0001145549-20-053243.txt : 20200828 0001145549-20-053243.hdr.sgml : 20200828 20200828111544 ACCESSION NUMBER: 0001145549-20-053243 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20200630 FILED AS OF DATE: 20200828 PERIOD START: 20201231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PPM Funds CENTRAL INDEX KEY: 0001722478 IRS NUMBER: 363714794 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-23308 FILM NUMBER: 201146080 BUSINESS ADDRESS: STREET 1: 225 WEST WACKER DRIVE STREET 2: SUITE 1200 CITY: CHICAGO STATE: IL ZIP: 60606 BUSINESS PHONE: 3126342500 MAIL ADDRESS: STREET 1: 225 WEST WACKER DRIVE STREET 2: SUITE 1200 CITY: CHICAGO STATE: IL ZIP: 60606 0001722478 S000061239 PPM Long Short Credit Fund C000198337 PPM Long Short Credit Fund (Inst) NPORT-P 1 primary_doc.xml NPORT-P false 0001722478 XXXXXXXX S000061239 C000198337 PPM Funds 811-23308 0001722478 549300UPJLTA0X102E93 225 W. Wacker Drive Suite 1200 Chicago 60606 312-634-2500 PPM Long Short Credit Fund S000061239 5493007G8EDYG45P8337 2020-12-31 2020-06-30 N 46878275.340000000000 6095736.850000000000 40782538.490000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 62000.000000000000 0.000000000000 0.000000000000 265273.900000000000 USD N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 FUTURE - PHYSICALLY DELIVERED N/A -38 NC USD -10585.39 -0.0259556918 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short United States 5 Year Note United States 5 Year Note 2020-10-05 -4767617.75 USD -10585.39 N N N INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 EXCHANGE CLEARED CDS - INDEX N/A 3380000 PA USD -107148.34 -0.2627309235 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 CDX.NA.IG.34 2I65BYDW2 Y Purchased Protection 2025-06-20 0.000000000000 USD 67244.380000000000 USD 3380000 USD -107148.34 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 FUTURE - PHYSICALLY DELIVERED N/A -5 NC USD -457.43 -0.0011216320 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short United States 2 Year Note United States 2 Year Note 2020-10-05 -1103683.2 USD -457.43 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 FUTURE - PHYSICALLY DELIVERED N/A -16 NC USD -7896.43 -0.0193622817 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short United States 10 Year Note United States 10 Year Note 2020-09-30 -2218853.57 USD -7896.43 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 FUTURE - PHYSICALLY DELIVERED N/A -9 NC USD -10628.72 -0.0260619383 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short United States Long Bond United States Long Bond 2020-09-30 -1596433.78 USD -10628.72 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 FUTURE - PHYSICALLY DELIVERED N/A -32 NC USD -19441.99 -0.0476723390 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short United States 10 Year Ultra Bond United States 10 Year Ultra Bond 2020-09-30 -5020058.01 USD -19441.99 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 FUTURE - PHYSICALLY DELIVERED N/A -4 NC USD -7199.81 -0.0176541487 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short United States Ultra Bond United States Ultra Bond 2020-09-30 -865425.19 USD -7199.81 N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 AbbVie Inc. 00287YCG2 233000 PA USD 243969.32 0.5982200447 Long DBT CORP US N 2 2022-10-01 Fixed 3.25 N N N N N N Anglo American Capital PLC TINT358G1SSHR3L3PW36 Anglo American Capital PLC 034863AP5 121000 PA USD 134608.77 0.3300647164 Long DBT CORP US N 2 2025-05-14 Fixed 4.875 N N N N N N Anglo American Capital PLC TINT358G1SSHR3L3PW36 Anglo American Capital PLC 034863AR1 135000 PA USD 150224.61 0.3683552215 Long DBT CORP US N 2 2027-04-10 Fixed 4.75 N N N N N N Anheuser-Busch Companies, LLC N/A Anheuser-Busch Companies, LLC 03522AAG5 71000 PA USD 79628.37 0.1952511368 Long DBT CORP US N 2 2026-02-01 Fixed 3.65 N N N N N N Anheuser-Busch Companies, LLC N/A Anheuser-Busch Companies, LLC 03522AAJ9 102000 PA USD 123721.55 0.3033689284 Long DBT CORP US N 2 2046-02-01 Fixed 4.9 N N N N N N Community Health Systems, Inc. 549300BQWM4WENQ3YW73 Community Health Systems, Inc. 12543DBB5 50000 PA USD 48925.39 0.1199665146 Long DBT CORP US N 2 2024-01-15 Fixed 8.625 N N N N N N Cedar Fair, L.P. 549300TUVLNQQ6BVKH61 Cedar Fair, L.P. 150190AF3 60000 PA USD 60259.65 0.1477584580 Long DBT CORP US N 2 2025-05-01 Fixed 5.5 N N N N N N Charter Communications Operating, LLC 549300TPZNMN50BJ3745 Charter Communications Operating, LLC 161175BC7 40000 PA USD 53692.23 0.1316549484 Long DBT CORP US N 2 2055-10-23 Fixed 6.834 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 Comcast Corporation 20030NCM1 55000 PA USD 73328.74 0.1798042562 Long DBT CORP US N 2 2048-10-15 Fixed 4.7 N N N N N N Ameren Illinois Company RC71E2BZ6UOMFPDJSE79 Ameren Illinois Company 02361DAT7 104000 PA USD 135953.5 0.3333620344 Long DBT CORP US N 2 2049-03-15 Fixed 4.5 N N N N N N Foxtrot Escrow Issuer LLC N/A Foxtrot Escrow Issuer LLC 35166FAA0 74000 PA USD 71811.91 0.1760849438 Long DBT CORP US N 2 2026-11-15 Fixed 12.25 N N N N N N Mars, Incorporated 54930073HKEO6GZBSS03 Mars, Incorporated 571676AF2 117000 PA USD 145917.8 0.3577947950 Long DBT CORP US N 2 2049-04-01 Fixed 3.95 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 Bank of America Corporation 060505EU4 40000 PA USD 44477.2 0.1090594202 Long DBT CORP US N 2 2500-12-31 Fixed 6.3 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 Bank of America Corporation 06051GFM6 209000 PA USD 230251.81 0.5645843013 Long DBT CORP US N 2 2025-01-22 Fixed 4 N N N N N N Microsoft Corporation INR2EJN1ERAN0W5ZP974 Microsoft Corporation 594918CD4 8000 PA USD 8345.18 0.0204626301 Long DBT CORP US N 2 2060-06-01 Fixed 2.675 N N N N N N NGPL PipeCo LLC 549300K3NT1HSQFEM073 NGPL PipeCo LLC 62912XAF1 23000 PA USD 25797.06 0.0632551601 Long DBT CORP US N 2 2027-08-15 Fixed 4.875 N N N N N N CB Escrow Corp. N/A CB Escrow Corp. 14987RAA6 95000 PA USD 98864.75 0.2424193139 Long DBT CORP US N 2 2025-10-15 Fixed 8 N N N N N N Eldorado Resorts, Inc. N/A Eldorado Resorts, Inc. 28470RAK8 61000 PA USD 59322.5 0.1454605383 Long DBT CORP US N 2 2027-07-01 Fixed 8.125 N N N N N N Broadcom Inc. 549300WV6GIDOZJTV909 Broadcom Inc. 11135FAE1 75000 PA USD 83496.08 0.2047348770 Long DBT CORP US N 2 2026-04-15 Fixed 4.25 N N N N N N Capital One Financial Corporation ZUE8T73ROZOF6FLBAR73 Capital One Financial Corporation 14040HBN4 40000 PA USD 44112.92 0.1081661947 Long DBT CORP US N 2 2027-03-09 Fixed 3.75 N N N N N N Freeport-McMoRan Inc. 549300IRDTHJQ1PVET45 Freeport-McMoRan Inc. 35671DCC7 47000 PA USD 47274.45 0.1159183605 Long DBT CORP US N 2 2027-09-01 Fixed 5 N N N N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 Post Holdings, Inc. 737446AN4 82000 PA USD 84675.16 0.2076260163 Long DBT CORP US N 2 2028-01-15 Fixed 5.625 N N N N N N National Oilwell Varco, Inc. 549300EHF3IW1AR6U008 National Oilwell Varco, Inc. 637071AM3 100000 PA USD 97384.22 0.2387890102 Long DBT CORP US N 2 2029-12-01 Fixed 3.6 N N N N N N NIKE, Inc. 787RXPR0UX0O0XUXPZ81 NIKE, Inc. 654106AL7 51000 PA USD 57084.85 0.1399737538 Long DBT CORP US N 2 2040-03-27 Fixed 3.25 N N N N N N Prestige Auto Receivables Trust 2019-1 N/A Prestige Auto Receivables Trust 2019-1 74113NAB4 359757.25 PA USD 360309.44 0.8834894868 Long ABS-CBDO CORP US N 2 2020-12-15 Fixed 2.44 N N N N N N Reynolds American Inc. 02S2RPPVO9RP4NEU2740 Reynolds American Inc. 761713BG0 119000 PA USD 133923.08 0.3283833841 Long DBT CORP US N 2 2025-06-12 Fixed 4.45 N N N N N N Hughes Satellite Systems Corporation N/A Hughes Satellite Systems Corporation 444454AD4 83000 PA USD 85838.6 0.2104788058 Long DBT CORP US N 2 2026-08-01 Fixed 5.25 N N N N N N Icahn Enterprises L.P. 549300T0G4GS0SINS786 Icahn Enterprises L.P. 451102BT3 52000 PA USD 51991.25 0.1274840947 Long DBT CORP US N 2 2026-05-15 Fixed 6.25 N N N N N N Icahn Enterprises L.P. 549300T0G4GS0SINS786 Icahn Enterprises L.P. 451102BW6 37000 PA USD 34977.3 0.0857653822 Long DBT CORP US N 2 2024-09-15 Fixed 4.75 N N N N N N IDEX Corporation 549300U5Y5EL6PHYLF13 IDEX Corporation 45167RAG9 49000 PA USD 50638.87 0.1241680187 Long DBT CORP US N 2 2030-05-01 Fixed 3 N N N N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 iHeartCommunications, Inc. 45174HBC0 14918 PA USD 14861.49 0.0364408165 Long DBT CORP US N 2 2026-05-01 Fixed 6.375 N N N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 iHeartCommunications, Inc. 45174HBD8 27038 PA USD 24803.19 0.0608181612 Long DBT CORP US N 2 2027-05-01 Fixed 8.375 N N N N N N Ross Stores, Inc. 549300ENZFLPGRDFZQ60 Ross Stores, Inc. 778296AB9 119000 PA USD 136728.51 0.3352623820 Long DBT CORP US N 2 2025-04-15 Fixed 4.6 N N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises Ltd. 780153AZ5 16000 PA USD 16680 0.0408998572 Long DBT CORP US N 2 2025-06-01 Fixed 11.5 N N N N N N Walmart Inc. Y87794H0US1R65VBXU25 Walmart Inc. 931142EL3 75000 PA USD 81266.35 