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