NPORT-P
false
0000823535
XXXXXXXX
S000017666
C000048809
C000048811
C000048812
C000048810
Variable Insurance Products Fund V
811-05361
0000823535
S8GYVGVVOPTJ8G3T5C60
245 Summer Street
Boston
02210
1-800-FIDELITY
VIP Strategic Income Portfolio
S000017666
2LHPYWL1SMRRXBXA3E96
2022-12-31
2022-03-31
N
1641965215.12
61884302.88
1580080912.24
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
24964614.43000000
0.00000000
0.00000000
1157604.35000000
EUR
USD
N
RADIATE HOLDCO LLC / RADIATE FIN INC
N/A
RADIATE HOLDCO LLC / RADIATE FIN INC 6.5% 09/15/2028 144A
75026JAE0
1325000.00000000
PA
USD
1252953.13000000
0.079296770202
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
0.06500000
N
N
N
N
N
N
1MDB GLOBAL INVESTMENTS LTD
N/A
1MDB GLOBAL INVESTMENTS LTD 4.4% 03/09/2023 REGS
N/A
4000000.00000000
PA
USD
3892500.00000000
0.246348143936
Long
DBT
CORP
VG
N
2
2023-03-09
Fixed
0.04400000
N
N
N
N
N
N
NIGERIA REPUBLIC OF
549300GSBZD84TNEQ285
NIGERIA REPUBLIC 7.625% 11/21/2025 144A
65412JAJ2
1575000.00000000
PA
USD
1628156.25000000
0.103042587084
Long
DBT
NUSS
NG
N
2
2025-11-21
Fixed
0.07625000
N
N
N
N
N
N
UNIT CORP
549300XGK22FZCTN8B67
UNIT CORP
909218406
2069.00000000
NS
USD
127346.95000000
0.008059520813
Long
EC
CORP
US
N
1
N
N
N
WYNN MACAU LIMITED
254900NMDQ8ENTHU1I31
WYNN MACAU LIMITED 5.125% 12/15/2029 144A
98313RAE6
890000.00000000
PA
USD
740925.00000000
0.046891586010
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
41400.00000000
NS
USD
1155888.00000000
0.073153722131
Long
EC
CORP
US
N
1
N
N
N
EGYPT, (ARAB) REPUBLIC OF
529900GFIVH4086NMH82
EGYPT (ARAB) REP OF GLOBAL MTN BE 144A 8.7002% 03/01/2049 144A
03846JW89
200000.00000000
PA
USD
170500.00000000
0.010790586651
Long
DBT
NUSS
EG
N
2
2049-03-01
Fixed
0.08700200
N
N
N
N
N
N
SOUTHERN NAT GAS CO LLC
N/A
SOUTHERN NAT GAS CO LLC 8% 03/01/2032
843452AZ6
335000.00000000
PA
USD
425202.88000000
0.026910196604
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
475000.00000000
PA
USD
448008.13000000
0.028353492946
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
590000.00000000
PA
USD
592950.00000000
0.037526559267
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.06250000
N
N
N
N
N
N
PAKISTAN, ISLAMIC REP OF
529900LOP29R5WKHOD86
PAKISTAN ISLAMIC REP OF 6% 04/08/2026 144A
695847AS2
730000.00000000
PA
USD
569480.30000000
0.036041211281
Long
DBT
NUSS
PK
N
2
2026-04-08
Fixed
0.06000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC 7.5% 12/01/2024 144A
097751BR1
416000.00000000
PA
USD
429520.00000000
0.027183418056
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
1650600.00000000
PA
USD
1627904.25000000
0.103026638534
Long
LON
CORP
US
N
2
2025-06-23
Variable
0.03500000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE BV
549300FNENFFSMO3GT38
PETROBRAS GLOBAL FINANCE BV 6.875% 01/20/2040
71645WAQ4
569000.00000000
PA
USD
585998.88000000
0.037086637491
Long
DBT
CORP
NL
N
2
2040-01-20
Fixed
0.06875000
N
N
N
N
N
N
TURKEY REPUBLIC OF
5493000PCHOG3B6S3Q85
TURKEY REPUBLIC OF 5.125% 02/17/2028
900123CP3
520000.00000000
PA
USD
455747.50000000
0.028843301407
Long
DBT
NUSS
TR
N
2
2028-02-17
Fixed
0.05125000
N
N
N
N
N
N
NESTLE FINANCE INTL LTD
0KLLMNHINTFDRMU6DI05
NESTLE FINANCE INTL LTD 1.5% 03/29/2035 REGS
N/A
1005000.00000000
PA
1116381.80000000
0.070653457766
Long
DBT
CORP
LU
N
2
2035-03-29
Fixed
0.01500000
N
N
N
N
N
N
ARGENTINA REPUBLIC OF
549300KPBYGYF7HCHO27
ARGENTINA REPUBLIC OF STEP 07/09/2030
040114HS2
7000308.00000000
PA
USD
2345103.18000000
0.148416651440
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.00500000
N
N
N
N
N
N
SRS DISTRIBUTION INC
549300ZQ3XP75BCYM468
SRS DISTRIBUTION INC 6.125% 07/01/2029 144A
78471RAC0
300000.00000000
PA
USD
276750.00000000
0.017514925840
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
1455000.00000000
PA
USD
1477217.85000000
0.093490012983
Long
EP
CORP
US
N
2
N
N
N
ALLIANT HLDGS INTERMEDIATE LLC
5493006Q26653NF8SI73
ALLIANT HOLDINGS TERM B4 1LN 11/06/2027
01881UAJ4
641392.50000000
PA
USD
636492.26000000
0.040282257387
Long
LON
CORP
US
N
2
2027-11-06
Variable
0.04000000
N
N
N
N
N
N
TRICER HOLDCO S.C.A.
N/A
TRICER HOLDCO S.C.A CLASS A2 PP
N/A
16755.00000000
NS
USD
18.62000000
0.000001178420
Long
EC
CORP
LU
Y
3
N
N
N
BAIDU INC
254900AL64IANZYI1E02
BAIDU INC 2.375% 10/09/2030
056752AT5
270000.00000000
PA
USD
238747.50000000
0.015109827487
Long
DBT
CORP
KY
N
2
2030-10-09
Fixed
0.02375000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 04/01/2052 #TBA
21H032647
-4200000.00000000
PA
USD
-4224699.78000000
-0.26737236981
Short
ABS-MBS
USGA
US
N
2
2052-04-01
Fixed
0.03500000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
VALVOLINE INC 4.25% 02/15/2030 144A
92047WAD3
435000.00000000
PA
USD
396972.30000000
0.025123542530
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.04250000
N
N
N
N
N
N
TURKEY REPUBLIC OF
5493000PCHOG3B6S3Q85
TURKEY GOVT 4.875% 4/16/2043
900123CB4
715000.00000000
PA
USD
506443.44000000
0.032051740899
Long
DBT
NUSS
TR
N
2
2043-04-16
Fixed
0.04875000
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
510000.00000000
PA
USD
439875.00000000
0.027838764242
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
0.05000000
N
N
N
N
N
N
PROVINCE CORDOBA
5299006CLM2Z97AATT29
PROVINCE CORDOBA STEP 06/01/2027 144A
74408DAD6
515562.00000000
PA
USD
338595.34000000
0.021428987425
Long
DBT
CORP
AR
N
2
2027-06-01
Variable
0.05000000
N
N
N
N
N
N
KOREA REPUBLIC OF
549300O0QCVSQGPGDT58
KOREA REPUBLIC OF 1% 09/16/2030
50064FAS3
590000.00000000
PA
USD
515250.05000000
0.032609092737
Long
DBT
NUSS
KR
N
2
2030-09-16
Fixed
0.01000000
N
N
N
N
N
N
DP WORLD CRESCENT LTD
21380096JRTWB8TL9236
DP WORLD CRESCENT LTD 3.7495% 01/30/2030 144A
26139PAC7
765000.00000000
PA
USD
763087.50000000
0.048294204055
Long
DBT
CORP
KY
N
2
2030-01-30
Fixed
0.03749500
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
COLOMBIA REP 7.375% 9/18/37
195325BK0
140000.00000000
PA
USD
157745.00000000
0.009983349509
Long
DBT
NUSS
CO
N
2
2037-09-18
Fixed
0.07375000
N
N
N
N
N
N
GRAHAM PACKAGING CO INC
N/A
GRAHAM PACKAGING CO INC 7.125% 08/15/2028 144A
384701AA6
365000.00000000
PA
USD
331237.50000000
0.020963325196
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
0.07125000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
FX Forward: EUR/USD settle 2022-05-18
N/A
1.00000000
NC
N/A
1635.35000000
0.000103497864
N/A
DFE
CORP
CA
N
2
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
334068.11000000
USD
303000.00000000
EUR
2022-05-18
1635.35000000
N
N
N
PECF USS INTERMEDIATE HOLDING III CORP
N/A
UNITED SITE SERVICES TERM B 1LN 12/17/2028
69291LAB2
104737.50000000
PA
USD
103615.76000000
0.006557623675
Long
LON
CORP
US
N
2
2028-12-17
Variable
0.04757860
N
N
N
N
N
N
ALGOMA STEEL GP
N/A
ALGOMA STEEL INC (180 DAY LOCKUP)
N/A
21960.00000000
NS
USD
234697.50000000
0.014853511499
Long
EC
CORP
LU
N
2
N
N
N
THERMO FISHER SCIENTIFIC INC
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC
883556102
1700.00000000
NS
USD
1004105.00000000
0.063547695071
Long
EC
CORP
US
N
1
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.5% 01/31/2027
912828Z78
6795000.00000000
PA
USD
6493471.88000000
0.410958187628
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
1495000.00000000
PA
USD
1539850.00000000
0.097453870119
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
370000.00000000
PA
USD
364450.00000000
0.023065274517
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
119924.00000000
PA
USD
624804.04000000
0.039542534509
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
1035000.00000000
PA
USD
1025446.95000000
0.064898382231
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
29400.00000000
NS
USD
1393854.00000000
0.088214090126
Long
EC
CORP
US
N
1
N
N
N
SPRINT CAPITAL CORP
549300L17W0GQBR1PO80
SPRINT CAPITAL CORP 6.875% 11/15/2028
852060AD4
5882000.00000000
PA
USD
6815414.58000000
0.431333264467
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.06875000
N
N
N
N
N
N
AMWINS GROUP INC
549300SJE7MUB8NMRG61
AMWINS GROUP INC 4.875% 06/30/2029 144A
031921AB5
415000.00000000
PA
USD
398408.30000000
0.025214423952
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
0.04875000
N
N
N
N
N
N
TOPBUILD CORP
5493007YSKHOL4RWII46
TOPBUILD CORP 3.625% 03/15/2029 144A
89055FAB9
305000.00000000
PA
USD
277168.75000000
0.017541427647
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.03625000
N
N
N
N
N
N
BANK OF GEORGIA JSC
549300RPLD8RXL49Z691
GEORGIA BK JT STK CO 11.125/VAR PERP REGS
N/A
200000.00000000
PA
USD
200000.00000000
0.012657579649
Long
EP
CORP
GE
N
2
N
N
N
OMAN SULTANATE
549300SZ20F0QTKNQC75
OMAN SULTANATE 6.75% 01/17/2048 144A
682051AJ6
750000.00000000
PA
USD
747187.50000000
0.047287926473
Long
DBT
NUSS
OM
N
2
2048-01-17
Fixed
0.06750000
N
N
N
N
N
N
LEBANON REPUBLIC OF
529900QPC4K9S1KHL354
LEBANON REPUBLIC OF 5.8% 12/31/2049 REGS
N/A
625000.00000000
PA
USD
73359.38000000
0.004642760977
Long
DBT
NUSS
LB
N
2
2049-12-31
Fixed
0.05800000
Y
Y
N
N
N
N
ALGOMA STEEL SCA
N/A
ALGOMA STEEL SCA 0% 12/31/2023
N/A
102200.00000000
PA
USD
0.01000000
0.000000000632
Long
DBT
CORP
LU
N
3
2023-12-31
Fixed
0.00000000
N
N
N
N
N
N
LENOVO GROUP LTD
254900VUZRGD5U73RE46
LENOVO GROUP LTD 3.421% 11/02/2030 144A
526250AB1
485000.00000000
PA
USD
444775.31000000
0.028148894563
Long
DBT
CORP
HK
N
2
2030-11-02
Fixed
0.03421000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
N/A
US 5YR NOTE (CBT) FUT JUN22 FVM2
N/A
5.00000000
NC
USD
765.38000000
0.000048439291
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
N/A
Long
UST NOTES
UST NOTES 0% 06/30/2040
2022-06-30
572672.12000000
USD
765.38000000
N
N
N
EMIRATE OF ABU DHABI
213800FER4348CINTA77
EMIRATE OF ABU DHABI 3.125% 09/30/2049 144A
29135LAF7
920000.00000000
PA
USD
841800.00000000
0.053275752746
Long
DBT
NUSS
AE
N
2
2049-09-30
Fixed
0.03125000
N
N
N
N
N
N
PILGRIMS PRIDE CORP NEW
549300ZSLGV64ZL3HD75
PILGRIMS PRIDE CORP NEW 4.25% 04/15/2031 144A
72147KAF5
1020000.00000000
PA
USD
943500.00000000
0.059712131998
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
0.04250000
N
N
N
N
N
N
HESS MIDSTREAM PARTNERS LP
N/A
HESS MIDSTREAM PARTNERS LP 5.625% 02/15/2026 144A
428102AC1
795000.00000000
PA
USD
815630.25000000
0.051619524271
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.05625000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 03/01/2052#
3133KNWK5
714642.74800000
PA
USD
720565.85000000
0.045603098196
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
0.03500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.875% 11/30/2025
9128285N6
3162000.00000000
PA
USD
3199054.69000000
0.202461447715
Long
DBT
UST
US
N
2
2025-11-30
Fixed
0.02875000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.75% 09/21/2047
71654QCC4
798000.00000000
PA
USD
640754.10000000
0.040551980283
Long
DBT
CORP
MX
N
2
2047-09-21
Fixed
0.06750000
N
N
N
N
N
N
CLEARWAY ENERGY OPERATING LLC
549300Z3NFMM54NWBB87
CLEARWAY ENERGY OPER LLC 3.75% 01/15/2032 144A
18539UAE5
280000.00000000
PA
USD
257600.00000000
0.016302962589
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
0.03750000
N
N
N
N
N
N
STILLWATER MINING COMPANY
6354007DPCY4ZN2MRR73
STILLWATER MINING COMPANY 4% 11/16/2026 144A
86074QAP7
820000.00000000
PA
USD
789250.00000000
0.049949973693
Long
DBT
CORP
US
N
2
2026-11-16
Fixed
0.04000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
UNITED AIRLINES INC 4.375% 04/15/2026 144A
90932LAG2
1450000.00000000
PA
USD
1426328.75000000
0.090269348800
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.04375000
N
N
N
N
N
N
ISRAEL ELECTRIC CORP LTD
254900JW7GE35YNJGJ55
ISRAEL ELECTRIC CORP LTD 3.75% 02/22/2032 REGS
N/A
605000.00000000
PA
USD
580023.18000000
0.036708447998
Long
DBT
CORP
IL
N
2
2032-02-22
Fixed
0.03750000
N
N
N
N
N
N
FRESNILLO PLC
549300JXWH1UV5J0XV81
FRESNILLO PLC 4.25% 10/02/2050 144A
358070AB6
360000.00000000
PA
USD
316192.50000000
0.020011158767
Long
DBT
CORP
GB
N
2
2050-10-02
Fixed
0.04250000
N
N
N
N
N
N
WR GRACE HOLDING LLC
N/A
WR GRACE HOLDING LLC 5.625% 08/15/2029 144A
92943GAA9
1300000.00000000
PA
USD
1215630.00000000
0.076934667749
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
0.05625000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS BRANCH
549300WIWQK5Q9MCUN92
BBVA BANCOMER SA TEXAS 5.35%/VAR 11/12/2029 144A
05533UAE8
180000.00000000
PA
USD
179696.25000000
0.011372597985
Long
EP
CORP
US
N
2
N
N
N
RUSSIA FEDN MINISTRY FINANCE
5493004EHVGF71PDBU58
RUSSIA FEDN MINISTRY FINANCE 5.1% 03/28/2035 REGS
N/A
600000.00000000
PA
USD
96000.00000000
0.006075638231
Long
DBT
NUSS
RU
N
2
2035-03-28
Fixed
0.05100000
N
N
N
N
N
N
KOSMOS ENERGY LTD
213800YDFJ3OT9B5P157
KOSMOS ENERGY LTD 7.125% 04/04/2026 144A
500688AC0
1610000.00000000
PA
USD
1577598.75000000
0.099842909168
Long
DBT
CORP
US
N
2
2026-04-04
Fixed
0.07125000
N
N
N
N
N
N
CHAPARRAL ENERGY INC
V5IUQSDP5WPR92NJWH73
CHAPARRAL ENERGY INC SER B WT 10/01/25
15942R141
13.00000000
NS
USD
21.61000000
0.000001367651
Long
EC
CORP
US
N
3
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.5% 11/30/2028
91282CDL2
860000.00000000
PA
USD
810079.68000000
0.051268240361
Long
DBT
UST
US
N
2
2028-11-30
Fixed
0.01500000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP PIPE
N/A
1691.00000000
NS
USD
147117.00000000
0.009310725726
Long
EC
CORP
US
Y
1
N
N
N
IQVIA HOLDINGS INC
549300W3R20NM4KQPH86
IQVIA HOLDINGS INC
46266C105
7700.00000000
NS
USD
1780317.00000000
0.112672521148
Long
EC
CORP
US
N
1
N
N
N
AMN HEALTHCARE
549300H27NUKBFFQEE84
AMN HEALTHCARE 4.625% 10/01/2027 144A
00175PAB9
165000.00000000
PA
USD
160431.15000000
0.010153350297
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
560000.00000000
PA
USD
537600.00000000
0.034023574098
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 DAC 6.75% 10/15/2027 144A
50201DAA1
544000.00000000
PA
USD
558851.20000000
0.035368517882
Long
DBT
CORP
IE
N
2
2027-10-15
Fixed
0.06750000
N
N
N
N
N
N
OMAN SULTANATE
549300SZ20F0QTKNQC75
OMAN SULTANATE 5.375% 03/08/2027 144A
682051AE7
120000.00000000
PA
USD
123000.00000000
0.007784411484
Long
DBT
NUSS
OM
N
2
2027-03-08
Fixed
0.05375000
N
N
N
N
N
N
CHILE REPUBLIC OF
549300FLZTJM5YJF8D34
CHILE REPUBLIC OF 3.5% 01/31/2034
N/A
200000.00000000
PA
USD
198200.00000000
0.012543661433
Long
DBT
NUSS
CL
N
2
2034-01-31
Fixed
0.03500000
N
N
N
N
N
N
MGM RESORTS INTERNATIONAL
54930066VBP7DZEGGJ87
MGM RESORTS INTERNATIONAL 6.75% 05/01/2025
552953CG4
1485000.00000000
PA
USD
1532089.35000000
0.096962714892
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.06750000
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
BMC TERM B 1LN 10/02/2025
05988HAE7
1619506.06000000
PA
USD
1608380.05000000
0.101790992951
Long
LON
CORP
US
N
2
2025-10-02
Variable
0.04756000
N
N
N
N
N
N
ABG INTERMEDIATE HLDGS 2 LLC
54930020NXD0RJB64985
AUTHENTIC BRANDS TERM B1 1LN 12/21/2028
00076VAZ3
29850.75000000
PA
USD
29328.36000000
0.001856130263
Long
LON
CORP
US
N
2
2028-12-21
Variable
0.00000000
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
405000.00000000
PA
USD
362197.58000000
0.022922723589
Long
DBT
CORP
CA
N
2
2030-02-15
Fixed
0.04875000
N
N
N
N
N
N
MICHAELS COS INC
549300H9LWMBP7HYLR98
MICHAELS COS INC 5.25% 05/01/2028 144A
55916AAA2
685000.00000000
PA
USD
628898.50000000
0.039801664277
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
0.05250000
N
N
N
N
N
N
CHILE REPUBLIC OF
549300FLZTJM5YJF8D34
CHILE REPUBLIC OF 4.34% 03/07/2042
168863DY1
260000.00000000
PA
USD
267020.00000000
0.016899134590
Long
DBT
NUSS
CL
N
2
2042-03-07
Fixed
0.04340000
N
N
N
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO GOV 6.05% 1/11/40
91086QAV0
670000.00000000
PA
USD
762125.00000000
0.048233289453
Long
DBT
NUSS
MX
N
2
2040-01-11
Fixed
0.06050000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 04/01/2052 #TBA
21H030641
-1100000.00000000
PA
USD
-1087284.88000000
-0.06881197485
Short
ABS-MBS
USGA
US
N
2
2052-04-01
Fixed
0.03000000
N
N
N
N
N
N
SRS DISTRIBUTION INC
549300ZQ3XP75BCYM468
SRS DISTRIBUTION INC 6% 12/01/2029 144A
78471RAD8
505000.00000000
PA
USD
467125.00000000
0.029563359469
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
0.06000000
N
N
N
N
N
N
ABG INTERMEDIATE HLDGS 2 LLC
54930020NXD0RJB64985
AUTHENTIC BRANDS TERM B 2LN 12/20/2029
00076VAY6
50000.00000000
PA
USD
49500.00000000
0.003132750963
Long
LON
CORP
US
N
2
2029-12-20
Variable
0.06801120
N
N
N
N
N
N
CCO HLDGS LLC/CCO HLDGS CAP CORP
N/A
CCO HLDGS LLC/CAP CORP 5.375% 06/01/2029 144A
1248EPCB7
4800000.00000000
PA
USD
4800000.00000000
0.303781911598
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
545000.00000000
PA
USD
563497.30000000
0.035662559786
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
370000.00000000
PA
USD
381240.60000000
0.024127916301
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
670000.00000000
PA
USD
634825.00000000
0.040176740006
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
974209.60000000
PA
USD
971774.08000000
0.061501539096
Long
LON
CORP
US
N
2
2027-10-01
Variable
0.05006000
N
N
N
N
N
N
CAS CAPITAL NO 1 LTD
254900REJZW5L9QRTD85
CAS CAPITAL NO 1 LIMITED 4%/VAR PERP REGS
N/A
800000.00000000
PA
USD
748000.00000000
0.047339347890
Long
EP
CORP
VG
N
2
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
UKRAINE GOVT 7.75% 09/01/2027 144A
903724AU6
110000.00000000
PA
USD
46200.00000000
0.002923900899
Long
DBT
NUSS
UA
N
2
2027-09-01
Fixed
0.07750000
N
N
N
N
N
N
PIKE CORP
549300P4EKEP6HK0NC58
PIKE CORP 5.5% 09/01/2028 144A
721283AA7
1345000.00000000
PA
USD
1267662.50000000
0.080227695314
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
300000.00000000
PA
USD
287631.00000000
0.018203561461
Long
DBT
CORP
CA
N
2
2028-02-15
Fixed
0.03875000
N
N
N
N
N
N
GERMANY FEDERAL REPUBLIC OF
529900AQBND3S6YJLY83
GERMANY FEDERAL REPUBLIC OF 0% 08/15/2031 REGS
N/A
8206500.00000000
PA
8655893.70000000
0.547813319745
Long
DBT
NUSS
DE
N
2
2031-08-15
Fixed
0.00000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.625% 06/15/2035
706451BG5
1965000.00000000
PA
USD
1762605.00000000
0.111551565894
Long
DBT
CORP
MX
N
2
2035-06-15
Fixed
0.06625000
N
N
N
N
N
N
PROVINCE CORDOBA
5299006CLM2Z97AATT29
PROVINCE CORDOBA STEP 12/10/2025 144A
74408DAC8
1051837.00000000
PA
USD
818986.58000000
0.051831939342
Long
DBT
CORP
AR
N
2
2025-12-10
Variable
0.05000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTIONS
549300HALRZ339MSTH85
CATALENT PHARMA SOLUTIONS 3.5% 04/01/2030 144A
14879EAK4
280000.00000000
PA
USD
255500.00000000
0.016170058002
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.03500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.625% 05/31/2023
912828R69
760000.00000000
PA
USD
757565.63000000
0.047944736508
Long
DBT
UST
US
N
2
2023-05-31
Fixed
0.01625000
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
4665000.00000000
PA
USD
4616017.50000000
0.292138045858
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.05000000
N
N
N
N
N
N
HUNGARY REPUBLIC OF
5299008DH62LEB10JK83
HUNGARY REPUBLIC OF 2.125% 09/22/2031 144A
445545AM8
205000.00000000
PA
USD
185819.69000000
0.011760137633
Long
DBT
NUSS
HU
N
2
2031-09-22
Fixed
0.02125000
N
N
N
N
N
N
CALLON PETROLEUM CO DEL
549300EFOWPEB0WLZW21
CALLON PETROLEUM CO DEL 6.125% 10/01/2024
13123XAT9
225000.00000000
PA
USD
223875.00000000
0.014168578220
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.06125000
N
N
N
N
N
N
180 MEDICAL INC
254900ZB648OPWVFVX59
180 MEDICAL INC 3.875% 10/15/2029 144A
682357AA6
300000.00000000
PA
USD
283500.00000000
0.017942119153
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
0.03875000
N
N
N
N
N
N
ZIGGO BV
213800TQASLF9JXH5J59
ZIGGO BV 4.875% 01/15/2030 144A
98955DAA8
430000.00000000
PA
USD
404943.90000000
0.025628048340
Long
DBT
CORP
NL
N
2
2030-01-15
Fixed
0.04875000
N
N
N
N
N
N
IHS HOLDING LTD
213800CLGMKL63VKTD94
IHS HOLDING LTD 5.625% 11/29/2026 144A
44963HAA3
595000.00000000
PA
USD
560787.50000000
0.035491062239
Long
DBT
CORP
KY
N
2
2026-11-29
Fixed
0.05625000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS LP
5493005UEC8AZ34LDV29
CHENIERE ENERGY PARTNERS LP 3.25% 01/31/2032 144A
16411QAL5
420000.00000000
PA
USD
381901.80000000
0.024169762259
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
0.03250000
N
N
N
N
N
N
SOTHEBYS
549300P5BAAMQQ7VL735
SOTHEBYS 7.375% 10/15/2027 144A
835898AH0
295000.00000000
PA
USD
302106.55000000
0.019119688596
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.07375000
N
N
N
N
N
N
VENEZUELA, REPUBLIC OF
529900XM8PJTJK5OJI77
VENEZUELA 11.95% 8/31 REGS
N/A
1090000.00000000
PA
USD
98100.00000000
0.006208542818
Long
DBT
NUSS
VE
N
2
2031-08-05
Fixed
0.11950000
Y
Y
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 2.127% 11/25/2031
3137H4SH4
500000.00000000
PA
USD
469223.30000000
0.029696156466
Long
ABS-MBS
USGSE
US
N
2
2031-11-25
Fixed
0.02127000
N
N
N
N
N
N
ERO COPPER CORP
549300KL8A21SEIO8I47
ERO COPPER CORP 6.5% 02/15/2030 144A
296006AA7
415000.00000000
PA
USD
404313.75000000
0.025588167470
Long
DBT
CORP
CA
N
2
2030-02-15
Fixed
0.06500000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
UKRAINE CABINET OF MINISTERS VAR 0% 5/31/40 144A
903724AW2
370000.00000000
PA
USD
112850.00000000
0.007142039317
Long
DBT
NUSS
UA
N
2
2040-05-31
Variable
0.01258000
N
N
N
N
N
N
TTM TECHNOLOGIES INC
549300SC4BDOIS008048
TTM TECHNOLOGIES INC 4% 03/01/2029 144A
87305RAK5
455000.00000000
PA
USD
420875.00000000
0.026636294175
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
3329000.00000000
PA
USD
3294019.50000000
0.208471570948
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
1140000.00000000
PA
USD
1178269.80000000
0.074570219212
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.06250000
N
N
N
N
N
N
ENFRAGEN ENERGIA SUR SA
N/A
ENFRAGEN ENERGIA SUR SA 5.375% 12/30/2030 144A
29280LAA1
865000.00000000
PA
USD
602982.85000000
0.038161517257
Long
DBT
CORP
ES
N
2
2030-12-30
Fixed
0.05375000
N
N
N
N
N
N
WASH MULTIFAMILY ACQUISITION INC
549300AS7PRY5PHG6L12
WASH MULTIFAMILY ACQUISITION INC 5.75% 04/15/2026 144A
93710WAA3
475000.00000000
PA
USD
476187.50000000
0.030136906047
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.05750000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.5% 06/02/2041
71654QAZ5
170000.00000000
PA
USD
140326.50000000
0.008880969253
Long
DBT
CORP
MX
N
2
2041-06-02
Fixed
0.06500000
N
N
N
N
N
N
FOUNDATION BUILDING MATERIALS INC
549300ZVE6MONHB01I28
FOUNDATION BUILDING MATERIALS INC 6% 03/01/2029 144A
350392AA4
310000.00000000
PA
USD
279000.00000000
0.017657323611
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+23 04/25/2031
3137H0H92
1027000.00000000
PA
USD
1027000.00000000
0.064996671502
Long
ABS-MBS
USGSE
US
N
2
2031-04-25
Variable
0.00279670
N
N
N
N
N
N
SINOPEC GROUP OVERSEAS DEV 2018 LTD
549300C6OZZ8LTVR8209
SINOPEC GROUP OVERSEAS DEV 2018 LTD 2.7% 05/13/2030 144A
82939GAP3
220000.00000000
PA
USD
206267.60000000
0.013054242880
Long
DBT
CORP
VG
N
2
2030-05-13
Fixed
0.02700000
N
N
N
N
N
N
JAPAN GOVERNMENT OF
353800WZS8AXZXFUC241
JAPAN GOVERNMENT OF 0.1% 12/20/2030
N/A
467600000.00000000
PA
3814162.58000000
0.241390333270
Long
DBT
NUSS
JP
N
2
2030-12-20
Fixed
0.00100000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 05/01/2052 #TBA
21H030658
1100000.00000000
PA
USD
1084405.96000000
0.068629774057
Long
ABS-MBS
USGA
US
N
2
2052-05-01
Fixed
0.03000000
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
335000.00000000
PA
USD
347562.50000000
0.021996500135
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.06625000
N
N
N
N
N
N
ROMANIA, REPUBLIC OF
315700IASY927EDWBK92
ROMANIA REPUBLIC OF 3% 02/27/2027 144A
77586RAK6
470000.00000000
PA
USD
455900.00000000
0.028852952811
Long
DBT
NUSS
RO
N
2
2027-02-27
Fixed
0.03000000
N
N
N
N
N
N
AFFINITY GAMING LLC
N/A
AFFINITY GAMING LLC 6.875% 12/15/2027 144A
00842XAA7
250000.00000000
PA
USD
243125.00000000
0.015386870261
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.06875000
N
N
N
N
N
N
DIAMOND BC BV
549300SWLHWJF3D4N658
DIAMOND BC BV 4.625% 10/01/2029 144A
25257DAA6
335000.00000000
PA
USD
300662.50000000
0.019028297707
Long
DBT
CORP
NL
N
2
2029-10-01
Fixed
0.04625000
N
N
N
N
N
N
ASSUREDPARTNERS INC
549300HNDSDQWQ3L2P80
ASSUREDPARTNERS INC 5.625% 01/15/2029 144A
04624VAB5
390000.00000000
PA
USD
358956.00000000
0.022717570804
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
235000.00000000
PA
USD
206283.38000000
0.013055241564
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
1495000.00000000
PA
USD
1493736.73000000
0.094535458179
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.05625000
N
N
N
N
N
N
SAUDI ARABIAN OIL COMPANY
5586006WD91QHB7J4X50
SAUDI ARABIAN OIL COMPANY 4.375% 04/16/2049 144A
80414L2F1
355000.00000000
PA
USD
362100.00000000
0.022916547956
Long
DBT
CORP
SA
N
2
2049-04-16
Fixed
0.04375000
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
300000.00000000
PA
USD
272250.00000000
0.017230130298
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
0.03250000
N
N
N
N
N
N
SUNOCO LP / SUNOCO FIN CORP
N/A
SUNOCO LP / SUNOCO FIN CORP 4.5% 05/15/2029
86765LAT4
605000.00000000
PA
USD
570778.18000000
0.036123351378
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.04500000
N
N
N
N
N
N
PANAMA REPUBLIC OF
549300SHS4T08CL0LP14
PANAMA REPUBLIC OF 4.5% 04/16/2050
698299BH6
525000.00000000
PA
USD
520668.75000000
0.032952030871
Long
DBT
NUSS
PA
N
2
2050-04-16
Fixed
0.04500000
N
N
N
N
N
N
GERMANY FEDERAL REPUBLIC OF
529900AQBND3S6YJLY83
GERMANY FEDERAL REPUBLIC OF 0% 02/15/2031 REGS
N/A
12625000.00000000
PA
13390711.02000000
0.847469956523
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
125000.00000000
PA
USD
125178.75000000
0.007922299993
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
0.05000000
N
N
N
N
N
N
NBM US HOLDINGS INC
5493008K1QMSP0J8UC24
NBM US HOLDINGS INC 6.625% 08/06/2029 144A
62877VAB7
1185000.00000000
PA
USD
1242768.75000000
0.078652222197
Long
DBT
CORP
US
N
2
2029-08-06
Fixed
0.06625000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
FX Forward: EUR/USD settle 2022-05-18
N/A
1.00000000
NC
N/A
999.54000000
0.000063258785
N/A
DFE
CORP
CA
N
2
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
336919.78000000
USD
305000.00000000
EUR
2022-05-18
999.54000000
N
N
N
MAF GLOBAL SECURITIES
54930037VUDNYTS17017
MAF GLOBAL SECURITIES 5.5/VAR PERP REGS
N/A
600000.00000000
PA
USD
595800.00000000
0.037706929777
Long
EP
CORP
KY
N
2
N
N
N
TEMPUR SEALY INTERNATIONAL INC
549300HFEKVR3US71V91
TEMPUR SEALY INTERNATIONAL INC 4% 04/15/2029 144A
88023UAH4
790000.00000000
PA
USD
717576.75000000
0.045413924340
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
1125000.00000000
PA
USD
1068750.00000000
0.067638941254
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
1805000.00000000
PA
USD
1804458.50000000
0.114200385943
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.07000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.25% 02/15/2052
912810TD0
11700000.00000000
PA
USD
11221031.25000000
0.710155484005
Long
DBT
UST
US
N
2
2052-02-15
Fixed
0.02250000
N
N
N
N
N
N
CHINA PEOPLES REPUBLIC OF
300300CHN201808MOF68
CHINA PEOPLES REPUBLIC OF 1.2% 10/21/2030 144A
16955EAC4
430000.00000000
PA
USD
384948.90000000
0.024362606814
Long
DBT
NUSS
CN
N
2
2030-10-21
Fixed
0.01200000
N
N
N
N
N
N
ENERGEAN PLC
549300RVMKU0CYUZBB05
ENERGEAN PLC 6.5% 04/30/2027 144A
29280EAA7
550000.00000000
PA
USD
525525.00000000
0.033259372727
Long
DBT
CORP
GB
N
2
2027-04-30
Fixed
0.06500000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
FX Forward: EUR/USD settle 2022-05-18
N/A
1.00000000
NC
N/A
-657949.96000000
-0.04164027012
N/A
DFE
CORP
CA
N
2
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
47345104.89000000
USD
42139000.00000000
EUR
2022-05-18
-657949.96000000
N
N
N
WR GRACE HOLDING LLC
N/A
WR GRACE TERM B 1LN 09/22/2028
92943HAB5
129675.00000000
PA
USD
128378.25000000
0.008124789623
Long
LON
CORP
US
N
2
2028-09-22
Variable
0.04812500
N
N
N
N
N
N
SAUDI ARABIAN OIL COMPANY
5586006WD91QHB7J4X50
SAUDI ARABIAN OIL COMPANY 1.625% 11/24/2025 144A
80414L2H7
940000.00000000
PA
USD
891825.00000000
0.056441729856
Long
DBT
CORP
SA
N
2
2025-11-24
Fixed
0.01625000
N
N
N
N
N
N
VENEZUELA, REPUBLIC OF
529900XM8PJTJK5OJI77
VENEZUELA REP 9.25% 9/15/27
922646AS3
2395000.00000000
PA
USD
215550.00000000
0.013641706467
Long
DBT
NUSS
VE
N
2
2027-09-15
Fixed
0.09250000
Y
Y
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.125% 06/30/2022
912828ZX1
575000.00000000
PA
USD
574348.63000000
0.036349317655
Long
DBT
UST
US
N
2
2022-06-30
Fixed
0.00125000
N
N
N
N
N
N
EL SALVADOR REPUBLIC OF
529900AKDMUSFSDOM949
EL SALVADOR GOVT 6.375% 01/18/2027 144A
283875AS1
75000.00000000
PA
USD
36562.50000000
0.002313963779
Long
DBT
NUSS
SV
N
2
2027-01-18
Fixed
0.06375000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP 4% 08/01/2028 144A
143658BQ4
855000.00000000
PA
USD
795150.00000000
0.050323372293
Long
DBT
CORP
PA
N
2
2028-08-01
Fixed
0.04000000
N
N
N
N
N
N
PREMIER ENTERTAINMENT SU
N/A
PREMIER ENTERTAINMENT SU 5.625% 09/01/2029 144A
74052HAA2
1285000.00000000
PA
USD
1104393.25000000
0.069894727633
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
0.05625000
N
N
N
N
N
N
EMIRATE OF ABU DHABI
213800FER4348CINTA77
EMIRATE OF ABU DHABI 1.7% 03/02/2031 144A
29135LAM2
570000.00000000
PA
USD
519412.50000000
0.032872525449
Long
DBT
NUSS
AE
N
2
2031-03-02
Fixed
0.01700000
N
N
N
N
N
N
CAESARS RESORT COLLECTION LLC / CRC FINCO INC
N/A
CAESARS RESORT COLLECTION LLC / CRC FINCO INC 5.75% 07/01/2025 144A
12770RAA1
840000.00000000
PA
USD
857291.40000000
0.054256170893
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.05750000
N
N
N
N
N
N
TRICER HOLDCO S.C.A.