0.1992675125 Long DBT CORP US N 2 2024-07-08 Fixed 2.85 N N N N N N Walmart Inc. Y87794H0US1R65VBXU25 Walmart Inc. 931142EP4 56000 PA USD 63198.08 0.1549635759 Long DBT CORP US N 2 2049-09-24 Fixed 2.95 N N N N N N Four Seasons Hotels Limited N/A Four Seasons Hotels Limited 35100DAR7 122461.92 PA USD 115726.51 0.2837648520 Long LON CORP CA N 2 2023-11-30 Floating 2.1736296 N N N N N N Flex Acquisition Company, Inc. N/A Flex Acquisition Company, Inc. 33936HAB8 69269.44 PA USD 66040.79 0.1619339856 Long LON CORP US N 2 2023-12-15 Floating 4.4333784 N N N N N N Frontier Communications Corp. N/A Frontier Communications Corp. 35906EAJ9 121760.22 PA USD 118346.06 0.2901880667 Long LON CORP US N 2 2024-05-31 Floating 5.3499996 N N N N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 iHeartCommunications, Inc. 45174HBE6 25000 PA USD 23946.41 0.0587173111 Long DBT CORP US N 2 2027-08-15 Fixed 5.25 N N N N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 iHeartCommunications, Inc. 45174HBG1 24000 PA USD 22176.57 0.0543776107 Long DBT CORP US N 2 2028-01-15 Fixed 4.75 N N N N N N Intel Corporation KNX4USFCNGPY45LOCE31 Intel Corporation 458140AY6 -275000 PA USD -350388.5 -0.8591630462 Short DBT CORP US N 2 2047-05-11 Fixed 4.1 N N N N N N Upjohn Inc. N/A Upjohn Inc. 91533BAC4 22000 PA USD 22709.55 0.0556844935 Long DBT CORP US N 2 2027-06-22 Fixed 2.3 N N N N N N Aramark Services, Inc. 42YMHYH0XMHJEXDUB065 Aramark Services, Inc. 038522AR9 35000 PA USD 36138.8 0.0886134148 Long DBT CORP US N 2 2025-05-01 Fixed 6.375 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup Inc. 172967LD1 67000 PA USD 75385.74 0.1848480815 Long DBT CORP US N 2 2028-01-10 Fixed 3.887 N N N N N N Edison International 549300I7ROF15MAEVP56 Edison International 281020AR8 15000 PA USD 16513.01 0.0404903927 Long DBT CORP US N 2 2025-04-15 Fixed 4.95 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 45866FAK0 92000 PA USD 93792.26 0.2299814172 Long DBT CORP US N 2 2030-06-15 Fixed 2.1 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 45866FAL8 72000 PA USD 74266.66 0.1821040640 Long DBT CORP US N 2 2050-06-15 Fixed 3 N N N N N N International Paper Company 824LMFJDH41EY779Q875 International Paper Company 460146CP6 -500000 PA USD -540313.45 -1.3248646848 Short DBT CORP US N 2 2027-02-15 Fixed 3 N N N N N N JBS USA Food Company 549300O7SUM086E3RD66 JBS USA Food Company 46590XAA4 74000 PA USD 78486.22 0.1924505509 Long DBT CORP US N 2 2029-04-15 Fixed 6.5 N N N N N N JBS USA Food Company 549300O7SUM086E3RD66 JBS USA Food Company 466112AP4 15000 PA USD 15201.96 0.0372756591 Long DBT CORP US N 2 2024-07-15 Fixed 5.875 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co. 46625HKK5 150000 PA USD 141052.5 0.3458649344 Long DBT CORP US N 2 2500-12-31 Fixed 4.48663 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co. 46647PAF3 9000 PA USD 10055.29 0.0246558708 Long DBT CORP US N 2 2028-05-01 Fixed 3.54 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co. 46647PAM8 66000 PA USD 74687.34 0.1831355839 Long DBT CORP US N 2 2029-01-23 Fixed 3.509 N N N N N N Jaguar Holding Company II N/A Jaguar Holding Company II 47010LAA0 12000 PA USD 12284.25 0.0301213472 Long DBT CORP US N 2 2028-06-15 Fixed 5 N N N N N N Jaguar Holding Company II N/A Jaguar Holding Company II 47010LAB8 12000 PA USD 12201.47 0.0299183681 Long DBT CORP US N 2 2025-06-15 Fixed 4.625 N N N N N N JBS USA Finance, Inc. N/A JBS USA Finance, Inc. 472141AA8 100000 PA USD 105805.51 0.2594382643 Long DBT CORP US N 2 2028-02-15 Fixed 6.75 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 Bank of America Corporation 06051GFL8 105000 PA USD 120295.99 0.2949693532 Long DBT CORP US N 2 2026-10-22 Fixed 4.25 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co. 48128BAF8 70000 PA USD 67497.5 0.1655058819 Long DBT CORP US N 2 2500-12-31 Fixed 5 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co. 48128BAG6 132000 PA USD 117644.67 0.2884682375 Long DBT CORP US N 2 2500-12-31 Fixed 4.6 N N N N N N The Royal Bank of Scotland Group Public Limited Company 2138005O9XJIJN4JPN90 The Royal Bank of Scotland Group Public Limited Company 780097BP5 200000 PA USD 209968.1 0.5148480398 Long DBT CORP US N 2 2028-05-22 Fixed 3.073 N N N Y Y The Royal Bank of Scotland Group Public Limited Company The Royal Bank of Scotland Group Public Limited Company USD XXXX N N N SPDR Bloomberg Barclays High Yield Bond ETF N/A SPDR Bloomberg Barclays High Yield Bond ETF 78468R622 9299.988 NS USD 940786.79 2.3068372515 Long EC RF US N 1 N N N Upjohn Inc. N/A Upjohn Inc. 91533BAE0 89000 PA USD 95460.86 0.2340728742 Long DBT CORP US N 2 2040-06-22 Fixed 3.85 N N N N N N Upjohn Inc. N/A Upjohn Inc. 91533BAF7 64000 PA USD 68439.58 0.1678158902 Long DBT CORP US N 2 2050-06-22 Fixed 4 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 Bank of America Corporation 06051GGR4 41000 PA USD 46077.02 0.1129822265 Long DBT CORP US N 2 2028-07-21 Fixed 3.593 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Barclays Bank PLC 06739GCR8 200000 PA USD 203589.7 0.4992080129 Long DBT CORP US N 2 2022-05-12 Fixed 1.7 N N N Y Y Barclays PLC Barclays PLC USD XXXX N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29278NAQ6 57000 PA USD 56433.73 0.1383771881 Long DBT CORP US N 2 2030-05-15 Fixed 3.75 N N N N N N Equifax Inc. 5493004MCF8JDC86VS77 Equifax Inc. 294429AQ8 74000 PA USD 78293.63 0.1919783145 Long DBT CORP US N 2 2024-12-01 Fixed 2.6 N N N N N N USA Compression Finance Corp. N/A USA Compression Finance Corp. 91740PAF5 67000 PA USD 63658.71 0.1560930544 Long DBT CORP US N 2 2027-09-01 Fixed 6.875 N N N N N N Equifax Inc. 5493004MCF8JDC86VS77 Equifax Inc. 294429AR6 19000 PA USD 20200.95 0.0495333315 Long DBT CORP US N 2 2025-12-15 Fixed 2.6 N N N N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 The Goldman Sachs Group, Inc. 38141GXJ8 57000 PA USD 62508.97 0.1532738577 Long DBT CORP US N 2 2025-04-01 Fixed 3.5 N N N N N N TEGNA Inc. 549300YC5EDBGX85AO10 TEGNA Inc. 87901JAC9 64000 PA USD 59932.95 0.1469573798 Long DBT CORP US N 2 2029-09-15 Fixed 5 N N N N N N Telesat Canada 5493004V5GLBY6SO5Y34 Telesat Canada 87952VAM8 40000 PA USD 39400 0.0966099744 Long DBT CORP US N 2 2027-10-15 Fixed 6.5 N N N N N N Tenet Healthcare Corporation 0W9AIBT6U6ADJ2I8HK17 Tenet Healthcare Corporation 88033GCY4 130000 PA USD 127379.93 0.3123393852 Long DBT CORP US N 2 2026-01-01 Fixed 4.875 N N N N N N Transocean Pontus Limited N/A Transocean Pontus Limited 89382PAA3 16700 PA USD 15319.22 0.0375631841 Long DBT CORP US N 2 2025-08-01 Fixed 6.125 N N N N N N Transocean Poseidon Limited N/A Transocean Poseidon Limited 89383JAA6 49000 PA USD 43261.3 0.1060779971 Long DBT CORP US N 2 2027-02-01 Fixed 6.875 N N N N N N The Travelers Companies, Inc. 549300Y650407RU8B149 The Travelers Companies, Inc. 89417EAQ2 19000 PA USD 18681.03 0.0458064424 Long DBT CORP US N 2 2050-04-27 Fixed 2.55 N N N N N Mohegan Tribal Gaming Authority N/A Mohegan Tribal Gaming Authority 608330AQ9 131004.55 PA USD 106965.22 0.2622819078 Long LON CORP US N 2 2023-10-30 Floating 5.3750016 N N N N N N Numericable Group SA N/A Numericable Group SA 67053NAK0 194452.18 PA USD 183749.53 0.4505593247 Long LON CORP US N 2 2025-07-31 Floating 2.9236284 N N N N N N PG&E Corp N/A PG&E Corp 69431EBK8 100000 PA USD 99500 0.2439769658 Long LON CORP US N 2 2020-12-31 Floating 2.4400008 N N N N N N PCI Gaming Authority N/A PCI Gaming Authority 70455DAG9 125393.27 PA USD 119123.61 0.2920946425 Long LON CORP US N 2 2026-05-15 Floating 2.67363 N N N N N N Archer-Daniels-Midland Company 549300LO13MQ9HYSTR83 Archer-Daniels-Midland Company 039482AA2 13000 PA USD 14113.75 0.0346073357 Long DBT CORP US N 2 2025-03-27 Fixed 2.75 N N N N N N Nexstar Broadcasting, Inc. N/A Nexstar Broadcasting, Inc. 65336RAW8 239341.55 PA USD 227161.46 0.5570066710 Long LON CORP US N 2 2026-07-15 Floating 2.9226312 N N N N N N Phoenix Guarantor Inc N/A Phoenix Guarantor Inc 71913BAE2 165004.17 PA USD 158404 0.3884113296 Long LON CORP US N 2 2026-03-05 Floating 3.4347492 N N N N N N Aker BP ASA 549300NFTY73920OYK69 Aker BP ASA 00973RAF0 210000 PA USD 199130.08 0.4882728917 Long DBT CORP US N 2 2030-01-15 Fixed 3.75 N N N N N N AmeriCredit Automobile Receivables Trust 2018-1 N/A AmeriCredit Automobile Receivables Trust 2018-1 03066HAD9 444079.8 PA USD 448402.74 1.0994968842 Long ABS-CBDO CORP US N 2 2021-01-19 Fixed 3.07 N N N N N N Archer-Daniels-Midland Company 549300LO13MQ9HYSTR83 Archer-Daniels-Midland Company 039482AB0 48000 PA USD 54368.08 0.1333121527 Long DBT CORP US N 2 2030-03-27 Fixed 3.25 N N N N N N Becton, Dickinson and Company ICE2EP6D98PQUILVRZ91 Becton, Dickinson and Company 075887CF4 300000 PA USD 300002.88 0.7356160041 Long DBT CORP US N 2 2020-12-29 Floating 1.1810016 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29278NAT0 96000 PA USD 82367.56 0.2019677123 Long DBT CORP US N 2 2500-12-31 