2
2056-03-20
Fixed
0.00400000
N
N
N
N
N
N
MELCO RESORTS FIN LTD
529900NRV6LBR3T6B421
MCE FINANCE LTD 4.875% 06/06/2025 144A
58547DAA7
17840000.00000000
PA
USD
18259240.00000000
0.112568142257
Long
DBT
CORP
KY
N
2
2025-06-06
Fixed
0.04875000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP
14448C104
384800.00000000
NS
USD
18701280.00000000
0.115293317105
Long
EC
CORP
US
N
1
N
N
N
SABERT CORPORATION
54930029JPYBTHDWT603
SABERT TERM B 1LN 12/10/2026
78516EAB8
4666308.36000000
PA
USD
4657582.36000000
0.028713976796
Long
LON
CORP
US
N
2
2026-12-10
Variable
0.05500000
N
N
N
N
N
N
CALLON PETROLEUM CO DEL
549300EFOWPEB0WLZW21
CARRIZO OIL and GAS INC 6.25% 04/15/2023
144577AH6
5395000.00000000
PA
USD
5401258.20000000
0.033298735403
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
0.06250000
N
N
N
N
N
N
DARLING INGREDIENTS INC
L1N0SPPKS7EXZYUMZ898
DARLING INGREDIENTS INC
237266101
202700.00000000
NS
USD
13682250.00000000
0.084351017041
Long
EC
CORP
US
N
1
N
N
N
CUSHMAN and WAKEFIELD US BORROWER LLC
N/A
DTZ US BORROWER LLC 6.75% 05/15/2028 144A
23166MAA1
6575000.00000000
PA
USD
7090874.50000000
0.043715213198
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
0.06750000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
CLEVELAND-CLIFFS INC 4.625% 03/01/2029 144A
185899AK7
4615000.00000000
PA
USD
4856226.05000000
0.029938614357
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.04625000
N
N
N
N
N
N
HOLOGIC INC
549300DYP6F5ZJL0LB74
HOLOGIC INC 4.625% 02/01/2028 144A
436440AM3
2505000.00000000
PA
USD
2630250.00000000
0.016215480828
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.04625000
N
N
N
N
N
N
FIRST QUANTUM MINERALS LTD
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS INC
335934105
595000.00000000
NS
13713415.62000000
0.084543152964
Long
EC
CORP
CA
N
1
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.125% 07/31/2024
9128282N9
118408000.00000000
PA
USD
124365402.50000000
0.766712213678
Long
DBT
UST
US
N
2
2024-07-31
Fixed
0.02125000
N
N
N
N
N
N
DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO
N/A
DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO 5.375% 08/15/2026 144A
25277LAA4
24690000.00000000
PA
USD
15986775.00000000
0.098558404535
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.05375000
N
N
N
N
N
N
NCR CORPORATION NEW
549300YKTY8JX1DV2R67
NCR CORPORATION NEW 5% 10/01/2028 144A
62886EAY4
3385000.00000000
PA
USD
3500326.95000000
0.021579501778
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
0.05000000
N
N
N
N
N
N
SKYMILES IP LTD
2549008L7P4I8VB90936
DELTA AIR LINES SKYMILES TERM B 1LN 10/20/2027
24736CBS2
2095000.00000000
PA
USD
2211670.55000000
0.013634940178
Long
LON
CORP
KY
N
2
2027-10-20
Variable
0.04750000
N
N
N
N
N
N
STEVENS HOLDING CO INC
N/A
STEVENS HOLDING CO INC 6.125% 10/01/2026 144A
86024TAA5
1880000.00000000
PA
USD
2016300.00000000
0.012430481511
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
0.06125000
N
N
N
N
N
N
CAMELOT FIN S A
N/A
CAMELOT FIN S A 4.5% 11/01/2026 144A
13323AAB6
6365000.00000000
PA
USD
6659381.25000000
0.041055059021
Long
DBT
CORP
LU
N
2
2026-11-01
Fixed
0.04500000
N
N
N
N
N
N
CCO HLDGS LLC/CCO HLDGS CAP CORP
N/A
CCO HLDGS LLC/CAP CORP 5.125% 05/01/2027 144A
1248EPBT9
42005000.00000000
PA
USD
44059044.50000000
0.271623834781
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.05125000
N
N
N
N
N
N
BLACK KNIGHT INFOSERV LLC
549300H5PS5C68DAUX66
BLACK KNIGHT INFOSERV LLC 3.625% 09/01/2028 144A
092174AA9
6975000.00000000
PA
USD
6939846.00000000
0.042784123094
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
0.03625000
N
N
N
N
N
N
SPAIN, KINGDOM OF
9598007A56S18711AH60
SPAIN KINGDOM OF 0.5% 10/31/2031 144A REGS
N/A
17636000.00000000
PA
20939239.80000000
0.129090330406
Long
DBT
NUSS
ES
N
2
2031-10-31
Fixed
0.00500000
N
N
N
N
N
N
PACIFIC GAS and ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS and ELECTRIC CO 4.25% 03/15/2046
694308HN0
1475000.00000000
PA
USD
1402424.48000000
0.008645941362
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
0.04250000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 6.2% 03/15/2040
674599DJ1
3565000.00000000
PA
USD
4031016.80000000
0.024851202601
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
0.06200000
N
N
N
N
N
N
ZIGGO BOND CO
213800JYI4P7V5QDOG59
ZIGGO BOND CO 5.125% 02/28/2030 144A
98953GAD7
3375000.00000000
PA
USD
3454278.75000000
0.021295614807
Long
DBT
CORP
NL
N
2
2030-02-28
Fixed
0.05125000
N
N
N
N
N
N
CP ATLAS BUYER INC
2549006ZZ07G0NDDCR36
CP ATLAS BUYER INC 7% 12/01/2028 144A
12597YAA7
3280000.00000000
PA
USD
3398900.00000000
0.020954205033
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
0.07000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.625% 05/15/2031
91282CCB5
162726000.00000000
PA
USD
165217741.88000000
1.018566724100
Long
DBT
UST
US
N
2
2031-05-15
Fixed
0.01625000
N
N
N
N
N
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
FX Forward: USD/EUR settle 2021-08-18
N/A
1.00000000
NC
N/A
139635.77000000
0.000860853968
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
3878000.00000000
EUR
4742495.39000000
USD
2021-08-18
139635.77000000
N
N
N
ALLEN MEDIA LLC / ALLEN MEDIA CO-ISSUER INC
N/A
ALLEN MEDIA LLC/CO-ISSR 10.5% 02/15/2028 144A
01771YAA8
6415000.00000000
PA
USD
6815937.50000000
0.042020227682
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.10500000
N
N
N
N
N
N
TRANSDIGM UK HOLDINGS PLC
549300JTYP71LZZSE903
TRANSDIGM UK HOLDINGS PLC 6.875% 05/15/2026
89365DAB9
21085000.00000000
PA
USD
22244675.00000000
0.137138333241
Long
DBT
CORP
GB
N
2
2026-05-15
Fixed
0.06875000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
UBER TECHNOLOGIES INC 7.5% 09/15/2027 144A
90353TAE0
31625000.00000000
PA
USD
34755242.50000000
0.214265932312
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.07500000
N
N
N
N
N
N
CALIFORNIA RESOURCES CORPORATION
5493003Q8F0T4F4YMR48
CALIFORNIA RES CORP WT 10/27/24
13057Q123
34633.00000000
NS
USD
265981.44000000
0.001639774523
Long
EC
CORP
US
N
1
N
N
N
HESS MIDSTREAM PARTNERS LP
N/A
HESS MIDSTREAM PARTNERS LP 5.125% 06/15/2028 144A
428104AA1
6600000.00000000
PA
USD
6921750.00000000
0.042672561326
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.05125000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
FX Forward: EUR/USD settle 2021-08-18
N/A
1.00000000
NC
N/A
-475917.93000000
-0.00293403215
N/A
DFE
CORP
CA
N
2
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
17846431.23000000
USD
14635000.00000000
EUR
2021-08-18
-475917.93000000
N
N
N
ARCONIC CORP
549300B4YFWH3U74B152
ARCONIC ROLLED PRODUCTS CORP 6.125% 02/15/2028 144A
03966VAA5
9123000.00000000
PA
USD
9786424.56000000
0.060333268638
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.06125000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
N/A
US LONG BOND(CBT) FUT SEP21 USU1
N/A
22.00000000
NC
USD
111671.12000000
0.000688452012
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
N/A
Long
UST NOTES
UST NOTES 0% 06/30/2040
2021-09-21
3424828.88000000
USD
111671.12000000
N
N
N
HORIZON THERAPEUTICS USA INC
N/A
HORIZON PHARMA USA INC 5.5% 08/01/2027 144A
44055PAA4
7300000.00000000
PA
USD
7747125.00000000
0.047760994931
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
0.05500000
N
N
N
N
N
N
CAESARS ENTERTAINMENT INC
5299000BKFWWVND5L441
CAESARS ENTERTAINMENT INC
12769G100
290400.00000000
NS
USD
30129000.00000000
0.185745165629
Long
EC
CORP
US
N
1
N
N
N
RADIOLOGY PARTNERS INC
549300SFTAG2177WUZ08
RADIOLOGY PARTNERS INC 9.25% 02/01/2028 144A
75041VAA2
11755000.00000000
PA
USD
12989275.00000000
0.080078828911
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.09250000
N
N
N
N
N
N
COVANTA HLDG CORP
40XIFLS8XDQGGHGPGC04
COVANTA HLDG CORP 5.875% 07/01/2025
22282EAG7
1995000.00000000
PA
USD
2062231.50000000
0.012713649026
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.05875000
N
N
N
N
N
N
LOWES COS INC
WAFCR4OKGSC504WU3E95
LOWES COS INC
548661107
72800.00000000
NS
USD
14121016.00000000
0.087056007692
Long
EC
CORP
US
N
1
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD 10.875% 06/01/2023 144A
780153AY8
8545000.00000000
PA
USD
9730618.75000000
0.059989226041
Long
DBT
CORP
LR
N
2
2023-06-01
Fixed
0.10875000
N
N
N
N
N
N
ACRISURE LLC / ACRISURE FINANCE INC
N/A
ACRISURE LLC 10.125% 08/01/2026 144A
00489LAD5
6810000.00000000
PA
USD
7678275.00000000
0.047336534953
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
0.10125000
N
N
N
N
N
N
NGPL PIPECO LLC
549300K3NT1HSQFEM073
NGPL PIPECO LLC 4.875% 08/15/2027 144A
62912XAF1
1800000.00000000
PA
USD
2061610.24000000
0.012709818961
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
0.04875000
N
N
N
N
N
N
ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC
N/A
ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 4.875% 02/15/2030 144A
013092AE1
23423000.00000000
PA
USD
24980863.73000000
0.154006925921
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.04875000
N
N
N
N
N
N
LONDON CLEARING HOUSE
N/A
LCH IRS 3MLV1.0% MAC 09/15/31
N/A
-1707000.00000000
NC
USD
-24784.22000000
-0.00015279461
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
N/A
Y
2031-09-15
0.00000000
USD
0.00000000
USD
-1604742.17000000
USD
-24784.22000000
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 4.625% 06/15/2045
674599CF0
4795000.00000000
PA
USD
4675125.00000000
0.028822127102
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
0.04625000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
SPRINGLEAF FINANCE CORP 4% 09/15/2030
682691AA8
3340000.00000000
PA
USD
3310775.00000000
0.020410914757
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
0.04000000
N
N
N
N
N
N
ALIBABA GROUP HOLDING LTD
5493001NTNQJDH60PM02
ALIBABA GROUP HOLDING LTD SPON ADR
01609W102
40500.00000000
NS
USD
9184590.00000000
0.056622960960
Long
EC
CORP
KY
N
1
N
N
N
QUEBECOR MEDIA INC
5493006O1E1TBNKPQW25
QUEBECOR MEDIA 5.75 1/23 WI
74819RAP1
14205000.00000000
PA
USD
15201693.83000000
0.093718382233
Long
DBT
CORP
CA
N
2
2023-01-15
Fixed
0.05750000
N
N
N
N
N
N
FORBES ENERGY SVCS LTD
5493000KNGZL65YWY755
FORBES ENERGY SVCS LTD NEW
345143200
135187.00000000
NS
USD
9463.09000000
0.000058339912
Long
EC
CORP
US
N
1
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.25% 05/15/2024
91282CCC3
470000.00000000
PA
USD
467429.69000000
0.002881702186
Long
DBT
UST
US
N
2
2024-05-15
Fixed
0.00250000
N
N
N
N
N
N
PROOFPOINT INC
529900C5FODDK0WSR085
PROOFPOINT TERM B 1LN 06/09/2028
N/A
3105000.00000000
PA
USD
3085997.40000000
0.019025161744
Long
LON
CORP
US
N
2
2028-06-09
Variable
0.00000000
N
N
N
N
N
N
REDDY ICE HOLDINGS INC
7Z0MRIY211ZHEWECBM22
REDDY ICE HOLDINGS INC NEW
75734R303
331236.00000000
NS
USD
3.31000000
0.000000020406
Long
EC
CORP
US
N
3
N
N
N
ENDEAVOR ENERGY RES L P / EER FIN INC
N/A
ENDEAVOR ENERGY RES L P / EER FIN INC 5.5% 01/30/2026 144A
29260FAD2
4090000.00000000
PA
USD
4248487.50000000
0.026191908605
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
0.05500000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS CORP
549300ZCZ76HYCS0H445
FRONTIER TERM B 1LN DIP 5/01/2028
35906EAQ3
1879469.49000000
PA
USD
1879469.49000000
0.011586921959
Long
LON
CORP
US
N
2
2028-05-01
Variable
0.04500000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP SER A WT 02/09/26
165167164
70147.00000000
NS
USD
1885551.36000000
0.011624416663
Long
EC
CORP
US
N
1
N
N
N
TKC HOLDINGS INC
N/A
TKC HOLDINGS INC 10.5% 05/15/2029 144A
87256YAA1
5780000.00000000
PA
USD
6256850.00000000
0.038573455460
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.10500000
N
N
N
N
N
N
TELENET FINANCE LUXEMBOURG NOTES SARL
2138007RI9GLJPCC3E25
TELENET FINANCE LUXEMBOURG NOTES SARL 5.5% 03/01/2028 144A
N/A
9200000.00000000
PA
USD
9678400.00000000
0.059667297654
Long
DBT
CORP
LU
N
2
2028-03-01
Fixed
0.05500000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP 7% 10/01/2024
165167DA2
3985000.00000000
PA
USD
0.40000000
0.000000002465
Long
DBT
CORP
US
N
3
2024-10-01
Fixed
0.07000000
Y
Y
N
N
N
N
NEXSTAR BROADCASTING INC
5493006PK6I4I2OOT688
NEXSTAR BROADCASTING TERM B 09/19/2026
65336RAW8
2338041.11000000
PA
USD
2331541.36000000
0.014373943246
Long
LON
CORP
US
N
2
2026-09-19
Variable
0.02592130
N
N
N
N
N
N
CONSOLIDATED ENERGY FINANCE SA
549300PUNIS0USNSL750
CONSOLIDATED ENERGY FINANCE SA 6.875% 06/15/2025 144A
20914UAD8
6400000.00000000
PA
USD
6519488.00000000
0.040192617689
Long
DBT
CORP
LU
N
2
2025-06-15
Fixed
0.06875000
N
N
N
N
N
N
NGL ENERGY PARTNERS LP / NGL ENERGY FIN CORP
N/A
NGL ENERGY PARTNERS LP / NGL ENERGY FINANCE CORP 7.5% 04/15/2026
62913TAP7
9630000.00000000
PA
USD
8787375.00000000
0.054174132059
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.07500000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 5.3% VAR PERP
46625HKK5
12280000.00000000
PA
USD
12310700.00000000
0.075895416725
Long
EP
CORP
US
N
2
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.5% 02/28/2026
9128286F2
38997000.00000000
PA
USD
41988801.09000000
0.258860792360
Long
DBT
UST
US
N
2
2026-02-28
Fixed
0.02500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 3ML+0 PERP
172967GD7
46925000.00000000
PA
USD
49334833.38000000
0.304149052323
Long
EP
CORP
US
N
2
N
N
N
ARRAY TECHNOLOGIES INC
N/A
ARRAY TECHNOLOGIES INC
04271T100
500.00000000
NS
USD
7800.00000000
0.000048086969
Long
EC
CORP
US
N
1
N
N
N
NCL FINANCE LTD
N/A
NCL FINANCE LTD 6.125% 03/15/2028 144A
62888HAA7
2690000.00000000
PA
USD
2818985.50000000
0.017379034438
Long
DBT
CORP
BM
N
2
2028-03-15
Fixed
0.06125000
N
N
N
N
N
N
GO DADDY OPERATING CO LLC / GD FINANCE CO INC
N/A
GO DADDY OPERATING CO LLC / GD FINANCE CO INC 3.5% 03/01/2029 144A
38016LAC9
6060000.00000000
PA
USD
6020610.00000000
0.037117036796
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.03500000
N
N
N
N
N
N
C and W SENIOR FINANCING DAC
5493009O8OIWZPZRY516
C and W SENIOR FINANCING DESIGNATED ACTIVITY COMPANY 6.875% 09/15/2027 144A
12674TAA4
21480000.00000000
PA
USD
22956750.00000000
0.141528272795
Long
DBT
CORP
IE
N
2
2027-09-15
Fixed
0.06875000
N
N
N
N
N
N
TRAVELPORT FIN (LUX) SARL
2221005SGFWYZHL40F77
TRAVELPORT TERM 1LN 05/29/2026
N/A
5683403.64000000
PA
USD
5175477.86000000
0.031906800501
Long
LON
CORP
LU
N
2
2026-05-29
Variable
0.05202500
N
N
N
N
N
N
Fidelity Central Investment Portfolios LLC
S2V1M15I679NQK6BNY65
Fidelity Floating Rate Central Fund
31606V708
13655284.70500000
NS
USD
1373038877.09000000
8.464779237304
Long
EC
RF
US
N
1
N
N
N
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
TVA 5.25% 9/15/39
880591EH1
2106000.00000000
PA
USD
3014212.67000000
0.018582609168
Long
DBT
USGSE
US
N
2
2039-09-15
Fixed
0.05250000
N
N
N
N
N
N
HILTON DOMESTIC OPERATING CO INC
5493003EG7H0N1E4XV50
HILTON DOMESTIC OPERATING CO INC 4% 05/01/2031 144A
432833AL5
5020000.00000000
PA
USD
5064527.40000000
0.031222791355
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
0.04000000
N
N
N
N
N
N
CONSOLIDATED ENERGY FINANCE SA
549300PUNIS0USNSL750
CONSOLIDATED ENERGY FINANCE SA FRN 3ML+375 06/15/2022 144A
20914UAC0
1820000.00000000
PA
USD
1800444.17000000
0.011099731174
Long
DBT
CORP
LU
N
2
2022-06-15
Variable
0.03868880
N
N
N
N
N
N
VINE ENERGY HOLDINGS LLC
254900PNIMG4CPJH6R25
VINE ENERGY HOLDINGS LLC 6.75% 04/15/2029 144A
92735LAA0
4415000.00000000
PA
USD
4646787.50000000
0.028647426527
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.06750000
N
N
N
N
N
N
CHARLES RIVER LABORATORIES INTERNATIONAL INC
549300BSQ0R4UZ5KX287
CHARLES RIVER LABS INTL INC
159864107
37800.00000000
NS
USD
13982976.00000000
0.086204991639
Long
EC
CORP
US
N
1
N
N
N
PITNEY-BOWES INC
549300N2O26NW4ST6W55
PITNEY-BOWES INC 6.875% 03/15/2027 144A
724479AP5
2960000.00000000
PA
USD
3126500.00000000
0.019274860112
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.06875000
N
N
N
N
N
N
TENNESSEE GAS PIPELINE CO
N/A
TENN GAS PIPELI 7.625% 4/01/37
880451AU3
2585000.00000000
PA
USD
3716297.23000000
0.022910957699
Long
DBT
CORP
US
N
2
2037-04-01
Fixed
0.07625000
N
N
N
N
N
N
HILCORP ENERGY I LP/FIN CO
N/A
HILCORP ENERGY I LP/FIN CO 6% 02/01/2031 144A
431318AV6
3250000.00000000
PA
USD
3445000.00000000
0.021238411350
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
0.06000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.125% 08/31/2022
91282CAG6
82000000.00000000
PA
USD
82003202.92000000
0.505549421106
Long
DBT
UST
US
N
2
2022-08-31
Fixed
0.00125000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
CARNIVAL CORPORATION 10.5% 02/01/2026 144A
143658BG6
7395000.00000000
PA
USD
8609628.75000000
0.053078327132
Long
DBT
CORP
PA
N
2
2026-02-01
Fixed
0.10500000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS INC
KOO0397YRO83WY5MGD97
VALEANT PHARMACEUTICALS TERM B INCR 06/1/2025
N/A
986112.00000000
PA
USD
981556.16000000
0.006051289837
Long
LON
CORP
US
N
2
2025-06-01
Variable
0.03092500
N
N
N
N
N
N
RACKSPACE HOSTING INC
549300QTYCKLMFSE8I97
RACKSPACE HOSTING INC 5.375% 12/01/2028 144A
750098AA3
3845000.00000000
PA
USD
3941125.00000000
0.024297020010
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
0.05375000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER OPERATING MLP 6.625/VAR PERP
29273VAJ9
15640000.00000000
PA
USD
15307650.00000000
0.094371601601
Long
EP
CORP
US
N
2
N
N
N
CARGO AIRCRAFT MANAGEMENT INC
549300GH5J7LOMV44F11
CARGO AIRCRAFT MANAGEMENT INC 4.75% 02/01/2028 144A
14180LAA4
3960000.00000000
PA
USD
4044150.00000000
0.024932168727
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.04750000
N
N
N
N
N
N
ZEBRA TECHNOLOGIES CORP
PO0I32GKZ3HZMMDPZZ08
ZEBRA TECHNOLOGIES CORP CL A
989207105
28000.00000000
NS
USD
14825720.00000000
0.091400505060
Long
EC
CORP
US
N
1
N
N
N
JBS SA
529900RM0MTMZL9O5050
JBS SA
N/A
3785700.00000000
NS
22148833.89000000
0.136547473178
Long
EC
CORP
BR
N
1
N
N
N
CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP
N/A
CRESTWOOD MIDSTRM PTN/FIN CORP 5.75% 04/01/2025
226373AP3
2960000.00000000
PA
USD
3043472.00000000
0.018762992821
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.05750000
N
N
N
N
N
N
UNITED KINGDOM,G.B. and N.IRELAND
ECTRVYYCEF89VWYS6K36
UNITED KINGDOM G.B. and N.IRELAND 0.375% 10/22/2030 REGS
N/A
50000000.00000000
PA
66813389.61000000
0.411904282232
Long
DBT
NUSS
GB
N
2
2030-10-22
Fixed
0.00375000
N
N
N
N
N
N
ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP
N/A
ICAHN ENTERPRISES LP/FIN CORP 6.25% 05/15/2026
451102BT3
14625000.00000000
PA
USD
15517125.00000000
0.095663014146
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.06250000
N
N
N
N
N
N
HILTON DOMESTIC OPERATING CO INC
5493003EG7H0N1E4XV50
HILTON DOMESTIC OPERATING CO INC 3.75% 05/01/2029 144A
432833AJ0
3350000.00000000
PA
USD
3383500.00000000
0.020859264094
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
0.03750000
N
N
N
N
N
N
ULTRA RESOURCES INC
VZ4O3I6KP00FINKB5W86
ULTRA RESOURCES INC PIK STEP 07/12/2024
90400GAE1
6493336.00000000
