0001752724-20-157873.txt : 20200818
0001752724-20-157873.hdr.sgml : 20200818
20200818110736
ACCESSION NUMBER: 0001752724-20-157873
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200630
FILED AS OF DATE: 20200818
PERIOD START: 20201231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: LORD ABBETT BOND DEBENTURE FUND INC
CENTRAL INDEX KEY: 0000060365
IRS NUMBER: 132669319
STATE OF INCORPORATION: MD
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-02145
FILM NUMBER: 201112453
BUSINESS ADDRESS:
STREET 1: 90 HUDSON STREET
CITY: JERSEY CITY
STATE: NJ
ZIP: 07302
BUSINESS PHONE: 201-827-2000
MAIL ADDRESS:
STREET 1: 90 HUDSON STREET
CITY: JERSEY CITY
STATE: NJ
ZIP: 07302
FORMER COMPANY:
FORMER CONFORMED NAME: LORD ABBETT BOND FUND INC
DATE OF NAME CHANGE: 19790412
0000060365
S000006820
LORD ABBETT BOND DEBENTURE FUND INC
C000018454
Class A
LBNDX
C000018456
Class C
BDLAX
C000018457
Class P
LBNPX
C000018458
Class I
LBNYX
C000052177
Class F
LBDFX
C000052178
Class R2
LBNQX
C000052179
Class R3
LBNRX
C000158205
Class R4
LBNSX
C000158206
Class R5
LBNTX
C000158207
Class R6
LBNVX
C000188230
Class F3
LBNOX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000060365
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S000006820
C000052179
C000018458
C000052178
C000158206
C000158207
C000018457
C000188230
C000018454
C000158205
C000018456
C000052177
LORD ABBETT BOND DEBENTURE FUND INC
811-02145
0000060365
W528K4KWQL50R13TDZ14
90 HUDSON STREET
JERSEY CITY
07302
201-827-2000
LORD ABBETT BOND DEBENTURE FUND INC
S000006820
W528K4KWQL50R13TDZ14
2020-12-31
2020-06-30
N
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313521596.70
17007124514.63
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
184172095.00000000
0.00000000
0.00000000
187732496.04000000
EUR
USD
N
ADANIREN KODSOPAR WARSOM
N/A
Adani Renewable Energy RJ Ltd/Kodangal Solar Parks Pvt Ltd/Wardha Solar Maharash
00654CAA0
17894000.00000000
PA
USD
17178240.00000000
0.101006140016
Long
DBT
CORP
IN
N
2
2039-10-15
Fixed
4.63000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
197677AG2
12776000.00000000
PA
USD
14611208.52000000
0.085912280511
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.69000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JPMCC Commercial Mortgage Securities Trust 2017-JP5
46647TAZ1
8806000.00000000
PA
USD
7988076.71000000
0.046969002332
Long
ABS-MBS
CORP
US
N
2
2050-03-15
Variable
4.03000000
N
N
N
N
N
N
TOLL BROS FINANCE CORP
N/A
Toll Brothers Finance Corp
88947EAS9
12916000.00000000
PA
USD
13922608.46000000
0.081863388769
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.88000000
N
N
N
N
N
N
Drive Chassis HoldCo, LLC
N/A
Drive Chassis HoldCo, LLC 2019 2nd Lien Term Loan
000000000
19000000.00000000
PA
USD
16791250.00000000
0.098730681871
Long
LON
CORP
US
N
2
2026-04-10
Floating
9.56000000
N
N
N
N
N
N
STATE GRID OVERSEAS INV
3003006V8BHG5158QO96
State Grid Overseas Investment 2016 Ltd
857006AG5
35150000.00000000
PA
USD
38924758.50000000
0.228873249363
Long
DBT
CORP
VG
N
2
2027-05-04
Fixed
3.50000000
N
N
N
N
N
N
CADILLAC FAIRVIEW PRP TR
N/A
Ontario Teachers' Cadillac Fairview Properties Trust
68327LAB2
23275000.00000000
PA
USD
24997753.82000000
0.146984011309
Long
DBT
CORP
CA
N
2
2027-03-20
Fixed
3.88000000
N
N
N
N
N
N
Booz Allen Hamilton Holding Corp
529900JPV47PIUWMA015
Booz Allen Hamilton Holding Corp
099502106
229572.00000000
NS
USD
17858405.88000000
0.105005439718
Long
EC
CORP
US
N
1
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BH6
11437000.00000000
PA
USD
11516715.89000000
0.067717008128
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.63000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CH1
8042000.00000000
PA
USD
13056111.00000000
0.076768480108
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
8.25000000
N
N
N
N
N
N
IPG Photonics Corp
5493002KZ51CADQ94G15
IPG Photonics Corp
44980X109
113474.00000000
NS
USD
18200094.86000000
0.107014532905
Long
EC
CORP
US
N
1
N
N
N
VTR COMUNICACIONES SPA
213800XDZJKMC1AEUV94
VTR Comunicaciones SpA
918367AA1
6429000.00000000
PA
USD
6592939.50000000
0.038765750755
Long
DBT
CORP
CL
N
2
2028-01-15
Fixed
5.13000000
N
N
N
N
N
N
TERRAFORM POWER OPERATIN
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAG8
19948000.00000000
PA
USD
20293299.88000000
0.119322345541
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565ALQ4
36222000.00000000
PA
USD
31762166.25000000
0.186758003815
Long
DBT
CORP
FR
N
2
2030-02-25
Fixed
4.50000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CX6
22491000.00000000
PA
USD
26678261.93000000
0.156865212029
Long
DBT
CORP
US
N
2
2030-04-22
Fixed
9.63000000
N
N
N
N
N
N
Puget Sound Energy Inc
8MNFJR7KOMBQ7X62LK44
Puget Sound Energy Inc
745332CH7
13467000.00000000
PA
USD
16968244.26000000
0.099771388428
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
4.22000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CP8
50389000.00000000
PA
USD
47002607.26000000
0.276370101362
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
2.70000000
N
N
N
N
N
N
LUKOIL SECURITIES BV
724500IVNQ6LF8OFIO42
Lukoil Securities BV
54988LAB2
45000000.00000000
PA
USD
46968750.00000000
0.276171024440
Long
DBT
CORP
NL
N
2
2030-05-06
Fixed
3.88000000
N
N
N
N
N
N
GAP INC/THE
T2ZG1WRWZ4BUCMQL9224
Gap Inc/The
364760AM0
17736000.00000000
PA
USD
18855585.00000000
0.110868742001
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
8.63000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BN5
53869000.00000000
PA
USD
66171368.43000000
0.389080284401
Long
DBT
CORP
US
N
2
2025-12-03
Fixed
5.20000000
N
N
N
N
N
N
MERLIN ENTERTAINMENTS
549300ZTI0VEFO6WV007
Merlin Entertainments Ltd
59010QAB2
8041000.00000000
PA
USD
7773556.34000000
0.045707646423
Long
DBT
CORP
GB
N
2
2026-06-15
Fixed
5.75000000
N
N
N
N
N
N
GRUBHUB HOLDINGS INC
N/A
GrubHub Holdings Inc
40010PAA6
17074000.00000000
PA
USD
17496666.87000000
0.102878454585
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
5.50000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AN8
28486000.00000000
PA
USD
27026092.50000000
0.158910417082
Long
DBT
CORP
CH
N
2
2030-01-24
Fixed
5.10000000
N
N
N
N
N
N
ANZ NEW ZEALAND INTL/LDN
213800VD256NU2D97H12
ANZ New Zealand Int'l Ltd/London
00182EBA6
14890000.00000000
PA
USD
15160392.27000000
0.089141419861
Long
DBT
CORP
NZ
N
2
2021-07-28
Fixed
2.13000000
N
N
N
N
N
N
LOUISVILLE GAS & ELEC
KO3GRIB3RPH1XDX50U72
Louisville Gas and Electric Co
546676AX5
15039000.00000000
PA
USD
18162143.57000000
0.106791383542
Long
DBT
CORP
US
N
2
2045-10-01
Fixed
4.38000000
N
N
N
N
N
N
SiteOne Landscape Supply Inc
5299008LX7SBD4HIAU03
SiteOne Landscape Supply Inc
82982L103
237375.00000000
NS
USD
27053628.75000000
0.159072327169
Long
EC
CORP
US
N
1
N
N
N
OHIO POWER COMPANY
06ZODLC132CY1O2Y7D77
Ohio Power Co
677415CQ2
12877000.00000000
PA
USD
15893870.82000000
0.093454192131
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
4.15000000
N
N
N
N
N
N
Darden Restaurants Inc
CY1NFSCCB5GUXC7WZC70
Darden Restaurants Inc
237194AM7
8987000.00000000
PA
USD
8562849.28000000
0.050348601097
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
4.55000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
67054KAA7
46103000.00000000
PA
USD
48177173.97000000
0.283276422940
Long
DBT
CORP
FR
N
2
2026-05-01
Fixed
7.38000000
N
N
N
N
N
N
Southwestern Energy Co
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AL3
10798000.00000000
PA
USD
9279369.28000000
0.054561658980
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
6.20000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT SEP20 XCBT 20200921
000000000
-3094.00000000
NC
USD
-2265875.43000000
-0.01332309543
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US 10 Year Ultra Bond
UXYU0 Comdty
2020-09-21
-484990780.82000000
USD
-2265875.43000000
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBH1
23542000.00000000
PA
USD
23668538.25000000
0.139168371641
Long
DBT
CORP
NL
N
2
2031-01-03
Fixed
5.60000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBP7
15739000.00000000
PA
USD
16246582.75000000
0.095528099038
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
5.88000000
N
N
N
N
N
N
Mountain View CLO Ltd
549300RHYK4B5L898W39
Mountain View CLO X Ltd
62432CAU5
13725000.00000000
PA
USD
13099988.21000000
0.077026473221
Long
ABS-CBDO
CORP
KY
N
2
2027-10-13
Floating
2.66000000
N
N
N
N
N
N
COLT MERGER SUB INC
N/A
Colt Merger Sub Inc
28470RAK8
15961000.00000000
PA
USD
15561975.00000000
0.091502681635
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
8.13000000
N
N
N
N
N
N
PULTE GROUP INC
N/A
PulteGroup Inc
745867AP6
27646000.00000000
PA
USD
32457095.15000000
0.190844108432
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
6.38000000
N
N
N
N
N
N
JETBLUE 2019-1 CLASS A
N/A
JetBlue 2019-1 Class A Pass Through Trust
477143AJ0
13302798.81000000
PA
USD
11723148.65000000
0.068930809790
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
2.95000000
N
N
N
N
N
N
MATCH GROUP INC
549300BIJKT86CPCKK96
Match Group Inc/old
57665RAG1
22260000.00000000
PA
USD
23241888.60000000
0.136659719166
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.00000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CM6
3333000.00000000
PA
USD
3271939.44000000
0.019238639884
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
GLOBAL AIR LEASE CO LTD
N/A
Global Aircraft Leasing Co Ltd
37960JAA6
24794000.00000000
PA
USD
16673965.00000000
0.098041059119
Long
DBT
CORP
KY
N
2
2024-09-15
Fixed
6.50000000
N
N
Y
N
N
N
THE MET
549300LS1O4XQ1SY7T11
Metropolitan Museum of Art/The
592189AA2
26471000.00000000
PA
USD
32898881.19000000
0.193441761196
Long
DBT
CORP
US
N
2
2045-07-01
Fixed
3.40000000
N
N
N
N
N
N
Transocean Phoenix 2 Ltd
N/A
Transocean Phoenix 2 Ltd
893828AA1
6079450.00000000
PA
USD
5760278.88000000
0.033869798948
Long
DBT
CORP
KY
N
2
2024-10-15
Fixed
7.75000000
N
N
N
N
N
N
OGX Austria GmbH
N/A
OGX Austria GmbH
670849AA6
20000000.00000000
PA
USD
400.00000000
0.000002351955
Long
DBT
CORP
AT
N
2
2018-06-01
None
0.00000000
Y
N
N
N
N
N
Mattel Inc
549300VELLG24KHTJ564
Mattel Inc
577081BB7
23059000.00000000
PA
USD
23963719.87000000
0.140904006726
Long
DBT
CORP
US
N
2
2025-12-31
Fixed
6.75000000
N
N
N
N
N
N
PetSmart, Inc.