Fixed 7.125 N N N N N N Exelon Corporation 3SOUA6IRML7435B56G12 Exelon Corporation 30161NAS0 112000 PA USD 144900.58 0.3553005413 Long DBT CORP US N 2 2045-06-15 Fixed 5.1 N N N N N N Ascentium Equipment Receivables 2017-2 Trust N/A Ascentium Equipment Receivables 2017-2 Trust 04364YAC1 44435.29 PA USD 44643.86 0.1094680754 Long ABS-CBDO CORP US N 2 2021-12-10 Fixed 2.31 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 CVS Health Corporation 126650CY4 62000 PA USD 76816.23 0.1883556857 Long DBT CORP US N 2 2038-03-25 Fixed 4.78 N N N N N N Macy's, Inc. 529900NZQ81TIOW3CW52 Macy's, Inc. 55616PAA2 45000 PA USD 44807.84 0.1098701593 Long DBT CORP US N 2 2025-06-15 Fixed 8.375 N N N N N N Marathon Petroleum Corporation 3BNYRYQHD39K4LCKQF12 Marathon Petroleum Corporation 56585ABG6 96000 PA USD 103524.23 0.2538444978 Long DBT CORP US N 2 2023-05-01 Fixed 4.5 N N N N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 Carnival Corporation 143658BC5 87000 PA USD 94139.45 0.2308327375 Long DBT CORP US N 2 2023-04-01 Fixed 11.5 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 Centene Corporation 15135BAL5 61000 PA USD 62811.7 0.1540161607 Long DBT CORP US N 2 2025-04-01 Fixed 5.25 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 Centene Corporation 15135BAM3 64000 PA USD 66573.44 0.1632400593 Long DBT CORP US N 2 2026-08-15 Fixed 5.375 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 Centene Corporation 15135BAR2 28000 PA USD 28893.48 0.0708476742 Long DBT CORP US N 2 2027-12-15 Fixed 4.25 N N N N N N Cheniere Energy Partners, L.P. 5493005UEC8AZ34LDV29 Cheniere Energy Partners, L.P. 16411QAG6 110000 PA USD 107250 0.2629801968 Long DBT CORP US N 2 2029-10-01 Fixed 4.5 N N N N N N Chevron Corporation N/A Chevron Corporation 166764BX7 97000 PA USD 101416.28 0.2486757415 Long DBT CORP US N 2 2027-05-11 Fixed 1.995 N N N N N N Fiat Chrysler Automobiles N.V. 549300LKT9PW7ZIBDF31 Fiat Chrysler Automobiles N.V. 31562QAF4 103000 PA USD 106453.16 0.2610263214 Long DBT CORP US N 2 2023-04-15 Fixed 5.25 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VAR1 97000 PA USD 102198.7 0.2505942587 Long DBT CORP US N 2 2028-03-15 Fixed 4 N N N N N N Markel Corporation 549300SCNO12JLWIK605 Markel Corporation 570535AW4 78000 PA USD 79296.42 0.1944371855 Long DBT CORP US N 2 2500-12-31 Fixed 6 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 Marriott International, Inc. 571903BD4 83000 PA USD 90342.66 0.2215228952 Long DBT CORP US N 2 2025-05-01 Fixed 5.75 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 Metropolitan Life Global Funding I 59217GCT4 160000 PA USD 175214.82 0.4296319613 Long DBT CORP US N 2 2024-01-11 Fixed 3.6 N N N N N N Microsoft Corporation INR2EJN1ERAN0W5ZP974 Microsoft Corporation 594918BU7 42000 PA USD 54317.71 0.1331886440 Long DBT CORP US N 2 2056-08-08 Fixed 3.95 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VBG4 500000 PA USD 494933.35 1.2135913269 Long DBT CORP US N 2 2021-09-09 Floating 1.2128796 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VBP4 44000 PA USD 45454.53 0.1114558624 Long DBT CORP US N 2 2047-12-01 Fixed 5.2 N N N N N N Murphy Oil Corporation QBKYQD0ODE7DC7PDIN91 Murphy Oil Corporation 626717AM4 44000 PA USD 39087.42 0.0958435189 Long DBT CORP US N 2 2027-12-01 Fixed 5.875 N N N N N N NCL Corporation Ltd. UNZWILHE4KMRP9K2L524 NCL Corporation Ltd. 62886HAP6 75000 PA USD 45872.7 0.1124812277 Long DBT CORP US N 2 2024-12-15 Fixed 3.625 N N N N N N SM Energy Company 84BUTVXV5ODI6BXNMH43 SM Energy Company 78454LAM2 48000 PA USD 44021.04 0.1079409022 Long DBT CORP US N 2 2021-07-01 Fixed 1.5 N N N N N SM Energy Company SM Energy Company USD XXXX N N N State Street U.S. Government Money Market Fund N/A State Street U.S. Government Money Market Fund 857492706 1921903.85 NS USD 1921903.85 4.7125655272 Long STIV RF US N 1 N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 WESCO Distribution, Inc. 95081QAP9 30000 PA USD 31619.76 0.0775325940 Long DBT CORP US N 2 2028-06-15 Fixed 7.25 N N N N N N Westinghouse Air Brake Technologies Corporation 06BTX5UWZD0GQ5N5Y745 Westinghouse Air Brake Technologies Corporation 960386AP5 375000 PA USD 374512.5 0.9183158133 Long DBT CORP US N 2 2021-09-15 Floating 1.6133796 N N N N N N Newell Brands Inc. 549300LWGYFM1TVO1Z12 Newell Brands Inc. 651229BB1 33000 PA USD 34537.76 0.0846876170 Long DBT CORP US N 2 2025-06-01 Fixed 4.875 N N N N N N WPX Energy, Inc. ZXZE9GCS2BB547GJW219 WPX Energy, Inc. 98212BAM5 44000 PA USD 42136.66 0.1033203463 Long DBT CORP US N 2 2028-06-15 Fixed 5.875 N N N N N N Air Methods Corporation N/A Air Methods Corporation 00912YAL6 88770.04 PA USD 72772.79 0.1784410502 Long LON CORP US N 2 2024-04-12 Floating 4.9501296 N N N N N N Alphabet Holding Company, Inc. N/A Alphabet Holding Company, Inc. 18913EAB3 88186.4 PA USD 82812.32 0.2030582771 Long LON CORP US N 2 2024-08-15 Floating 3.6736308 N N N N N N Adient US LLC N/A Adient US LLC 00687MAB7 18797 PA USD 18006.02 0.0441512978 Long LON CORP US N 2 2024-05-03 Floating 4.4740008 N N N N N N Adient US LLC N/A Adient US LLC 00687MAB7 55639.09 PA USD 53297.8 0.1306877943 Long LON CORP US N 2 2024-05-03 Floating 5.45013 N N N N N N 1011778 B.C. Unlimited Liability Company N/A 1011778 B.C. Unlimited Liability Company C6901LAH0 203109.21 PA USD 192141.31 0.4711362194 Long LON CORP US N 2 2026-11-14 Floating 1.9236312 N N N N N N BJ's Wholesale Club, Inc. N/A BJ's Wholesale Club, Inc. 09179FAU6 99877.62 PA USD 96452.82 0.2365051897 Long LON CORP US N 2 2024-01-26 Floating 2.4347484 N N N N N N BCP Renaissance Parent LLC N/A BCP Renaissance Parent LLC 05549PAB7 100061.94 PA USD 83337.59 0.2043462548 Long LON CORP US N 2 2024-09-20 Floating 4.9501296 N N N N N N Berry Global, Inc. N/A Berry Global, Inc. 08579JBF8 194906.24 PA USD 185891.83 0.4558123081 Long LON CORP US N 2 2026-07-01 Floating 2.1766284 N N N N N N Ascension Health N/A Ascension Health 04352EAA3 20000 PA USD 21449.23 0.0525941513 Long DBT CORP US N 2 2029-11-15 Fixed 2.532 N N N N N N Ashtead Capital, Inc. N/A Ashtead Capital, Inc. 045054AH6 124000 PA USD 130151.06 0.3191342786 Long DBT CORP US N 2 2026-08-01 Fixed 5.25 N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 BAT Capital Corp. 05526DBD6 50000 PA USD 54511.72 0.1336643623 Long DBT CORP US N 2 2037-08-15 Fixed 4.39 N N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 BAT Capital Corp. 05526DBN4 107000 PA USD 125480 0.3076807002 Long DBT CORP US N 2 2030-04-02 Fixed 4.906 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 CVS Health Corporation 126650CZ1 109000 PA USD 142207.42 0.3486968327 Long DBT CORP US N 2 2048-03-25 Fixed 5.05 N N N N N N General Electric Company 3C7474T6CDKPR9K6YT90 General Electric Company 369604BV4 22000 PA USD 22560.76 0.0553196560 Long DBT CORP US N 2 2027-05-01 Fixed 3.45 N N N N N N General Electric Company 3C7474T6CDKPR9K6YT90 General Electric Company 369604BW2 52000 PA USD 52195.11 0.1279839655 Long DBT CORP US N 2 2030-05-01 Fixed 3.625 N N N N N N General Motors Company 54930070NSV60J38I987 General Motors Company 37045VAU4 27000 PA USD 31394.26 0.0769796613 Long DBT CORP US N 2 2027-10-01 Fixed 6.8 N N N N N N Molina Healthcare, Inc. 549300NQQCEQ46YHZ591 Molina Healthcare, Inc. 60855RAJ9 12000 PA USD 12033.03 0.0295053482 Long DBT CORP US N 2 2028-06-15 Fixed 4.375 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174468P7 143000 PA USD 163645.52 0.4012636929 Long DBT CORP US N 2 2031-04-01 Fixed 3.622 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61744YAJ7 125000 PA USD 125765.86 0.3083816375 Long DBT CORP US N 2 2022-07-22 Floating 2.0276316 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 617474AA9 60000 PA USD 55010.11 0.1348864294 Long DBT CORP US N 2 2500-12-31 Fixed 5.55 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61747YDU6 225000 PA USD 242213 0.5939134957 Long DBT CORP US N 2 2023-05-22 Fixed 4.1 N N N N N N NatWest Markets PLC N/A NatWest Markets PLC 63906YAA6 200000 PA USD 204484.04 0.5014009612 Long DBT CORP US N 2 2023-05-21 Fixed 2.375 N N N N N N Nevada Power Company MJZFGXRJ52U8U4MKJ519 Nevada Power Company 641423CC0 119000 PA USD 138454.78 0.3394952475 Long DBT CORP US N 2 2029-05-01 Fixed 3.7 N N N N N N Klockner-Pentaplast of America, Inc. N/A Klockner-Pentaplast of America, Inc. 49865NAQ3 147355.19 PA USD 137566.38 0.3373168643 Long LON CORP US N 2 2022-06-30 Floating 5.2499988 N N N N N N Messer Industries GmbH N/A Messer Industries GmbH D6000EAB8 119487.5 PA USD 113662.48 0.2787037889 Long LON CORP US N 2 2025-10-10 Floating 3.9501288 N N N N N N Lower Cadence Holdings LLC N/A Lower Cadence Holdings LLC 54805BAB5 192739.84 PA USD 170574.76 0.4182543959 Long LON CORP US N 2 2026-05-10 Floating 4.1736312 N N N N N N JBS USA Lux S.A. N/A JBS USA Lux S.A. 46611VAU9 145527.9 PA USD 138676.45 0.3400387890 Long LON CORP US N 2 2026-04-27 Floating 3.0719988 N N N N N N