PA
USD
324666.80000000
0.002001569535
Long
DBT
CORP
US
N
3
2024-07-12
Variable
0.11000000
Y
Y
Y
N
N
N
PENINSULA PACIFIC ENTERTAINMENT
N/A
PENINSULA PACIFIC ENTERTAINMENT 8.5% 11/15/2027 144A
70715XAA4
6740000.00000000
PA
USD
7238760.00000000
0.044626926720
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.08500000
N
N
N
N
N
N
VICI PROPERTIES LP / VICI NOTE CO INC
N/A
VICI PROPERTIES / NOTE 4.625% 12/01/2029 144A
92564RAB1
7220000.00000000
PA
USD
7671250.00000000
0.047293225856
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
0.04625000
N
N
N
N
N
N
CAMELOT FIN S A
N/A
CAMELOT FIN S A 1 TERM B 10/31/2026
N/A
679650.00000000
PA
USD
676251.75000000
0.004169089359
Long
LON
CORP
LU
N
2
2026-10-31
Variable
0.03104250
N
N
N
N
N
N
MESQUITE ENERGY INC
549300SB0HTIM17TVR61
SANCHEZ ENERGY DIP ROLL UP TERM 12/31/2049
N/A
1476000.00000000
PA
USD
0.15000000
0.000000000924
Long
LON
CORP
US
N
3
2049-12-31
Variable
0.00000000
Y
Y
N
N
N
N
NCR CORPORATION NEW
549300YKTY8JX1DV2R67
NCR CORPORATION NEW 5.75% 09/01/2027 144A
62886EAU2
5480000.00000000
PA
USD
5798525.00000000
0.035747883651
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
0.05750000
N
N
N
N
N
N
ATS AUTOMATION TOOLING SYSTEMS INC
5493005KP4RP3IU7HQ41
ATS AUTOMATION TOOLING SYS INC 4.125% 12/15/2028 144A
001940AC9
4630000.00000000
PA
USD
4739962.50000000
0.029221850032
Long
DBT
CORP
CA
N
2
2028-12-15
Fixed
0.04125000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK LTD
F8SB4JFBSYQFRQEH3Z21
FX Forward: EUR/USD settle 2021-08-18
N/A
1.00000000
NC
N/A
-244821.83000000
-0.00150932561
N/A
DFE
CORP
AU
N
2
NATIONAL AUSTRALIA BANK LTD
F8SB4JFBSYQFRQEH3Z21
8784681.29000000
USD
7195000.00000000
EUR
2021-08-18
-244821.83000000
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC
629377508
275800.00000000
NS
USD
11114740.00000000
0.068522328063
Long
EC
CORP
US
N
1
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
VIKING CRUISES LTD 5.875% 09/15/2027 144A
92676XAD9
3395000.00000000
PA
USD
3354939.00000000
0.020683185642
Long
DBT
CORP
BM
N
2
2027-09-15
Fixed
0.05875000
N
N
N
N
N
N
MAGIC MERGERCO INC
N/A
MAGIC MERGERCO INC 7.875% 05/01/2029 144A
55916AAB0
7300000.00000000
PA
USD
7528125.00000000
0.046410860798
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
0.07875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.125% 05/31/2022
912828ZR4
59623000.00000000
PA
USD
59641632.19000000
0.367690426152
Long
DBT
UST
US
N
2
2022-05-31
Fixed
0.00125000
N
N
N
N
N
N
REALOGY GROUP LLC / REALOGY CO-ISSUER CORP
N/A
REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 7.625% 06/15/2025 144A
75606DAJ0
20305000.00000000
PA
USD
22024833.50000000
0.135783011265
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.07625000
N
N
N
N
N
N
NESCO HOLDINGS II INC
254900FAHT0HW9T6L409
NESCO HOLDINGS II INC 5.5% 04/15/2029 144A
64083YAA9
7155000.00000000
PA
USD
7468031.25000000
0.046040383068
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.05500000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 6.75/3ML+378 PERP
46625HJQ4
6270000.00000000
PA
USD
6952489.50000000
0.042862070221
Long
EP
CORP
US
N
2
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 6.875%/VAR PERP
55336VAU4
18000000.00000000
PA
USD
18334800.00000000
0.113033969357
Long
EP
CORP
US
N
2
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 6.6% 03/15/2046
674599DL6
9520000.00000000
PA
USD
11316424.00000000
0.069765709124
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
0.06600000
N
N
N
N
N
N
CITGO HLDG INC
549300NYHOALWZ2BSL72
CITGO HLDG INC 9.25% 08/01/2024 144A
17302WAB4
16430000.00000000
PA
USD
16758600.00000000
0.103316702602
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
0.09250000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP 5.875% 02/01/2029 144A
165167DG9
3115000.00000000
PA
USD
3371847.33000000
0.020787425430
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.05875000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS INC
549300YQDE2JSGTL8V47
UNIVISION COMMUNICATIONS INC 4.5% 05/01/2029 144A
914906AV4
5760000.00000000
PA
USD
5803200.00000000
0.035776705007
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
0.04500000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC 3.625% 02/15/2031 144A
629377CR1
6110000.00000000
PA
USD
6004297.00000000
0.037016467216
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.03625000
N
N
N
N
N
N
PG and E CORP
8YQ2GSDWYZXO2EDN3511
PG and E CORP 5.25% 07/01/2030
69331CAJ7
5150000.00000000
PA
USD
5198925.00000000
0.032051352026
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
0.05250000
N
N
N
N
N
N
UNITED NATURAL FOODS INC
549300GKGW6WPZ282D40
UNITED NATURAL FOODS INC 6.75% 10/15/2028 144A
911163AA1
4680000.00000000
PA
USD
5036428.80000000
0.031049563597
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.06750000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATIONS CO LLC 5.5% 09/01/2026 144A
92840VAA0
9975000.00000000
PA
USD
10286718.75000000
0.063417580337
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
0.05500000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 2.5% 07/01/2051 #TBA
01F022675
18400000.00000000
PA
USD
19031061.12000000
0.117326416404
Long
ABS-MBS
USGA
US
N
2
2051-07-01
Fixed
0.02500000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM INC 5.5% 11/15/2027
893647BL0
68140000.00000000
PA
USD
71121125.00000000
0.438461453844
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.05500000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP 5.125% 11/01/2027 144A
88033GDA5
10955000.00000000
PA
USD
11489056.25000000
0.070829986261
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
0.05125000
N
N
N
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV 5.25% 11/01/2024 144A
67091GAC7
9240000.00000000
PA
USD
9523668.00000000
0.058713375487
Long
DBT
CORP
NL
N
2
2024-11-01
Fixed
0.05250000
N
N
N
N
N
N
TAYLOR MORRISON COMMUNITIES INC
549300O1Z08HI2MRK572
TAYLOR MORRISON CMNTY/ MONARCH 5.875% 06/15/2027 144A
87724RAA0
5610000.00000000
PA
USD
6346312.50000000
0.039124991418
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
0.05875000
N
N
N
N
N
N
AMBIENCE MERGER
N/A
AT HOME GROUP INC 4.875% 07/15/2028 144A
04650YAA8
2840000.00000000
PA
USD
2847100.00000000
0.017552360219
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.04875000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT SOFR30A+24 03/25/2031
3137H0H27
23499666.53000000
PA
USD
23516038.75000000
0.144976285723
Long
ABS-MBS
USGSE
US
N
2
2031-03-25
Variable
0.00259330
N
N
N
N
N
N
ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP
N/A
ICAHN ENTERPRISES LP/FIN CORP 5.25% 05/15/2027 144A
451102BX4
5840000.00000000
PA
USD
6015200.00000000
0.037083684167
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.05250000
N
N
N
N
N
N
JAGUAR HOLDING CO II / PHARMACEUTICAL PRODUCT DEVELOPMENT LLC
N/A
JAGUAR HOLDING CO II / PHARMACEUTICAL PRODUCT DEVELOPMENT LLC 5% 06/15/2028 144A
47010LAA0
7220000.00000000
PA
USD
7825902.40000000
0.048246657289
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.05000000
N
N
N
N
N
N
IHEARTMEDIA INC
N/A
IHEARTMEDIA INC
45174J509
26.00000000
NS
USD
700.18000000
0.000004316606
Long
EC
CORP
US
N
1
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: USD/EUR settle 2021-08-18
N/A
1.00000000
NC
N/A
3008243.56000000
0.018545809628
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
89873000.00000000
EUR
109679930.72000000
USD
2021-08-18
3008243.56000000
N
N
N
EG GLOBAL FINANCE PLC
549300TL8Q5207VYET27
EG GLOBAL FINANCE PLC 8.5% 10/30/2025 144A
28228PAB7
9545000.00000000
PA
USD
10093837.50000000
0.062228468195
Long
DBT
CORP
GB
N
2
2025-10-30
Fixed
0.08500000
N
N
N
N
N
N
SOTHEBYS
549300P5BAAMQQ7VL735
SOTHEBYS TERM B 1LN 01/15/2027
08883CAD0
6693211.29900000
PA
USD
6723866.21000000
0.041452608544
Long
LON
CORP
US
N
2
2027-01-15
Variable
0.05500000
N
N
N
N
N
N
VICTORS MERGER CORP
N/A
VICTORS MERGER CORP 6.375% 05/15/2029 144A
92641PAA4
5760000.00000000
PA
USD
5803200.00000000
0.035776705007
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.06375000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
GSCM SWAP REC 1.4025 02/26/2025
N/A
20100000.00000000
NC
USD
323961.15000000
0.001997219206
N/A
DIR
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
Put
Purchased
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
GSCM FSWP IRS 02/28/30 3MLV1.40250003%
N/A
N/A
NC
USD
N/A
N/A
DIR
CORP
US
2030-02-28
0.00000000
USD
0.00000000
USD
20100000.00000000
USD
1.00000000
1.40250000
USD
2025-02-26
XXXX
-242858.85000000
N
N
N
UNITED STATES STEEL CORP
JNLUVFYJT1OZSIQ24U47
UNITED STATES STEEL CORP NEW 6.25% 03/15/2026
912909AN8
7180000.00000000
PA
USD
7420458.20000000
0.045747095403
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.06250000
N
N
N
N
N
N
AIR CANADA INC
4B4HI3CGXMBDC0G6BM51
AIR CANADA VTG
008911877
182000.00000000
NS
3743949.66000000
0.023081434820
Long
EC
CORP
CA
N
1
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 4.4% 04/15/2046
674599CJ2
5820000.00000000
PA
USD
5590110.00000000
0.034463006002
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
0.04400000
N
N
N
N
N
N
DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC
N/A
CONVERGINT TECH TERM B 1LN 03/31/2028
23344MAC2
826839.83000000
PA
USD
829254.20000000
0.005112348857
Long
LON
CORP
US
N
2
2028-03-31
Variable
0.04500000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS INC
549300YQDE2JSGTL8V47
UNIVISION TERM B 1LN 05/06/2028
N/A
3580000.00000000
PA
USD
3563603.60000000
0.021969602075
Long
LON
CORP
US
N
2
2028-05-06
Variable
0.00000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
NUMERICABLE SFR 7.375% 05/01/2026 144A
67054KAA7
27675000.00000000
PA
USD
28780062.75000000
0.177428972827
Long
DBT
CORP
FR
N
2
2026-05-01
Fixed
0.07375000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DAVITA INC 4.625% 06/01/2030 144A
23918KAS7
15850000.00000000
PA
USD
16297287.00000000
0.100472709785
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.04625000
N
N
N
N
N
N
EXTRACTION OIL and GAS INC
5493002FL3WIE1JVUP20
EXTRACTION OIL and GAS INC
30227M303
30558.00000000
NS
USD
1677939.78000000
0.010344492095
Long
EC
CORP
US
N
1
N
N
N
HAWAIIAN AIRLS 2013-1B PASS THRU TR
N/A
HAWAIIAN AIRLS 2013-1B PASS THRU TR 4.95% 01/15/2022
419839AA3
2563217.87800000
PA
USD
2559614.25000000
0.015780011710
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.04950000
N
N
N
N
N
N
CCO HLDGS LLC/CCO HLDGS CAP CORP
N/A
CHARTER COMM OPER LLC/CAP CORP 4.25% 02/01/2031 144A
1248EPCK7
10205000.00000000
PA
USD
10396343.75000000
0.064093418028
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
0.04250000
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM ENERGY CO 5.625% 06/01/2025
78454LAL4
4400000.00000000
PA
USD
4356000.00000000
0.026854722741
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.05625000
N
N
N
N
N
N
MURPHY OIL USA INC
N32S6DTR2ZZ5222WHV58
MURPHY OIL USA INC 5.625% 05/01/2027
626738AD0
3665000.00000000
PA
USD
3866575.00000000
0.023837419555
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.05625000
N
N
N
N
N
N
KRONOS ACQ / KIK CUSTOM
N/A
KRONOS ACQ / KIK CUSTOM 5% 12/31/2026 144A
50106GAE2
2100000.00000000
PA
USD
2131500.00000000
0.013140689055
Long
DBT
CORP
US
N
2
2026-12-31
Fixed
0.05000000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
SPECTRUM BRANDS INC 3.875% 03/15/2031 144A
84762LAX3
4310000.00000000
PA
USD
4235135.30000000
0.026109592344
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
0.03875000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 07/01/2051 #TBA
21H032670
125000000.00000000
PA
USD
131292937.50000000
0.809420439507
Long
ABS-MBS
USGA
US
N
2
2051-07-01
Fixed
0.03500000
N
N
N
N
N
N
CATALENT PHARMA SOLUTIONS
549300HALRZ339MSTH85
CATALENT PHARMA SOLUTIONS 5% 07/15/2027 144A
14879EAE8
2295000.00000000
PA
USD
2398183.20000000
0.014784789926
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.05000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP SER B WT 02/09/26
165167172
77942.00000000
NS
USD
1857357.86000000
0.011450603848
Long
EC
CORP
US
N
1
N
N
N
MESQUITE ENERGY INC
549300SB0HTIM17TVR61
SANCHEZ ENERGY CORP 7.25% 02/15/2023 144A
79970YAE5
12834000.00000000
PA
USD
1.28000000
0.000000007891
Long
DBT
CORP
US
N
3
2023-02-15
Fixed
0.07250000
Y
Y
N
N
N
N
PG and E CORP
8YQ2GSDWYZXO2EDN3511
PG and E CORP
69331C108
756168.00000000
NS
USD
7690228.56000000
0.047410228603
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 4.4%/VAR PERP
38144GAC5
4530000.00000000
PA
USD
4688550.00000000
0.028904892174
Long
EP
CORP
US
N
2
N
N
N
HOLLY EN PART LP/ HOL FIN CORP
N/A
HOLLY EN PART LP/ HOL FIN CORP 5% 02/01/2028 144A
435765AH5
4350000.00000000
PA
USD
4447875.00000000
0.027421131752
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.05000000
N
N
N
N
N
N
US CONCRETE INC
549300J94Q38BL8BMH45
U S CONCRETE INC 5.125% 03/01/2029 144A
90333LAT9
5035000.00000000
PA
USD
5500737.50000000
0.033912024893
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.05125000
N
N
N
N
N
N
TOWNSQUARE MEDIA INC
549300XBA8C68H0DR538
TOWNSQUARE MEDIA INC 6.875% 02/01/2026 144A
892231AB7
3305000.00000000
PA
USD
3536350.00000000
0.021801583739
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.06875000
N
N
N
N
N
N
WAND NEWCO 3 INC
549300Y3VZEWMSQW8494
CALIBER COLLISION TERM B 1LN 02/05/2026
93369PAF1
11208709.00000000
PA
USD
11064565.00000000
0.068212999387
Long
LON
CORP
US
N
2
2026-02-05
Variable
0.03104250
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP 6.25% 02/01/2027 144A
88033GCX6
20050000.00000000
PA
USD
20927187.50000000
0.129016028024
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
0.06250000
N
N
N
N
N
N
Studio City International Holdings Ltd
N/A
STUDIO CITY INTERNATIONAL HOLDINGS LTD ADR
86389T106
133400.00000000
NS
USD
1536768.00000000
0.009474168631
Long
EC
CORP
VG
N
1
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC 7.5% 03/15/2025 144A
097751BM2
9175000.00000000
PA
USD
9435111.25000000
0.058167423474
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
0.07500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.125% 08/15/2023
91282CAF8
2411000.00000000
PA
USD
2403559.80000000
0.014817936644
Long
DBT
UST
US
N
2
2023-08-15
Fixed
0.00125000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HLDGS INC 5.75% 03/01/2027 144A
737446AM6
4885000.00000000
PA
USD
5110931.25000000
0.031508870906
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.05750000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY
595017104
63700.00000000
NS
USD
9538438.00000000
0.058804432478
Long
EC
CORP
US
N
1
N
N
N
LGI HOMES INC
549300W02B4WNV8CV109
LGI HOMES INC 6.875% 07/15/2026 144A
50187TAE6
7205000.00000000
PA
USD
7468117.38000000
0.046040914059
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.06875000
N
N
N
N
N
N
PTC INC
54930050SSMU8SKDJ030
PTC INC 4% 02/15/2028 144A
69370CAC4
3715000.00000000
PA
USD
3837595.00000000
0.023658757970
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.04000000
N
N
N
N
N
N
PENN NATIONAL GAMING INC
N/A
PENN NATIONAL GAMING
707569109
183906.00000000
NS
USD
14066969.94000000
0.086722813947
Long
EC
CORP
US
N
1
N
N
N
CGG SA
969500FCVQ5SLAAUJV59
CGG 8.75% 04/01/2027 144A
12531TAF6
5895000.00000000
PA
USD
6101325.00000000
0.037614644451
Long
DBT
CORP
FR
N
2
2027-04-01
Fixed
0.08750000
N
N
N
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM 5.125% 03/15/2027
00774CAB3
7490000.00000000
PA
USD
8354183.47000000
0.051503507993
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.05125000
N
N
N
N
N
N
SUMMIT MIDSTREAM PARTNERS LP
N/A
SUMMIT MIDSTREAM PARTNERS LP 9.5/VAR PERP
866142AA0
1711000.00000000
PA
USD
1355967.50000000
0.008359534265
Long
EP
CORP
US
N
2
N
N
N
ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP
N/A
ANTERO MIDSTREAM PARTNERS LP 5.375% 06/15/2029 144A
03690AAH9
4305000.00000000
PA
USD
4487962.50000000
0.027668271031
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.05375000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 6.45% 09/15/2036
674599DF9
11875000.00000000
PA
USD
14197750.00000000
0.087529072498
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
0.06450000
N
N
N
N
N
N
NEW COTAI LLC / NEW COTAI CAP CORP
N/A
NEW COTAI LLC/NEW COTAI CAPITAL CORP P/P
N/A
2242893.00000000
NS
USD
7109970.81000000
0.043832941874
Long
EC
CORP
US
Y
3
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3% 02/15/2049
912810SF6
145860000.00000000
PA
USD
174627466.04000000
1.076577636265
Long
DBT
UST
US
N
2
2049-02-15
Fixed
0.03000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 07/01/2051 #TBA
21H022671
-18400000.00000000
PA
USD
-19042235.44000000
-0.11739530604
Short
ABS-MBS
USGA
US
N
2
2051-07-01
Fixed
0.02500000
N
N
N
N
N
N
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
FX Forward: AUD/USD settle 2021-08-18
N/A
1.00000000
NC
N/A
-724599.52000000
-0.00446715316
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
15908390.22000000
USD
20242000.00000000
AUD
2021-08-18
-724599.52000000
N
N
N
TRITON WATER HOLDINGS
N/A
TRITON WATER HOLDINGS 6.25% 04/01/2029 144A
89680EAA7
3135000.00000000
PA
USD
3142837.50000000
0.019375580735
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
0.06250000
N
N
N
N
N
N
HIGHTOWER HOLDING LLC
N/A
HIGHTOWER HOLDING LLC 6.75% 04/15/2029 144A
43118DAA8
2870000.00000000
PA
USD
2927400.00000000
0.018047409401
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.06750000
N
N
N
N
N
N
CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP
N/A
CRESTWOOD MIDSTRM PTN/FIN CORP 6% 02/01/2029 144A
226373AR9
16880000.00000000
PA
USD
17681800.00000000
0.109008226945
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.06000000
N
N
N
N
N
N
CHS/CMNTY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/CMNTY HEALTH SYSTEMS INC 6% 01/15/2029 144A
12543DBH2
4940000.00000000
PA
USD
5285800.00000000
0.032586936057
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.06000000
N
N
N
N
N
N
PENHALL ACQUISITION COMPANY
N/A
PENHALL ACQUISITION CMPNY CL B
N/A
3850.00000000
NS
USD
447524.00000000
0.002758983686
Long
EC
CORP
US
N
3
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 3.4% 04/15/26
674599CH6
670000.00000000
PA
USD
685075.00000000
0.004223484660
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.03400000
N
N
N
N
N
N
SEAWORLD PARKS and ENTERTAINMENT INC
549300UZV72O3371JJ53
SEAWORLD PARKS and ENTRTNMNT INC 9.5% 08/01/2025 144A
81282UAE2
5505000.00000000
PA
USD
5904112.50000000
0.036398830170
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
0.09500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.625% 09/30/2026
912828YG9
3093000.00000000
PA
USD
3204517.16000000
0.019755835595
Long
DBT
UST
US
N
2
2026-09-30
Fixed
0.01625000
N
N
N
N
N
N
US RENAL CARE INC
54930058SS5MF69JGN89
US RENAL CARE TERM B 1LN 06/13/2026
90290PAN4
26075550.00000000