N/A
PetSmart, Inc. Consenting Term Loan
71677HAG0
13642609.66000000
PA
USD
13499976.18000000
0.079378357983
Long
LON
CORP
US
N
2
2022-03-11
Floating
5.00000000
N
N
N
N
N
N
CF Industries Inc
5FVKT86LAD2F40NPC183
CF Industries Inc
12527GAH6
23920000.00000000
PA
USD
26377633.85000000
0.155097552365
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
4.50000000
N
N
N
N
N
N
MASSACHUSETTS ST SCH BLDG AUTH SALES TAX REVENUE
N/A
Massachusetts School Building Authority
576000KV4
20055000.00000000
PA
USD
27846568.05000000
0.163734722033
Long
DBT
MUN
US
N
2
2039-08-15
Fixed
5.72000000
N
N
N
N
N
N
CALIFORNIA ST UNIV REVENUE
N/A
California State University
13077DBY7
33030000.00000000
PA
USD
40822437.60000000
0.240031391343
Long
DBT
MUN
US
N
2
2047-11-01
Fixed
3.90000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CK6
27446000.00000000
PA
USD
29027452.24000000
0.170678189690
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.75000000
N
N
N
N
N
N
FARMERS INS EXCH
549300UWG2TLX1GZVT44
Farmers Insurance Exchange
309601AE2
15790000.00000000
PA
USD
15990717.11000000
0.094023637542
Long
DBT
CORP
US
N
2
2057-11-01
Fixed
4.75000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAQ4
11119000.00000000
PA
USD
12837601.34000000
0.075483667617
Long
DBT
US
N
2
2050-07-01
Fixed
4.15000000
N
N
N
N
N
N
INDIANAPOLIS PWR & LIGHT
2T85JNP2R2B2GTSFND21
Indianapolis Power & Light Co
455434BT6
24503000.00000000
PA
USD
29126700.66000000
0.171261759358
Long
DBT
CORP
US
N
2
2046-05-01
Fixed
4.05000000
N
N
N
N
N
N
NORTHWESTERN MUTUAL LIFE
1DU7IM20QESYGDO4HO54
Northwestern Mutual Life Insurance Co/The
668138AA8
28610000.00000000
PA
USD
32814646.33000000
0.192946469591
Long
DBT
CORP
US
N
2
2047-09-30
Fixed
3.85000000
N
N
N
N
N
N
NEW YORK CITY NY INDL DEV AGY RENTAL REVENUE
549300XR20ZR5DHL9534
New York City Industrial Development Agency
64943QAA6
19878000.00000000
PA
USD
27154938.24000000
0.159668015699
Long
DBT
MUN
US
N
2
2029-03-01
Fixed
11.00000000
N
N
N
N
N
N
MT SINAI HOSPITAL
549300IJEDK5LH7YPT15
Mount Sinai Hospitals Group Inc
623115AE2
21163000.00000000
PA
USD
22674662.51000000
0.133324492864
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
3.74000000
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
Zayo Group Holdings Inc
98919VAB1
16702000.00000000
PA
USD
16271422.44000000
0.095674153652
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.13000000
N
N
N
N
N
N
CLEVELAND CLINIC FOUND
5493005LGDPOFHUC6Z36
Cleveland Clinic Foundation/The
18600TAA0
8223000.00000000
PA
USD
11695347.59000000
0.068767342650
Long
DBT
CORP
US
N
2
2114-01-01
Fixed
4.86000000
N
N
N
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654105
152731.00000000
NS
USD
18730929.84000000
0.110135783529
Long
EC
CORP
US
N
1
N
N
N
ITR Concession Co LLC
5493007GBY3OBTILCX44
ITR Concession Co LLC
450636AC9
7658000.00000000
PA
USD
8834829.14000000
0.051947812414
Long
DBT
CORP
US
N
2
2035-07-15
Fixed
5.18000000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc
91911XAW4
18551000.00000000
PA
USD
19723886.98000000
0.115974261040
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
8.50000000
N
N
N
N
N
N
KOOKMIN BANK
549300XXMOJSIW8P4769
Kookmin Bank
50050GAM0
22600000.00000000
PA
USD
23120368.62000000
0.135945195203
Long
DBT
CORP
KR
N
2
2025-05-04
Fixed
1.75000000
N
N
N
N
N
N
SABAL TRAIL TRANS
5493002DWITGSZFUI977
Sabal Trail Transmission LLC
78516FAA7
20166000.00000000
PA
USD
22542070.04000000
0.132544863892
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.25000000
N
N
N
N
N
N
PRESIDIO HOLDING INC
N/A
Presidio Holdings Inc
74101XAE0
16307000.00000000
PA
USD
15968140.54000000
0.093890889822
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.88000000
N
N
N
N
N
N
KAISER FOUNDATION HOSPIT
DW4Z57L3G4IRMHYZYK62
Kaiser Foundation Hospitals
48305QAD5
17628000.00000000
PA
USD
23076732.83000000
0.135688621613
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
4.15000000
N
N
N
N
N
N
SUNTORY HOLDINGS LTD
54930074QUY8RD0UZM08
Suntory Holdings Ltd
86803UAD3
44835000.00000000
PA
USD
46725021.22000000
0.274737926330
Long
DBT
CORP
JP
N
2
2024-10-16
Fixed
2.25000000
N
N
N
N
N
N
Domino's Pizza Inc
5299004V0Y8MI5D9FF45
Domino's Pizza Inc
25754A201
47837.00000000
NS
USD
17672901.28000000
0.103914693308
Long
EC
CORP
US
N
1
N
N
N
Boston Beer Co Inc/The
529900Q02MQ0DCQNRM58
Boston Beer Co Inc/The
100557107
35825.00000000
NS
USD
19225486.25000000
0.113043720197
Long
EC
CORP
US
N
1
N
N
N
Black Hills Corp
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AQ2
13491000.00000000
PA
USD
15369935.01000000
0.090373507860
Long
DBT
CORP
US
N
2
2033-05-01
Fixed
4.35000000
N
N
N
N
N
N
JOSEPH T RYERSON & SON I
54930086XMNNXPXPWJ34
Joseph T Ryerson & Son Inc
48088LAA5
6884000.00000000
PA
USD
7051866.34000000
0.041464189516
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
11.00000000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAL6
46654000.00000000
PA
USD
46695755.33000000
0.274565846153
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
3.88000000
N
N
N
N
N
N
DKT Finance ApS
529900CPZ2SMDPG5RV48
DKT Finance ApS
255882AA0
19351000.00000000
PA
USD
19520321.25000000
0.114777317195
Long
DBT
CORP
DK
N
2
2023-06-17
Fixed
9.38000000
N
N
N
N
N
N
Hasbro Inc
549300NUB6D2R1ITYR45
Hasbro Inc
418056AU1
24241000.00000000
PA
USD
24851060.64000000
0.146121471731
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
5.10000000
N
N
N
N
N
N
Leggett & Platt Inc
DKOVQUCDW4ZLYCUD4T55
Leggett & Platt Inc
524660AZ0
31431000.00000000
PA
USD
33835707.55000000
0.198950195965
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.40000000
N
N
N
N
N
N
Jamestown CLO Ltd
549300UY2VE3PHVMFV71
Jamestown CLO VII Ltd
47048BAP5
12548000.00000000
PA
USD
11868116.74000000
0.069783206031
Long
ABS-CBDO
CORP
KY
N
2
2027-07-25
Floating
2.64000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAV2
37600000.00000000
PA
USD
42302316.91000000
0.248732917040
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.13000000
N
N
N
N
N
N
NEUBERGER BERMAN GRP/FIN
N/A
Neuberger Berman Group LLC / Neuberger Berman Finance Corp
64128XAE0
26236000.00000000
PA
USD
27751162.84000000
0.163173750013
Long
DBT
CORP
US
N
2
2045-04-15
Fixed
4.88000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SP9U31ZZ0 CDS USD R F 5.00000 SP9U31ZZ0_FEE CCPCDX / Short: SP9U31ZZ0 CDS USD P V 03MEVENT SP9U31ZZ0_PRO CCPCDX
000000000
60872720.00000000
OU
Notional Amount
USD
-233619.39000000
-0.00137365602
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.HY.S33.V1
2I65BRSB7
Y
sell protection
2024-12-20
0.00000000
USD
-3605591.49000000
USD
60872720.00000000
USD
3371972.10000000
N
N
N
Avangrid Inc
549300OX0Q38NLSKPB49
Avangrid Inc
05351WAB9
6282000.00000000
PA
USD
7305481.97000000
0.042955421204
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.80000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAU0
10503000.00000000
PA
USD
10851222.97000000
0.063803983799
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.75000000
N
N
N
N
N
N
MAGNA INTERNATIONAL INC
95RWVLFZX6VGDZNNTN43
Magna International Inc
559222AV6
13525000.00000000
PA
USD
13860098.11000000
0.081495834866
Long
DBT
CORP
CA
N
2
2030-06-15
Fixed
2.45000000
N
N
N
N
N
N
CITGO HOLDING INC
549300NYHOALWZ2BSL72
Citgo Holding Inc
17302WAB4
21838000.00000000
PA
USD
21783405.00000000
0.128083997863
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
9.25000000
N
N
N
N
N
N
Playtika Holding Corp
N/A
Playtika Holding Corp Term Loan B
72814CAE8
31535742.22000000
PA
USD
31585095.66000000
0.185716848446
Long
LON
CORP
US
N
2
2024-12-10
Floating
7.07000000
N
N
N
N
N
N
MASONITE INTERNATIONAL C
549300H0H07ZFT4JYM32
Masonite International Corp
575385AD1
13023000.00000000
PA
USD
13338026.37000000
0.078426111119
Long
DBT
CORP
CA
N
2
2028-02-01
Fixed
5.38000000
N
N
N
N
N
N
Jagged Peak Energy LLC
549300RX1X1CBWDBPJ74
Jagged Peak Energy LLC
47009LAC9
15687000.00000000
PA
USD
15262901.96000000
0.089744165434
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
5.88000000
N
N
N
N
N
N
Clorox Co/The
54930044KVSC06Z79I06
Clorox Co/The
189054109
201741.00000000
NS
USD
44255923.17000000
0.260219904499
Long
EC
CORP
US
N
1
N
N
N
UNITI GROUP/CSL CAPITAL
N/A
Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC
20341WAD7
25939000.00000000
PA
USD
24463719.38000000
0.143843948216
Long
DBT
US
N
2
2023-10-15
Fixed
8.25000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCE3
19839000.00000000
PA
USD
19290154.07000000
0.113423959784
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.13000000
N
N
N
N
N
N
CABLE ONDA SA
5299008Q5GONPYNF9J32
Cable Onda SA
12686LAA7
24283000.00000000
PA
USD
24651737.36000000
0.144949473021
Long
DBT
CORP
PA
N
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
Generac Holdings Inc
529900S2H2AHJHSFFI84
Generac Holdings Inc
368736104
165747.00000000
NS
USD
20209531.71000000
0.118829798021
Long
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: BP9U3AE75 CDS USD R V 03MEVENT SP9U3AE75_PRO CCPCDX / Short: BP9U3AE75 CDS USD P F 1.00000 MARKIT CDX.NA.IG.34 06/25 ICE
000000000
950930000.00000000
OU
Notional Amount
USD
-11460943.69000000