Level 3 Financing Inc. N/A Level 3 Financing Inc. 52729KAP1 168663.92 PA USD 159206.93 0.3903801379 Long LON CORP US N 2 2027-03-01 Floating 1.9236312 N N N N N N Marriott Ownership Resorts, Inc. N/A Marriott Ownership Resorts, Inc. 57163KAH1 244163.04 PA USD 228597.65 0.5605282517 Long LON CORP US N 2 2025-08-29 Floating 1.9236312 N N N N N N ARD Finance S.A. 6354006P6QPGGPVJW880 ARD Finance S.A. 00191AAD8 130000 PA USD 128730.41 0.3156508024 Long DBT CORP US N 2 2027-06-30 Fixed 6.5 N N Y N N N Cargill, Incorporated QXZYQNMR4JZ5RIRN4T31 Cargill, Incorporated 141781BM5 25000 PA USD 26199.3 0.0642414645 Long DBT CORP US N 2 2030-04-23 Fixed 2.125 N N N N N N DPL Inc. N/A DPL Inc. 233293AS8 98000 PA USD 98040.06 0.2403971494 Long DBT CORP US N 2 2025-07-01 Fixed 4.125 N N N N N N Abu Dhabi, Government of 213800FER4348CINTA77 Abu Dhabi, Government of 29135LAH3 200000 PA USD 220138.6 0.5397864090 Long DBT NUSS US N 2 2030-04-16 Fixed 3.125 N N N N N N General Motors Company 54930070NSV60J38I987 General Motors Company 37045VAV2 37000 PA USD 41572.27 0.1019364452 Long DBT CORP US N 2 2025-10-01 Fixed 6.125 N N N N N N iHeartMedia, Inc. N/A iHeartMedia, Inc. 45174J509 310 NS USD 2588.5 0.0063470792 Long EC CORP US N 1 N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co. 46647PBE5 116000 PA USD 124361.63 0.3049384237 Long DBT CORP US N 2 2030-10-15 Fixed 2.739 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co. 46647PBP0 77000 PA USD 81601.2 0.2000885747 Long DBT CORP US N 2 2031-05-13 Fixed 2.956 N N N N N N KB Home 549300LGUCWQURMWLG09 KB Home 48666KAV1 67000 PA USD 73020.78 0.1790491291 Long DBT CORP US N 2 2023-05-15 Fixed 7.625 N N N N N N Live Nation Entertainment, Inc. 5493007B9BM9ZXJINO78 Live Nation Entertainment, Inc. 538034AV1 43000 PA USD 44297.81 0.1086195505 Long DBT CORP US N 2 2027-05-15 Fixed 6.5 N N N N N N MEG Energy Corp. 5493002WXPTG5ZC1T326 MEG Energy Corp. 552704AE8 17000 PA USD 14121.98 0.0346275159 Long DBT CORP US N 2 2027-02-01 Fixed 7.125 N N N N N N Matterhorn Merger Sub, LLC N/A Matterhorn Merger Sub, LLC 577088AA5 100000 PA USD 93693.21 0.2297385437 Long DBT CORP US N 2 2026-06-01 Fixed 8.5 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 Verizon Communications Inc. 92343VCX0 -1123000 PA USD -1498126.13 -3.6734499260 Short DBT CORP US N 2 2048-09-15 Fixed 4.522 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 Verizon Communications Inc. 92343VEU4 1510000 PA USD 1805935.99 4.4282088778 Long DBT CORP US N 2 2029-12-03 Fixed 4.016 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 Verizon Communications Inc. 92343VFE9 62500 PA USD 70461.52 0.1727737473 Long DBT CORP US N 2 2030-03-22 Fixed 3.15 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 Verizon Communications Inc. 92343VFF6 24000 PA USD 26591.91 0.0652041560 Long DBT CORP US N 2 2027-03-22 Fixed 3 N N N N N N VICI Properties Inc. 254900RKH6RY9KCJQH63 VICI Properties Inc. 92564RAA3 65000 PA USD 62304.5 0.1527724911 Long DBT CORP US N 2 2026-12-01 Fixed 4.25 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 AerCap Ireland Capital Designated Activity Company 00774MAP0 150000 PA USD 150127.5 0.3681171049 Long DBT CORP US N 2 2023-09-15 Fixed 4.5 N N N N N N BX Commercial Mortgage Trust 2020-BXLP N/A BX Commercial Mortgage Trust 2020-BXLP 05607QAA6 800000 PA USD 794242.56 1.9475064314 Long ABS-MBS CORP US N 2 2021-12-15 Floating 0.9847512 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 Bank of America Corporation 06051GGJ2 166000 PA USD 166965.62 0.4094046771 Long DBT CORP US N 2 2023-04-24 Floating 2.0202516 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 Bank of America Corporation 06051GHA0 -1250000 PA USD -1529200.5 -3.7496452075 Short DBT CORP US N 2 2049-01-23 Fixed 3.946 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 Comcast Corporation 20030NCL3 32000 PA USD 40740.67 0.0998973372 Long DBT CORP US N 2 2038-10-15 Fixed 4.6 N N N N N N Delta Air Lines, Inc. Q2CCMS6R0AS67HJMBN42 Delta Air Lines, Inc. 247361ZX9 94000 PA USD 97055 0.2379817530 Long DBT CORP US N 2 2025-05-01 Fixed 7 N N N N N N Diamondback Energy, Inc. 549300R22LSX6OHWEN64 Diamondback Energy, Inc. 25278XAP4 33000 PA USD 35285.91 0.0865221031 Long DBT CORP US N 2 2025-05-31 Fixed 4.75 N N N N N N Ford Motor Company 20S05OYHG0MQM4VUIC57 Ford Motor Company 345370CX6 24000 PA USD 28448.73 0.0697571339 Long DBT CORP US N 2 2030-04-22 Fixed 9.625 N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Company LLC 345397ZN6 250000 PA USD 242420.53 0.5944223655 Long DBT CORP US N 2 2022-01-07 Floating 4.5273816 N N N N N N The Guardian Life Insurance Company of America N1YIDVMMKBHFYCCAIX69 The Guardian Life Insurance Company of America 401378AD6 46000 PA USD 47370.78 0.1161545646 Long DBT CORP US N 2 2070-01-22 Fixed 3.7 N N N N N N Starbucks Corporation OQSJ1DU9TAOC51A47K68 Starbucks Corporation 855244AW9 107000 PA USD 111212.84 0.2726971986 Long DBT CORP US N 2 2030-03-12 Fixed 2.25 N N N N N N Endo Luxembourg Finance Company I S.a r.l. N/A Endo Luxembourg Finance Company I S.a r.l. L2968EAB8 132272.72 PA USD 124667.04 0.3056872981 Long LON CORP US N 2 2024-04-12 Floating 5.0000004 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 Altria Group, Inc. 02209SBH5 61000 PA USD 64160.34 0.1573230661 Long DBT CORP US N 2 2025-05-06 Fixed 2.35 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 Altria Group, Inc. 02209SBJ1 39000 PA USD 41979.02 0.1029338083 Long DBT CORP US N 2 2030-05-06 Fixed 3.4 N N N N N N Consolidated Edison Company of New York, Inc. VZFZPMWDHTQCFKYOBP05 Consolidated Edison Company of New York, Inc. 209111FY4 40000 PA USD 48135.4 0.1180294356 Long DBT CORP US N 2 2050-04-01 Fixed 3.95 N N N N N N Dell International L.L.C. N/A Dell International L.L.C. 24703DAZ4 30000 PA USD 33037.35 0.0810085670 Long DBT CORP US N 2 2026-10-01 Fixed 4.9 N N N N N N Dell International L.L.C. N/A Dell International L.L.C. 24703DBB6 48000 PA USD 55137 0.1351975675 Long DBT CORP US N 2 2025-07-15 Fixed 5.85 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29278NAL7 192000 PA USD 202614.02 0.4968156164 Long DBT CORP US N 2 2023-03-15 Fixed 4.25 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 Amgen Inc. 031162CR9 131000 PA USD 139946.61 0.3431532592 Long DBT CORP US N 2 2040-02-21 Fixed 3.15 N N N N N N General Dynamics Corporation 9C1X8XOOTYY2FNYTVH06 General Dynamics Corporation 369550BH0 70000 PA USD 87103.29 0.2135798634 Long DBT CORP US N 2 2040-04-01 Fixed 4.25 N N N N N N iHeartMedia, Inc. N/A iHeartMedia, Inc. 45174J145 2328 NS USD 17494.92 0.0428980653 Long EC CORP US N 2 N N N Scientific Games International, Inc. RLTHESQ0RNFQJWPBJN60 Scientific Games International, Inc. 80874YBE9 70000 PA USD 56166.36 0.1377215889 Long DBT CORP US N 2 2029-11-15 Fixed 7.25 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 Sempra Energy 816851BD0 333000 PA USD 333121.98 0.8168250245 Long DBT CORP US N 2 2021-01-15 Floating 1.7188812 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 Amgen Inc. 031162CU2 39000 PA USD 41196.48 0.1010149969 Long DBT CORP US N 2 2030-02-21 Fixed 2.45 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 Amgen Inc. 031162CW8 43000 PA USD 44647.67 0.1094774177 Long DBT CORP US N 2 2031-02-25 Fixed 2.3 N N N N N N Sirius XM Radio Inc. WP5O65E6BMU84LNO4227 Sirius XM Radio Inc. 82967NBC1 46000 PA USD 48623.15 0.1192254131 Long DBT CORP US N 2 2029-07-01 Fixed 5.5 N N N N N N Southwestern Energy Company EFWMP121W54QV9MGOP87 Southwestern Energy Company 845467AL3 -432000 PA USD -373966.29 -0.9169764901 Short DBT CORP US N 2 2025-01-23 Fixed 6.2 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 Bank of America Corporation 06051GHM4 170000 PA USD 200123.1 0.4907078064 Long DBT CORP US N 2 2029-07-23 Fixed 4.271 N N N N N N Cigna Holding Company 45RS2W538ZOGNWLVIX82 Cigna Holding Company 125523CA6 50000 PA USD 55150.28 0.1352301304 Long DBT CORP US N 2 2027-03-01 Fixed 3.4 N N N N N N Southwestern Energy Company EFWMP121W54QV9MGOP87 Southwestern Energy Company 845467AN9 500000 PA USD 437184.6 1.0719896705 Long DBT CORP US N 2 2027-10-01 Fixed 7.75 N N N N N N Spectrum Brands, Inc. 549300VU3EH2E73C1Q04 Spectrum Brands, Inc. 84762LAV7 63000 PA USD 62216.82 0.1525574972 Long DBT CORP US N 2 2029-10-01 Fixed 5 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 Centene Corporation 15135BAT8 123000 PA USD 129765 0.3181876480 Long DBT CORP US N 2 2029-12-15 Fixed 4.625 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 Centene Corporation 15135BAV3 57000 PA USD 57553.47 0.1411228240 Long DBT CORP US N 2 2030-02-15 Fixed 3.375 N N N N N N Springleaf Finance Corporation 5493008I795YYBFWFU90 Springleaf Finance Corporation 85172FAR0 34000 PA USD 31961.24 0.0783699132 Long DBT CORP US N 2 2029-11-15 Fixed 5.375 N N N N N N Sprint Corporation 549300ZTTY7CXOLJ6539 Sprint Corporation 85207UAH8 58000 PA USD 65411.46 