N/A
TRICER HOLDCO S.C.A CLASS A9 PP
N/A
16755.00000000
NS
USD
18.62000000
0.000001178420
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
620000.00000000
PA
USD
598479.80000000
0.037876528686
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
1805435.86000000
PA
USD
1787021.86000000
0.113096857645
Long
ABS-MBS
USGSE
US
N
2
2031-02-25
Variable
0.00299670
N
N
N
N
N
N
PERU, REPUBLIC OF
254900STKLK2DBJJZ530
PERU REPUBLIC OF 3% 01/15/2034
715638DU3
440000.00000000
PA
USD
412280.00000000
0.026092334690
Long
DBT
NUSS
PE
N
2
2034-01-15
Fixed
0.03000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 6.875% 01/29/2026 144A
25714PDJ4
780000.00000000
PA
USD
822900.00000000
0.052079611469
Long
DBT
NUSS
DO
N
2
2026-01-29
Fixed
0.06875000
N
N
N
N
N
N
ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV
N/A
ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 5.125% 04/30/2031 144A
68622TAB7
885000.00000000
PA
USD
854025.00000000
0.054049447302
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 06/04/2028
78466YAN8
303475.00000000
PA
USD
299429.68000000
0.018950275120
Long
LON
CORP
US
N
2
2028-06-04
Variable
0.04018660
N
N
N
N
N
N
ACRISURE LLC
549300R0Z1Q47XRTGO22
ACRISURE TERM B 1LN 02/15/2027
00488PAP0
64837.50000000
PA
USD
64473.11000000
0.004080367625
Long
LON
CORP
US
N
2
2027-02-15
Variable
0.04750000
N
N
N
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 3.5% 02/12/2034
91087BAR1
610000.00000000
PA
USD
567300.00000000
0.035903224677
Long
DBT
NUSS
MX
N
2
2034-02-12
Fixed
0.03500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.625% 07/31/2026
91282CCP4
2400000.00000000
PA
USD
2214562.51000000
0.140155006800
Long
DBT
UST
US
N
2
2026-07-31
Fixed
0.00625000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
ONEMAIN FINANCE CORP 7.125% 03/15/2026
85172FAN9
3405000.00000000
PA
USD
3635654.70000000
0.230092944724
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
73393.70000000
PA
USD
71986.74000000
0.004555889476
Long
LON
CORP
US
N
2
2026-04-04
Variable
0.04506000
N
N
N
N
N
N
UC HOLDINGS INC
N/A
UC HOLDINGS INC
N/A
33750.00000000
NS
USD
164025.00000000
0.010380797510
Long
EC
CORP
US
N
3
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT SOFR30A+21 08/25/2031
3137H2NB6
3388000.00000000
PA
USD
3349694.26000000
0.211995109494
Long
ABS-MBS
USGSE
US
N
2
2031-08-25
Variable
0.00249670
N
N
N
N
N
N
MILLENNIUM ESCROW CORP
N/A
MILLENNIUM ESCROW CORP 6.625% 08/01/2026 144A
60041CAA6
570000.00000000
PA
USD
541180.80000000
0.034250195405
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
0.06625000
N
N
N
N
N
N
T-MOBILE US INC
549300QHIJYOHPACPG31
T-MOBILE US INC
872590104
5900.00000000
NS
USD
757265.00000000
0.047925710267
Long
EC
CORP
US
N
1
N
N
N
OMAN SULTANATE
549300SZ20F0QTKNQC75
OMAN SULTANATE 5.625% 01/17/2028 144A
682051AH0
1465000.00000000
PA
USD
1508950.00000000
0.095498274063
Long
DBT
NUSS
OM
N
2
2028-01-17
Fixed
0.05625000
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 5.5% 01/15/2030 144A
46590XAB2
1085000.00000000
PA
USD
1109173.80000000
0.070197278595
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
1265000.00000000
PA
USD
1296625.00000000
0.082060671067
Long
DBT
CORP
CA
N
2
2026-03-01
Fixed
0.06875000
N
N
N
N
N
N
GEORGIA REPUBLIC OF
254900MHQHBC58M2GR84
GEORGIA REPUBLIC OF 2.75% 04/22/2026 144A
37311PAB6
480000.00000000
PA
USD
410400.00000000
0.025973353441
Long
DBT
NUSS
GE
N
2
2026-04-22
Fixed
0.02750000
N
N
N
N
N
N
ANTOFAGASTA PLC
213800MY6QVH4FVLD628
ANTOFAGASTA PLC 2.375% 10/14/2030 144A
03718NAA4
685000.00000000
PA
USD
603784.69000000
0.038212264025
Long
DBT
CORP
GB
N
2
2030-10-14
Fixed
0.02375000
N
N
N
N
N
N
TEINE ENERGY LTD
5493002EE80G6ER7SM91
TEINE ENERGY LTD 6.875% 04/15/2029 144A
879068AB0
445000.00000000
PA
USD
451675.00000000
0.028585561441
Long
DBT
CORP
CA
N
2
2029-04-15
Fixed
0.06875000
N
N
N
N
N
N
CENTURY CMNTYS INC
5299002QMB2O7ZL1CA26
CENTURY COMMUNITIES INC 3.875% 08/15/2029 144A
156504AM4
420000.00000000
PA
USD
376635.25000000
0.023836453379
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
0.03875000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATIONS CO LLC 4.375% 05/01/2029 144A
92840VAH5
1105000.00000000
PA
USD
1044225.00000000
0.066086805549
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
0.04375000
N
N
N
N
N
N
FEL Energy VI Sarl
N/A
FEL Energy VI Sarl 5.75% 12/01/2040 144A
30260LAA3
274971.64000000
PA
USD
246494.89000000
0.015600143517
Long
DBT
CORP
LU
N
2
2040-12-01
Fixed
0.05750000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
FX Forward: EUR/USD settle 2022-05-18
N/A
1.00000000
NC
N/A
-177934.38000000
-0.01126109293
N/A
DFE
CORP
CA
N
2
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
4673923.24000000
USD
4058000.00000000
EUR
2022-05-18
-177934.38000000
N
N
N
QATAR PETROLEUM
254900QTESJKJ3P87J26
QATAR PETROLEUM 3.125% 07/12/2041 144A
74730DAE3
630000.00000000
PA
USD
574875.00000000
0.036382630506
Long
DBT
CORP
QA
N
2
2041-07-12
Fixed
0.03125000
N
N
N
N
N
N
SOUTHERN GAS CORRIDOR CJSC
213800DG58KG59XY6318
SOUTHERN GAS CORRIDOR CJSC 6.875% 03/24/2026 144A
84302LAA0
985000.00000000
PA
USD
1074290.25000000
0.067989572032
Long
DBT
CORP
AZ
N
2
2026-03-24
Fixed
0.06875000
N
N
N
N
N
N
MODIVCARE ESCROW ISSUER INC
N/A
MODIVCARE ESCROW ISSUER INC 5% 10/01/2029 144A
60783XAA2
325000.00000000
PA
USD
302968.25000000
0.019174223778
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.05000000
N
N
N
N
N
N
TINKOFF CREDIT SYSTEMS VIA TCS FINANCE LTD
213800VIPIONINOCLD68
TINKOFF CREDIT SYSTEMS VIA TCS FINANCE LTD 6/VAR PERP 144A
87251LAA4
275000.00000000
PA
USD
27500.00000000
0.001740417201
Long
EP
CORP
IE
N
2
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.375% 10/31/2023
91282CDD0
2000000.00000000
PA
USD
1943906.24000000
0.123025740323
Long
DBT
UST
US
N
2
2023-10-31
Fixed
0.00375000
N
N
N
N
N
N
KAR AUCTION SVCS INC
5493004HKD20LBSG7D03
KAR AUCTION SVCS INC 5.125% 06/01/2025 144A
48238TAA7
525000.00000000
PA
USD
531562.50000000
0.033641473413
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.05125000
N
N
N
N
N
N
PREMIER ENTERTAINMENT SU
N/A
PREMIER ENTERTAINMENT SU 5.875% 09/01/2031 144A
74052HAB0
1095000.00000000
PA
USD
934746.75000000
0.059158157203
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
0.05875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.125% 10/31/2026
91282CDG3
1700000.00000000
PA
USD
1599062.50000000
0.101201304794
Long
DBT
UST
US
N
2
2026-10-31
Fixed
0.01125000
N
N
N
N
N
N
ECUADOR REPUBLIC OF
5299003Y2U5XK0A35H71
ECUADOR REP OF STEP 07/31/2035 144A
N/A
705000.00000000
PA
USD
458382.19000000
0.029010045400
Long
DBT
NUSS
EC
N
2
2035-07-31
Variable
0.01000000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE LTD
98450044QACBL3F8EB03
ENERGEAN ISRAEL FINANCE LTD 4.875% 03/30/2026 REGS
N/A
570000.00000000
PA
USD
550050.00000000
0.034811508432
Long
DBT
CORP
IL
N
2
2026-03-30
Fixed
0.04875000
N
N
N
N
N
N
NBK TIER 1 LTD
5493000G4QCCEE8YHF19
NBK TIER 1 FINANCING LTD 3.625/VAR PERP 144A
62879NAA5
230000.00000000
PA
USD
214906.25000000
0.013600964883
Long
EP
CORP
AE
N
2
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
FX Forward: USD/EUR settle 2022-05-18
N/A
1.00000000
NC
N/A
3762850.65000000
0.238142909065
N/A
DFE
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
97381000.00000000
EUR
111654396.10000000
USD
2022-05-18
3762850.65000000
N
N
N
AXTEL SAB DE CV
549300BVRDR8XTSXAD13
AXTEL SAB DE CV 6.375% 11/14/2024 144A
05462GAJ3
100000.00000000
PA
USD
102081.25000000
0.006460507763
Long
DBT
CORP
MX
N
2
2024-11-14
Fixed
0.06375000
N
N
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: EUR/USD settle 2022-05-18
N/A
1.00000000
NC
N/A
3388.90000000
0.000214476358
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
457510.89000000
USD
416000.00000000
EUR
2022-05-18
3388.90000000
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: USD/EUR settle 2022-05-18
N/A
1.00000000
NC
N/A
-7977.56000000
-0.00050488300
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
1323000.00000000
EUR
1457816.74000000
USD
2022-05-18
-7977.56000000
N
N
N
PAPA JOHNS INTERNATIONAL INC
HZYLD3DK5XOX0WBVNB56
PAPA JOHNS INTL INC 3.875% 09/15/2029 144A
698813AA0
255000.00000000
PA
USD
234069.60000000
0.014813773028
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
0.03875000
N
N
N
N
N
N
ECUADOR REPUBLIC OF
5299003Y2U5XK0A35H71
ECUADOR REP OF STEP 07/31/2030 144A
N/A
1320000.00000000
PA
USD
1099972.50000000
0.069614947657
Long
DBT
NUSS
EC
N
2
2030-07-31
Variable
0.05000000
N
N
N
N
N
N
CROWN CORK and SEAL INC
7HLDMDH0ZXNUH6PT7Z42
CROWN CORK and SEAL INC 7.5% 12/15/2096
228255AJ4
160000.00000000
PA
USD
182151.20000000
0.011527966611
Long
DBT
CORP
US
N
2
2096-12-15
Fixed
0.07500000
N
N
N
N
N
N
MONG DUONG FINANCE HOLDINGS B.V
549300995KGQFMWSV879
MONG DUONG FINANCE HOLDINGS B.V 5.125% 05/07/2029 144A
60935DAA3
655000.00000000
PA
USD
586143.13000000
0.037095766771
Long
DBT
CORP
NL
N
2
2029-05-07
Fixed
0.05125000
N
N
N
N
N
N
SOTHEBY'S/BIDFAIR HOLDINGS INC
N/A
SOTHEBY'S/BIDFAIR HOLDINGS INC 5.875% 06/01/2029 144A
83600GAA2
430000.00000000
PA
USD
416025.00000000
0.026329347869
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.05875000
N
N
N
N
N
N
CASCADES INC/USA INC
N/A
CASCADES INC/USA INC 5.375% 01/15/2028 144A
14739LAB8
300000.00000000
PA
USD
299625.00000000
0.018962636513
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
685000.00000000
PA
USD
643043.75000000
0.040696887420
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
0.03750000
N
N
N
N
N
N
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
FX Forward: USD/EUR settle 2022-05-18
N/A
1.00000000
NC
N/A
4779.38000000
0.000302476915
N/A
DFE
CORP
GB
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
383000.00000000
EUR
429117.41000000
USD
2022-05-18
4779.38000000
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP 6.125% 10/01/2028 144A
88033GDJ6
1140000.00000000
PA
USD
1158525.00000000
0.073320612319
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
0.06125000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 7.125/VAR PERP
29273VAM2
410000.00000000
PA
USD
399750.00000000
0.025299337325
Long
EP
CORP
US
N
2
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 5.875%/VAR PERP
060505FL3
5125000.00000000
PA
USD
5175225.00000000
0.327529113218
Long
EP
CORP
US
N
2
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
DOMINICAN REP 7.45% 04/30/44 144A
25714PCF3
335000.00000000
PA
USD
351917.50000000
0.022272118932
Long
DBT
NUSS
DO
N
2
2044-04-30
Fixed
0.07450000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.5% 01/31/2024
9128285Z9
630000.00000000
PA
USD
632116.41000000
0.040005319037
Long
DBT
UST
US
N
2
2024-01-31
Fixed
0.02500000
N
N
N
N
N
N
LAM RESEARCH CORP
549300I4GMO6D34U1T02
LAM RESEARCH CORP
512807108
3200.00000000
NS
USD
1720352.00000000
0.108877462329
Long
EC
CORP
US
N
1
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
DANA INC 4.5% 02/15/2032
235825AJ5
410000.00000000
PA
USD
366950.00000000
0.023223494262
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
0.04500000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING BV
5493000UL1QLQLT1VQ42
ALCOA NEDERLAND HOLDING BV 6.125% 05/15/2028 144A
013822AC5
200000.00000000
PA
USD
209500.00000000
0.013258814683
Long
DBT
CORP
NL
N
2
2028-05-15
Fixed
0.06125000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
COLOMBIA REPUBLIC OF 3.25% 04/22/2032
195325DZ5
600000.00000000
PA
USD
502800.00000000
0.031821155239
Long
DBT
NUSS
CO
N
2
2032-04-22
Fixed
0.03250000
N
N
N
N
N
N
SRI LANKA GOVT DEMOCRATIC SOCIALIST REP
254900HXCCIOHM74FA02
SRI LANKA GOVT DEMOC SOCIA REP 6.2% 05/11/2027 144A
85227SAT3
200000.00000000
PA
USD
94522.00000000
0.005982098718
Long
DBT
NUSS
LK
N
2
2027-05-11
Fixed
0.06200000
N
N
N
N
N
N
MELCO RESORTS FIN LTD
N/A
MELCO RESORTS FIN LTD 5.375% 12/04/2029 144A
58547DAD1
435000.00000000
PA
USD
368662.50000000
0.023331874788
Long
DBT
CORP
KY
N
2
2029-12-04
Fixed
0.05375000
N
N
N
N
N
N
FOOT LOCKER INC
549300X383CBNP6MTV94
FOOT LOCKER INC 4% 10/01/2029 144A
344849AA2
280000.00000000
PA
USD
245225.40000000
0.015519800163
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.04000000
N
N
N
N
N
N
BANCO MERCANTIL DEL NORTE SA CAYMAN ISLANDS BRANCH
549300QTVYRPFHS0J362
BANCO MERCANTIL DEL NORTE SA GRAND CAYMAN BRH 7.625%/VAR PERP 144A
05962GAJ8
210000.00000000
PA
USD
207283.13000000
0.013118513640
Long
EP
CORP
KY
N
2
N
N
N
FORD MOTOR CO
20S05OYHG0MQM4VUIC57
FORD MOTOR CO 3.25% 02/12/2032
345370DA5
1335000.00000000
PA
USD
1190339.40000000
0.075334078829
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
0.03250000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION .587/VAR 08/24/2028 REGS
N/A
270000.00000000
PA
281021.63000000
0.017785268325
Long
DBT
CORP
US
N
2
2028-08-24
Variable
0.00583000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
IRON MTN INC 5.625% 07/15/2032 144A
46284VAL5
585000.00000000
PA
USD
576388.80000000
0.036478435726
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
1628000.00000000
PA
USD
1711480.23000000
0.108315986652
Long
DBT
NUSS
IL
N
2
2023-12-04
Fixed
0.05500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT K-F119 SOFR30A+23 07/25/2031
3137H1ZA7
3576936.60300000
PA
USD
3576936.60000000
0.226376799586
Long
ABS-MBS
USGSE
US
N
2
2031-07-25
Variable
0.00259670
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK LTD
F8SB4JFBSYQFRQEH3Z21
FX Forward: EUR/USD settle 2022-05-18
N/A
1.00000000
NC
N/A
-5606.57000000
-0.00035482803
N/A
DFE
CORP
AU
N
2
NATIONAL AUSTRALIA BANK LTD
F8SB4JFBSYQFRQEH3Z21
424404.94000000
USD
378000.00000000
EUR
2022-05-18
-5606.57000000
N
N
N
TRICER HOLDCO S.C.A.
N/A
TRICER HOLDCO S.C.A CLASS A7 PP
N/A
16755.00000000
NS
USD
18.62000000
0.000001178420
Long
EC
CORP
LU
Y
3
N
N
N
GTT COMMUNICATIONS INC
549300ETSL7K1ZX05H30
GTT COMMUNICATIONS TERM B 05/31/2025
36250LAP9
745025.67000000
PA
USD
606190.14000000
0.038364499900
Long
LON
CORP
US
N
2
2025-05-31
Variable
0.07000000
N
N
N
N
N
N
CONNECT US FINCO LLC
N/A
INMARSAT TERM B 1LN 12/12/26
N/A
475300.00000000
PA
USD
470784.65000000
0.029794971026
Long
LON
CORP
US
N
2
2026-12-12
Variable
0.04500000
N
N
N
N
N
N
TMK CAPITAL SA
222100TBRQIOGYHYB529
TMK CAPITAL SA 4.3% 02/12/2027 REGS
N/A
400000.00000000
PA
USD
60000.00000000
0.003797273894
Long
DBT
CORP
LU
N
2
2027-02-12
Fixed
0.04300000
N
N
N
N
N
N
GRAY ESCROW II INC
N/A
GRAY ESCROW II INC 5.375% 11/15/2031 144A
389286AA3
850000.00000000
PA
USD
812782.75000000
0.051439311981
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
0.05375000
N
N
N
N
N
N
AXIS ENERGY SERVICES HOLDINGS LLC
N/A
AXIS ENERGY SERVICES HOLDINGS LLC CL A
N/A
394.53000000
NS
USD
126.44000000
0.000008002121
Long
EC
CORP
US
N
3
N
N
N
TRI POINTE GROUP INC/TRI POINTE HLDGS INC
N/A
TRI POINTE GROUP INC/TRI POINTE HLDGS INC 5.875% 06/15/2024
962178AN9
780000.00000000
PA
USD
810201.60000000
0.051275956422
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.05875000
N
N
N
N
N
N
WESTROCK CO
N/A
WESTROCK CO
96145D105
23900.00000000
NS
USD
1124017.00000000
0.071136673526
Long
EC
CORP
US
N
1
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 5.5% 06/01/2027
29273VAF7
860000.00000000
PA
USD
877186.27000000
0.055515275401
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.05500000
N
N
N
N
N
N
AEROPUERTO INTERNACIONAL DE TOCUMEN SA
254900FO1PHX49ZIGB14
AEROPUERTO INTERNACIONAL DE TOCUMEN SA 4% 08/11/2041 144A
00787CAD4
280000.00000000
PA
USD
255465.00000000
0.016167842926
Long
DBT
CORP
PA
N
2
2041-08-11
Fixed
0.04000000
N
N
N
N
N
N
BLOCK COMMUNICATIONS INC
M5G68A9OHJWIL4SFC742
BLOCK COMMUNICATIONS INC 4.875% 03/01/2028 144A
093645AJ8
410000.00000000
PA
USD
395650.00000000
0.025039856942
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
890000.00000000
PA
USD
868128.25000000
0.054942012353
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.03875000
N
N
N
N
N
N
ARCONIC CORP
549300B4YFWH3U74B152
ARCONIC CORP 6% 05/15/2025 144A
03966VAB3
400000.00000000
PA
USD
409200.00000000
0.025897407963
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.06000000
N
N
N
N
N
N
ASHTON WOODS USA LLC / ASHTON WOODS FINANCE CO
N/A
ASHTON WOODS USA LLC/FIN CO 4.625% 04/01/2030 144A
045086AP0
410000.00000000
PA
USD
357179.70000000
0.022605152510
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.04625000
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
1490000.00000000
PA
USD
1530975.00000000
0.096892190022
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.09250000
N
N
N
N
N
N
GERMANY FEDERAL REPUBLIC OF
529900AQBND3S6YJLY83
GERMANY FEDERAL REPUBLIC OF 0% 12/15/2022 REGS
N/A
650000.00000000
PA
721866.85000000
0.045685435752
Long
DBT
NUSS
DE
N
2
2022-12-15
Fixed
0.00000000
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
365000.00000000
PA
USD
380516.15000000
0.024082067383
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
0.10750000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING BV
5493000UL1QLQLT1VQ42
ALCOA NEDERLAND HOLDING BV 4.125% 03/31/2029 144A
013822AG6
775000.00000000
PA
USD
759445.75000000
0.048063725352
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
2525000.00000000
PA
USD
2377792.50000000
0.150485489798
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
0.04000000
N
N
N
N
N
N
METINVEST BV
635400TMCKVEU87EJ582
METINVEST BV 8.5% 04/23/2026 REGS
N/A
200000.00000000
PA
USD
87000.00000000
0.005506047147
Long
DBT
CORP
NL
N
2
2026-04-23
Fixed
0.08500000
N
N
N
N
N
N
CASCADES INC/USA INC
N/A
CASCADES INC/USA INC 5.125% 01/15/2026 144A
14739LAA0
300000.00000000
PA
USD
299064.00000000
0.018927132002
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
8126000.00000000
PA
USD
10601890.63000000
0.670971375444
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
455000.00000000
PA
USD
447906.55000000
0.028347064161
Long
DBT
CORP
IE
N
2
2028-01-15
Fixed
0.05000000
N
N
N
N
N
N
GERMANY FEDERAL REPUBLIC OF
529900AQBND3S6YJLY83
GERMANY FEDERAL REPUBLIC OF 0% 10/09/2026 REGS
N/A
4475000.00000000
PA
4876102.82000000
0.308598299126
Long
DBT
NUSS
DE
N
2
2026-10-09
Fixed
0.00000000
N
N
N
N
N
N
ATHENAHEALTH INC
254900AA3KZN4Q7A5Z33
ATHENAHEALTH TERM B 1LN 02/15/2029
04686RAB9
474565.22000000
PA
USD
468751.80000000
0.029666316222
Long
LON
CORP
US
N
2
2029-02-15
Variable
0.04000000
N
N
N
N
N
N
MTN MAURITIUS INVESTMENTS LTD
2549009PQD415OQIR074
MTN MAURITIUS INVSTMENTS 4.755% 11/11/2024 144A
55377XAA4
170000.00000000
PA
USD
170456.88000000
0.010787857677
Long
DBT
CORP
MU
N
2
2024-11-11
Fixed
0.04755000
N
N
N
N
N
N
CLEAR CHANNEL INTERNATIONAL BV
N/A
CLEAR CHANNEL INTERNATIONAL BV 6.625% 08/01/2025 144A
18452MAB2
965000.00000000
PA
USD
981887.50000000
0.062141596192
Long
DBT
CORP
NL
N
2
2025-08-01
Fixed
0.06625000
N
N
N
N
N
N
GSK CONSUMER HEALTHCARE CAPITAL NL B.V.
549300RXQZBOJONY3Q97
GSK CONSUMER HEALTHCARE CAPITAL NL B.V. 2.125% 03/29/2034 REGS
N/A
593000.00000000
PA
665098.50000000
0.042092686193
Long
DBT
CORP
NL
N
2
2034-03-29
Fixed
0.02125000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM INC 7.5% 03/15/2027
893647BH9
960000.00000000
PA
USD
988800.00000000
0.062579073789
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.07500000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK LTD
F8SB4JFBSYQFRQEH3Z21
FX Forward: USD/AUD settle 2022-05-18
N/A
1.00000000
NC
N/A
-64686.80000000
-0.00409389161
N/A
DFE
CORP
AU
N
2
NATIONAL AUSTRALIA BANK LTD
F8SB4JFBSYQFRQEH3Z21
2304000.00000000
AUD
1660528.74000000
USD
2022-05-18
-64686.80000000
N
N
N
CANACOL ENERGY LTD
549300X5MNRWPMSM9N14
CANACOL ENERGY LTD 5.75% 11/24/2028 144A
134808AD6
380000.00000000
PA
USD
352925.00000000
0.022335881489
Long
DBT
CORP
CA
N
2
2028-11-24
Fixed
0.05750000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP SER C WT 02/09/26
165167180
4478.00000000
NS
USD
249290.26000000
0.015777056609
Long
EC
CORP
US
N
1
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA GOVT 5.25 1/42 144A
455780BJ4
305000.00000000
PA
USD
340322.81000000
0.021538315371
Long
DBT
NUSS
ID
N
2
2042-01-17
Fixed
0.05250000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
UKRAINE CABINET OF MINISTERS 6.876% 05/21/2029 144A
90372UAR5
170000.00000000
PA
USD
69700.00000000
0.004411166507
Long
DBT
NUSS
UA
N
2
2029-05-21
Fixed
0.06876000
N
N
N
N
N
N
ADOBE INC
FU4LY2G4933NH2E1CP29
ADOBE INC
00724F101
3600.00000000
NS
USD
1640232.00000000
0.103806835921
Long
EC
CORP
US
N
1
N
N
N
NBK TIER 1 FINANCING 2 LTD
549300HMWSJFNREWT164
NBK TIER 1 FINANCING 2 LTD 4.5/VAR PERP 144A
62878WAA6
455000.00000000
PA
USD
444353.00000000
0.028122167450
Long
EP
CORP
AE
N
2
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 02/15/2024
912828B66
18873000.00000000
PA
USD
19017496.41000000
1.203577377758
Long
DBT
UST
US
N
2
2024-02-15
Fixed
0.02750000
N
N
N
N
N
N
TURKEY REPUBLIC OF
5493000PCHOG3B6S3Q85
TURKEY REPUBLIC OF 4.25% 03/13/2025
900123CX6
590000.00000000
PA
USD
550285.63000000
0.034826420959
Long
DBT
NUSS
TR
N
2
2025-03-13
Fixed
0.04250000
N
N
N
N
N
N
GEO GROUP INC/THE
5493003VOR6NTY465495
GEO GROUP INC/THE 6% 04/15/2026
36162JAB2
521000.00000000
PA
USD
406380.00000000
0.025718936090
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.06000000
N
N
N
N
N
N
BARBADOS GOVT OF
529900UD1KUUS4SFD905
BARBADOS GOVT OF 6.5% 10/01/2029 144A
067070AH5
859000.00000000
PA
USD
825069.50000000
0.052216914564
Long
DBT
NUSS
BB
N
2
2029-10-01
Fixed
0.06500000
N
N
N
N
N
N
NIGERIA REPUBLIC OF
549300GSBZD84TNEQ285
NIGERIA REPUBLIC OF 7.143% 02/23/2030 144A
65412JAD5
360000.00000000
PA
USD
336600.00000000
0.021302706550
Long
DBT
NUSS
NG
N
2
2030-02-23
Fixed
0.07143000
N
N
N
N
N
N
POLARIS NEWCO LLC
254900LEPDAG7EDOA064
SOLERA TERM B 1LN 06/02/2028
73108RAB4
318400.00000000
PA
USD
315773.20000000
0.019984622151
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
870000.00000000
PA
USD
827326.50000000
0.052359755351
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.04625000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 09/01/2051#CB1549
3140QLWK8
537478.80000000
PA
USD
514486.42000000
0.032560764199
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
0.02500000
N
N
N
N
N
N
PITNEY-BOWES INC
549300N2O26NW4ST6W55
PITNEY-BOWES INC 7.25% 03/15/2029 144A
724479AQ3
295000.00000000
PA
USD
278264.65000000
0.017610784855
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.07250000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS HOLDINGS LLC
N/A
FRONTIER COMMUNICATIONS HOLDINGS LLC 5.875% 10/15/2027 144A
35906ABE7
620000.00000000
PA
USD
615846.00000000
0.038975598985
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.05875000
N
N
N
N
N
N
COINBASE GLOBAL INC
5493004G3J2SC154DU06
COINBASE GLOBAL INC 3.375% 10/01/2028 144A
19260QAC1
420000.00000000
PA
USD
371038.50000000
0.023482246834
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
0.03375000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP 6.25%/VAR PERP
060505EH3
1410000.00000000
PA
USD
1457517.07000000
0.092243192023
Long
EP
CORP
US
N
2
N
N
N
CAESARS ENTERTAINMENT INC
5299000BKFWWVND5L441
CAESARS ENTERTAINMENT INC 8.125% 07/01/2027 144A
28470RAK8
3360000.00000000
PA
USD
3600088.80000000
0.227842053663
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
0.08125000
N
N
N
N
N
N
UZBEKISTAN REPUBLIC OF
213800L6VDKUM3TCM927
UZBEKISTAN REPUBLIC OF 3.9% 10/19/2031 144A
91822Q2E6
395000.00000000
PA
USD
349575.00000000
0.022123867030
Long
DBT
NUSS
UZ
N
2
2031-10-19
Fixed
0.03900000
N
N
N
N
N
N
GEOPARK LTD
529900ZR5QI19AH4KZ07
GEOPARK LTD 6.5% 09/21/2024 144A
37255BAA7
515000.00000000
PA
USD
526040.31000000
0.033291985614
Long
DBT
CORP
BM
N
2
2024-09-21
Fixed
0.06500000
N
N
N
N
N
N
ON SEMICONDUCTOR CORP
ZV20P4CNJVT8V1ZGJ064
ON SEMICONDUCTOR CORP
682189105
21400.00000000
NS
USD
1339854.00000000
0.084796543621
Long
EC
CORP
US
N
1
N
N
N
IQVIA INC
549300PLWY28YB00C717
IQVIA INC 5% 05/15/2027 144A
46266TAA6
640000.00000000
PA
USD
647068.80000000
0.040951624374
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
475000.00000000
PA
USD
472720.00000000
0.029917455260
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
185000.00000000
PA
USD
179681.25000000
0.011371648667
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
585000.00000000
PA
USD
573300.00000000
0.036282952066
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.05250000
N
N
N
N
N
N
Studio City International Holdings Ltd
N/A
STUDIO CITY INTERNATIONAL HOLDINGS LTD ADR 144A
N/A
10083.00000000
NS
USD
58849.43000000
0.003724456737
Long
EC
CORP
KY
N
1
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
META PLATFORMS INC CL A
30303M102
5800.00000000
NS
USD
1289688.00000000
0.081621642917
Long
EC
CORP
US
N
1
N
N
N
UZBEKISTAN REPUBLIC OF
213800L6VDKUM3TCM927
UZBEKISTAN REP GLOBAL MED TERM NT BOOK ENTRY 144A 4.75% 02/20/2024 144A
91822Q2B2
215000.00000000
PA
USD
216075.00000000
0.013674932614
Long
DBT
NUSS
UZ
N
2
2024-02-20
Fixed
0.04750000
N
N
N
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX RESOURCES CORP 6% 01/15/2029 144A
12653CAJ7
315000.00000000
PA
USD
318150.00000000
0.020135044828
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.06000000
N
N
N
N
N
N
TUPY OVERSEAS SA
222100ZREIYU6AS2OO19
TUPY OVERSEAS SA 4.5% 02/16/2031 144A
89990BAB6
445000.00000000
PA
USD
391405.31000000
0.024771219433
Long
DBT
CORP
LU
N
2
2031-02-16
Fixed
0.04500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.25% 09/30/2025
91282CAM3
1207000.00000000
PA
USD
1114966.25000000
0.070563870581
Long
DBT
UST
US
N
2
2025-09-30
Fixed
0.00250000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 2.5% 05/01/2052 #TBA
01F022659
-100000.00000000
PA
USD
-95226.56000000
-0.00602668883
Short
ABS-MBS
USGA
US
N
2
2052-05-01
Fixed
0.02500000
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
995000.00000000
PA
USD
932812.50000000
0.059035742585
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
0.03875000
N
N
N
N
N
N
NORDSTROM INC
549300S3IZB5P35KNV16
NORDSTROM INC 6.95% 03/15/2028
655664AH3
25000.00000000
PA
USD
27281.25000000
0.001726572974
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.06950000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 04/01/2052 #TBA
21H020642
250000.00000000
PA
USD
237707.20000000
0.015043989086
Long
ABS-MBS
USGA
US
N
2
2052-04-01
Fixed
0.02000000
N
N
N
N
N
N
MADISON IAQ LLC
549300IXDNBXNHUPBU73
MADISON IAQ LLC 5.875% 06/30/2029 144A
55760LAB3
425000.00000000
PA
USD
381437.50000000
0.024140377688
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
0.05875000
N
N
N
N
N
N
QWEST CORPORATION
549300R2L4N683OO1509
QWEST CORP 7.25% 09/15/2025
912920AK1
35000.00000000
PA
USD
38503.85000000
0.002436827741
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.07250000
N
N
N
N
N
N
COMSTOCK RESOURCES INC
I03QQGEA4SS774AURI46
COMSTOCK RESOURCES INC 7.5% 05/15/2025 144A
22304LAA8
199000.00000000
PA
USD
201985.00000000
0.012783206127
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
17524000.00000000
PA
USD
17068102.28000000
1.080204320410
Long
DBT
UST
US
N
2
2045-02-15
Fixed
0.02500000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP 9.875% 08/01/2027 144A
143658BJ0
1000000.00000000
PA
USD
1105320.00000000
0.069953379693
Long
DBT
CORP
PA
N
2
2027-08-01
Fixed
0.09875000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC 6% 02/15/2028 144A
097751BX8
280000.00000000
PA
USD
262427.20000000
0.016608465931
Long
DBT
CORP
CA
N
2
2028-02-15
Fixed
0.06000000
N
N
N
N
N
N
ITAU UNIBANCO HOLDING SA CAYMAN ISLANDS BRANCH
BZO2P8KHO2O10H5QQ663
ITAU UNIBANCO HLDG SA KY BRH 6.125/VAR PERP 144A
46556UAB0
785000.00000000
PA
USD
780093.75000000
0.049370493875
Long
EP
CORP
KY
N
2
N
N
N
LAMB WESTON HOLDINGS INC
5493005SMYID1D2OY946
LAMB WESTON HOLDINGS INC 4.375% 01/31/2032 144A
513272AE4
275000.00000000
PA
USD
256910.50000000
0.016259325583
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
0.04375000
N
N
N
N
N
N
BWX TECHNOLOGIES INC
549300NP85N265KWMS58
BWX TECHNOLOGIES INC 4.125% 06/30/2028 144A
05605HAB6
630000.00000000
PA
USD
606425.40000000
0.038379389011
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
0.04125000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA SA
549300YWR8TN1OFD4P06
PETROLEOS DE VENEZUELA SA 6% 05/16/2024 144A
716558AG6
585000.00000000
PA
USD
39487.50000000
0.002499080882
Long
DBT
CORP
VE
N
2
2024-05-16
Fixed
0.06000000
Y
Y
N
N
N
N
PARKLAND CORP
549300XHQS1JYWBNK868
PARKLAND CORP 4.5% 10/01/2029 144A
70137WAG3
440000.00000000
PA
USD
407943.80000000
0.025817905705
Long
DBT
CORP
CA
N
2
2029-10-01
Fixed
0.04500000
N
N
N
N
N
N
OPTION CARE HEALTH INC
549300DI3Q5ACSYJRI17
OPTION CARE HEALTH INC 4.375% 10/31/2029 144A
68404LAA0
300000.00000000
PA
USD
281250.00000000
0.017799721382
Long
DBT
CORP
US
N
2
2029-10-31
Fixed
0.04375000
N
N
N
N
N
N
GERMANY FEDERAL REPUBLIC OF
529900AQBND3S6YJLY83
GERMANY FEDERAL REPUBLIC OF 0% 02/15/2032 REGS
N/A
12360000.00000000
PA
12960846.36000000
0.820264725660
Long
DBT
NUSS
DE
N
2
2032-02-15
Fixed
0.00000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP
165167735
26574.00000000
NS
USD
2311938.00000000
0.146317696903
Long
EC
CORP
US
N
1
N
N
N
PERFORMANCE FOOD GROUP INC
549300OMUOGBYK0FFO76
PERFORMANCE FOOD GROUP INC 4.25% 08/01/2029 144A
71376LAE0
400000.00000000
PA
USD
364500.00000000
0.023068438911
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
0.04250000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 1.875% 11/15/2051
912810TB4
6237000.00000000
PA
USD
5471018.44000000
0.346249258352
Long
DBT
UST
US
N
2
2051-11-15
Fixed
0.01875000
N
N
N
N
N
N
QATAR PETROLEUM
254900QTESJKJ3P87J26
QATAR PETROLEUM 1.375% 09/12/2026 144A
74730DAB9
1260000.00000000
PA
USD
1174572.00000000
0.074336193222
Long
DBT
CORP
QA
N
2
2026-09-12
Fixed
0.01375000
N
N
N
N
N
N
MDGH GMTN RSC LTD
213800WRY6FRL9IXLT77
MDGH GMTN RSC LTD 2.875% 11/07/2029 144A
55276VAJ1
530000.00000000
PA
USD
512112.50000000
0.032410523792
Long
DBT
CORP
AE
N
2
2029-11-07
Fixed
0.02875000
N
N
N
N
N
N
OIL AND GAS HOLDING CO BSCC/THE
549300OBH16L6TS6IW50
OIL AND GAS HOLDING CO BSCC/THE 7.625% 11/07/2024 144A
67778M2C3
855000.00000000
PA
USD
899887.50000000
0.056951988536
Long
DBT
CORP
BH
N
2
2024-11-07
Fixed
0.07625000
N
N
N
N
N
N
CALIFORNIA RESOURCES CORPORATION
5493003Q8F0T4F4YMR48
CALIFORNIA RES CORP
13057Q305
106699.00000000
NS
USD
4772646.27000000
0.302050751517
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
COLOMBIA REPUBLIC OF 3.125% 04/15/2031
195325DS1
535000.00000000
PA
USD
452676.88000000
0.028648968321
Long
DBT
NUSS
CO
N
2
2031-04-15
Fixed
0.03125000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.75% 03/31/2026
91282CBT7
4704000.00000000
PA
USD
4386663.74000000
0.277622728432
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
16755.00000000
NS
USD
18.62000000
0.000001178420
Long
EC
CORP
LU
Y
3
N
N
N
GLATFELTER CORP
549300LDQLQBT38QDY28
GLATFELTER CORP 4.75% 11/15/2029 144A
377320AA4
415000.00000000
PA
USD
351712.50000000
0.022259144913
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.04750000
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM ENERGY CO 6.625% 01/15/2027
78454LAP5
1125000.00000000
PA
USD
1153305.00000000
0.072990249490
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.06625000
N
N
N
N
N
N
PROVINCIA DE BUENOS AIRES
549300L6AYROPOTQ4L07
PROVINCIA DE BUENOS AIRES STEP 09/01/2037 144A
N/A
550000.00000000
PA
USD
234884.38000000
0.014865338741
Long
DBT
NUSS
AR
N
2
2037-09-01
Variable
0.03900000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
FX Forward: EUR/USD settle 2022-05-18
N/A
1.00000000
NC
N/A
-11706.35000000
-0.00074087028
N/A
DFE
CORP
CA
N
2
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
403914.35000000
USD
354000.00000000
EUR
2022-05-18
-11706.35000000
N
N
N
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
FX Forward: EUR/USD settle 2022-05-18
N/A
1.00000000
NC
N/A
7754.91000000
0.000490791955
N/A
DFE
CORP
GB
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
1945529.56000000
USD
1763000.00000000
EUR
2022-05-18
7754.91000000
N
N
N
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
FX Forward: USD/EUR settle 2022-05-18
N/A
1.00000000
NC
N/A
-3980.76000000
-0.00025193393
N/A
DFE
CORP
GB
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
732000.00000000
EUR
807025.61000000
USD
2022-05-18
-3980.76000000
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
UKRAINE CABINET OF MINISTERS 7.75% 09/01/2022 144A
903724AP7
566000.00000000
PA
USD
336770.00000000
0.021313465493
Long
DBT
NUSS
UA
N
2
2022-09-01
Fixed
0.07750000
N
N
N
N
N
N
MILLICOM INTL CELLULAR SA
549300CTHC1CP86P2G96
MILLICOM INTL CELLULAR SA 4.5% 04/27/2031 144A
600814AR8
645000.00000000
PA
USD
599288.85000000
0.037927731760
Long
DBT
CORP
LU
N
2
2031-04-27
Fixed
0.04500000
N
N
N
N
N
N
HTA GROUP LTD/MAURITIUS
213800WEFU8O8X6EPU13
HTA GROUP LTD/MAURITIUS 7% 12/18/2025 144A
40435WAB6
455000.00000000
PA
USD
449596.88000000
0.028454041594
Long
DBT
CORP
MU
N
2
2025-12-18
Fixed
0.07000000
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
462000.00000000
PA
USD
492030.00000000
0.031139544575
Long
DBT
CORP
KY
N
2
2025-09-20
Fixed
0.08000000
N
N
N
N
N
N
RADIATE HOLDCO LLC / RADIATE FIN INC
N/A
RADIATE HOLDCO LLC / RADIATE FIN INC 4.5% 09/15/2026 144A
75026JAC4
495000.00000000
PA
USD
477675.00000000
0.030231046796
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
0.04500000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
FX Forward: EUR/USD settle 2022-05-18
N/A
1.00000000
NC
N/A
4507.31000000
0.000285258176
N/A
DFE
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
888486.04000000
USD
806000.00000000
EUR
2022-05-18
4507.31000000
N
N
N
GEO GROUP INC/THE
5493003VOR6NTY465495
GEO GROUP INC/THE 5.875% 10/15/2024
36162JAA4
810000.00000000
PA
USD
697142.70000000
0.044120696263
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
0.05875000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 5.125% 01/15/2045 144A
455780BU9
825000.00000000
PA
USD
912747.00000000
0.057765839263
Long
DBT
NUSS
ID
N
2
2045-01-15
Fixed
0.05125000
N
N
N
N
N
N
VIZIENT INC
5493007V6T3HZ7777P70
VIZIENT INC 6.25% 05/15/2027 144A
92856JAB6
145000.00000000
PA
USD
149350.00000000