PA
USD
26167857.45000000
0.161324737502
Long
LON
CORP
US
N
2
2026-06-13
Variable
0.05125000
N
N
N
N
N
N
VERITAS US INC / VERITAS BERMUDA LTD
N/A
VERITAS US INC / VERITAS BERMUDA LTD 7.5% 09/01/2025 144A
92346LAE3
11835000.00000000
PA
USD
12323193.75000000
0.075972440644
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
0.07500000
N
N
N
N
N
N
CROWN CORK and SEAL INC
7HLDMDH0ZXNUH6PT7Z42
CROWN CORK and SE 7.375 12/15/26
228255AH8
16535000.00000000
PA
USD
20255375.00000000
0.124874306623
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
0.07375000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT MIDSTREAM INC 4.375% 06/15/2031 144A
23345MAB3
4285000.00000000
PA
USD
4378370.15000000
0.026992634627
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
0.04375000
N
N
N
N
N
N
FMG RESOURCES AUG'06 PTY LTD
549300EFD6S2NFE9D745
FMG RES AUGUST 2006 PTY LTD 4.5% 09/15/2027 144A
30251GBA4
5450000.00000000
PA
USD
5926875.00000000
0.036539160892
Long
DBT
CORP
AU
N
2
2027-09-15
Fixed
0.04500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.375% 05/15/2051
912810SX7
192158000.00000000
PA
USD
205158689.69000000
1.264802509103
Long
DBT
UST
US
N
2
2051-05-15
Fixed
0.02375000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 4.95/VAR PERP
38144GAB7
7885000.00000000
PA
USD
8427961.10000000
0.051958346790
Long
EP
CORP
US
N
2
N
N
N
FAIR ISAAC CORPORATION
RI6HET5SJUEY30V1PS26
FAIR ISAAC CORPORATION 4% 06/15/2028 144A
303250AF1
6420000.00000000
PA
USD
6636102.34000000
0.040911544633
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.04000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MTR CR CO LLC 3.625% 06/17/2031
345397B69
7380000.00000000
PA
USD
7523024.40000000
0.046379415619
Long
DBT
CORP
US
N
2
2031-06-17
Fixed
0.03625000
N
N
N
N
N
N
UNISYS CORP
549300T21W22FIJJOW08
UNISYS CORP 6.875% 11/01/2027 144A
909214BV9
3685000.00000000
PA
USD
4027115.40000000
0.024827150485
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
0.06875000
N
N
N
N
N
N
NGL ENERGY PARTNERS LP / NGL ENERGY FIN CORP
N/A
NGL ENERGY PARTNERS LP / NGL ENERGY FINANCE CORP 6.125% 03/01/2025
62913TAM4
7480000.00000000
PA
USD
6788100.00000000
0.041848609605
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.06125000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
BOYD GAMING CORP
103304101
229500.00000000
NS
USD
14111955.00000000
0.087000146663
Long
EC
CORP
US
N
1
N
N
N
EUROPEAN UNION
529900FZRK8FGMPEOM08
EUROPEAN UNION 0.7% 07/06/2051 REGS
N/A
17908000.00000000
PA
21471259.67000000
0.132370230796
Long
DBT
NUSS
BE
N
2
2051-07-06
Fixed
0.00700000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC 8.0% 11/01/2031
36186CBY8
83872000.00000000
PA
USD
120528114.18000000
0.743055346389
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
0.08000000
N
N
N
N
N
N
SENSATA TECHNOLOGIES BV
PUCKW5P5O3XMOZVH7T53
SENSATA TECHNOLOGIES BV 4% 04/15/2029 144A
81725WAK9
5910000.00000000
PA
USD
5999142.30000000
0.036984688511
Long
DBT
CORP
NL
N
2
2029-04-15
Fixed
0.04000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
FX Forward: USD/EUR settle 2021-08-18
N/A
1.00000000
NC
N/A
1440410.40000000
0.008880124409
N/A
DFE
CORP
US
N
2
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
65440000.00000000
EUR
79112182.88000000
USD
2021-08-18
1440410.40000000
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.125% 05/31/2023
91282CCD1
38200000.00000000
PA
USD
38117929.59000000
0.234996884899
Long
DBT
UST
US
N
2
2023-05-31
Fixed
0.00125000
N
N
N
N
N
N
JBS USA FOOD CO
549300O7SUM086E3RD66
JBS INVESTMENTS II GMBH 5.75% 01/15/2028 144A
46650CAB5
6485000.00000000
PA
USD
6937134.20000000
0.042767404858
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.05750000
N
N
N
N
N
N
CCO HLDGS LLC/CCO HLDGS CAP CORP
N/A
CCO HLDGS LLC/CAP CORP 4.5% 08/15/2030 144A
1248EPCE1
16805000.00000000
PA
USD
17497599.59000000
0.107872632147
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
0.04500000
N
N
N
N
N
N
SIMMONS FOOD INC/SIMMONS
N/A
SIMMONS FOOD INC/SIMMONS 4.625% 03/01/2029 144A
82873MAA1
4295000.00000000
PA
USD
4332323.55000000
0.026708757521
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.04625000
N
N
N
N
N
N
ASGN INC
LZBNYYCBUKY537072438
ASGN INC
00191U102
84800.00000000
NS
USD
8219664.00000000
0.050674195993
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 6.3/VAR PERP
172967HQ7
4120000.00000000
PA
USD
4431884.00000000
0.027322547300
Long
EP
CORP
US
N
2
N
N
N
CANADA, GOVERNMENT OF
4BFD7AQU0A75QLAHK410
CANADA GOVERNMENT OF 2% 12/01/2051
135087H72
12000000.00000000
PA
10035140.37000000
0.061866600622
Long
DBT
NUSS
CA
N
2
2051-12-01
Fixed
0.02000000
N
N
N
N
N
N
TRICER HOLDCO S.C.A.
N/A
TRICER HOLDCO S.C.A. PREF PP
N/A
193792711.00000000
NS
USD
65443.80000000
0.000403460767
Long
EP
CORP
LU
Y
3
N
N
N
PAYPAL HLDGS INC
5493005X2GO78EFZ3E94
PAYPAL HLDGS INC
70450Y103
27300.00000000
NS
USD
7957404.00000000
0.049057364132
Long
EC
CORP
US
N
1
N
N
N
INTELSAT JACKSON HLDGS S A
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HLDGS SA 8% 02/15/2024 144A
45824TAR6
12960000.00000000
PA
USD
13384699.20000000
0.082516617538
Long
DBT
CORP
LU
N
2
2024-02-15
Fixed
0.08000000
N
N
N
N
N
N
VAIL RESORTS INC
529900PSZHRNU9HKH870
VAIL RESORTS INC 6.25% 05/15/2025 144A
91879QAL3
3855000.00000000
PA
USD
4126314.90000000
0.025438715010
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.06250000
N
N
N
N
N
N
GALLAGHER (ARTHUR J.) and CO
54930049QLLMPART6V29
ARTHUR J GALLAGHAR AND CO
363576109
67600.00000000
NS
USD
9469408.00000000
0.058378862802
Long
EC
CORP
US
N
1
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.625% 12/31/2023
9128285U0
56283000.00000000
PA
USD
59468705.60000000
0.366624334410
Long
DBT
UST
US
N
2
2023-12-31
Fixed
0.02625000
N
N
N
N
N
N
CHOBANI LLC/FINANCE CORP INC
N/A
CHOBANI LLC/FINANCE CORP INC 4.625% 11/15/2028 144A
17027NAB8
3790000.00000000
PA
USD
3927387.50000000
0.024212328377
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.04625000
N
N
N
N
N
N
L BRANDS INC
GR3KVMWVCR54YWQNXU90
L BRANDS INC 6.875% 11/01/2035
501797AL8
4345000.00000000
PA
USD
5501856.25000000
0.033918921982
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
0.06875000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS HOLDINGS LLC
N/A
FRONTIER COMMUNICATIONS CORP 5% 05/01/2028 144A
35906ABF4
11730000.00000000
PA
USD
12126825.90000000
0.074761833627
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
0.05000000
N
N
N
N
N
N
OPEN TEXT HOLDINGS INC
N/A
OPEN TEXT HOLDINGS INC 4.125% 02/15/2030 144A
683720AA4
3220000.00000000
PA
USD
3283756.00000000
0.020244342729
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.04125000
N
N
N
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
CHEMOURS CO/ THE
163851108
403410.00000000
NS
USD
14038668.00000000
0.086548332599
Long
EC
CORP
US
N
1
N
N
N
HERTZ CORP
549300PD0C69OJ0NLB27
HERTZ CORP 6% 01/15/2028 144A
428040CZ0
5785000.00000000
PA
USD
6218875.00000000
0.038339339735
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.06000000
Y
Y
N
N
N
N
TKC HOLDINGS INC
N/A
TKC HOLDINGS INC 6.875% 05/15/2028 144A
87256YAC7
5780000.00000000
PA
USD
5960625.00000000
0.036747229509
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
0.06875000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 5.9%/VAR PERP
949746RG8
46445000.00000000
PA
USD
50044487.50000000
0.308524067162
Long
EP
CORP
US
N
2
N
N
N
PENHALL ACQUISITION COMPANY
N/A
PENHALL ACQUISITION CMPNY CL A
N/A
11553.00000000
NS
USD
1342920.72000000
0.008279100918
Long
EC
CORP
US
N
3
N
N
N
CHICAGO BOARD OF TRADE
N/A
US 10YR NOTE FUT (CBT)SEP21 TYU1
N/A
1560.00000000
NC
USD
1463779.98000000
0.009024197777
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
N/A
Long
UST NOTES
UST NOTES 0% 06/30/2040
2021-09-21
205236220.02000000
USD
1463779.98000000
N
N
N
BUONI DEL TESORO POLIENNALI
815600DE60799F5A9309
BUONI DEL TESORO POLIENNALI 0.6% 08/01/2031 144A REGS
N/A
45000000.00000000
PA
52223808.97000000
0.321959575390
Long
DBT
NUSS
IT
N
2
2031-08-01
Fixed
0.00600000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE 6.125%VAR PERP U
46625HJW1
12865000.00000000
PA
USD
13942443.75000000
0.085955110479
Long
EP
CORP
US
N
2
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP 4.875% 01/01/2026 144A
88033GCY4
18260000.00000000
PA
USD
18939272.00000000
0.116760536842
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
0.04875000
N
N
N
N
N
N
OPEN TEXT CORPORATION
549300UQROQS42RKHM85
OPEN TEXT CORPORATION 5.875% 06/01/2026 144A
683715AB2
6000000.00000000
PA
USD
6211380.00000000
0.038293133090
Long
DBT
CORP
CA
N
2
2026-06-01
Fixed
0.05875000
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM ENERGY CO 6.75% 09/15/2026
78454LAN0
3175000.00000000
PA
USD
3230562.50000000
0.019916405013
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
0.06750000
N
N
N
N
N
N
ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC
549300ITBBGKJ651R879
ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC 4.125% 06/15/2028 144A
04916WAA2
3735000.00000000
PA
USD
3805218.00000000
0.023459153893
Long
DBT
CORP
GB
N
2
2028-06-15
Fixed
0.04125000
N
N
N
N
N
N
US SHIPPING PARTNERS CORP
N/A
US SHIPPING CORP 12/31/2029 WT
N/A
214176.00000000
NS
USD
2.14000000
0.000000013193
Long
EC
CORP
US
N
3
N
N
N
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
FX Forward: EUR/USD settle 2021-08-18
N/A
1.00000000
NC
N/A
-92931.91000000
-0.00057292485
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
22047314.18000000
USD
18497000.00000000
EUR
2021-08-18
-92931.91000000
N
N
N
NIELSEN FINANCE LLC/ NIELSEN FINANCE CO
N/A
NIELSEN FINANCE LLC/ FIN CO 4.75% 07/15/2031 144A
65409QBK7
2870000.00000000
PA
USD
2877175.00000000
0.017737772475
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
0.04750000
N
N
N
N
N
N
SEG HLD LLC/SEG FIN CORP
N/A
SEG HLD LLC/SEG FIN CORP 5.625% 10/15/2028 144A
78397KAA0
6735000.00000000
PA
USD
7069729.50000000
0.043584854357
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.05625000
N
N
N
N
N
N
PENSON WORLDWIDE INC
N/A
PENSON WORLDWIDE INC CL A
N/A
7403098.00000000
NS
USD
74.03000000
0.000000456394
Long
EC
CORP
US
N
3
N
N
N
TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP
N/A
TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 7.5% 10/01/2025 144A
87470LAH4
5035000.00000000
PA
USD
5513325.00000000
0.033989626781
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.07500000
N
N
N
N
N
N
NEXSTAR MEDIA GROUP INC
52990083ZRR5UT591988
NEXSTAR MEDIA GROUP INC A
65336K103
115000.00000000
NS
USD
17006200.00000000
0.104843155621
Long
EC
CORP
US
N
1
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 7.5% 05/01/2031
674599DD4
680000.00000000
PA
USD
856800.00000000
0.005282168605
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
0.07500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.125% 11/30/2022
91282CAX9
35000000.00000000
PA
USD
34976757.90000000
0.215631573876
Long
DBT
UST
US
N
2
2022-11-30
Fixed
0.00125000
N
N
N
N
N
N
FORBES ENERGY SERVICES LLC
N/A
FORBES ENERGY SERVICES LLC TERM 16% PIK 12/31/2049
N/A
1532225.40000000
PA
USD
0.15000000
0.000000000924
Long
LON
CORP
US
N
3
2049-12-31
Variable
0.00000000
Y
Y
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 2.5% 07/01/2051 #TBA
01F022675
-6650000.00000000
PA
USD
-6878073.72000000
-0.04240329723
Short
ABS-MBS
USGA
US
N
2
2051-07-01
Fixed
0.02500000
N
N
N
N
N
N
DENBURY INC
549300KCWA5W52MS5559
DENBURY INC WT 09/18/25
24790A119
288114.00000000
NS
USD
13368489.60000000
0.082416685418
Long
EC
CORP
US
N
1
N
N
N
LONDON CLEARING HOUSE
N/A
LCH IRS 3MLV.25% MAC 09/15/23
N/A
6315000.00000000
NC
USD
-3940.30000000
-0.00002429193
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
N/A
Y
2023-09-15
0.00000000
USD
0.00000000
USD
6302184.21000000
USD
-3940.30000000
N
N
N
MURRAY ENERGY CORP
549300WM5IIFYHZYTT63
MURRAY ENERGY CORP PIK VAR 04/15/2024 144A
62704PAM5
6364050.00000000
PA
USD
0.64000000
0.000000003945
Long
DBT
CORP
US
N
3
2024-04-15
Variable
0.12000000
Y
Y
Y
N
N
N
1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC
N/A
1011778 BC ULC/NEW RED FIN INC 4% 10/15/2030 144A
68245XAM1
23490000.00000000
PA
USD
22726575.00000000
0.140109244832
Long
DBT
CORP
CA
N
2
2030-10-15
Fixed
0.04000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 4.7%/VAR PERP
172967MK4
8755000.00000000
PA
USD
9033846.75000000
0.055693629421
Long
EP
CORP
US
N
2
N
N
N
TENCENT HLDGS LTD
254900N4SLUMW4XUYY11
TENCENT HOLDINGS LTD UNS ADR
88032Q109
120900.00000000
NS
USD
9103770.00000000
0.056124705981
Long
EC
CORP
KY
N
1
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 4/VAR PERP
48128BAH4
19100000.00000000
PA
USD
19352120.00000000
0.119305743127
Long
EP
CORP
US
N
2
N
N
N
ZAYO GROUP HLDGS INC
529900Z6OTS7RT0V0I47
FRONT RANGE BIDCO INC 4% 03/01/2027 144A
98919VAA3
9545000.00000000
PA
USD
9479330.40000000
0.058440034359
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.04000000
N
N
N
N
N
N
WOLVERINE ESCROW LLC
N/A
WOLVERINE ESCROW LLC 8.5% 11/15/2024 144A
97789LAC0
12893000.00000000
PA
USD
12506210.00000000
0.077100735100
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
0.08500000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
FX Forward: USD/EUR settle 2021-08-18
N/A
1.00000000
NC
N/A
121582.68000000
0.000749556740
N/A
DFE
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
4699000.00000000
EUR
5698900.21000000
USD
2021-08-18
121582.68000000
N
N
N
NEXTERA ENERGY OPERATING PARTNERS LP
549300KJEC5IUVJWR786
NEXTERA ENERGY OPERATING PARTNERS LP 4.25% 09/15/2024 144A
65342QAC6
258000.00000000
PA
USD
272190.00000000
0.001678050271
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.04250000
N
N
N
N
N
N
REDDY ICE HOLDINGS INC
7Z0MRIY211ZHEWECBM22
REDDY ICE HOLDINGS INC(ESCROW)
N/A
133255.00000000
NS
USD
7367.27000000
0.000045419190
Long
EC
CORP
US
N
3
N
N
N
PACIFIC GAS and ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS and ELECTRIC CO 4.3% 03/15/2045
694308HL4
3690000.00000000
PA
USD
3540937.65000000
0.021829866583
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
0.04300000
N
N
N
N
N
N
CABLEVISION LIGHTPATH LLC
5493002ZVBLRLGES1R71
CABLEVISION LIGHTPATH LLC 3.875% 09/15/2027 144A
12687GAA7
3300000.00000000
PA
USD
3261522.00000000
0.020107270207
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.03875000
N
N
N
N
N
N
MICROSTRATEGY INC
549300WQTWEJUEHXQX21
MICROSTRATEGY INC 6.125% 06/15/2028 144A
594972AF8
5200000.00000000
PA
USD
5200000.00000000
0.032057979397
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.06125000
N
N
N
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
CARVANA CO 5.5% 04/15/2027 144A
146869AF9
5905000.00000000
PA
USD
6098270.65000000
0.037595814396
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.05500000
N
N
N
N
N
N
RENEWABLE ENERGY GROUP INC
549300HPU3BD8ZI0X358
RENEWABLE ENERGY GROUP INC 5.875% 06/01/2028 144A
75972AAD5
3025000.00000000
PA
USD
3166630.50000000
0.019522264486
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
0.05875000
N
N
N
N
N
N
MELCO RESORTS FIN LTD
529900NRV6LBR3T6B421
MELCO RESORTS FIN LTD 5.75% 07/21/2028 144A
58547DAE9
3385000.00000000
PA
USD
3571175.00000000
0.022016279726
Long
DBT
CORP
KY
N
2
2028-07-21
Fixed
0.05750000
N
N
N
N
N
N
BRINKS CO
XFP140TFNOQMIVFTVQ13
BRINKS CO 4.625% 10/15/2027 144A
109696AA2
7200000.00000000
PA
USD
7506000.00000000
0.046274460261
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.04625000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
GENERAL MOTORS ACCEPT CORP 8.0% 11/01/2031
370425RZ5
16761000.00000000
PA
USD
23576335.86000000
0.145348017167
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
0.08000000
N
N
N
N
N
N
L BRANDS INC
GR3KVMWVCR54YWQNXU90
L BRANDS INC 6.75% 07/01/2036
501797AM6
15890000.00000000
PA
USD
19902225.00000000
0.122697138272
Long
DBT
CORP
US
N
2
2036-07-01
Fixed
0.06750000
N
N
N
N
N
N
CITGO PETROLEUM CORP
YX52P86PXMLYDOTUQ225
CITGO PETROLEUM CORP 7% 06/15/2025 144A
17302XAK2
13580000.00000000
PA
USD
14151310.60000000
0.087242773781
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.07000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.375% 08/31/2023
9128282D1
11000000.00000000
PA
USD
11259960.91000000
0.069417614398
Long
DBT
UST
US
N
2
2023-08-31
Fixed
0.01375000
N
N
N
N
N
N
HERTZ CORP
549300PD0C69OJ0NLB27
HERTZ CORP 7.125% 08/01/2026 144A
428040CY3
6315000.00000000
PA
USD
6772837.50000000
0.041754516353
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
0.07125000
Y
Y
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HLDGS INC 4.625% 04/15/2030 144A
737446AQ7
6415000.00000000
PA
USD
6522964.45000000
0.040214049990
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.04625000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS LP
5493005UEC8AZ34LDV29
CHENIERE ENERGY PARTNERS LP 4% 03/01/2031 144A
16411QAH4
9070000.00000000
PA
USD
9478150.00000000
0.058432757197
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
0.04000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATIONS CO LLC 5% 07/31/2027 144A
92840VAF9
13800000.00000000
PA
USD
14167494.00000000
0.087342544378
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
0.05000000
N
N
N
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
CHEMOURS CO 5.375% 05/15/2027
163851AE8
18470000.00000000
PA
USD
20032007.90000000
0.123497249337
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.05375000
N
N
N
N
N
N
INTELSAT JACKSON HLDGS S A
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HLDGS SA 5.5% 08/01/2023
45824TAP0
19430000.00000000
PA
USD
11123675.00000000
0.068577412303
Long
DBT
CORP
LU
N
2
2023-08-01
Fixed
0.05500000
Y
Y
N
N
N
N
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
FX Forward: EUR/USD settle 2021-08-18
N/A
1.00000000
NC
N/A
-159577.61000000
-0.00098379533
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
7491156.75000000
USD
6177000.00000000
EUR
2021-08-18
-159577.61000000
N
N
N
MADISON IAQ LLC
549300IXDNBXNHUPBU73
MADISON IAQ TERM B 1LN 06/15/2028
N/A
1420000.00000000
PA
USD
1420000.00000000
0.008754294373
Long
LON
CORP
US
N
2
2028-06-15
Variable
0.03750000
N
N
N
N
N
N
L BRANDS INC
GR3KVMWVCR54YWQNXU90
L BRANDS INC 7.5% 06/15/2029
501797AR5
5030000.00000000
PA
USD
5922825.00000000
0.036514192658
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.07500000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP INC
549300JH4DTA7U42GL91
ASBURY AUTOMOTIVE GROUP INC 4.75% 03/01/2030
043436AV6
1980000.00000000
PA
USD
2069100.00000000
0.012755993302
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.04750000
N
N
N
N
N
N
CHARLES RIVER LABORATORIES INTERNATIONAL INC
549300BSQ0R4UZ5KX287
CHARLES RIVER LABS INTL INC 4% 03/15/2031 144A
159864AJ6
6035000.00000000
PA
USD
6278391.55000000
0.038706259030
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
0.04000000
N
N
N
N
N
N
TRICER HOLDCO S.C.A.