0.1603908497 Long DBT CORP US N 2 2024-06-15 Fixed 7.125 N N N N N N Hexion Inc N/A Hexion Inc 42829HAF0 120936.14 PA USD 117610.4 0.2883842065 Long LON CORP US N 2 2026-06-27 Floating 4.9333788 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 Credit Suisse Group AG 225401AJ7 200000 PA USD 206106.55 0.5053794041 Long DBT CORP US N 2 2500-12-31 Fixed 7.5 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 Credit Suisse Group AG 22546DAA4 175000 PA USD 190964.01 0.4682494447 Long DBT CORP US N 2 2023-08-08 Fixed 6.5 N N N N N N DLL 2018-2 LLC N/A DLL 2018-2 LLC 23291JAC2 71678.09 PA USD 72383.02 0.1774853226 Long ABS-CBDO CORP US N 2 2021-04-20 Fixed 3.46 N N N N N N DLL 2019-3 LLC N/A DLL 2019-3 LLC 23291RAB6 250000 PA USD 251525.28 0.6167474839 Long ABS-CBDO CORP US N 2 2022-01-20 Fixed 2.13 N N N N N N AT&T Inc. 549300Z40J86GGSTL398 AT&T Inc. 00206RJX1 100000 PA USD 103716.12 0.2543150178 Long DBT CORP US N 2 2027-06-01 Fixed 2.3 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29278NAD5 95000 PA USD 96724.25 0.2371707441 Long DBT CORP US N 2 2038-06-15 Fixed 5.8 N N N N N N Freeport-McMoRan Inc. 549300IRDTHJQ1PVET45 Freeport-McMoRan Inc. 35671DBJ3 60000 PA USD 60526.5 0.1484127821 Long DBT CORP US N 2 2034-11-14 Fixed 5.4 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 Amgen Inc. 031162CT5 96000 PA USD 100889.64 0.2473844045 Long DBT CORP US N 2 2027-02-21 Fixed 2.2 N N N N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 Bausch Health Companies Inc. 071734AD9 24000 PA USD 24747.86 0.0606824904 Long DBT CORP US N 2 2028-01-15 Fixed 7 N N N N N N GLS Auto Receivables Trust 2018-3 N/A GLS Auto Receivables Trust 2018-3 36255XAA1 11997.06 PA USD 12047.2 0.0295400935 Long ABS-CBDO CORP US N 2 2022-08-15 Fixed 3.35 N N N N N N GLS Auto Receivables Trust 2019-1 N/A GLS Auto Receivables Trust 2019-1 36256DAA4 41735.13 PA USD 42091.83 0.1032104218 Long ABS-CBDO CORP US N 2 2021-03-15 Fixed 3.37 N N N N N N General Motors Financial Company, Inc. 5493008B6JBRUJ90QL97 General Motors Financial Company, Inc. 37045XCW4 60000 PA USD 64118.62 0.1572207675 Long DBT CORP US N 2 2023-03-20 Fixed 5.2 N N N N N N Dormitory Authority State of New York N/A Dormitory Authority State of New York 64990FXE9 80000 PA USD 87057.6 0.2134678302 Long DBT MUN US N 2 2043-02-15 Fixed 3.19 N N N N N N Par Pharmaceutical, Inc. N/A Par Pharmaceutical, Inc. 69888XAA7 89000 PA USD 91257 0.2237648841 Long DBT CORP US N 2 2027-04-01 Fixed 7.5 N N N N N N Patterson-UTI Energy, Inc. 254900XGFBKIXD6G0697 Patterson-UTI Energy, Inc. 703481AC5 130000 PA USD 97068.47 0.2380147818 Long DBT CORP US N 2 2029-11-15 Fixed 5.15 N N N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 Bausch Health Companies Inc. 071734AH0 32000 PA USD 30153.2 0.0739365452 Long DBT CORP US N 2 2028-01-30 Fixed 5 N N N N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 Bausch Health Companies Inc. 071734AK3 58000 PA USD 58323.59 0.1430111812 Long DBT CORP US N 2 2029-02-15 Fixed 6.25 N N N N N N CCG Receivables Trust 2018-1 N/A CCG Receivables Trust 2018-1 12508VAB9 21015.98 PA USD 21094.81 0.0517251029 Long ABS-CBDO CORP US N 2 2021-02-14 Fixed 2.5 N N N N N N Cigna Holding Company 45RS2W538ZOGNWLVIX82 Cigna Holding Company 125523AH3 120000 PA USD 141992.72 0.3481703819 Long DBT CORP US N 2 2028-10-15 Fixed 4.375 N N N N N N PepsiCo, Inc. FJSUNZKFNQ5YPJ5OT455 PepsiCo, Inc. 713448EU8 80000 PA USD 96977.41 0.2377915000 Long DBT CORP US N 2 2050-03-19 Fixed 3.625 N N N N N N Radiate HoldCo, LLC N/A Radiate HoldCo, LLC 75026JAB6 85000 PA USD 86287.81 0.2115802821 Long DBT CORP US N 2 2023-02-15 Fixed 6.875 N N N N N N Calpine Corporation N/A Calpine Corporation 13134MBE2 195876.32 PA USD 188720.96 0.4627494192 Long LON CORP US N 2 2022-05-23 Floating 2.43 N N N N N N BWAY Holding Company N/A BWAY Holding Company 05604XAP1 285049.91 PA USD 255239.39 0.6258545923 Long LON CORP US N 2 2024-04-03 Floating 4.56138 N N N N N N Cigna Holding Company 45RS2W538ZOGNWLVIX82 Cigna Holding Company 125523CJ7 36000 PA USD 38135.69 0.0935098486 Long DBT CORP US N 2 2040-03-15 Fixed 3.2 N N N N N N Cigna Holding Company 45RS2W538ZOGNWLVIX82 Cigna Holding Company 125523CL2 45000 PA USD 46721.61 0.1145627804 Long DBT CORP US N 2 2030-03-15 Fixed 2.4 N N N N N N Capital One Prime Auto Receivables Trust 2020-1 N/A Capital One Prime Auto Receivables Trust 2020-1 14043MAB7 186000 PA USD 186366.01 0.4569750116 Long ABS-CBDO CORP US N 2 2023-06-15 Fixed 1.64 N N N N N N EQM Midstream Partners, LP N/A EQM Midstream Partners, LP 26885BAB6 108000 PA USD 98820 0.2423095856 Long DBT CORP US N 2 2026-12-01 Fixed 4.125 N N N N N N Caesars Entertainment Operating Company N/A Caesars Entertainment Operating Company 12768PAB7 182788.92 PA USD 181818.31 0.4458239157 Long LON CORP US N 2 2024-04-03 Floating 2.1736296 N N N N N N Caesars Resort Collection, LLC N/A Caesars Resort Collection, LLC 12769LAB5 76095.37 PA USD 67463.11 0.1654215566 Long LON CORP US N 2 2024-12-23 Floating 2.9236284 N N N N N N Energizer Holdings, Inc. 5493000D6NN0V57UME20 Energizer Holdings, Inc. 29272WAA7 35000 PA USD 36199.95 0.0887633564 Long DBT CORP US N 2 2026-07-15 Fixed 6.375 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 Northrop Grumman Corporation 666807BS0 33000 PA USD 39951.49 0.0979622443 Long DBT CORP US N 2 2030-05-01 Fixed 4.4 N N N N N N Northwestern University OBWWNZE695DUK77DTI34 Northwestern University 668444AS1 28000 PA USD 29181.28 0.0715533684 Long DBT CORP US N 2 2050-12-01 Fixed 2.64 N N N N N N NOVA Chemicals Corporation 5493007M1XGU5E55ZJ25 NOVA Chemicals Corporation 66977WAQ2 175000 PA USD 162836.72 0.3992804912 Long DBT CORP US N 2 2024-06-01 Fixed 4.875 N N N N N N California Resources Corporation N/A California Resources Corporation N/A 125000 PA USD 42656.25 0.1045943965 Long LON CORP US N 2 2022-11-08 Floating 5.7499992 N N N N N N Buckeye Partners, L.P. N/A Buckeye Partners, L.P. 11823LAH8 250000 PA USD 239125 0.5863416277 Long LON CORP US N 2 2026-10-10 Floating 2.9226312 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corporation 674599CS2 103000 PA USD 75354.8 0.1847722157 Long DBT CORP US N 2 2029-08-15 Fixed 3.5 N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corporation 674599CX1 19000 PA USD 13104.49 0.0321326001 Long DBT CORP US N 2 2039-08-15 Fixed 4.3 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corporation 674599CY9 21000 PA USD 14386.47 0.0352760533 Long DBT CORP US N 2 2049-08-15 Fixed 4.4 N N N N N Verizon Owner Trust 2018-1 N/A Verizon Owner Trust 2018-1 92349FAA1 350677.06 PA USD 353743.98 0.8673907832 Long ABS-CBDO CORP US N 2 2021-03-22 Fixed 2.82 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 Amazon.com, Inc. 023135BT2 37000 PA USD 37508.43 0.0919717884 Long DBT CORP US N 2 2050-06-03 Fixed 2.5 N N N N N N Broadcom Corporation KFFV4ZWM9DJH1ND3BD89 Broadcom Corporation 11134LAH2 100000 PA USD 108160.82 0.2652135546 Long DBT CORP US N 2 2027-01-15 Fixed 3.875 N N N N N N Cheniere Corpus Christi Holdings, LLC 549300I7CIEWU1BBLQ53 Cheniere Corpus Christi Holdings, LLC 16412XAC9 41000 PA USD 46017.74 0.1128368702 Long DBT CORP US N 2 2025-03-31 Fixed 5.875 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup Inc. 172967MG3 52000 PA USD 48810.58 0.1196849971 Long DBT CORP US N 2 2500-12-31 Fixed 5 N N N N N N FMG Resources (August 2006) Pty Ltd 549300EFD6S2NFE9D745 FMG Resources (August 2006) Pty Ltd 30251GAU1 105000 PA USD 106946.65 0.2622363736 Long DBT CORP US N 2 2022-05-15 Fixed 4.75 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280BR9 150000 PA USD 149401.8 0.3663376669 Long DBT CORP US N 2 2024-05-18 Floating 1.3856292 N N N N N N Hanesbrands Inc. GX5LWVWZLL5S4W1L2F20 Hanesbrands Inc. 410345AN2 48000 PA USD 48571 0.1190975398 Long DBT CORP US N 2 2025-05-15 Fixed 5.375 N N N N N N Harley-Davidson, Inc. ZDNAWZWXIKMWI51R2A08 Harley-Davidson, Inc. 412822AD0 -400000 PA USD -414798.84 -1.0170991198 Short DBT CORP US N 2 2025-07-28 Fixed 3.5 N N N N N N Hewlett Packard Enterprise Company 549300BX44RGX6ANDV88 Hewlett Packard Enterprise Company 42824CBG3 91000 PA USD 99454.79 0.2438661096 Long DBT CORP US N 2 2023-10-02 Fixed 4.45 N N N N N N Hilton Domestic Operating Company Inc. 5493003EG7H0N1E4XV50 Hilton Domestic Operating Company Inc. 432833AH4 24000 PA USD 24322.67 0.0596399118 Long DBT CORP US N 2 2028-05-01 Fixed 5.75 N N N N N N Howmet Aerospace Inc. ABPN11VOHLHX6QR7XQ48 Howmet Aerospace Inc. 443201AA6 25000 PA USD 27156.5 0.0665885475 Long DBT CORP US N 2 2025-05-01 Fixed 6.875 N N N N N N Hyatt Hotels Corporation T27JQIMTYSH41TCD5186 Hyatt Hotels Corporation 448579AH5 32000 PA USD 33857.07 0.0830185448 Long DBT CORP US N 2 2025-04-23 Fixed 5.375 N N N N N N Sabine Pass Liquefaction, LLC 549300KJYBG7C6WJYZ11 Sabine Pass Liquefaction, LLC 785592AW6 60000 PA USD 66298.8 0.1625666338 Long DBT CORP US N 2 2030-05-15 Fixed 4.5 N N N N Y Cheniere