0.009452047603
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.06250000
N
N
N
N
N
N
CABLE ONDA SA
5299008Q5GONPYNF9J32
CABLE ONDA SA 4.5% 01/30/2030 144A
12686LAA7
740000.00000000
PA
USD
715395.00000000
0.045275845968
Long
DBT
CORP
PA
N
2
2030-01-30
Fixed
0.04500000
N
N
N
N
N
N
VEON HOLDINGS BV
5493000XDKGUH5NQGE22
VEON HOLDINGS BV 7.25% 04/26/2023 144A
36251BAB1
445000.00000000
PA
USD
287025.00000000
0.018165208995
Long
DBT
CORP
NL
N
2
2023-04-26
Fixed
0.07250000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT MIDSTREAM INC 4.125% 06/15/2029 144A
23345MAA5
430000.00000000
PA
USD
412286.15000000
0.026092723910
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
210000.00000000
PA
USD
198315.62000000
0.012550978779
Long
DBT
USGSE
US
N
2
2025-04-22
Fixed
0.00625000
N
N
N
N
N
N
SEASPAN CORPORATION
5493007Z8Q1H45KT7W98
SEASPAN CORPORATION 5.5% 08/01/2029 144A
81254UAK2
425000.00000000
PA
USD
397375.00000000
0.025149028566
Long
DBT
CORP
MH
N
2
2029-08-01
Fixed
0.05500000
N
N
N
N
N
N
KAISER ALUMINUM CORP
N/A
KAISER ALUMINUM CORP 4.625% 03/01/2028 144A
483007AJ9
595000.00000000
PA
USD
558919.20000000
0.035372821459
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.04625000
N
N
N
N
N
N
CNX MIDSTREAM PARTNERS LP
N/A
CNX MIDSTREAM PARTNERS LP 4.75% 04/15/2030 144A
12654AAA9
295000.00000000
PA
USD
276258.65000000
0.017483829331
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.04750000
N
N
N
N
N
N
JAPAN GOVERNMENT OF
353800WZS8AXZXFUC241
JAPAN GOVERNMENT OF 0.4% 03/20/2056
N/A
230150000.00000000
PA
1602240.25000000
0.101402417913
Long
DBT
NUSS
JP
N
2
2056-03-20
Fixed
0.00400000
N
N
N
N
N
N
MELCO RESORTS FIN LTD
N/A
MELCO RESORTS FIN LTD 4.875% 06/06/2025 144A
58547DAA7
1502000.00000000
PA
USD
1376207.50000000
0.087097280230
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
11700.00000000
NS
USD
536679.00000000
0.033965285944
Long
EC
CORP
US
N
1
N
N
N
SABERT CORPORATION
54930029JPYBTHDWT603
SABERT TERM B 1LN 12/10/2026
78516EAB8
411323.35000000
PA
USD
394870.42000000
0.024990518962
Long
LON
CORP
US
N
2
2026-12-10
Variable
0.05500000
N
N
N
N
N
N
DARLING INGREDIENTS INC
L1N0SPPKS7EXZYUMZ898
DARLING INGREDIENTS INC
237266101
16900.00000000
NS
USD
1358422.00000000
0.085971673316
Long
EC
CORP
US
N
1
N
N
N
CUSHMAN and WAKEFIELD US BORROWER LLC
N/A
CUSHMAN and WAKEFIELD US BORROWER LLC 6.75% 05/15/2028 144A
23166MAA1
650000.00000000
PA
USD
679250.00000000
0.042988304886
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
0.06750000
N
N
N
N
N
N
PANAMA REPUBLIC OF
549300SHS4T08CL0LP14
PANAMA REPUBLIC OF 2.252% 09/29/2032
698299BN3
400000.00000000
PA
USD
353825.00000000
0.022392840598
Long
DBT
NUSS
PA
N
2
2032-09-29
Fixed
0.02252000
N
N
N
N
N
N
METALSA S A DE C V
549300F2FONGJR575V67
METALSA S A DE C V 3.75% 05/04/2031 144A
59132VAB4
455000.00000000
PA
USD
391868.75000000
0.024800549577
Long
DBT
CORP
MX
N
2
2031-05-04
Fixed
0.03750000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
CLEVELAND-CLIFFS INC 4.625% 03/01/2029 144A
185899AK7
465000.00000000
PA
USD
458627.18000000
0.029025550302
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.04625000
N
N
N
N
N
N
REPUBLIC OF BENIN
635400Q11P6AE5A5Y230
REPUBLIC OF BENIN 4.875% 01/19/2032 144A
N/A
510000.00000000
PA
492183.07000000
0.031149232054
Long
DBT
NUSS
BJ
N
2
2032-01-19
Fixed
0.04875000
N
N
N
N
N
N
HOLOGIC INC
549300DYP6F5ZJL0LB74
HOLOGIC INC 4.625% 02/01/2028 144A
436440AM3
215000.00000000
PA
USD
217687.50000000
0.013776984350
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
54800.00000000
NS
1897167.54000000
0.120067746233
Long
EC
CORP
CA
N
1
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.125% 07/31/2024
9128282N9
9671000.00000000
PA
USD
9602245.19000000
0.607705916552
Long
DBT
UST
US
N
2
2024-07-31
Fixed
0.02125000
N
N
N
N
N
N
CDI ESCROW ISSUER INC
N/A
CDI ESCROW ISSUER INC 5.75% 04/01/2030 144A
12511VAA6
280000.00000000
PA
USD
282800.00000000
0.017897817624
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.05750000
N
N
N
N
N
N
CELTIC RESOURCES HOLDINGS DAC
213800BMR8PHADXZAB66
CELTIC RESOURCES HOLDINGS DAC 4.125% 10/09/2024 144A
15119CAA7
445000.00000000
PA
USD
111250.00000000
0.007040778680
Long
DBT
CORP
IE
N
2
2024-10-09
Fixed
0.04125000
N
N
N
N
N
N
SEAWORLD PARKS and ENTERTAINMENT INC
549300UZV72O3371JJ53
SEAWORLD PARKS and ENTRTNMNT INC 5.25% 08/15/2029 144A
81282UAG7
560000.00000000
PA
USD
534094.40000000
0.033801712042
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
0.05250000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC 6.625% 01/15/2027
629377CC4
410000.00000000
PA
USD
422517.30000000
0.026740231891
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.06625000
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 4.75% 04/15/2028 144A
91327BAB6
940000.00000000
PA
USD
887134.40000000
0.056144871640
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
0.04750000
N
N
N
N
N
N
NCR CORPORATION NEW
549300YKTY8JX1DV2R67
NCR CORPORATION NEW 5% 10/01/2028 144A
62886EAY4
335000.00000000
PA
USD
320762.50000000
0.020300384462
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
205000.00000000
PA
USD
211373.45000000
0.013377381396
Long
LON
CORP
KY
N
2
2027-10-20
Variable
0.04750000
N
N
N
N
N
N
PETRONAS CAP LTD
549300G7YFX3540OYR85
PETRONAS CAP LTD 3.5% 04/21/2030 144A
716743AP4
230000.00000000
PA
USD
233325.80000000
0.014766699489
Long
DBT
CORP
MY
N
2
2030-04-21
Fixed
0.03500000
N
N
N
N
N
N
STEVENS HOLDING CO INC
N/A
STEVENS HOLDING CO INC 6.125% 10/01/2026 144A
86024TAA5
155000.00000000
PA
USD
160073.15000000
0.010130693229
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
570000.00000000
PA
USD
554325.00000000
0.035082064197
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
1840000.00000000
PA
USD
1842714.00000000
0.116621496135
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
690000.00000000
PA
USD
653913.00000000
0.041384779408
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
0.03625000
N
N
N
N
N
N
PACIFIC GAS and ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS and ELECTRIC CO 4.25% 03/15/2046
694308HN0
125000.00000000
PA
USD
108074.54000000
0.006839810490
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
350000.00000000
PA
USD
388500.00000000
0.024587348469
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
0.06200000
N
N
N
N
N
N
MIWD HOLDCO II LLC / MIWD FINANCE CORP
N/A
MIWD HOLDCO II LLC / MIWD FINANCE CORP 5.5% 02/01/2030 144A
55337PAA0
185000.00000000
PA
USD
172743.75000000
0.010932588873
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
0.05500000
N
N
N
N
N
N
EMIRATE OF DUBAI GOVERNMENT INTERNATIONAL BONDS
N/A
EMIRATE OF DUBAI GOVT INTL BONDS 3.9% 09/09/2050 REGS
N/A
400000.00000000
PA
USD
341950.00000000
0.021641296806
Long
DBT
NUSS
AE
N
2
2050-09-09
Fixed
0.03900000
N
N
N
N
N
N
ZIGGO BOND CO
213800JYI4P7V5QDOG59
ZIGGO BOND CO 5.125% 02/28/2030 144A
98953GAD7
315000.00000000
PA
USD
293148.45000000
0.018552749275
Long
DBT
CORP
NL
N
2
2030-02-28
Fixed
0.05125000
N
N
N
N
N
N
ARGENTINA REPUBLIC OF
549300KPBYGYF7HCHO27
ARGENTINA REPUBLIC OF STEP 07/09/2035
040114HT0
1857241.00000000
PA
USD
565529.88000000
0.035791197502
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
0.01125000
N
N
N
N
N
N
SAUDI ARABIA KINGDOM OF
54930044PULMORCKB765
SAUDI ARABIA KINGDOM OF 4.625% 10/04/2047 144A
80413TAF6
330000.00000000
PA
USD
353925.00000000
0.022399169387
Long
DBT
NUSS
SA
N
2
2047-10-04
Fixed
0.04625000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 12/01/2051#RA6496
3133KNGD9
543666.11000000
PA
USD
519517.11000000
0.032879145996
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02500000
N
N
N
N
N
N
NEW COTAI LLC
N/A
NEW COTAI LLC CONV 5% 02/24/2027
N/A
282655.77000000
PA
USD
282655.77000000
0.017888689611
Long
DBT
CORP
US
N
3
2027-02-24
Fixed
0.05000000
N
N
Y
N
N
NEW COTAI LLC
NEW COTAI LLC PP
USD
XXXX
N
N
N
CP ATLAS BUYER INC
2549006ZZ07G0NDDCR36
CP ATLAS BUYER INC 7% 12/01/2028 144A
12597YAA7
325000.00000000
PA
USD
277108.00000000
0.017537582908
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
0.07000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC 3.375% 02/15/2031 144A
126307BF3
860000.00000000
PA
USD
724550.00000000
0.045855246676
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.03375000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 11/51#MA4468
31418D6E7
3999602.50800000
PA
USD
4011191.36000000
0.253859870651
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.03500000
N
N
N
N
N
N
TRANSDIGM UK HOLDINGS PLC
549300JTYP71LZZSE903
TRANSDIGM UK HOLDINGS PLC 6.875% 05/15/2026
89365DAB9
1805000.00000000
PA
USD
1838212.00000000
0.116336574017
Long
DBT
CORP
GB
N
2
2026-05-15
Fixed
0.06875000
N
N
N
N
N
N
PARAGUAY REPUBLIC OF
529900UXKJTJPCU0HK83
PARAGUAY REP 2.739% 01/29/2033 144A
699149AK6
225000.00000000
PA
USD
198534.38000000
0.012564823640
Long
DBT
NUSS
PY
N
2
2033-01-29
Fixed
0.02739000
N
N
N
N
N
N
DEVELOPMENT BANK OF MONGOLIA
254900HRWK3OKXS9UW60
DEVELOPMENT BANK OF MONGOLIA 7.25% 10/23/2023 144A
25161AAA7
105000.00000000
PA
USD
105971.25000000
0.006706697687
Long
DBT
CORP
MN
N
2
2023-10-23
Fixed
0.07250000
N
N
N
N
N
N
NXP SEMICONDUCTORS NV
724500M9BY5293JDF951
NXP SEMICONDUCTORS NV
N/A
3000.00000000
NS
USD
555240.00000000
0.035139972624
Long
EC
CORP
NL
N
1
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
UBER TECHNOLOGIES INC 7.5% 09/15/2027 144A
90353TAE0
2950000.00000000
PA
USD
3145467.00000000
0.199069995443
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
3099.00000000
NS
USD
44594.61000000
0.002822299140
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
595000.00000000
PA
USD
594610.28000000
0.037631634898
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.05125000
N
N
N
N
N
N
ARCONIC CORP
549300B4YFWH3U74B152
ARCONIC CORP 6.125% 02/15/2028 144A
03966VAA5
875000.00000000
PA
USD
877944.38000000
0.055563254590
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.06125000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS BIDCO LTD
549300L82YB0C6JQIC26
GALAXY PIPELINE ASSETS BIDCO LTD 2.16% 03/31/2034 144A
36321PAD2
390000.00000000
PA
USD
358312.50000000
0.022676845041
Long
DBT
CORP
JE
N
2
2034-03-31
Fixed
0.02160000
N
N
N
N
N
N
HORIZON THERAPEUTICS USA INC
N/A
HORIZON THERAPEUTICS USA INC 5.5% 08/01/2027 144A
44055PAA4
650000.00000000
PA
USD
666263.00000000
0.042166384951
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
32600.00000000
NS
USD
2521936.00000000
0.159608028960
Long
EC
CORP
US
N
1
N
N
N
RADIOLOGY PARTNERS INC
549300SFTAG2177WUZ08
RADIOLOGY PARTNERS INC 9.25% 02/01/2028 144A
75041VAA2
2690000.00000000
PA
USD
2690000.00000000
0.170244446291
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.09250000
N
N
N
N
N
N
KAZMUAIGAZ NATIONAL CO JSC
2138001H1M69RFJCSH88
KAZMUNAYGAS NATIONAL CO JSC 5.75% 04/19/2047 144A
48667QAP0
170000.00000000
PA
USD
150641.25000000
0.009533768102
Long
DBT
CORP
KZ
N
2
2047-04-19
Fixed
0.05750000
N
N
N
N
N
N
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
FX Forward: USD/EUR settle 2022-05-18
N/A
1.00000000
NC
N/A
-9103.67000000
-0.00057615214
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
2076000.00000000
EUR
2290963.57000000
USD
2022-05-18
-9103.67000000
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 2.5% 05/01/2052 #TBA
01F022659
100000.00000000
PA
USD
95226.56000000
0.006026688839
Long
ABS-MBS
USGA
US
N
2
2052-05-01
Fixed
0.02500000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
AVANTOR FUNDING INC 3.875% 11/01/2029 144A
05352TAB5
275000.00000000
PA
USD
258500.00000000
0.016359921697
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
0.03875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.75% 01/31/2029
91282CDW8
2583000.00000000
PA
USD
2473222.50000000
0.156525053928
Long
DBT
UST
US
N
2
2029-01-31
Fixed
0.01750000
N
N
N
N
N
N
LOWES COS INC
WAFCR4OKGSC504WU3E95
LOWES COS INC
548661107
7500.00000000
NS
USD
1516425.00000000
0.095971351103
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
845000.00000000
PA
USD
899147.60000000
0.056905161820
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
605000.00000000
PA
USD
644325.00000000
0.040777975039
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
0.10125000
N
N
N
N
N
N
OCP SA
213800D26TAPVTCVWG40
OCP SA 4.5% 10/22/2025 144A
67091TAC9
115000.00000000
PA
USD
115416.88000000
0.007304491757
Long
DBT
CORP
MA
N
2
2025-10-22
Fixed
0.04500000
N
N
N
N
N
N
NGPL PIPECO LLC
549300K3NT1HSQFEM073
NGPL PIPECO LLC 4.875% 08/15/2027 144A
62912XAF1
150000.00000000
PA
USD
155694.00000000
0.009853546030
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
0.04875000
N
N
N
N
N
N
CLARIVATE SCIENCE HLDGS CORP
N/A
CLARIVATE SCIENCE HLDGS CORP 4.875% 07/01/2029 144A
18064PAD1
475000.00000000
PA
USD
446884.75000000
0.028282396587
Long
DBT
CORP
US
N
2
2029-07-01
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
5365000.00000000
PA
USD
5224168.75000000
0.330626660288
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.04875000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS CORP 5.25% 12/01/2026 144A
25470XBE4
685000.00000000
PA
USD
652462.50000000
0.041292980311
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
0.05250000
N
N
N
N
N
N
TURKEY REPUBLIC OF
5493000PCHOG3B6S3Q85
TURKEY REPUBLIC OF 7.25% 12/23/2023
900123CR9
560000.00000000
PA
USD
570780.00000000
0.036123466562
Long
DBT
NUSS
TR
N
2
2023-12-23
Fixed
0.07250000
N
N
N
N
N
N
REPUBLIC OF ARMENIA
5299000H77JSW90G7935
REPUBLIC OF ARMENIA 7.15% 03/26/2025 144A
042207AB6
245000.00000000
PA
USD
242749.06000000
0.015363077809
Long
DBT
NUSS
AM
N
2
2025-03-26
Fixed
0.07150000
N
N
N
N
N
N
B2W DIGITAL LUX SARL
222100KMO43GQ28M6N31
B2W DIGITAL LUX SARL 4.375% 12/20/2030 144A
05609AAA9
895000.00000000
PA
USD
769308.44000000
0.048687914273
Long
DBT
CORP
LU
N
2
2030-12-20
Fixed
0.04375000
N
N
N
N
N
N
MEDCO OAK TREE PTE LTD
254900AU06KP3JTGZL51
MEDCO OAK TREE PTE LTD 7.375% 05/14/2026 144A
58405FAA3
105000.00000000
PA
USD
106050.00000000
0.006711681609
Long
DBT
CORP
SG
N
2
2026-05-14
Fixed
0.07375000
N
N
N
N
N
N
COSTA RICA REPUBLIC OF
549300S1EK2VN6XVJP58
COSTA RICA REPUBLIC OF 6.125% 02/19/2031 144A
221597CP0
150000.00000000
PA
USD
151762.50000000
0.009604729658
Long
DBT
NUSS
CR
N
2
2031-02-19
Fixed
0.06125000
N
N
N
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 3.75% 01/11/2028
91087BAE0
590000.00000000
PA
USD
600915.00000000
0.038030647376
Long
DBT
NUSS
MX
N
2
2028-01-11
Fixed
0.03750000
N
N
N
N
N
N
QATAR ST
52990074F6OJOAXK4P65
QATAR ST 4.817% 03/14/2049 144A
74727PBB6
1060000.00000000
PA
USD
1253450.00000000
0.079328216060
Long
DBT
NUSS
QA
N
2
2049-03-14
Fixed
0.04817000
N
N
N
N
N
N
TEMPUR SEALY INTERNATIONAL INC
549300HFEKVR3US71V91
TEMPUR SEALY INTERNATIONAL INC 3.875% 10/15/2031 144A
88023UAJ0
735000.00000000
PA
USD
630262.50000000
0.039887988970
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
0.03875000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 03/01/2052#RA6987
3133KNXQ1
800153.00000000
PA
USD
808285.11000000
0.051154665798
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 04/01/2052 #TBA
21H020642
-100000.00000000
PA
USD
-95082.88000000
-0.00601759563
Short
ABS-MBS
USGA
US
N
2
2052-04-01
Fixed
0.02000000
N
N
N
N
N
N
ENDEAVOUR MINING PLC
529900NI5MXQ91GHXR07
ENDEAVOUR MINING PLC 5% 10/14/2026 144A
29261HAA3
350000.00000000
PA
USD
319878.13000000
0.020244414543
Long
DBT
CORP
GB
N
2
2026-10-14
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 2.5% 05/01/2041#SC0167
3132D9FG4
1584856.62700000
PA
USD
1536993.80000000
0.097273107224
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
0.02500000
N
N
N
N
N
N
CORPORACION NACIONAL DEL COBRE DE CHILE
549300UVMBCBCIPSUI70
CORPORACION NACIONAL DEL COBRE DE CHILE 3.7% 01/30/2050 144A
21987BBA5
650000.00000000
PA
USD
583700.00000000
0.036941146208
Long
DBT
CORP
CL
N
2
2050-01-30
Fixed
0.03700000
N
N
N
N
N
N
MEDCO PLATINUM ROAD PTE LTD
254900CW3HTAEZITE455
MEDCO PLATINUM ROAD PTE LTD 6.75% 01/30/2025 144A
58406HAA8
485000.00000000
PA
USD
486303.44000000
0.030777122629
Long
DBT
CORP
SG
N
2
2025-01-30
Fixed
0.06750000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 4.625% 06/15/2045
674599CF0
665000.00000000
PA
USD
645050.00000000
0.040823858765
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
0.04625000
N
N
N
N
N
N
JORDAN KINGDOM OF
5493000JZ4MYPVMBVN50
JORDAN KINGDOM OF 7.375% 10/10/2047 144A
418097AJ0
110000.00000000
PA
USD
99433.13000000
0.006292913814
Long
DBT
NUSS
JO
N
2
2047-10-10
Fixed
0.07375000
N
N
N
N
N
N
FMG RESOURCES AUG'06 PTY LTD
549300EFD6S2NFE9D745
FMG RES AUGUST 2006 PTY LTD 5.125% 05/15/2024 144A
30251GAW7
495000.00000000
PA
USD
504479.25000000
0.031927431443
Long
DBT
CORP
AU
N
2
2024-05-15
Fixed
0.05125000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
ONEMAIN FINANCE CORP 4% 09/15/2030
682691AA8
330000.00000000
PA
USD
291225.00000000
0.018431018167
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
0.04000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1% 07/31/2028
91282CCR0
4418000.00000000
PA
USD
4042642.57000000
0.255850351629
Long
DBT
UST
US
N
2
2028-07-31
Fixed
0.01000000
N
N
N
N
N
N
QUEBECOR MEDIA INC
5493006O1E1TBNKPQW25
QUEBECOR MEDIA INC 5.75% 01/15/2023
74819RAP1
790000.00000000
PA
USD
803967.20000000
0.050881394349
Long
DBT
CORP
CA
N
2
2023-01-15
Fixed
0.05750000
N
N
N
N
N
N
NATIONAL BANK OF UZBEKISTAN
253400TZJ7T1YULTGN68
NATIONAL BANK OF UZBEKISTAN 4.85% 10/21/2025 REGS
N/A
225000.00000000
PA
USD
192557.81000000
0.012186579086
Long
DBT
NUSS
UZ
N
2
2025-10-21
Fixed
0.04850000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.95% 01/28/2060
71654QDF6
145000.00000000
PA
USD
117435.50000000
0.007432245974
Long
DBT
CORP
MX
N
2
2060-01-28
Fixed
0.06950000
N
N
N
N
N
N
FORBES ENERGY SVCS LTD
5493000KNGZL65YWY755
FORBES ENERGY SVCS LTD NEW
345143200
6562.00000000
NS
USD
0.66000000
0.000000041770
Long
EC
CORP
US
N
3
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.25% 05/15/2024
91282CCC3
73000.00000000
PA
USD
69774.88000000
0.004415905505
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 08/31/2028
74345HAB7
310000.00000000
PA
USD
306338.90000000
0.019387545133
Long
LON
CORP
US
N
2
2028-08-31
Variable
0.03757860
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.375% 11/15/2031
91282CDJ7
9293000.00000000
PA
USD
8526327.50000000
0.539613347262
Long
DBT
UST
US
N
2
2031-11-15
Fixed
0.01375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.375% 10/31/2028
91282CDF5
3514000.00000000
PA
USD
3285040.94000000
0.207903336756
Long
DBT
UST
US
N
2
2028-10-31
Fixed
0.01375000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS HOLDINGS LLC
N/A
FRONTIER TERM B 1LN 05/01/2028
35906EAQ3
262875.19000000
PA
USD
258493.06000000
0.016359482479
Long
LON
CORP
US
N
2
2028-05-01
Variable
0.04812500
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP SER A WT 02/09/26
165167164
6246.00000000
NS
USD
399931.38000000
0.025310816484
Long
EC
CORP
US
N
1
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 3.5% 04/01/2052 #TBA
01F032641
-4200000.00000000
PA
USD
-4207546.98000000
-0.26628680515
Short
ABS-MBS
USGA
US
N
2
2052-04-01
Fixed
0.03500000
N
N
N
N
N
N
BANK OF GEORGIA JSC
549300RPLD8RXL49Z691
BANK OF GEORGIA JSC 6% 07/26/2023 144A
47973XAA9
825000.00000000
PA
USD
820875.00000000
0.051951453475
Long
DBT
CORP
GE
N
2
2023-07-26
Fixed
0.06000000
N
N
N
N
N
N
JSW STEEL LTD
335800EK6HZSC4CVAJ09
JSW STEEL LTD 3.95% 04/05/2027 144A
46635UAC3
460000.00000000
PA
USD
434010.00000000
0.027467580719
Long
DBT
CORP
IN
N
2
2027-04-05
Fixed
0.03950000
N
N
N
N
N
N
TKC HOLDINGS INC
N/A
TKC HOLDINGS INC 10.5% 05/15/2029 144A
87256YAA1
605000.00000000
PA
USD
617100.00000000
0.039054962009
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
600000.00000000
PA
USD
579000.00000000
0.036643693086
Long
DBT
CORP
LU
N
2
2028-03-01
Fixed
0.05500000
N
N
N
N
N
N
BERMUDA GOVERNMENT OF
549300FP5PUZXX9FVJ40
BERMUDA GOVERNMENT OF 2.375% 08/20/2030 144A
085209AG9
55000.00000000
PA
USD
50352.50000000
0.003186703896
Long
DBT
NUSS
BM
N
2
2030-08-20
Fixed
0.02375000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP 7% 10/01/2024
165167DA2
360000.00000000
PA
USD
0.04000000
0.000000002531
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
207058.99000000
PA
USD
206060.97000000
0.013041165702
Long
LON
CORP
US
N
2
2026-09-19
Variable
0.02730570
N
N
N
N
N
N
FERTITTA ENTERTAINMENT LLC NV
N/A
GOLDEN NUGGET TERM B 1LN 01/27/2029
N/A
175000.00000000
PA
USD
173906.25000000
0.011006161054
Long
LON
CORP
US
N
2
2029-01-27
Variable
0.04500000
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
860000.00000000
PA
USD
750350.00000000
0.047488074451
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.07500000
N
N
N
N
N
N
ISRAEL, STATE OF
213800T8ZHTFZIBYPE21
ISRAEL STATE OF 3.375% 01/15/2050
46513JXN6
595000.00000000
PA
USD
563018.75000000
0.035632273362
Long
DBT
NUSS
IL
N
2
2050-01-15
Fixed
0.03375000
N
N
N
N
N
N
BAYER AG
549300J4U55H3WP1XT59
BAYER AG 5.375%/VAR 03/25/2082 REGS
N/A
700000.00000000
PA
795345.08000000
0.050335718496
Long
DBT
CORP
DE
N
2
2082-03-25
Variable
0.05375000
N
N
N
N
N
N
SRI LANKA GOVT DEMOCRATIC SOCIALIST REP
254900HXCCIOHM74FA02
SRI LANKA GOVT DEMOC SOCIA REP 7.55% 03/28/2030 144A
85227SBB1
235000.00000000
PA
USD
111063.35000000
0.007028965994
Long
DBT
NUSS
LK
N
2
2030-03-28
Fixed
0.07550000
N
N
N
N
N
N
KAZMUAIGAZ NATIONAL CO JSC
2138001H1M69RFJCSH88
KAZMUNAYGAS NATIONAL CO JSC 3.5% 04/14/2033 144A
48126PAA0
335000.00000000
PA
USD
277212.50000000
0.017544196493
Long
DBT
CORP
KZ
N
2
2033-04-14
Fixed
0.03500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.5% 02/28/2026
9128286F2
7215000.00000000
PA
USD
7204853.91000000
0.455980061159
Long
DBT
UST
US
N
2
2026-02-28
Fixed
0.02500000
N
N
N
N
N
N
OOREDOO INTERNATIONAL FINANCE LTD
549300BHXCDJ03WU7N77
OOREDOO INTL FIN LTD 3.25% 02/21/2023 144A
74735K2A9
450000.00000000
PA
USD
452475.00000000
0.028636191760
Long
DBT
CORP
BM
N
2
2023-02-21
Fixed
0.03250000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 3ML+0 PERP
172967GD7
2675000.00000000
PA
USD
2703355.00000000
0.171089656172
Long
EP
CORP
US
N
2
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.25% 12/31/2026
91282CDQ1
2667000.00000000
PA
USD
2519794.11000000
0.159472473243
Long
DBT
UST
US
N
2
2026-12-31
Fixed
0.01250000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA 6.625% 2/17/37 144A
455780AX4
220000.00000000
PA
USD
276622.50000000
0.017506856633
Long
DBT
NUSS
ID
N
2
2037-02-17
Fixed
0.06625000
N
N
N
N
N
N
ARRAY TECHNOLOGIES INC
549300JM5FECYJQ85V37
ARRAY TECHNOLOGIES INC
04271T100
300.00000000
NS
USD
3381.00000000
0.000213976383
Long
EC
CORP
US
N
1
N
N
N
ARGENTINA REPUBLIC OF
549300KPBYGYF7HCHO27
ARGENTINA REPUBLIC OF STEP 01/09/2038
040114HU7
897304.00000000
PA
USD
338732.26000000
0.021437652804
Long
DBT
NUSS
AR
N
2
2038-01-09
Variable
0.02000000
N
N
N
N
N
N
NCL FINANCE LTD
N/A
NCL FINANCE LTD 6.125% 03/15/2028 144A
62888HAA7
270000.00000000
PA
USD
250383.15000000
0.015846223320
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
610000.00000000
PA
USD
560876.70000000
0.035496707520
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.03500000
N
N
N
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
CARVANA CO 4.875% 09/01/2029 144A
146869AH5
980000.00000000
PA
USD
809318.30000000
0.051220054221
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
0.04875000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.875% 10/16/2025 WI
71654QDH2
520000.00000000
PA
USD
543868.00000000
0.034420262645
Long
DBT
CORP
MX
N
2
2025-10-16
Fixed
0.06875000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
COLOMBIA REPUBLIC OF 4.125% 05/15/2051
195325DT9
220000.00000000
PA
USD
166072.50000000
0.010510379482
Long
DBT
NUSS
CO
N
2
2051-05-15
Fixed
0.04125000
N
N
N
N
N
N
ALTICE FING SA
549300DIYGW8HVDF7Q17
ALTICE FING SA 5.75% 08/15/2029 144A
02154CAH6
1125000.00000000
PA
USD
1020588.75000000
0.064590916964
Long
DBT
CORP
LU
N
2
2029-08-15
Fixed
0.05750000
N
N
N
N
N
N
IVORY COAST (COTE D'IVOIRE)
254900ICW11T82O6H590
IVORY COAST GOVT 6.125% 06/15/2033 144A
N/A
400000.00000000
PA
USD
385325.00000000
0.024386409393
Long
DBT
NUSS
CI
N
2
2033-06-15
Fixed
0.06125000
N
N
N
N
N
N
SOTHEBYS
549300P5BAAMQQ7VL735
SOTHEBY'S TERM B 1LN 01/15/2027
08883CAE8
592722.74600000
PA
USD
591981.84000000
0.037465286455
Long
LON
CORP
US
N
2
2027-01-15
Variable
0.05000000
N
N
N
N
N
N
C and W SENIOR FINANCING DAC
5493009O8OIWZPZRY516
C and W SENIOR FINANCING DAC 6.875% 09/15/2027 144A
12674TAA4
2630000.00000000
PA
USD
2610275.00000000
0.165198818603
Long
DBT
CORP
IE
N
2
2027-09-15
Fixed
0.06875000
N
N
N
N
N
N
MACYS RETAIL HOLDINGS LLC
N/A
MACYS RETAIL HOLDINGS LLC 6.125% 03/15/2032 144A
55617LAR3
280000.00000000
PA
USD
276500.00000000
0.017499103866
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
0.06125000
N
N
N
N
N
N
Fidelity Central Investment Portfolios LLC
S2V1M15I679NQK6BNY65
Fidelity Floating Rate Central Fund
31606V708
1397151.33700000
NS
USD
139365845.87000000
8.820171472891
Long
EC
RF
US
N
1
N
N
N
CHS/CMNTY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/CMNTY HEALTH SYSTEMS INC 5.25% 05/15/2030 144A
12543DBM1
825000.00000000
PA
USD
791826.75000000
0.050113050785
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.05250000
N
N
N
N
N
N
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
FX Forward: EUR/USD settle 2022-05-18
N/A
1.00000000
NC
N/A
2387.98000000
0.000151130235
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
686745.85000000
USD
622000.00000000
EUR
2022-05-18
2387.98000000
N
N
N
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
TVA 5.25% 9/15/39
880591EH1
126000.00000000
PA
USD
159382.00000000
0.010086951798
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
500000.00000000
PA
USD
471875.00000000
0.029863976986
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
0.04000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP 6.75% 04/15/2029 144A
92735LAA0
440000.00000000
PA
USD
466019.40000000
0.029493388369
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
1800.00000000
NS
USD
511146.00000000
0.032349356038
Long
EC
CORP
US
N
1
N
N
N
SPARC EM SPC
N/A
SPARC EM SPC 0% 12/05/2022 144A
846502AC6
24804.74000000
PA
USD
24313.30000000
0.001538737656
Long
DBT
CORP
KY
N
2
2022-12-05
Fixed
0.00000000
N
N
N
N
N
N
LAMB WESTON HOLDINGS INC
5493005SMYID1D2OY946
LAMB WESTON HOLDINGS INC 4.125% 01/31/2030 144A
513272AD6
555000.00000000
PA
USD
518278.43000000
0.032800752542
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
0.04125000
N
N
N
N
N
N
UST BILLS
N/A
UST BILLS 0% 04/14/2022
912796P29
640000.00000000
PA
USD
639967.35000000
0.040502188529
Long
DBT
UST
US
N
2
2022-04-14
Fixed
0.00000000
N
N
N
N
N
N
EMBRAER NETHERLANDS FINANCE BV
724500PBR8LR26XBSP67
EMBRAER NETHERLANDS FINANCE BV 5.05% 06/15/2025
29082HAA0
715000.00000000
PA
USD
722150.00000000
0.045703355720
Long
DBT
CORP
NL
N
2
2025-06-15
Fixed
0.05050000
N
N
N
N
N
N
PITNEY-BOWES INC
549300N2O26NW4ST6W55
PITNEY-BOWES INC 6.875% 03/15/2027 144A
724479AP5
295000.00000000
PA
USD
279016.90000000
0.017658393177
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.06875000
N
N
N
N
N
N
TENNESSEE GAS PIPELINE CO
N/A
TENNESSEE GAS PIPELINE CO 7.625% 04/01/2037
880451AU3
50000.00000000
PA
USD
63385.98000000
0.004011565452
Long
DBT
CORP
US
N
2
2037-04-01
Fixed
0.07625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.125% 08/31/2022
91282CAG6
5100000.00000000
PA
USD
5083066.42000000
0.321696590384
Long
DBT
UST
US
N
2
2022-08-31
Fixed
0.00125000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP 10.5% 02/01/2026 144A
143658BG6
730000.00000000
PA
USD
809387.50000000
0.051224433744
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
74175.27000000
PA
USD
73495.08000000
0.004651349144
Long
LON
CORP
US
N
2
2025-06-01
Variable
0.03208570
N
N
N
N
N
N
RACKSPACE HOSTING INC
549300QTYCKLMFSE8I97
RACKSPACE HOSTING INC 5.375% 12/01/2028 144A
750098AA3
380000.00000000
PA
USD
329707.00000000
0.020866463068
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
0.05375000
N
N
N
N
N
N
TURKEY REPUBLIC OF
5493000PCHOG3B6S3Q85
TURKEY REPUBLIC OF 5.75% 03/22/2024
900123CF5
260000.00000000
PA
USD
256311.25000000
0.016221400310
Long
DBT
NUSS
TR
N
2
2024-03-22
Fixed
0.05750000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER OPERATING MLP 6.625/VAR PERP
29273VAJ9
1515000.00000000
PA
USD
1355925.00000000
0.085813643434
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
365000.00000000
PA
USD
354050.00000000
0.022407080375
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
2300.00000000
NS
USD
951510.00000000
0.060219068063
Long
EC
CORP
US
N
1
N
N
N
JBS SA
529900RM0MTMZL9O5050
JBS SA
N/A
248400.00000000
NS
1942414.38000000
0.122931323640
Long
EC
CORP
BR
N
1
N
N
N
BRASKEM IDESA SAPI
YH0V7ZHY352ITDGEYB83
BRASKEM IDESA SAPI 7.45% 11/15/2029 144A
10554NAA6
125000.00000000
PA
USD
126375.00000000
0.007998008141
Long
DBT
CORP
MX
N
2
2029-11-15
Fixed
0.07450000
N
N
N
N
N
N
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
FX Forward: EUR/USD settle 2022-05-18
N/A
1.00000000
NC
N/A
498.20000000
0.000031530030
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
330773.53000000
USD
299000.00000000
EUR
2022-05-18
498.20000000
N
N
N
CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP
N/A
CRESTWOOD MIDSTRM PTN/FIN CORP 5.75% 04/01/2025
226373AP3
250000.00000000
PA
USD
251168.75000000
0.015895942293
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.05750000
N
N
N
N
N
N
MISC CAPITAL TWO LABUAN LIMITED
9845000ED8376T875113
MISC CAPITAL TWO LABUAN LIMITED 3.625% 04/06/2025 144A
60475DAA9
360000.00000000
PA
USD
359902.80000000
0.022777491786
Long
DBT
CORP
MY
N
2
2025-04-06
Fixed
0.03625000
N
N
N
N
N
N
RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC
N/A
RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC FRN 6ML+562.5 10/15/2026 144A
76954LAA7
1395000.00000000
PA
USD
1358381.25000000
0.085969094334
Long
DBT
CORP
US
N
2
2026-10-15
Variable
0.06625000
N
N
N
N
N
N
ESKOM HLDGS LTD
3789001900ED06F65111
ESKOM HLDGS LTD 7.125% 02/11/2025 144A
29646AAB2
75000.00000000
PA
USD
72337.50000000
0.004578088339
Long
DBT
CORP
ZA
N
2
2025-02-11
Fixed
0.07125000
N
N
N
N
N
N
ATHENAHEALTH INC
254900AA3KZN4Q7A5Z33
ATHENAHEALTH TERM DD 1LN 02/15/2029
04686RAC7
80434.78000000
PA
USD
79449.45000000
0.005028188707
Long
LON
CORP
US
N
2
2029-02-15
Variable
0.00000000
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
1305000.00000000
PA
USD
1331100.00000000
0.084242521360
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.06250000
N
N
N
N
N
N
GABONESE REPUBLIC
N/A
GABONESE REPUBLIC 7% 11/24/2031 144A
362420AE1
455000.00000000
PA
USD
432818.75000000
0.027392189010
Long
DBT
NUSS
GA
N
2
2031-11-24
Fixed
0.07000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATING CO INC
5493003EG7H0N1E4XV50
HILTON DOMESTIC OPERATING CO INC 3.75% 05/01/2029 144A
432833AJ0
330000.00000000
PA
USD
309759.45000000
0.019604024553
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
0.03750000
N
N
N
N
N
N
PENINSULA PACIFIC ENTERTAINMENT
N/A
PENINSULA PACIFIC ENTERTAINMENT 8.5% 11/15/2027 144A
70715XAA4
665000.00000000
PA
USD
735656.25000000
0.046558137896
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.08500000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM INC 4.625% 01/15/2029
893647BP1
930000.00000000
PA
USD
869522.10000000
0.055030226190
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.04625000
N
N
N
N
N
N
SABIC CAPITAL II BV
2138005PCUTH59D4RJ83
SABIC CAPITAL II BV 4% 10/10/2023 144A
78520LAA8
560000.00000000
PA
USD
570500.00000000
0.036105745951
Long
DBT
CORP
NL
N
2
2023-10-10
Fixed
0.04000000
N
N
N
N
N
N
OLYMPUS WATER US HOLDING CORPORATION
549300YU2GGVCBN3MY89
OLYMPUS WATER US HOLDING CORPORATION 4.25% 10/01/2028 144A
681639AA8
560000.00000000
PA
USD
508583.60000000
0.032187187128
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
0.04250000
N
N
N
N
N
N
EGYPT, (ARAB) REPUBLIC OF
529900GFIVH4086NMH82
EGYPT (ARAB) REP OF GLOBAL MTN BE 144A 7.903% 02/21/2048 144A
03846JW55
385000.00000000
PA
USD
311850.00000000
0.019736331069
Long
DBT
NUSS
EG
N
2
2048-02-21
Fixed
0.07903000
N
N
N
N
N
N
VICI PROPERTIES LP / VICI NOTE CO INC
N/A
VICI PROPERTIES LP / VICI NOTE CO INC 4.625% 12/01/2029 144A
92564RAB1
650000.00000000
PA
USD
648375.00000000
0.041034291027
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
58650.00000000
PA
USD
57941.51000000
0.003666996389
Long
LON
CORP
LU
N
2
2026-10-31
Variable
0.03457430
N
N
N
N
N
N
MESQUITE ENERGY INC
549300SB0HTIM17TVR61
SANCHEZ ENERGY DIP ROLL UP TERM 12/31/2049
N/A
122000.00000000
PA
USD
0.01000000
0.000000000632
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
485000.00000000
PA
USD
485000.00000000
0.030694630651
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
460000.00000000
PA
USD
432400.00000000
0.027365687203
Long
DBT
CORP
CA
N
2
2028-12-15
Fixed
0.04125000
N
N
N
N
N
N
USIMINAS INTERNATIONAL SARL
529900KLYX6QPXVIVP43
USIMINAS INTERNATIONAL SARL 5.875% 07/18/2026 144A
91734JAA8
560000.00000000
PA
USD
572810.00000000
0.036251940996
Long
DBT
CORP
LU
N
2
2026-07-18
Fixed
0.05875000
N
N
N
N
N
N
MEDCO LAUREL TREE PTE LTD
254900SX7FFGRREZD046
MEDCO LAUREL TREE PTE LTD 6.95% 11/12/2028 144A
58406RAA6
640000.00000000
PA
USD
622400.00000000
0.039390387870
Long
DBT
CORP
SG
N
2
2028-11-12
Fixed
0.06950000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC
629377508
24200.00000000
NS
USD
928312.00000000
0.058750915399
Long
EC
CORP
US
N
1
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
VIKING CRUISES LTD 5.875% 09/15/2027 144A
92676XAD9
595000.00000000
PA
USD
542294.90000000
0.034320704452
Long
DBT
CORP
BM
N
2
2027-09-15
Fixed
0.05875000
N
N
N
N
N
N
DAE FDG LLC
635400SZTPQL3Y1P2C76
DAE FDG LLC 1.55% 08/01/2024 144A
23371DAJ3
650000.00000000
PA
USD
611812.50000000
0.038720327247
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
0.01550000
N
N
N
N
N
N
OLEODUCTO CENTRAL SA
254900W4CPYCQFVH5E92
OLEODUCTO CENTRAL SA 4% 07/14/2027 144A
680617AC1
585000.00000000
PA
USD