-0.06738907379
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.IG.S34.V1
2I65BYDW2
Y
buy protection
2025-06-20
0.00000000
USD
-293319.41000000
USD
950930000.00000000
USD
-11167624.28000000
N
N
N
American Homes 4 Rent
549300N4PXZ37U8QKI55
American Homes 4 Rent LP
02666TAA5
3051000.00000000
PA
USD
3266437.09000000
0.019206286678
Long
DBT
US
N
2
2028-02-15
Fixed
4.25000000
N
N
N
N
N
N
Popular Inc
5493008CARDZMVQ3LO89
Popular Inc
733174AK2
15922000.00000000
PA
USD
16139255.69000000
0.094897027866
Long
DBT
CORP
PR
N
2
2023-09-14
Fixed
6.13000000
N
N
N
N
N
N
DAYTON POWER & LIGHT CO/
1ELKY8G44MKGCQWG6864
Dayton Power & Light Co/The
240019BV0
10775000.00000000
PA
USD
11527577.94000000
0.067780875774
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
3.95000000
N
N
N
N
N
N
TEXAS ST A & M UNIV PERM UNIV FUND
N/A
Permanent University Fund - Texas A&M University System
8821175V2
46015000.00000000
PA
USD
49963547.15000000
0.293780098493
Long
DBT
MUN
US
N
2
2047-07-01
Fixed
3.66000000
N
N
N
N
N
N
REVLON ROLL UP RIGHTS
N/A
REVLON ROLL UP RIGHTS
000000000
1798427.60000000
NS
USD
605467.63000000
0.003560082302
Long
EC
CORP
US
N
2
N
N
N
Cedar Funding Ltd
549300PQ60B57EBTK013
Cedar Funding VI CLO Ltd
15032DAK7
2600000.00000000
PA
USD
2503822.88000000
0.014722199968
Long
ABS-CBDO
CORP
KY
N
2
2028-10-20
Floating
2.74000000
N
N
N
N
N
N
DocuSign Inc
549300Q7PVDWRZ39JG09
DocuSign Inc
256163106
462711.00000000
NS
USD
79683461.31000000
0.468529887233
Long
EC
CORP
US
N
1
N
N
N
KVK CLO Ltd
5493007VGL59COTLZY21
KVK CLO 2013-1 Ltd
482739AG4
3567092.00000000
PA
USD
3405637.57000000
0.020024770013
Long
ABS-CBDO
CORP
KY
N
2
2028-01-14
Floating
2.76000000
N
N
N
N
N
N
BCD Acquisition Inc
N/A
BCD Acquisition Inc
05583PAA6
15903000.00000000
PA
USD
15236902.85000000
0.089591293559
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
9.63000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CX6
26927000.00000000
PA
USD
30093634.59000000
0.176947223289
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
3.00000000
N
N
N
N
N
N
El Paso Electric Co
OZ8GM8L4AHPKSWZMW205
El Paso Electric Co
283677AZ5
20062000.00000000
PA
USD
23824687.28000000
0.140086510565
Long
DBT
CORP
US
N
2
2044-12-01
Fixed
5.00000000
N
N
N
N
N
N
IRB Holding Corp
549300HVW4WNWYBXN830
IRB Holding Corp
44988MAA3
24585000.00000000
PA
USD
23566197.60000000
0.138566620005
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.75000000
N
N
N
N
N
N
Autodesk Inc
FRKKVKAIQEF3FCSTPG55
Autodesk Inc
052769AE6
27008000.00000000
PA
USD
30481343.31000000
0.179226907427
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.50000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938CAH1
21800000.00000000
PA
USD
20914375.00000000
0.122974198148
Long
DBT
CORP
US
N
2
2025-06-25
Fixed
6.75000000
N
N
N
N
N
N
Claire's Stores, Inc.
N/A
Claire's Stores, Inc. 2019 Term Loan B
17958DAL1
11733991.33000000
PA
USD
9422395.04000000
0.055402634536
Long
LON
CORP
US
N
2
2026-12-18
Floating
6.81000000
N
N
N
N
N
N
Penn National Gaming, Inc.
N/A
Penn National Gaming, Inc. 2017 Term Loan A
70757DAT6
1117266.07000000
PA
USD
1083055.38000000
0.006368245137
Long
LON
CORP
US
N
2
2023-10-19
None
0.00000000
N
N
N
N
N
N
AEROPUERTO INTL TOCUMEN
254900FO1PHX49ZIGB14
Aeropuerto Internacional de Tocumen SA
00787CAC6
22251201.69000000
PA
USD
24449509.16000000
0.143760393704
Long
DBT
CORP
PA
N
2
2048-11-18
Fixed
6.00000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AJ6
10346000.00000000
PA
USD
9827355.02000000
0.057783754164
Long
DBT
CORP
CA
N
2
2030-01-30
Fixed
5.25000000
N
N
N
N
N
N
Marble Point CLO LTD
2549003LUS5LG1CTZP23
Marble Point CLO XVII Ltd
56606CAA1
29415475.00000000
PA
USD
28702546.84000000
0.168767782086
Long
ABS-CBDO
CORP
KY
N
2
2033-04-20
Floating
2.20000000
N
N
N
N
N
N
PROVINCE OF NEUQUEN
N/A
Provincia de Neuquen Argentina
64131GAA0
5397000.00000000
PA
USD
2671568.97000000
0.015708528315
Long
DBT
NUSS
AR
N
2
2025-04-27
Fixed
7.50000000
N
N
N
N
N
N
AIB Group PLC
635400AKJBGNS5WNQL34
AIB Group PLC
00135TAA2
21394000.00000000
PA
USD
23090739.74000000
0.135770980685
Long
DBT
CORP
IE
N
2
2023-10-12
Fixed
4.75000000
N
N
N
N
N
N
PARTNERRE FINANCE B LLC
549300O0FAGHK2F79881
PartnerRe Finance B LLC
70213BAB7
26944000.00000000
PA
USD
29637874.32000000
0.174267403607
Long
DBT
CORP
US
N
2
2029-07-02
Fixed
3.70000000
N
N
N
N
N
N
Pike Corporation
549300P4EKEP6HK0NC58
Pike Corporation 2019 Term Loan B
72108PAP9
16815927.48000000
PA
USD
16382076.55000000
0.096324787508
Long
LON
CORP
US
N
2
2026-07-24
Floating
4.25000000
N
N
N
N
N
N
BBVA USA
C90VT034M03BN29IRA40
BBVA USA
20453KAA3
26897000.00000000
PA
USD
28432454.78000000
0.167179670822
Long
DBT
CORP
US
N
2
2025-04-10
Fixed
3.88000000
N
N
N
N
N
N
Shake Shack Inc
529900J74GJAHYP80N79
Shake Shack Inc
819047101
1785069.00000000
NS
USD
94572955.62000000
0.556078457229
Long
EC
CORP
US
N
1
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
000000000
50197000.00000000
PA
58878309.23000000
0.346197907702
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.63000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCF0
15974000.00000000
PA
USD
15509795.56000000
0.091195872333
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.25000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809HAD9
38589000.00000000
PA
USD
40530539.55000000
0.238315063285
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
5.60000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DE9
9266000.00000000
PA
USD
9641273.00000000
0.056689612589
Long
DBT
NUSS
PE
N
2
2026-01-23
Fixed
2.39000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
268317AU8
14507000.00000000
PA
USD
16912120.90000000
0.099441389315
Long
DBT
CORP
FR
N
2
2028-09-21
Fixed
4.50000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BOBL FUTURE SEP20 XEUR 20200908
000000000
-49.00000000
NC
-50739.30000000
-0.00029834143
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Euro-Bobl (FGBM)
OEU0 Comdty
2020-09-08
-6568858.17000000
EUR
-50739.30000000
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBP9
10362000.00000000
PA
USD
11858191.46000000
0.069724846488
Long
DBT
CORP
US
N
2
2027-04-02
Fixed
4.70000000
N
N
N
N
N
N
Froneri International Ltd.
N/A
Froneri International Ltd. 2020 USD Term Loan
000000000
15174488.00000000
PA
USD
14311514.87000000
0.084150115192
Long
LON
CORP
GB
N
2
2027-01-29
Floating
2.43000000
N
N
N
N
N
N
MASSACHUSETTS ST
5493001N1YCXNI1O7K10
Commonwealth of Massachusetts
57582PWK2
6620000.00000000
PA
USD
6789869.20000000
0.039923675481
Long
DBT
MUN
US
N
2
2021-12-01
Fixed
4.20000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAB2
18370000.00000000
PA
USD
18080482.55000000
0.106311225830
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.38000000
N
N
N
N
N
N
KFC HLD/PIZZA HUT/TACO
N/A
KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC
48250NAC9
25312000.00000000
PA
USD
26018331.36000000
0.152984893699
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
4.75000000
N
N
N
N
N
N
TOLL BROS FINANCE CORP
N/A
Toll Brothers Finance Corp
88947EAQ3
14213000.00000000
PA
USD
15259716.39000000
0.089725434636
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5.63000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAY1
11073000.00000000
PA
USD
13071122.85000000
0.076856748116
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.50000000
N
N
N
N
N
N
Murphy Oil Corp
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717AJ1
14826000.00000000
PA
USD
13426796.25000000
0.078948068137
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
5.75000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AR4
52761000.00000000
PA
USD
52409347.94000000
0.308161135028
Long
DBT
CORP
NL
N
2
2026-11-16
Fixed
5.75000000
N
N
N
N
N
N
Itron Inc
24F6LSZD18II6ICG6S41
Itron Inc
465740AA6
14399000.00000000
PA
USD
14396264.19000000
0.084648431765
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.00000000
N
N
N
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137AE7
16135000.00000000
PA
USD
22934850.98000000
0.134854372120
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
7.00000000
N
N
N
N
N
N
Southwestern Energy Co
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AM1
5508000.00000000
PA
USD
4838530.14000000
0.028450018907
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
7.50000000
N
N
N
N
N
N
Hardee's Funding
N/A
Hardee's Funding LLC
411707AD4
37612065.00000000
PA
USD
37280702.71000000
0.219206384229
Long
ABS-O
CORP
US
N
2
2048-06-20
Fixed
4.96000000
N
N
N
N
N
N
Sirius XM Radio Inc
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBA5
11533000.00000000
PA
USD
11847677.91000000
0.069663027984
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
5.00000000
N
N
N
N
N
N
BECLE SA DE CV
529900JY55CZKMJLCE09
Becle SAB de CV
47215TAA6
15764000.00000000
PA
USD
16739901.00000000
0.098428755464
Long
DBT
CORP
MX
N
2
2025-05-13
Fixed
3.75000000
N
N
N
N
N
N
DaVita Inc
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAR9
20324000.00000000
PA
USD
20801614.00000000
0.122311176013
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.00000000
N
N
N
N
N
N
JBS USA Lux S.A.