Energy Partners, L.P. Cheniere Energy Partners, L.P. USD XXXX N N N UBS AG BFM8T61CT2L1QCEMIK50 UBS AG 902674YA2 200000 PA USD 203728.86 0.4995492374 Long DBT CORP US N 2 2022-04-21 Fixed 1.75 N N N N N N United Rentals (North America), Inc. NGIZXNT70J2LYT3FBI09 United Rentals (North America), Inc. 911365BM5 51000 PA USD 50839.15 0.1246591112 Long DBT CORP US N 2 2027-11-15 Fixed 3.875 N N N N N N Univision Communications Inc. N/A Univision Communications Inc. 914908AX6 112851.38 PA USD 104105.4 0.2552695439 Long LON CORP US N 2 2024-03-15 Floating 3.7500012 N N N N N N Traverse Midstream Partners LLC N/A Traverse Midstream Partners LLC 89435TAB0 98250 PA USD 81424.69 0.1996557669 Long LON CORP US N 2 2024-09-22 Floating 5.0000004 N N N N N N Virgin Media Bristol LLC N/A Virgin Media Bristol LLC G9368PBC7 150000 PA USD 142912.5 0.3504257099 Long LON CORP US N 2 2027-10-03 Floating 2.6847504 N N N N N N T-Mobile USA, Inc. N/A T-Mobile USA, Inc. 10524MAN7 62500 PA USD 62365 0.1529208389 Long LON CORP US N 2 2027-04-01 Floating 3.1736304 N N N N N N Mileageplus N/A Mileageplus N/A 122900 PA USD 121926.63 0.2989677311 Long LON CORP US N 2 2023-12-31 Floating 0 N N N N N N Adient US LLC N/A Adient US LLC 00688JAA5 13000 PA USD 13444.36 0.0329659715 Long DBT CORP US N 2 2026-05-15 Fixed 7 N N N N N N Adient US LLC N/A Adient US LLC 00688JAB3 27000 PA USD 29095.82 0.0713438179 Long DBT CORP US N 2 2025-04-15 Fixed 9 N N N N N N Safeway Inc. 549300NKZ6VCN5P3K723 Safeway Inc. 013092AD3 67000 PA USD 67843.56 0.1663544314 Long DBT CORP US N 2 2023-02-15 Fixed 3.5 N N N N N N Baxter International Inc. J5OIVXX3P24RJRW5CK77 Baxter International Inc. 071813BV0 35000 PA USD 39898.69 0.0978327772 Long DBT CORP US N 2 2025-10-01 Fixed 3.75 N N N N N N Baxter International Inc. J5OIVXX3P24RJRW5CK77 Baxter International Inc. 071813BW8 11000 PA USD 13040.66 0.0319760870 Long DBT CORP US N 2 2030-04-01 Fixed 3.95 N N N N N N Bristol-Myers Squibb Company HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Company 110122CB2 218000 PA USD 251617.34 0.6169732177 Long DBT CORP US N 2 2029-07-26 Fixed 3.4 N N N N N N Bristol-Myers Squibb Company HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Company 110122CC0 55000 PA USD 69904.01 0.1714067162 Long DBT CORP US N 2 2039-06-15 Fixed 4.125 N N N N N N CIT Group Inc. N8O96ZZJQRFYQUJY7K79 CIT Group Inc. 125581HA9 202000 PA USD 197400.17 0.4840311008 Long DBT CORP US N 2 2024-06-19 Fixed 3.929 N N N N N N Clear Channel Outdoor Holdings, Inc. N/A Clear Channel Outdoor Holdings, Inc. 18453H106 6438 NS USD 6695.52 0.0164176146 Long EC CORP US N 1 N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 Comcast Corporation 20030NDH1 25000 PA USD 29363.13 0.0719992700 Long DBT CORP US N 2 2040-04-01 Fixed 3.75 N N N N N N Endeavor Energy Resources, L.P. 549300WY5QI80P9WHD46 Endeavor Energy Resources, L.P. 29260FAF7 4000 PA USD 4030.8 0.0098836417 Long DBT CORP US N 2 2025-07-15 Fixed 6.625 N N N N N N Energy Transfer Operating, L.P. 5493008K8W3OKZE54J59 Energy Transfer Operating, L.P. 29279FAA7 40000 PA USD 42622.5 0.1045116405 Long DBT CORP US N 2 2049-04-15 Fixed 6.25 N N N N N N Enlink Midstream, LLC 88CPW63VL7KHJWS0NY83 Enlink Midstream, LLC 29336UAE7 69000 PA USD 53011.32 0.1299853368 Long DBT CORP US N 2 2025-06-01 Fixed 4.15 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 Enterprise Products Operating LLC 29379VBV4 123000 PA USD 131757.85 0.3230741756 Long DBT CORP US N 2 2029-07-31 Fixed 3.125 N N N N N N GreatAmerica Financial Services Corporation N/A GreatAmerica Financial Services Corporation 39154TAV0 57862.83 PA USD 57939.64 0.1420697243 Long ABS-CBDO CORP US N 2 2020-09-15 Fixed 2.97 N N N N N N HPEFS Equipment Trust 2019-1 549300NXXXDG2TJQD265 HPEFS Equipment Trust 2019-1 40438DAB5 88409.1 PA USD 88523.5 0.2170622607 Long ABS-CBDO CORP US N 2 2029-09-20 Fixed 2.19 N N N N N N Sabine Pass Liquefaction, LLC 549300KJYBG7C6WJYZ11 Sabine Pass Liquefaction, LLC 785592AM8 88000 PA USD 100425.71 0.2462468344 Long DBT CORP US N 2 2025-03-01 Fixed 5.625 N N N N N N Sabine Pass Liquefaction, LLC 549300KJYBG7C6WJYZ11 Sabine Pass Liquefaction, LLC 785592AU0 165000 PA USD 176993.85 0.4339941959 Long DBT CORP US N 2 2028-03-15 Fixed 4.2 N N N N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 Santander Holdings USA, Inc. 80282KBB1 99000 PA USD 103177.52 0.2529943545 Long DBT CORP US N 2 2025-06-02 Fixed 3.45 N N N N N N Simon Property Group, L.P. MR92GTD0MJTTTTQDVG45 Simon Property Group, L.P. 828807DF1 75000 PA USD 74412.2 0.1824609324 Long DBT CORP US N 2 2029-09-13 Fixed 2.45 N N N N N N Southern California Edison Company 9R1Z5I36FERIBVKW4P77 Southern California Edison Company 842400GK3 46000 PA USD 53705.07 0.1316864324 Long DBT CORP US N 2 2048-03-01 Fixed 4.125 N N N N N N Southern California Edison Company 9R1Z5I36FERIBVKW4P77 Southern California Edison Company 842400GT4 50000 PA USD 55145.89 0.1352193660 Long DBT CORP US N 2 2050-02-01 Fixed 3.65 N N N N N N Sprint Spectrum Co LLC N/A Sprint Spectrum Co LLC 85208NAA8 62500 PA USD 63300.31 0.1552142469 Long DBT CORP US N 2 2021-09-20 Fixed 3.36 N N N N N N CityCenter Holdings, LLC N/A CityCenter Holdings, LLC 17875LAL3 96726.85 PA USD 87755.43 0.2151789301 Long LON CORP US N 2 2024-04-14 Floating 2.9999988 N N N N N N CenturyLink, Inc. N/A CenturyLink, Inc. 15669GAH7 134325 PA USD 126340.72 0.3097912113 Long LON CORP US N 2 2027-03-15 Floating 2.4236316 N N N N N N Denbury Resources Inc. 549300KCWA5W52MS5559 Denbury Resources Inc. 247916AH2 14000 PA USD 5462.73 0.0133947768 Long DBT CORP US N 2 2022-03-31 Fixed 9.25 N N N N N N DISH DBS Corporation N/A DISH DBS Corporation 25470XAY1 66000 PA USD 69950.51 0.1715207356 Long DBT CORP US N 2 2026-07-01 Fixed 7.75 N N N N N N Ecolab Inc. 82DYEISM090VG8LTLS26 Ecolab Inc. 278865BE9 27000 PA USD 34211.89 0.0838885740 Long DBT CORP US N 2 2030-03-24 Fixed 4.8 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 Enterprise Products Operating LLC 29379VBW2 84000 PA USD 93701.91 0.2297598763 Long DBT CORP US N 2 2050-01-31 Fixed 4.2 N N N N N N FXI Holdings, Inc. N/A FXI Holdings, Inc. 36120RAA7 74000 PA USD 64417.31 0.1579531642 Long DBT CORP US N 2 2024-11-01 Fixed 7.875 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 Lloyds Banking Group PLC 53944YAL7 200000 PA USD 217482.05 0.5332724692 Long DBT CORP US N 2 2025-07-09 Fixed 3.87 N N N Y Y Lloyds Banking Group PLC Lloyds Banking Group PLC USD XXXX N N N The Narragansett Electric Company VAI0KZ806W8MCH0BCZ61 The Narragansett Electric Company 631005BJ3 26000 PA USD 29280.65 0.0717970266 Long DBT CORP US N 2 2030-04-09 Fixed 3.395 N N N N N N The Procter & Gamble Company 2572IBTT8CCZW6AU4141 The Procter & Gamble Company 742718FK0 23000 PA USD 28830.97 0.0706943978 Long DBT CORP US N 2 2050-03-25 Fixed 3.6 N N N N N N Sysco Corporation 5RGWIFLMGH3YS7KWI652 Sysco Corporation 871829BL0 23000 PA USD 28884.86 0.0708265377 Long DBT CORP US N 2 2030-04-01 Fixed 5.95 N N N N N N Sysco Corporation 5RGWIFLMGH3YS7KWI652 Sysco Corporation 871829BP1 33000 PA USD 38632.01 0.0947268400 Long DBT CORP US N 2 2025-04-01 Fixed 5.65 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 T-Mobile USA, Inc. 87264ABA2 45000 PA USD 49079.85 0.1203452551 Long DBT CORP US N 2 2025-04-15 Fixed 3.5 N N N N N N Community Health Systems, Inc. 549300BQWM4WENQ3YW73 Community Health Systems, Inc. 12543DBC3 85000 PA USD 80357.52 0.1970390343 Long DBT CORP US N 2 2026-03-15 Fixed 8 N N N N N N Frontier Communications Corp. N/A Frontier Communications Corp. 35906EAJ9 406.91 PA USD 395.5 0.0009697778 Long LON CORP US N 2 2024-05-31 Floating 5.2099992 N N N N N N Golden Nugget Inc (Landrys) N/A Golden Nugget Inc (Landrys) 51508PAG9 536.63 PA USD 423.94 0.0010395135 Long LON CORP US N 2 2023-09-07 Floating 3.2500008 N N N N N N CEMEX S.A.B. de C.V. 549300RIG2CXWN6IV731 CEMEX S.A.B. de C.V. 151290BV4 150000 PA USD 138729.14 0.3401679864 Long DBT CORP US N 2 2029-11-19 Fixed 5.45 N N N N N N Denbury Resources Inc. 549300KCWA5W52MS5559 Denbury Resources Inc. 247916AM1 80000 PA USD 30210.95 0.0740781499 Long DBT CORP US N 2 2024-02-15 Fixed 7.75 N N N N N N Golden Nugget, Inc. N/A Golden Nugget, Inc. 51508PAG9 87794.88 PA USD 69357.96 0.1700677853 Long LON CORP US N 2 2023-09-07 Floating 3.2500008 N N N N N N Golden Nugget, Inc. N/A Golden Nugget, Inc. 51508PAG9 103481.89 PA USD 81750.69 0.2004551287 Long LON CORP US N 2 2023-10-04 Floating 3.2500008 N N N N N N Kayne Anderson MLP Investment Co. 549300H9ZCLGQEKXQY57 Kayne Anderson MLP Investment Co. 486606106 2582 NS USD 13632.96 0.0334284243 Long EC RF US N 1 N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 Kraft Heinz Foods Company 50077LBD7 69000 PA USD 73018.04 0.1790424106 Long DBT CORP US N 2 2031-03-01 Fixed 4.25 N N N N N N Lockheed Martin Corporation DPRBOZP0K5RM2YE8UU08 Lockheed Martin Corporation 539830BP3 25000 PA