546975.00000000
0.034616898145
Long
DBT
CORP
CO
N
2
2027-07-14
Fixed
0.04000000
N
N
N
N
N
N
ACCESS BANK NIGERIA PLC
029200328C3N9YI2D660
ACCESS BANK NIGERIA PLC 6.125% 09/21/2026 144A
00434G2B5
480000.00000000
PA
USD
446400.00000000
0.028251717778
Long
DBT
CORP
NG
N
2
2026-09-21
Fixed
0.06125000
N
N
N
N
N
N
TURKEY REPUBLIC OF
5493000PCHOG3B6S3Q85
TURKEY GOVT 6% 1/14/41
900123BJ8
165000.00000000
PA
USD
128679.38000000
0.008143847508
Long
DBT
NUSS
TR
N
2
2041-01-14
Fixed
0.06000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.125% 05/31/2022
912828ZR4
7075000.00000000
PA
USD
7071909.64000000
0.447566297726
Long
DBT
UST
US
N
2
2022-05-31
Fixed
0.00125000
N
N
N
N
N
N
STATE OIL COMPANY OF THE AZERBAIJAN REPUBLIC
2549002HARR1VE257O76
STATE OIL CO OF THE AZER 6.95% 03/18/2030 REGS
N/A
400000.00000000
PA
USD
443200.00000000
0.028049196504
Long
DBT
CORP
AZ
N
2
2030-03-18
Fixed
0.06950000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2% 08/15/2051
912810SZ2
19656000.00000000
PA
USD
17733397.50000000
1.122309456599
Long
DBT
UST
US
N
2
2051-08-15
Fixed
0.02000000
N
N
N
N
N
N
LIQUID TELECOMMUNICATIONS FINANCING PLC
635400MXAVJRJJCWVI87
LIQUID TELECOMMUNICATIONS FINANCING PLC 5.5% 09/04/2026 144A
536333AB3
605000.00000000
PA
USD
573237.50000000
0.036278996572
Long
DBT
CORP
GB
N
2
2026-09-04
Fixed
0.05500000
N
N
N
N
N
N
CAMPOSOL SA RGS
5493008B0STMH3JFSW17
CAMPOSOL SA 6% 02/03/2027 144A
134638AE5
225000.00000000
PA
USD
211190.63000000
0.013365811102
Long
DBT
CORP
PE
N
2
2027-02-03
Fixed
0.06000000
N
N
N
N
N
N
NESCO HOLDINGS II INC
254900FAHT0HW9T6L409
NESCO HOLDINGS II INC 5.5% 04/15/2029 144A
64083YAA9
715000.00000000
PA
USD
702487.50000000
0.044458957421
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.05500000
N
N
N
N
N
N
PANAMA REPUBLIC OF
549300SHS4T08CL0LP14
PANAMA REPUBLIC OF 3.16% 01/23/2030
698299BK9
440000.00000000
PA
USD
430045.00000000
0.027216644202
Long
DBT
NUSS
PA
N
2
2030-01-23
Fixed
0.03160000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 6.75/3ML+378 PERP
46625HJQ4
400000.00000000
PA
USD
417424.00000000
0.026417887638
Long
EP
CORP
US
N
2
N
N
N
CORPORACION NACIONAL DEL COBRE DE CHILE
549300UVMBCBCIPSUI70
CORPORACION NACIONAL DEL COBRE DE CHILE 3.15% 01/14/2030 144A
21987BBB3
280000.00000000
PA
USD
269027.50000000
0.017026185046
Long
DBT
CORP
CL
N
2
2030-01-14
Fixed
0.03150000
N
N
N
N
N
N
VOLCAN CIA MINERA SAA
549300XKJ91C4SZLG750
VOLCAN CIA MINERA SAA 4.375% 02/11/2026 144A
92863UAB2
185000.00000000
PA
USD
177137.50000000
0.011210660076
Long
DBT
CORP
PE
N
2
2026-02-11
Fixed
0.04375000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
VENTURE GLOBAL CALCASIEU 4.125% 08/15/2031 144A
92328MAB9
355000.00000000
PA
USD
348308.25000000
0.022043697085
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
0.04125000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI INC 3.25% 08/15/2033 144A
55354GAQ3
420000.00000000
PA
USD
377501.25000000
0.023891260699
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
0.03250000
N
N
N
N
N
N
SHRIRAM TRANSPORT FINANCE CO LTD
335800TM2YO24B76XL26
SHRIRAM TRANSPORT FIN CO LTD 4.15% 07/18/2025 144A
825547AE2
500000.00000000
PA
USD
475875.00000000
0.030117128579
Long
DBT
CORP
IN
N
2
2025-07-18
Fixed
0.04150000
N
N
N
N
N
N
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
FX Forward: EUR/USD settle 2022-05-18
N/A
1.00000000
NC
N/A
-1109.45000000
-0.00007021475
N/A
DFE
CORP
GB
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
429879.21000000
USD
387000.00000000
EUR
2022-05-18
-1109.45000000
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 6.875%/VAR PERP
55336VAU4
1550000.00000000
PA
USD
1519000.00000000
0.096134317441
Long
EP
CORP
US
N
2
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 6.6% 03/15/2046
674599DL6
705000.00000000
PA
USD
828375.00000000
0.052426112712
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
0.06600000
N
N
N
N
N
N
VTR FINANCE BV
213800F4XI4RJB82XM19
VTR FINANCE BV 6.375% 07/15/2028 144A
918374AA7
320000.00000000
PA
USD
312000.00000000
0.019745824253
Long
DBT
CORP
NL
N
2
2028-07-15
Fixed
0.06375000
N
N
N
N
N
N
CITGO HLDG INC
549300NYHOALWZ2BSL72
CITGO HLDG INC 9.25% 08/01/2024 144A
17302WAB4
2195000.00000000
PA
USD
2216950.00000000
0.140306106024
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
0.09250000
N
N
N
N
N
N
GUATEMALA, REP OF
529900QKDFFU9UWW5315
GUATEMALA GOVT 4.9% 06/01/2030 144A
401494AQ2
40000.00000000
PA
USD
40782.50000000
0.002581038710
Long
DBT
NUSS
GT
N
2
2030-06-01
Fixed
0.04900000
N
N
N
N
N
N
OCP SA
213800D26TAPVTCVWG40
OCP SA 5.625% 04/25/2024 144A
67091TAA3
670000.00000000
PA
USD
687503.75000000
0.043510667376
Long
DBT
CORP
MA
N
2
2024-04-25
Fixed
0.05625000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP 5.875% 02/01/2029 144A
165167DG9
310000.00000000
PA
USD
320075.00000000
0.020256874032
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.05875000
N
N
N
N
N
N
PERU, REPUBLIC OF
254900STKLK2DBJJZ530
PERU REPUBLIC OF 3.3% 03/11/2041
715638DS8
360000.00000000
PA
USD
327600.00000000
0.020733115466
Long
DBT
NUSS
PE
N
2
2041-03-11
Fixed
0.03300000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 5.875% 01/30/2060 144A
25714PEE4
270000.00000000
PA
USD
229550.63000000
0.014527776914
Long
DBT
NUSS
DO
N
2
2060-01-30
Fixed
0.05875000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS INC
549300YQDE2JSGTL8V47
UNIVISION COMMUNICATIONS INC 4.5% 05/01/2029 144A
914906AV4
570000.00000000
PA
USD
542574.45000000
0.034338396584
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
605000.00000000
PA
USD
532151.95000000
0.033678778464
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.03625000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
LEVEL 3 FINANCING INC 3.75% 07/15/2029 144A
527298BT9
1140000.00000000
PA
USD
1010302.20000000
0.063939902834
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
0.03750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 01/01/2051#FM7599
3140XBNR7
1966470.87300000
PA
USD
1974780.59000000
0.124979713045
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
0.03500000
N
N
N
N
N
N
PG and E CORP
8YQ2GSDWYZXO2EDN3511
PG and E CORP 5.25% 07/01/2030
69331CAJ7
510000.00000000
PA
USD
494649.00000000
0.031305295581
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
0.05250000
N
N
N
N
N
N
NIGERIA REPUBLIC OF
549300GSBZD84TNEQ285
NIGERIA REPUBLIC 6.125% 09/28/2028 144A
65412JAR4
545000.00000000
PA
USD
499117.81000000
0.031588117173
Long
DBT
NUSS
NG
N
2
2028-09-28
Fixed
0.06125000
N
N
N
N
N
N
LCM INVESTMENTS HOLDINGS
549300P5V78NNQTG4428
LCM INVESTMENTS HOLDINGS 4.875% 05/01/2029 144A
50190EAA2
310000.00000000
PA
USD
292788.77000000
0.018529985884
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
0.04875000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 03/01/2052#CB3174
3140QNQ47
596860.78300000
PA
USD
599196.42000000
0.037921882060
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
0.03500000
N
N
N
N
N
N
UNITED NATURAL FOODS INC
549300GKGW6WPZ282D40
UNITED NATURAL FOODS INC 6.75% 10/15/2028 144A
911163AA1
465000.00000000
PA
USD
476625.00000000
0.030164594503
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.06750000
N
N
N
N
N
N
TULLOW OIL PLC
2138003EYHWO75RKS857
TULLOW OIL PLC 7% 03/01/2025 144A
899415AE3
180000.00000000
PA
USD
149400.00000000
0.009455211998
Long
DBT
CORP
GB
N
2
2025-03-01
Fixed
0.07000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATIONS CO LLC 5.5% 09/01/2026 144A
92840VAA0
820000.00000000
PA
USD
824485.40000000
0.052179948103
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
0.05500000
N
N
N
N
N
N
ROBLOX CORP
N/A
ROBLOX CORP 3.875% 05/01/2030 144A
771049AA1
410000.00000000
PA
USD
383350.00000000
0.024261415793
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
0.03875000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 3.5% 01/30/2023
71654QBG6
750000.00000000
PA
USD
748312.50000000
0.047359125358
Long
DBT
CORP
MX
N
2
2023-01-30
Fixed
0.03500000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM INC 5.5% 11/15/2027
893647BL0
7825000.00000000
PA
USD
7766312.50000000
0.491513595274
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.05500000
N
N
N
N
N
N
EL SALVADOR REPUBLIC OF
529900AKDMUSFSDOM949
EL SALVADOR REPUBLIC OF 7.1246% 01/20/2050 144A
283875BZ4
290000.00000000
PA
USD
131950.00000000
0.008350838174
Long
DBT
NUSS
SV
N
2
2050-01-20
Fixed
0.07124600
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP 5.125% 11/01/2027 144A
88033GDA5
975000.00000000
PA
USD
979587.38000000
0.061996026432
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
0.05125000
N
N
N
N
N
N
TAYLOR MORRISON COMMUNITIES INC
549300O1Z08HI2MRK572
TAYLOR MORRISON COMMUNITIES INC 5.875% 06/15/2027 144A
87724RAA0
495000.00000000
PA
USD
514800.00000000
0.032580610018
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
0.05875000
N
N
N
N
N
N
AT HOME GROUP INC
549300LGPR0P05O30I24
AT HOME GROUP INC 4.875% 07/15/2028 144A
04650YAA8
285000.00000000
PA
USD
253650.00000000
0.016052975391
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.04875000
N
N
N
N
N
N
TELEFONICA CELULAR DEL PARAGUAY SA
254900R8A8IKGF4THL54
TELEFONICA CELULAR PARAGUAY SA 5.875% 04/15/2027 144A
87936VAB3
455000.00000000
PA
USD
462052.50000000
0.029242331605
Long
DBT
CORP
PY
N
2
2027-04-15
Fixed
0.05875000
N
N
N
N
N
N
CCO HLDGS LLC/CCO HLDGS CAP CORP
N/A
CCO HLDGS LLC/CAP CORP 5.5% 05/01/2026 144A
1248EPBR3
1225000.00000000
PA
USD
1242199.00000000
0.078616163917
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.05500000
N
N
N
N
N
N
BANCO DE RESERVAS DE LA REPUBLICA DOMINICANA
549300CKQT0JZ2EGNC56
BANCO DE RESERVAS DE LA REPUBLICA DOMINICANA 7% 02/01/2023 144A
059566AA7
90000.00000000
PA
USD
91350.00000000
0.005781349505
Long
DBT
CORP
DO
N
2
2023-02-01
Fixed
0.07000000
N
N
N
N
N
N
INDONESIA ASAHAN ALUMINIUM TBK PT
2549008P48EB9SN2OI80
INDONESIA ASAHAN ALUMINIUM TBK PT 5.45% 05/15/2030 144A
74445PAF9
460000.00000000
PA
USD
479061.25000000
0.030318779645
Long
DBT
CORP
ID
N
2
2030-05-15
Fixed
0.05450000
N
N
N
N
N
N
IHEARTMEDIA INC
N/A
IHEARTMEDIA INC
45174J509
5655.00000000
NS
USD
107049.15000000
0.006774915712
Long
EC
CORP
US
N
1
N
N
N
NEXA RESOURCES SA
549300QRMRHM7GAU7L47
NEXA RESOURCES SA 6.5% 01/18/2028 144A
65290DAA1
525000.00000000
PA
USD
557812.50000000
0.035302780742
Long
DBT
CORP
LU
N
2
2028-01-18
Fixed
0.06500000
N
N
N
N
N
N
EG GLOBAL FINANCE PLC
549300TL8Q5207VYET27
EG GLOBAL FINANCE PLC 8.5% 10/30/2025 144A
28228PAB7
855000.00000000
PA
USD
875306.25000000
0.055396292887
Long
DBT
CORP
GB
N
2
2025-10-30
Fixed
0.08500000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA SA
549300YWR8TN1OFD4P06
PETROLEOS DE VENEZUELA SA 12.75% 12/31/2049 144A
716558AC5
110000.00000000
PA
USD
7425.00000000
0.000469912644
Long
DBT
CORP
VE
N
2
2049-12-31
Fixed
0.12750000
Y
Y
N
N
N
N
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
FX Forward: USD/CAD settle 2022-05-18
N/A
1.00000000
NC
N/A
-52232.19000000
-0.00330566552
N/A
DFE
CORP
GB
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
4803000.00000000
CAD
3789128.49000000
USD
2022-05-18
-52232.19000000
N
N
N
VICTORS MERGER CORP
N/A
VICTORS MERGER CORP 6.375% 05/15/2029 144A
92641PAA4
570000.00000000
PA
USD
466596.30000000
0.029529899158
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.06375000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS BIDCO LTD
549300L82YB0C6JQIC26
GALAXY PIPELINE ASSETS BIDCO LTD 2.625% 03/31/2036 144A
36321PAB6
775000.00000000
PA
USD
695223.44000000
0.043999230331
Long
DBT
CORP
JE
N
2
2036-03-31
Fixed
0.02625000
N
N
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: USD/EUR settle 2022-05-18
N/A
1.00000000
NC
N/A
-6536.88000000
-0.00041370539
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
2875000.00000000
EUR
3178768.19000000
USD
2022-05-18
-6536.88000000
N
N
N
GAP INC
T2ZG1WRWZ4BUCMQL9224
GAP INC 3.875% 10/01/2031 144A
364760AQ1
560000.00000000
PA
USD
487816.00000000
0.030872849372
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
0.03875000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA SA
549300YWR8TN1OFD4P06
PETROLEOS DE VENEZUELA SA 5.375% 04/12/2027 REGS
N/A
480000.00000000
PA
USD
32400.00000000
0.002050527903
Long
DBT
CORP
VE
N
2
2027-04-12
Fixed
0.05375000
Y
Y
N
N
N
N
DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC
N/A
CONVERGINT TECH TERM B 1LN 03/31/2028
23344MAC2
99253.29000000
PA
USD
98136.69000000
0.006210864851
Long
LON
CORP
US
N
2
2028-03-31
Variable
0.04250000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS INC
549300YQDE2JSGTL8V47
UNIVISION TERM B 1LN 01/31/2029
914908BB3
355000.00000000
PA
USD
350857.15000000
0.022205011609
Long
LON
CORP
US
N
2
2029-01-31
Variable
0.04000000
N
N
N
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
UNITED MEX 5.75 10/12/2110
91086QAZ1
840000.00000000
PA
USD
854700.00000000
0.054092166633
Long
DBT
NUSS
MX
N
2
2110-10-12
Fixed
0.05750000
N
N
N
N
N
N
AEROPUERTO INTERNACIONAL DE TOCUMEN SA
254900FO1PHX49ZIGB14
AEROPUERTO INTERNACIONAL DE TOCUMEN SA 5.125% 08/11/2061 144A
00787CAE2
205000.00000000
PA
USD
186908.75000000
0.011829061951
Long
DBT
CORP
PA
N
2
2061-08-11
Fixed
0.05125000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANKS
N/A
FEDERAL FARM CREDIT BANKS 0.375% 04/08/2022
3133ELWD2
2900000.00000000
PA
USD
2900016.39000000
0.183535942212
Long
DBT
USGSE
US
N
2
2022-04-08
Fixed
0.00375000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DAVITA INC 4.625% 06/01/2030 144A
23918KAS7
1590000.00000000
PA
USD
1484742.00000000
0.093966200622
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.04625000
N
N
N
N
N
N
TULLOW OIL PLC
2138003EYHWO75RKS857
TULLOW OIL PLC 10.25% 05/15/2026 144A
899415AG8
1050000.00000000
PA
USD
1057875.00000000
0.066950685360
Long
DBT
CORP
GB
N
2
2026-05-15
Fixed
0.10250000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
UKRAINE CABINET OF MINISTERS 7.75% 09/01/2026 144A
903724AT9
200000.00000000
PA
USD
84000.00000000
0.005316183452
Long
DBT
NUSS
UA
N
2
2026-09-01
Fixed
0.07750000
N
N
N
N
N
N
CCO HLDGS LLC/CCO HLDGS CAP CORP
N/A
CCO HLDGS LLC/CAP CORP 4.25% 02/01/2031 144A
1248EPCK7
1005000.00000000
PA
USD
912037.50000000
0.057720936499
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
330000.00000000
PA
USD
329587.50000000
0.020858900164
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.05625000
N
N
N
N
N
N
COVANTA HLDG CORP
40XIFLS8XDQGGHGPGC04
COVANTA HLDG CORP 4.875% 12/01/2029 144A
22303XAA3
425000.00000000
PA
USD
405747.50000000
0.025678906495
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
0.04875000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
5493008HF9XC5H29ZX61
GFL ENVIRONMENTAL INC 4% 08/01/2028 144A
36168QAL8
420000.00000000
PA
USD
386400.00000000
0.024454443883
Long
DBT
CORP
CA
N
2
2028-08-01
Fixed
0.04000000
N
N
N
N
N
N
MURPHY OIL USA INC
N32S6DTR2ZZ5222WHV58
MURPHY OIL USA INC 5.625% 05/01/2027
626738AD0
305000.00000000
PA
USD
309956.25000000
0.019616479611
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.05625000
N
N
N
N
N
N
GCM MINING CORP
5493001GJ5TILX6L1F82
GRAN COLOMBIA GOLD CORP 6.875% 08/09/2026 144A
38501DAR6
655000.00000000
PA
USD
584587.50000000
0.036997314217
Long
DBT
CORP
CA
N
2
2026-08-09
Fixed
0.06875000
N
N
N
N
N
N
NORDSTROM INC
549300S3IZB5P35KNV16
NORDSTROM INC 4.375% 04/01/2030
655664AT7
175000.00000000
PA
USD
163505.13000000
0.010347896030
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.04375000
N
N
N
N
N
N
KRONOS ACQ / KIK CUSTOM
N/A
KRONOS ACQ / KIK CUSTOM 5% 12/31/2026 144A
50106GAE2
205000.00000000
PA
USD
189112.50000000
0.011968532657
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
430000.00000000
PA
USD
379346.00000000
0.024008011049
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
0.03875000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 11/01/2034#CA4460
3140QB5W4
995064.46500000
PA
USD
1005058.49000000
0.063608039450
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
0.03000000
N
N
N
N
N
N
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
FX Forward: EUR/USD settle 2022-05-18
N/A
1.00000000
NC
N/A
1118.15000000
0.000070765363
N/A
DFE
CORP
GB
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
218252.43000000
USD
198000.00000000
EUR
2022-05-18
1118.15000000
N
N
N
CATALENT PHARMA SOLUTIONS
549300HALRZ339MSTH85
CATALENT PHARMA SOLUTIONS 5% 07/15/2027 144A
14879EAE8
205000.00000000
PA
USD
207390.30000000
0.013125296204
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
6940.00000000
NS
USD
413207.60000000
0.026151040544
Long
EC
CORP
US
N
1
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
FX Forward: EUR/USD settle 2022-05-18
N/A
1.00000000
NC
N/A
-6815.38000000
-0.00043133107
N/A
DFE
CORP
CA
N
2
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
1009494.02000000
USD
905000.00000000
EUR
2022-05-18
-6815.38000000
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 03/01/2052#MA4565
31418ECB4
451305.05600000
PA
USD
452595.11000000
0.028643793269
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
0.03500000
N
N
N
N
N
N
MESQUITE ENERGY INC
549300SB0HTIM17TVR61
MESQUITE ENERGY INC 7.25% 02/15/2023 144A
79970YAE5
1063000.00000000
PA
USD
0.11000000
0.000000006961
Long
DBT
CORP
US
N
3
2023-02-15
Fixed
0.07250000
Y
Y
N
N
N
N
REPUBLICA ORIENTAL DEL URUGUAY
549300RDR012H2V82H43
URUGUAY REPUBLICA ORIENTAL DL 5.1% 06/18/2050
760942BA9
675000.00000000
PA
USD
798946.88000000
0.050563668848
Long
DBT
NUSS
UY
N
2
2050-06-18
Fixed
0.05100000
N
N
N
N
N
N
PG and E CORP
8YQ2GSDWYZXO2EDN3511
PG and E CORP
69331C108
76666.00000000
NS
USD
915392.04000000
0.057933238286
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
420000.00000000
PA
USD
399000.00000000
0.025251871401
Long
EP
CORP
US
N
2
N
N
N
EL SALVADOR REPUBLIC OF
529900AKDMUSFSDOM949
EL SALVADOR 7.75% 1/24/23 144A
283875AK8
730000.00000000
PA
USD
594950.00000000
0.037653135063
Long
DBT
NUSS
SV
N
2
2023-01-24
Fixed
0.07750000
N
N
N
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
400000.00000000
PA
USD
379496.00000000
0.024017504234
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.05000000
N
N
N
N
N
N
TOWNSQUARE MEDIA INC
549300XBA8C68H0DR538
TOWNSQUARE MEDIA INC 6.875% 02/01/2026 144A
892231AB7
325000.00000000
PA
USD
334701.25000000
0.021182538654
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.06875000
N
N
N
N
N
N
PANAMA REPUBLIC OF
549300SHS4T08CL0LP14
PANAMA REPUBLIC OF 3.298% 01/19/2033
698299BR4
255000.00000000
PA
USD
244545.00000000
0.015476739077
Long
DBT
NUSS
PA
N
2
2033-01-19
Fixed
0.03298000
N
N
N
N
N
N
WAND NEWCO 3 INC
549300Y3VZEWMSQW8494
CALIBER COLLISION TERM B 1LN 02/05/2026
93369PAF1
958169.96000000
PA
USD
927633.08000000
0.058707947980
Long
LON
CORP
US
N
2
2026-02-05
Variable
0.03457430
N
N
N
N
N
N
NIGERIA REPUBLIC OF
549300GSBZD84TNEQ285
NIGERIA REPUBLIC OF 6.5% 11/28/2027 144A
65412JAC7
225000.00000000
PA
USD
212906.25000000
0.013474389086
Long
DBT
NUSS
NG
N
2
2027-11-28
Fixed
0.06500000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP 6.25% 02/01/2027 144A
88033GCX6
1850000.00000000
PA
USD
1899200.75000000
0.120196423821
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
0.06250000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 2.5% 04/01/2052 #TBA
01F022642
25000.00000000
PA
USD
23855.47000000
0.001509762558
Long
ABS-MBS
USGA
US
N
2
2052-04-01
Fixed
0.02500000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC 5.95% 01/08/2046 144A
455780BW5
350000.00000000
PA
USD
428378.13000000
0.027111151503
Long
DBT
NUSS
ID
N
2
2046-01-08
Fixed
0.05950000
N
N
N
N
N
N
Studio City International Holdings Ltd
N/A
STUDIO CITY INTERNATIONAL HOLDINGS LTD ADR
86389T106
11100.00000000
NS
USD
64785.15000000
0.004100115981
Long
EC
CORP
KY
N
1
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 6.5% 02/15/2048 REGS
N/A
150000.00000000
PA
USD
142762.50000000
0.009035138573
Long
DBT
NUSS
DO
N
2
2048-02-15
Fixed
0.06500000
N
N
N
N
N
N
QATAR ST
52990074F6OJOAXK4P65
QATAR ST 3.75% 04/16/2030 144A
74727PBD2
1875000.00000000
PA
USD
1973437.50000000
0.124894711701
Long
DBT
NUSS
QA
N
2
2030-04-16
Fixed
0.03750000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC 7.5% 03/15/2025 144A
097751BM2
776000.00000000
PA
USD
779957.60000000
0.049361877227
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
374000.00000000
PA
USD
364167.89000000
0.023047420368
Long
DBT
UST
US
N
2
2023-08-15
Fixed
0.00125000
N
N
N
N
N
N
BENGAL DEBT MERGER SUB LLC
549300Y5TU1XQ1KVLJ64
TROPICANA TERM 1LN 01/24/2029
62984CAD5
99272.73000000
PA
USD
97499.72000000
0.006170552358
Long
LON
CORP
US
N
2
2029-01-24
Variable
0.03750000
N
N
N
N
N
N
NAGACORP LTD
549300MMNKN0RBJELS20
NAGACORP LTD 7.95% 07/06/2024 REGS
N/A
1000000.00000000
PA
USD
830500.00000000
0.052560599496
Long
DBT
CORP
KY
N
2
2024-07-06
Fixed
0.07950000
N
N
N
N
N
N
ROMANIA, REPUBLIC OF
315700IASY927EDWBK92
ROMANIA 4.375% 8/22/23 144A
77586RAB6
210000.00000000
PA
USD
214515.00000000
0.013576203493
Long
DBT
NUSS
RO
N
2
2023-08-22
Fixed
0.04375000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HLDGS INC 5.75% 03/01/2027 144A
737446AM6
143000.00000000
PA
USD
143707.85000000
0.009094967788
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.05750000
N
N
N
N
N
N
CT TRUST
213800MJB7WO427HQD34
CT TRUST 5.125% 02/03/2032 144A
12659BAA2
625000.00000000
PA
USD
621250.00000000
0.039317606787
Long
DBT
CORP
GT
N
2
2032-02-03
Fixed
0.05125000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY
595017104
11800.00000000
NS
USD
886652.00000000
0.056114341558
Long
EC
CORP
US
N
1
N
N
N
MARVELL TECHNOLOGY INC
N/A
MARVELL TECHNOLOGY INC
573874104
15400.00000000
NS
USD
1104334.00000000
0.069890977825
Long
EC
CORP
US
N
1
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
MOLINA HEALTHCARE INC 3.875% 05/15/2032 144A
60855RAL4
550000.00000000
PA
USD
523022.50000000
0.033100994762
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
0.03875000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: GBP/USD settle 2022-05-18
N/A
1.00000000
NC
N/A
-580.15000000
-0.00003671647
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
230413.58000000
USD
175000.00000000
GBP
2022-05-18
-580.15000000
N
N
N
HERTZ CORP
549300PD0C69OJ0NLB27
HERTZ CORP 4.625% 12/01/2026 144A
428040DA4
230000.00000000
PA
USD
214779.75000000
0.013592958964
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
0.04625000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 12/01/2051#CB2320
3140QMSJ4
688075.67100000
PA
USD
657942.22000000
0.041639780273
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02500000
N
N
N
N
N
N
PTC INC
54930050SSMU8SKDJ030
PTC INC 4% 02/15/2028 144A
69370CAC4
345000.00000000
PA
USD
336123.15000000
0.021272527716
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.04000000
N
N
N
N
N
N
CGG SA
969500FCVQ5SLAAUJV59
CGG SA 8.75% 04/01/2027 144A
12531TAF6
590000.00000000
PA
USD
591475.00000000
0.037433209617
Long
DBT
CORP
FR
N
2
2027-04-01
Fixed
0.08750000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
FX Forward: USD/EUR settle 2022-05-18
N/A
1.00000000
NC
N/A
13777.99000000
0.000871980029
N/A
DFE
CORP
CA
N
2
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
359000.00000000
EUR
411525.65000000
USD
2022-05-18
13777.99000000
N
N
N
GHANA REPUBLIC OF
213800PP4399SNNXZ126
GHANA REP 7.75% 04/07/2029 144A
37443GAL5
560000.00000000
PA
USD
406000.00000000
0.025694886689
Long
DBT
NUSS
GH
N
2
2029-04-07
Fixed
0.07750000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
SOUTHWESTERN ENERGY CO 5.375% 03/15/2030
845467AS8
560000.00000000
PA
USD
569077.60000000
0.036015725244
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
0.05375000
N
N
N
N
N
N
NORDSTROM INC
549300S3IZB5P35KNV16
NORDSTROM INC 5% 01/15/2044
655664AR1
80000.00000000
PA
USD
71631.20000000
0.004533388097
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
0.05000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 7.69% 01/23/2050
71654QDD1
3773000.00000000
PA
USD
3282510.00000000
0.207743158883
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
0.07690000
N
N
N
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM 5.125% 03/15/2027
00774CAB3
625000.00000000
PA
USD
639206.25000000
0.040454020110
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
148000.00000000
PA
USD
118460.68000000
0.007497127462
Long
EP
CORP
US
N
2
N
N
N
ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP
N/A
ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.375% 06/15/2029 144A
03690AAH9
430000.00000000
PA
USD
429561.40000000
0.027186038175
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
1171000.00000000
PA
USD
1375556.14000000
0.087056057024
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
0.06450000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS LP
5493005UEC8AZ34LDV29
CHENIERE ENERGY PARTNERS LP 4% 03/01/2031
16411QAK7
910000.00000000
PA
USD
882144.90000000
0.055829096672
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
0.04000000
N
N
N
N
N
N
BANCO DO BRASIL SA CAYMAN ISLANDS BRANCH
QE0Q0253K88YAGNPE356
BANCO DO BRASIL GR CAYMAN BRH STEP PERP 144A
05958AAK4
560000.00000000
PA
USD
538160.00000000
0.034059015322
Long
EP
CORP
KY
N
2
N
N
N
ARGENTINA REPUBLIC OF
549300KPBYGYF7HCHO27
ARGENTINA REPUBLIC OF 1% 07/09/2029
040114HX1
738798.00000000
PA
USD
252299.52000000
0.015967506350
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
0.01000000
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
247076.00000000
NS
USD
98830.40000000
0.006254768299
Long
EC
CORP
US
Y
3
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3% 02/15/2049
912810SF6
16081000.00000000
PA
USD
17675908.59000000
1.118671104313
Long
DBT
UST
US
N
2
2049-02-15
Fixed
0.03000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
UBER TECHNOLOGIES INC 4.5% 08/15/2029 144A
90353TAK6
1260000.00000000
PA
USD
1181250.00000000
0.074758829807
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
0.04500000
N
N
N
N
N
N
TRITON WATER HOLDINGS
5493005IYCEL7QJFZZ63
TRITON WATER HOLDINGS 6.25% 04/01/2029 144A
89680EAA7
315000.00000000
PA
USD
268565.85000000
0.016996968188
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
285000.00000000
PA
USD
278587.50000000
0.017631217353
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.06750000
N
N
N
N
N
N
HUNTER DOUGLAS INC
529900811T142NS3H544
HUNTER DOUGLAS TERM B 1LN 02/25/2029
N/A
1045000.00000000
PA
USD
1022793.75000000
0.064730466780
Long
LON
CORP
US
N
2
2029-02-25
Variable
0.04000000
N
N
N
N
N
N
MTN MAURITIUS INVESTMENTS LTD
2549009PQD415OQIR074
MTN MAURITIUS INVSTMENTS 6.5% 10/13/2026 144A
55377XAB2
315000.00000000
PA
USD
331793.44000000
0.020998509470
Long
DBT
CORP
MU
N
2
2026-10-13
Fixed
0.06500000
N
N
N
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 4.5% 04/22/2029
91087BAF7
345000.00000000
PA
USD
363802.50000000
0.023024295602
Long
DBT
NUSS
MX
N
2
2029-04-22
Fixed
0.04500000
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
1685000.00000000
PA
USD
1678681.25000000
0.106240208143
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.06000000
N
N
N
N
N
N
SAUDI ARABIAN OIL COMPANY
5586006WD91QHB7J4X50
SAUDI ARABIAN OIL COMPANY 4.25% 04/16/2039 144A
80414L2E4
1260000.00000000
PA
USD
1288350.00000000
0.081536963709
Long
DBT
CORP
SA
N
2
2039-04-16
Fixed
0.04250000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA 7.75% 1/17/38 144A
455780AZ9
730000.00000000
PA
USD
1002518.13000000
0.063447265404
Long
DBT
NUSS
ID
N
2
2038-01-17
Fixed
0.07750000
N
N
N
N
N
N
KONTOOR BRANDS INC
549300M0CPXV65RFF271
KONTOOR BRANDS INC 4.125% 11/15/2029 144A
50050NAA1
240000.00000000
PA
USD
219600.00000000
0.013898022455
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.04125000
N
N
N
N
N
N
NIGERIA REPUBLIC OF
549300GSBZD84TNEQ285
NIGERIA REP 6.375% 07/12/23 144A
65412ACD2
385000.00000000
PA
USD
390775.00000000
0.024731328438
Long
DBT
NUSS
NG
N
2
2023-07-12
Fixed
0.06375000
N
N
N
N
N
N
CHS/CMNTY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/CMNTY HEALTH SYSTEMS INC 6% 01/15/2029 144A
12543DBH2
485000.00000000
PA
USD
490065.83000000
0.031015236384
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.06000000
N
N
N
N
N
N
RITCHIE BROS HOLDINGS INC
N/A
RITCHIE BROS HOLDINGS INC 4.75% 12/15/2031 144A
76774LAA5
305000.00000000
PA
USD
297375.00000000
0.018820238741
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
0.04750000
N
N
N
N
N
N
INTELSAT JACKSON HLDGS S A
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HLDGS SA 6.5% 03/15/2030 144A
45824TBC8
1160000.00000000
PA
USD
1157100.00000000
0.073230427064
Long
DBT
CORP
LU
N
2
2030-03-15
Fixed
0.06500000
N
N
N
N
N
N
PENHALL ACQUISITION COMPANY
N/A
PENHALL ACQUISITION CMPNY CL B
N/A
107.00000000
NS
USD
14785.26000000
0.000935728030
Long
EC
CORP
US
N
3
N
N
N
NATURA COSMETICOS SA
N/A
NATURA COSMETICOS SA 4.125% 05/03/2028 144A
63883KAB1
670000.00000000
PA
USD
641659.00000000
0.040609249502
Long
DBT
CORP
BR
N
2
2028-05-03
Fixed
0.04125000
N
N
N
N
N
N
COSTA RICA REPUBLIC OF
549300S1EK2VN6XVJP58
COSTA RICA 5.625% 4/30/2043 144A
221597BT3
200000.00000000
PA
USD
174225.00000000
0.011026334072
Long
DBT
NUSS
CR
N
2
2043-04-30
Fixed
0.05625000
N
N
N
N
N
N
REPUBLIC OF BENIN
635400Q11P6AE5A5Y230
REPUBLIC OF BENIN 5.75% 03/26/2026 144A
N/A
245000.00000000
PA
278958.91000000
0.017654723111
Long
DBT
NUSS
BJ
N
2
2026-03-26
Fixed
0.05750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.625% 09/30/2026
912828YG9
4153000.00000000
PA
USD
3998722.53000000
0.253070744607
Long
DBT
UST
US
N
2
2026-09-30
Fixed
0.01625000
N
N
N
N
N
N
GAP INC
T2ZG1WRWZ4BUCMQL9224
GAP INC 3.625% 10/01/2029 144A
364760AP3
560000.00000000
PA
USD
498960.00000000
0.031578129710
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.03625000
N
N
N
N
N
N
STATION CASINOS LLC
5493004E7Q60TX54WL62
STATION CASINOS LLC 4.625% 12/01/2031 144A
857691AH2
410000.00000000
PA
USD
375027.00000000
0.023734670616
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
0.04625000
N
N
N
N
N
N
GENM CAPITAL LABUAN LTD
254900DWSHIWTSE0YG58
GENM CAPITAL LABUAN LTD 3.882% 04/19/2031 144A
37231BAA6
595000.00000000
PA
USD
514600.63000000
0.032567992310
Long
DBT
CORP
MY
N
2
2031-04-19
Fixed
0.03882000
N
N
N
N
N
N
US RENAL CARE INC
54930058SS5MF69JGN89
US RENAL CARE TERM B 1LN 06/13/2026
90290PAN4
2066900.00000000
PA
USD
1888629.88000000
0.119527415676
Long
LON
CORP
US
N
2
2026-06-13
Variable
0.05250000
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
1165000.00000000
PA
USD
1106085.95000000
0.070001855058
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
0.07500000
N
N
N
N
N
N
MACYS RETAIL HOLDINGS LLC
N/A
MACYS RETAIL HOLDINGS LLC 5.875% 03/15/2030 144A
55617LAQ5
290000.00000000
PA
USD
286087.90000000
0.018105901905
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
0.05875000
N
N
N
N
N
N
CROWN CORK and SEAL INC
7HLDMDH0ZXNUH6PT7Z42
CROWN CORK and SEAL INC 7.375% 12/15/2026
228255AH8
1210000.00000000
PA
USD
1365418.45000000
0.086414463931
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
430000.00000000
PA
USD
411725.00000000
0.026057209906
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
485000.00000000
PA
USD
472467.60000000
0.029901481395
Long
DBT
CORP
AU
N
2
2027-09-15
Fixed
0.04500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 4.95/VAR PERP
38144GAB7
710000.00000000
PA
USD
708651.00000000
0.044849032382
Long
EP
CORP
US
N
2
N
N
N
ABG INTERMEDIATE HLDGS 2 LLC
54930020NXD0RJB64985
AUTHENTIC BRANDS TERM B2 1LN 01/31/2029
00076VBA7
190298.51000000
PA
USD
186968.29000000
0.011832830113
Long
LON
CORP
US
N
2
2029-01-31
Variable
0.00000000
N
N
N
N
N
N
FAIR ISAAC CORPORATION
RI6HET5SJUEY30V1PS26
FAIR ISAAC CORPORATION 4% 06/15/2028 144A
303250AF1
580000.00000000
PA
USD
561509.60000000
0.035536762430
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.04000000
N
N
N
N
N
N
AIR CANADA INC
4B4HI3CGXMBDC0G6BM51
AIR CANADA TERM B 1LN 08/11/2028
N/A
425000.00000000
PA
USD
420571.50000000
0.026617086298
Long
LON
CORP
CA
N
2
2028-08-11
Variable
0.04250000
N
N
N
N
N
N
STATE SAVINGS BANK OF UKRAINE VIA SSB #1 PLC
213800X3YF17XQS13O34
STATE SAVINGS BANK OF UKRAINE VIA SSB #1 PLC STEP 03/10/2023 144A
N/A
80000.00000000
PA
USD
52000.00000000
0.003290970708
Long
DBT
CORP
GB
N
2
2023-03-10
Variable
0.09375000
N
N
N
N
N
N
DIAMOND SPORTS GROUP LLC
5493002K6DHWNZH8YA34
SINCLAIR BROADCASTING TERM 1LN 05/25/2026
25277BAE8
359171.61000000
PA
USD
363711.54000000
0.023018538935
Long
LON
CORP
US
N
2
2026-05-25
Variable
0.09000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MTR CR CO LLC 3.625% 06/17/2031
345397B69
740000.00000000
PA
USD
670832.20000000
0.042455560016
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
365000.00000000
PA
USD
381881.25000000
0.024168461693
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
630000.00000000
PA
USD
548144.10000000
0.034690888026
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.06125000
N
N
N
N
N
N
SAUDI ARABIA KINGDOM OF
54930044PULMORCKB765
SAUDI ARABIA KINGDOM OF 2.25% 02/02/2033 144A
80413TAV1
665000.00000000
PA
USD
610137.50000000
0.038614320018
Long
DBT
NUSS
SA
N
2
2033-02-02
Fixed
0.02250000
N
N
N
N
N
N
VTR COMUNICACIONES SPA
213800XDZJKMC1AEUV94
VTR COMUNICACIONES SPA 5.125% 01/15/2028 144A
918367AA1
580000.00000000
PA
USD
549658.75000000
0.034786747042
Long
DBT
CORP
CL
N
2
2028-01-15
Fixed
0.05125000
N
N
N
N
N
N
IVORY COAST (COTE D'IVOIRE)
254900ICW11T82O6H590
IVORY COAST (COTE D'IVOIRE) 6.375% 03/03/2028 144A
221625AM8
490000.00000000
PA
USD
497441.88000000
0.031482051086
Long
DBT
NUSS
CI
N
2
2028-03-03
Fixed
0.06375000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
BOYD GAMING CORP
103304101
22300.00000000
NS
USD
1466894.00000000
0.092836638214
Long
EC
CORP
US
N
1
N
N
N
CLYDESDALE ACQUISITION HOLDINGS INC
N/A
CLYDESDALE ACQUISITION HOLDINGS INC 8.75% 04/15/2030 144A
18972EAB1
700000.00000000
PA
USD
658875.00000000
0.041698813959
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.08750000
N
N
N
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
FX Forward: CAD/USD settle 2022-05-18
N/A
1.00000000
NC
N/A
25580.91000000
0.001618962029