N/A
TRICER HOLDCO S.C.A CLASS A1 PP
N/A
403760.00000000
NS
USD
448.62000000
0.000002765740
Long
EC
CORP
LU
Y
3
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.375% 04/30/2025
912828ZL7
82771000.00000000
PA
USD
81881858.19000000
0.504801331326
Long
DBT
UST
US
N
2
2025-04-30
Fixed
0.00375000
N
N
N
N
N
N
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
TVA 5.375% 4/01/56
880591DZ2
3503000.00000000
PA
USD
5641560.48000000
0.034780198007
Long
DBT
USGSE
US
N
2
2056-04-01
Fixed
0.05375000
N
N
N
N
N
N
DENBURY INC
549300KCWA5W52MS5559
DENBURY INC
24790A101
212935.00000000
NS
USD
16349149.30000000
0.100792440659
Long
EC
CORP
US
N
1
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP 8% 01/15/2025
165167CU9
1955000.00000000
PA
USD
0.20000000
0.000000001232
Long
DBT
CORP
US
N
3
2025-01-15
Fixed
0.08000000
Y
Y
N
N
N
N
SUPERIOR ENERGY SERVICES INC
N/A
SUPERIOR ENERGY SERVICES INC A
N/A
66115.00000000
NS
USD
1692585.65000000
0.010434783826
Long
EC
CORP
US
N
3
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM INC 6.375% 06/15/2026
893647BB2
20230000.00000000
PA
USD
20957673.10000000
0.129203971627
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.06375000
N
N
N
N
N
N
INFRABUILD AUSTRALIA PTY LTD
549300W2CPB5W6GFH859
INFRABUILD AUSTRALIA PTY LTD 12% 10/01/2024 144A
45682RAA8
6320000.00000000
PA
USD
6675500.00000000
0.041154431051
Long
DBT
CORP
AU
N
2
2024-10-01
Fixed
0.12000000
N
N
N
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: USD/EUR settle 2021-07-06
N/A
1.00000000
NC
N/A
57994.10000000
0.000357533396
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
12273021.73000000
EUR
14611965.12000000
USD
2021-07-06
57994.10000000
N
N
N
NETHERLANDS GOVERNMENT OF
254900G14ALGVKORFN62
NETHERLANDS GOVERNMENT OF 0% 07/15/2030 144A REGS
N/A
84520000.00000000
PA
101821700.60000000
0.627730380783
Long
DBT
NUSS
NL
N
2
2030-07-15
Fixed
0.00000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
FX Forward: USD/CAD settle 2021-08-18
N/A
1.00000000
NC
N/A
1034752.83000000
0.006379247097
N/A
DFE
CORP
CA
N
2
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
199828000.00000000
CAD
162235055.24000000
USD
2021-08-18
1034752.83000000
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG ENERGY CORP 7.125% 02/01/2027 144A
552704AE8
6490000.00000000
PA
USD
6913959.25000000
0.042624531383
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
0.07125000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM INC 6.25% 03/15/2026 144A
893647BE6
11120000.00000000
PA
USD
11731600.00000000
0.072325267519
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.06250000
N
N
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: USD/GBP settle 2021-08-18
N/A
1.00000000
NC
N/A
84747.34000000
0.000522467015
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
2736000.00000000
GBP
3869891.15000000
USD
2021-08-18
84747.34000000
N
N
N
SPRINT CAPITAL CORP
549300L17W0GQBR1PO80
SPRINT CAPITAL CORP 8.75% 03/15/2032
852060AT9
39078000.00000000
PA
USD
59398560.00000000
0.366191887063
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
0.08750000
N
N
N
N
N
N
Fidelity Hanover Street Trust
13LNM41WRMGAYS9Y7N22
Fidelity Emerging Markets Debt Central Fund
315808600
267817309.27000000
NS
USD
2469275591.47000000
15.22307423818
Long
EC
RF
US
N
1
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
FX Forward: USD/GBP settle 2021-08-18
N/A
1.00000000
NC
N/A
67470.59000000
0.000415955920
N/A
DFE
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
2612000.00000000
GBP
3681065.48000000
USD
2021-08-18
67470.59000000
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.875% 07/31/2022
9128282P4
43433000.00000000
PA
USD
44260941.56000000
0.272868529356
Long
DBT
UST
US
N
2
2022-07-31
Fixed
0.01875000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
FX Forward: USD/EUR settle 2021-08-18
N/A
1.00000000
NC
N/A
169933.03000000
0.001047636456
N/A
DFE
CORP
US
N
2
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
4595000.00000000
EUR
5623811.31000000
USD
2021-08-18
169933.03000000
N
N
N
MESQUITE ENERGY INC
549300SB0HTIM17TVR61
MESQUITE ENERGY INC 15% PIK CONV 07/15/2023 PP
59073XAE5
2248823.00000000
PA
USD
7645998.20000000
0.047137548609
Long
DBT
CORP
US
Y
3
2023-07-15
Fixed
0.15000000
N
N
Y
N
N
MESQUITE ENERGY INC
MESQUITE ENERGY INC
USD
XXXX
N
N
N
NCR CORPORATION NEW
549300YKTY8JX1DV2R67
NCR CORPORATION NEW 6.125% 09/01/2029 144A
62886EAV0
5480000.00000000
PA
USD
5973200.00000000
0.036824754334
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
0.06125000
N
N
N
N
N
N
PACIFIC GAS and ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS and ELE 3.75% 8/15/42
694308HA8
6290000.00000000
PA
USD
5722526.64000000
0.035279354063
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
0.03750000
N
N
N
N
N
N
NABORS INDUSTRIES LTD
N/A
NABORS INDUSTRIES LTD 7.5% 01/15/2028 144A
629571AB6
5660000.00000000
PA
USD
5433600.00000000
0.033498122472
Long
DBT
CORP
BM
N
2
2028-01-15
Fixed
0.07500000
N
N
N
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
CHEMOURS CO 5.75% 11/15/2028 144A
163851AF5
10075000.00000000
PA
USD
10777932.75000000
0.066445912701
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.05750000
N
N
N
N
N
N
SUNOCO LP / SUNOCO FIN CORP
N/A
SUNOCO LP / SUNOCO FIN CORP 4.5% 05/15/2029 144A
86765LAR8
5515000.00000000
PA
USD
5611512.50000000
0.034594952329
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.04500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.125% 12/31/2022
91282CBD2
33500000.00000000
PA
USD
33471210.77000000
0.206349881784
Long
DBT
UST
US
N
2
2022-12-31
Fixed
0.00125000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI INC 4% 11/15/2029 144A
55354GAH3
3780000.00000000
PA
USD
3987900.00000000
0.024585387700
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.04000000
N
N
N
N
N
N
NORTONLIFELOCK INC
YF6ZV0M6AU4FY94MK914
SYMANTEC CORP 5% 04/15/2025 144A
871503AU2
6360000.00000000
PA
USD
6448849.20000000
0.039757129767
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.05000000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 6%/VR PERP
48126HAA8
54840000.00000000
PA
USD
58301775.00000000
0.359430211884
Long
EP
CORP
US
N
2
N
N
N
SQUARE INC
549300OHIIUWSTIZME52
SQUARE INC 2.75% 06/01/2026 144A
852234AL7
4310000.00000000
PA
USD
4385425.00000000
0.027036127750
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
0.02750000
N
N
N
N
N
N
UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC
N/A
UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 6.5% 02/15/2029 144A
91327BAA8
11420000.00000000
PA
USD
11448550.00000000
0.070580265391
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.06500000
N
N
N
N
N
N
COVANTA HLDG CORP
40XIFLS8XDQGGHGPGC04
COVANTA HLDG CORP 6% 01/01/2027
22282EAH5
7080000.00000000
PA
USD
7363200.00000000
0.045394098827
Long
DBT
CORP
US
N
2
2027-01-01
Fixed
0.06000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.125% 03/31/2023
91282CBU4
30000000.00000000
PA
USD
29954296.80000000
0.184668121093
Long
DBT
UST
US
N
2
2023-03-31
Fixed
0.00125000
N
N
N
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
SPIRIT AEROSYSTEMS INC 7.5% 04/15/2025 144A
85205TAL4
9205000.00000000
PA
USD
9826337.50000000
0.060579331755
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.07500000
N
N
N
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
SPRINT CORP 7.625% 03/01/2026
85207UAK1
3615000.00000000
PA
USD
4410300.00000000
0.027189482026
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
0.07625000
N
N
N
N
N
N
SCIH SALT HLDGS INC
N/A
SCIH SALT HLDGS INC 4.875% 05/01/2028 144A
78433BAA6
8705000.00000000
PA
USD
8703955.40000000
0.053659850556
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
0.04875000
N
N
N
N
N
N
WINDSTREAM ESCROW LLC
N/A
WINDSTREAM ESCROW LLC 7.75% 08/15/2028 144A
97382WAA1
19370000.00000000
PA
USD
19951100.00000000
0.122998452454
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
0.07750000
N
N
N
N
N
N
HUDBAY MINERALS INC
549300WI524AL577IX21
HUDBAY MINERALS INC 4.5% 04/01/2026 144A
443628AJ1
3600000.00000000
PA
USD
3604500.00000000
0.022221728219
Long
DBT
CORP
CA
N
2
2026-04-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 07/01/2051 #TBA
21H022671
18400000.00000000
PA
USD
19042235.44000000
0.117395306042
Long
ABS-MBS
USGA
US
N
2
2051-07-01
Fixed
0.02500000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
UBER TECHNOLOGIES INC 8% 11/01/2026 144A
90353TAC4
29170000.00000000
PA
USD
31430675.00000000
0.193769986847
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
0.08000000
N
N
N
N
N
N
EXIDE TECHNOLOGIES
549300KITCGPNNNXQP63
EXIDE TECHNOLOGIES (DUMMY)
N/A
280.00000000
NS
USD
182000.00000000
0.001122029278
Long
EC
CORP
US
N
3
N
N
N
ALGOMA STEEL SCA
N/A
ALGOMA STEEL SCA
N/A
151792.00000000
NS
USD
12143.36000000
0.000074863766
Long
EC
CORP
LU
N
3
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
FX Forward: USD/JPY settle 2021-08-18
N/A
1.00000000
NC
N/A
2504377.66000000
0.015439478351
N/A
DFE
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
17786867000.00000000
JPY
162673069.50000000
USD
2021-08-18
2504377.66000000
N
N
N
OVINTIV EXPLORATION INC
T8W3X1PFLPW2YE0UIP44
NEWFIELD EXPL CO 5.375% 01/01/2026
651290AR9
6813000.00000000
PA
USD
7677882.42000000
0.047334114699
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
0.05375000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
CARNIVAL CORPORATION 11.5% 04/01/2023 144A
143658BC5
20180000.00000000
PA
USD
22828625.00000000
0.140738382678
Long
DBT
CORP
PA
N
2
2023-04-01
Fixed
0.11500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.25% 07/31/2021
912828WY2
52019000.00000000
PA
USD
52114035.07000000
0.321282819731
Long
DBT
UST
US
N
2
2021-07-31
Fixed
0.02250000
N
N
N
N
N
N
CITADEL SECS LP
549300NV5RXBUS3X7L47
CITADEL TERM B 1LN 02/27/2028
N/A
5361562.50000000
PA
USD
5302370.85000000
0.032689095282
Long
LON
CORP
US
N
2
2028-02-27
Variable
0.02604250
N
N
N
N
N
N
CF INDS HLDGS INC
529900CG8YAQFZ2JMV97
CF INDUSTRIES HOLDINGS INC
125269100
225700.00000000
NS
USD
11612265.00000000
0.071589567717
Long
EC
CORP
US
N
1
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.125% 05/15/2025
912828XB1
12033000.00000000
PA
USD
12705625.93000000
0.078330133518
Long
DBT
UST
US
N
2
2025-05-15
Fixed
0.02125000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HLDGS INC 4.5% 09/15/2031 144A
737446AR5
12110000.00000000
PA
USD
12090018.50000000
0.074534916152
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
0.04500000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP INC
549300JH4DTA7U42GL91
ASBURY AUTOMOTIVE GROUP INC 4.5% 03/01/2028
043436AU8
1987000.00000000
PA
USD
2041642.50000000
0.012586717923
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.04500000
N
N
N
N
N
N
CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC
N/A
CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC 5.5% 06/15/2031 144A
12657NAA8
7140000.00000000
PA
USD
7439808.60000000
0.045866390542
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
0.05500000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC 7.875% 04/15/2027 144A
097751BT7
28965000.00000000
PA
USD
30051187.50000000
0.185265451875
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
0.07875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.25% 10/31/2025
91282CAT8
17600000.00000000
PA
USD
17207437.46000000
0.106083783765
Long
DBT
UST
US
N
2
2025-10-31
Fixed
0.00250000
N
N
N
N
N
N
LONDON CLEARING HOUSE
N/A
LCH IRS 3MLV.75% MAC 09/15/28
N/A
-7430000.00000000
NC
USD
-8137.19000000
-0.00005016574
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
N/A
Y
2028-09-15
0.00000000
USD
0.00000000
USD
-7162568.37000000
USD
-8137.19000000
N
N
N
VICI PROPERTIES LP / VICI NOTE CO INC
N/A
VICI PROPERTIES / NOTE 4.25% 12/01/2026 144A
92564RAA3
12650000.00000000
PA
USD
13158783.00000000
0.081123845060
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
0.04250000
N
N
N
N
N
N
US SHIPPING PARTNERS CORP
N/A
US SHIPPING CORP
N/A
22876.00000000
NS
USD
0.23000000
0.000000001417
Long
EC
CORP
US
N
3
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC 4.5% 11/15/2031 144A
126307BH9
14440000.00000000
PA
USD
14528661.60000000
0.089569141201
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
0.04500000
N
N
N
N
N
N
WHIRLPOOL CORP
WHENKOULSSK7WUM60H03
WHIRLPOOL CORP
963320106
45100.00000000
NS
USD
9832702.00000000
0.060618568873
Long
EC
CORP
US
N
1
N
N
N
MADISON IAQ LLC
549300IXDNBXNHUPBU73
MADISON IAQ LLC 4.125% 06/30/2028 144A
55760LAA5
5345000.00000000
PA
USD
5398450.00000000
0.033281422861
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
0.04125000
N
N
N
N
N
N
CHS/CMNTY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/CMNTY HEALTH SYSTEMS INC 6.125% 04/01/2030 144A
12543DBL3
11530000.00000000
PA
USD
11702950.00000000
0.072148640383
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.06125000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
BOYD GAMING CORP 4.75% 06/15/2031 144A
103304BV2
7140000.00000000
PA
USD
7407750.00000000
0.045668749400
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
0.04750000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC 5.75% 01/15/2028
629377CE0
20240000.00000000
PA
USD
21555600.00000000
0.132890188597
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.05750000
N
N
N
N
N
N
INTERTAPE POLYMER GROUP INC
549300ESFR3Z1YNR6O65
INTERTAPE POLYMER GROUP INC 4.375% 06/15/2029 144A
460919AB9
4310000.00000000
PA
USD
4370533.95000000
0.026944324485
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
0.04375000
N
N
N
N
N
N
PTC INC
54930050SSMU8SKDJ030
PTC INC 3.625% 02/15/2025 144A
69370CAB6
3755000.00000000
PA
USD
3867650.00000000
0.023844046926
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.03625000
N
N
N
N
N
N
CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP
N/A
CRESTWOOD MIDSTRM PTN/FIN CORP 5.625% 05/01/2027 144A
226373AQ1
11025000.00000000
PA
USD
11314406.25000000
0.069753269703
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.05625000
N
N
N
N
N
N
WEEKLEY HOMES LLC / WEEKLEY FIN CORP
N/A
WEEKLEY HOMES LLC / WEEKLEY FIN CORP 4.875% 09/15/2028 144A
948565AD8
3045000.00000000
PA
USD
3151575.00000000
0.019429447388
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
0.04875000
N
N
N
N
N
N
ON SEMICONDUCTOR CORP
ZV20P4CNJVT8V1ZGJ064
ON SEMICONDUCTOR CORP 3.875% 09/01/2028 144A
682189AQ8
6765000.00000000
PA
USD
6968897.10000000
0.042963223010
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
0.03875000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 07/01/2051 #TBA
21H030674
-72000000.00000000
PA
USD
-75112092.00000000
-0.46306574958
Short
ABS-MBS
USGA
US
N
2
2051-07-01
Fixed
0.03000000
N
N
N
N
N
N
THE MICHAELS COS INC
549300H9LWMBP7HYLR98
MICHAELS TERM 1LN 04/15/2028
59408UAB3
2710000.00000000
PA
USD
2719864.40000000
0.016767953249
Long
LON
CORP
US
N
2
2028-04-15
Variable
0.05000000
N
N
N
N
N
N
GERMANY FEDERAL REPUBLIC OF
529900AQBND3S6YJLY83
GERMANY FEDERAL REPUBLIC OF 0% 04/10/2026 REGS
N/A
55000000.00000000
PA
67076426.30000000
0.413525902383
Long
DBT
NUSS
DE
N
2
2026-04-10
Fixed
0.00000000
N
N
N
N
N
N
SYNAPTICS INC
549300AJ3LI4FWNRQX29
SYNAPTICS INC 4% 06/15/2029 144A
87157DAG4
3500000.00000000
PA
USD
3517500.00000000
0.021685373563
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.04000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC 5% 02/15/2029 144A
071734AM9
1195000.00000000
PA
USD
1114337.50000000
0.006869886272
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
0.05000000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 5/VAR PERP
48128BAF8
18675000.00000000
PA
USD
19738541.25000000
0.121688028602
Long
EP
CORP
US
N
2
N
N
N
UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC
N/A
UNITI GRP/UNITI HLD/CSL 7.875% 02/15/2025 144A
91327AAA0
9940000.00000000
PA
USD
10648225.00000000
0.065646264936
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.07875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.5% 10/31/2024
912828YM6
480000.00000000
PA
USD
495300.00000000
0.003053522537
Long
DBT
UST
US
N
2
2024-10-31
Fixed
0.01500000
N
N
N
N
N
N
NCL CORP LTD
UNZWILHE4KMRP9K2L524
NCL CORP LTD 5.875% 03/15/2026 144A
62886HBA8
6935000.00000000
PA
USD
7264412.50000000
0.044785074281
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
0.05875000
N
N
N
N
N
N
PG and E CORP
8YQ2GSDWYZXO2EDN3511
PG and E CORP 5% 07/01/2028
69331CAH1
13615000.00000000
PA
USD
13766398.80000000
0.084869794059
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.05000000
N
N
N
N
N
N
PDC ENERGY INC
5493008W8H2T511J5Y59
SRC ENERGY INC 6.25% 12/01/2025
78470VAC2
4370000.00000000
PA
USD
4522950.00000000
0.027883968830
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
0.06250000
N
N
N
N
N
N
VMED O2 UK FINANCING I
213800MRR46ECNGZ7L69
VMED O2 UK FINANCING I 4.75% 07/15/2031 144A
92858RAB6
7105000.00000000
PA
USD
7211575.00000000
0.044459331302
Long
DBT
CORP
GB
N
2
2031-07-15
Fixed
0.04750000
N
N
N
N
N
N
BLOOMIN BRANDS INC / OSI RESTAURANT PARTNERS LLC
N/A
BLOOMIN BRANDS INC / OSI RESTAURANT PARTNERS LLC 5.125% 04/15/2029 144A
094234AA9
2720000.00000000
PA
USD
2794800.00000000
0.017229930927
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.05125000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB INTERNATIONAL LTD 7% 05/01/2026 144A
44332PAD3
6980000.00000000
PA
USD
7238888.20000000
0.044627717072
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.07000000
N
N
N
N
N
N
SABLE INTL FINANCE LTD
2138009IE9A35LO5JS73
SABLE INTL FIN LTD 5.75% 09/07/2027 144A
785712AG5
12405000.00000000
PA
USD
13021528.50000000
0.080277671611
Long
DBT
CORP
KY
N
2
2027-09-07
Fixed
0.05750000
N
N
N
N
N
N
TRICER HOLDCO S.C.A.