P77IMDGVZE8EFBTF2M92
JBS USA Lux S.A. 2019 Term Loan B
46611VAU9
12577080.58000000
PA
USD
12077518.94000000
0.071014467669
Long
LON
CORP
LU
N
2
2026-05-01
Floating
3.07000000
N
N
N
N
N
N
WPX ENERGY INC
ZXZE9GCS2BB547GJW219
WPX Energy Inc
98212BAJ2
15243000.00000000
PA
USD
14265580.73000000
0.083880027559
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.25000000
N
N
N
N
N
N
Vulcan Materials Co
549300Q8LSNHAVWBNI21
Vulcan Materials Co
929160AV1
14595000.00000000
PA
USD
16337683.57000000
0.096063761724
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
4.50000000
N
N
N
N
N
N
Templar Energy LLC
549300D8BNY4UFWFMM39
TEMPLAR ENERGY LLC NEW COMMON EQUITY
000000000
416822.34500000
NS
USD
33345.79000000
0.000196069535
Long
EC
CORP
US
N
3
N
N
N
ACC Trust 2018-1
549300U9SU9NK6P6TK25
ACC Trust 2018-1
00435QAB3
1940674.25000000
PA
USD
1944102.26000000
0.011431104995
Long
ABS-O
CORP
US
N
2
2021-05-20
Fixed
4.82000000
N
N
N
N
N
N
Yak Access, LLC
N/A
Yak Access, LLC 2018 1st Lien Term Loan B
98432UAB1
20888586.87000000
PA
USD
16919755.36000000
0.099486279091
Long
LON
CORP
US
N
3
2025-07-11
Floating
5.31000000
N
N
N
N
N
N
PARSLEY ENERGY LLC/FINAN
N/A
Parsley Energy LLC / Parsley Finance Corp
701885AD7
18078000.00000000
PA
USD
17620445.82000000
0.103606261039
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
5.38000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KA8
13296000.00000000
PA
USD
15161576.39000000
0.089148382355
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45000000
N
N
N
N
N
N
FMC CORP
CKDHZ2X64EEBQCSP7013
FMC Corp
302491AU9
13468000.00000000
PA
USD
14657432.75000000
0.086184073841
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.45000000
N
N
N
N
N
N
McCormick & Co Inc/MD
549300JQQA6MQ4OJP259
McCormick & Co Inc/MD
579780206
198642.00000000
NS
USD
35638361.22000000
0.209549598989
Long
EC
CORP
US
N
1
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBM4
61221000.00000000
PA
USD
63458321.45000000
0.373127870001
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.75000000
N
N
N
N
N
N
MEDNAX Inc
N/A
MEDNAX Inc
58502BAC0
27016000.00000000
PA
USD
27109340.28000000
0.159399904767
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.25000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAA6
28534000.00000000
PA
USD
29941931.19000000
0.176055224175
Long
DBT
CORP
NL
N
2
2030-01-21
Fixed
3.68000000
N
N
N
N
N
N
Mariner CLO LLC
635400L44OLNOBHFTO08
Mariner Clo 2017-4 Ltd
56846GAG9
6254000.00000000
PA
USD
5860540.85000000
0.034459328177
Long
ABS-CBDO
CORP
KY
N
2
2029-10-26
Floating
4.04000000
N
N
N
N
N
N
Buckeye Partners, L.P.
549300C1PQJLVEIUBK50
Buckeye Partners, L.P. 2019 Term Loan B
11823LAH8
15315469.00000000
PA
USD
14721994.58000000
0.086563690218
Long
LON
CORP
US
N
2
2026-11-01
Floating
2.92000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AC5
10224000.00000000
PA
USD
10234786.32000000
0.060179404879
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.63000000
N
N
N
N
N
N
Pan American Silver Corp
549300MKTF5851TYIB83
Pan American Silver Corp
697900108
691696.00000000
NS
USD
21020641.44000000
0.123599032993
Long
EC
CORP
CA
N
1
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2016-P3
29429CAM7
9991000.00000000
PA
USD
5668167.05000000
0.033328191635
Long
ABS-MBS
CORP
US
N
2
2049-04-15
Variable
2.80000000
N
N
N
N
N
N
DOLLAR GENERAL CORP
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677AG0
19674000.00000000
PA
USD
22082694.51000000
0.129843786884
Long
DBT
CORP
US
N
2
2030-04-03
Fixed
3.50000000
N
N
N
N
N
N
Verscend Escrow Corp
N/A
Verscend Escrow Corp
92535WAA8
28792000.00000000
PA
USD
31104717.40000000
0.182892277723
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
9.75000000
N
N
N
N
N
N
WeWork Cos Inc
549300D8U9TF7WBED521
WeWork Cos Inc
96208LAA9
50858000.00000000
PA
USD
24824552.67000000
0.145965607817
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.88000000
N
N
N
N
N
N
Genesee & Wyoming Inc. (New)
G617XSG94Z7G0RMW3L02
Genesee & Wyoming Inc. (New) Term Loan
55316HAB1
23352168.26000000
PA
USD
22547452.54000000
0.132576512393
Long
LON
CORP
US
N
2
2026-12-30
Floating
2.31000000
N
N
N
N
N
N
NSG HOLDINGS LLC/NSG HLD
N/A
NSG Holdings LLC / NSG Holdings Inc
62940QAA3
17366001.00000000
PA
USD
17602960.08000000
0.103503446834
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
7.75000000
N
N
N
N
N
N
MCCORMICK & CO
549300JQQA6MQ4OJP259
McCormick & Co Inc/MD
579780AQ0
15431000.00000000
PA
USD
16127347.02000000
0.094827006212
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.50000000
N
N
N
N
N
N
GOODMAN US FIN THREE
N/A
Goodman US Finance Three LLC
38239JAA9
7763000.00000000
PA
USD
8404468.02000000
0.049417336909
Long
DBT
US
N
2
2028-03-15
Fixed
3.70000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-1
92536PAA2
14943981.12000000
PA
USD
15169100.24000000
0.089192621756
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.42000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AK5
18808000.00000000
PA
USD
20775410.84000000
0.122157104348
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.75000000
N
N
N
N
N
N
GOODMAN US FIN FOUR
N/A
Goodman US Finance Four LLC
38239KAA6
12258000.00000000
PA
USD
14039057.49000000
0.082548096110
Long
DBT
US
N
2
2037-10-15
Fixed
4.50000000
N
N
N
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BN2
25257000.00000000
PA
USD
30251943.79000000
0.177878063772
Long
DBT
CORP
US
N
2
2029-02-06
Fixed
5.33000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AH0
8405000.00000000
PA
USD
7923729.70000000
0.046590649072
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
5.00000000
N
N
N
N
N
N
Illumina Inc
SQ95QG8SR5Q56LSNF682
Illumina Inc
452327109
47005.00000000
NS
USD
17408301.75000000
0.102358877510
Long
EC
CORP
US
N
1
N
N
N
GAP INC/THE
T2ZG1WRWZ4BUCMQL9224
Gap Inc/The
364760AN8
7984000.00000000
PA
USD
8597770.00000000
0.050553931045
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
8.88000000
N
N
N
N
N
N
SOUTHERN STAR CENT CORP
549300D3EOQ0YB6QHA13
Southern Star Central Corp
843830AF7
16126000.00000000
PA
USD
16128726.42000000
0.094835116930
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
5.13000000
N
N
N
N
N
N
Bacardi Ltd
549300R32WTQNHNN5055
Bacardi Ltd
067316AF6
32381000.00000000
PA
USD
36665724.19000000
0.215590378952
Long
DBT
CORP
BM
N
2
2028-05-15
Fixed
4.70000000
N
N
N
N
N
N
SEVEN GENERATIONS ENERGY
549300XZHTA2VXQWAL67
Seven Generations Energy Ltd
81783QAC9
18584000.00000000
PA
USD
16411809.16000000
0.096499611947
Long
DBT
CORP
CA
N
2
2025-09-30
Fixed
5.38000000
N
N
N
N
N
N
CAMPBELL SOUP CO
5493007JDSMX8Z5Z1902
Campbell Soup Co
134429BK4
49475000.00000000
PA
USD
50840915.20000000
0.298938925015
Long
DBT
CORP
US
N
2
2050-04-24
Fixed
3.13000000
N
N
N
N
N
N
USAA CAPITAL CORP
N/A
USAA Capital Corp
90327QD55
9025000.00000000
PA
USD
9303917.44000000
0.054705999429
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.13000000
N
N
N
N
N
N
Regatta XVI Funding Ltd.
254900XPJFGKL5R4O429
Regatta XVI Funding Ltd
75888TAE5
31200000.00000000
PA
USD
30880418.40000000
0.181573424557
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Variable
3.95000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAL2
28508000.00000000
PA
USD
29813943.21000000
0.175302669092
Long
DBT
CORP
NL
N
2
2024-09-10
Fixed
2.65000000
N
N
N
N
N
N
TEVA PHARMACEUT FIN BV
549300Q840R30TDKVK53
Teva Pharmaceutical Finance Co BV
88165FAG7
24675000.00000000
PA
USD
23866276.88000000
0.140331052785
Long
DBT
CORP
CW
N
2
2022-12-18
Fixed
2.95000000
N
N
N
N
N
N
NextCure Inc
549300Y5PR6RJR1STI24
NextCure Inc
65343E108
1315630.00000000
NS
USD
28207107.20000000
0.165854652123
Long
EC
CORP
US
N
1
N
N
N
Ally Master Owner Trust
N/A
Ally Master Owner Trust
02005AGZ5
9440000.00000000
PA
USD
9443200.16000000
0.055524966327
Long
ABS-O
CORP
US
N
2
2022-07-15
Floating
0.50000000
N
N
N
N
N
N
PBF HOLDING CO LLC
N/A
PBF Holding Co LLC / PBF Finance Corp
69318FAK4
13171000.00000000
PA
USD
14084738.13000000
0.082816693191
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
9.25000000
N
N
N
N
N
N
ADANI TRANSMISSION LTD
549300PLH866JQ6LXE52
Adani Transmission Ltd
00652XAB4
13440460.00000000
PA
USD
12981314.13000000
0.076328682834
Long
DBT
CORP
IN
N
2
2036-05-21
Fixed
4.25000000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AN3
26990000.00000000
PA
USD
27803318.82000000
0.163480421373
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.25000000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AS1
43820000.00000000
PA
USD
41410119.10000000
0.243486893180
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.13000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) SEP20 XCBT 20200921
000000000
-2561.00000000
NC
USD
-3486920.27000000
-0.02050270324
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury Long Bond
USU0 Comdty
2020-09-21
-453811642.23000000
USD
-3486920.27000000
N
N
N
Sound Point CLO LTD
549300PYVBTBHWS9X081
Sound Point CLO XI Ltd
83609JAS8
6840000.00000000
PA
USD
6283881.32000000
0.036948523041
Long
ABS-CBDO
CORP
KY
N
2
2028-07-20
Floating
4.09000000
N
N
N
N
N
N
INDIGO NATURAL RES LLC
549300F7DOI6H6TA3C86
Indigo Natural Resources LLC
45569LAA9
34773000.00000000
PA
USD
32448598.82000000
0.190794150957
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.88000000
N
N
N
N
N
N
EMPRESAS PUBLIC MEDELLIN
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP
29246BAE8
22988000.00000000
PA
USD
23112939.78000000
0.135901514451
Long
DBT
CORP
CO
N
2
2029-07-18
Fixed
4.25000000
N
N
N
N
N
N
FIXED INC CLEARING CORP.REPO
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
25271379.66000000
PA
USD
25271379.66000000
0.148592900806
Long
RA
CORP
US
N
2
Repurchase
N
0.00000000
2020-07-01
23644800.00000000
USD
25777560.96000000
USD
UST
N
N
N
KLA CORP
549300H0BF5JCG96TJ81
KLA Corp
482480AG5
29229000.00000000
PA
USD
34512147.30000000
0.202927586437
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.10000000
N
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160RAE1
111041000.00000000
PA
USD
111052659.31000000
0.652977281459
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
5.30000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBE9
16014000.00000000
PA
USD
12838263.66000000
0.075487561985
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.25000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135AP1
28691000.00000000
PA
USD
39103808.28000000
0.229926042149
Long
DBT
CORP
US
N
2
2034-12-05
Fixed
4.80000000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBL4
12550000.00000000
PA
USD
15274061.46000000
0.089809782052
Long
DBT
US
N
2
2029-02-01
Fixed
4.38000000
N
N
N
N
N
N
United Natural Foods, Inc.