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
1778730.92000000
USD
2256000.00000000
CAD
2022-05-18
25580.91000000
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINL INC 8% 11/01/2031
36186CBY8
5273000.00000000
PA
USD
6614074.44000000
0.418590870174
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
590000.00000000
PA
USD
561815.70000000
0.035556134856
Long
DBT
CORP
NL
N
2
2029-04-15
Fixed
0.04000000
N
N
N
N
N
N
YPF SA
5493003N7447U18U5U53
YPF SA 8.75% 04/04/2024 144A
984245AK6
1575000.00000000
PA
USD
1496053.13000000
0.094682058267
Long
DBT
CORP
AR
N
2
2024-04-04
Fixed
0.08750000
N
N
N
N
N
N
TERMOCANDELARIA POWER LTD
549300YDORW43JL6G659
TERMOCANDELARIA POWER LTD 7.875% 01/30/2029 144A
880879AA9
488750.00000000
PA
USD
490216.25000000
0.031024756150
Long
DBT
CORP
KY
N
2
2029-01-30
Fixed
0.07875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.125% 05/31/2023
91282CCD1
3800000.00000000
PA
USD
3722367.18000000
0.235580795335
Long
DBT
UST
US
N
2
2023-05-31
Fixed
0.00125000
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
4690000.00000000
PA
USD
4400591.83000000
0.278504207975
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
0.04500000
N
N
N
N
N
N
COLOMBIA TELECOMUNICACIONES S A ESP
549300CK4YN0V1C3MN55
COLOMBIA TELECOMUNICACINES SA 4.95% 07/17/2030 144A
19533PAC4
210000.00000000
PA
USD
190483.13000000
0.012055276949
Long
DBT
CORP
CO
N
2
2030-07-17
Fixed
0.04950000
N
N
N
N
N
N
SIMMONS FOOD INC/SIMMONS
N/A
SIMMONS FOOD INC/SIMMONS 4.625% 03/01/2029 144A
82873MAA1
430000.00000000
PA
USD
403125.00000000
0.025512933981
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.04625000
N
N
N
N
N
N
ASGN INC
LZBNYYCBUKY537072438
ASGN INC
00191U102
8000.00000000
NS
USD
933680.00000000
0.059090644837
Long
EC
CORP
US
N
1
N
N
N
QATAR PETROLEUM
254900QTESJKJ3P87J26
QATAR PETROLEUM 3.3% 07/12/2051 144A
74730DAD5
625000.00000000
PA
USD
575000.00000000
0.036390541493
Long
DBT
CORP
QA
N
2
2051-07-12
Fixed
0.03300000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
CEMEX SAB DE CV 5.125/VAR PERP 144A
151290CA9
595000.00000000
PA
USD
583843.75000000
0.036950243843
Long
EP
CORP
MX
N
2
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 6.3/VAR PERP
172967HQ7
270000.00000000
PA
USD
271080.00000000
0.017156083457
Long
EP
CORP
US
N
2
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: USD/EUR settle 2022-05-18
N/A
1.00000000
NC
N/A
-56133.94000000
-0.00355259908
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
3569000.00000000
EUR
3898076.08000000
USD
2022-05-18
-56133.94000000
N
N
N
CANADA, GOVERNMENT OF
4BFD7AQU0A75QLAHK410
CANADA GOVERNMENT OF 2% 12/01/2051
135087H72
715000.00000000
PA
526377.03000000
0.033313295915
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
8042141.00000000
NS
USD
2715.83000000
0.000171879172
Long
EP
CORP
LU
Y
3
N
N
N
ANGOLA REPUBLIC
549300QHR2R3J8JSGK83
ANGOLA REPUBLIC 8.25% 05/09/2028 144A
035198AB6
610000.00000000
PA
USD
620675.00000000
0.039281216246
Long
DBT
NUSS
AO
N
2
2028-05-09
Fixed
0.08250000
N
N
N
N
N
N
VAIL RESORTS INC
529900PSZHRNU9HKH870
VAIL RESORTS INC 6.25% 05/15/2025 144A
91879QAL3
380000.00000000
PA
USD
392494.40000000
0.024840145650
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.06250000
N
N
N
N
N
N
IRAQ REPUBLIC OF
N/A
IRAQ REP 5.8% 1/15/28 REGS
N/A
225000.00000000
PA
USD
219628.13000000
0.013899802744
Long
DBT
NUSS
IQ
N
2
2028-01-15
Fixed
0.05800000
N
N
N
N
N
N
GANNETT HOLDINGS LLC
N/A
GANNETT HOLDINGS LLC 6% 11/01/2026 144A
36474GAA3
400000.00000000
PA
USD
387000.00000000
0.024492416622
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
0.06000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.625% 12/31/2023
9128285U0
7427000.00000000
PA
USD
7474289.12000000
0.473032049314
Long
DBT
UST
US
N
2
2023-12-31
Fixed
0.02625000
N
N
N
N
N
N
NETWORK I2I LTD
2549003L8M1FGHLHOX45
NETWORK I2I LTD 3.975%/VAR PERP 144A
64132NAC0
315000.00000000
PA
USD
291532.50000000
0.018450479196
Long
EP
CORP
MU
N
2
N
N
N
JD.COM INC
549300HVTWB0GJZ16V92
JD.COM INC 3.375% 01/14/2030
47215PAE6
665000.00000000
PA
USD
627893.00000000
0.039738028295
Long
DBT
CORP
KY
N
2
2030-01-14
Fixed
0.03375000
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
375000.00000000
PA
USD
345937.50000000
0.021893657300
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.04625000
N
N
N
N
N
N
BATH and BODY WORKS INC
GR3KVMWVCR54YWQNXU90
BATH and BODY WORKS INC 6.875% 11/01/2035
501797AL8
430000.00000000
PA
USD
442900.00000000
0.028030210134
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 HOLDINGS LLC 5% 05/01/2028 144A
35906ABF4
1165000.00000000
PA
USD
1118400.00000000
0.070781185402
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
300000.00000000
PA
USD
284458.50000000
0.018002780604
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.04125000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 12/01/2051#CB2376
3140QMUA0
582446.86100000
PA
USD
556939.30000000
0.035247517749
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02500000
N
N
N
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
CHEMOURS CO/ THE
163851108
42600.00000000
NS
USD
1341048.00000000
0.084872109371
Long
EC
CORP
US
N
1
N
N
N
HERTZ CORP
549300PD0C69OJ0NLB27
HERTZ CORP 6% 01/15/2028 144A
428040CZ0
575000.00000000
PA
USD
33781.25000000
0.002137944312
Long
DBT
CORP
US
N
3
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
635000.00000000
PA
USD
617467.65000000
0.039078229805
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
0.06875000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 03/01/2052#
3133KNWJ8
681368.17600000
PA
USD
685525.00000000
0.043385436447
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
0.03500000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 5.9%/VAR PERP
949746RG8
3065000.00000000
PA
USD
3087987.50000000
0.195432238696
Long
EP
CORP
US
N
2
N
N
N
BHARTI AIRTEL INTERNATIONAL NETHERLANDS BV
724500ULW6PWKDAI7I46
BHARTI AIRTEL INTERNATIONAL NETHERLANDS BV 5.35% 05/20/2024 144A
08861JAB5
594000.00000000
PA
USD
614715.75000000
0.038904067838
Long
DBT
CORP
NL
N
2
2024-05-20
Fixed
0.05350000
N
N
N
N
N
N
PENHALL ACQUISITION COMPANY
N/A
PENHALL ACQUISITION CMPNY CL A
N/A
321.00000000
NS
USD
44355.78000000
0.002807184091
Long
EC
CORP
US
N
3
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.75% 08/31/2026
91282CCW9
3400000.00000000
PA
USD
3151242.20000000
0.199435495713
Long
DBT
UST
US
N
2
2026-08-31
Fixed
0.00750000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 04/01/2052 #TBA
21H040640
5500000.00000000
PA
USD
5607769.75000000
0.354903961345
Long
ABS-MBS
USGA
US
N
2
2052-04-01
Fixed
0.04000000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE 6.125%VAR PERP U
46625HJW1
850000.00000000
PA
USD
857650.01000000
0.054278866566
Long
EP
CORP
US
N
2
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP 4.875% 01/01/2026 144A
88033GCY4
1625000.00000000
PA
USD
1639218.75000000
0.103742709458
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
0.04875000
N
N
N
N
N
N
QATAR ST
52990074F6OJOAXK4P65
QATAR ST 4% 03/14/2029 144A
74727PBA8
580000.00000000
PA
USD
619150.00000000
0.039184702201
Long
DBT
NUSS
QA
N
2
2029-03-14
Fixed
0.04000000
N
N
N
N
N
N
TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP
N/A
TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 09/01/2031 144A
87470LAK7
420000.00000000
PA
USD
404355.00000000
0.025590778096
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
0.06000000
N
N
N
N
N
N
DP WORLD CRESCENT LTD
21380096JRTWB8TL9236
DP WORLD CRESCENT LTD 3.875% 07/18/2029 REGS
N/A
600000.00000000
PA
USD
602130.00000000
0.038107542173
Long
DBT
CORP
KY
N
2
2029-07-18
Fixed
0.03875000
N
N
N
N
N
N
GHANA REPUBLIC OF
213800PP4399SNNXZ126
GHANA GOVT 10.725% 10/14/30 144A
374422AD5
360000.00000000
PA
USD
377100.00000000
0.023865866429
Long
DBT
NUSS
GH
N
2
2030-10-14
Fixed
0.10750000
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM ENERGY CO 6.75% 09/15/2026
78454LAN0
250000.00000000
PA
USD
257068.75000000
0.016269340893
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
0.06750000
N
N
N
N
N
N
CHILE REPUBLIC OF
549300FLZTJM5YJF8D34
CHILE REP 2.45% 01/31/2031
168863DP0
1355000.00000000
PA
USD
1265908.75000000
0.080116704163
Long
DBT
NUSS
CL
N
2
2031-01-31
Fixed
0.02450000
N
N
N
N
N
N
ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC
549300ITBBGKJ651R879
ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC 4.125% 06/15/2028 144A
04916WAA2
370000.00000000
PA
USD
356554.20000000
0.022565565930
Long
DBT
CORP
GB
N
2
2028-06-15
Fixed
0.04125000
N
N
N
N
N
N
METINVEST BV
635400TMCKVEU87EJ582
METINVEST BV 7.75% 04/23/2023 144A
591555AD9
669000.00000000
PA
USD
284325.00000000
0.017994331669
Long
DBT
CORP
NL
N
2
2023-04-23
Fixed
0.07750000
N
N
N
N
N
N
NIELSEN FINANCE LLC/ NIELSEN FINANCE CO
N/A
NIELSEN FINANCE LLC/ FIN CO 4.75% 07/15/2031 144A
65409QBK7
285000.00000000
PA
USD
284643.75000000
0.018014504687
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
0.04750000
N
N
N
N
N
N
SASOL FING USA LLC
549300XRB1PFMESFEL85
SASOL FING USA LLC 4.375% 09/18/2026
80386WAC9
635000.00000000
PA
USD
609600.00000000
0.038580302772
Long
DBT
CORP
US
N
2
2026-09-18
Fixed
0.04375000
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
665000.00000000
PA
USD
665000.00000000
0.042086452335
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
314563.00000000
NS
USD
3.15000000
0.000000199356
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
495000.00000000
PA
USD
521239.95000000
0.032988180919
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
10600.00000000
NS
USD
1997888.00000000
0.126442132458
Long
EC
CORP
US
N
1
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 7.5% 05/01/2031
674599DD4
65000.00000000
PA
USD
79300.00000000
0.005018730331
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
0.07500000
N
N
N
N
N
N
RUSSIA FEDN MINISTRY FINANCE
5493004EHVGF71PDBU58
RUSSIA FEDN MINISTRY FINANCE 4.375% 03/21/2029 REGS
N/A
200000.00000000
PA
USD
32000.00000000
0.002025212743
Long
DBT
NUSS
RU
N
2
2029-03-21
Fixed
0.04375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.125% 11/30/2022
91282CAX9
4000000.00000000
PA
USD
3968281.24000000
0.251144179342
Long
DBT
UST
US
N
2
2022-11-30
Fixed
0.00125000
N
N
N
N
N
N
CHILE REPUBLIC OF
549300FLZTJM5YJF8D34
CHILE REPUBLIC OF 4% 01/31/2052
168863DW5
200000.00000000
PA
USD
197100.00000000
0.012474044744
Long
DBT
NUSS
CL
N
2
2052-01-31
Fixed
0.04000000
N
N
N
N
N
N
FORBES ENERGY SERVICES LLC
N/A
FORBES ENERGY SERVICES LLC TERM 16% PIK 12/31/2049
N/A
61482.25000000
PA
USD
0.01000000
0.000000000632
Long
LON
CORP
US
N
3
2049-12-31
Variable
0.00000000
Y
Y
N
N
N
N
DENBURY INC
549300KCWA5W52MS5559
DENBURY INC WT 09/18/25
24790A119
22930.00000000
NS
USD
1215290.00000000
0.076913149863
Long
EC
CORP
US
N
1
N
N
N
TURKEY REPUBLIC OF
5493000PCHOG3B6S3Q85
TURKEY REPUBLIC OF 6.35% 08/10/2024
900123CV0
270000.00000000
PA
USD
267772.50000000
0.016946758734
Long
DBT
NUSS
TR
N
2
2024-08-10
Fixed
0.06350000
N
N
N
N
N
N
MURRAY ENERGY CORP
549300WM5IIFYHZYTT63
MURRAY ENERGY CORP PIK VAR 04/15/2024 144A
62704PAM5
548100.00000000
PA
USD
0.05000000
0.000000003164
Long
DBT
CORP
US
N
3
2024-04-15
Variable
0.12000000
Y
Y
Y
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.25% 09/30/2028
91282CCY5
2930000.00000000
PA
USD
2718948.44000000
0.172076532216
Long
DBT
UST
US
N
2
2028-09-30
Fixed
0.01250000
N
N
N
N
N
N
OCP SA
213800D26TAPVTCVWG40
OCP SA 6.875% 04/25/2044 144A
67091TAB1
95000.00000000
PA
USD
96650.63000000
0.006116815237
Long
DBT
CORP
MA
N
2
2044-04-25
Fixed
0.06875000
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% 10/15/2030 144A
68245XAM1
2320000.00000000
PA
USD
2092721.20000000
0.132443926370
Long
DBT
CORP
CA
N
2
2030-10-15
Fixed
0.04000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK LTD
F8SB4JFBSYQFRQEH3Z21
FX Forward: USD/EUR settle 2022-05-18
N/A
1.00000000
NC
N/A
16973.56000000
0.001074220938
N/A
DFE
CORP
AU
N
2
NATIONAL AUSTRALIA BANK LTD
F8SB4JFBSYQFRQEH3Z21
536000.00000000
EUR
610825.22000000
USD
2022-05-18
16973.56000000
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 4.7%/VAR PERP
172967MK4
3805000.00000000
PA
USD
3643287.50000000
0.230576008594
Long
EP
CORP
US
N
2
N
N
N
ELASTIC NV
2549003I48WHHH937I59
ELASTIC NV 4.125% 07/15/2029 144A
28415LAA1
810000.00000000
PA
USD
753267.60000000
0.047672723223
Long
DBT
CORP
NL
N
2
2029-07-15
Fixed
0.04125000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 4/VAR PERP
48128BAH4
4805000.00000000
PA
USD
4531115.00000000
0.286764745077
Long
EP
CORP
US
N
2
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
PROSUS NV 4.027% 08/03/2050 144A
74365PAD0
595000.00000000
PA
USD
446250.00000000
0.028242224593
Long
DBT
CORP
NL
N
2
2050-08-03
Fixed
0.04027000
N
N
N
N
N
N
ZAYO GROUP HLDGS INC
529900Z6OTS7RT0V0I47
ZAYO GROUP HLDGS INC 4% 03/01/2027 144A
98919VAA3
900000.00000000
PA
USD
828207.00000000
0.052415480345
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.04000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
FX Forward: JPY/USD settle 2022-05-18
N/A
1.00000000
NC
N/A
-276555.13000000
-0.01750259292
N/A
DFE
CORP
US
N
2
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
4994624.10000000
USD
573798000.00000000
JPY
2022-05-18
-276555.13000000
N
N
N
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
FX Forward: USD/EUR settle 2022-05-18
N/A
1.00000000
NC
N/A
5379.13000000
0.000340433832
N/A
DFE
CORP
GB
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
847000.00000000
EUR
943797.70000000
USD
2022-05-18
5379.13000000
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.875% 02/28/2029
91282CEB3
3200000.00000000
PA
USD
3089000.00000000
0.195496317693
Long
DBT
UST
US
N
2
2029-02-28
Fixed
0.01875000
N
N
N
N
N
N
REDDY ICE HOLDINGS INC
7Z0MRIY211ZHEWECBM22
REDDY ICE HOLDINGS INC(ESCROW)
N/A
2286.00000000
NS
USD
126.39000000
0.000007998957
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
315000.00000000
PA
USD
268304.75000000
0.016980443717
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
325000.00000000
PA
USD
303875.00000000
0.019231610080
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
995000.00000000
PA
USD
968164.85000000
0.061273118515
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
590000.00000000
PA
USD
526575.00000000
0.033325825020
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
300000.00000000
PA
USD
322239.00000000
0.020393829044
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
0.05875000
N
N
N
N
N
N
AZUL INVESTMENTS LLP
549300C6XNC8IDH04C74
AZUL INVESTMENTS LLP 5.875% 10/26/2024 144A
05502FAA6
765000.00000000
PA
USD
669996.56000000
0.042402674116
Long
DBT
CORP
US
N
2
2024-10-26
Fixed
0.05875000
N
N
N
N
N
N
MELCO RESORTS FIN LTD
N/A
MELCO RESORTS FIN LTD 5.75% 07/21/2028 144A
58547DAE9
335000.00000000
PA
USD
294967.50000000
0.018667873126
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
620000.00000000
PA
USD
602968.60000000
0.038160615404
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.04625000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINL INC 8% 11/01/2031
370425RZ5
823000.00000000
PA
USD
1021360.74000000
0.064639774589
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
0.08000000
N
N
N
N
N
N
BATH and BODY WORKS INC
GR3KVMWVCR54YWQNXU90
BATH and BODY WORKS INC 6.75% 07/01/2036
501797AM6
1575000.00000000
PA
USD
1603964.25000000
0.101511526250
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
1340000.00000000
PA
USD
1348375.00000000
0.085335819802
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
500000.00000000
PA
USD
495039.06000000
0.031329981658
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
620000.00000000
PA
USD
35650.00000000
0.002256213572
Long
DBT
CORP
US
N
3
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
3850000.00000000
PA
USD
3466732.50000000
0.219402213718
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.04625000
N
N
N
N
N
N
AUSTRALIA, COMMONWEALTH OF
213800J6B7JSBDETCB42
AUSTRALIA COMMONWEALTH OF 1.75% 06/21/2051 REGS
N/A
1375000.00000000
PA
738185.04000000
0.046718179700
Long
DBT
NUSS
AU
N
2
2051-06-21
Fixed
0.01750000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATIONS CO LLC 5% 07/31/2027 144A
92840VAF9
1220000.00000000
PA
USD
1200248.20000000
0.075961185955
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
0.05000000
N
N
N
N
N
N
GUATEMALA, REP OF
529900QKDFFU9UWW5315
GUATEMALA REP OF 6.125% 06/01/2050 144A
401494AR0
225000.00000000
PA
USD
235518.75000000
0.014905486685
Long
DBT
NUSS
GT
N
2
2050-06-01
Fixed
0.06125000
N
N
N
N
N
N
OIL AND GAS HOLDING CO BSCC/THE
549300OBH16L6TS6IW50
OIL AND GAS HOLDING CO BSCC/THE 8.375% 11/07/2028 144A
67778M2D1
180000.00000000
PA
USD
196290.00000000
0.012422781547
Long
DBT
CORP
BH
N
2
2028-11-07
Fixed
0.08375000
N
N
N
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
CHEMOURS CO 5.375% 05/15/2027
163851AE8
1700000.00000000
PA
USD
1695750.00000000
0.107320453456
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.05375000
N
N
N
N
N
N
ANGOLA REPUBLIC
549300QHR2R3J8JSGK83
ANGOLA REPUBLIC 9.375% 05/08/2048 144A
035198AC4
85000.00000000
PA
USD
84150.00000000
0.005325676637
Long
DBT
NUSS
AO
N
2
2048-05-08
Fixed
0.09375000
N
N
N
N
N
N
MADISON IAQ LLC
549300IXDNBXNHUPBU73
MADISON IAQ TERM B 1LN 06/21/2028
55759VAB4
139300.00000000
PA
USD
137094.88000000
0.008676446815
Long
LON
CORP
US
N
2
2028-06-21
Variable
0.04524430
N
N
N
N
N
N
TURKEY REPUBLIC OF
5493000PCHOG3B6S3Q85
TURKEY REPUBLIC OF 4.75% 01/26/2026
900123DB3
980000.00000000
PA
USD
901600.00000000
0.057060369061
Long
DBT
NUSS
TR
N
2
2026-01-26
Fixed
0.04750000
N
N
N
N
N
N
UST BILLS
N/A
UST BILLS 0% 04/07/2022
912796N47
650000.00000000
PA
USD
649984.29000000
0.041136139609
Long
DBT
UST
US
N
2
2022-04-07
Fixed
0.00000000
N
N
N
N
N
N
INDIKA ENERGY CAPITAL III PTE LTD
254900QWI3R1VQN4X672
INDIKA ENERGY CAPITAL III PTE LTD 5.875% 11/09/2024 144A
45569FAA2
256000.00000000
PA
USD
252448.00000000
0.015976903337
Long
DBT
CORP
SG
N
2
2024-11-09
Fixed
0.05875000
N
N
N
N
N
N
BATH and BODY WORKS INC
GR3KVMWVCR54YWQNXU90
BATH and BODY WORKS INC 7.5% 06/15/2029
501797AR5
500000.00000000
PA
USD
541597.50000000
0.034276567472
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.07500000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK LTD
F8SB4JFBSYQFRQEH3Z21
FX Forward: EUR/USD settle 2022-05-18
N/A
1.00000000
NC
N/A
6456.28000000
0.000408604391
N/A
DFE
CORP
AU
N
2
NATIONAL AUSTRALIA BANK LTD
F8SB4JFBSYQFRQEH3Z21
2257049.20000000
USD
2043000.00000000
EUR
2022-05-18
6456.28000000
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.875% 02/28/2027
91282CEC1
28800000.00000000
PA
USD
28028249.86000000
1.773849025254
Long
DBT
UST
US
N
2
2027-02-28
Fixed
0.01875000
N
N
N
N
N
N
LINDE PLC
8945002PAZHZLBGKGF02
LINDE PLC 1.375% 03/31/2031 REGS
N/A
800000.00000000
PA
883952.16000000
0.055943474359
Long
DBT
CORP
IE
N
2
2031-03-31
Fixed
0.01375000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP INC
549300JH4DTA7U42GL91
ASBURY AUTOMOTIVE GROUP INC 4.75% 03/01/2030
043436AV6
184000.00000000
PA
USD
173650.00000000
0.010989943531
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.04750000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
VENTURE GLOBAL CALCASIEU 3.875% 08/15/2029 144A
92328MAA1
355000.00000000
PA
USD
345106.15000000
0.021841042906
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
0.03875000
N
N
N
N
N
N
GHANA REPUBLIC OF
213800PP4399SNNXZ126
GHANA GOVT 8.125% 01/18/26 144A
374422AC7
75000.00000000
PA
USD
62625.00000000
0.003963404627
Long
DBT
NUSS
GH
N
2
2026-01-18
Fixed
0.08125000
N
N
N
N
N
N
CHARLES RIVER LABORATORIES INTERNATIONAL INC
549300BSQ0R4UZ5KX287
CHARLES RIVER LABS INTL INC 4% 03/15/2031 144A
159864AJ6
605000.00000000
PA
USD
567943.75000000
0.035943966261
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
0.04000000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP INC
549300JH4DTA7U42GL91
ASBURY AUTOMOTIVE GROUP INC 4.625% 11/15/2029 144A
043436AW4
450000.00000000
PA
USD
419062.50000000
0.026521584860
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.04625000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
PROSUS NV 2.031% 08/03/2032 REGS
N/A
210000.00000000
PA
187592.34000000
0.011872324926
Long
DBT
CORP
NL
N
2
2032-08-03
Fixed
0.02031000
N
N
N
N
N
N
SAUDI ARABIA KINGDOM OF
54930044PULMORCKB765
SAUDI ARABIA KINGDOM OF 4.5% 10/26/2046 144A
80413TAC3
640000.00000000
PA
USD
672000.00000000
0.042529467623
Long
DBT
NUSS
SA
N
2
2046-10-26
Fixed
0.04500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 2.154% 10/25/2031
3137H4R36
1400000.00000000
PA
USD
1318686.74000000
0.083456912224
Long
ABS-MBS
USGSE
US
N
2
2031-10-25
Fixed
0.02154000
N
N
N
N
N
N
TRICER HOLDCO S.C.A.
N/A
TRICER HOLDCO S.C.A CLASS A1 PP
N/A
16755.00000000
NS
USD
18.62000000
0.000001178420
Long
EC
CORP
LU
Y
3
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
FX Forward: GBP/USD settle 2022-05-18
N/A
1.00000000
NC
N/A
-174671.60000000
-0.01105459844
N/A
DFE
CORP
US
N
2
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
8979261.84000000
USD
6704000.00000000
GBP
2022-05-18
-174671.60000000
N
N
N
II-VI INC
549300O5C25A0MMHHU33
II-VI INC 5% 12/15/2029 144A
902104AC2
435000.00000000
PA
USD
425212.50000000
0.026910805434
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
0.05000000
N
N
N
N
N
N
BRAZIL, FEDERATIVE REPUBLIC OF
254900ZFY40OYEADAP90
BRAZIL GLBL 8.25% 1/20/34
105756BB5
1045000.00000000
PA
USD
1287505.31000000
0.081483505055
Long
DBT
NUSS
BR
N
2
2034-01-20
Fixed
0.08250000
N
N
N
N
N
N
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
TVA 5.375% 4/01/56
880591DZ2
302000.00000000
PA
USD
443267.05000000
0.028053439957
Long
DBT
USGSE
US
N
2
2056-04-01
Fixed
0.05375000
N
N
N
N
N
N
GSK CONSUMER HEALTHCARE CAPITAL NL B.V.
549300RXQZBOJONY3Q97
GSK CONSUMER HEALTHCARE CAPITAL NL B.V. 1.75% 03/29/2030 REGS
N/A
430000.00000000
PA
479421.65000000
0.030341588603
Long
DBT
CORP
NL
N
2
2030-03-29
Fixed
0.01750000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP 8% 01/15/2025
165167CU9
180000.00000000
PA
USD
0.02000000
0.000000001265
Long
DBT
CORP
US
N
3
2025-01-15
Fixed
0.08000000
Y
Y
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
FX Forward: EUR/USD settle 2022-05-18
N/A
1.00000000
NC
N/A
84657.45000000
0.005357792081
N/A
DFE
CORP
CA
N
2
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
3974806.13000000
USD
3664000.00000000
EUR
2022-05-18
84657.45000000
N
N
N
SUPERIOR ENERGY SERVICES INC
N/A
SUPERIOR ENERGY SERVICES INC A
N/A
5560.00000000
NS
USD
142339.50000000
0.009008367792
Long
EC
CORP
US
N
3
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM INC 6.375% 06/15/2026
893647BB2
2060000.00000000
PA
USD
2078591.50000000
0.131549687354
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
570000.00000000
PA
USD
578550.00000000
0.036615213532
Long
DBT
CORP
AU
N
2
2024-10-01
Fixed
0.12000000
N
N
N
N
N
N
HEALTHEQUITY INC
529900LRJU1RAFQHM467
HEALTHEQUITY INC 4.5% 10/01/2029 144A
42226AAA5
295000.00000000
PA
USD
279512.50000000
0.017689758659
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.04500000
N
N
N
N
N
N
PROMIGAS SA ESP/GASES DEL PACIFICO SAC
N/A
PROMIGAS SA ESP/GASES DEL PACIFICO SAC 3.75% 10/16/2029 144A
74348DAA5
335000.00000000
PA
USD
302019.25000000
0.019114163563
Long
DBT
CORP
CO
N
2
2029-10-16
Fixed
0.03750000
N
N
N
N
N
N
FIRST STUDENT BIDCO INC/FIRST TRANSIT PARENT INC
N/A
FIRST STUDENT BIDCO INC/FIRST TRANSIT PARENT INC 4% 07/31/2029 144A
337120AA7
425000.00000000
PA
USD
396321.00000000
0.025082323122
Long
DBT
CORP
US
N
2
2029-07-31
Fixed
0.04000000
N
N
N
N
N
N
BANCO MERCANTIL DEL NORTE SA CAYMAN ISLANDS BRANCH
549300QTVYRPFHS0J362
BANCO MERCANTIL DEL NRT SA GCB KY BR 6.875/VAR PERP 144A
05962GAH2
960000.00000000
PA
USD
953808.00000000
0.060364503653
Long
EP
CORP
KY
N
2
N
N
N
DELTA AIR LINES INC / SKYMILES IP LTD
N/A
DELTA AIR LINES INC / SKYMILES IP LTD 4.75% 10/20/2028 144A
830867AB3
2365000.00000000
PA
USD
2382879.40000000
0.150807429008
Long
DBT
CORP
US
N
2
2028-10-20
Fixed
0.04750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 12/01/2051#CB2321
3140QMSK1
648118.76200000
PA
USD
619532.64000000
0.039208918682
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02500000
N
N
N
N
N
N
COINBASE GLOBAL INC
5493004G3J2SC154DU06
COINBASE GLOBAL INC 3.625% 10/01/2031 144A
19260QAD9
420000.00000000
PA
USD
358050.00000000
0.022660231968
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
0.03625000
N
N
N
N
N
N
PERU, REPUBLIC OF
254900STKLK2DBJJZ530
PERU REPUBLIC OF 2.783% 01/23/2031
715638DF6
1775000.00000000
PA
USD
1674379.69000000
0.105967971451
Long
DBT
NUSS
PE
N
2
2031-01-23
Fixed
0.02783000
N
N
N
N
N
N
CITADEL SECURITIES LP
549300NV5RXBUS3X7L47
CITADEL TERM B 1LN 02/27/2028
17288YAD4
535950.00000000
PA
USD
532407.37000000
0.033694943459
Long
LON
CORP
US
N
2
2028-02-27
Variable
0.02804890
N
N
N
N
N
N
UZBEKNEFTEGAZ JSC
N/A
UZBEKNEFTEGAZ JSC 4.75% 11/16/2028 144A
91825MAB9
200000.00000000
PA
USD
165000.00000000
0.010442503211
Long
DBT
CORP
UZ
N
2
2028-11-16
Fixed
0.04750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.125% 08/31/2028
91282CCV1
61122000.00000000
PA
USD
56313417.35000000
3.563957827334
Long
DBT
UST
US
N
2
2028-08-31
Fixed
0.01125000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
N/A
US 2YR NOTE (CBT) FUT JUN22 TUM2
N/A
333.00000000
NC
USD
-912293.18000000
-0.05773711794
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
N/A
Long
UST NOTES
UST NOTES 0% 06/30/2040
2022-06-30
71482277.56000000
USD
-912293.18000000
N
N
N
LAMAR FDG LTD
549300TSXHL7X0727895
LAMAR FDG LTD 3.958% 05/07/2025 144A
513063AA5
600000.00000000
PA
USD
587550.00000000
0.037184804616
Long
DBT
CORP
KY
N
2
2025-05-07
Fixed
0.03958000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG ENERGY CORP 7.125% 02/01/2027 144A
552704AE8
595000.00000000
PA
USD
622965.00000000
0.039426145533
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
955000.00000000
PA
USD
980441.20000000
0.062050062905
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.06250000
N
N
N
N
N
N
CIMPOR FINANCIAL OPERATIONS BV
213800IVMAMWIHPCZJ07
CIMPOR FINANCIAL OPERATIONS BV 5.75% 07/17/2024 144A
17186LAA1
425000.00000000
PA
USD
374876.56000000
0.023725149585
Long
DBT
CORP
NL
N
2
2024-07-17
Fixed
0.05750000
N
N
N
N
N
N
MEGLOBAL CANADA INC
635400MHHHT7LMKMQL03
MEGLOBAL CANADA INC 5% 05/18/2025 144A
58518N2B7
265000.00000000
PA
USD
272254.38000000
0.017230407499
Long
DBT
CORP
CA
N
2
2025-05-18
Fixed
0.05000000
N
N
N
N
N
N
QATAR ST
52990074F6OJOAXK4P65
QATAR ST 5.103% 04/23/2048 144A
74727PAY7
370000.00000000
PA
USD
452325.00000000
0.028626698575
Long
DBT
NUSS
QA
N
2
2048-04-23
Fixed
0.05103000
N
N
N
N
N
N
SPRINT CAPITAL CORP
549300L17W0GQBR1PO80
SPRINT CAPITAL CORP 8.75% 03/15/2032
852060AT9
1346000.00000000
PA
USD
1811619.76000000
0.114653607037
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
0.08750000
N
N
N
N
N
N
SAUDI ARABIA KINGDOM OF
54930044PULMORCKB765
SAUDI ARABIA KINGDOM OF 4.5% 04/22/2060 144A
80413TAU3
225000.00000000
PA
USD
243000.00000000
0.015378959274
Long
DBT
NUSS
SA
N
2
2060-04-22
Fixed
0.04500000
N
N
N
N
N
N
BRAZIL, FEDERATIVE REPUBLIC OF
254900ZFY40OYEADAP90
BRAZIL GLBL 7.125% 1/20/37
105756BK5
565000.00000000
PA
USD
647560.63000000
0.040982751261
Long
DBT
NUSS
BR
N
2
2037-01-20
Fixed
0.07125000
N
N
N
N
N
N
BALLYS CORP
549300NS4D5IK406VT62
BALLY'S TERM B 1LN 10/01/2028
05875CAB0
698250.00000000
PA
USD
693885.94000000
0.043914582767
Long
LON
CORP
US
N
2
2028-10-01
Variable
0.03750000
N
N
N
N
N
N
ABU DHABI NATL ENERGY CO PJSC
213800UNJSVQFNUYYW03
ABU DHABI NATL ENERGY CO PJSC 4.875% 04/23/2030 144A
00388WAG6
95000.00000000
PA
USD
105597.25000000
0.006683028013
Long
DBT
CORP
AE
N
2
2030-04-23
Fixed
0.04875000
N
N
N
N
N
N
MESQUITE ENERGY INC
549300SB0HTIM17TVR61
MESQUITE ENERGY INC 15% PIK CONV 07/15/2023 PP
59073XAE5
208674.00000000
PA
USD
980767.80000000
0.062070732732
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
485000.00000000
PA
USD
486212.50000000
0.030771367227
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
0.06125000
N
N
N
N
N
N
EGYPT, (ARAB) REPUBLIC OF
529900GFIVH4086NMH82
EGYPT (ARAB) REP OF 8.5% 01/31/2047 144A
038461AM1
580000.00000000
PA
USD
493000.00000000
0.031200933837
Long
DBT
NUSS
EG
N
2
2047-01-31
Fixed
0.08500000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC 3.875% 02/15/2032 144A
629377CS9
700000.00000000
PA
USD
616000.00000000
0.038985345321
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
0.03875000
N
N
N
N
N
N
PACIFIC GAS and ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS and ELECTRIC CO 3.75% 08/15/2042
694308HA8
555000.00000000
PA
USD
451525.41000000
0.028576094205
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
0.03750000
N
N
N
N
N
N
TEVA PHARMACEUTICAL FIN NETH III B V
5493004T21MOAFINJP35
TEVA PHARMACEUTICAL FIN NETH III B V 4.75% 05/09/2027
88167AAP6
555000.00000000
PA
USD
535401.56000000
0.033884439451
Long
DBT
CORP
NL
N
2
2027-05-09
Fixed
0.04750000
N
N
N
N
N
N
ELDORADO GOLD CORP NEW
5493004PWQ01YDD1IH62
ELDORADO GOLD CORP NEW 6.25% 09/01/2029 144A
284902AF0
420000.00000000
PA
USD
420262.50000000
0.026597530338
Long
DBT
CORP
CA
N
2
2029-09-01
Fixed
0.06250000
N
N
N
N
N
N
COMISION FEDERAL DE ELECTRICIDAD
4469000001BFPONMPF32
COMISION FEDERAL DE ELECTRICID 3.348% 02/09/2031 144A
200447AH3
130000.00000000
PA
USD
113977.50000000
0.007213396422
Long
DBT
CORP
MX
N
2
2031-02-09
Fixed
0.03348000
N
N
N
N
N
N
NABORS INDUSTRIES LTD
N/A
NABORS INDUSTRIES LTD 7.5% 01/15/2028 144A
629571AB6
510000.00000000
PA
USD
497250.00000000
0.031469907404
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
995000.00000000
PA
USD
966761.90000000
0.061184328758
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.05750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 02/01/2052#FS0631
3140XFVZ1
398560.58600000
PA
USD
390765.66000000
0.024730737329
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
0.03000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.125% 12/31/2022
91282CBD2
3400000.00000000
PA
USD
3367062.50000000
0.213094308900
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
340000.00000000
PA
USD
330202.90000000
0.020897847536
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.04000000
N
N
N
N
N
N
ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER
N/A
ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 5.875% 11/01/2029 144A
01883LAD5
415000.00000000
PA
USD
398918.75000000
0.025246729259
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
0.05875000
N
N
N
N
N
N
COSAN OVERSEAS LTD
222100V5GTJGKUH55655
COSAN OVERSEAS LTD 8.25% PERP REGS
N/A
1685000.00000000
PA
USD
1685842.50000000
0.106693428604
Long
EP
CORP
KY
N
2
N
N
N
NORTONLIFELOCK INC
YF6ZV0M6AU4FY94MK914
NORTONLIFELOCK INC 5% 04/15/2025 144A
871503AU2
530000.00000000
PA
USD
529199.70000000
0.033491936767
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.05000000
N
N
N
N
N
N
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
FX Forward: USD/EUR settle 2022-05-18
N/A
1.00000000
NC
N/A
-13239.43000000
-0.00083789569
N/A
DFE
CORP
GB
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
1791000.00000000
EUR
1971067.14000000
USD
2022-05-18
-13239.43000000
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 6%/VR PERP
48126HAA8
6524000.00000000
PA
USD
6605550.00000000
0.418051376282
Long
EP
CORP
US
N
2
N
N
N
UNITED KINGDOM,G.B. and N.IRELAND
ECTRVYYCEF89VWYS6K36
UNITED KINGDOM G.B. and N.IRELAND 0.375% 10/22/2026 REGS
N/A
8580000.00000000
PA
10731884.26000000
0.679198399073
Long
DBT
NUSS
GB
N
2
2026-10-22
Fixed
0.00375000
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
1965000.00000000
PA
USD
1832067.75000000
0.115947717348
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.06500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.125% 03/31/2023
91282CBU4
3000000.00000000
PA
USD
2953242.18000000
0.186904490594
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
905000.00000000
PA
USD
937629.78000000
0.059340618112
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.07500000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS BRANCH
549300WIWQK5Q9MCUN92
BBVA BANCOMER S A INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO BBVA BANCOMER 5.125/VAR 01/18/2033 144A
05533UAF5
340000.00000000
PA
USD
320280.00000000
0.020269848051
Long
EP
CORP
US
N
2
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
SPRINT CORP 7.625% 03/01/2026
85207UAK1
540000.00000000
PA
USD
609557.40000000
0.038577606708
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
375000.00000000
PA
USD
353437.50000000
0.022368316537
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
2470000.00000000
PA
USD
2515892.60000000
0.159225554875
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
360000.00000000
PA
USD
349801.20000000
0.022138182753
Long
DBT
CORP
CA
N
2
2026-04-01
Fixed
0.04500000
N
N
N
N
N
N
OCP SA
213800D26TAPVTCVWG40
OCP SA 3.75% 06/23/2031 144A
67091TAD7
525000.00000000
PA
USD
474468.75000000
0.030028129972
Long
DBT
CORP
MA
N
2
2031-06-23
Fixed
0.03750000
N
N
N
N
N
N
INDIKA ENERGY CAPITAL IV PTE LTD
254900LQ197HY24XVH34
INDIKA ENERGY CAPITAL IV PTE LTD 8.25% 10/22/2025 144A
45569GAA0
345000.00000000
PA
USD
345000.00000000
0.021834324896
Long
DBT
CORP
SG
N
2
2025-10-22
Fixed
0.08250000
N
N
N
N
N
N
BIDVEST GROUP UK PLC/THE
984500A80C777F496830
BIDVEST GROUP UK PLC/THE 3.625% 09/23/2026 144A
88332EAA1
335000.00000000
PA
USD
313225.00000000
0.019823351929
Long
DBT
CORP
GB
N
2
2026-09-23
Fixed
0.03625000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
UBER TECHNOLOGIES INC 8% 11/01/2026 144A
90353TAC4
4260000.00000000
PA
USD
4527102.00000000
0.286510770741
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
84.00000000
NS
USD
54600.00000000
0.003455519244
Long
EC
CORP
US
N
3
N
N
N
ALGOMA STEEL SCA
N/A
ALGOMA STEEL SCA
N/A
10220.00000000
NS
USD
0.10000000
0.000000006328
Long
EC
CORP
LU
N
3
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT K-F114 AS VAR 05/25/2031
3137H13Y0