N/A
TRICER HOLDCO S.C.A CLASS A3 PP
N/A
403760.00000000
NS
USD
448.62000000
0.000002765740
Long
EC
CORP
LU
Y
3
N
N
N
ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP
N/A
ICAHN ENTERPRISES LP/FIN CORP 6.75% 02/01/2024
451102BM8
6490000.00000000
PA
USD
6629080.70000000
0.040868256251
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
0.06750000
N
N
N
N
N
N
ZIGGO BV
213800TQASLF9JXH5J59
ZIGGO BV 5.5% 01/15/2027 144A
98954NAA7
14342000.00000000
PA
USD
14897752.50000000
0.091844585137
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
0.05500000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
SOUTHWESTERN ENERGY CO 7.75% 10/01/2027
845467AN9
7830000.00000000
PA
USD
8495471.70000000
0.052374549371
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
0.07750000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
CARNIVAL CORPORATION 7.625% 03/01/2026 144A
143658BL5
5040000.00000000
PA
USD
5474700.00000000
0.033751503809
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
0.07625000
N
N
N
N
N
N
PBF HLDG CO LLC / PBF FIN CORP
N/A
PBF HLDG CO LLC / PBF FIN CORP 6% 02/15/2028
69318FAJ7
15760000.00000000
PA
USD
10795600.00000000
0.066554831228
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.06000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER OPERATING MLP 6.25%/VAR PERP
29273VAH3
40712000.00000000
PA
USD
35928340.00000000
0.221498073752
Long
EP
CORP
US
N
2
N
N
N
BIDFAIR HOLDINGS INC
N/A
BIDFAIR HOLDINGS INC 5.875% 06/01/2029 144A
08884LAA5
4315000.00000000
PA
USD
4379725.00000000
0.027000987272
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.05875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.125% 10/31/2022
91282CAR2
55500000.00000000
PA
USD
55476152.21000000
0.342010258579
Long
DBT
UST
US
N
2
2022-10-31
Fixed
0.00125000
N
N
N
N
N
N
CF INDUSTRIES INC
5FVKT86LAD2F40NPC183
CF INDUSTRIES INC 4.95% 6/1/43
12527GAD5
29598000.00000000
PA
USD
34987499.82000000
0.215697797770
Long
DBT
CORP
US
N
2
2043-06-01
Fixed
0.04950000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.25% 07/31/2025
91282CAB7
35866000.00000000
PA
USD
35187908.44000000
0.216933316118
Long
DBT
UST
US
N
2
2025-07-31
Fixed
0.00250000
N
N
N
N
N
N
PORTLAND GENERAL ELECTRIC CO
GJOUP9M7C39GLSK9R870
PORTLAND GENERAL ELECTRIC CO
736508847
13962.00000000
NS
USD
643368.96000000
0.003966367089
Long
EC
CORP
US
N
1
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 6.375% 09/01/2028
674599EC5
6775000.00000000
PA
USD
7909812.50000000
0.048763962723
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
0.06375000
N
N
N
N
N
N
KLOECKNER PENTAPLAST OF AMERICA INC
5299004QDA11QZOG5N31
KLOECKNER PENTAPLAST TERM B 1LN 02/04/2026
49865NAT7
800000.00000000
PA
USD
804000.00000000
0.004956656814
Long
LON
CORP
US
N
2
2026-02-04
Variable
0.05250000
N
N
N
N
N
N
MURPHY OIL USA INC
N32S6DTR2ZZ5222WHV58
MURPHY OIL USA INC 4.75% 09/15/2029
626738AE8
4155000.00000000
PA
USD
4362750.00000000
0.026896336464
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
0.04750000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 1ML+24 03/25/2031
3137FYZC3
18900000.00000000
PA
USD
18913192.20000000
0.116599754979
Long
ABS-MBS
USGSE
US
N
2
2031-03-25
Variable
0.00259330
N
N
N
N
N
N
LIONS GATE CAPITAL HOLDINGS LLC
549300MWJHNLR35C0837
LIONS GATE CAPITAL HOLDINGS LLC 5.5% 04/15/2029 144A
53627NAE1
4420000.00000000
PA
USD
4646525.00000000
0.028645808215
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.05500000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
CLEVELAND-CLIFFS INC 5.875% 06/01/2027
185899AH4
11010000.00000000
PA
USD
11574262.50000000
0.071355282455
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.05875000
N
N
N
N
N
N
HERTZ CORP
549300PD0C69OJ0NLB27
HERTZ CORP 5.5% 10/15/2024 144A
428040CS6
6540000.00000000
PA
USD
6572700.00000000
0.040520669459
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
0.05500000
Y
Y
N
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Cash Central Fund
31635A105
870990710.04300000
NS
USD
871164908.19000000
5.370728207451
Long
STIV
RF
US
N
1
N
N
N
PDC ENERGY INC
5493008W8H2T511J5Y59
PDC ENERGY INC 6.125% 09/15/2024
69327RAG6
2480000.00000000
PA
USD
2536296.00000000
0.015636254791
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.06125000
N
N
N
N
N
N
ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP
N/A
ICAHN ENTERPRISES LP/FIN CORP 5.25% 05/15/2027
451102BZ9
17335000.00000000
PA
USD
17855050.00000000
0.110076312508
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.05250000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DAVITA INC 3.75% 02/15/2031 144A
23918KAT5
2075000.00000000
PA
USD
1992000.00000000
0.012280672107
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.03750000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
N/A
US 2YR NOTE (CBT) FUT SEP21 TUU1
N/A
976.00000000
NC
USD
-232451.40000000
-0.00143306196
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
N/A
Long
UST NOTES
UST NOTES 0% 06/30/2040
2021-09-30
215265076.40000000
USD
-232451.40000000
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 3.5% 04/15/2031
87264ABW4
5905000.00000000
PA
USD
6109017.75000000
0.037662070224
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
0.03500000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA 5.2% PERP
060505ED2
48090000.00000000
PA
USD
50025622.50000000
0.308407764511
Long
EP
CORP
US
N
2
N
N
N
FIRST QUANTUM MINERALS LTD
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS LTD 7.5% 04/01/2025 144A
335934AL9
12105000.00000000
PA
USD
12543806.25000000
0.077332515832
Long
DBT
CORP
CA
N
2
2025-04-01
Fixed
0.07500000
N
N
N
N
N
N
EXTERRAN ENERGY SOLUTIONS LP / EES FIN CORP
549300SUVC37AAD0DT62
EXTERRAN ENERGY SOLUTIONS LP / EES FIN CORP 8.125% 05/01/2025
30227KAE9
3270000.00000000
PA
USD
2893950.00000000
0.017841190284
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.08125000
N
N
N
N
N
N
ELAH HOLDINGS INC
549300QGHCFUEGYWKU13
ELAH HOLDINGS INC
28413L105
517.00000000
NS
USD
49373.50000000
0.000304387431
Long
EC
CORP
US
N
1
N
N
N
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
FX Forward: EUR/USD settle 2021-08-18
N/A
1.00000000
NC
N/A
-897874.89000000
-0.00553539513
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
33755266.05000000
USD
27683000.00000000
EUR
2021-08-18
-897874.89000000
N
N
N
BERRY GLOBAL GROUP INC
549300G6KKUMMXM8NH73
BERRY GLOBAL GROUP INC
08579W103
207500.00000000
NS
USD
13533150.00000000
0.083431816131
Long
EC
CORP
US
N
1
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
MOLINA HEALTHCARE INC 3.875% 11/15/2030 144A
60855RAK6
6345000.00000000
PA
USD
6606731.25000000
0.040730471980
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
0.03875000
N
N
N
N
N
N
CHS/CMNTY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/CMNTY HEALTH SYSTEMS INC 8% 03/15/2026 144A
12543DBC3
37390000.00000000
PA
USD
40287725.00000000
0.248373665005
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.08000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS HOLDINGS LLC
N/A
FRONTIER COMMUNICATIONS CORP 6.75% 05/01/2029 144A
35906ABG2
7510000.00000000
PA
USD
7985157.70000000
0.049228465583
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
0.06750000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 5.875% 09/01/2025
674599EB7
6775000.00000000
PA
USD
7537187.50000000
0.046466731075
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
0.05875000
N
N
N
N
N
N
CITGO PETROLEUM CORP
YX52P86PXMLYDOTUQ225
CITGO PETROLEUM CORP 6.375% 06/15/2026 144A
17302XAM8
4665000.00000000
PA
USD
4863262.50000000
0.029981994044
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.06375000
N
N
N
N
N
N
ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC
N/A
ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 4% 09/01/2029 144A
03969YAB4
6050000.00000000
PA
USD
5999028.75000000
0.036983988475
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
0.04000000
N
N
N
N
N
N
INTELLIGENT PACKAGING LTD FINCO INC / INTELLIGENT PACKAGING LTD CO-ISSUER LLC
N/A
INTELLIGENT PACKAGING LTD FINCO INC / INTELLIGENT PACKAGING LTD CO-ISSUER LLC 6% 09/15/2028 144A
45827MAA5
2570000.00000000
PA
USD
2672800.00000000
0.016477801410
Long
DBT
CORP
CA
N
2
2028-09-15
Fixed
0.06000000
N
N
N
N
N
N
CABLEVISION LIGHTPATH LLC
5493002ZVBLRLGES1R71
CABLEVISION LIGHTPATH LLC 5.625% 09/15/2028 144A
12687GAB5
2610000.00000000
PA
USD
2658285.00000000
0.016388316492
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
0.05625000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
ALTICE FRANCE SA 5.125% 07/15/2029 144A
02156LAF8
38465000.00000000
PA
USD
38653478.50000000
0.238298541808
Long
DBT
CORP
FR
N
2
2029-07-15
Fixed
0.05125000
N
N
N
N
N
N
NEON HOLDINGS INC
N/A
NEON HOLDINGS INC 10.125% 04/01/2026 144A
64051NAA1
8860000.00000000
PA
USD
9657400.00000000
0.059537832737
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.10125000
N
N
N
N
N
N
VIRGIN MEDIA FINANCE PLC
2138001LVYC87DDHT482
VIRGIN MEDIA FINANCE PLC 5% 07/15/2030 144A
92769VAJ8
14025000.00000000
PA
USD
14095125.00000000
0.086896389780
Long
DBT
CORP
GB
N
2
2030-07-15
Fixed
0.05000000
N
N
N
N
N
N
ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP
N/A
ICAHN ENTERPRISES LP/FIN CORP 6.375% 12/15/2025
451102BQ9
18820000.00000000
PA
USD
19360134.00000000
0.119355149405
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.06375000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 5.875%/VAR PERP
949746RN3
36775000.00000000
PA
USD
41184690.25000000
0.253903452218
Long
EP
CORP
US
N
2
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/EUR settle 2021-08-18
N/A
1.00000000
NC
N/A
4374614.82000000
0.026969483033
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
257883042.30000000
EUR
310460082.23000000
USD
2021-08-18
4374614.82000000
N
N
N
CVR ENERGY INC
529900SOYZIXZBTXB558
CVR ENERGY INC 5.25% 02/15/2025 144A
12662PAB4
9740000.00000000
PA
USD
9744967.40000000
0.060077685411
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.05250000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTB 6.125% 8/15/29
912810FJ2
3663000.00000000
PA
USD
5034907.97000000
0.031040187686
Long
DBT
UST
US
N
2
2029-08-15
Fixed
0.06125000
N
N
N
N
N
N
HUNTINGTON BANCSHARES INC
549300XTVCVV9I7B5T19
HUNTINGTON BANCSHARES INC 5.7%/VAR PERP
446150AL8
7660000.00000000
PA
USD
7947250.00000000
0.048994764763
Long
EP
CORP
US
N
2
N
N
N
FIRST QUANTUM MINERALS LTD
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS LTD 6.5% 03/01/2024 144A
335934AP0
6560000.00000000
PA
USD
6691200.00000000
0.041251221489
Long
DBT
CORP
CA
N
2
2024-03-01
Fixed
0.06500000
N
N
N
N
N
N
CHOICE HOTELS INTERNATIONAL INC
5493003CYRY5RFGTIR97
CHOICE HOTELS 5.75% 7/01/22
169905AE6
2690000.00000000
PA
USD
2803439.99000000
0.017283196431
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
0.05750000
N
N
N
N
N
N
SYNEOS HEALTH INC
549300F1ZGKDS8P6GU13
SYNEOS HEALTH INC 3.625% 01/15/2029 144A
87166BAA0
5025000.00000000
PA
USD
4974750.00000000
0.030669314040
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.03625000
N
N
N
N
N
N
ACURIS FINANCE US INC
213800PHEXJH1L7ZN896
ION ANALYTICS TERM 1 LN 02/16/2028
00510DAB0
602604.17000000
PA
USD
604110.68000000
0.003724339948
Long
LON
CORP
US
N
2
2028-02-16
Variable
0.04500000
N
N
N
N
N
N
INTELSAT JACKSON HLDGS S A
8XJ8KF85PBKK1TLMFN29
INTELSAT TERM DIP DD 1LN 07/13/2022
N/A
3214575.74000000
PA
USD
3232673.80000000
0.019929421169
Long
LON
CORP
LU
N
2
2022-07-13
Variable
0.06500000
N
N
N
N
N
N
DYNASTY ACQUISITION CO INC
549300L1RCRPOAUCB870
STANDARDAERO TERM B-1 04/08/2026
26812CAE6
1529136.58000000
PA
USD
1488354.51000000
0.009175699657
Long
LON
CORP
US
N
2
2026-04-08
Variable
0.03647250
N
N
N
N
N
N
GERMANY FEDERAL REPUBLIC OF
529900AQBND3S6YJLY83
GERMANY FEDERAL REPUBLIC OF 0% 09/16/2022 REGS
N/A
295110000.00000000
PA
352814978.14000000
2.175102942386
Long
DBT
NUSS
DE
N
2
2022-09-16
Fixed
0.00000000
N
N
N
N
N
N
FORUM ENERGY TECHNOLOGIES INC
549300SF93HLCR1REE27
FORUM ENERGY TECHNOLOGIES INC CONV STEP 08/04/2025
34984VAC4
2097678.00000000
PA
USD
2094583.76000000
0.012913100581
Long
DBT
CORP
US
N
2
2025-08-04
Variable
0.09000000
N
N
Y
N
N
FORUM ENERGY TECHNOLOGIES INC
FORUM ENERGY TECHNOLOGIES INC
USD
XXXX
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MTR CR CO LLC 3.375% 11/13/2025
345397B28
15970000.00000000
PA
USD
16560091.50000000
0.102092898486
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
0.03375000
N
N
N
N
N
N
KEHE DISTRS LLC / KEHE FIN CORP
N/A
KEHE DISTRS LLC / KEHE FIN CORP 8.625% 10/15/2026 144A
487526AB1
5292000.00000000
PA
USD
5783150.52000000
0.035653100043
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
0.08625000
N
N
N
N
N
N
NINE ENERGY SERVICE INC
549300KRLJCZBPZMKT65
NINE ENERGY SERVICE INC 8.75% 11/01/2023 144A
65441VAA9
3620000.00000000
PA
USD
1846200.00000000
0.011381815685
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
0.08750000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
N/A
US 5YR NOTE (CBT) FUT SEP21 FVU1
N/A
349.00000000
NC
USD
-65979.32000000
-0.00040676224
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
N/A
Long
UST NOTES
UST NOTES 0% 06/30/2040
2021-09-30
43142940.26000000
USD
-65979.32000000
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.25% 06/30/2028
91282CCH2
446970000.00000000
PA
USD
447668390.63000000
2.759873854579
Long
DBT
UST
US
N
2
2028-06-30
Fixed
0.01250000
N
N
N
N
N
N
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
FX Forward: USD/EUR settle 2021-08-18
N/A
1.00000000
NC
N/A
4238802.80000000
0.026132202467
N/A
DFE
CORP
GB
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
248797478.85000000
EUR
299540471.05000000
USD
2021-08-18
4238802.80000000
N
N
N
ROTECH HEALTHCARE INC
549300N0KGF3DQ2YCT10
ROTECH HEALTHCARE INC
778669200
129242.00000000
NS
USD
1345409.22000000
0.008294442510
Long
EC
CORP
US
N
3
N
N
N
MGIC INVESTMENT CORP
254900S8483WM4M98R28
MGIC INVESTMENT CORP WIS 5.25% 08/15/2028
552848AG8
4725000.00000000
PA
USD
5008500.00000000
0.030877382656
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
0.05250000
N
N
N
N
N
N
TRICER HOLDCO S.C.A.