549300GKGW6WPZ282D40
United Natural Foods, Inc. Term Loan B
91116KAB1
35050863.82000000
PA
USD
33607469.25000000
0.197608180154
Long
LON
CORP
US
N
2
2025-10-22
Floating
4.43000000
N
N
N
N
N
N
WESTINGHOUSE AIR BRAKE
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp
960386AL4
17989000.00000000
PA
USD
18542999.32000000
0.109030772980
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.45000000
N
N
N
N
N
N
Benefit Street Partners CLO Ltd
N/A
Benefit Street Partners CLO XIX Ltd
08182RAC7
7921867.00000000
PA
USD
7752500.65000000
0.045583841309
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
3.88000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057CD4
7613000.00000000
PA
USD
8276853.60000000
0.048666978317
Long
DBT
CORP
US
N
2
2027-11-29
Fixed
4.75000000
N
N
N
N
N
N
Tiffany & Co
549300EJG9IEYQL5XT21
Tiffany & Co
886546AD2
24318000.00000000
PA
USD
29083240.01000000
0.171006215571
Long
DBT
CORP
US
N
2
2044-10-01
Fixed
4.90000000
N
N
N
N
N
N
ALASKA AIRLINES 2020 TR
N/A
Alaska Airlines 2020-1 Class A Pass Through Trust
01166VAA7
18047000.00000000
PA
USD
18362822.50000000
0.107971353324
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.80000000
N
N
N
N
N
N
Wind River CLO Ltd
N/A
THL Credit Wind River 2018-3 CLO Ltd
88432UAJ5
1264235.00000000
PA
USD
1127092.18000000
0.006627176622
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
4.09000000
N
N
N
N
N
N
CITY OF BUENOS AIRES
5299007MC8RF52X0ON96
Ciudad Autonoma De Buenos Aires/Government Bonds
11942GAD4
28645000.00000000
PA
USD
22099617.50000000
0.129943292183
Long
DBT
NUSS
AR
N
2
2027-06-01
Fixed
7.50000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
CITIBANK NA DDCA
000000000
1289700.00000000
NS
USD
1289700.00000000
0.007583292513
Long
STIV
RF
US
N
1
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
26958000.00000000
PA
USD
31880516.24000000
0.187453888589
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.81000000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
31232000.00000000
PA
USD
31388160.00000000
0.184558888676
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
BANK OF IRELAND GROUP
635400C8EK6DRI12LJ39
Bank of Ireland Group PLC
06279JAA7
31384000.00000000
PA
USD
33732186.34000000
0.198341502768
Long
DBT
CORP
IE
N
2
2023-11-25
Fixed
4.50000000
N
N
N
N
N
N
Forterra Finance, LLC
N/A
Forterra Finance, LLC 2017 Term Loan B
34960TAC7
24908298.79000000
PA
USD
24285591.32000000
0.142796575041
Long
LON
CORP
US
N
2
2023-10-25
Floating
4.00000000
N
N
N
N
N
N
YINGDE GASES INVSTMT LTD
549300NJCRDM5D0WEL88
Yingde Gases Investment Ltd
98584QAC4
27120000.00000000
PA
USD
27857296.52000000
0.163797804243
Long
DBT
CORP
VG
N
2
2023-01-19
Fixed
6.25000000
N
N
N
N
N
N
ESH HOSPITALITY INC
54930042FMK7X7SQ2896
ESH Hospitality Inc
26907YAB0
8665000.00000000
PA
USD
8159743.85000000
0.047978386016
Long
DBT
US
N
2
2027-10-01
Fixed
4.63000000
N
N
N
N
N
N
Brown-Forman Corp
549300873K3LXF7ARU34
Brown-Forman Corp
115637AS9
8956000.00000000
PA
USD
10046283.65000000
0.059071030151
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.50000000
N
N
N
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
General Mills Inc
370334CL6
7342000.00000000
PA
USD
7998793.37000000
0.047032015101
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.88000000
N
N
N
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742AH4
15778000.00000000
PA
USD
16469479.84000000
0.096838709129
Long
DBT
CORP
US
N
2
2048-01-30
Fixed
4.40000000
N
N
N
N
N
N
HADRIAN MERGER SUB
N/A
Hadrian Merger Sub Inc
42239PAA7
29836000.00000000
PA
USD
27119133.84000000
0.159457489810
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
8.50000000
N
N
N
N
N
N
EG GLOBAL FINANCE PLC
549300TL8Q5207VYET27
eG Global Finance PLC
28228PAB7
22482000.00000000
PA
USD
23088564.36000000
0.135758189693
Long
DBT
CORP
GB
N
2
2025-10-30
Fixed
8.50000000
N
N
N
N
N
N
Trimble Inc
549300E2MI7NSZFQWS19
Trimble Inc
896239AA8
31261000.00000000
PA
USD
34047897.83000000
0.200197851204
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
4.75000000
N
N
N
N
N
N
SAN JOSE CA REDEV AGY SUCCESSOR AGY TAX ALLOCATION
N/A
San Jose Redevelopment Agency Successor Agency
798170AC0
19600000.00000000
PA
USD
19622148.00000000
0.115376047156
Long
DBT
MUN
US
N
2
2020-08-01
Fixed
2.26000000
N
N
N
N
N
N
Penn National Gaming Inc
N/A
Penn National Gaming Inc
707569109
874188.00000000
NS
USD
26697701.52000000
0.156979514655
Long
EC
CORP
US
N
1
N
N
N
Province of Santa Fe
N/A
Province of Santa Fe
74409AAA7
24260000.00000000
PA
USD
14283075.00000000
0.083982891921
Long
DBT
NUSS
AR
N
2
2027-11-01
Fixed
6.90000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
000000000
9011000.00000000
PA
10662291.80000000
0.062693089539
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.88000000
N
N
N
N
N
N
Credit Suisse Securities (USA) LLC
1V8Y6QCX6YMJ2OELII46
Long: SP1O0G7W0 CDS USD R F 3.00000 SP1O0G7W0_FEE CMBX / Short: SP1O0G7W0 CDS USD P V 01MEVENT SP1O0G7W0_PRO CMBX
000000000
42325000.00000000
OU
Notional Amount
USD
-8207081.18000000
-0.04825672425
N/A
DCR
US
N
2
Credit Suisse Securities (USA) LLC
1V8Y6QCX6YMJ2OELII46
Markit CMBX.NA.BBB-.9
137BERAI8
Y
sell protection
2058-09-17
0.00000000
USD
-1833444.62000000
USD
42325000.00000000
USD
-6373636.56000000
N
N
N
Planet Fitness Master Issuer LLC
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAC7
15165790.00000000
PA
USD
13129797.86000000
0.077201750646
Long
ABS-O
CORP
US
N
2
2049-12-05
Fixed
3.86000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAK0
11871000.00000000
PA
USD
11823426.37000000
0.069520431627
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.70000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) SEP20 XCBT 20200930
000000000
10307.00000000
NC
USD
3196386.23000000
0.018794395414
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
5 Year US Treasury Note
FVU0 Comdty
2020-09-30
1292828345.49000000
USD
3196386.23000000
N
N
N
TEACHERS INSUR & ANNUITY
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BD8
12705000.00000000
PA
USD
16368190.47000000
0.096243138902
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.90000000
N
N
N
N
N
N
GEORGETOWN UNIVERSITY
549300GCL3B0KVXSX752
Georgetown University/The
37310PAD3
17968000.00000000
PA
USD
17627142.91000000
0.103645639183
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
2.94000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AS3
20006000.00000000
PA
USD
16126036.36000000
0.094819299677
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.25000000
N
N
N
N
N
N
National Mentor Holdings, Inc.
5493004QULJVJP3CNZ62
National Mentor Holdings, Inc. 2019 Term Loan B
63689EAJ4
9733402.18000000
PA
USD
9429233.36000000
0.055442843097
Long
LON
CORP
US
N
2
2026-03-09
Floating
4.43000000
N
N
N
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAE6
21396000.00000000
PA
USD
20807610.00000000
0.122346431826
Long
DBT
CORP
KY
N
2
2029-12-15
Fixed
5.13000000
N
N
N
N
N
N
AUTOPISTAS DEL SOL SA
N/A
Autopistas del Sol SA/Costa Rica
05330RAA8
16803411.11000000
PA
USD
14569565.64000000
0.085667425010
Long
DBT
CORP
CR
N
2
2030-12-30
Fixed
7.38000000
N
N
N
N
N
N
CHICAGO IL TRANSIT AUTH SALES TAX RECPTS REVENUE
549300CB8XLRGIPN3E12
Chicago Transit Authority
16772PAQ9
12385000.00000000
PA
USD
16843971.55000000
0.099040678719
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
6.20000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BE6
15911000.00000000
PA
USD
15928502.10000000
0.093657820205
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
Univision Communications Inc.