600000.00000000
PA
USD
593221.32000000
0.037543730539
Long
ABS-MBS
USGSE
US
N
2
2031-05-25
Variable
0.00269670
N
N
N
N
N
N
OOREDOO INTERNATIONAL FINANCE LTD
549300BHXCDJ03WU7N77
OOREDOO INTL FIN LTD 5% 10/19/2025 144A
74733LAE2
230000.00000000
PA
USD
244561.88000000
0.015477807377
Long
DBT
CORP
BM
N
2
2025-10-19
Fixed
0.05000000
N
N
N
N
N
N
GXO LOGISTICS INC
5493007CNWMXN78JRN66
GXO LOGISTICS INC
36262G101
4210.00000000
NS
USD
300341.40000000
0.019007975963
Long
EC
CORP
US
N
1
N
N
N
CF INDUSTRIES HOLDINGS INC
529900CG8YAQFZ2JMV97
CF INDUSTRIES HOLDINGS INC
125269100
21900.00000000
NS
USD
2257014.00000000
0.142841672379
Long
EC
CORP
US
N
1
N
N
N
PANAMA REPUBLIC OF
549300SHS4T08CL0LP14
PANAMA REPUBLIC OF 3.87% 07/23/2060
698299BL7
350000.00000000
PA
USD
307518.75000000
0.019462215359
Long
DBT
NUSS
PA
N
2
2060-07-23
Fixed
0.03870000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
N/A
US 10YR NOTE FUT (CBT)JUN22 TYM2
N/A
530.00000000
NC
USD
-1877905.64000000
-0.11884870106
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
N/A
Long
UST NOTES
UST NOTES 0% 06/30/2040
2022-06-21
67001655.64000000
USD
-1877905.64000000
N
N
N
GRIFOLS ESCROW ISSUER SA
959800HLB3PGTGSLVV62
GRIFOLS ESCROW ISSUER SA 4.75% 10/15/2028 144A
39843UAA0
280000.00000000
PA
USD
263550.00000000
0.016679525583
Long
DBT
CORP
ES
N
2
2028-10-15
Fixed
0.04750000
N
N
N
N
N
N
GUARA NORTE SARL
549300U2I4L03BBA3485
GUARA NORTE SARL 5.198% 06/15/2034 144A
400666AA1
479770.00000000
PA
USD
436715.44000000
0.027638802330
Long
DBT
CORP
LU
N
2
2034-06-15
Fixed
0.05198000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HLDGS INC 4.5% 09/15/2031 144A
737446AR5
1215000.00000000
PA
USD
1076477.85000000
0.068128020638
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
0.04500000
N
N
N
N
N
N
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
FX Forward: USD/JPY settle 2022-05-18
N/A
1.00000000
NC
N/A
524892.10000000
0.033219317816
N/A
DFE
CORP
GB
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
1234964000.00000000
JPY
10679415.70000000
USD
2022-05-18
524892.10000000
N
N
N
ASBURY AUTOMOTIVE GROUP INC
549300JH4DTA7U42GL91
ASBURY AUTOMOTIVE GROUP INC 4.5% 03/01/2028
043436AU8
184000.00000000
PA
USD
176750.40000000
0.011186161330
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.04500000
N
N
N
N
N
N
UST BILLS
N/A
UST BILLS 0% 05/12/2022
912796Q28
640000.00000000
PA
USD
639860.42000000
0.040495421154
Long
DBT
UST
US
N
2
2022-05-12
Fixed
0.00000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE BV
549300FNENFFSMO3GT38
PETROBRAS GLOBAL FINANCE BV 8.75% 05/23/2026
71647NAQ2
735000.00000000
PA
USD
857561.25000000
0.054273249132
Long
DBT
CORP
NL
N
2
2026-05-23
Fixed
0.08750000
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
1265000.00000000
PA
USD
1242736.00000000
0.078650149519
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
0.05500000
N
N
N
N
N
N
IVORY COAST (COTE D'IVOIRE)
254900ICW11T82O6H590
IVORY COAST (COTE D'IVOIRE) 5.875% 10/17/2031 144A
N/A
500000.00000000
PA
510880.08000000
0.032332526520
Long
DBT
NUSS
CI
N
2
2031-10-17
Fixed
0.05875000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC 7.875% 04/15/2027 144A
097751BT7
2685000.00000000
PA
USD
2638012.50000000
0.166954266681
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
1700000.00000000
PA
USD
1567386.72000000
0.099196611253
Long
DBT
UST
US
N
2
2025-10-31
Fixed
0.00250000
N
N
N
N
N
N
VICI PROPERTIES LP / VICI NOTE CO INC
N/A
VICI PROPERTIES LP / VICI NOTE CO INC 4.25% 12/01/2026 144A
92564RAA3
1140000.00000000
PA
USD
1135212.00000000
0.071845181547
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
0.04250000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC 4.5% 11/15/2031 144A
126307BH9
1435000.00000000
PA
USD
1286147.45000000
0.081397568949
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
0.04500000
N
N
N
N
N
N
MADISON IAQ LLC
549300IXDNBXNHUPBU73
MADISON IAQ LLC 4.125% 06/30/2028 144A
55760LAA5
535000.00000000
PA
USD
493077.40000000
0.031205832320
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
0.04125000
N
N
N
N
N
N
BELLRING BRANDS INC
N/A
BELLRING BRANDS INC 7% 03/15/2030 144A
07831CAA1
685000.00000000
PA
USD
699556.25000000
0.044273444769
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 03/01/2050#
3133KHSA5
498695.79000000
PA
USD
500997.92000000
0.031707105384
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
0.03500000
N
N
N
N
N
N
CHS/CMNTY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/CMNTY HEALTH SYSTEMS INC 6.125% 04/01/2030 144A
12543DBL3
1145000.00000000
PA
USD
1065388.15000000
0.067426176833
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
715000.00000000
PA
USD
689081.25000000
0.043610504035
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
1740000.00000000
PA
USD
1768544.70000000
0.111927477023
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.05750000
N
N
N
N
N
N
KENYA REPUBLIC OF
549300VVURQQYU45PR87
KENYA REP 6.875% 06/24/2024 144A
491798AE4
540000.00000000
PA
USD
540675.00000000
0.034218184386
Long
DBT
NUSS
KE
N
2
2024-06-24
Fixed
0.06875000
N
N
N
N
N
N
SUNOCO LP / SUNOCO FIN CORP
N/A
SUNOCO LP / SUNOCO FIN CORP 4.5% 04/30/2030 144A
86765LAU1
555000.00000000
PA
USD
511313.18000000
0.032359936509
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
0.04500000
N
N
N
N
N
N
INTERTAPE POLYMER GROUP INC
549300ESFR3Z1YNR6O65
INTERTAPE POLYMER GROUP INC 4.375% 06/15/2029 144A
460919AB9
430000.00000000
PA
USD
442900.00000000
0.028030210134
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
0.04375000
N
N
N
N
N
N
OMAN SULTANATE
549300SZ20F0QTKNQC75
OMAN SULTANATE 6.25% 01/25/2031 144A
68205LAS2
425000.00000000
PA
USD
448375.00000000
0.028376711377
Long
DBT
NUSS
OM
N
2
2031-01-25
Fixed
0.06250000
N
N
N
N
N
N
PTC INC
54930050SSMU8SKDJ030
PTC INC 3.625% 02/15/2025 144A
69370CAB6
350000.00000000
PA
USD
346062.50000000
0.021901568288
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
960000.00000000
PA
USD
951206.40000000
0.060199853857
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
300000.00000000
PA
USD
276496.50000000
0.017498882358
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
690000.00000000
PA
USD
658950.00000000
0.041703560551
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
0.03875000
N
N
N
N
N
N
MICHAELS COS INC
549300H9LWMBP7HYLR98
MICHAELS TERM 1LN 04/15/2028
59408UAB3
267975.00000000
PA
USD
250816.56000000
0.015873652928
Long
LON
CORP
US
N
2
2028-04-15
Variable
0.05256000
N
N
N
N
N
N
VZ SECURED FINANCING BV
549300MG611MYCOWY949
VZ SECURED FINANCING BV 5% 01/15/2032 144A
91845AAA3
1105000.00000000
PA
USD
1033175.00000000
0.065387474274
Long
DBT
CORP
NL
N
2
2032-01-15
Fixed
0.05000000
N
N
N
N
N
N
SYNAPTICS INC
549300AJ3LI4FWNRQX29
SYNAPTICS INC 4% 06/15/2029 144A
87157DAG4
350000.00000000
PA
USD
329875.00000000
0.020877095435
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.04000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS BRANCH
549300WIWQK5Q9MCUN92
BBVA BANCOMER SA TEXAS BRH 6.75% 09/30/2022 144A
05533UAC2
305000.00000000
PA
USD
309193.75000000
0.019568222589
Long
DBT
CORP
US
N
2
2022-09-30
Fixed
0.06750000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC 3.875% 09/01/2031 144A
82967NBM9
570000.00000000
PA
USD
518700.00000000
0.032827432822
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
0.03875000
N
N
N
N
N
N
UZBEKISTAN REPUBLIC OF
213800L6VDKUM3TCM927
UZBEKISTAN REPUBLIC OF 3.7% 11/25/2030 144A
91822Q2C0
270000.00000000
PA
USD
240300.00000000
0.015208081949
Long
DBT
NUSS
UZ
N
2
2030-11-25
Fixed
0.03700000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 5/VAR PERP
48128BAF8
1660000.00000000
PA
USD
1654480.50000000
0.104708593539
Long
EP
CORP
US
N
2
N
N
N
NORDSTROM INC
549300S3IZB5P35KNV16
NORDSTROM INC 4.25% 08/01/2031
655664AY6
1160000.00000000
PA
USD
1057235.60000000
0.066910219078
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
0.04250000
N
N
N
N
N
N
BIZ FINANCE PLC
254900R5STMV7BZYC307
BIZ FINANCE PLC 9.625% 04/27/2022 144A
N/A
84166.66000000
PA
USD
21740.25000000
0.001375894729
Long
DBT
CORP
GB
N
2
2022-04-27
Fixed
0.09625000
N
N
N
N
N
N
TURKEY REPUBLIC OF
5493000PCHOG3B6S3Q85
TURKEY REPUBLIC OF 5.75% 05/11/2047
900123CM0
375000.00000000
PA
USD
278976.56000000
0.017655840143
Long
DBT
NUSS
TR
N
2
2047-05-11
Fixed
0.05750000
N
N
N
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
920000.00000000
PA
USD
955889.20000000
0.060496218427
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
280000.00000000
PA
USD
273175.00000000
0.017288671604
Long
DBT
UST
US
N
2
2024-10-31
Fixed
0.01500000
N
N
N
N
N
N
BERMUDA GOVERNMENT OF
549300FP5PUZXX9FVJ40
BERMUDA GOVERNMENT OF 4.75% 02/15/2029 144A
085209AF1
360000.00000000
PA
USD
387292.50000000
0.024510928332
Long
DBT
NUSS
BM
N
2
2029-02-15
Fixed
0.04750000
N
N
N
N
N
N
NCL CORP LTD
UNZWILHE4KMRP9K2L524
NCL CORP LTD 5.875% 03/15/2026 144A
62886HBA8
695000.00000000
PA
USD
660361.20000000
0.041792872433
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
0.05875000
N
N
N
N
N
N
SA GLOBAL SUKUK LTD
5493007DFAVKU7UOGR47
SA GLOBAL SUKUK LTD 1.602% 06/17/2026 144A
78397PAB7
1365000.00000000
PA
USD
1283100.00000000
0.081204702244
Long
DBT
CORP
KY
N
2
2026-06-17
Fixed
0.01602000
N
N
N
N
N
N
JAMAICA GOVT OF
529900Y93KNSXZI8KK56
JAMAICA GOVT OF 7.875% 07/28/2045
470160CB6
160000.00000000
PA
USD
205780.00000000
0.013023383701
Long
DBT
NUSS
JM
N
2
2045-07-28
Fixed
0.07875000
N
N
N
N
N
N
PG and E CORP
8YQ2GSDWYZXO2EDN3511
PG and E CORP 5% 07/01/2028
69331CAH1
1345000.00000000
PA
USD
1300077.00000000
0.082279140892
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.05000000
N
N
N
N
N
N
COMISION FEDERAL DE ELECTRICIDAD
4469000001BFPONMPF32
COMISION FEDERAL DE ELECTRICID 4.688% 05/15/2029 144A
200447AL4
565000.00000000
PA
USD
557513.75000000
0.035283873482
Long
DBT
CORP
MX
N
2
2029-05-15
Fixed
0.04688000
N
N
N
N
N
N
BAIDU INC
254900AL64IANZYI1E02
BAIDU INC 1.72% 04/09/2026
056752AS7
460000.00000000
PA
USD
423712.90000000
0.026815898902
Long
DBT
CORP
KY
N
2
2026-04-09
Fixed
0.01720000
N
N
N
N
N
N
VMED O2 UK FINANCING I
213800MRR46ECNGZ7L69
VMED O2 UK FINANCING I 4.75% 07/15/2031 144A
92858RAB6
995000.00000000
PA
USD
937787.50000000
0.059350599879
Long
DBT
CORP
GB
N
2
2031-07-15
Fixed
0.04750000
N
N
N
N
N
N
NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC
N/A
NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC 4.75% 04/30/2027 144A
667449AD4
280000.00000000
PA
USD
265860.00000000
0.016825720628
Long
DBT
CORP
US
N
2
2027-04-30
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
270000.00000000
PA
USD
254762.55000000
0.016123386342
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
595000.00000000
PA
USD
601875.23000000
0.038091418315
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.07000000
N
N
N
N
N
N
PURE WEST ENERGY
N/A
PURE WEST ENERGY
N/A
901.00000000
NS
USD
10816.69000000
0.000684565576
Long
EC
CORP
US
N
3
N
N
N
SABLE INTL FINANCE LTD
2138009IE9A35LO5JS73
SABLE INTL FIN LTD 5.75% 09/07/2027 144A
785712AG5
1352000.00000000
PA
USD
1358841.12000000
0.085998198539
Long
DBT
CORP
KY
N
2
2027-09-07
Fixed
0.05750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 1.5% 11/01/2041#MA4473
31418D6K3
2736031.06000000
PA
USD
2475494.14000000
0.156668821249
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
0.01500000
N
N
N
N
N
N
MOROCCO KINGDOM OF
529900F3MBW9XY5K1X07
MOROCCO GOV 5.5 12/11/42 144A
617726AG9
70000.00000000
PA
USD
68547.50000000
0.004338227205
Long
DBT
NUSS
MA
N
2
2042-12-11
Fixed
0.05500000
N
N
N
N
N
N
VTR COMUNICACIONES SPA
213800XDZJKMC1AEUV94
VTR COMUNICACIONES SPA 4.375% 04/15/2029 144A
918367AC7
250000.00000000
PA
USD
227500.00000000
0.014397996851
Long
DBT
CORP
CL
N
2
2029-04-15
Fixed
0.04375000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 4.35% 01/11/2048
455780CE4
300000.00000000
PA
USD
307908.00000000
0.019486850174
Long
DBT
NUSS
ID
N
2
2048-01-11
Fixed
0.04350000
N
N
N
N
N
N
TRICER HOLDCO S.C.A.
N/A
TRICER HOLDCO S.C.A CLASS A3 PP
N/A
16755.00000000
NS
USD
18.62000000
0.000001178420
Long
EC
CORP
LU
Y
3
N
N
N
NCL CORP LTD
UNZWILHE4KMRP9K2L524
NCL CORP LTD 5.875% 02/15/2027 144A
62886HBE0
550000.00000000
PA
USD
541750.00000000
0.034286218876
Long
DBT
CORP
BM
N
2
2027-02-15
Fixed
0.05875000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
SOUTHWESTERN ENERGY CO 7.75% 10/01/2027
845467AN9
680000.00000000
PA
USD
719950.00000000
0.045564122344
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
0.07750000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP 7.625% 03/01/2026 144A
143658BL5
500000.00000000
PA
USD
503830.00000000
0.031886341775
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
0.07625000
N
N
N
N
N
N
SERBIA REPUBLIC OF
254900W94OCY91V32O78
SERBIA REPUBLIC OF 2.125% 12/01/2030 144A
817477AF9
525000.00000000
PA
USD
437062.50000000
0.027660767028
Long
DBT
NUSS
RS
N
2
2030-12-01
Fixed
0.02125000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT 7.375% 09/25/2032 144A
903724BM3
285000.00000000
PA
USD
117562.50000000
0.007440283537
Long
DBT
NUSS
UA
N
2
2032-09-25
Fixed
0.07375000
N
N
N
N
N
N
AZUL INVESTMENTS LLP
549300C6XNC8IDH04C74
AZUL INVESTMENTS LLP 7.25% 06/15/2026 144A
05502FAC2
265000.00000000
PA
USD
221606.25000000
0.014024993801
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.07250000
N
N
N
N
N
N
REALOGY GROUP LLC / REALOGY CO-ISSUER CORP
N/A
REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 5.25% 04/15/2030 144A
75606DAQ4
550000.00000000
PA
USD
506000.00000000
0.032023676514
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.05250000
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
1445000.00000000
PA
USD
1161100.85000000
0.073483632452
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
4050000.00000000
PA
USD
3467812.50000000
0.219470564648
Long
EP
CORP
US
N
2
N
N
N
COMPASS GROUP DIVERSIFIED HOLDINGS LLC
549300I6PTUQPX21TE93
COMPASS GROUP DIV HLDGS LLC 5% 01/15/2032 144A
20451RAC6
275000.00000000
PA
USD
248875.00000000
0.015750775676
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
0.05000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 6% 07/19/2028 144A
25714PDZ8
360000.00000000
PA
USD
365917.50000000
0.023158149507
Long
DBT
NUSS
DO
N
2
2028-07-19
Fixed
0.06000000
N
N
N
N
N
N
HESS MIDSTREAM PARTNERS LP
N/A
HESS MIDSTREAM PARTNERS LP 4.25% 02/15/2030 144A
428102AE7
460000.00000000
PA
USD
434056.00000000
0.027470491962
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.04250000
N
N
N
N
N
N
FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC
N/A
FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC 4.625% 01/15/2029 144A
31556TAA7
1175000.00000000
PA
USD
1113312.50000000
0.070459208220
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.04625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.25% 07/31/2025
91282CAB7
1221000.00000000
PA
USD
1132000.55000000
0.071641935626
Long
DBT
UST
US
N
2
2025-07-31
Fixed
0.00250000
N
N
N
N
N
N
ENN CLEAN ENERGY INTERNATIONAL INVESTMENT LTD
3003009YZ3S5V395NR77
ENN CLEAN ENERGY INTERNATIONAL INVESTMENT LTD 3.375% 05/12/2026 144A
268733AA0
620000.00000000
PA
USD
581274.80000000
0.036787660397
Long
DBT
CORP
VG
N
2
2026-05-12
Fixed
0.03375000
N
N
N
N
N
N
PORTLAND GENERAL ELECTRIC CO
GJOUP9M7C39GLSK9R870
PORTLAND GENERAL ELECTRIC CO
736508847
140.00000000
NS
USD
7721.00000000
0.000488645862
Long
EC
CORP
US
N
1
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 6.375% 09/01/2028
674599EC5
670000.00000000
PA
USD
754587.50000000
0.047756256920
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
0.06375000
N
N
N
N
N
N
KLOECKNER PENTAPLAST OF AMERICA INC
529900H8J1B7UA1CG794
KLOECKNER PENTAPLAST TERM B 1LN 02/09/2026
49865NAT7
79400.00000000
PA
USD
72105.52000000
0.004563406812
Long
LON
CORP
US
N
2
2026-02-09
Variable
0.05554430
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTB 6.25% 8/15/23
912810EQ7
2249000.00000000
PA
USD
2376209.06000000
0.150385277209
Long
DBT
UST
US
N
2
2023-08-15
Fixed
0.06250000
N
N
N
N
N
N
MURPHY OIL USA INC
N32S6DTR2ZZ5222WHV58
MURPHY OIL USA INC 4.75% 09/15/2029
626738AE8
370000.00000000
PA
USD
366881.64000000
0.023219167901
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
0.04750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.5% 02/29/2024
91282CEA5
29600000.00000000
PA
USD
29168718.82000000
1.846026908751
Long
DBT
UST
US
N
2
2024-02-29
Fixed
0.01500000
N
N
N
N
N
TEVA PHARMACEUTICAL FIN CO BV
549300Q840R30TDKVK53
TEVA PHARMACEUTICAL FIN CO BV 2.95% 12/18/2022
88165FAG7
250000.00000000
PA
USD
248437.50000000
0.015723087221
Long
DBT
CORP
CW
N
2
2022-12-18
Fixed
0.02950000
N
N
N
N
N
N
LEBANON REPUBLIC OF
529900QPC4K9S1KHL354
LEBANON REPUBLIC OF 6.375% 12/31/2049
N/A
810000.00000000
PA
USD
94820.63000000
0.006000998383
Long
DBT
NUSS
LB
N
2
2049-12-31
Fixed
0.06375000
Y
Y
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 4.5% 01/30/2030 144A
25714PED6
225000.00000000
PA
USD
206620.31000000
0.013076565155
Long
DBT
NUSS
DO
N
2
2030-01-30
Fixed
0.04500000
N
N
N
N
N
N
SAGICOR FINANCIAL CO LTD
N/A
SAGICOR FINANCIAL CO LTD 5.3% 05/13/2028 144A
78669QAA8
345000.00000000
PA
USD
343706.25000000
0.021752446177
Long
DBT
CORP
BM
N
2
2028-05-13
Fixed
0.05300000
N
N
N
N
N
N
LIONS GATE CAPITAL HOLDINGS LLC
549300MWJHNLR35C0837
LIONS GATE CAPITAL HOLDINGS LLC 5.5% 04/15/2029 144A
53627NAE1
445000.00000000
PA
USD
428868.75000000
0.027142201812
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.05500000
N
N
N
N
N
N
TENCENT HLDGS LTD
254900N4SLUMW4XUYY11
TENCENT HLDGS LTD 2.88% 04/22/2031 144A
88032WBA3
200000.00000000
PA
USD
183508.00000000
0.011613835631
Long
DBT
CORP
KY
N
2
2031-04-22
Fixed
0.02880000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
CLEVELAND-CLIFFS INC 5.875% 06/01/2027
185899AH4
960000.00000000
PA
USD
984696.00000000
0.062319340254
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
650000.00000000
PA
USD
812.50000000
0.000051421417
Long
DBT
CORP
US
N
3
2024-10-15
Fixed
0.05500000
Y
Y
N
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Cash Central Fund
31635A105
104586775.61900000
NS
USD
104607692.97000000
6.620401028812
Long
STIV
RF
US
N
1
N
N
N
PDC ENERGY INC
5493008W8H2T511J5Y59
PDC ENERGY INC 6.125% 09/15/2024
69327RAG6
100000.00000000
PA
USD
101224.00000000
0.006406254212
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.06125000
N
N
N
N
N
N
MOROCCO KINGDOM OF
529900F3MBW9XY5K1X07
MOROCCO KINGDOM OF 2.375% 12/15/2027 144A
617726AK0
520000.00000000
PA
USD
473200.00000000
0.029947833451
Long
DBT
NUSS
MA
N
2
2027-12-15
Fixed
0.02375000
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
2150000.00000000
PA
USD
2107000.00000000
0.133347601611
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.05250000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
N/A
US ULTRA BOND CBT FUT JUN22 WNM2
N/A
195.00000000
NC
USD
-1345626.75000000
-0.08516188883
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
N/A
Long
UNITED STATES TREASURY BOND
UNITED STATES TREASURY BOND 0% 06/30/2040
2022-06-21
35885001.75000000
USD
-1345626.75000000
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DAVITA INC 3.75% 02/15/2031 144A
23918KAT5
210000.00000000
PA
USD
183750.00000000
0.011629151303
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.03750000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
UKRAINE CABINET OF MINISTERS 7.75% 09/01/2024 144A
903724AR3
1505000.00000000
PA
USD
643387.50000000
0.040718642635
Long
DBT
NUSS
UA
N
2
2024-09-01
Fixed
0.07750000
N
N
N
N
N
N
JBS FINANCE LUXEMBOURG SARL
N/A
JBS FINANCE LUXEMBOURG SARL 2.5% 01/15/2027 144A
46592QAB5
250000.00000000
PA
USD
232190.00000000
0.014694817094
Long
DBT
CORP
LU
N
2
2027-01-15
Fixed
0.02500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 3.5% 04/15/2031
87264ABW4
590000.00000000
PA
USD
555178.20000000
0.035136061432
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
3717000.00000000
PA
USD
3744877.50000000
0.237005426177
Long
EP
CORP
US
N
2
N
N
N
AYDEM YENILENEBILIR ENERJI AS
9845009C50EDA74OA532
AYDEM YENILENEBILIR ENERJI AS 7.75% 02/02/2027 144A
054644AA7
245000.00000000
PA
USD
192983.44000000
0.012213516314
Long
DBT
CORP
TR
N
2
2027-02-02
Fixed
0.07750000
N
N
N
N
N
N
SINOPEC GROUP OVERSEAS DEV 2018 LTD
549300C6OZZ8LTVR8209
SINOPEC GROUP OVERSEAS DEV 2018 LTD 1.45% 01/08/2026 144A
82939GAR9
355000.00000000
PA
USD
332201.90000000
0.021024360045
Long
DBT
CORP
VG
N
2
2026-01-08
Fixed
0.01450000
N
N
N
N
N
N
FIRST QUANTUM MINERALS LTD
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS LTD 7.5% 04/01/2025 144A
335934AL9
1330000.00000000
PA
USD
1354521.88000000
0.085724842918
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
575000.00000000
PA
USD
579815.63000000
0.036695312594
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
14.00000000
NS
USD
1092.00000000
0.000069110384
Long
EC
CORP
US
N
3
N
N
N
VICTORIA'S SECRET and CO
5493006T3O70U3UWVF17
VICTORIA'S SECRET and CO 4.625% 07/15/2029 144A
926400AA0
1065000.00000000
PA
USD
959314.73000000
0.060713013021
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
0.04625000
N
N
N
N
N
N
TURK SISE VE CAM FABRIKALARI
789000KWOK751Q6R8875
TURK SISE VE CAM FABRIKALARI 6.95% 03/14/2026 144A
90016AAB6
445000.00000000
PA
USD
438964.69000000
0.027781152635
Long
DBT
CORP
TR
N
2
2026-03-14
Fixed
0.06950000
N
N
N
N
N
N
BERRY GLOBAL GROUP INC
549300G6KKUMMXM8NH73
BERRY GLOBAL GROUP INC
08579W103
21000.00000000
NS
USD
1217160.00000000
0.077031498233
Long
EC
CORP
US
N
1
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
MOLINA HEALTHCARE INC 3.875% 11/15/2030 144A
60855RAK6
640000.00000000
PA
USD
614400.00000000
0.038884084684
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
3270000.00000000
PA
USD
3405443.40000000
0.215523355394
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.08000000
N
N
N
N
N
N
MEITUAN
21380033K525E5JLIA77
MEITUAN 2.125% 10/28/2025 144A
58533EAB9
510000.00000000
PA
USD
455052.60000000
0.028799322647
Long
DBT
CORP
KY
N
2
2025-10-28
Fixed
0.02125000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS HOLDINGS LLC
N/A
FRONTIER COMMUNICATIONS HOLDINGS LLC 6.75% 05/01/2029 144A
35906ABG2
745000.00000000
PA
USD
715200.00000000
0.045263504828
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
670000.00000000
PA
USD
711670.65000000
0.045040139684
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
0.05875000
N
N
N
N
N
N
CROCS INC
549300B0J6YCXD63OG72
CROCS INC 4.125% 08/15/2031 144A
227046AB5
280000.00000000
PA
USD
236600.00000000
0.014973916725
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
0.04125000
N
N
N
N
N
N
NOSTRUM OIL and GAS FINANCE BV
213800SGF6UKA42KSB50
NOSTRUM OIL and GAS FINANCE BV 8% 07/25/2022 144A
66978CAB8
2620000.00000000
PA
USD
713950.00000000
0.045184394955
Long
DBT
CORP
NL
N
2
2022-07-25
Fixed
0.08000000
Y
Y
N
N
N
N
CITGO PETROLEUM CORP
YX52P86PXMLYDOTUQ225
CITGO PETROLEUM CORP 6.375% 06/15/2026 144A
17302XAM8
470000.00000000
PA
USD
472899.90000000
0.029928840753
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.06375000
N
N
N
N
N
N
CANO HEALTH LLC
N/A
CANO HEALTH LLC 6.25% 10/01/2028 144A
13782CAA8
185000.00000000
PA
USD
177600.00000000
0.011239930729
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
0.06250000
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
605000.00000000
PA
USD
546133.50000000
0.034563641378
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
0.04000000
N
N
N
N
N
N
CLYDESDALE ACQUISITION HOLDINGS INC
N/A
CLYDESDALE ACQUISITION HOLDINGS INC 6.625% 04/15/2029 144A
18972EAA3
330000.00000000
PA
USD
333712.50000000
0.021119962744
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.06625000
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
255000.00000000
PA
USD
251175.00000000
0.015896337842
Long
DBT
CORP
CA
N
2
2028-09-15
Fixed
0.06000000
N
N
N
N
N
N
COSTA RICA REPUBLIC OF
549300S1EK2VN6XVJP58
COSTA RICA REPUBLIC OF 7.0% 04/04/2044 144A
221602AC9
60000.00000000
PA
USD
58811.25000000
0.003722040405
Long
DBT
NUSS
CR
N
2
2044-04-04
Fixed
0.07000000
N
N
N
N
N
N
CABLEVISION LIGHTPATH LLC
5493002ZVBLRLGES1R71
CABLEVISION LIGHTPATH LLC 5.625% 09/15/2028 144A
12687GAB5
260000.00000000
PA
USD
237250.00000000
0.015015053859
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
3835000.00000000
PA
USD
3437118.75000000
0.217528021721
Long
DBT
CORP
FR
N
2
2029-07-15
Fixed
0.05125000
N
N
N
N
N
N
OPEN TEXT CORPORATION
549300UQROQS42RKHM85
OPEN TEXT CORPORATION 3.875% 12/01/2029 144A
683715AD8
300000.00000000
PA
USD
285000.00000000
0.018037051001
Long
DBT
CORP
CA
N
2
2029-12-01
Fixed
0.03875000
N
N
N
N
N
N
GPD COS INC
N/A
GPD COS INC 10.125% 04/01/2026 144A
64051NAA1
790000.00000000
PA
USD
821600.00000000
0.051997337201
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
1385000.00000000
PA
USD
1308125.58000000
0.082788518604
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
2785000.00000000
PA
USD
2805887.50000000
0.177578722599
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
2600000.00000000
PA
USD
2716480.00000000
0.171920309837
Long
EP
CORP
US
N
2
N
N
N
EIG PEARL HOLDINGS SARL
549300KIMRL45BWA5H76
EIG PEARL HOLDINGS SARL 3.545% 08/31/2036 144A
28249NAA9
845000.00000000
PA
USD
806975.00000000
0.051071751689
Long
DBT
CORP
LU
N
2
2036-08-31
Fixed
0.03545000
N
N
N
N
N
N
CVR ENERGY INC
529900SOYZIXZBTXB558
CVR ENERGY INC 5.25% 02/15/2025 144A
12662PAB4
895000.00000000
PA
USD
868660.15000000
0.054975675186
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.05250000
N
N
N
N
N
N
JORDAN KINGDOM OF
5493000JZ4MYPVMBVN50
JORDAN KINGDOM OF 4.95% 07/07/2025 144A
418097AK7
575000.00000000
PA
USD
572125.00000000
0.036208588786
Long
DBT
NUSS
JO
N
2
2025-07-07
Fixed
0.04950000
N
N
N
N
N
N
HUNTINGTON BANCSHARES INC/OH
549300XTVCVV9I7B5T19
HUNTINGTON BANCSHARES INC 5.7%/VAR PERP
446150AL8
650000.00000000
PA
USD
624195.00000000
0.039503989647
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
610000.00000000
PA
USD
613050.00000000
0.038798646021
Long
DBT
CORP
CA
N
2
2024-03-01
Fixed
0.06500000
N
N
N
N
N
N
ABU DHABI NATL ENERGY CO PJSC
213800UNJSVQFNUYYW03
ABU DHABI NATL ENERGY CO PJSC 4% 10/03/2049 144A
00388WAH4
338000.00000000
PA
USD
348097.75000000
0.022030374982
Long
DBT
CORP
AE
N
2
2049-10-03
Fixed
0.04000000
N
N
N
N
N
N
CHOICE HOTELS INTERNATIONAL INC
5493003CYRY5RFGTIR97
CHOICE HOTELS INTERNATIONAL INC 5.75% 07/01/2022
169905AE6
145000.00000000
PA
USD
145469.97000000
0.009206488659
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
500000.00000000
PA
USD
461875.00000000
0.029231098004
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
60937.50000000
PA
USD
60299.48000000
0.003816227354
Long
LON
CORP
US
N
2
2028-02-16
Variable
0.04500000
N
N
N
N
N
N
PANAMA REPUBLIC OF
549300SHS4T08CL0LP14
PANAMA REPUBLIC OF 4.5% 05/15/2047
698299BG8
250000.00000000
PA
USD
249031.25000000
0.015760664410
Long
DBT
NUSS
PA
N
2
2047-05-15
Fixed
0.04500000
N
N
N
N
N
N
DIGICEL LTD
N/A
DIGICEL LTD 6.75% 03/01/2023 144A
25380QAH2
270000.00000000
PA
USD
251437.50000000
0.015912950916
Long
DBT
CORP
BM
N
2
2023-03-01
Fixed
0.06750000
N
N
N
N
N
N
UST BILLS
N/A
UST BILLS 0% 05/19/2022
912796H44
30000.00000000
PA
USD
29990.03000000
0.001898005967
Long
DBT
UST
US
N
2
2022-05-19
Fixed
0.00000000
N
N
N
N
N
N
DYNASTY ACQUISITION CO INC
549300L1RCRPOAUCB870
STANDARDAERO TERM B-1 04/08/2026
26812CAE6
136512.32000000
PA
USD
133895.38000000
0.008473957185
Long
LON
CORP
US
N
2
2026-04-08
Variable
0.04506000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
COLOMBIA REP GL 6.125% 1/18/41
195325BM6
40000.00000000
PA
USD
38807.50000000
0.002456045111
Long
DBT
NUSS
CO
N
2
2041-01-18
Fixed
0.06125000
N
N
N
N
N
N
SASOL FING USA LLC
549300XRB1PFMESFEL85
SASOL FING USA LLC 5.875% 03/27/2024
80386WAA3
690000.00000000
PA
USD
698625.00000000
0.044214507914
Long
DBT
CORP
US
N
2
2024-03-27
Fixed
0.05875000
N
N
N
N
N
N
ORBIA ADVANCE CORPORATION SAB DE CV
549300MVHZ20SBIOEQ79
ORBIA ADVANCE CORPORATION SAB DE CV 1.875% 05/11/2026 144A
68560EAA6
275000.00000000
PA
USD
257004.69000000
0.016265286670
Long
DBT
CORP
MX
N
2
2026-05-11
Fixed
0.01875000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MTR CR CO LLC 3.375% 11/13/2025
345397B28
1585000.00000000
PA
USD
1549250.33000000
0.098048797248
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
420000.00000000
PA
USD
445200.00000000
0.028175772300
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
300000.00000000
PA
USD
171000.00000000
0.010822230600
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
0.08750000
N
N
N
N
N
N
SAUDI ARABIAN OIL COMPANY
5586006WD91QHB7J4X50
SAUDI ARABIAN OIL COMPANY 3.5% 04/16/2029 144A
80414L2D6
2130000.00000000
PA
USD
2140650.00000000
0.135477239388
Long
DBT
CORP
SA
N
2
2029-04-16
Fixed
0.03500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2% 11/15/2041
912810TC2
5645000.00000000
PA
USD
5107842.97000000
0.323264646160
Long
DBT
UST
US
N
2
2041-11-15
Fixed
0.02000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.875% 02/15/2032
91282CDY4
5000000.00000000
PA
USD
4800000.00000000
0.303781911598
Long
DBT
UST
US
N
2
2032-02-15
Fixed
0.01875000
N
N
N
N
N
N
WILLIAMS-SONOMA INC
549300IARG6YWVTZ1I92
WILLIAMS-SONOMA INC
969904101
3900.00000000
NS
USD
565500.00000000
0.035789306460
Long
EC
CORP
US
N
1
N
N
N
PURE WEST ENERGY
N/A
PURE WEST ENERGY CVR
N/A
543.00000000
NS
USD
0.01000000
0.000000000632
Long
EC
CORP
US
N
3
N
N
N
DELEK OVERRIDING ROYALTY LEVIATHAN LTD
894500UTDMYAFMZ5VY86
DELEK OVERRIDING ROYALTY LEVIATHAN LTD 7.494% 12/30/2023 REGS
N/A
870000.00000000
PA
USD
883050.00000000
0.055886378549
Long
DBT
CORP
IL
N
2
2023-12-30
Fixed
0.07494000
N
N
N
N
N
N
GRAPHIC PACKAGING INTL INC
SO75N4VY5NXGQSK8YQ65
GRAPHIC PACKAGING INTL INC 3.75% 02/01/2030 144A
38869AAD9
355000.00000000
PA
USD
324825.00000000
0.020557491548
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
0.03750000
N
N
N
N
N
N
HERTZ CORP
549300PD0C69OJ0NLB27
HERTZ CORP 5% 12/01/2029 144A
428040DB2
450000.00000000
PA
USD
407250.00000000
0.025773996562
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
0.05000000
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+18 08/25/2028
3137H2NK6
2515000.00000000
PA
USD
2489786.62000000
0.157573362269
Long
ABS-MBS
USGSE
US
N
2
2028-08-25
Variable
0.00229670
N
N
N
N
N
N
MGIC INVESTMENT CORP
254900S8483WM4M98R28
MGIC INVESTMENT CORP 5.25% 08/15/2028
552848AG8
465000.00000000
PA
USD
459378.15000000
0.029073077615
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
16755.00000000
NS
USD
18.62000000
0.000001178420
Long
EC
CORP
LU
Y
3
N
N
N
SOUTH AFRICA REPUBLIC OF
549300KEVMSOSY8T8R35
SOUTH AFRICA REPUBLIC OF 4.85% 09/30/2029
836205BA1
235000.00000000
PA
USD
229169.06000000
0.014503628151
Long
DBT
NUSS
ZA
N
2
2029-09-30
Fixed
0.04850000
N
N
N
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 2.659% 05/24/2031
91087BAM2
510000.00000000
PA
USD
464610.00000000
0.029404190405
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
0.02659000
N
N
N
N
N
N
CHAPARRAL ENERGY INC
V5IUQSDP5WPR92NJWH73
CHAPARRAL ENERGY INC SER A WT 10/01/24
15942R133
13.00000000
NS
USD
21.61000000
0.000001367651
Long
EC
CORP
US
N
3
N
N
N
TEVA PHARMACEUTICAL FIN NETH III B V
5493004T21MOAFINJP35
TEVA PHARMACEUTICAL FIN NETH III B V 5.125% 05/09/2029
88167AAQ4
275000.00000000
PA
USD
264308.00000000
0.016727497810
Long
DBT
CORP
NL
N
2
2029-05-09
Fixed
0.05125000
N
N
N
N
N
N
ACRISURE LLC / ACRISURE FINANCE INC
N/A
ACRISURE LLC / ACRISURE FINANCE INC 6% 08/01/2029 144A
00489LAH6
425000.00000000
PA
USD
392967.75000000
0.024870102977
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
0.06000000
N
N
N
N
N
N
OOREDOO INTERNATIONAL FINANCE LTD
549300BHXCDJ03WU7N77
OOREDOO INTL FIN LTD 2.625% 04/08/2031 144A
74735KAA0
460000.00000000
PA
USD
431158.00000000
0.027287083633
Long
DBT
CORP
BM
N
2
2031-04-08
Fixed
0.02625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.375% 01/31/2026
91282CBH3
2100000.00000000
PA
USD
1934871.10000000
0.122453925302
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
475000.00000000
PA
USD
444241.38000000
0.028115103255
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
0.04750000
N
N
N
N
N
N
OPEN TEXT HOLDINGS INC
N/A
OPEN TEXT CORP / OPEN TEXT HOLDINGS INC 4.125% 12/01/2031 144A
683720AC0
245000.00000000
PA
USD
229381.25000000
0.014517057210
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
0.04125000
N
N
N
N
N
N
FIRST QUANTUM MINERALS LTD
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS LTD 7.25% 04/01/2023 144A
335934AK1
1392000.00000000
PA
USD
1392027.84000000
0.088098516298
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
775000.00000000
PA
USD
744000.00000000
0.047086196297
Long
EP
CORP
US
N
2
N
N
N
PARAGUAY REPUBLIC OF
529900UXKJTJPCU0HK83
PARAGUAY REP 5.4% 03/30/2050 144A
699149AH3
445000.00000000
PA
USD
447586.56000000
0.028326812667
Long
DBT
NUSS
PY
N
2
2050-03-30
Fixed
0.05400000
N
N
N
N
N
N
GERMANY FEDERAL REPUBLIC OF
529900AQBND3S6YJLY83
GERMANY FEDERAL REPUBLIC OF 0% 06/16/2023 REGS
N/A
3875000.00000000
PA
4306909.21000000
0.272575231852
Long
DBT
NUSS
DE
N
2
2023-06-16
Fixed
0.00000000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 4.1% 04/24/2028
455780CF1
665000.00000000
PA
USD
706063.75000000
0.044685290767
Long
DBT
NUSS
ID
N
2
2028-04-24
Fixed
0.04100000
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
LEVIATHAN BOND LTD 5.75% 06/30/2023 144A REGS
N/A
370000.00000000
PA
USD
373998.96000000
0.023669608125
Long
DBT
CORP
IL
N
2
2023-06-30
Fixed
0.05750000
N
N
N
N
N
N
OEC FIN LTD
N/A
OEC FIN LTD PIK 4.375% 10/25/2029 144A
67614CAD2
355368.00000000
PA
USD
12437.88000000
0.000787167283
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
165000.00000000
PA
USD
153326.25000000
0.009703696108
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.03875000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 2.5% 04/01/2052 #TBA
01F022642
-25000.00000000
PA
USD
-23855.47000000
-0.00150976255
Short
ABS-MBS
USGA
US
N
2
2052-04-01
Fixed
0.02500000
N
N
N
N
N
N
HERTZ CORP
549300PD0C69OJ0NLB27
HERTZ CORP 6.25% 10/15/2022
428040CN7