N/A
TRICER HOLDCO S.C.A CLASS A6 PP
N/A
403760.00000000
NS
USD
448.62000000
0.000002765740
Long
EC
CORP
LU
Y
3
N
N
N
TESLA INC
54930043XZGB27CTOV49
TESLA INC 5.3% 08/15/2025 144A
88160RAE1
835000.00000000
PA
USD
863089.40000000
0.005320942731
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.05300000
N
N
N
N
N
N
CHAPARRAL ENERGY INC
V5IUQSDP5WPR92NJWH73
CHAPARRAL ENERGY INC SER A WT 10/01/24
15942R133
289.00000000
NS
USD
480.41000000
0.000002961725
Long
EC
CORP
US
N
3
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.5% 01/15/2022
9128285V8
136816000.00000000
PA
USD
138611710.00000000
0.854540642972
Long
DBT
UST
US
N
2
2022-01-15
Fixed
0.02500000
N
N
N
N
N
N
BARCLAYS PLC (UNGTD)
213800LBQA1Y9L22JB70
BARCLAYS PLC (UNGTD) 1.106%/VAR 12/2032 REGS
N/A
15045000.00000000
PA
17981746.41000000
0.110857395374
Long
DBT
CORP
GB
N
2
2032-05-12
Variable
0.01106000
N
N
N
N
N
N
PALO ALTO NETWORKS INC
549300QXR2YVZV231H43
PALO ALTO NETWORKS INC
697435105
36000.00000000
NS
USD
13357800.00000000
0.082350784076
Long
EC
CORP
US
N
1
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 08/01/2051 #TBA
21H032688
15250000.00000000
PA
USD
16026078.60000000
0.098800711073
Long
ABS-MBS
USGA
US
N
2
2051-08-01
Fixed
0.03500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.375% 01/31/2026
91282CBH3
13900000.00000000
PA
USD
13621457.07000000
0.083976228868
Long
DBT
UST
US
N
2
2026-01-31
Fixed
0.00375000
N
N
N
N
N
N
SHEA HOMES LTD PARTNERSHIP / SHEA HOMES FDG CORP
N/A
SHEA HOMES LTD PARTNERSHP/CORP 4.75% 04/01/2029 144A
82088KAG3
4830000.00000000
PA
USD
4959830.40000000
0.030577334765
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
0.04750000
N
N
N
N
N
N
FIRST QUANTUM MINERALS LTD
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS LTD 7.25% 04/01/2023 144A
335934AK1
1985000.00000000
PA
USD
2019737.50000000
0.012451673685
Long
DBT
CORP
CA
N
2
2023-04-01
Fixed
0.07250000
N
N
N
N
N
N
DCP MIDSTREAM LP
52990024YYS3MLGW0E91
DCP MIDSTREAM LP 7.375%/VAR PERP
23311PAA8
8965000.00000000
PA
USD
8785700.00000000
0.054163805691
Long
EP
CORP
US
N
2
N
N
N
WOLVERINE ESCROW LLC
N/A
WOLVERINE ESCROW LLC 9% 11/15/2026 144A
97789LAB2
13492000.00000000
PA
USD
13154700.00000000
0.081098673381
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
0.09000000
N
N
N
N
N
N
OEC FIN LTD
N/A
OEC FIN LTD PIK 4.375% 10/25/2029 144A
67614CAD2
3904777.00000000
PA
USD
433430.25000000
0.002672095774
Long
DBT
CORP
KY
N
2
2029-10-25
Fixed
0.04375000
N
N
Y
N
N
N
SCRIPPS ESCROW II INC
N/A
SCRIPPS ESCROW II INC 3.875% 01/15/2029 144A
81105DAA3
1655000.00000000
PA
USD
1641809.65000000
0.010121749987
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.03875000
N
N
N
N
N
N
HERTZ CORP
549300PD0C69OJ0NLB27
HERTZ CORP 6.25% 10/15/2022
428040CN7
6775000.00000000
PA
USD
6808875.00000000
0.041976687398
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
0.06250000
Y
Y
N
N
N
N
ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP
N/A
ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP 4.625% 06/01/2028 144A
049362AA4
6871000.00000000
PA
USD
6895804.31000000
0.042512606250
Long
DBT
CORP
LU
N
2
2028-06-01
Fixed
0.04625000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
FX Forward: EUR/USD settle 2021-08-18
N/A
1.00000000
NC
N/A
-560811.01000000
-0.00345739765
N/A
DFE
CORP
CA
N
2
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
28252744.44000000
USD
23331000.00000000
EUR
2021-08-18
-560811.01000000
N
N
N
CAESARS ENTERTAINMENT INC
5299000BKFWWVND5L441
CAESARS ENTERTAINMENT INC 6.25% 07/01/2025 144A
28470RAH5
25535000.00000000
PA
USD
27067100.00000000
0.166868564260
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.06250000
N
N
N
N
N
N
SOUTHERN NAT GAS CO LLC
N/A
SOUTHRN NAT GAS CO 7.35% 02/15/2031
843452AY9
14890000.00000000
PA
USD
19953078.42000000
0.123010649405
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.07350000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 4.4% 08/15/2049
674599CY9
14725000.00000000
PA
USD
14136000.00000000
0.087148383993
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
0.04400000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM INC 4.625% 01/15/2029 144A
893647BM8
9290000.00000000
PA
USD
9293251.50000000
0.057292858677
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.04625000
N
N
N
N
N
N
TRINET GROUP INC
5299003FJVBETSFKE990
TRINET GROUP INC 3.5% 03/01/2029 144A
896288AA5
4545000.00000000
PA
USD
4481370.00000000
0.027627628294
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.03500000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
SPRINGLEAF FINANCE CORP 5.375% 11/15/2029
85172FAR0
5560000.00000000
PA
USD
6047834.40000000
0.037284875114
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.05375000
N
N
N
N
N
N
PBF LOGISTICS LP/PBF LOGISTICS FIN CORP
N/A
PBF LOGISTICS LP/PBF LOGISTICS FIN CORP 6.875% 05/15/2023
69318UAB1
6110000.00000000
PA
USD
6003075.00000000
0.037008933590
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
0.06875000
N
N
N
N
N
N
ENDEAVOR ENERGY RES L P / EER FIN INC
N/A
ENDEAVOR ENERGY RES L P / EER FIN INC 5.75% 01/30/2028 144A
29260FAE0
10149000.00000000
PA
USD
10821371.25000000
0.066713710882
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
0.05750000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC 3.375% 02/15/2029 144A
629377CQ3
3080000.00000000
PA
USD
3014611.60000000
0.018585068570
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.03375000
N
N
N
N
N
N
TRIVIUM PACKAGING FINANCE BV
724500GMZWW3PVYET548
TRIVIUM PACKAGING FINANCE BV 5.5% 08/15/2026 144A
89686QAA4
4195000.00000000
PA
USD
4407686.50000000
0.027173369809
Long
DBT
CORP
NL
N
2
2026-08-15
Fixed
0.05500000
N
N
N
N
N
N
CROCS INC
549300B0J6YCXD63OG72
CROCS INC 4.25% 03/15/2029 144A
227046AA7
4325000.00000000
PA
USD
4411500.00000000
0.027196880021
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.04250000
N
N
N
N
N
N
EP ENERGY CORP
549300Z6HPQS1H5IYQ07
EP ENERGY CORP
N/A
611545.00000000
NS
USD
32210075.15000000
0.198574985684
Long
EC
CORP
US
N
3
N
N
N
MGM RESORTS INTERNATIONAL
54930066VBP7DZEGGJ87
MGM RESORTS INTERNATIONAL 4.75% 10/15/2028
552953CH2
6740000.00000000
PA
USD
7161250.00000000
0.044149077877
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.04750000
N
N
N
N
N
N
ARCOSA INC
549300WFHLTCZV7D6V29
ARCOSA INC 4.375% 04/15/2029 144A
039653AA8
4130000.00000000
PA
USD
4202275.00000000
0.025907008725
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.04375000
N
N
N
N
N
N
MELCO RESORTS FIN LTD
529900NRV6LBR3T6B421
MELCO RESORTS FIN LTD 5.25% 04/26/2026 144A
58547DAB5
7345000.00000000
PA
USD
7605747.50000000
0.046889403203
Long
DBT
CORP
KY
N
2
2026-04-26
Fixed
0.05250000
N
N
N
N
N
N
CLARIVATE SCIENCE HLDGS CORP
N/A
CLARIVATE SCIENCE HLDGS CORP 4.875% 06/30/2029 144A
18064PAB5
4755000.00000000
PA
USD
4879818.75000000
0.030084063259
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
0.04875000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING LP
549300Y6CTBSE0QIPL28
DCP MIDSTREAM LLC 5.85%/VAR 05/21/2043 144A
23311RAH9
10780000.00000000
PA
USD
9971500.00000000
0.061474257993
Long
DBT
CORP
US
N
2
2043-05-21
Variable
0.05850000
N
N
N
N
N
N
LSB INDUSTRIES INC
5493001H215A0HG0MI71
LSB INDUSTRIES INC 9.625% 05/01/2023 144A
502160AM6
3600000.00000000
PA
USD
3689847.00000000
0.022747892135
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
0.09625000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN
N/A
TARGA RES P LP/TARGA RES P FIN 4.875% 02/01/2031 144A
87612BBR2
6345000.00000000
PA
USD
6868462.50000000
0.042344044099
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
0.04875000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 5%/VAR PERP
172967MG3
36455000.00000000
PA
USD
38153803.00000000
0.235218044330
Long
EP
CORP
US
N
2
N
N
N
ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC
N/A
ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 4.625% 01/15/2027 144A
013092AC5
13797000.00000000
PA
USD
14430972.15000000
0.088966886129
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.04625000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT VAR 03/25/2031
3137FYUT1
16500000.00000000
PA
USD
16511490.60000000
0.101793274130
Long
ABS-MBS
USGSE
US
N
2
2031-03-25
Variable
0.00259330
N
N
N
N
N
N
CCO HLDGS LLC/CCO HLDGS CAP CORP
N/A
CCO HLDGS LLC/CAP CORP 4.75% 03/01/2030 144A
1248EPCD3
51010000.00000000
PA
USD
53943075.00000000
0.332558843653
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.04750000
N
N
N
N
N
N
SUMMIT MATLS LLC / SUMMIT MATLS FIN CORP
N/A
SUMMIT MATLS LLC / FIN CORP 5.125% 06/01/2025 144A
86614RAL1
3060000.00000000
PA
USD
3084556.50000000
0.019016278601
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.05125000
N
N
N
N
N
N
VS BUYER LLC
N/A
VEEAM SOFTWARE TERM B 1LN 02/28/2027
91834WAC4
1293625.00000000
PA
USD
1287971.86000000
0.007940341413
Long
LON
CORP
US
N
2
2027-02-28
Variable
0.03104250
N
N
N
N
N
N
YUM BRANDS INC
549300JE8XHZZ7OHN517
YUM BRANDS INC 4.625% 01/31/2032
988498AP6
5905000.00000000
PA
USD
6200250.00000000
0.038224516684
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
0.04625000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP 4.625% 09/01/2024 144A
88033GDC1
7305000.00000000
PA
USD
7497559.80000000
0.046222426461
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.04625000
N
N
N
N
N
N
CVR ENERGY INC
529900SOYZIXZBTXB558
CVR ENERGY INC 5.75% 02/15/2028 144A
12662PAD0
24505000.00000000
PA
USD
24693688.50000000
0.152236491766
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.05750000
N
N
N
N
N
N
EXIDE TECHNOLOGIES
549300KITCGPNNNXQP63
EXIDE TECHNOLOGIES PFD (DUMMY)
N/A
624.00000000
NS
USD
580788.00000000
0.003580555718
Long
EP
CORP
US
N
3
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: EUR/USD settle 2021-08-18
N/A
1.00000000
NC
N/A
-62008.93000000
-0.00038228480
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
15774400.80000000
USD
13238000.00000000
EUR
2021-08-18
-62008.93000000
N
N
N
CHARLES RIVER LABORATORIES INTERNATIONAL INC
549300BSQ0R4UZ5KX287
CHARLES RIVER LABS INTL INC 4.25% 05/01/2028 144A
159864AE7
2045000.00000000
PA
USD
2114018.75000000
0.013032917218
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
0.04250000
N
N
N
N
N
N
WHITING PETROLEUM CORP
52990028CHK9KUB1B293
WHITING PETROLEUM CORP NEW
966387508
77283.00000000
NS
USD
4215787.65000000
0.025990314159
Long
EC
CORP
US
N
1
N
N
N
1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC
N/A
1011778 BC ULC/NEW RED FIN INC 3.875% 01/15/2028 144A
68245XAH2
5685000.00000000
PA
USD
5756062.50000000
0.035486102507
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
0.03875000
N
N
N
N
N
N
ZAYO GROUP HLDGS INC
529900Z6OTS7RT0V0I47
ZAYO TERM 1LN 03/09/2027
98919XAB7
4347052.63000000
PA
USD
4298496.05000000
0.026500211117
Long
LON
CORP
US
N
2
2027-03-09
Variable
0.03092500
N
N
N
N
N
N
JBS USA FOOD CO
549300O7SUM086E3RD66
JBS INVESTMENTS II GMBH 7% 01/15/2026 144A
46650CAA7
6745000.00000000
PA
USD
7149700.00000000
0.044077872173
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.07000000
N
N
N
N
N
N
CDW CORP
9845001B052ABF0B6755
CDW CORPORATION
12514G108
51000.00000000
NS
USD
8907150.00000000
0.054912544460
Long
EC
CORP
US
N
1
N
N
N
TRICER HOLDCO S.C.A.
N/A
TRICER HOLDCO S.C.A CLASS A5 PP
N/A
403760.00000000
NS
USD
448.62000000
0.000002765740
Long
EC
CORP
LU
Y
3
N
N
N
MIDAS INTER HOLDCO II LLC
549300O5UULN1EULDF23
SERVICE KING TERM B 1LN 12/16/2025
59562TAN2
503737.50000000
PA
USD
490514.39000000
0.003024019270
Long
LON
CORP
US
N
2
2025-12-16
Variable
0.07500000
N
N
N
N
N
N
CF INDUSTRIES INC
5FVKT86LAD2F40NPC183
CF INDUSTRIES INC 5.375% 03/15/2044
12527GAE3
22914000.00000000
PA
USD
28395028.80000000
0.175055240051
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
0.05375000
N
N
N
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
JPSW SWAP PAY 1.57125 09/05/24
N/A
19800000.00000000
NC
USD
576393.44000000
0.003553463273
N/A
DIR
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
Call
Purchased
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
JPSW FSWP IRS 9/29 1.57125V3ML
N/A
N/A
NC
USD
N/A
N/A
DIR
CORP
US
2029-09-09
0.00000000
USD
0.00000000
USD
19800000.00000000
USD
1.00000000
1.57125000
USD
2024-09-05
XXXX
7762.19000000
N
N
N
CHENIERE ENERGY INC
MIHC87W9WTYSYZWV1J40
CHENIERE ENERGY INC 4.625% 10/15/2028 144A
16411RAJ8
13395000.00000000
PA
USD
14131725.00000000
0.087122028635
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.04625000
N
N
N
N
N
N
ALLISON TRANSMISSION INC
MWKQ3I0U1GXP2YDSZW75
ALLISON TRANSMISSION INC 5.875% 06/01/2029 144A
019736AF4
4830000.00000000
PA
USD
5288850.00000000
0.032605739295
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.05875000
N
N
N
N
N
N
EXIDE TECHNOLOGIES
549300KITCGPNNNXQP63
EXIDE TECHNOLOGIES (PAR SHARE)
302051404
418807.00000000
NS
USD
4.19000000
0.000000025831
Long
EC
CORP
US
N
3
N
N
N
CHS/CMNTY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/CMNTY HEALTH SYSTEMS INC 6.625% 02/15/2025 144A
12543DBF6
7415000.00000000
PA
USD
7841288.35000000
0.048341511610
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.06625000
N
N
N
N
N
N
NCR CORPORATION NEW
549300YKTY8JX1DV2R67
NCR CORPORATION NEW 8.125% 04/15/2025 144A
62886EAX6
2910000.00000000
PA
USD
3182085.00000000
0.019617541417
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.08125000
N
N
N
N
N
N
VIDEOTRON LTD
549300BBCGA0CYX8IL74
VIDEOTRON LTD / VIDEOTRON LTEE 5.125% 04/15/2027 144A
92660FAK0
7325000.00000000
PA
USD
7654625.00000000
0.047190732797
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
0.05125000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
SOUTHWESTERN ENERGY CO 7.5% 04/01/2026
845467AM1
12420000.00000000
PA
USD
13149675.00000000
0.081067694276
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.07500000
N
N
N
N
N
N
ALLISON TRANSMISSION HLDGS INC
529900RP7DJ882LI9T83
ALLISON TRANSMISSION HLDGS INC
01973R101
126600.00000000
NS
USD
5031084.00000000
0.031016612926
Long
EC
CORP
US
N
1
N
N
N
CONSOLIDATED ENERGY FINANCE SA
549300PUNIS0USNSL750
CONSOLIDATED ENERGY FINANCE SA 6.5% 05/15/2026 144A
20914UAE6
31160000.00000000
PA
USD
31965797.60000000
0.197069015556
Long
DBT
CORP
LU
N
2
2026-05-15
Fixed
0.06500000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP 8% 06/15/2027
165167CZ8
1240000.00000000
PA
USD
0.12000000
0.000000000739
Long
DBT
CORP
US
N
3
2027-06-15
Fixed
0.08000000
Y
Y
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
VIKING CRUISES LTD 13% 05/15/2025 144A
92676XAE7
5740000.00000000
PA
USD
6752765.60000000
0.041630773169
Long
DBT
CORP
BM
N
2
2025-05-15
Fixed
0.13000000
N
N
N
N
N
N
UKRAINE CABINET OF MINISTERS
6354001WLTJXOMEXPY07
UKRAINE CABINET OF MINISTERS 1.471% 09/29/2021
903724BL5
6753000.00000000
PA
USD
6774238.19000000
0.041763151601
Long
DBT
NUSS
UA
N
2
2021-09-29
Fixed
0.01471000
N
N
N
N
N
N
ALGOMA STEEL GP
N/A
ALGOMA STEEL GP
N/A
151792.00000000
NS
USD
1517.92000000
0.000009357970
Long
EC
CORP
LU
N
3
N
N
N
ANGI GROUP LLC
N/A
ANGI HOMESERVICES INC 3.875% 08/15/2028 144A
001846AA2
3385000.00000000
PA
USD
3363843.75000000
0.020738083391
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
0.03875000
N
N
N
N
N
N
ROLLS-ROYCE PLC
X57JK1U580XATGR67572
ROLLS-ROYCE PLC 5.75% 10/15/2027 144A
77578JAC2
6560000.00000000
PA
USD
7225774.40000000
0.044546870547
Long
DBT
CORP
GB
N
2
2027-10-15
Fixed
0.05750000
N
N
N
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: EUR/USD settle 2021-08-18
N/A
1.00000000
NC
N/A
-443867.68000000
-0.00273644248
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
16144390.39000000
USD
13228000.00000000
EUR
2021-08-18
-443867.68000000
N
N
N
CCO HLDGS LLC/CCO HLDGS CAP CORP
N/A
CCO HLDGS LLC/CAP CORP 4.5% 05/01/2032
1248EPCN1
6745000.00000000
PA
USD
6989506.25000000
0.043090278338
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
0.04500000
N
N
N
N
N
N
CPI HOLDCO LLC
549300TMNYXLWYDEPJ03
COLE-PARMER TERM B-1 1LN 11/04/2026
12594WAK2
356400.00000000
PA
USD
356592.46000000
0.002198391103
Long
LON
CORP
US
N
2
2026-11-04
Variable
0.03842500
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
GLOBAL PAYMENTS INC
37940X102
102700.00000000
NS
USD
19260358.00000000
0.118740030760
Long
EC
CORP
US
N
1
N
N
N
NEW FORTRESS ENERGY INC
N/A
NEW FORTRESS ENERGY INC 6.75% 09/15/2025 144A
644393AA8
27005000.00000000
PA
USD
27646368.75000000
0.170439753809
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.06750000
N
N
N
N
N
N
JBS USA LLC / JBS USA FIN INC
N/A
JBS USA LLC / JBS USA FIN INC 6.75% 02/15/2028 144A
472141AA8
10725000.00000000
PA
USD
11784093.75000000
0.072648891280
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.06750000
N
N
N
N
N
N
SERVICE CORP INTERNATIONAL INC
549300RKVM2ME20JHZ15
SERVICE CORP INTERNATIONAL INC 4% 05/15/2031
817565CG7
5750000.00000000
PA
USD
5868881.25000000
0.036181629653
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
0.04000000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
CLEVELAND-CLIFFS INC 4.875% 03/01/2031 144A
185899AL5
4615000.00000000
PA
USD
4845750.00000000
0.029874029551
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
0.04875000
N
N
N
N
N
N
MPT OPER PARTNERSHIP LP / MPT FIN CORP
N/A
MPT OPER PARTNERSHIP LP/CORP 3.5% 03/15/2031
55342UAM6
6700000.00000000
PA
USD
6766933.00000000
0.041718115134
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
0.03500000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK LTD
F8SB4JFBSYQFRQEH3Z21
FX Forward: USD/AUD settle 2021-08-18
N/A
1.00000000
NC
N/A
731710.89000000
0.004510994737
N/A
DFE
CORP
AU
N
2
NATIONAL AUSTRALIA BANK LTD
F8SB4JFBSYQFRQEH3Z21
33690000.00000000
AUD
26003023.45000000
USD
2021-08-18
731710.89000000
N
N
N
MGM GROWTH PPTYS OPER PARTNERSHIP LP / MGP FIN CO-ISSUER INC
N/A
MGM GROWTH PPTYS OPER PARTNERSHIP LP / MGP FIN CO-ISSUER INC 3.875% 02/15/2029 144A
55303XAL9
6695000.00000000
PA
USD
6799241.15000000
0.041917294751
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.03875000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HLDGS INC 5.5% 12/15/2029 144A
737446AP9
9145000.00000000
PA
USD
9796581.25000000
0.060395884592
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
0.05500000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC 6.5% 02/01/2029 144A
126307AZ0
15380000.00000000
PA
USD
17034888.00000000
0.105020017028
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.06500000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC
595112103
112500.00000000
NS
USD
9560250.00000000
0.058938903372