USD 25627.08 0.0628383640 Long DBT CORP US N 2 2030-06-15 Fixed 1.85 N N N N N N Lockheed Martin Corporation DPRBOZP0K5RM2YE8UU08 Lockheed Martin Corporation 539830BQ1 24000 PA USD 25301.64 0.0620403755 Long DBT CORP US N 2 2050-06-15 Fixed 2.8 N N N N N N Genesee & Wyoming Inc. N/A Genesee & Wyoming Inc. 55316HAB1 75810 PA USD 72818.54 0.1785532306 Long LON CORP US N 2 2026-10-29 Floating 3.4501284 N N N N N N Nordic Aviation Capital DAC N/A Nordic Aviation Capital DAC N/A 135000 PA USD 101925 0.2499231381 Long DBT CORP US N 3 2024-03-14 Fixed 5.58 N N N N N N M.D.C. Holdings, Inc. 5299005FV4VNV75R8R35 M.D.C. Holdings, Inc. 552676AQ1 14000 PA USD 14738.97 0.0361403938 Long DBT CORP US N 2 2043-01-15 Fixed 6 N N N N N N VOC Escrow Ltd. N/A VOC Escrow Ltd. 91832VAA2 70000 PA USD 52712.28 0.1292520818 Long DBT CORP US N 2 2028-02-15 Fixed 5 N N N N N N Vistra Operations Company LLC 549300ZH5GKBTJZ7NM23 Vistra Operations Company LLC 92840VAD4 69000 PA USD 71369.01 0.1749989398 Long DBT CORP US N 2 2024-07-15 Fixed 3.55 N N N N N N Vistra Operations Company LLC 549300ZH5GKBTJZ7NM23 Vistra Operations Company LLC 92840VAE2 60000 PA USD 63053.27 0.1546084975 Long DBT CORP US N 2 2029-07-15 Fixed 4.3 N N N N N N Vodafone Group Public Limited Company 549300MSQV80HSATBG53 Vodafone Group Public Limited Company 92857WBL3 90000 PA USD 112793.33 0.2765726072 Long DBT CORP US N 2 2038-05-30 Fixed 5 N N N N N N The AES Corporation 2NUNNB7D43COUIRE5295 The AES Corporation 00130HCB9 96000 PA USD 98577.52 0.2417150174 Long DBT CORP US N 2 2025-07-15 Fixed 3.3 N N N N N N AT&T Inc. 549300Z40J86GGSTL398 AT&T Inc. 00206RGD8 350000 PA USD 350692.65 0.8599088310 Long DBT CORP US N 2 2024-06-12 Floating 1.4983812 N N N N N N Alaska Airlines 2020-1 Class A Pass Through Trust N/A Alaska Airlines 2020-1 Class A Pass Through Trust 01166VAA7 62000 PA USD 62775 0.1539261712 Long ABS-CBDO CORP US N 2 2027-08-15 Fixed 4.8 N N N N N N BX Commercial Mortgage Trust 2018-IND N/A BX Commercial Mortgage Trust 2018-IND 056059AA6 401157.41 PA USD 397853.52 0.9755486900 Long ABS-MBS CORP US N 2 2020-10-15 Floating 0.9349992 N N N N N N Boston Properties Limited Partnership BVHHEFJI6SHNOKQT2572 Boston Properties Limited Partnership 10112RBC7 110000 PA USD 114966.29 0.2819007699 Long DBT CORP US N 2 2030-03-15 Fixed 2.9 N N N N N N Charter Communications Operating, LLC 549300TPZNMN50BJ3745 Charter Communications Operating, LLC 161175AY0 250000 PA USD 286331.85 0.7020942310 Long DBT CORP US N 2 2025-07-23 Fixed 4.908 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup Inc. 172967KA8 41000 PA USD 46749.14 0.1146302848 Long DBT CORP US N 2 2027-09-29 Fixed 4.45 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup Inc. 172967KU4 10000 PA USD 11305.12 0.0277204912 Long DBT CORP US N 2 2028-07-25 Fixed 4.125 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup Inc. 172967LS8 91000 PA USD 100829.63 0.2472372582 Long DBT CORP US N 2 2028-10-27 Fixed 3.52 N N N N N N Connect Finco SARL N/A Connect Finco SARL 20752TAA2 50000 PA USD 47241.31 0.1158371003 Long DBT CORP US N 2 2026-10-01 Fixed 6.75 N N N N N N The Home Depot, Inc. QEKMOTMBBKA8I816DO57 The Home Depot, Inc. 437076CD2 51000 PA USD 58635.71 0.1437765087 Long DBT CORP US N 2 2050-04-15 Fixed 3.35 N N N N N N John Deere Owner Trust 2019-B N/A John Deere Owner Trust 2019-B 477870AB5 256065.16 PA USD 257653.05 0.6317729586 Long ABS-CBDO CORP US N 2 2021-04-15 Fixed 2.28 N N N N N N Summit Midstream Partners, LP N/A Summit Midstream Partners, LP 866142AA0 125000 PA USD 16244.1 0.0398310174 Long DBT CORP US N 2 2500-12-31 Fixed 9.5 N N N N N N CSC Holdings, LLC N/A CSC Holdings, LLC 64072UAE2 157164.58 PA USD 148324.07 0.3636950408 Long LON CORP US N 2 2025-07-15 Floating 2.4347484 N N N N N N Diamond (BC) B.V. N/A Diamond (BC) B.V. N2611UAC9 166582.92 PA USD 152701.57 0.3744288013 Long LON CORP NL N 2 2024-07-24 Floating 3.7601316 N N N N N N Diamond Sports Group, LLC N/A Diamond Sports Group, LLC 25277BAB4 89325 PA USD 72464.91 0.1776861193 Long LON CORP US N 2 2026-08-24 Floating 3.4300008 N N N N N N Colt Merger Sub, Inc. N/A Colt Merger Sub, Inc. 12770RAA1 35000 PA USD 35198.04 0.0863066432 Long DBT CORP US N 2 2025-07-01 Fixed 5.75 N N N N N N Canadian Natural Resources Limited 549300T15RIMIKZC5Q38 Canadian Natural Resources Limited 136385AZ4 81000 PA USD 81143.81 0.1989670408 Long DBT CORP US N 2 2025-07-15 Fixed 2.05 N N N N N N Diamond Finance International Limited N/A Diamond Finance International Limited 25272KAR4 99000 PA USD 129032.7 0.3163920265 Long DBT CORP US N 2 2046-07-15 Fixed 8.35 N N N N N N The Walt Disney Company 549300GZKULIZ0WOW665 The Walt Disney Company 254687FG6 500000 PA USD 499510 1.2248134091 Long DBT CORP US N 2 2021-09-01 Floating 0.6000012 N N N N N N The Walt Disney Company 549300GZKULIZ0WOW665 The Walt Disney Company 254687FX9 97000 PA USD 103019.69 0.2526073506 Long DBT CORP US N 2 2031-01-13 Fixed 2.65 N N N N N N Endeavor Energy Resources, L.P. 549300WY5QI80P9WHD46 Endeavor Energy Resources, L.P. 29260FAE0 69000 PA USD 66472.73 0.1629931153 Long DBT CORP US N 2 2028-01-30 Fixed 5.75 N N N N N N GLP Financing, LLC N/A GLP Financing, LLC 361841AK5 14000 PA USD 15440.71 0.0378610812 Long DBT CORP US N 2 2028-06-01 Fixed 5.75 N N N N N N GLP Financing, LLC N/A GLP Financing, LLC 361841AL3 110000 PA USD 119065.02 0.2919509781 Long DBT CORP US N 2 2029-01-15 Fixed 5.3 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 Glencore Funding LLC 378272AV0 125000 PA USD 140058.26 0.3434270283 Long DBT CORP US N 2 2029-03-12 Fixed 4.875 N N N N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 The Goldman Sachs Group, Inc. 38141GXH2 176000 PA USD 200739.42 0.4922190414 Long DBT CORP US N 2 2030-03-15 Fixed 3.8 N N N N N N Hillenbrand, Inc. U246OE781574J2BUD366 Hillenbrand, Inc. 431571AB4 18000 PA USD 18077.58 0.0443267650 Long DBT CORP US N 2 2026-09-15 Fixed 4.5 N N N N N Hilton Domestic Operating Company Inc. 5493003EG7H0N1E4XV50 Hilton Domestic Operating Company Inc. 432833AG6 24000 PA USD 23999.88 0.0588484211 Long DBT CORP US N 2 2025-05-01 Fixed 5.375 N N N N N N Transocean Proteus Limited 5493000CTMQ2LH21VM89 Transocean Proteus Limited 893829AA9 144950 PA USD 133213.82 0.3266442574 Long DBT CORP US N 2 2024-12-01 Fixed 6.25 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 Truist Financial Corporation 89832QAE9 75000 PA USD 76875 0.1884997914 Long DBT CORP US N 2 2500-12-31 Fixed 4.95 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 U.S. Bancorp 91159HHW3 30000 PA USD 32667.85 0.0801025419 Long DBT CORP US N 2 2029-07-30 Fixed 3 N N N N N N WPX Energy, Inc. ZXZE9GCS2BB547GJW219 WPX Energy, Inc. 98212BAL7 43000 PA USD 37972.23 0.0931090398 Long DBT CORP US N 2 2030-01-15 Fixed 4.5 N N N N N N Tempo Acquisition LLC N/A Tempo Acquisition LLC 88023HAC4 225353.52 PA USD 213522.46 0.5235634365 Long LON CORP US N 2 2024-04-20 Floating 2.9236284 N N N N N N Terrier Media Buyer, Inc. N/A Terrier Media Buyer, Inc. 88145LAB0 38805 PA USD 36929.55 0.0905523574 Long LON CORP US N 2 2026-10-04 Floating 5.7001284 N N N N N N Caesars Resort Collection, LLC N/A Caesars Resort Collection, LLC N/A 118000 PA USD 110699.34 0.2714380813 Long LON CORP US N 2 2025-06-19 Floating 0 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 AbbVie Inc. 00287YBU2 121000 PA USD 131444.53 0.3223059056 Long DBT CORP US N 2 2026-11-21 Fixed 2.95 N N N N N N Avolon Holdings Funding Limited 635400ZRKEX9L1BKCH30 Avolon Holdings Funding Limited 05401AAD3 342000 PA USD 311482.77 0.7637650365 Long DBT CORP US N 2 2024-05-15 Fixed 5.25 N N N N N N Avolon Holdings Funding Limited 635400ZRKEX9L1BKCH30 Avolon Holdings Funding Limited 05401AAE1 125000 PA USD 117812.5 0.2888797617 Long DBT CORP US N 2 2022-05-01 Fixed 3.625 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 Bank of America Corporation 06051GHS1 1199000 PA USD 1535289.98 3.7645767940 Long DBT CORP US N 2 2050-03-15 Fixed 4.33 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 Bank of America Corporation 06051GJE0 81000 PA USD 82832.85 0.2031086172 Long DBT CORP US N 2 2041-06-19 Fixed 2.676 N N N N N N CCO Holdings, LLC N/A CCO Holdings, LLC 1248EPCD3 84000 PA USD 86045.87 0.2109870380 Long DBT CORP US N 2 2030-03-01 Fixed 4.75 N N N N N N CF Industries, Inc. 5FVKT86LAD2F40NPC183 CF Industries, Inc. 12527GAH6 287000 PA USD 315981.86 0.7747969393 Long DBT CORP US N 2 2026-12-01 Fixed 4.5 N N N N N N Callon Petroleum Company 549300EFOWPEB0WLZW21 Callon Petroleum Company 13123XAZ5 125000 PA USD 42455.83 0.1041029607 Long DBT CORP US N 2 2026-07-01 Fixed 6.375 N N N N N N CenturyLink, Inc. 8M3THTGWLTYZVE6BBY25 CenturyLink, Inc. 156700BC9 47000 PA USD 45648.75 0.1119320957 Long DBT CORP US N 2 2027-02-15 Fixed 4 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup Inc. 172967LH2 249000 PA USD 250266.59 0.6136611385 Long DBT CORP US N 2 2022-04-25 