670000.00000000
PA
USD
837.50000000
0.000053003614
Long
DBT
CORP
US
N
3
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
683000.00000000
PA
USD
638400.10000000
0.040403000571
Long
DBT
CORP
LU
N
2
2028-06-01
Fixed
0.04625000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.7% 02/16/2032
71643VAB1
821000.00000000
PA
USD
779950.00000000
0.049361396239
Long
DBT
CORP
MX
N
2
2032-02-16
Fixed
0.06700000
N
N
N
N
N
N
CA MAGNUM HOLDINGS
549300ZRDHFR078MFZ78
CA MAGNUM HOLDINGS 5.375% 10/31/2026 144A
12674CAA1
955000.00000000
PA
USD
931125.00000000
0.058928944257
Long
DBT
CORP
MU
N
2
2026-10-31
Fixed
0.05375000
N
N
N
N
N
N
ULTIMATE SOFTWARE GROUP INC
529900FKHWSTQ1GXK240
UKG TERM 1LN 05/03/2026
N/A
663312.57000000
PA
USD
657283.06000000
0.041598063422
Long
LON
CORP
US
N
2
2026-05-03
Variable
0.03750000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN CORP
549300RLHFT5RU20WM87
BERKSHIRE HATHAWAY FIN CORP 2% 03/18/2034
N/A
1172000.00000000
PA
1292391.68000000
0.081792753142
Long
DBT
CORP
US
N
2
2034-03-18
Fixed
0.02000000
N
N
N
N
N
N
CAESARS ENTERTAINMENT INC
5299000BKFWWVND5L441
CAESARS ENTERTAINMENT INC 6.25% 07/01/2025 144A
28470RAH5
2520000.00000000
PA
USD
2601748.80000000
0.164659213325
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.06250000
N
N
N
N
N
N
NETWORK I2I LTD
2549003L8M1FGHLHOX45
NETWORK I2I LTD 5.65%/VAR PERP 144A
64132NAA4
380000.00000000
PA
USD
377815.00000000
0.023911117277
Long
EP
CORP
MU
N
2
N
N
N
LSB INDUSTRIES INC
5493001H215A0HG0MI71
LSB INDUSTRIES INC 6.25% 10/15/2028 144A
502160AN4
960000.00000000
PA
USD
973449.60000000
0.061607579235
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.06250000
N
N
N
N
N
N
SOUTHERN NAT GAS CO LLC
N/A
SOUTHERN NAT GAS CO LLC 7.35% 02/15/2031
843452AY9
175000.00000000
PA
USD
210100.10000000
0.013296793751
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.07350000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 6.4% 06/05/2049 144A
25714PEB0
160000.00000000
PA
USD
149580.00000000
0.009466603820
Long
DBT
NUSS
DO
N
2
2049-06-05
Fixed
0.06400000
N
N
N
N
N
N
ADECOAGRO SA
529900Q00UR5LFELO811
ADECOAGRO SA 6% 09/21/2027 144A
00676LAA4
785000.00000000
PA
USD
785883.13000000
0.049736891567
Long
DBT
CORP
LU
N
2
2027-09-21
Fixed
0.06000000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 3.5% 04/01/2052 #TBA
01F032641
4200000.00000000
PA
USD
4207546.98000000
0.266286805150
Long
ABS-MBS
USGA
US
N
2
2052-04-01
Fixed
0.03500000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 5.95% 01/25/27 144A
25714PDT2
445000.00000000
PA
USD
448337.50000000
0.028374338081
Long
DBT
NUSS
DO
N
2
2027-01-25
Fixed
0.05950000
N
N
N
N
N
N
ADANI ELECTRICITY MUMBAI LTD
335800AIC1B5EBFVUC38
ADANI ELECTRICITY MUMBAI LTD 3.867% 07/22/2031 144A
00654GAB9
325000.00000000
PA
USD
285073.75000000
0.018041718483
Long
DBT
CORP
IN
N
2
2031-07-22
Fixed
0.03867000
N
N
N
N
N
N
TRINET GROUP INC
5299003FJVBETSFKE990
TRINET GROUP INC 3.5% 03/01/2029 144A
896288AA5
455000.00000000
PA
USD
418031.25000000
0.026456319215
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.03500000
N
N
N
N
N
N
TENCENT HLDGS LTD
254900N4SLUMW4XUYY11
TENCENT HLDGS LTD 2.39% 06/03/2030 144A
88032WAU0
295000.00000000
PA
USD
261406.88000000
0.016543892023
Long
DBT
CORP
KY
N
2
2030-06-03
Fixed
0.02390000
N
N
N
N
N
N
OMAN SULTANATE
549300SZ20F0QTKNQC75
OMAN SULTANATE 6% 08/01/2029 144A
68205LAB9
450000.00000000
PA
USD
468562.50000000
0.029654335823
Long
DBT
NUSS
OM
N
2
2029-08-01
Fixed
0.06000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
ONEMAIN FINANCE CORP 5.375% 11/15/2029
85172FAR0
500000.00000000
PA
USD
485785.00000000
0.030744311651
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
435000.00000000
PA
USD
433751.55000000
0.027451223962
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
0.06875000
N
N
N
N
N
N
ROLLER BEARING CO OF AMERICA
N/A
ROLLER BEARING CO OF AMERICA 4.375% 10/15/2029 144A
775631AD6
200000.00000000
PA
USD
186500.00000000
0.011803193023
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
0.04375000
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
880000.00000000
PA
USD
909700.00000000
0.057573001037
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
0.05750000
N
N
N
N
N
N
ARKO CORP
N/A
ARKO CORP 5.125% 11/15/2029 144A
041242AA6
415000.00000000
PA
USD
377650.00000000
0.023900674773
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.05125000
N
N
N
N
N
N
EMIRATE OF ABU DHABI
213800FER4348CINTA77
EMIRATE OF ABU DHABI 3.125% 04/16/2030 144A
29135LAH3
715000.00000000
PA
USD
729300.00000000
0.046155864193
Long
DBT
NUSS
AE
N
2
2030-04-16
Fixed
0.03125000
N
N
N
N
N
N
SCIL IV LLC / SCIL USA HOLDINGS LLC
N/A
SCIL IV LLC / SCIL USA HOLDINGS LLC 5.375% 11/01/2026 144A
78397UAA8
640000.00000000
PA
USD
588800.00000000
0.037263914489
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
0.05375000
N
N
N
N
N
N
EMIRATE OF ABU DHABI
213800FER4348CINTA77
EMIRATE OF ABU DHABI 3.875% 04/16/2050 144A
29135LAJ9
620000.00000000
PA
USD
647125.00000000
0.040955181154
Long
DBT
NUSS
AE
N
2
2050-04-16
Fixed
0.03875000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC 3.375% 02/15/2029 144A
629377CQ3
305000.00000000
PA
USD
271117.55000000
0.017158459918
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
375000.00000000
PA
USD
372187.50000000
0.023554964629
Long
DBT
CORP
NL
N
2
2026-08-15
Fixed
0.05500000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE BV
549300FNENFFSMO3GT38
PETROBRAS GLOBAL FINANCE BV 6.75% 06/03/2050
71647NBG3
430000.00000000
PA
USD
418175.00000000
0.026465416850
Long
DBT
CORP
NL
N
2
2050-06-03
Fixed
0.06750000
N
N
N
N
N
N
CROCS INC
549300B0J6YCXD63OG72
CROCS INC 4.25% 03/15/2029 144A
227046AA7
435000.00000000
PA
USD
384975.00000000
0.024364258628
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.04250000
N
N
N
N
N
N
TURKEY REPUBLIC OF
5493000PCHOG3B6S3Q85
TURKEY REPUBLIC OF 6.375% 10/14/2025
900123CZ1
720000.00000000
PA
USD
704160.00000000
0.044564806431
Long
DBT
NUSS
TR
N
2
2025-10-14
Fixed
0.06375000
N
N
N
N
N
N
EGYPT, (ARAB) REPUBLIC OF
529900GFIVH4086NMH82
EGYPT (ARAB) REPUBLIC OF 5.8% 09/30/2027 144A
03846JAD2
385000.00000000
PA
USD
351793.75000000
0.022264287054
Long
DBT
NUSS
EG
N
2
2027-09-30
Fixed
0.05800000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
FX Forward: EUR/USD settle 2022-05-18
N/A
1.00000000
NC
N/A
-40.14000000
-0.00000254037
N/A
DFE
CORP
CA
N
2
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
557330.04000000
USD
503000.00000000
EUR
2022-05-18
-40.14000000
N
N
N
EP ENERGY CORP
549300Z6HPQS1H5IYQ07
EP ENERGY CORP
N/A
52316.00000000
NS
USD
4654031.36000000
0.294543863162
Long
EC
CORP
US
N
3
N
N
N
MGM RESORTS INTERNATIONAL
54930066VBP7DZEGGJ87
MGM RESORTS INTERNATIONAL 4.75% 10/15/2028
552953CH2
665000.00000000
PA
USD
643606.95000000
0.040732531164
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
415000.00000000
PA
USD
393731.25000000
0.024918423287
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.04375000
N
N
N
N
N
N
MELCO RESORTS FIN LTD
N/A
MELCO RESORTS FIN LTD 5.25% 04/26/2026 144A
58547DAB5
640000.00000000
PA
USD
580800.00000000
0.036757611303
Long
DBT
CORP
KY
N
2
2026-04-26
Fixed
0.05250000
N
N
N
N
N
N
AIR CANADA INC
4B4HI3CGXMBDC0G6BM51
AIR CANADA INC 3.875% 08/15/2026 144A
008911BK4
425000.00000000
PA
USD
401093.75000000
0.025384380438
Long
DBT
CORP
CA
N
2
2026-08-15
Fixed
0.03875000
N
N
N
N
N
N
KAZMUAIGAZ NATIONAL CO JSC
2138001H1M69RFJCSH88
KAZMUNAYGAS NATIONAL CO JSC 4.75% 04/24/2025 144A
48667QAR6
105000.00000000
PA
USD
102000.94000000
0.006455425112
Long
DBT
CORP
KZ
N
2
2025-04-24
Fixed
0.04750000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.5% 03/13/2027
71654QCG5
240000.00000000
PA
USD
242820.00000000
0.015367567452
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
0.06500000
N
N
N
N
N
N
VENEZUELA, REPUBLIC OF
529900XM8PJTJK5OJI77
VENEZUELA REPUBLIC OF 12.75% 08/23/2022 REGS
N/A
190000.00000000
PA
USD
17100.00000000
0.001082223060
Long
DBT
NUSS
VE
N
2
2022-08-23
Fixed
0.12750000
Y
Y
N
N
N
N
DCP MIDSTREAM OPERATING LP
549300Y6CTBSE0QIPL28
DCP MIDSTREAM LLC 5.85%/VAR 05/21/2043 144A
23311RAH9
885000.00000000
PA
USD
823448.25000000
0.052114309059
Long
DBT
CORP
US
N
2
2043-05-21
Variable
0.05850000
N
N
N
N
N
N
KENYA REPUBLIC OF
549300VVURQQYU45PR87
KENYA REPUBLIC OF 7% 05/22/2027 144A
491798AJ3
475000.00000000
PA
USD
457187.50000000
0.028934435980
Long
DBT
NUSS
KE
N
2
2027-05-22
Fixed
0.07000000
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
87612BBS0
625000.00000000
PA
USD
631250.00000000
0.039950485770
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
3245000.00000000
PA
USD
3212550.00000000
0.203315537521
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
1310000.00000000
PA
USD
1266396.65000000
0.080147582328
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.04625000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
CEMEX SAB DE CV 3.875% 07/11/2031 144A
151290BZ5
230000.00000000
PA
USD
210162.50000000
0.013300742915
Long
DBT
CORP
MX
N
2
2031-07-11
Fixed
0.03875000
N
N
N
N
N
N
SUMMIT MIDSTREAM HOLDINGS LLC / SUMMIT MIDSTREAM FINANCE CORP
N/A
SUMMIT MIDSTREAM HOLDINGS LLC / SUMMIT MIDSTREAM FINANCE CORP 8.5% 10/15/2026 144A
86614WAE6
415000.00000000
PA
USD
395714.95000000
0.025043967491
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
0.08500000
N
N
N
N
N
N
JANE STREET GRP/JSG FIN
N/A
JANE STREET GRP/JSG FIN 4.5% 11/15/2029 144A
47077WAA6
395000.00000000
PA
USD
374305.95000000
0.023689036877
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.04500000
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
3069437.41000000
PA
USD
3047436.91000000
0.192865877082
Long
ABS-MBS
USGSE
US
N
2
2031-03-25
Variable
0.00289670
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
4810000.00000000
PA
USD
4618754.40000000
0.292311258507
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.04750000
N
N
N
N
N
N
MEITUAN
21380033K525E5JLIA77
MEITUAN 3.05% 10/28/2030 144A
58533EAC7
335000.00000000
PA
USD
269172.50000000
0.017035361791
Long
DBT
CORP
KY
N
2
2030-10-28
Fixed
0.03050000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA SA
549300YWR8TN1OFD4P06
PETROLEOS DE VENEZUELA SA 6% 11/15/2026 144A
716558AF8
930000.00000000
PA
USD
62775.00000000
0.003972897812
Long
DBT
CORP
VE
N
2
2026-11-15
Fixed
0.06000000
Y
Y
N
N
N
N
VS BUYER LLC
N/A
VEEAM SOFTWARE TERM B 1LN 02/28/2027
91834WAC4
122500.00000000
PA
USD
121173.33000000
0.007668805379
Long
LON
CORP
US
N
2
2027-02-28
Variable
0.03457430
N
N
N
N
N
N
YUM BRANDS INC
549300JE8XHZZ7OHN517
YUM BRANDS INC 4.625% 01/31/2032
988498AP6
590000.00000000
PA
USD
570701.10000000
0.036118473147
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
650000.00000000
PA
USD
654449.25000000
0.041418717543
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
2320000.00000000
PA
USD
2200311.20000000
0.139253071343
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
187.00000000
NS
USD
174050.25000000
0.011015274512
Long
EP
CORP
US
N
3
N
N
N
CHARLES RIVER LABORATORIES INTERNATIONAL INC
549300BSQ0R4UZ5KX287
CHARLES RIVER LABS INTL INC 4.25% 05/01/2028 144A
159864AE7
185000.00000000
PA
USD
180837.50000000
0.011444825299
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
0.04250000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
UKRAINE CABINET OF MINISTERS 7.253% 03/15/2033 144A
903724BY7
585000.00000000
PA
USD
241312.50000000
0.015272160946
Long
DBT
NUSS
UA
N
2
2033-03-15
Fixed
0.07253000
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 3.875% 01/15/2028 144A
68245XAH2
570000.00000000
PA
USD
540094.95000000
0.034181474240
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
409763.16000000
PA
USD
398392.23000000
0.025213406915
Long
LON
CORP
US
N
2
2027-03-09
Variable
0.03457430
N
N
N
N
N
N
CAMEROON REPUBLIC OF
54930021BO6NHYGBBV24
CAMEROON REPUBLIC OF 5.95% 07/07/2032 144A
N/A
585000.00000000
PA
567879.61000000
0.035939906975
Long
DBT
NUSS
CM
N
2
2032-07-07
Fixed
0.05950000
N
N
N
N
N
N
BANCO MERCANTIL DEL NORTE SA CAYMAN ISLANDS BRANCH
549300QTVYRPFHS0J362
BANCO MERCANTIL DEL NORTE SA GRAND CAYMAN BRH 6.75%/VAR PERP 144A
05971PAA6
350000.00000000
PA
USD
340987.50000000
0.021580382204
Long
EP
CORP
KY
N
2
N
N
N
CDW CORP
9845001B052ABF0B6755
CDW CORPORATION
12514G108
5000.00000000
NS
USD
894450.00000000
0.056607860589
Long
EC
CORP
US
N
1
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: EUR/USD settle 2022-05-18
N/A
1.00000000
NC
N/A
7100.79000000
0.000449394075
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
1105263.14000000
USD
1004000.00000000
EUR
2022-05-18
7100.79000000
N
N
N
TRICER HOLDCO S.C.A.
N/A
TRICER HOLDCO S.C.A CLASS A5 PP
N/A
16755.00000000
NS
USD
18.62000000
0.000001178420
Long
EC
CORP
LU
Y
3
N
N
N
MIDAS INTER HOLDCO II LLC
549300O5UULN1EULDF23
SERVICE KING TERM B 1LN 12/16/2025
59562TAN2
51020.97000000
PA
USD
47218.38000000
0.002988352028
Long
LON
CORP
US
N
2
2025-12-16
Variable
0.07500000
N
N
N
N
N
N
PHILIPPINES REPUBLIC OF
529900RAHBALMYIJ3T08
PHILIPPINES REPUBLIC OF 3.556% 09/29/2032
718286CR6
200000.00000000
PA
USD
205272.00000000
0.012991233449
Long
DBT
NUSS
PH
N
2
2032-09-29
Fixed
0.03556000
N
N
N
N
N
N
FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC
N/A
FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC 6.75% 01/15/2030 144A
31556TAC3
1100000.00000000
PA
USD
1011967.00000000
0.064045264527
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.06750000
N
N
N
N
N
N
ALLISON TRANSMISSION INC
MWKQ3I0U1GXP2YDSZW75
ALLISON TRANSMISSION INC 5.875% 06/01/2029 144A
019736AF4
420000.00000000
PA
USD
428177.40000000
0.027098447723
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
124905.00000000
NS
USD
1.25000000
0.000000079109
Long
EC
CORP
US
N
3
N
N
N
SCOTTS MIRACLE GRO CO (THE)
2TH9E0JTOUXOEGI2R879
SCOTTS MIRACLE GRO CO (THE) WI 4% 04/01/2031
810186AX4
595000.00000000
PA
USD
518831.08000000
0.032835728599
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
0.04000000
N
N
N
N
N
N
QATAR PETROLEUM
254900QTESJKJ3P87J26
QATAR PETROLEUM 2.25% 07/12/2031 144A
74730DAC7
1135000.00000000
PA
USD
1047037.50000000
0.066264802763
Long
DBT
CORP
QA
N
2
2031-07-12
Fixed
0.02250000
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
LEVIATHAN BOND LTD 6.125% 06/30/2025 144A REGS
N/A
485000.00000000
PA
USD
492128.53000000
0.031145780332
Long
DBT
CORP
IL
N
2
2025-06-30
Fixed
0.06125000
N
N
N
N
N
N
SAUDI ARABIA KINGDOM OF
54930044PULMORCKB765
SAUDI ARABIA KINGDOM OF 3.75% 01/21/2055 144A
80413TAR0
255000.00000000
PA
USD
244800.00000000
0.015492877491
Long
DBT
NUSS
SA
N
2
2055-01-21
Fixed
0.03750000
N
N
N
N
N
N
HUNTER US BIDCO INC
549300KXGY77REE4ZR63
UDG HEALTHCARE TERM B 1LN 08/19/2028
N/A
530775.00000000
PA
USD
528121.13000000
0.033423676338
Long
LON
CORP
US
N
2
2028-08-19
Variable
0.05256000
N
N
N
N
N
N
VIDEOTRON LTD
549300BBCGA0CYX8IL74
VIDEOTRON LTD 5.125% 04/15/2027 144A
92660FAK0
615000.00000000
PA
USD
622365.42000000
0.039388199375
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
0.05125000
N
N
N
N
N
N
CORPORACION NACIONAL DEL COBRE DE CHILE
549300UVMBCBCIPSUI70
CORPORACION NACIONAL DEL COBRE DE CHILE 3% 09/30/2029 144A
21987BAZ1
105000.00000000
PA
USD
100097.81000000
0.006334980014
Long
DBT
CORP
CL
N
2
2029-09-30
Fixed
0.03000000
N
N
N
N
N
N
KONDOR FINANCE PLC
213800PUC1T9GI6EIO63
KONDOR FIN PLC 7.625% 11/08/2026 144A
50050MAB1
230000.00000000
PA
USD
69000.00000000
0.004366864979
Long
DBT
CORP
GB
N
2
2026-11-08
Fixed
0.07625000
N
N
N
N
N
N
EMIRATES NBD BANK PJSC
54930029BCN8HF3B1286
EMIRATES NBD PJSC 6.125%/VAR PERP REGS
N/A
625000.00000000
PA
USD
631250.00000000
0.039950485770
Long
EP
CORP
AE
N
2
N
N
N
LENOVO GROUP LTD
254900VUZRGD5U73RE46
LENOVO GROUP LTD 5.875% 04/24/2025 REGS
N/A
200000.00000000
PA
USD
210444.00000000
0.013318558459
Long
DBT
CORP
HK
N
2
2025-04-24
Fixed
0.05875000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP 8% 06/15/2027
165167CZ8
115000.00000000
PA
USD
0.01000000
0.000000000632
Long
DBT
CORP
US
N
3
2027-06-15
Fixed
0.08000000
Y
Y
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.875% 09/30/2026
91282CCZ2
16300000.00000000
PA
USD
15172371.05000000
0.960227475217
Long
DBT
UST
US
N
2
2026-09-30
Fixed
0.00875000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: EUR/USD settle 2022-05-18
N/A
1.00000000
NC
N/A
2967.19000000
0.000187787218
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
461256.40000000
USD
419000.00000000
EUR
2022-05-18
2967.19000000
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
VIKING CRUISES LTD 13% 05/15/2025 144A
92676XAE7
570000.00000000
PA
USD
633532.20000000
0.040094921411
Long
DBT
CORP
BM
N
2
2025-05-15
Fixed
0.13000000
N
N
N
N
N
N
KAZAKHSTAN TEMIR ZHOLY FIN BV
724500NSQCZ1PR6DVD13
KAZAKHSTAN TEMIR ZHLY FIN BV 6.95% 07/10/2042 144A
48667DAD6
120000.00000000
PA
USD
121875.00000000
0.007713212599
Long
DBT
CORP
NL
N
2
2042-07-10
Fixed
0.06950000
N
N
N
N
N
N
CAESARS ENTERTAINMENT INC
5299000BKFWWVND5L441
CAESARS ENTERTAINMENT INC 4.625% 10/15/2029 144A
12769GAA8
835000.00000000
PA
USD
780725.00000000
0.049410444360
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
0.04625000
N
N
N
N
N
N
ANGI GROUP LLC
N/A
ANGI GROUP LLC 3.875% 08/15/2028 144A
001846AA2
335000.00000000
PA
USD
283791.90000000
0.017960592891
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
650000.00000000
PA
USD
667160.00000000
0.042223154196
Long
DBT
CORP
GB
N
2
2027-10-15
Fixed
0.05750000
N
N
N
N
N
N
BERMUDA GOVERNMENT OF
549300FP5PUZXX9FVJ40
BERMUDA GOVERNMENT OF 3.375% 08/20/2050 144A
085209AH7
165000.00000000
PA
USD
145591.88000000
0.009214204087
Long
DBT
NUSS
BM
N
2
2050-08-20
Fixed
0.03375000
N
N
N
N
N
N
PETKIM PETROKIMYA HLDG AS
529900XZCVZOEYWNBQ67
PETKIM PETROKIMYA HLDG AS 5.875% 01/26/2023 144A
71638YAA4
725000.00000000
PA
USD
721375.00000000
0.045654307599
Long
DBT
CORP
TR
N
2
2023-01-26
Fixed
0.05875000
N
N
N
N
N
N
CCO HLDGS LLC/CCO HLDGS CAP CORP
N/A
CCO HLDGS LLC/CAP CORP 4.5% 05/01/2032
1248EPCN1
665000.00000000
PA
USD
608275.50000000
0.038496477951
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
0.04500000
N
N
N
N
N
N
SRI LANKA GOVT DEMOCRATIC SOCIALIST REP
254900HXCCIOHM74FA02
SRI LANKA GOVT DEMOC SOCIA REP 7.85% 03/14/2029 144A
85227SAZ9
415000.00000000
PA
USD
196133.15000000
0.012412854840
Long
DBT
NUSS
LK
N
2
2029-03-14
Fixed
0.07850000
N
N
N
N
N
N
BRAZIL, FEDERATIVE REPUBLIC OF
254900ZFY40OYEADAP90
BRAZIL FEDERATIVE REPUBLIC OF 2.875% 06/06/2025
105756CD0
1165000.00000000
PA
USD
1143447.50000000
0.072366389033
Long
DBT
NUSS
BR
N
2
2025-06-06
Fixed
0.02875000
N
N
N
N
N
N
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
FX Forward: USD/EUR settle 2022-04-01
N/A
1.00000000
NC
N/A
-861.85000000
-0.00005454467
N/A
DFE
CORP
GB
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
114974.40000000
EUR
126328.58000000
USD
2022-04-01
-861.85000000
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
GLOBAL PAYMENTS INC
37940X102
12100.00000000
NS
USD
1655764.00000000
0.104789823557
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
950000.00000000
PA
USD
955614.50000000
0.060478833241
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
925000.00000000
PA
USD
975181.25000000
0.061717171724
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.06750000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
N/A
US LONG BOND(CBT) FUT JUN22 USM2
N/A
1.00000000
NC
USD
-9345.51000000
-0.00059145768
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
N/A
Long
UST NOTES
UST NOTES 0% 06/30/2040
2022-06-21
159408.01000000
USD
-9345.51000000
N
N
N
SERVICE CORP INTERNATIONAL INC
549300RKVM2ME20JHZ15
SERVICE CORP INTERNATIONAL INC 4% 05/15/2031
817565CG7
570000.00000000
PA
USD
530288.10000000
0.033560819315
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
465000.00000000
PA
USD
459768.75000000
0.029097797868
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
665000.00000000
PA
USD
617593.61000000
0.039086201549
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
0.03500000
N
N
N
N
N
N
QATAR ST
52990074F6OJOAXK4P65
QATAR ST 4.4% 04/16/2050 144A
74727PBE0
520000.00000000
PA
USD
583050.00000000
0.036900009074
Long
DBT
NUSS
QA
N
2
2050-04-16
Fixed
0.04400000
N
N
N
N
N
N
ABG INTERMEDIATE HLDGS 2 LLC
54930020NXD0RJB64985
AUTHENTIC BRANDS TERM B3 1LN 12/21/2028
00076VBB5
29850.75000000
PA
USD
29328.36000000
0.001856130263
Long
LON
CORP
US
N
2
2028-12-21
Variable
0.00000000
N
N
N
N
N
N
TV AZTECA SAB DE CV
549300H2ZXE4KL0NUV88
TV AZTECA SAB DE CV 8.25% 08/09/2024 REGS
N/A
1500000.00000000
PA
USD
953250.00000000
0.060329189006
Long
DBT
CORP
MX
N
2
2024-08-09
Fixed
0.08250000
Y
Y
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 05/01/2052 #TBA
21H020659
350000.00000000
PA
USD
332256.89000000
0.021027840247
Long
ABS-MBS
USGA
US
N
2
2052-05-01
Fixed
0.02000000
N
N
N
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
665000.00000000
PA
USD
653362.50000000
0.041349939420
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.03875000
N
N
N
N
N
N
JAMAICA GOVT OF
529900Y93KNSXZI8KK56
JAMAICA GOVT OF 6.75% 04/28/2028
470160CA8
255000.00000000
PA
USD
278635.31000000
0.017634243148
Long
DBT
NUSS
JM
N
2
2028-04-28
Fixed
0.06750000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 4% 04/01/2052 #TBA
01F040644
4200000.00000000
PA
USD
4286299.08000000
0.271270860042
Long
ABS-MBS
USGA
US
N
2
2052-04-01
Fixed
0.04000000
N
N
N
N
N
N
MCLAREN FINANCE PLC
213800BKPDWMWX3GSG36
MCLAREN FINANCE PLC 7.5% 08/01/2026 144A
58175LAA8
390000.00000000
PA
USD
382882.50000000
0.024231828701
Long
DBT
CORP
GB
N
2
2026-08-01
Fixed
0.07500000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HLDGS INC 5.5% 12/15/2029 144A
737446AP9
1085000.00000000
PA
USD
1043965.30000000
0.066070369682
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
0.05500000
N
N
N
N
N
N
OIL AND GAS HOLDING CO BSCC/THE
549300OBH16L6TS6IW50
OIL AND GAS HOLDING CO BSCC/THE 7.5% 10/25/2027 144A
67778M2A7
665000.00000000
PA
USD
701575.00000000
0.044401207214
Long
DBT
CORP
BH
N
2
2027-10-25
Fixed
0.07500000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC 6.5% 02/01/2029 144A
126307AZ0
1320000.00000000
PA
USD
1335189.90000000
0.084501362535
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.06500000
N
N
N
N
N
N
EXIDE TECHNOLOGIES
549300KITCGPNNNXQP63
EXIDE TECHNOLOGIES PIK VAR 10/31/2024 144A
302051BC0
185848.00000000
PA
USD
83631.60000000
0.005292868191
Long
DBT
CORP
US
N
3
2024-10-31
Variable
0.11000000
Y
Y
N
N
N
N
DP WORLD SALAAM
549300SUYBT9X88E9435
DP WORLD SALAAM 6%/VAR PERP REGS
N/A
600000.00000000
PA
USD
620812.50000000
0.039289918332
Long
EP
CORP
KY
N
2
N
N
N
COMSTOCK RESOURCES INC
I03QQGEA4SS774AURI46
COMSTOCK RESOURCES INC 5.875% 01/15/2030 144A
205768AT1
1185000.00000000
PA
USD
1167580.50000000
0.073893715882
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
665000.00000000
PA
USD
601046.95000000
0.038038998214
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 15YR 2% 04/01/2037 #TBA
01F020448
100000.00000000
PA
USD
97098.48000000
0.006145158722
Long
ABS-MBS
USGA
US
N
2
2037-04-01
Fixed
0.02000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.5% 11/30/2023
91282CDM0
12900000.00000000
PA
USD
12538699.25000000
0.793547922316
Long
DBT
UST
US
N
2
2023-11-30
Fixed
0.00500000
N
N
N
N
N
N
OEC FIN LTD
N/A
OEC FIN LTD PIK 7.5% PERP 144A
67614CAG5
94812.00000000
PA
USD
3934.70000000
0.000249018893
Long
EP
CORP
KY
N
2
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
IRON MTN INC 5% 07/15/2028 144A
46284VAG6
630000.00000000
PA
USD
614168.10000000
0.038869408220
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.05000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS CORP 5.75% 12/01/2028 144A
25470XBF1
685000.00000000
PA
USD
648181.25000000
0.041022028997
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
0.05750000
N
N
N
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Securities Lending Cash Central Fund
31635A303
20122987.70400000
NS
USD
20125000.00000000
1.273668952273
Long
STIV
RF
US
N
1
N
N
STATE OIL COMPANY OF THE AZERBAIJAN REPUBLIC
2549002HARR1VE257O76
STATE OIL CO OF THE AZER 4.75% 03/13/2023 REGS
N/A
200000.00000000
PA
USD
199730.00000000
0.012640491917
Long
DBT
CORP
AZ
N
2
2023-03-13
Fixed
0.04750000
N
N
N
N
N
N
COMPASS MINERALS INTL INC
2549008X9G8XP7YJGC47
COMPASS MINERALS INTL INC 6.75% 12/01/2027 144A
20451NAG6
1305000.00000000
PA
USD
1321443.00000000
0.083631350126
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
0.06750000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS HOLDINGS LLC
N/A
FRONTIER COMMUNICATIONS HOLDINGS LLC 6% 01/15/2030 144A
35908MAB6
555000.00000000
PA
USD
513375.00000000
0.032490424763
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.06000000
N
N
N
N
N
N
EGYPT, (ARAB) REPUBLIC OF
529900GFIVH4086NMH82
EGYPT (ARAB) REP OF GLOBAL MTN BE 144A 7.6003% 03/01/2029 144A
03846JW71
500000.00000000
PA
USD
473750.00000000
0.029982641795
Long
DBT
NUSS
EG
N
2
2029-03-01
Fixed
0.07600300
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 4.875% 09/23/2032 144A
25714PEF1
860000.00000000
PA
USD
779267.50000000
0.049318202249
Long
DBT
NUSS
DO
N
2
2032-09-23
Fixed
0.04875000
N
N
N
N
N
N
INVESTMENT ENERGY RESOURCES LTD
254900A71Y7WHN7L5K89
INVESTMENT ENERGY RESOURCES LTD 6.25% 04/26/2029 144A
46143NAB6
485000.00000000
PA
USD
489850.00000000
0.031001576957
Long
DBT
CORP
BM
N
2
2029-04-26
Fixed
0.06250000
N
N
N
N
N
N
TURKEY REPUBLIC OF
5493000PCHOG3B6S3Q85
TURKEY REPUBLIC OF 6.125% 10/24/2028
900123CQ1
365000.00000000
PA
USD
331420.00000000
0.020974875237
Long
DBT
NUSS
TR
N
2
2028-10-24
Fixed
0.06125000
N
N
N
N
N
N
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
FX Forward: USD/GBP settle 2022-05-18
N/A
1.00000000
NC
N/A
638896.70000000
0.040434429341
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
14954000.00000000
GBP
20278491.33000000
USD
2022-05-18
638896.70000000
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.0% 05/15/2045
912810RM2
1800000.00000000
PA
USD
1912359.38000000
0.121029205858
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
430000.00000000
PA
USD
395062.50000000
0.025002675302
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
0.05000000
N
N
N
N
N
N
ROMANIA, REPUBLIC OF
315700IASY927EDWBK92
ROMANIA REPUBLIC OF 3.625% 03/27/2032 144A
77586RAL4
470000.00000000
PA
USD
444737.50000000
0.028146501647
Long
DBT
NUSS
RO
N
2
2032-03-27
Fixed
0.03625000
N
N
N
N
N
N
ANGOLA REPUBLIC
549300QHR2R3J8JSGK83
ANGOLA REPUBLIC 9.5% 11/12/2025 144A
035198AA8
1105000.00000000
PA
USD
1209975.00000000
0.076576774684
Long
DBT
NUSS
AO
N
2
2025-11-12
Fixed
0.09500000
N
N
N
N
N
N
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
FX Forward: AUD/USD settle 2022-05-18
N/A
1.00000000
NC
N/A
27319.33000000
0.001728982977
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
874225.60000000
USD
1204000.00000000
AUD
2022-05-18
27319.33000000
N
N
N
CENTENE CORP DEL
549300Z7JJ4TQSQGT333
CENTENE CORP 4.625% 12/15/2029
15135BAT8
2150000.00000000
PA
USD
2167393.50000000
0.137169779294
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 HOMES INC 5.7% 06/15/2028
87265HAG4
865000.00000000
PA
USD
863512.20000000
0.054649872250
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
2145000.00000000
PA
USD
2136956.25000000
0.135243469713
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
645000.00000000
PA
USD
636937.50000000
0.040310435691
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.05250000
N
N
N
N
N
N
NEXSTAR BROADCASTING INC
5493006PK6I4I2OOT688
NEXSTAR BROADCASTING INC 4.75% 11/01/2028 144A
65336YAN3
1335000.00000000
PA
USD
1293281.25000000
0.081849052158
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
1145000.00000000
PA
USD
1038640.95000000
0.065733402761
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
365000.00000000
PA
USD
366580.45000000
0.023200106219
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.04750000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
ONEMAIN FINANCE CORP 6.625% 01/15/2028
85172FAQ2
385000.00000000
PA
USD
403287.50000000
0.025523218265
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
815000.00000000
PA
USD
718964.48000000
0.045501750855
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.06000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
PROSUS NV 3.257% 01/19/2027 144A
74365PAG3
200000.00000000
PA
USD
183000.00000000
0.011581685379
Long
DBT
CORP
NL
N
2
2027-01-19
Fixed
0.03257000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
USTN 1.625% 11/15/22
912828TY6
3584000.00000000
PA
USD
3591560.02000000
0.227302285103
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
15708.00000000
NS
USD
871008.60000000
0.055124303651
Long
EC
CORP
US
N
3
N
N
N
SECURUS TECHNOLOGIES HOLDINGS INC
549300EBCNNXVCJ2FW66
SECURUS TECHNOLOGIES TERM B 1LN 11/01/2024
78410QAB8
413521.86000000
PA
USD
392845.77000000
0.024862383119
Long
LON
CORP
US
N
2
2024-11-01
Variable
0.05506000
N
N
N
N
N
N
TURKEY REPUBLIC OF
5493000PCHOG3B6S3Q85
TURKEY REPUBLIC OF 4.875% 10/09/2026
900123CK4
650000.00000000
PA
USD
584309.38000000
0.036979712587
Long
DBT
NUSS
TR
N
2
2026-10-09
Fixed
0.04875000
N
N
N
N
N
N
ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP
N/A
ICAHN ENTERPRISES LP/FIN CORP 4.375% 02/01/2029
451102CC9
630000.00000000
PA
USD
578025.00000000
0.036581987385
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.04375000
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
665000.00000000
PA
USD
639643.55000000
0.040481695908
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.04250000
N
N
N
N
N
N
NEXSTAR BROADCASTING INC
5493006PK6I4I2OOT688
NEXSTAR BROADCASTING INC 5.625% 07/15/2027 144A
65343HAA9
1275000.00000000
PA
USD
1290555.00000000
0.081676513525
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.05625000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
ONEMAIN FINANCE CORP 6.875% 03/15/2025
85172FAM1
2580000.00000000
PA
USD
2712921.60000000
0.171695106179
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
0.06875000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC 5% 08/01/2027 144A
82967NBA5
800000.00000000
PA
USD
798000.00000000
0.050503742803
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
0.05000000
N
N
N
N
N
N
AXIAN TELECOM
984500C6FIA50FZSE337
AXIAN TELECOM 7.375% 02/16/2027 144A
05466AAA1
525000.00000000
PA
USD
507937.50000000
0.032146296817
Long
DBT
CORP
MU
N
2
2027-02-16
Fixed
0.07375000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS VAR 12/01/2023
706451BC4
250000.00000000
PA
USD
262421.88000000
0.016608129239
Long
DBT
CORP
MX
N
2
2023-12-01
Variable
0.08625000
N
N
N
N
N
N
ASGN INC
LZBNYYCBUKY537072438
ASGN INC 4.625% 05/15/2028 144A
00191UAA0
510000.00000000
PA
USD
497020.70000000
0.031455395489
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
570000.00000000
PA
USD
558600.00000000
0.035352619962
Long
DBT
CORP
CA
N
2
2026-06-15
Fixed
0.07125000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
ALTICE FRANCE SA 5.5% 01/15/2028 144A
02156LAC5
1190000.00000000
PA
USD
1103487.00000000
0.069837372975
Long
DBT
CORP
FR
N
2
2028-01-15
Fixed
0.05500000
N
N
N
N
N
N
SUEK SECURITIES DESIGNATED ACTIVITY CO
635400WACQ1BCYSYZS41
SUEK SECURITIES DESIGNATED ACTIVITY CO 3.375% 09/15/2026 144A
78486MAA8
890000.00000000
PA
USD
133500.00000000
0.008448934416
Long
DBT
CORP
IE
N
2
2026-09-15
Fixed
0.03375000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 03/01/2052#RA6986
3133KNXP3
399797.00000000
PA
USD
403110.60000000
0.025512022636
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
0.03500000
N
N
N
N
N
N
VIETNAM SOCIALIST REPUBLIC OF
5493008AE7RS4XK4BZ08
VIETNAM SOCIALIST REP STEP 03/12/2028
N/A
1762999.98550000
PA
USD
1753413.67000000
0.110969865936
Long
DBT
NUSS
VN
N
2
2028-03-12
Variable
0.05500000
N
N
N
N
N
N
CITGO HLDG INC
549300NYHOALWZ2BSL72
CITGO HOLDING TERM B 1LN 08/01/2023
17304YAD4
73125.00000000
PA
USD
72028.13000000
0.004558508962
Long
LON
CORP
US
N
2
2023-08-01
Variable
0.08000000
N
N
N
N
N
N
CREDIT SUISSE GRP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GRP AG 2.875/VAR 04/02/2032 REGS
N/A
1163000.00000000
PA
1289643.65000000
0.081618836099
Long
DBT
CORP
CH
N
2
2032-04-02
Variable
0.02875000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 4.875% 01/18/2024
71654QBH4
1750000.00000000
PA
USD
1771000.00000000
0.112082867800
Long
DBT
CORP
MX
N
2
2024-01-18
Fixed
0.04875000
N
N
N
N
N
N
TREEHOUSE FOODS INC
5493007M7EVHE470Q576
TREEHOUSE FOODS INC 4% 09/01/2028
89469AAD6
220000.00000000
PA
USD
186279.50000000
0.011789238041
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
283417.10000000
PA
USD
0.03000000
0.000000001898
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
8600.00000000
NS
USD
626080.00000000
0.039623287336
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
COLOMBIA REPUBLIC OF 5.0% 06/15/2045
195325CU7
855000.00000000
PA
USD
720497.81000000
0.045598792088
Long
DBT
NUSS
CO
N
2
2045-06-15
Fixed
0.05000000
N
N
N
N
N
N
TRONOX INC
549300EPZ4YXC7E5P181
TRONOX INC 6.5% 05/01/2025 144A
897051AB4
530000.00000000
PA
USD
548377.75000000
0.034705675244
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.06500000
N
N
N
N
N
N
ROMANIA, REPUBLIC OF
315700IASY927EDWBK92
ROMANIA REPUBLIC OF 3% 02/14/2031 144A
77586RAH3
600000.00000000
PA
USD
555750.00000000
0.035172249452
Long
DBT
NUSS
RO
N
2
2031-02-14
Fixed
0.03000000
N
N
N
N
N
N
AMERICAN MEDICAL SYSTEMS EUROPE BV
549300AA2JE6ZQ5D2493
AMERICAN MEDICAL SYSTEMS EUROPE BV 1.875% 03/08/2034
N/A
772000.00000000
PA
831555.60000000
0.052627406201
Long
DBT
CORP
NL
N
2
2034-03-08
Fixed
0.01875000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
FX Forward: USD/GBP settle 2022-05-18
N/A
1.00000000
NC
N/A
3078.47000000
0.000194829896
N/A
DFE
CORP
CA
N
2
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
164000.00000000
GBP
218465.22000000
USD
2022-05-18
3078.47000000
N
N
N
RP ESCROW ISSUER LLC
N/A
RP ESCROW ISSUER LLC 5.25% 12/15/2025 144A
74969PAA6
615000.00000000
PA
USD
600535.20000000
0.038006610632
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.05250000