Long
EC
CORP
US
N
1
N
N
N
EXIDE TECHNOLOGIES
549300KITCGPNNNXQP63
EXIDE TECHNOLOGIES ESCROW 11% 10/31/2024 144A
302051BC0
632320.00000000
PA
USD
284544.00000000
0.001754212632
Long
DBT
CORP
US
N
3
2024-10-31
Variable
0.11000000
Y
Y
N
N
N
N
COMSTOCK RESOURCES INC
I03QQGEA4SS774AURI46
COMSTOCK RESOURCES INC 5.875% 01/15/2030 144A
205768AT1
11860000.00000000
PA
USD
12097200.00000000
0.074579190071
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.05875000
N
N
N
N
N
N
INGEVITY CORP
5493009UTFC4B5IMGF87
INGEVITY CORP 3.875% 11/01/2028 144A
45688CAB3
6715000.00000000
PA
USD
6664637.50000000
0.041087463782
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.03875000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 2.5% 08/01/2051 #TBA
01F022683
6650000.00000000
PA
USD
6865084.94000000
0.042323221455
Long
ABS-MBS
USGA
US
N
2
2051-08-01
Fixed
0.02500000
N
N
N
N
N
N
Fidelity Central Investment Portfolios II LLC
0VPAEPVECBYQ0ULYZJ60
Fidelity Mortgage Backed Securities Central Fund
31606V724
194.10100000
NS
USD
21446.22000000
0.000132215861
Long
EC
RF
US
N
1
N
N
N
OEC FIN LTD
N/A
OEC FIN LTD PIK 7.5% PERP 144A
67614CAG5
1027237.00000000
PA
USD
114023.31000000
0.000702953254
Long
EP
CORP
KY
N
2
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
IRON MTN INC 5% 07/15/2028 144A
46284VAG6
6370000.00000000
PA
USD
6611741.50000000
0.040761360151
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.05000000
N
N
N
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Securities Lending Cash Central Fund
31635A303
160176833.57100000
NS
USD
160192851.25000000
0.987588293275
Long
STIV
RF
US
N
1
N
N
COMPASS MINERALS INTL INC
2549008X9G8XP7YJGC47
COMPASS MINERALS INTL INC 6.75% 12/01/2027 144A
20451NAG6
9315000.00000000
PA
USD
10013625.00000000
0.061733958451
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
0.06750000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.0% 05/15/2045
912810RM2
20100000.00000000
PA
USD
23703867.29000000
0.146134247928
Long
DBT
UST
US
N
2
2045-05-15
Fixed
0.03000000
N
N
N
N
N
N
ACURIS FIN US/ACURIS FIN
N/A
ACURIS FIN US/ACURIS FIN 5% 05/01/2028 144A
00511BAA5
4315000.00000000
PA
USD
4301450.90000000
0.026518427756
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
0.05000000
N
N
N
N
N
N
CENTENE CORP DEL
549300Z7JJ4TQSQGT333
CENTENE CORP 4.625% 12/15/2029
15135BAT8
23795000.00000000
PA
USD
26169027.15000000
0.161331948698
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
0.04625000
N
N
N
N
N
N
TRI POINTE HOMES INC
N/A
TRI POINTE GROUP INC 5.7% 06/15/2028
87265HAG4
8715000.00000000
PA
USD
9608287.50000000
0.059235054369
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.05700000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 5%/VAR PERP V
48127FAA1
30810000.00000000
PA
USD
30887025.00000000
0.190418386751
Long
EP
CORP
US
N
2
N
N
N
SUMMIT MATLS LLC / SUMMIT MATLS FIN CORP
N/A
SUMMIT MATLS LLC / FIN CORP 5.25% 01/15/2029 144A
86614RAN7
6525000.00000000
PA
USD
6932355.75000000
0.042737945732
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.05250000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
FX Forward: USD/EUR settle 2021-08-18
N/A
1.00000000
NC
N/A
4240295.59000000
0.026141405512
N/A
DFE
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
248797478.85000000
EUR
299541963.84000000
USD
2021-08-18
4240295.59000000
N
N
N
NEXSTAR BROADCASTING INC
5493006PK6I4I2OOT688
NEXSTAR BROADCASTING INC 4.75% 11/01/2028 144A
65336YAN3
13395000.00000000
PA
USD
13763362.50000000
0.084851075282
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.04750000
N
N
N
N
N
N
PBF HLDG CO LLC / PBF FIN CORP
N/A
PBF HLDG CO LLC / PBF FIN CORP 7.25% 06/15/2025
69318FAG3
13580000.00000000
PA
USD
10320800.00000000
0.063627691109
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.07250000
N
N
N
N
N
N
CLEARWAY ENERGY OPERATING LLC
549300Z3NFMM54NWBB87
CLEARWAY ENERGY OPER LLC 4.75% 03/15/2028 144A
18539UAC9
4055000.00000000
PA
USD
4252681.25000000
0.026217763057
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.04750000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
SPRINGLEAF FIN CRP MED TRM NTS 6.625% 01/15/2028
85172FAQ2
4415000.00000000
PA
USD
5061179.40000000
0.031202150948
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.06625000
N
N
N
N
N
N
ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP
N/A
ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP 6% 06/01/2029 144A
019576AC1
3180000.00000000
PA
USD
3223852.20000000
0.019875036040
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.06000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC 7.5% 04/01/2028 144A
126307AY3
8475000.00000000
PA
USD
9301312.50000000
0.057342554710
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
0.07500000
N
N
N
N
N
N
UKG INC
N/A
ULTIMATE SOFTWARE GROUP INC TERM 2LN 05/03/2027
90385KAF8
1430000.00000000
PA
USD
1452636.90000000
0.008955500733
Long
LON
CORP
US
N
2
2027-05-03
Variable
0.07500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
USTN 1.625% 11/15/22
912828TY6
14901000.00000000
PA
USD
15201348.28000000
0.093716251918
Long
DBT
UST
US
N
2
2022-11-15
Fixed
0.01625000
N
N
N
N
N
N
JONAH ENERGY LLC / JONAH ENERGY FINANCE CORP
N/A
JONAH ENERGY LLC / JONAH ENERGY FINANCE CORP
N/A
183159.00000000
NS
USD
8573672.79000000
0.052856658781
Long
EC
CORP
US
N
3
N
N
N
SECURUS TECHNOLOGIES HOLDINGS INC
549300EBCNNXVCJ2FW66
SECURUS TECHNOLOGIES TERM B 1LN 11/01/2024
78410QAB8
4246992.29000000
PA
USD
3973613.40000000
0.024497310867
Long
LON
CORP
US
N
2
2024-11-01
Variable
0.05500000
N
N
N
N
N
N
ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER
N/A
ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 4.25% 10/15/2027 144A
01883LAB9
6740000.00000000
PA
USD
6841032.60000000
0.042174938874
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.04250000
N
N
N
N
N
N
NEXSTAR BROADCASTING INC
5493006PK6I4I2OOT688
NEXSTAR ESCROW INC 5.625% 07/15/2027 144A
65343HAA9
14270000.00000000
PA
USD
15126200.00000000
0.093252963070
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.05625000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
SPRINGLEAF FIN CRP MED TRM NTS 6.875% 03/15/2025
85172FAM1
30605000.00000000
PA
USD
34540803.00000000
0.212943913644
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
0.06875000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
MASTERCARD INC CL A
57636Q104
38400.00000000
NS
USD
14019456.00000000
0.086429890695
Long
EC
CORP
US
N
1
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC 5% 08/01/2027 144A
82967NBA5
8740000.00000000
PA
USD
9157335.00000000
0.056454933993
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
0.05000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 06/30/2025
912828XZ8
197000.00000000
PA
USD
213060.12000000
0.001313514795
Long
DBT
UST
US
N
2
2025-06-30
Fixed
0.02750000
N
N
N
N
N
N
ASGN INC
LZBNYYCBUKY537072438
ASGN INC 4.625% 05/15/2028 144A
00191UAA0
5670000.00000000
PA
USD
5939154.90000000
0.036614866427
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
0.04625000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC 7.125% 06/15/2026 144A
097751BV2
5695000.00000000
PA
USD
5937037.50000000
0.036601812665
Long
DBT
CORP
CA
N
2
2026-06-15
Fixed
0.07125000
N
N
N
N
N
N
UNITED KINGDOM,G.B. and N.IRELAND
ECTRVYYCEF89VWYS6K36
UNITED KINGDOM G.B. and N.IRELAND 0.625% 10/22/2050 REGS
N/A
49000000.00000000
PA
57594389.41000000
0.355069182524
Long
DBT
NUSS
GB
N
2
2050-10-22
Fixed
0.00625000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
ALTICE FRANCE SA 5.5% 01/15/2028 144A
02156LAC5
13345000.00000000
PA
USD
13848106.50000000
0.085373521706
Long
DBT
CORP
FR
N
2
2028-01-15
Fixed
0.05500000
N
N
N
N
N
N
CITGO HLDG INC
549300NYHOALWZ2BSL72
CITGO HOLDING TERM B 1LN 08/01/2023
17304YAD4
835125.00000000
PA
USD
827608.88000000
0.005102205466
Long
LON
CORP
US
N
2
2023-08-01
Variable
0.08000000
N
N
N
N
N
N
TREEHOUSE FOODS INC
5493007M7EVHE470Q576
TREEHOUSE FOODS INC 4% 09/01/2028
89469AAD6
2250000.00000000
PA
USD
2233125.00000000
0.013767206777
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
0.04000000
N
N
N
N
N
N
MESQUITE ENERGY INC
549300SB0HTIM17TVR61
SANCHEZ TERM 1LN DIP 12/31/2049
N/A
3422530.60000000
PA
USD
0.34000000
0.000000002096
Long
LON
CORP
US
N
3
2049-12-31
Variable
0.00000000
Y
Y
N
N
N
N
XPO LOGISTICS INC
54930096DB9LCLPN7H13
XPO LOGISTICS INC
983793100
83900.00000000
NS
USD
11736771.00000000
0.072357146714
Long
EC
CORP
US
N
1
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
FX Forward: USD/EUR settle 2021-08-18
N/A
1.00000000
NC
N/A
136124.23000000
0.000839205338
N/A
DFE
CORP
CA
N
2
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
4299000.00000000
EUR
5238675.42000000
USD
2021-08-18
136124.23000000
N
N
N
TRONOX INC
549300EPZ4YXC7E5P181
TRONOX INC 6.5% 05/01/2025 144A
897051AB4
5410000.00000000
PA
USD
5725348.90000000
0.035296753284
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.06500000
N
N
N
N
N
N
NEW COTAI LLC
N/A
NEW COTAI LLC 1LN EXIT TERM 09/09/2025
N/A
651784.90000000
PA
USD
651784.90000000
0.004018251326
Long
LON
CORP
US
N
3
2025-09-09
Variable
0.14000000
N
N
N
N
N
N
RP ESCROW ISSUER LLC
N/A
RP ESCROW ISSUER LLC 5.25% 12/15/2025 144A
74969PAA6
6200000.00000000
PA
USD
6471250.00000000
0.039895230611
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.05250000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
IRON MTN INC NEW 4.875% 09/15/2029 144A
46284VAF8
14590000.00000000
PA
USD
15059798.00000000
0.092843595003
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
0.04875000
N
N
N
N
N
N
ION TRADING TECHNOLOGIES SARL
5493009ZVXOKZLQ6QJ12
ION TRADING TECHNOLOGIES SARL 5.75% 05/15/2028 144A
46205YAA9
5780000.00000000
PA
USD
6000998.30000000
0.036996130743
Long
DBT
CORP
LU
N
2
2028-05-15
Fixed
0.05750000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC 5% 11/15/2031 144A
126307BK2
4330000.00000000
PA
USD
4350784.00000000
0.026822566122
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
0.05000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT CORP 3.9% 10/01/2027
26884LAF6
15848000.00000000
PA
USD
16977170.00000000
0.104664185786
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
0.03900000
N
N
N
N
N
N
HILTON DOMESTIC OPERATING CO INC
5493003EG7H0N1E4XV50
HILTON DOMESTIC OPERATING CO INC 4.875% 01/15/2030
432833AF8
11025000.00000000
PA
USD
11769187.50000000
0.072556994308
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.04875000
N
N
N
N
N
N
NCL CORP LTD
UNZWILHE4KMRP9K2L524
NCL CORP LTD 12.25% 05/15/2024 144A
62886HAR2
9110000.00000000
PA
USD
11002147.00000000
0.067828192664
Long
DBT
CORP
BM
N
2
2024-05-15
Fixed
0.12250000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
SOUTHWESTERN ENERGY CO 4.95%/VAR 01/23/2025
845467AL3
1095000.00000000
PA
USD
1212165.00000000
0.007472992422
Long
DBT
CORP
US
N
2
2025-01-23
Variable
0.06450000
N
N
N
N
N
N
PACIFIC GAS and ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS and ELECTRIC CO 4.55% 07/01/2030
694308JM0
49355000.00000000
PA
USD
52788099.25000000
0.325438422730
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
0.04550000
N
N
N
N
N
N
ASSUREDPARTNERS INC
549300HNDSDQWQ3L2P80
ASSUREDPARTNERS INC 7% 08/15/2025 144A
04624VAA7
2930000.00000000
PA
USD
2992262.50000000
0.018447286457
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.07000000
N
N
N
N
N
N
CLARIVATE SCIENCE HLDGS CORP
N/A
CLARIVATE SCIENCE HLDGS CORP 3.875% 06/30/2028 144A
18064PAA7
5025000.00000000
PA
USD
5070777.75000000
0.031261324738
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
0.03875000
N
N
N
N
N
N
MPT OPER PARTNERSHIP LP / MPT FIN CORP
N/A
MPT OPER PARTNERSHIP LP/CORP 4.625% 08/01/2029
55342UAJ3
10950000.00000000
PA
USD
11721537.00000000
0.072263229164
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
0.04625000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
MOLINA HEALTHCARE INC 4.375% 06/15/2028 144A
60855RAJ9
4690000.00000000
PA
USD
4889325.00000000
0.030142669253
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.04375000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 5%/VAR PERP
38148BAD0
50754000.00000000
PA
USD
51388425.00000000
0.316809436524
Long
EP
CORP
US
N
2
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MTR CR CO LLC 5.113% 05/03/2029
345397ZR7
6160000.00000000
PA
USD
6895996.80000000
0.042513792950
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
0.05113000
N
N
N
N
N
N
L BRANDS INC
GR3KVMWVCR54YWQNXU90
L BRANDS INC 6.625% 10/01/2030 144A
501797AW4
3355000.00000000
PA
USD
3883412.50000000
0.023941222676
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
0.06625000
N
N
N
N
N
N
ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP
N/A
ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.75% 01/15/2028 144A
03690AAF3
10640000.00000000
PA
USD
11196152.80000000
0.069024237653
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.05750000
N
N
N
N
N
N
LCPR SENIOR SECURED FINANCING DAC
549300LE5FM8IKMXSP90
LCPR SENIOR SECURED FINANCING DESIGNATED ACTIVITY COMPANY 5.125% 07/15/2029 144A
50201DAD5
7310000.00000000
PA
USD
7541580.80000000
0.046493815752
Long
DBT
CORP
IE
N
2
2029-07-15
Fixed
0.05125000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 4.6%/VAR PERP
48128BAG6
13385000.00000000
PA
USD
13870206.25000000
0.085509766577
Long
EP
CORP
US
N
2
N
N
N
CLEAR CHANNEL OUTDOOR HOLDINGS INC
N/A
CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.5% 06/01/2029 144A
18453HAD8
5745000.00000000
PA
USD
5948008.19000000
0.036669446925
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.07500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.125% 02/28/2023
91282CBN0
89000000.00000000
PA
USD
88888750.00000000
0.547998791574
Long
DBT
UST
US
N
2
2023-02-28
Fixed
0.00125000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
HUMANA INC
444859102
31400.00000000
NS
USD
13901408.00000000
0.085702125242
Long
EC
CORP
US
N
1
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.125% 10/15/2023
91282CAP6
2852000.00000000
PA
USD
2839745.30000000
0.017507018523
Long
DBT
UST
US
N
2
2023-10-15
Fixed
0.00125000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 3.2% 08/15/2026
674599CR4
515000.00000000
PA
USD
518862.50000000
0.003198785256
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.03200000
N
N
N
N
N
N
ACPRODUCTS HOLDINGS INC
N/A
CABINETWORKS TERM B 1LN 05/17/2028
00488YAB2
11460000.00000000
PA
USD
11394563.40000000
0.070247438215
Long
LON
CORP
US
N
2
2028-05-17
Variable
0.04416630
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NUSTAR LOGISTICS LP 6% 06/01/2026
67059TAF2
7285000.00000000
PA
USD
7904225.00000000
0.048729515808
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
0.06000000
N
N
N
N
N
N
TOTALENERGIES SE
529900S21EQ1BO4ESM68
TOTAL SE 2.125%/VAR PERP REGS
N/A
2922000.00000000
PA
3408389.84000000
0.021012709859
Long
DBT
CORP
FR
N
2
2199-12-31
Variable
0.02125000
N
N
N
N
N
N
TAYLOR MORRISON COMMUNITIES INC
549300O1Z08HI2MRK572
TAYLOR MORRISON CMNTY/ MONARCH 5.125% 08/01/2030 144A
87724RAJ1
6480000.00000000
PA
USD
7023542.40000000
0.043300111068
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
0.05125000
N
N
N
N
N
N
ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV
N/A
ORGANON FINANCE 1 LLC 4.125% 04/30/2028 144A
68622TAA9
10200000.00000000
PA
USD
10401960.00000000
0.064128042187
Long
DBT
CORP
US
N
2
2028-04-30
Fixed
0.04125000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHLMC MULTIFAM STRUCTURED PASS THROUGH K-F113 AS SOFR30A +22 05/25/2028
3137H13L8
15925000.00000000
PA
USD
15966876.38000000
0.098435729622
Long
ABS-MBS
USGSE
US
N
2
2028-05-25
Variable
0.00240000
N
N
N
N
N
N
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
FX Forward: USD/GBP settle 2021-08-18
N/A
1.00000000
NC
N/A
238739.31000000
0.001471826900
N/A
DFE
CORP
GB
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
51489000.00000000
GBP
71471659.50000000
USD
2021-08-18
238739.31000000
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324P102
43000.00000000
NS
USD
17218920.00000000
0.106154573578
Long
EC
CORP
US
N
1
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.25% 04/30/2024
9128286R6
24428000.00000000
PA
USD
25679935.00000000
0.158316697531
Long
DBT
UST
US
N
2
2024-04-30
Fixed
0.02250000
N
N
N
N
N
N
KUEHG CORP
549300YNT566T1NYJX62
KINDERCARE TERM 2LN 08/22/2025
50118YAB5
3640000.00000000
PA
USD
3594500.00000000
0.022160078258
Long
LON
CORP
US
N
2
2025-08-22
Variable
0.09250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.125% 03/31/2024
912828W71
56643000.00000000
PA
USD
59302565.58000000
0.365600081844
Long
DBT
UST
US
N
2
2024-03-31
Fixed
0.02125000
N
N
N
N
N
N
HILTON WORLDWIDE FIN LLC / HILTON WORLDWIDE FIN CORP
N/A
HILTON WORLDWIDE FIN LLC / HILTON WORLDWIDE FIN CORP 4.875% 04/01/2027
432891AK5
5210000.00000000
PA
USD
5431425.00000000
0.033484713605
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.04875000
N
N
N
N
N
N
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
FX Forward: USD/EUR settle 2021-08-18
N/A
1.00000000
NC
N/A
37221.55000000
0.000229470708
N/A
DFE
CORP
GB
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
4001000.00000000
EUR
4786071.82000000
USD
2021-08-18
37221.55000000
N
N
N
GEMS MENASA KY LTD/GEMS
N/A
GEMS MENASA KY LTD/GEMS 7.125% 07/31/2026 144A
36166LAA5
5300000.00000000
PA
USD
5474900.00000000
0.033752736808
Long
DBT
CORP
KY
N
2
2026-07-31
Fixed
0.07125000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
MILEAGE PLUS HLDINGS LLC 6.5% 06/20/2027 144A
599191AA1
20660000.00000000
PA
USD
22746660.00000000
0.140233068778
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
0.06500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.75% 07/31/2021
9128287F1
9325000.00000000
PA
USD
9338173.05000000
0.057569799855
Long
DBT
UST
US
N
2
2021-07-31
Fixed
0.01750000
N
N
N
N
N
N
JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC
N/A
JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 6.5% 04/15/2029 144A
46590XAA4
17835000.00000000
PA
USD
20131256.25000000
0.124109115021
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.06500000
N
N
N
N
N
N
SOUTHEASTERN GROCERS INC
N/A
SOUTHEASTERN GROCERS INC
84169Q103
584047.00000000
NS
USD
10863274.20000000
0.066972042402
Long
EC
CORP
US
Y
3
N
N
N
ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC
N/A
ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 3.5% 03/15/2029 144A
013092AG6
5285000.00000000
PA
USD
5225543.75000000
0.032215456515