Floating 1.95138 N N N N N N Everest Acquisition, LLC J2UPE7JWRDJO2O2EYB93 Everest Acquisition, LLC 268787AE8 85000 PA USD 1476.19 0.0036196619 Long DBT CORP US Y 2 2024-11-29 Fixed 0 Y N N N N N Everest Acquisition, LLC J2UPE7JWRDJO2O2EYB93 Everest Acquisition, LLC 268787AJ7 35000 PA USD 8115.38 0.0198991537 Long DBT CORP US Y 2 2026-05-15 Fixed 0 Y N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29278NAS2 83000 PA USD 70493.36 0.1728518199 Long DBT CORP US N 2 2500-12-31 Fixed 6.75 N N N N N N GS Mortgage Securities Corp Trust 2017-SLP N/A GS Mortgage Securities Corp Trust 2017-SLP 36255MAG2 175000 PA USD 174866.34 0.4287774780 Long ABS-MBS CORP US N 2 2022-10-12 Fixed 3.772 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 T-Mobile USA, Inc. 87264ABG9 103000 PA USD 102993.57 0.2525433036 Long DBT CORP US N 2 2026-02-15 Fixed 1.5 N N N N N N Targa Resource Corporation 6OQWTZ1SPC04IFT4T704 Targa Resource Corporation 87612BBP6 108000 PA USD 103950.99 0.2548909260 Long DBT CORP US N 2 2030-03-01 Fixed 5.5 N N N N N N Teck Resources Limited T8KI5SQ2JRWHL7XY0E11 Teck Resources Limited 878742BE4 76000 PA USD 75736.62 0.1857084498 Long DBT CORP US Y 2 2030-07-15 Fixed 3.9 N N N N N N Radiate Holdco, LLC N/A Radiate Holdco, LLC 75025KAB4 151862.44 PA USD 144648.97 0.3546835861 Long LON CORP US N 2 2023-12-09 Floating 3.7500012 N N N N N N RegionalCare Hospital Partners Holdings, Inc. N/A RegionalCare Hospital Partners Holdings, Inc. 75915TAD4 130935.63 PA USD 122407.79 0.3001475497 Long LON CORP US N 2 2025-11-09 Floating 3.9236292 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 AerCap Ireland Capital Designated Activity Company 00774MAN5 40000 PA USD 41860.87 0.1026441010 Long DBT CORP US N 2 2025-07-15 Fixed 6.5 N N N N N N American Airlines, Inc. IWUQB36BXD6OWD6X4T14 American Airlines, Inc. 02376TAC2 43547.76 PA USD 43156.04 0.1058198965 Long ABS-CBDO CORP US N 2 2020-07-15 Fixed 5.6 N N N N N N Anglo American Capital PLC TINT358G1SSHR3L3PW36 Anglo American Capital PLC 034863AV2 200000 PA USD 226046.06 0.5542716770 Long DBT CORP US N 2 2025-04-01 Fixed 5.375 N N N N N N Baker Hughes Holdings LLC 549300XU3XH6F05YEQ93 Baker Hughes Holdings LLC 05724BAA7 77000 PA USD 88512.43 0.2170351167 Long DBT CORP US N 2 2030-05-01 Fixed 4.486 N N N N N N Booking Holdings Inc. FXM8FAOHMYDIPD38UZ17 Booking Holdings Inc. 09857LAP3 88000 PA USD 98817.41 0.2423032348 Long DBT CORP US N 2 2025-04-13 Fixed 4.1 N N N N N N Booking Holdings Inc. FXM8FAOHMYDIPD38UZ17 Booking Holdings Inc. 09857LAR9 90000 PA USD 106012.66 0.2599462023 Long DBT CORP US N 2 2030-04-13 Fixed 4.625 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 Enterprise Products Operating LLC 29379VAZ6 43000 PA USD 45546.97 0.1116825281 Long DBT CORP US N 2 2023-03-15 Fixed 3.35 N N N N N N Exxon Mobil Corporation J3WHBG0MTS7O8ZVMDC91 Exxon Mobil Corporation 30231GBK7 141000 PA USD 160726.22 0.3941054823 Long DBT CORP US N 2 2030-03-19 Fixed 3.482 N N N N N N General Electric Company 3C7474T6CDKPR9K6YT90 General Electric Company 369604BQ5 379000 PA USD 297552.9 0.7296085801 Long DBT CORP US N 2 2500-12-31 Fixed 5 N N N N N N NVR, Inc. N/A NVR, Inc. 62944TAF2 97000 PA USD 101404.63 0.2486471754 Long DBT CORP US N 2 2030-05-15 Fixed 3 N N N N N N NXP B.V. 724500RKKW4NOJ9YQF60 NXP B.V. 62947QAU2 200000 PA USD 205306.26 0.5034170692 Long DBT CORP US N 2 2021-06-01 Fixed 4.125 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corporation 674599CV5 300000 PA USD 286303.62 0.7020250102 Long DBT CORP US N 2 2021-08-13 Floating 1.6835004 N N N N N N Pacific Gas And Electric Company 1HNPXZSMMB7HMBMVBS46 Pacific Gas And Electric Company 694308JE8 202000 PA USD 202311.74 0.4960744169 Long DBT CORP US N 2 2022-06-16 Fixed 1.75 N N N N N N Pacific Gas And Electric Company 1HNPXZSMMB7HMBMVBS46 Pacific Gas And Electric Company 694308JF5 51000 PA USD 50369.05 0.1235064120 Long DBT CORP US N 2 2027-08-01 Fixed 2.1 N N N N N Parsley Energy, LLC N/A Parsley Energy, LLC 701885AD7 91000 PA USD 88698.22 0.2174906793 Long DBT CORP US N 2 2025-01-15 Fixed 5.375 N N N N N N El Gobierno De La Republica Oriental Del Uruguay 549300RDR012H2V82H43 El Gobierno De La Republica Oriental Del Uruguay 760942BB7 -600000 PA USD -693000 -1.6992566565 Short DBT NUSS US N 2 2027-10-27 Fixed 4.375 N N N N N N Wells Fargo Bank, National Association N/A Wells Fargo Bank, National Association 94988J6A0 750000 PA USD 762017.33 1.8684892069 Long DBT CORP US N 2 2022-09-09 Fixed 2.082 N N N N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 Wells Fargo & Company 95000U2A0 26000 PA USD 28867.8 0.0707847061 Long DBT CORP US N 2 2028-05-22 Fixed 3.584 N N N N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 Wells Fargo & Company 95000U2F9 25000 PA USD 27096.95 0.0664425291 Long DBT CORP US N 2 2027-06-17 Fixed 3.196 N N N N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 Wells Fargo & Company 95000U2G7 124000 PA USD 132461.27 0.3247989824 Long DBT CORP US N 2 2030-10-30 Fixed 2.879 N N N N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 Wells Fargo & Company 95000U2H5 189000 PA USD 196719.85 0.4823629359 Long DBT CORP US N 2 2025-10-30 Fixed 2.406 N N N N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 WESCO Distribution, Inc. 95081QAN4 52000 PA USD 54831.39 0.1344482027 Long DBT CORP US N 2 2025-06-15 Fixed 7.125 N N N N N N Windstream Services, LLC N/A Windstream Services, LLC 97381HAR8 149236.65 PA USD 89840.46 0.2202914858 Long LON CORP US N 2 2021-03-29 Floating 8.2500012 N N N N N N Zayo Group Holdings, Inc. N/A Zayo Group Holdings, Inc. 98919XAB7 222062.5 PA USD 210275.42 0.5156015976 Long LON CORP US N 2 2027-02-20 Floating 3.1736304 N N N N N N AT&T Inc. 549300Z40J86GGSTL398 AT&T Inc. 00206RDR0 64000 PA USD 79440.21 0.1947897628 Long DBT CORP US N 2 2037-03-01 Fixed 5.25 N N N N N N AT&T Inc. 549300Z40J86GGSTL398 AT&T Inc. 00206RFW7 16000 PA USD 19147.1 0.0469492599 Long DBT CORP US N 2 2037-08-15 Fixed 4.9 N N N N N N AT&T Inc. 549300Z40J86GGSTL398 AT&T Inc. 00206RJZ6 80000 PA USD 84328.31 0.2067755297 Long DBT CORP US N 2 2041-06-01 Fixed 3.5 N N N N N N Acrisure, LLC 549300R0Z1Q47XRTGO22 Acrisure, LLC 00489LAA1 80000 PA USD 76422.09 0.1873892426 Long DBT CORP US N 2 2025-11-15 Fixed 7 N N N N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 Bausch Health Companies Inc. 071734AC1 82000 PA USD 86872.47 0.2130138859 Long DBT CORP US N 2 2027-08-15 Fixed 5.75 N N N N N N Centene Escrow I Corporation N/A Centene Escrow I Corporation 15137TAA8 65000 PA USD 67646.25 0.1658706214 Long DBT CORP US N 2 2026-06-01 Fixed 5.375 N N N N N N CIG Auto Receivables Trust 2017-1 N/A CIG Auto Receivables Trust 2017-1 171787AA2 3230.14 PA USD 3191.83 0.0078264623 Long ABS-CBDO CORP US N 2 2023-05-15 Fixed 2.71 N N N N N N PG&E Corporation 8YQ2GSDWYZXO2EDN3511 PG&E Corporation 69331CAH1 20000 PA USD 19890.47 0.0487720253 Long DBT CORP US N 2 2028-07-01 Fixed 5 N N N N N N Phillips 66 5493005JBO5YSIGK1814 Phillips 66 718546AU8 90000 PA USD 96408.18 0.2363957310 Long DBT CORP US N 2 2023-04-06 Fixed 3.7 N N N N N N Phillips 66 5493005JBO5YSIGK1814 Phillips 66 718546AV6 90000 PA USD 99921.68 0.2450109378 Long DBT CORP US N 2 2025-04-09 Fixed 3.85 N N N N N N Providence St. Joseph Health N/A Providence St. Joseph Health 743820AA0 62000 PA USD 64540.74 0.1582558183 Long DBT CORP US N 2 2029-10-01 Fixed 2.532 N N N N N N Reynolds Group Holdings Inc. 5493002QNV81KCX40V06 Reynolds Group Holdings Inc. 761735AR0 161000 PA USD 159884.22 0.3920408732 Long DBT CORP US N 2 2021-07-15 Floating 4.71888 N N N N N N Rassman, Joel H. N/A Rassman, Joel H. 88947EAU4 138000 PA USD 138746.15 0.3402096955 Long DBT CORP US N 2 2029-11-01 Fixed 3.8 N N N N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 Bausch Health Companies Inc. 91911XAW4 63000 PA USD 67136.28 0.1646201597 Long DBT CORP US N 2 2027-01-31 Fixed 8.5 N N N N N N Volvo Financial Equipment LLC, Series 2019-1 N/A Volvo Financial Equipment LLC, Series 2019-1 92888DAB1 48097.43 PA USD 48243.71 0.1182950149 Long ABS-CBDO CORP US N 2 2020-10-15 Fixed 2.9 N N N N N N American Axle and Manufacturing, Inc. N/A American Axle and Manufacturing, Inc. 02406MAP2 23164.56 PA USD 21948.42 0.0538181801 Long LON CORP US N 2 2024-03-10 Floating 2.9999988 N N N N N N American Axle and Manufacturing, Inc. N/A American Axle and Manufacturing, Inc. 02406MAP2 122669.32 PA USD 116229.18 0.2849974139 Long LON CORP US N 2 2024-03-10 Floating 2.9999988 N N N N N N Aramark Services, Inc. N/A Aramark Services, Inc. 03852JAL5 187000 PA USD 176247.5 0.4321641235 Long LON CORP US N 2 2025-03-01 Floating 1.9236312 N N N N N N Ancestry.com Operations Inc. N/A Ancestry.com Operations Inc. 03280FAK7 112512.11 PA USD 106464.58 0.2610543236 Long LON CORP US N 2 2026-08-15 Floating 4.4236296 N N N N N N 2020-08-28 PPM Funds Daniel W. Koors Daniel W. Koors Principal Financial Officer