N
N
N
N
N
N
ALIBABA GROUP HOLDING LTD
5493001NTNQJDH60PM02
ALIBABA GROUP HOLDING LTD 2.125% 02/09/2031
01609WAX0
300000.00000000
PA
USD
260610.00000000
0.016493459162
Long
DBT
CORP
KY
N
2
2031-02-09
Fixed
0.02125000
N
N
N
N
N
N
QATAR ST
52990074F6OJOAXK4P65
QATAR ST 9.75% 6/15/30 144A
74727PAE1
295000.00000000
PA
USD
433650.00000000
0.027444797075
Long
DBT
NUSS
QA
N
2
2030-06-15
Fixed
0.09750000
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
25277LAF3
2455000.00000000
PA
USD
951312.50000000
0.060206568703
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.05375000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
IRON MTN INC 4.875% 09/15/2029 144A
46284VAF8
1300000.00000000
PA
USD
1237431.00000000
0.078314407218
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
575000.00000000
PA
USD
554156.25000000
0.035071384364
Long
DBT
CORP
LU
N
2
2028-05-15
Fixed
0.05750000
N
N
N
N
N
N
MC BRAZIL DOWNSTREAM TRADING SARL
213800T2A7R9TYNXZI63
MC BRAZIL DOWNSTREAM TRADING SARL 7.25% 06/30/2031 144A
55292WAA8
625000.00000000
PA
USD
568750.00000000
0.035994992129
Long
DBT
CORP
LU
N
2
2031-06-30
Fixed
0.07250000
N
N
N
N
N
N
HILTON DOMESTIC OPERATING CO INC
5493003EG7H0N1E4XV50
HILTON DOMESTIC OPERATING CO INC 4.875% 01/15/2030
432833AF8
975000.00000000
PA
USD
972801.38000000
0.061566554754
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.04875000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 6.85% 01/27/45 144A
25714PCW6
300000.00000000
PA
USD
297337.50000000
0.018817865445
Long
DBT
NUSS
DO
N
2
2045-01-27
Fixed
0.06850000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
SOUTHWESTERN ENERGY CO VAR 01/23/2025
845467AL3
14000.00000000
PA
USD
14634.76000000
0.000926203201
Long
DBT
CORP
US
N
2
2025-01-23
Variable
0.05950000
N
N
N
N
N
N
PACIFIC GAS and ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS and ELECTRIC CO 4.55% 07/01/2030
694308JM0
3929000.00000000
PA
USD
3898376.35000000
0.246720045777
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
245000.00000000
PA
USD
243468.75000000
0.015408625476
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.07000000
N
N
N
N
N
N
ADARO INDONESIA PT
2549009Z0YED3S2BID40
ADARO INDONESIA PT 4.25% 10/31/2024 144A
69368KAB2
790000.00000000
PA
USD
779038.75000000
0.049303725142
Long
DBT
CORP
ID
N
2
2024-10-31
Fixed
0.04250000
N
N
N
N
N
N
EGYPT, (ARAB) REPUBLIC OF
529900GFIVH4086NMH82
EGYPT (ARAB) REP OF 7.5% 01/31/2027 144A
038461AL3
2850000.00000000
PA
USD
2807250.00000000
0.177664952361
Long
DBT
NUSS
EG
N
2
2027-01-31
Fixed
0.07500000
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
970000.00000000
PA
USD
960300.00000000
0.060775368689
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
0.04625000
N
N
N
N
N
N
MODIVCARE INC
549300EFZIFW7F7I0Q28
MODIVCARE INC 5.875% 11/15/2025 144A
743815AE2
485000.00000000
PA
USD
489694.80000000
0.030991754675
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.05875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.5% 09/30/2024
912828YH7
1995000.00000000
PA
USD
1948008.39000000
0.123285356775
Long
DBT
UST
US
N
2
2024-09-30
Fixed
0.01500000
N
N
N
N
N
N
KONDOR FINANCE PLC
213800PUC1T9GI6EIO63
KONDOR FIN PLC 7.375% 07/19/2022 REGS
N/A
655000.00000000
PA
USD
221390.00000000
0.014011307793
Long
DBT
CORP
GB
N
2
2022-07-19
Fixed
0.07375000
N
N
N
N
N
N
JACOBS ENTERTAINMENT INC
5493004U9JIWY3HSUO63
JACOBS ENTERTAINMENT INC 6.75% 02/15/2029 144A
469815AK0
395000.00000000
PA
USD
396967.10000000
0.025123213433
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.06750000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
MOLINA HEALTHCARE INC 4.375% 06/15/2028 144A
60855RAJ9
465000.00000000
PA
USD
460173.30000000
0.029123400987
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.04375000
N
N
N
N
N
N
SAUDI ARABIA KINGDOM OF
54930044PULMORCKB765
SAUDI ARABIA KINGDOM OF 3.625% 03/04/2028 144A
80413TAE9
315000.00000000
PA
USD
323662.50000000
0.020483919367
Long
DBT
NUSS
SA
N
2
2028-03-04
Fixed
0.03625000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 5%/VAR PERP
38148BAD0
2951000.00000000
PA
USD
2818205.00000000
0.178358271286
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
610000.00000000
PA
USD
613617.30000000
0.038834549246
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
0.05113000
N
N
N
N
N
N
YPF SA
5493003N7447U18U5U53
YPF SA 8.5% 03/23/2025 144A
984245AT7
469500.00000000
PA
USD
431441.16000000
0.027305004234
Long
DBT
CORP
AR
N
2
2025-03-23
Fixed
0.08500000
N
N
N
N
N
N
SIBUR SECS DAC
635400EHVYJXNYBPWI41
SIBUR SECS DAC 2.95% 07/08/2025 144A
825795AC1
225000.00000000
PA
USD
56250.00000000
0.003559944276
Long
DBT
CORP
IE
N
2
2025-07-08
Fixed
0.02950000
N
N
N
N
N
N
BATH and BODY WORKS INC
GR3KVMWVCR54YWQNXU90
BATH and BODY WORKS INC 6.625% 10/01/2030 144A
501797AW4
330000.00000000
PA
USD
346500.00000000
0.021929256743
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
955000.00000000
PA
USD
975293.75000000
0.061724291613
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 DAC 5.125% 07/15/2029 144A
50201DAD5
1370000.00000000
PA
USD
1307932.15000000
0.082776276826
Long
DBT
CORP
IE
N
2
2029-07-15
Fixed
0.05125000
N
N
N
N
N
N
ALLEGHENY TECHNOLOGIES INC
ZW1LRE7C3H17O2ZN9B45
ALLEGHENY TECHNOLOGIES INC 4.875% 10/01/2029
01741RAL6
280000.00000000
PA
USD
265353.20000000
0.016793646321
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.04875000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 4.6%/VAR PERP
48128BAG6
1225000.00000000
PA
USD
1180593.75000000
0.074717297124
Long
EP
CORP
US
N
2
N
N
N
TENCENT HLDGS LTD
254900N4SLUMW4XUYY11
TENCENT HLDGS LTD 3.975% 04/11/2029 144A
88032WAN6
180000.00000000
PA
USD
179415.00000000
0.011354798264
Long
DBT
CORP
KY
N
2
2029-04-11
Fixed
0.03975000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HOLDINGS INC
N/A
CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.5% 06/01/2029 144A
18453HAD8
570000.00000000
PA
USD
568777.35000000
0.035996723053
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
7200000.00000000
PA
USD
7103250.00000000
0.449549763241
Long
DBT
UST
US
N
2
2023-02-28
Fixed
0.00125000
N
N
N
N
N
N
LANXESS AG
529900PTLRE72EMYIJ77
LANXESS AG 1.75% 03/22/2028 REGS
N/A
700000.00000000
PA
764554.38000000
0.048387039807
Long
DBT
CORP
DE
N
2
2028-03-22
Fixed
0.01750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.125% 10/15/2023
91282CAP6
280000.00000000
PA
USD
271370.31000000
0.017174456567
Long
DBT
UST
US
N
2
2023-10-15
Fixed
0.00125000
N
N
N
N
N
N
PAKISTAN, ISLAMIC REP OF
529900LOP29R5WKHOD86
PAKISTAN GOVT 8.25% 04/15/24 144A
695847AK9
95000.00000000
PA
USD
82578.75000000
0.005226235527
Long
DBT
NUSS
PK
N
2
2024-04-15
Fixed
0.08250000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 6.5% 02/15/2048 144A
25714PDW5
65000.00000000
PA
USD
61863.75000000
0.003915226715
Long
DBT
NUSS
DO
N
2
2048-02-15
Fixed
0.06500000
N
N
N
N
N
N
ACPRODUCTS HOLDINGS INC
N/A
CABINETWORKS TERM B 1LN 05/17/2028
00488YAB2
1131450.00000000
PA
USD
1017671.39000000
0.064406283381
Long
LON
CORP
US
N
2
2028-05-17
Variable
0.04750000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NUSTAR LOGISTICS LP 6% 06/01/2026
67059TAF2
640000.00000000
PA
USD
647196.80000000
0.040959725225
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
0.06000000
N
N
N
N
N
N
TAYLOR MORRISON COMMUNITIES INC
549300O1Z08HI2MRK572
TAYLOR MORRISON COMMUNITIES INC 5.125% 08/01/2030 144A
87724RAJ1
635000.00000000
PA
USD
620712.50000000
0.039283589542
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 and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 4.125% 04/30/2028 144A
68622TAA9
1015000.00000000
PA
USD
966995.58000000
0.061199117874
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
FEDERAL HOME LN MTG MLT CTF GT SOFR30A+23 05/25/2028
3137H13L8
1310467.80000000
PA
USD
1310467.80000000
0.082936752785
Long
ABS-MBS
USGSE
US
N
2
2028-05-25
Variable
0.00279670
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA 8.5% 10/12/35 REGS
N/A
875000.00000000
PA
USD
1248406.25000000
0.079009007724
Long
DBT
NUSS
ID
N
2
2035-10-12
Fixed
0.08500000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
PROSUS NV 3.68% 01/21/2030 144A
74365PAA6
370000.00000000
PA
USD
326062.50000000
0.020635810323
Long
DBT
CORP
NL
N
2
2030-01-21
Fixed
0.03680000
N
N
N
N
N
N
DP WORLD PLC
549300M3U2DNF4QVSS04
DP WORLD PLC 5.625% 09/25/2048 144A
23330JAB7
155000.00000000
PA
USD
168175.00000000
0.010643442288
Long
DBT
CORP
AE
N
2
2048-09-25
Fixed
0.05625000
N
N
N
N
N
N
UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC
N/A
UNITI GRP/UNITI HLD/CSL 6% 01/15/2030 144A
91327AAB8
695000.00000000
PA
USD
625500.00000000
0.039586580355
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.06000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.25% 04/30/2024
9128286R6
9144000.00000000
PA
USD
9119711.25000000
0.577167357655
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
305000.00000000
PA
USD
303221.85000000
0.019190273589
Long
LON
CORP
US
N
2
2025-08-22
Variable
0.09256000
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
435000.00000000
PA
USD
437934.08000000
0.027715927495
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.04875000
N
N
N
N
N
N
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
FX Forward: EUR/USD settle 2022-05-18
N/A
1.00000000
NC
N/A
4569.96000000
0.000289223163
N/A
DFE
CORP
GB
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
1273983.80000000
USD
1154000.00000000
EUR
2022-05-18
4569.96000000
N
N
N
GEMS MENASA KY LTD/GEMS
N/A
GEMS MENASA KY LTD/GEMS 7.125% 07/31/2026 144A
36166LAA5
1130000.00000000
PA
USD
1129505.63000000
0.071484037383
Long
DBT
CORP
AE
N
2
2026-07-31
Fixed
0.07125000
N
N
N
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: USD/EUR settle 2022-05-18
N/A
1.00000000
NC
N/A
4189.44000000
0.000265140852
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
352000.00000000
EUR
394181.57000000
USD
2022-05-18
4189.44000000
N
N
N
EQUATE PETROCHEMICAL BV
635400Y3Z5R4NJSMQ630
EQUATE PETROCHEMICAL BV 2.625% 04/28/2028 144A
29441WAD7
275000.00000000
PA
USD
254031.25000000
0.016077103902
Long
DBT
CORP
NL
N
2
2028-04-28
Fixed
0.02625000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA GOVT 6.75% 01/15/44 144A
455780BR6
330000.00000000
PA
USD
437286.30000000
0.027674930860
Long
DBT
NUSS
ID
N
2
2044-01-15
Fixed
0.06750000
N
N
N
N
N
N
MOROCCO KINGDOM OF
529900F3MBW9XY5K1X07
MOROCCO KINGDOM OF 4% 12/15/2050 144A
617726AM6
200000.00000000
PA
USD
159750.00000000
0.010110241745
Long
DBT
NUSS
MA
N
2
2050-12-15
Fixed
0.04000000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
MILEAGE PLUS HLDINGS LLC 6.5% 06/20/2027 144A
599191AA1
2045000.00000000
PA
USD
2131912.50000000
0.134924261377
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
0.06500000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD 5.375% 07/15/2027 144A
780153BK7
415000.00000000
PA
USD
398723.70000000
0.025234384955
Long
DBT
CORP
LR
N
2
2027-07-15
Fixed
0.05375000
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
1835000.00000000
PA
USD
1938218.75000000
0.122665791035
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
40826.00000000
NS
USD
960227.52000000
0.060770781582
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
525000.00000000
PA
USD
473796.75000000
0.029985600504
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
635000.00000000
PA
USD
638968.75000000
0.040438989234
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
490000.00000000
PA
USD
0.05000000
0.000000003164
Long
DBT
CORP
US
N
3
2049-12-31
Fixed
0.11250000
Y
Y
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
UKRAINE CABINET OF MINISTERS 7.75% 09/01/2023 144A
903724AQ5
1345000.00000000
PA
USD
672500.00000000
0.042561111572
Long
DBT
NUSS
UA
N
2
2023-09-01
Fixed
0.07750000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC 5.375% 02/01/2028 144A
126307AS6
1190000.00000000
PA
USD
1154966.40000000
0.073095396004
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
5989.00000000
NS
USD
42701.57000000
0.002702492617
Long
EC
CORP
US
N
1
N
N
N
BOOZ ALLEN AND HAMILTON INC
549300D7XCH2480XU542
BOOZ ALLEN AND HAMILTON INC 4% 07/01/2029 144A
09951LAB9
280000.00000000
PA
USD
273403.20000000
0.017303113902
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
0.04000000
N
N
N
N
N
N
AT HOME GROUP INC
549300LGPR0P05O30I24
AT HOME GROUP INC 7.125% 07/15/2029 144A
04650YAB6
425000.00000000
PA
USD
367625.00000000
0.023266213594
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
245000.00000000
PA
USD
245000.01000000
0.015505535704
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
0.05000000
N
N
N
N
N
N
ALTICE FING SA
549300DIYGW8HVDF7Q17
ALTICE FING SA 5% 01/15/2028 144A
02154CAF0
2250000.00000000
PA
USD
2016787.50000000
0.127638242091
Long
DBT
CORP
LU
N
2
2028-01-15
Fixed
0.05000000
N
N
N
N
N
N
CIA DE MINAS BUENAVENTURA SAA
529900WQB1ZU9KB6EL71
CIA DE MINAS BUENAVENTURA SAA 5.5% 07/23/2026 144A
204448AA2
245000.00000000
PA
USD
241524.06000000
0.015285550134
Long
DBT
CORP
PE
N
2
2026-07-23
Fixed
0.05500000
N
N
N
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
285000.00000000
PA
USD
232996.05000000
0.014745830304
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
590000.00000000
PA
USD
562346.70000000
0.035589740730
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
395000.00000000
PA
USD
389963.75000000
0.024679986131
Long
DBT
CORP
GB
N
2
2026-06-15
Fixed
0.05750000
N
N
N
N
N
N
VOLKSWAGEN INTL FINANCE NV
5299004PWNHKYTR23649
VOLKSWAGEN INTL FINANCE NV 4.375%/VAR PERP REGS
N/A
1400000.00000000
PA
1542331.98000000
0.097610949417
Long
DBT
CORP
NL
N
2
2199-12-31
Variable
0.04375000
N
N
N
N
N
N
CIVITAS RESOURCES INC
IIVIHPH28S64K95M2381
CIVITAS RESOURCES INC
17888H103
3070.00000000
NS
USD
183309.70000000
0.011601285641
Long
EC
CORP
US
N
1
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC 3.125% 09/01/2026 144A
82967NBL1
425000.00000000
PA
USD
401826.03000000
0.025430724900
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
0.03125000
N
N
N
N
N
N
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
FX Forward: USD/EUR settle 2022-05-18
N/A
1.00000000
NC
N/A
-8026.94000000
-0.00050800816
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
614000.00000000
EUR
672243.43000000
USD
2022-05-18
-8026.94000000
N
N
N
EL SALVADOR REPUBLIC OF
529900AKDMUSFSDOM949
EL SALVADOR 7.625% 2/41 144A
283875AQ5
90000.00000000
PA
USD
40950.00000000
0.002591639433
Long
DBT
NUSS
SV
N
2
2041-02-01
Fixed
0.07625000
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
965000.00000000
PA
USD
953362.10000000
0.060336283579
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.06750000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 3.85% 10/15/2030
455780CS3
330000.00000000
PA
USD
347283.75000000
0.021978858633
Long
DBT
NUSS
ID
N
2
2030-10-15
Fixed
0.03850000
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
595000.00000000
PA
USD
611737.34000000
0.038715570529
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
734000.00000000
PA
USD
803730.00000000
0.050866382460
Long
DBT
CORP
LR
N
2
2025-06-01
Fixed
0.11500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 04/01/2052 #TBA
21H032647
5650000.00000000
PA
USD
5683227.09000000
0.359679497801
Long
ABS-MBS
USGA
US
N
2
2052-04-01
Fixed
0.03500000
N
N
N
N
N
N
IAA INC
549300PZCOPC5178W747
IAA INC 5.5% 06/15/2027 144A
449253AB9
250000.00000000
PA
USD
250625.00000000
0.015861529498
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
0.05500000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 4% 04/01/2052 #TBA
01F040644
-4200000.00000000
PA
USD
-4286299.08000000
-0.27127086004
Short
ABS-MBS
USGA
US
N
2
2052-04-01
Fixed
0.04000000
N
N
N
N
N
N
MISC CAPITAL TWO LABUAN LIMITED
9845000ED8376T875113
MISC CAPITAL TWO LABUAN LIMITED 3.75% 04/06/2027 144A
60475DAB7
570000.00000000
PA
USD
567150.00000000
0.035893731492
Long
DBT
CORP
MY
N
2
2027-04-06
Fixed
0.03750000
N
N
N
N
N
N
DELTA AIRLINES INC
Q2CCMS6R0AS67HJMBN42
DELTA AIRLINES INC 7% 05/01/2025 144A
247361ZX9
164000.00000000
PA
USD
175662.87000000
0.011117333842
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.07000000
N
N
N
N
N
N
GEO GROUP INC/THE
5493003VOR6NTY465495
GEO GROUP INC/THE 5.125% 04/01/2023
36159RAG8
695000.00000000
PA
USD
663725.00000000
0.042005760265
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
0.05125000
N
N
N
N
N
N
PECF USS INTERMEDIATE HOLDING III CORP
N/A
PECF USS INTERMEDIATE HOLDING III CORP 8% 11/15/2029 144A
69291HAA3
250000.00000000
PA
USD
241250.00000000
0.015268205452
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.08000000
N
N
N
N
N
N
MESQUITE ENERGY INC
549300SB0HTIM17TVR61
MESQUITE ENERGY INC
N/A
15321.56130000
NS
USD
852032.02000000
0.053923315787
Long
EC
CORP
US
N
3
N
N
N
NABORS INDUSTRIES LTD
N/A
NABORS INDUSTRIES LTD 7.25% 01/15/2026 144A
629571AA8
595000.00000000
PA
USD
595000.00000000
0.037656299458
Long
DBT
CORP
BM
N
2
2026-01-15
Fixed
0.07250000
N
N
N
N
N
N
LINDE PLC
8945002PAZHZLBGKGF02
LINDE PLC 1.625% 03/31/2035 REGS
N/A
1100000.00000000
PA
1225699.78000000
0.077571962961
Long
DBT
CORP
IE
N
2
2035-03-31
Fixed
0.01625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.375% 12/31/2025
91282CBC4
8019000.00000000
PA
USD
7404732.09000000
0.468629931077
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
2880000.00000000
PA
USD
2382919.98000000
0.150809997231
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
0.03950000
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
1295000.00000000
PA
USD
1316853.13000000
0.083340866901
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 CMNTYS INC / TAYLOR MORRISON HLDGS II INC 5.625% 03/01/2024 144A
877249AD4
65000.00000000
PA
USD
66885.00000000
0.004233011074
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.05625000
N
N
N
N
N
N
IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES INC
N/A
IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES INC 5% 07/15/2032 144A
46285MAA8
415000.00000000
PA
USD
389062.50000000
0.024622947912
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
0.05000000
N
N
N
N
N
N
ESKOM HLDGS LTD
3789001900ED06F65111
ESKOM HLDGS LTD 6.75% 08/06/2023 144A
29646AAA4
1840000.00000000
PA
USD
1809295.00000000
0.114506477863
Long
DBT
CORP
ZA
N
2
2023-08-06
Fixed
0.06750000
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
850000.00000000
PA
USD
801125.00000000
0.050701517485
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.05750000
N
N
N
N
N
N
INDONESIA ASAHAN ALUMINIUM TBK PT
2549008P48EB9SN2OI80
INDONESIA ASAHAN ALUMINIUM TBK PT 4.75% 05/15/2025 144A
74445PAE2
125000.00000000
PA
USD
127670.00000000
0.008079965969
Long
DBT
CORP
ID
N
2
2025-05-15
Fixed
0.04750000
N
N
N
N
N
N
TENCENT HLDGS LTD
254900N4SLUMW4XUYY11
TENCENT HLDGS LTD 1.81% 01/26/2026 144A
88032WAT3
240000.00000000
PA
USD
222270.00000000
0.014067001143
Long
DBT
CORP
KY
N
2
2026-01-26
Fixed
0.01810000
N
N
N
N
N
N
BERMUDA GOVERNMENT OF
549300FP5PUZXX9FVJ40
BERMUDA GOVERNMENT OF 3.717% 01/25/2027 144A
085209AD6
645000.00000000
PA
USD
652780.31000000
0.041313093838
Long
DBT
NUSS
BM
N
2
2027-01-25
Fixed
0.03717000
N
N
N
N
N
N
BROADSTREET PARTNERS INC
549300BS9N54G8DD0R75
BROADSTREET PARTNERS INC 5.875% 04/15/2029 144A
11135RAA3
725000.00000000
PA
USD
676062.50000000
0.042786574710
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.05875000
N
N
N
N
N
N
GUATEMALA, REP OF
529900QKDFFU9UWW5315
GUATEMALA REP OF 5.375% 04/24/2032 144A
401494AS8
380000.00000000
PA
USD
397408.75000000
0.025151164533
Long
DBT
NUSS
GT
N
2
2032-04-24
Fixed
0.05375000
N
N
N
N
N
N
TRICER HOLDCO S.C.A.
N/A
TRICER HOLDCO S.C.A CLASS A8 PP
N/A
16755.00000000
NS
USD
18.62000000
0.000001178420
Long
EC
CORP
LU
Y
3
N
N
N
PTT TREASURY CENTER CO LTD
254900FBQLIN5XACCX50
PTT TREASURY CENTER CO LTD 3.7% 07/16/2070 144A
74446T2C6
230000.00000000
PA
USD
188715.00000000
0.011943375718
Long
DBT
CORP
TH
N
2
2070-07-16
Fixed
0.03700000
N
N
N
N
N
N
MONGOLIA GOVERNMENT OF
N/A
MONGOLIA GOVERNMENT OF 5.125% 04/07/2026 144A
60937LAC9
480000.00000000
PA
USD
472852.80000000
0.029925859893
Long
DBT
NUSS
MN
N
2
2026-04-07
Fixed
0.05125000
N
N
N
N
N
N
VOC ESCROW LTD
N/A
VOC ESCROW LTD 5% 02/15/2028 144A
91832VAA2
545000.00000000
PA
USD
506847.28000000
0.032077299084
Long
DBT
CORP
BM
N
2
2028-02-15
Fixed
0.05000000
N
N
N
N
N
N
CNTL AMR BOTTLING CORP
N/A
CNTL AMR BOTTLING CORP 5.25% 04/27/2029 144A
15239XAA6
350000.00000000
PA
USD
348250.00000000
0.022040010565
Long
DBT
CORP
VG
N
2
2029-04-27
Fixed
0.05250000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 6.625% 09/01/2030
674599ED3
1340000.00000000
PA
USD
1537650.00000000
0.097314636743
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
0.06625000
N
N
N
N
N
N
LABL INC
5493004FUZN8R6Y3VB98
LABL INC 5.875% 11/01/2028 144A
50168QAC9
665000.00000000
PA
USD
623437.50000000
0.039456049064
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.05875000
N
N
N
N
N
N
OLYMPUS WATER US HOLDING CORPORATION
549300YU2GGVCBN3MY89
SOLENIS TERM B 1LN 11/09/2028
68163YAB1
169575.00000000
PA
USD
164779.42000000
0.010428543166
Long
LON
CORP
US
N
2
2028-11-09
Variable
0.04812500
N
N
N
N
N
N
CLARIVATE SCIENCE HLDGS CORP
N/A
CLARIVATE SCIENCE HLDGS CORP 3.875% 07/01/2028 144A
18064PAC3
500000.00000000
PA
USD
476885.00000000
0.030181049356
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.03875000
N
N
N
N
N
N
BANQUE CENTRALE DE TUNISIE
254900B5LFB16S9T2T11
TUNISIA REPUBLIC OF 5.75% 01/30/2025 144A
066716AH4
45000.00000000
PA
USD
30150.00000000
0.001908130132
Long
DBT
CORP
TN
N
2
2025-01-30
Fixed
0.05750000
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
570000.00000000
PA
USD
534375.00000000
0.033819470627
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
0.05000000
N
N
N
N
N
N
MINERVA MERGER SUB INC
N/A
MINERVA MERGER SUB INC 6.5% 02/15/2030 144A
60337JAA4
555000.00000000
PA
USD
538419.38000000
0.034075430937
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.06500000
N
N
N
N
N
N
TENGIZCHEVROIL FINANCE CO INTERNATIONAL LTD
5493001VEV2XTJIBZH31
TENGIZCHEVROIL FIN CO IN 3.25% 08/15/2030 144A
88034QAC1
650000.00000000
PA
USD
524550.00000000
0.033197667026
Long
DBT
CORP
BM
N
2
2030-08-15
Fixed
0.03250000
N
N
N
N
N
N
OEC FIN LTD
N/A
OEC FIN LTD PIK 5.25% 12/27/2033 144A
67614CAE0
323918.00000000
PA
USD
11337.13000000
0.000717503129
Long
DBT
CORP
KY
N
2
2033-12-27
Fixed
0.05250000
N
N
Y
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
COLOMBIA REPUBLIC OF 3% 01/30/2030
195325DR3
490000.00000000
PA
USD
420726.25000000
0.026626880100
Long
DBT
NUSS
CO
N
2
2030-01-30
Fixed
0.03000000
N
N
N
N
N
N
PANAMA REPUBLIC OF
549300SHS4T08CL0LP14
PANAMA REPUBLIC OF 3.875% 03/17/2028
698299BF0
555000.00000000
PA
USD
567591.56000000
0.035921676896
Long
DBT
NUSS
PA
N
2
2028-03-17
Fixed
0.03875000
N
N
N
N
N
N
BENGAL DEBT MERGER SUB LLC
549300Y5TU1XQ1KVLJ64
TROPICANA TERM DD 1LN 01/20/2029
62984CAE3
5727.27000000
PA
USD
5624.98000000
0.000355993161
Long
LON
CORP
US
N
2
2029-01-20
Variable
0.03750000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP INC
549300JH4DTA7U42GL91
ASBURY AUTOMOTIVE GROUP INC 5% 02/15/2032 144A
043436AX2
485000.00000000
PA
USD
450826.90000000
0.028531886975
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
0.05000000
N
N
N
N
N
N
ZAMBIA REPUBLIC
213800DMLAZ6LGMMD849
ZAMBIA REP 8.97% 07/30/2027 144A
988895AF5
335000.00000000
PA
USD
236028.44000000
0.014937743894
Long
DBT
NUSS
ZM
N
2
2027-07-30
Fixed
0.08970000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 04/01/2052 #TBA
21H030641
1900000.00000000
PA
USD
1878037.52000000
0.118857047474
Long
ABS-MBS
USGA
US
N
2
2052-04-01
Fixed
0.03000000
N
N
N
N
N
N
CHILE REPUBLIC OF
549300FLZTJM5YJF8D34
CHILE REPUBLIC OF 2.75% 01/31/2027
168863DX3
310000.00000000
PA
USD
303180.00000000
0.019187624991
Long
DBT
NUSS
CL
N
2
2027-01-31
Fixed
0.02750000
N
N
N
N
N
N
PARAGUAY REPUBLIC OF
529900UXKJTJPCU0HK83
PARAGUAY REP 4.95% 04/28/2031 144A
699149AJ9
480000.00000000
PA
USD
502590.00000000
0.031807864781
Long
DBT
NUSS
PY
N
2
2031-04-28
Fixed
0.04950000
N
N
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
019579AA9
1032000.00000000
PA
USD
975136.80000000
0.061714358577
Long
DBT
CORP
LU
N
2
2028-06-01
Fixed
0.04625000
N
N
N
N
N
N
CHS/CMNTY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/CMNTY HEALTH SYSTEMS INC 4.75% 02/15/2031 144A
12543DBK5
880000.00000000
PA
USD
831600.00000000
0.052630216184
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
225000.00000000
PA
USD
218812.50000000
0.013848183235
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
0.04625000
N
N
N
N
N
N
TURKEY REPUBLIC OF
5493000PCHOG3B6S3Q85
TURKEY REPUBLIC OF 4.25% 04/14/2026
900123CJ7
215000.00000000
PA
USD
192801.25000000
0.012201985892
Long
DBT
NUSS
TR
N
2
2026-04-14
Fixed
0.04250000
N
N
N
N
N
N
GAZPROM PJSC VIA GAZ FINANCE PLC
213800UNP9N6BPNYMQ45
GAZPROM PJSC VIA GAZ FINANCE PLC 4.5985%/VAR PERP 144A
N/A
550000.00000000
PA
USD
137500.00000000
0.008702086009
Long
EP
CORP
GB
N
2
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
GARTNER INC 3.625% 06/15/2029 144A
366651AG2
405000.00000000
PA
USD
379687.50000000
0.024029623866
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.03625000
N
N
N
N
N
N
CHENIERE ENERGY INC
MIHC87W9WTYSYZWV1J40
CHENIERE ENERGY INC 4.625% 10/15/2028
16411RAK5
1325000.00000000
PA
USD
1329438.75000000
0.084137384339
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.04625000
N
N
N
N
N
N
EXIDE TECHNOLOGIES
549300KITCGPNNNXQP63
EXIDE TECHNOLOGIES
302051305
2115.00000000
NS
USD
2115.00000000
0.000133853904
Long
EC
CORP
US
N
3
N
N
N
PAKISTAN, ISLAMIC REP OF
529900LOP29R5WKHOD86
PAKISTAN ISLAMIC REP OF 6.875% 12/05/2027 144A
740840AC7
130000.00000000
PA
USD
101627.50000000
0.006431790879
Long
DBT
NUSS
PK
N
2
2027-12-05
Fixed
0.06875000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
ALTICE FRANCE SA 5.5% 10/15/2029 144A
02156LAH4
2810000.00000000
PA
USD
2521356.80000000
0.159571372609
Long
DBT
CORP
FR
N
2
2029-10-15
Fixed
0.05500000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB INTERNATIONAL LTD 5.625% 12/01/2029 144A
44332PAG6
595000.00000000
PA
USD
568225.00000000
0.035961765982
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
0.05625000
N
N
N
N
N
N
CENTENE CORP DEL
549300Z7JJ4TQSQGT333
CENTENE CORP 4.25% 12/15/2027
15135BAR2
615000.00000000
PA
USD
617306.25000000
0.039068015138
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
15008.00000000
NS
USD
1125900.16000000
0.071255854765
Long
EC
CORP
US
N
1
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.125% 11/15/2028
9128285M8
1580000.00000000
PA
USD
1645113.29000000
0.104115762506
Long
DBT
UST
US
N
2
2028-11-15
Fixed
0.03125000
N
N
N
N
N
N
BRAZIL, FEDERATIVE REPUBLIC OF
254900ZFY40OYEADAP90
BRAZIL FEDERATIVE REPUBLIC OF 3.875% 06/12/2030
105756CC2
830000.00000000
PA
USD
765052.50000000
0.048418564775
Long
DBT
NUSS
BR
N
2
2030-06-12
Fixed
0.03875000
N
N
N
N
N
N
PHOENIX NEWCO INC
254900PHGVI5379Z9791
PAREXEL TERM B 1LN 11/15/2028
71911KAC8
330000.00000000
PA
USD
327290.70000000
0.020713540519
Long
LON
CORP
US
N
2
2028-11-15
Variable
0.04000000
N
N
N
N
N
N
FMG RESOURCES AUG'06 PTY LTD
549300EFD6S2NFE9D745
FMG RES AUGUST 2006 PTY LTD 4.375% 04/01/2031 144A
30251GBC0
445000.00000000
PA
USD
420925.50000000
0.026639490214
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
5395000.00000000
PA
USD
5643359.47000000
0.357156359923
Long
DBT
NUSS
IL
N
2
2023-09-18
Fixed
0.05500000
N
N
N
N
N
N
ROMANIA, REPUBLIC OF
315700IASY927EDWBK92
ROMANIA 3.375% 01/28/2050 REGS
N/A
170000.00000000
PA
150450.00000000
0.009521664291
Long
DBT
NUSS
RO
N
2
2050-01-28
Fixed
0.03375000
N
N
N
N
N
N
EXIDE TECHNOLOGIES
549300KITCGPNNNXQP63
EXIDE TECHNOLOGIES PIK VAR 10/31/2024 144A
302051BA4
384000.00000000
PA
USD
0.04000000
0.000000002531
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
2160000.00000000
PA
USD
2197800.00000000
0.139094142772
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
285000.00000000
PA
USD
284287.50000000
0.017991958373
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
330000.00000000
PA
USD
336083.55000000
0.021270021515
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
240000.00000000
PA
USD
266400.00000000
0.016859896093
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.07200000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 15YR 2% 04/01/2037 #TBA
01F020448
-100000.00000000
PA
USD
-97098.48000000
-0.00614515872
Short
ABS-MBS
USGA
US
N
2
2037-04-01
Fixed
0.02000000
N
N
N
N
N
N
GOLD FIELDS OROGEN HLDG BVI LTD
213800CLGJ2E9KGU2F20
GOLD FIELDS OROGEN HLDG BVI LTD 5.125% 05/15/2024 144A
38060AAB0
160000.00000000
PA
USD
162880.00000000
0.010308332866
Long
DBT
CORP
VG
N
2
2024-05-15
Fixed
0.05125000
N
N
N
N
N
N
CLYDESDALE ACQUISITION HOLDINGS INC
N/A
NOVOLEX TERM 1LN 03/30/2029
N/A
420000.00000000
PA
USD
412998.60000000
0.026137813374
Long
LON
CORP
US
N
2
2029-03-30
Variable
0.00000000
N
N
N
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 3.25% 04/16/2030
91087BAH3
620000.00000000
PA
USD
597680.00000000
0.037825911025
Long
DBT
NUSS
MX
N
2
2030-04-16
Fixed
0.03250000
N
N
N
N
N
N
SRS DISTRIBUTION INC
549300ZQ3XP75BCYM468
SRS DISTRIBUTION INC 4.625% 07/01/2028 144A
78471RAB2
550000.00000000
PA
USD
525365.50000000
0.033249278307
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.04625000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
ALPHABET INC CL A
02079K305
500.00000000
NS
USD
1390675.00000000
0.088012897898
Long
EC
CORP
US
N
1
N
N
N
PRIVATE EXPORT FUNDING CORP
CYQE6SAYPFKNQJ6FMH60
PRIVATE EXPORT FUNDING CORP 1.75% 11/15/2024
742651DX7
1030000.00000000
PA
USD
1004241.77000000
0.063556350957
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
405000.00000000
PA
USD
417534.75000000
0.026424896773
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
0.05875000
N
N
N
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
SQUARE INC 3.5% 06/01/2031 144A
852234AM5
570000.00000000
PA
USD
521550.00000000
0.033007803332
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
0.03500000
N
N
N
N
N
N
STUDIO CITY FIN LTD
254900D6R731QAUIG324
STUDIO CITY FIN LTD 5% 01/15/2029 144A
86389QAG7
320000.00000000
PA
USD
245460.00000000
0.015534647504
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
8900.00000000
NS
USD
1233985.00000000
0.078096317121
Long
EC
CORP
US
N
1
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP 4.625% 07/15/2024
88033GCS7
126000.00000000
PA
USD
126541.80000000
0.008008564562
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 04/22/2028
75605VAD4
308450.00000000
PA
USD
304563.53000000
0.019275185697
Long
LON
CORP
US
N
2
2028-04-22
Variable
0.03750000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 09/01/2034#SB0072
3132CWCH5
444952.46500000
PA
USD
450116.63000000
0.028486935479
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
0.03000000
N
N
N
N
N
N
EGYPT, (ARAB) REPUBLIC OF
529900GFIVH4086NMH82
EGYPT (ARAB) REP OF 7.0529% 01/15/2032 144A
03846JX21
280000.00000000
PA
USD
245700.00000000
0.015549836599
Long
DBT
NUSS
EG
N
2
2032-01-15
Fixed
0.07052900
N
N
N
N
N
N
DEL MONTE FOODS INC
549300U9K7TD84Q24R17
DEL MONTE FOODS INC 11.875% 05/15/2025 144A
245223AC6
380000.00000000
PA
USD
416575.00000000
0.026364156213
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.11875000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK LTD
F8SB4JFBSYQFRQEH3Z21
FX Forward: EUR/USD settle 2022-05-18
N/A
1.00000000
NC
N/A
-3368.90000000
-0.00021321060
N/A
DFE
CORP
AU
N
2
NATIONAL AUSTRALIA BANK LTD
F8SB4JFBSYQFRQEH3Z21
665912.35000000
USD
598000.00000000
EUR
2022-05-18
-3368.90000000
N
N
N
MINERAL RESOURCES LTD
5299007V1ACKFFX2P066
MINERAL RES LTD 8.125% 05/01/2027 144A
603051AA1
960000.00000000
PA
USD
992400.00000000
0.062806910222
Long
DBT
CORP
AU
N
2
2027-05-01
Fixed
0.08125000
N
N
N
N
N
N
ALLEGHENY TECHNOLOGIES INC
ZW1LRE7C3H17O2ZN9B45
ALLEGHENY TECHNOLOGIES INC 5.125% 10/01/2031
01741RAM4
245000.00000000
PA
USD
229743.85000000
0.014540005402
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
0.05125000
N
N
N
N
N
N
NCR CORPORATION NEW
549300YKTY8JX1DV2R67
NCR CORPORATION NEW 5.25% 10/01/2030 144A
62886EAZ1
335000.00000000
PA
USD
317566.60000000
0.020098122668
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
0.05250000
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 5.25% 12/01/2027 144A
38016LAA3
500000.00000000
PA
USD
502277.50000000
0.031788087313
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
1315000.00000000
PA
USD
1093886.30000000
0.069229764851
Long
DBT
CORP
US
N
2
2046-12-01
Fixed
0.04000000
N
N
N
N
N
N
GTT COMMUNICATIONS INC
549300ETSL7K1ZX05H30
GTT COMMUNICATIONS RT
N/A
27222.00000000
NS
USD
27222.00000000
0.001722823166
Long
EC
CORP
US
N
3
N
N
N
COMSTOCK RESOURCES INC
I03QQGEA4SS774AURI46
COMSTOCK RESOURCES INC 6.75% 03/01/2029 144A
205768AS3
1030000.00000000
PA
USD
1062527.40000000
0.067245125978
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
575000.00000000
PA
USD
546968.75000000
0.034616502595
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
0.04750000
N
N
N
N
N
N
CANADA, GOVERNMENT OF
4BFD7AQU0A75QLAHK410
CANADA, GOVERNMENT OF 1.5% 06/01/2031
135087M27
1925000.00000000
PA
1427408.71000000
0.090337697199
Long
DBT
NUSS
CA
N
2
2031-06-01
Fixed
0.01500000
N
N
N
N
N
N
NAVIOS SOUTH AMERICAN LOGISTIC S INC/ NAVIOS LOGISTICS FIN US INC
N/A
NAVIOS SOUTH AMERN LOG/FIN US 10.75% 07/01/2025 144A
63938NAF1
215000.00000000
PA
USD
223734.38000000
0.014159678676
Long
DBT
CORP
UY
N
2
2025-07-01
Fixed
0.10750000
N
N
N
N
N
N
PARKLAND CORP
549300XHQS1JYWBNK868
PARKLAND CORP 4.625% 05/01/2030 144A
70137WAL2
550000.00000000
PA
USD
511500.00000000
0.032371759954
Long
DBT
CORP
CA
N
2
2030-05-01
Fixed
0.04625000
N
N
N
N
N
N
RWANDA REPUBLIC OF
213800AKFASSQE52AZ88
RWANDA REPUBLIC OF 5.5% 08/09/2031 144A
78347YAL7
595000.00000000
PA
USD
542305.31000000
0.034321363279
Long
DBT
NUSS
RW
N
2
2031-08-09
Fixed
0.05500000
N
N
N
N
N
N
2022-04-30
Laura M. Del Prato
Laura M. Del Prato
Laura M. Del Prato
President and Treasurer
XXXX