549300YQDE2JSGTL8V47
Univision Communications Inc. Term Loan C5
914908AX6
16188880.38000000
PA
USD
15035422.65000000
0.088406612399
Long
LON
CORP
US
N
2
2024-03-15
Floating
3.75000000
N
N
N
N
N
N
Panera Bread Company
5493008627EIK5RECQ92
Panera Bread Company Term Loan A
69840VAP5
25825357.44000000
PA
USD
24275835.99000000
0.142739214786
Long
LON
CORP
US
N
2
2022-07-18
Floating
2.44000000
N
N
N
N
N
N
OHIO UNIV GEN RECPTS ATHENS
549300P1K3IH2L5SFY61
Ohio University
677704A65
11104000.00000000
PA
USD
16590042.24000000
0.097547602628
Long
DBT
MUN
US
N
2
2114-12-01
Fixed
5.59000000
N
N
N
N
N
N
MCCORMICK & CO
549300JQQA6MQ4OJP259
McCormick & Co Inc/MD
579780AP2
21326000.00000000
PA
USD
25443942.48000000
0.149607550989
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.20000000
N
N
N
N
N
N
Hub International Limited
549300JQT6ATTUNS5E06
Hub International Limited 2018 Term Loan B
44332EAP1
16916938.86000000
PA
USD
16138082.99000000
0.094890132521
Long
LON
CORP
US
N
2
2025-04-25
Floating
4.02000000
N
N
N
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886F107
30939.00000000
NS
USD
19295107.35000000
0.113453084519
Long
EC
CORP
US
N
1
N
N
N
Smithfield Foods Inc
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248BB3
34832000.00000000
PA
USD
37709138.18000000
0.221725537127
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.20000000
N
N
N
N
N
N
PLAINS ALL AMERICAN PIPE
5521FA2ITF25TVH63740
Plains All American Pipeline LP
726503AE5
27434000.00000000
PA
USD
19609290.16000000
0.115300444488
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
6.13000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BC9
28837000.00000000
PA
USD
33018174.10000000
0.194143190235
Long
DBT
CORP
US
N
2
2027-08-22
Fixed
3.15000000
N
N
N
N
N
N
Conn's Receivables Funding 2017-B LLC
N/A
Conn's Receivables Funding 2017-B LLC
20825AAC2
6523573.71000000
PA
USD
6525840.00000000
0.038371213160
Long
ABS-O
CORP
US
N
2
2022-11-15
Fixed
5.95000000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BBC1
5600000.00000000
PA
USD
6122592.00000000
0.036000159784
Long
DBT
CORP
CL
N
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
Triumph Group Inc
5493007L6S47Q14SL582
Triumph Group Inc
896818AL5
19083000.00000000
PA
USD
16383041.75000000
0.096330462776
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
5.25000000
N
N
N
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AF3
19379000.00000000
PA
USD
22736577.63000000
0.133688546881
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.20000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017CY3
31099000.00000000
PA
USD
36674771.43000000
0.215643575717
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
4.13000000
N
N
N
N
N
N
PUGET ENERGY INC
SYBSJ96YIDMIUY7WDR33
Puget Energy Inc
745310AJ1
26265000.00000000
PA
USD
29049195.85000000
0.170806039698
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.10000000
N
N
N
N
N
N
Ultimate Software Group Inc(The)
529900FKHWSTQ1GXK240
Ultimate Software Group Inc(The) Term Loan B
90385KAB7
16140035.00000000
PA
USD
15678752.80000000
0.092189322107
Long
LON
CORP
US
N
2
2026-05-04
Floating
3.93000000
N
N
N
N
N
N
BRITISH AIR 19-1 AA PTT
N/A
British Airways 2019-1 Class AA Pass Through Trust
11043XAA1
35847216.99000000
PA
USD
32469685.04000000
0.190918135585
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
3.30000000
N
N
N
N
N
N
QUEST DIAGNOSTICS INC
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc
74834LBC3
13505000.00000000
PA
USD
14186934.43000000
0.083417596065
Long
DBT
CORP
US
N
2
2031-06-30
Fixed
2.80000000
N
N
N
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
00652MAE2
26773000.00000000
PA
USD
26272215.05000000
0.154477701550
Long
DBT
CORP
IN
N
2
2029-07-03
Fixed
4.38000000
N
N
N
N
N
N
ARCOR SAIC
529900B2ROYOJG45VO88
Arcor SAIC
03965PAC5
26221000.00000000
PA
USD
23639804.76000000
0.138999421916
Long
DBT
CORP
AR
N
2
2023-07-06
Fixed
6.00000000
N
N
N
N
N
N
Brink's Co/The
XFP140TFNOQMIVFTVQ13
Brink's Co/The
109696AA2
27395000.00000000
PA
USD
26378782.48000000
0.155104306182
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.63000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582AD4
28912000.00000000
PA
USD
43416142.53000000
0.255282087766
Long
DBT
CORP
NL
N
2
2038-12-15
Fixed
6.38000000
N
N
N
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807AT5
17958000.00000000
PA
USD
24934464.81000000
0.146611878971
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.88000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HBY0
12496000.00000000
PA
USD
12995652.56000000
0.076412991207
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
5.13000000
N
N
N
N
N
N
CIT BANK NA
FVPV0TNOIM6NUIE59530
CIT Bank NA
12556LBJ4
16827000.00000000
PA
USD
15772704.32000000
0.092741746592
Long
DBT
CORP
US
N
2
2025-09-27
Fixed
2.97000000
N
N
N
N
N
N
Trex Co Inc
N/A
Trex Co Inc
89531P105
153267.00000000
NS
USD
19935438.69000000
0.117218161558
Long
EC
CORP
US
N
1
N
N
N
MURPHY OIL CORP
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717AM4
15253000.00000000
PA
USD
13436977.82000000
0.079007934636
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.88000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AE4
3831000.00000000
PA
USD
3607729.32000000
0.021213047019
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.95000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAS5
36655000.00000000
PA
USD
39253839.50000000
0.230808209031
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.88000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
23298000.00000000
PA
USD
24367261.71000000
0.143276787848
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
MAXIM CRANE WORKS LLC
N/A
Maxim Crane Works Holdings Capital LLC
18911YAA3
16120000.00000000
PA
USD
15895206.60000000
0.093462046369
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
10.13000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAH7
16011000.00000000
PA
USD
16501817.21000000
0.097028849267
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFU8
19634000.00000000
PA
USD
22561033.58000000
0.132656367398
Long
DBT
CORP
US
N
2
2026-03-03
Fixed
4.45000000
N
N
N
N
N
N
SIEMENS FINANCIERINGSMAT
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij NV
82620KAE3
13036000.00000000
PA
USD
14479473.02000000
0.085137690428
Long
DBT
CORP
NL
N
2
2025-05-27
Fixed
3.25000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DH0
15780000.00000000
PA
USD
17751970.90000000
0.104379613877
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.63000000
N
N
N
N
N
N
American Homes 4 Rent
549300N4PXZ37U8QKI55
American Homes 4 Rent LP
02666TAB3
7040000.00000000
PA
USD
7860841.68000000
0.046220874511
Long
DBT
US
N
2
2029-02-15
Fixed
4.90000000
N
N
N
N
N
N
Harbor Park CLO Ltd
N/A
Harbor Park CLO 18-1 Ltd
41154XAN5
4560000.00000000
PA
USD
4260289.44000000
0.025050027924
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
4.04000000
N
N
N
N
N
N
PBF HOLDING CO LLC
N/A
PBF Holding Co LLC / PBF Finance Corp
69318FAH1
20958000.00000000
PA
USD
17447535.00000000
0.102589564655
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
CIT Group Inc
N8O96ZZJQRFYQUJY7K79
CIT Group Inc
125581GX0
49745000.00000000
PA
USD
53901692.20000000
0.316935953244
Long
DBT
CORP
US
N
2
2028-03-09
Fixed
6.13000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBC3
16124000.00000000
PA
USD
12926449.56000000
0.076006085266
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
AHP HEALTH PARTNERS
549300QMM8MQ6SM5KX05
AHP Health Partners Inc
00150LAA9
15527000.00000000
PA
USD
16009268.62000000
0.094132718357
Long
DBT
US
N
2
2026-07-15
Fixed
9.75000000
N
N
N
N
N
N
AUTORIDAD CANAL DE PANAM
549300W1ISP1PW2J2P64
Autoridad del Canal de Panama
05330GAA2
8750000.00000000
PA
USD
10012668.75000000
0.058873378279
Long
DBT
CORP
PA
N
2
2035-07-29
Fixed
4.95000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCU2
20960000.00000000
PA
USD
20251761.60000000
0.119078105076
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.13000000
N
N
N
N
N
N
PENNSYLVANIA ST
N/A
Commonwealth of Pennsylvania
70914PMJ8
12190000.00000000
PA
USD
15579185.70000000
0.091603878636
Long
DBT
MUN
US
N
2
2030-02-15
Fixed
5.45000000
N
N
N
N
N
N
WP CityMD Bidco LLC
N/A
WP CityMD Bidco LLC 2019 Term Loan B
92940KAG0
18024244.00000000
PA
USD
17810206.10000000
0.104722030374
Long
LON
CORP
US
N
2
2026-08-13
Floating
5.50000000
N
N
N
N
N
N
AI Candelaria Spain SLU
N/A
AI Candelaria Spain SLU
001355AA4
18965000.00000000
PA
USD
19222165.40000000
0.113024193969
Long
DBT
CORP
ES
N
2
2028-12-15
Fixed
7.50000000
N
N
N
N
N
N
Northwoods Capital Ltd
N/A
Northwoods Capital 20 Ltd
66860TAG1
14954209.00000000
PA
USD
14860081.23000000
0.087375624357
Long
ABS-CBDO
CORP
KY
N
2
2030-01-25
Variable
4.70000000
N
N
N
N
N
N
Delta 2 (LUX) S.a.r.l.