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.03500000
N
N
N
N
N
N
ZIGGO BOND CO
213800JYI4P7V5QDOG59
ZIGGO BOND CO 6% 01/15/2027 144A
98954UAB9
7930000.00000000
PA
USD
8286850.00000000
0.051088397417
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
0.06000000
N
N
N
N
N
N
MURRAY ENERGY CORP
549300WM5IIFYHZYTT63
MURRAY ENERGY CORP 11.25% 12/31/2049 144A
62704PAF0
5925000.00000000
PA
USD
0.59000000
0.000000003637
Long
DBT
CORP
US
N
3
2049-12-31
Fixed
0.11250000
Y
Y
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC HLDGS LLC 5.375% 02/01/2028 144A
126307AS6
13855000.00000000
PA
USD
14657897.25000000
0.090365878471
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.05375000
N
N
N
N
N
N
DIAMOND OFFSHORE DRILLING INC
F14FQJ2EEHW5VPYUHL14
DIAMOND OFFSHORE
25271C201
66694.00000000
NS
USD
340740.31000000
0.002100662661
Long
EC
CORP
US
N
3
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: USD/GBP settle 2021-08-18
N/A
1.00000000
NC
N/A
363709.17000000
0.002242265592
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
12892000.00000000
GBP
18199262.53000000
USD
2021-08-18
363709.17000000
N
N
N
BOOZ ALLEN AND HAMILTON INC
549300D7XCH2480XU542
BOOZ ALLEN AND HAMILTON INC 4% 07/01/2029 144A
09951LAB9
2820000.00000000
PA
USD
2883450.00000000
0.017776457825
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
0.04000000
N
N
N
N
N
N
CNX MIDSTREAM PARTNERS LP / CNX MIDSTREAM FINANCE CORP
N/A
CNX MIDSTREAM PTR/CNX 6.5% 03/15/2026 144A
12654TAA8
3935000.00000000
PA
USD
4127815.00000000
0.025447963120
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.06500000
N
N
N
N
N
N
AMBIENCE MERGER
N/A
AT HOME GROUP INC 7.125% 07/15/2029 144A
04650YAB6
4235000.00000000
PA
USD
4277350.00000000
0.026369845803
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
0.07125000
N
N
N
N
N
N
CROWNROCK L P / CROWNROCK FIN INC
N/A
CROWNROCK LP / CROWNROCK FIN INC 5% 05/01/2029 144A
228701AG3
2450000.00000000
PA
USD
2573112.50000000
0.015863228367
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
0.05000000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
GSCM SWAP PAY 1.4025 02/26/2025
N/A
20100000.00000000
NC
USD
735052.58000000
0.004531596243
N/A
DIR
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
Call
Purchased
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
GSCM FSWP IRS 02/28/30 1.40250003%V3ML
N/A
N/A
NC
USD
N/A
N/A
DIR
CORP
US
2030-02-28
0.00000000
USD
0.00000000
USD
20100000.00000000
USD
1.00000000
1.40250000
USD
2025-02-26
XXXX
168232.58000000
N
N
N
SCOTTS MIRACLE GRO CO (THE)
2TH9E0JTOUXOEGI2R879
SCOTTS MIRACLE GRO CO (THE) 4% 04/01/2031 144A
810186AT3
5930000.00000000
PA
USD
5911498.40000000
0.036444364214
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
0.04000000
N
N
N
N
N
N
ALTICE FING SA
549300DIYGW8HVDF7Q17
ALTICE FING SA 5% 01/15/2028 144A
02154CAF0
6470000.00000000
PA
USD
6341699.90000000
0.039096554757
Long
DBT
CORP
LU
N
2
2028-01-15
Fixed
0.05000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
FX Forward: USD/GBP settle 2021-08-18
N/A
1.00000000
NC
N/A
629789.77000000
0.003882651436
N/A
DFE
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
19622000.00000000
GBP
27776022.17000000
USD
2021-08-18
629789.77000000
N
N
N
SUMMIT MIDSTREAM HOLDINGS LLC / SUMMIT MIDSTREAM FINANCE CORP
N/A
SUMMIT MIDSTREAM HOLDINGS LLC / SUMMIT MIDSTREAM FINANCE CORP 5.75% 04/15/2025
86614WAD8
3405000.00000000
PA
USD
3124087.50000000
0.019259987059
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.05750000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 3.375% 04/15/2029
87264ABV6
5905000.00000000
PA
USD
6093922.21000000
0.037569006280
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.03375000
N
N
N
N
N
N
MERLIN ENTERTAINMENTS PLC
549300ZTI0VEFO6WV007
MERLIN ENTERTAINMENTS PLC 5.75% 06/15/2026 144A
59010QAB2
4580000.00000000
PA
USD
4809000.00000000
0.029647465946
Long
DBT
CORP
GB
N
2
2026-06-15
Fixed
0.05750000
N
N
N
N
N
N
ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER
N/A
ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 6.75% 10/15/2027 144A
01883LAA1
10080000.00000000
PA
USD
10593676.80000000
0.065309975500
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.06750000
N
N
N
N
N
N
ENVIVA PARTNERS LP / ENVIVA PARTNERS FINANCE CORP
N/A
ENVIVA PARTNERS LP / ENVIVA PARTNERS FINANCE CORP 6.5% 01/15/2026 144A
29413XAD9
6600000.00000000
PA
USD
6897000.00000000
0.042519977674
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.06500000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD 11.5% 06/01/2025 144A
780153AZ5
12420000.00000000
PA
USD
14314050.00000000
0.088246061537
Long
DBT
CORP
LR
N
2
2025-06-01
Fixed
0.11500000
N
N
N
N
N
N
IAA INC
549300PZCOPC5178W747
IAA SPINCO INC 5.5% 06/15/2027 144A
449253AB9
2830000.00000000
PA
USD
2970707.60000000
0.018314400584
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
0.05500000
N
N
N
N
N
N
DELTA AIRLINES INC
Q2CCMS6R0AS67HJMBN42
DELTA AIRLINES INC 7% 05/01/2025 144A
247361ZX9
2860000.00000000
PA
USD
3337586.57000000
0.020576207980
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.07000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
FX Forward: USD/EUR settle 2021-08-18
N/A
1.00000000
NC
N/A
122366.81000000
0.000754390898
N/A
DFE
CORP
US
N
2
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
3207000.00000000
EUR
3928805.90000000
USD
2021-08-18
122366.81000000
N
N
N
GEO GROUP INC/THE
5493003VOR6NTY465495
GEO GROUP 5.125% 4/1/23
36159RAG8
7555000.00000000
PA
USD
7177250.00000000
0.044247717813
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
0.05125000
N
N
N
N
N
N
MESQUITE ENERGY INC
549300SB0HTIM17TVR61
MESQUITE ENERGY INC
N/A
185121.74130000
NS
USD
6705109.47000000
0.041336973317
Long
EC
CORP
US
N
3
N
N
N
NABORS INDUSTRIES LTD
N/A
NABORS INDUSTRIES LTD 7.25% 01/15/2026 144A
629571AA8
6565000.00000000
PA
USD
6433700.00000000
0.039663735009
Long
DBT
CORP
BM
N
2
2026-01-15
Fixed
0.07250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.375% 12/31/2025
91282CBC4
167057000.00000000
PA
USD
163892053.35000000
1.010393859565
Long
DBT
UST
US
N
2
2025-12-31
Fixed
0.00375000
N
N
N
N
N
N
PACIFIC GAS and ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS and ELECTRIC CO 3.95% 12/01/2047
694308HY6
13510000.00000000
PA
USD
12565167.07000000
0.077464205203
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
0.03950000
N
N
N
N
N
N
SPAIN, KINGDOM OF
9598007A56S18711AH60
SPAIN KINGDOM OF 1% 10/31/2050 144A REGS
N/A
15000000.00000000
PA
16060165.62000000
0.099010857417
Long
DBT
NUSS
ES
N
2
2050-10-31
Fixed
0.01000000
N
N
N
N
N
N
MPT OPER PARTNERSHIP LP / MPT FIN CORP
N/A
MPT OPER PARTNERSHIP LP/CORP 5% 10/15/2027
55342UAH7
15435000.00000000
PA
USD
16330230.00000000
0.100675803249
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.05000000
N
N
N
N
N
N
TAYLOR MORRISON CMNTYS INC / TAYLOR MORRISON HLDGS II INC
N/A
TAYLOR MORRISON CMNTY/ MONARCH 5.625% 03/01/2024 144A
877249AD4
775000.00000000
PA
USD
839898.50000000
0.005177970924
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.05625000
N
N
N
N
N
N
DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC
N/A
CONVERGINT TECH TERM 1LN DD 03/31/28
23344MAD0
173160.17000000
PA
USD
173665.80000000
0.001070648968
Long
LON
CORP
US
N
2
2028-03-31
Variable
0.04320000
N
N
N
N
N
N
REALOGY GROUP LLC / REALOGY CO-ISSUER CORP
N/A
REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 5.75% 01/15/2029 144A
75606DAL5
8505000.00000000
PA
USD
8891041.95000000
0.054813238395
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.05750000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 3.5% 07/01/2051 #TBA
01F032674
11400000.00000000
PA
USD
11998494.30000000
0.073970669821
Long
ABS-MBS
USGA
US
N
2
2051-07-01
Fixed
0.03500000
N
N
N
N
N
N
CENTENE CORP DEL
549300Z7JJ4TQSQGT333
CENTENE CORP 5.375% 08/15/2026 144A
15135BAM3
4655000.00000000
PA
USD
4864475.00000000
0.029989469102
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.05375000
N
N
N
N
N
N
BROADSTREET PARTNERS INC
549300BS9N54G8DD0R75
BROADSTREET PARTNERS INC 5.875% 04/15/2029 144A
11135RAA3
3375000.00000000
PA
USD
3442500.00000000
0.021222998860
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.05875000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
FX Forward: USD/EUR settle 2021-08-18
N/A
1.00000000
NC
N/A
744957.93000000
0.004592662686
N/A
DFE
CORP
US
N
2
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
21035000.00000000
EUR
25711732.59000000
USD
2021-08-18
744957.93000000
N
N
N
TRICER HOLDCO S.C.A.
N/A
TRICER HOLDCO S.C.A CLASS A8 PP
N/A
403760.00000000
NS
USD
448.62000000
0.000002765740
Long
EC
CORP
LU
Y
3
N
N
N
VOC ESCROW LTD
N/A
VOC CRUISE LTD 5% 02/15/2028 144A
91832VAA2
6285000.00000000
PA
USD
6354135.00000000
0.039173217100
Long
DBT
CORP
BM
N
2
2028-02-15
Fixed
0.05000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 6.625% 09/01/2030
674599ED3
13550000.00000000
PA
USD
16375988.00000000
0.100957901138
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
0.06625000
N
N
N
N
N
N
SUBURBAN PROPANE LP/ENGY FIN C
N/A
SUBURBAN PROPANE LP/ENGY FIN C 5% 06/01/2031 144A
864486AL9
5750000.00000000
PA
USD
5886562.50000000
0.036290634490
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
0.05000000
N
N
N
N
N
N
OEC FIN LTD
N/A
OEC FIN LTD PIK 5.25% 12/27/2033 144A
67614CAE0
3532493.00000000
PA
USD
392106.72000000
0.002417336375
Long
DBT
CORP
KY
N
2
2033-12-27
Fixed
0.05250000
N
N
Y
N
N
N
ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP
N/A
ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP / ATLAS LUXCO 4 SARL 4.625% 06/01/2028 144A
019579AA9
10374000.00000000
PA
USD
10382124.92000000
0.064005758998
Long
DBT
CORP
LU
N
2
2028-06-01
Fixed
0.04625000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
VISTRA CORP
92840M102
405700.00000000
NS
USD
7525735.00000000
0.046396126458
Long
EC
CORP
US
N
1
N
N
N
CHS/CMNTY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/CMNTY HEALTH SYSTEMS INC 4.75% 02/15/2031 144A
12543DBK5
8770000.00000000
PA
USD
8802887.50000000
0.054269766560
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.04750000
N
N
N
N
N
N
SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC
N/A
SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC 4.625% 11/01/2026 144A
82453AAA5
2265000.00000000
PA
USD
2364093.75000000
0.014574628602
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
0.04625000
N
N
N
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: USD/EUR settle 2021-08-18
N/A
1.00000000
NC
N/A
131852.06000000
0.000812867427
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
16867000.00000000
EUR
20151561.51000000
USD
2021-08-18
131852.06000000
N
N
N
LAMB WESTON HOLDINGS INC
5493005SMYID1D2OY946
LAMB WESTON HOLDINGS INC 4.625% 11/01/2024 144A
513272AA2
5230000.00000000
PA
USD
5411899.40000000
0.033364338359
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
0.04625000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
GARTNER INC 3.625% 06/15/2029 144A
366651AG2
4040000.00000000
PA
USD
4100600.00000000
0.025280182753
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.03625000
N
N
N
N
N
N
EXIDE TECHNOLOGIES
549300KITCGPNNNXQP63
EXIDE TECHNOLOGIES
302051305
7093.00000000
NS
USD
7093.00000000
0.000043728316
Long
EC
CORP
US
N
3
N
N
N
CENTENE CORP DEL
549300Z7JJ4TQSQGT333
CENTENE CORP 4.25% 12/15/2027
15135BAR2
6820000.00000000
PA
USD
7186575.00000000
0.044305206401
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.04250000
N
N
N
N
N
N
SS and C TECHNOLOGIES HLDGS INC
529900POY8H7NPPNKK71
SS and C TECHNOLOGIES HOLDINGS INC
78467J100
162539.00000000
NS
USD
11712560.34000000
0.072207888091
Long
EC
CORP
US
N
1
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.125% 11/15/2028
9128285M8
31330000.00000000
PA
USD
35443286.25000000
0.218507719305
Long
DBT
UST
US
N
2
2028-11-15
Fixed
0.03125000
N
N
N
N
N
N
NOVUS HOLDINGS LTD
529900ABRA476F0PVJ28
NOVUS HOLDINGS LTD
N/A
48111.00000000
NS
9029.24000000
0.000055665228
Long
EC
CORP
ZA
N
1
N
N
N
FMG RESOURCES AUG'06 PTY LTD
549300EFD6S2NFE9D745
FMG RES AUGUST 2006 PTY LTD 4.375% 04/01/2031 144A
30251GBC0
4420000.00000000
PA
USD
4718350.00000000
0.029088609055
Long
DBT
CORP
AU
N
2
2031-04-01
Fixed
0.04375000
N
N
N
N
N
N
ISRAEL, STATE OF
213800T8ZHTFZIBYPE21
AID 5.5% 9/18/23
46513EFF4
54954000.00000000
PA
USD
61156659.08000000
0.377030560926
Long
DBT
NUSS
IL
N
2
2023-09-18
Fixed
0.05500000
N
N
N
N
N
N
EXIDE TECHNOLOGIES
549300KITCGPNNNXQP63
EXIDE TECHNOLOGIES ESCROW 11% 10/31/2024 144A
302051BA4
1280000.00000000
PA
USD
0.13000000
0.000000000801
Long
DBT
CORP
US
N
3
2024-10-31
Variable
0.11000000
Y
Y
N
N
N
N
TERRIER MEDIA BUYER INC
N/A
TERRIER MEDIA BUYER INC 8.875% 12/15/2027 144A
88146LAA1
23835000.00000000
PA
USD
25771593.75000000
0.158881773362
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.08875000
N
N
N
N
N
N
NIELSEN FINANCE LLC/ NIELSEN FINANCE CO
N/A
NIELSEN FINANCE LLC/ FIN CO 4.5% 07/15/2029 144A
65409QBH4
2855000.00000000
PA
USD
2862994.00000000
0.017650346666
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
0.04500000
N
N
N
N
N
N
CHS/CMNTY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/CMNTY HEALTH SYSTEMS INC 5.625% 03/15/2027 144A
12543DBG4
3305000.00000000
PA
USD
3528087.50000000
0.021750645459
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.05625000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 7.2% 03/15/2029
674599DT9
2440000.00000000
PA
USD
2806000.00000000
0.017298978882
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.07200000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING BV
5493000UL1QLQLT1VQ42
ALCOA NEDERLAND HOLDING 7% 09/30/2026 144A
013822AB7
4430000.00000000
PA
USD
4629350.00000000
0.028539924408
Long
DBT
CORP
NL
N
2
2026-09-30
Fixed
0.07000000
N
N
N
N
N
N
SRS DISTRIBUTION INC
549300ZQ3XP75BCYM468
SRS DISTRIBUTION INC 4.625% 07/01/2028 144A
78471RAB2
5520000.00000000
PA
USD
5644200.00000000
0.034796470637
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.04625000
N
N
N
N
N
N
FORD MOTOR CO
20S05OYHG0MQM4VUIC57
FORD MOTOR 7.45% 7/16/31
345370CA6
565000.00000000
PA
USD
742975.00000000
0.004580437931
Long
DBT
CORP
US
N
2
2031-07-16
Fixed
0.07450000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
ALPHABET INC CL A
02079K305
5100.00000000
NS
USD
12453129.00000000
0.076773490945
Long
EC
CORP
US
N
1
N
N
N
PRIVATE EXPORT FUNDING CORP
CYQE6SAYPFKNQJ6FMH60
PRIVATE EXPORT FUNDING CORP 1.75% 11/15/2024
742651DX7
11520000.00000000
PA
USD
11919925.09000000
0.073486290953
Long
DBT
USGSE
US
N
2
2024-11-15
Fixed
0.01750000
N
N
N
N
N
N
COLGATE ENERGY PARTNERS III LLC
549300QRLZK0B17DH791
COLGATE ENERGY PARTNERS III LLC 5.875% 07/01/2029 144A
19416MAB5
4055000.00000000
PA
USD
4207062.50000000
0.025936523644
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
0.05875000
N
N
N
N
N
N
SQUARE INC
549300OHIIUWSTIZME52
SQUARE INC 3.5% 06/01/2031 144A
852234AM5
5745000.00000000
PA
USD
5795268.75000000
0.035727808882
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
0.03500000
N
N
N
N
N
N
ALLEN MEDIA LLC
N/A
ALLEN MEDIA TERM B 1LN 02/10/2027
01771JAE3
4749116.67000000
PA
USD
4750588.90000000
0.029287361746
Long
LON
CORP
US
N
2
2027-02-10
Variable
0.05647250
N
N
N
N
N
N
STUDIO CITY FIN LTD
254900D6R731QAUIG324
STUDIO CITY FIN LTD 5% 01/15/2029 144A
86389QAG7
3255000.00000000
PA
USD
3284229.90000000
0.020247264321
Long
DBT
CORP
VG
N
2
2029-01-15
Fixed
0.05000000
N
N
N
N
N
N
CHENIERE ENERGY INC
MIHC87W9WTYSYZWV1J40
CHENIERE ENERGY INC
16411R208
89200.00000000
NS
USD
7737208.00000000
0.047699856665
Long
EC
CORP
US
N
1
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP 4.625% 07/15/2024
88033GCS7
3640000.00000000
PA
USD
3693508.00000000
0.022770462186
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
0.04625000
N
N
N
N
N
N
REALPAGE INC
5493001RSFZX4122A604
REALPAGE TERM B 1LN 04/24/2028
75605VAD4
3105000.00000000
PA
USD
3094132.50000000
0.019075314603
Long
LON
CORP
US
N
2
2028-04-24
Variable
0.03750000
N
N
N
N
N
N
DEL MONTE FOODS INC
549300U9K7TD84Q24R17
DEL MONTE FOODS INC 11.875% 05/15/2025 144A
245223AC6
3895000.00000000
PA
USD
4440300.00000000
0.027374431907
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.11875000
N
N
N
N
N
N
MINERAL RESOURCES LTD
5299007V1ACKFFX2P066
MINERAL RES LTD 8.125% 05/01/2027 144A
603051AA1
11025000.00000000
PA
USD
12113718.75000000
0.074681028099
Long
DBT
CORP
AU
N
2
2027-05-01
Fixed
0.08125000
N
N
N
N
N
N
NCR CORPORATION NEW
549300YKTY8JX1DV2R67
NCR CORPORATION NEW 5.25% 10/01/2030 144A
62886EAZ1
13370000.00000000
PA
USD
13871375.00000000
0.085516971916
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
0.05250000
N
N
N
N
N
N
LONDON CLEARING HOUSE
N/A
LCH IRS 3MLV.5% MAC 09/15/26
N/A
5849000.00000000
NC
USD
9364.78000000
0.000057733831
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
N/A
Y
2026-09-15
0.00000000
USD
0.00000000
USD
5689076.64000000
USD
9364.78000000
N
N
N
GO DADDY OPERATING CO LLC / GD FINANCE CO INC
N/A
GO DADDY OPERATING CO LLC / GD FINANCE CO INC 5.25% 12/01/2027 144A
38016LAA3
5665000.00000000
PA
USD
5948250.00000000
0.036670937683
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
0.05250000
N
N
N
N
N
N
PACIFIC GAS and ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS and ELECTRIC CO 4% 12/01/2046
694308HR1
14690000.00000000
PA
USD
13748708.14000000
0.084760731210
Long
DBT
CORP
US
N
2
2046-12-01
Fixed
0.04000000
N
N
N
N
N
N
ALTICE USA INC
54930064K3612MGCER95
ALTICE USA INC A
02156K103
404800.00000000
NS
USD
13819872.00000000
0.085199456125
Long
EC
CORP
US
N
1
N
N
N
COMSTOCK RESOURCES INC
I03QQGEA4SS774AURI46
COMSTOCK RESOURCES INC 6.75% 03/01/2029 144A
205768AS3
8110000.00000000
PA
USD
8639015.30000000
0.053259495096
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.06750000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
5493008HF9XC5H29ZX61
GFL ENVIRONMENTAL INC 4.75% 06/15/2029 144A
36168QAN4
5705000.00000000
PA
USD
5923501.50000000
0.036518363278
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
0.04750000
N
N
N
N
N
N
AKUMIN INC
N/A
AKUMIN INC 7% 11/01/2025 144A
01021FAA7
4910000.00000000
PA
USD
5097512.90000000
0.031426146832
Long
DBT
CORP
CA
N
2
2025-11-01
Fixed
0.07000000
N
N
N
N
N
N
CANADA, GOVERNMENT OF
4BFD7AQU0A75QLAHK410
CANADA, GOVERNMENT OF 1.5% 06/01/2031
135087M27
64000000.00000000
PA
51888738.30000000
0.319893866037
Long
DBT
NUSS
CA
N
2
2031-06-01
Fixed
0.01500000
N
N
N
N
N
N
2021-07-30
Laura M. Del Prato
Laura M. Del Prato
Laura M. Del Prato
President and Treasurer