549300BBG8Z3D6QSYP53
Delta 2 (LUX) S.a.r.l. 2018 USD Term Loan
000000000
16210711.00000000
PA
USD
15491441.75000000
0.091087953972
Long
LON
CORP
LU
N
2
2024-02-01
Floating
3.50000000
N
N
N
N
N
N
PENSKE AUTOMOTIVE GROUP
549300W7UTQ0M4C7LB15
Penske Automotive Group Inc
70959WAG8
4053000.00000000
PA
USD
4052250.20000000
0.023826780338
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
5.50000000
N
N
N
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR Horton Inc
23331A109
344173.00000000
NS
USD
19084392.85000000
0.112214106703
Long
EC
CORP
US
N
1
N
N
N
Marble Point CLO LTD
2549003LUS5LG1CTZP23
Marble Point CLO XVII Ltd
56606CAC7
9348354.00000000
PA
USD
9016246.25000000
0.053014524837
Long
ABS-CBDO
CORP
KY
N
2
2033-04-20
Floating
2.67000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAV2
44909000.00000000
PA
USD
48854909.97000000
0.287261435217
Long
DBT
US
N
2
2025-01-15
Fixed
2.95000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABE4
16027000.00000000
PA
USD
17893264.02000000
0.105210401703
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.88000000
N
N
N
N
N
N
TGP Holdings III, LLC
N/A
TGP Holdings III, LLC 2018 1st Lien Term Loan
87251RAG8
16127015.84000000
PA
USD
14970386.26000000
0.088024205662
Long
LON
CORP
US
N
2
2024-09-25
Floating
5.25000000
N
N
N
N
N
N
Prologis LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBH3
8980000.00000000
PA
USD
10652235.31000000
0.062633958496
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
3.88000000
N
N
N
N
N
N
Azul Investments LLP
549300C6XNC8IDH04C74
Azul Investments LLP
05502FAA6
38566000.00000000
PA
USD
18131612.07000000
0.106611861719
Long
DBT
CORP
US
N
2
2024-10-26
Fixed
5.88000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBS7
14179000.00000000
PA
USD
17072011.27000000
0.100381526902
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.25000000
N
N
N
N
N
N
HONDURAS GOVERNMENT
5493002DW1JNBNG17615
Honduras Government International Bond
438180AJ0
16925000.00000000
PA
USD
17255037.50000000
0.101457700772
Long
DBT
NUSS
HN
N
2
2030-06-24
Fixed
5.63000000
N
N
N
N
N
N
Transocean Proteus Ltd
5493000CTMQ2LH21VM89
Transocean Proteus Ltd
893829AA9
8612500.00000000
PA
USD
7966562.50000000
0.046842501171
Long
DBT
CORP
KY
N
2
2024-12-01
Fixed
6.25000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-1383812.01000000
-0.00813666066
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
41000000.00000000
AUD
26916869.00000000
USD
2020-08-26
-1383812.01000000
N
N
N
West CLO Ltd
635400BJ6LOP8GMN7K23
West CLO 2014-2 Ltd
95168WAT4
4541000.00000000
PA
USD
4406845.69000000
0.025911762368
Long
ABS-CBDO
CORP
KY
N
2
2027-01-16
Floating
2.93000000
N
N
N
N
N
N
REVLON CONSUMER PRODS
2MKZBE7NMX7EJWQLHS95
Revlon Consumer Products Corp
761519BD8
2098000.00000000
PA
USD
1285685.87000000
0.007559689875
Long
DBT
CORP
US
N
2
2021-02-15
Fixed
5.75000000
N
N
N
N
N
N
Scotts Miracle-Gro Co/The
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co/The
810186106
200251.00000000
NS
USD
26927751.97000000
0.158332185707
Long
EC
CORP
US
N
1
N
N
N
PTC Inc
54930050SSMU8SKDJ030
PTC Inc
69370CAB6
11211000.00000000
PA
USD
11154945.00000000
0.065589835544
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.63000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BC5
12274000.00000000
PA
USD
12183570.08000000
0.071638036574
Long
DBT
CORP
LR
N
2
2023-06-15
Fixed
9.13000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BC5
35826000.00000000
PA
USD
38779425.94000000
0.228018710080
Long
DBT
CORP
PA
N
2
2023-04-01
Fixed
11.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGP8
54846000.00000000
PA
USD
54897244.26000000
0.322789688596
Long
DBT
CORP
US
N
2
2021-07-21
Fixed
2.37000000
N
N
N
N
N
N
Adyen NV
724500973ODKK3IFQ447
Adyen NV
000000000
12413.00000000
NS
18067043.15000000
0.106232203653
Long
EC
CORP
NL
Y
1
N
N
N
CENTURY COMMUNITIES
5299002QMB2O7ZL1CA26
Century Communities Inc
156504AL6
12974000.00000000
PA
USD
13076559.47000000
0.076888714836
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.75000000
N
N
N
N
N
N
Rede D'or Finance Sarl
549300FDE772OLJUCP79
Rede D'or Finance Sarl
75735KAA7
20352000.00000000
PA
USD
19269578.88000000
0.113302979956
Long
DBT
CORP
LU
N
2
2028-01-17
Fixed
4.95000000
N
N
N
N
N
N
Halcyon Loan Advisors Funding Ltd
5493006GMMSBMRMTK635
Halcyon Loan Advisors Funding 2015-2 Ltd
40538KAQ5
5476000.00000000
PA
USD
5272799.33000000
0.031003473429
Long
ABS-CBDO
CORP
KY
N
3
2027-07-25
Floating
3.14000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BG8
21596000.00000000
PA
USD
22169697.74000000
0.130355356197
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.88000000
N
N
N
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
50091.00000000
NS
USD
19030071.81000000
0.111894705031
Long
EC
CORP
US
N
1
N
N
N
Chewy Inc
N/A
Chewy Inc
16679L109
527682.00000000
NS
USD
23582108.58000000
0.138660174797
Long
EC
CORP
US
N
1
N
N
ALLEGION PLC
N/A
Allegion PLC
01748TAB7
11813000.00000000
PA
USD
12431069.86000000
0.073093307744
Long
DBT
CORP
IE
N
2
2029-10-01
Fixed
3.50000000
N
N
N
N
N
N
TRANSPRTDRA DE GAS INTL
529900780HCVLCEM2440
Transportadora de Gas Internacional SA ESP
89387YAC5
24773000.00000000
PA
USD
27098193.78000000
0.159334364587
Long
DBT
CORP
CO
N
2
2028-11-01
Fixed
5.55000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CC7
15064000.00000000
PA
USD
14502112.80000000
0.085270809815
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
3.13000000
N
N
N
N
N
N
AG ISSUER LLC
N/A
AG Issuer LLC
00119LAA9
7470000.00000000
PA
USD
6965775.00000000
0.040957982015
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.25000000
N
N
N
N
N
N
ASTON MARTIN CAPITAL HOL
213800H4GKEF3CJ8C774
Aston Martin Capital Holdings Ltd
04625HAA7
20477000.00000000
PA
USD
18511208.00000000
0.108843843555
Long
DBT
CORP
JE
N
2
2022-04-15
Fixed
6.50000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAC4
20289000.00000000
PA
USD
20674491.00000000
0.121563706917
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
8.00000000
N
N
N
N
N
N
Altice Financing SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAE3
38191000.00000000
PA
USD
40196982.28000000
0.236353783647
Long
DBT
CORP
LU
N
2
2026-05-15
Fixed
7.50000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BY9
26383000.00000000
PA
USD
30188458.33000000
0.177504776330
Long
DBT
CORP
US
N
2
2027-02-06
Fixed
3.30000000
N
N
N
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
Intuit Inc
46124HAD8
18048000.00000000
PA
USD
18021835.09000000
0.105966385290
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
1.65000000
N
N
N
N
N
N
DOVER CORP
549300FMC2ALGA7N9E80
Dover Corp
260003AP3
17664000.00000000
PA
USD
18969995.44000000
0.111541462659
Long
DBT
CORP
US
N
2
2029-11-04
Fixed
2.95000000
N
N
N
N
N
N
Rumo Luxembourg Sarl
222100HOIQFT7YOSPB46
Rumo Luxembourg Sarl
781467AB1
20674000.00000000
PA
USD
21864925.77000000
0.128563330921
Long
DBT
CORP
LU
N
2
2025-01-18
Fixed
5.88000000
N
N
N
N
N
N
Sirius XM Radio Inc
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NAW8
10495000.00000000
PA
USD
10871718.03000000
0.063924492471
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
5.38000000
N
N
N
N
N
N
CoStar Group Inc
N/A
CoStar Group Inc
22160N109
24443.00000000
NS
USD
17370906.81000000
0.102138999423
Long
EC
CORP
US
N
1
N
N
N
Saudi Arabian Oil Co
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2F1
30522000.00000000
PA
USD
34568256.37000000
0.203257501526
Long
DBT
CORP
SA
N
2
2049-04-16
Fixed
4.38000000
N
N
N
N
N
N
ASTON MARTIN CAPITAL HOL
213800H4GKEF3CJ8C774
Aston Martin Capital Holdings Ltd
000000000
14541000.00000000
PA
16283551.75000000
0.095745472645
Long
DBT
CORP
JE
Y
2
2022-04-15
Fixed
5.75000000
N
N
N
N
N
N
TRANSATLANTIC HOLDINGS
RN37QJVS1BV19MNIC295
Transatlantic Holdings Inc
893521AB0
17809000.00000000
PA
USD
27478678.82000000
0.161571574291
Long
DBT
CORP
US
N
2
2039-11-30
Fixed
8.00000000
N
N
N
N
N
N
SM Energy Co
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAN0
17841000.00000000
PA
USD
9035396.04000000
0.053127123472
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
6.75000000
N
N
N
N
N
N
IDEX CORP
549300U5Y5EL6PHYLF13
IDEX Corp
45167RAG9
16199000.00000000
PA
USD
16920854.65000000
0.099492742794
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.00000000
N
N
N
N
N
N
Zebra Technologies Corp
PO0I32GKZ3HZMMDPZZ08
Zebra Technologies Corp
989207105
70269.00000000
NS
USD
17985350.55000000
0.105751860254
Long
EC
CORP
US
N
1
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAW7
62976000.00000000
PA
USD
66789956.92000000
0.392717515900
Long
DBT
CORP
IT
N
2
2026-01-15
Fixed
5.71000000
N
N
N
N
N
N
ENDEAVOR ENERGY RESOURCE
N/A
Endeavor Energy Resources LP / EER Finance Inc
29260FAE0
18862000.00000000
PA
USD
18151185.53000000
0.106726951486
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
5.75000000
N
N
N
N
N
N
Xplornet Communications, Inc.
2138007ZVGYYNWEGU394
Xplornet Communications, Inc. 2020 Term Loan B
000000000
26037271.00000000
PA
USD
24956724.25000000
0.146742762002
Long
LON
CORP
CA
N
2
2027-05-29
Floating
4.93000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAC6
22442000.00000000
PA
USD
25740736.79000000
0.151352668511
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
4.15000000
N
N
N
N
N
N
WESTINGHOUSE AIR BRAKE
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp
960386AM2
8995000.00000000
PA
USD
10021749.30000000
0.058926770903
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.95000000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413AN6
10309000.00000000
PA
USD
11205979.49000000
0.065889912667
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.84000000
N
N
N
N
N
N
Planet Fitness Master Issuer LLC
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAB9
22154392.50000000
PA
USD
21556830.93000000
0.126751767539
Long
ABS-O
CORP
US
N
2
2048-09-05
Fixed
4.67000000
N
N
N
N
N
N
BAFFINLAND IRON CORP/LP
N/A
Baffinland Iron Mines Corp / Baffinland Iron Mines LP
056623AA9
18211000.00000000
PA
USD
17888938.47000000
0.105184967950
Long
DBT
CORP
CA
N
2
2026-07-15
Fixed
8.75000000
N
N
N
N
N
N
Life Time Fitness Inc
549300PALKE96VYH4X17
Life Time Fitness Inc 2017 Term Loan B
50218KAD0
17774191.99000000
PA
USD
15896881.83000000
0.093471896535
Long
LON
CORP
US
N
2
2022-06-10
Floating
3.75000000
N
N
N
N
N
N
JD.COM INC
549300HVTWB0GJZ16V92
JD.com Inc
47215PAF3
31012000.00000000
PA
USD
33090192.27000000
0.194566649062
Long
DBT
CORP
KY
N
2
2050-01-14
Fixed
4.13000000
N
N
N
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix Inc
000000000
51088000.00000000
PA
58498226.94000000
0.343963066123
Long
DBT
US
N
2
2026-02-01
Fixed
2.88000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
549300GYO50BTOMOCO81
Palmer Square Loan Funding 2018-1 Ltd
69700EAE7
5068500.00000000
PA
USD
4836614.10000000
0.028438752805
Long
ABS-CBDO
CORP
KY
N
2
2026-04-15
Floating
2.62000000
N
N
N
N
N
N
National Mentor Holdings, Inc.
5493004QULJVJP3CNZ62
National Mentor Holdings, Inc. 2019 Term Loan C
63689EAK1
443172.30000000
PA
USD
429323.17000000
0.002524372474
Long
LON
CORP
US
N
2
2026-03-09
Floating
4.43000000
N
N
N
N
N
N
Boyd Gaming Corp
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BQ3
13793000.00000000
PA
USD
12876593.08000000
0.075712934711
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.00000000
N
N
N
N
N
N
HELLAS II
N/A
Hellas Telecommunications Luxembourg II SCA
88706QAA2
15000000.00000000
PA
USD
1500.00000000
0.000008819833
Long
DBT
CORP
LU
N
3
2015-01-15
None
0.00000000
Y
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAD0
16808000.00000000
PA
USD
18123424.67000000
0.106563720718
Long
DBT
CORP
XX
N
2
2030-05-01
Fixed
3.40000000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAB8
19300000.00000000
PA
USD
20230935.50000000
0.118955649925
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.50000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91911KAK8
12232000.00000000
PA
USD
12716020.24000000
0.074768784276
Long
DBT
CORP
CA
N
2
2024-03-15
Fixed
7.00000000
N
N
N
N
N
N
EXELON GENERATION CO LLC
S2PEWKCZFFECR4533P43
Exelon Generation Co LLC
30161MAS2
17668000.00000000
PA
USD
19066798.53000000
0.112110654059
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.25000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDD3
54987000.00000000
PA
USD
59879554.10000000
0.352085116143
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
2.63000000
N
N
N
N
N
N
CYRUSONE LP/CYRUSONE FIN
N/A
CyrusOne LP / CyrusOne Finance Corp
23283PAQ7
9245000.00000000
PA
USD
9724239.54000000
0.057177446614
Long
DBT
US
N
2
2024-11-15
Fixed
2.90000000
N
N
N
N
N
N
Eldorado Resorts Inc
5299000BKFWWVND5L441
Eldorado Resorts Inc
28470RAG7
13521000.00000000
PA
USD
14638645.86000000
0.086073609018
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
6.00000000
N
N
N
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670BR8
7903000.00000000
PA
USD
8372151.32000000
0.049227318308
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.75000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AE1
17549000.00000000
PA
USD
17972457.37000000
0.105676049790
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.88000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAP0
16855000.00000000
PA
USD
17633448.18000000
0.103682713470
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.50000000
N
N
N
N
N
N
Fair Isaac Corp
RI6HET5SJUEY30V1PS26
Fair Isaac Corp
303250104
62742.00000000
NS
USD
26228665.68000000
0.154221636099
Long
EC
CORP
US
N
1
N
N
N
Cantor Commercial Real Estate Lending
N/A
CF Trust 2019-BOSS
15725PAA4
18200000.00000000
PA
USD
16727998.56000000
0.098358770441
Long
ABS-MBS
CORP
US
N
3
2021-12-15
Floating
3.43000000
N
N
N
N
N
N
Nuveen Finance LLC
N/A
Nuveen Finance LLC
87246YAC0
7927000.00000000
PA
USD
8951403.36000000
0.052633255858
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.13000000
N
N
N
N
N
N
Granite Holdings US Acquisition Co.
N/A
Granite Holdings US Acquisition Co. Term Loan B
38740TAB7
22332731.81000000
PA
USD
19652803.99000000
0.115556300967
Long
LON
CORP
US
N
3
2026-09-30
Floating
6.32000000
N
N
N
N
N
N
Molina Healthcare Inc
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855RAH3
19176000.00000000
PA
USD
19341776.52000000
0.113727494047
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.88000000
N
N
N
N
N
N
PetSmart Inc
N/A
PetSmart Inc
04021LAA8
17395000.00000000
PA
USD
17186955.80000000
0.101057387950
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
7.13000000
N
N
N
N
N
N
MOUNTAIN VIEW CLO
N/A
Mountain View CLO 2017-1 LLC
62432HAL4
11046113.00000000
PA
USD
10740485.83000000
0.063152861736
Long
ABS-CBDO
CORP
KY
N
2
2029-10-16
Floating
2.93000000
N
N
N
N
N
N
Perimeter Master Note Business Trust
5493005H6EB040833X54
Perimeter Master Note Business Trust
71384PAE1
16717000.00000000
PA
USD
16866115.64000000
0.099170883505
Long
ABS-O
CORP
US
N
3
2024-05-15
Fixed
4.23000000
N
N
N
N
N
N
Coty Inc
549300BO9IWPF3S48F93
Coty Inc
222070AB0
19236000.00000000
PA
USD
16411289.58000000
0.096496556874
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
6.50000000
N
N
N
N
N
N
MACQUARIE BANK LONDON
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd/London
556079AB7
32254000.00000000
PA
USD
31958392.09000000
0.187911789923
Long
DBT
CORP
AU
N
2
2027-03-08
Fixed
6.13000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AF8
18327000.00000000
PA
USD
18093880.56000000
0.106390004638
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.88000000
N
N
N
N
N
N
Mercedes-Benz Auto Lease Trust
N/A
Mercedes-Benz Auto Lease Trust 2018-B
58769LAC6
4213745.70000000
PA
USD
4247470.84000000
0.024974655982
Long
ABS-O
CORP
US
N
2
2021-09-15
Fixed
3.21000000
N
N
N
N
N
N
Mercedes-Benz Auto Lease Trust
549300U4TNYCTQL3R792
Mercedes-Benz Auto Lease Trust 2019-A
58772TAC4
11186000.00000000
PA
USD
11295815.20000000
0.066418136647
Long
ABS-O
CORP
US
N
2
2021-11-15
Fixed
3.10000000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AE8
53847000.00000000
PA
USD
44894936.25000000
0.263977230315
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
7.13000000
N
N
N
N
N
N
Remington Outdoor Company Inc
N/A
Remington Outdoor Company Inc Call Exp 14May22
75959V112
165124.00000000
NS
USD
1651.24000000
0.000009709107
N/A
DE
US
N
3
N/A
N/A
Call
Purchased
REMINGTON OUTDOOR COMPANY INC CALL EXP 14MAY22
REMINGTON OUTDOOR COMPANY INC CALL EXP 14MAY22
1.00000000
1.00000000
USD
2022-05-14
XXXX
-869806.08000000
N
N
N
Deephaven Residential Mortgage Trust
N/A
Deephaven Residential Mortgage Trust 2020-1
24381RAA7
12832489.27000000
PA
USD
13003896.68000000
0.076461465715
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.34000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCX6
42711000.00000000
PA
USD
42523925.82000000
0.250035952776
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.25000000
N
N
N
N
N
N
CLOROX COMPANY
54930044KVSC06Z79I06
Clorox Co/The
189054AX7
13504000.00000000
PA
USD
13650234.95000000
0.080261862834
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
1.80000000
N
N
N
N
N
N
Lululemon Athletica Inc
549300D9GZ4BMLDW5T40
Lululemon Athletica Inc
550021109
86530.00000000
NS
USD
26998225.30000000
0.158746561047
Long
EC
CORP
US
N
1
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAA4
31006000.00000000
PA
USD
22631899.52000000
0.133073051241
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.38000000
N
N
N
N
N
N
GO DADDY OPCO/FINCO
N/A
Go Daddy Operating Co LLC / GD Finance Co Inc
38016LAA3
11226000.00000000
PA
USD
11448443.19000000
0.067315572248
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.25000000
N
N
N
N
N
N
CHOBANI LLC/FINANCE CORP
N/A
Chobani LLC / Chobani Finance Corp Inc
17027NAA0
25074000.00000000
PA
USD
24274515.51000000
0.142731450511
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.50000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAC9
18230000.00000000
PA
USD
19945898.75000000
0.117279665547
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.63000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAG6
6965000.00000000
PA
USD
6218700.25000000
0.036565265601
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.60000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GVR2
18995000.00000000
PA
USD
21422381.88000000
0.125961222084
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
4.25000000
N
N
N
N
N
N
Wingstop Funding LLC
N/A
Wingstop Funding 2018-1 LLC
974153AA6
19549530.00000000
PA
USD
20402866.98000000
0.119966587899
Long
ABS-O
CORP
US
N
2
2048-12-05
Fixed
4.97000000
N
N
N
N
N
N
CENTENNIAL RESOURCE PROD
5493004CTVUMQLRPOE23
Centennial Resource Production LLC
15138AAC4
44083000.00000000
PA
USD
23492051.12000000
0.138130646952
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.88000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BR1
19343000.00000000
PA
USD
16641556.62000000
0.097850501451
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.75000000
N
N
N
N
N
N
Pool Corp
5493005VZK1KMN6CO617
Pool Corp
73278L105
73466.00000000
NS
USD
19973201.42000000
0.117440202209
Long
EC
CORP
US
N
1
N
N
N
Gray Television Inc
529900TM5726KDN7UU35
Gray Television Inc
389375AJ5
9833000.00000000
PA
USD
9818889.65000000
0.057733978730
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
5.88000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAA9
39761000.00000000
PA
USD
43583821.35000000
0.256268020572
Long
DBT
CORP
FR
N
2
2027-02-01
Fixed
8.13000000
N
N
N
N
N
N
LAREDO PETROLEUM INC
549300X0PTWU2QSLSL14
Laredo Petroleum Inc
516806AG1
35291000.00000000
PA
USD
24439017.50000000
0.143698703910
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
10.13000000
N
N
N
N
N
N
UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE
N/A
Regents of the University of California Medical Center Pooled Revenue
913366EP1
12463000.00000000
PA
USD
19968717.12000000
0.117413835024
Long
DBT
MUN
US
N
2
2048-05-15
Fixed
6.55000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAJ5
5323000.00000000
PA
USD
5567192.63000000
0.032734473280
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
5.50000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057BN3
15303000.00000000
PA
USD
15933866.18000000
0.093689360398
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
4.75000000
N
N
N
N
N
N
Penn National Gaming Inc
N/A
Penn National Gaming Inc
707569AS8
25676000.00000000
PA
USD
24044033.44000000
0.141376241582
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.63000000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAA2
13128000.00000000
PA
USD
12488075.64000000
0.073428495388
Long
DBT
CORP
LU
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
Ascension Health
N/A
Ascension Health
04351LAB6
8881000.00000000
PA
USD
11136261.74000000
0.065479980054
Long
DBT
CORP
US
N
2
2046-11-15
Fixed
3.95000000
N
N
N
N
N
N
FLORIDA GAS TRANSMISSION
549300Q0UQF87NXNOC32
Florida Gas Transmission Co LLC
340711AW0
18069000.00000000
PA
USD
20301666.89000000
0.119371542629
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
4.35000000
N
N
N
N
N
N
HighPoint Operating Corp
XE2KCQGOGYZ847CKN141
HighPoint Operating Corp
06846NAD6
15831000.00000000
PA
USD
3855085.97000000
0.022667476601
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
7.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-UBS5 Mortgage Trust
12592KBE3
17906000.00000000
PA
USD
19146040.64000000
0.112576588849
Long
ABS-MBS
CORP
US
N
2
2047-09-10
Variable
4.19000000
N
N
N
N
N
N
BROOKLYN UNION GAS CO
83BQ1DXS6VA5GZFK8S35
Brooklyn Union Gas Co/The
114259AN4
11916000.00000000
PA
USD
13116813.57000000
0.077125404466
Long
DBT
CORP
US
N
2
2026-03-10
Fixed
3.41000000
N
N
N
N
N
N
DG Investment Intermediate Holdings 2, Inc.
N/A
DG Investment Intermediate Holdings 2, Inc. 2018 1st Lien Term Loan
38268PAB7
16085115.80000000
PA
USD
15363859.21000000
0.090337782832
Long
LON
CORP
US
N
2
2025-02-03
Floating
3.75000000
N
N
N
N
N
N
ACBL HLDG CORP COMMON STOCK
N/A
ACBL HLDG CORP COMMON STOCK
00085Q209
44897.00000000
NS
USD
1364868.80000000
0.008025276694
Long
EC
CORP
US
N
3
N
N
N
Ultimate Software Group Inc/The
529900FKHWSTQ1GXK240
ULTIMATE SOFTWARE GROUP INC 2020 2ND LN INCRMNTL TL
000000000
2262622.00000000
PA
USD
2306460.30000000
0.013561729956
Long
LON
CORP
US
N
2
2027-05-03
None
0.00000000
N
N
N
N
N
N
CSN ISLANDS XI CORP
222100R8R68DM7VM3661
CSN Islands XI Corp
12642KAB0
26705000.00000000
PA
USD
22899537.50000000
0.134646732787
Long
DBT
CORP
KY
N
2
2028-01-28
Fixed
6.75000000
N
N
N
N
N
N
Lear Corp
549300UPNBTXA1SYTQ33
Lear Corp
521865BA2
17051000.00000000
PA
USD
17522706.88000000
0.103031566946
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.25000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BJ2
40202000.00000000
PA
USD
45131791.56000000
0.265369913186
Long
DBT
CORP
US
N
2
2025-11-03
Fixed
3.13000000
N
N
N
N
N
N
PROVINCIA DE MENDOZA
529900FD2SD2M48A6753
Provincia de Mendoza Argentina
586805AH6
27674000.00000000
PA
USD
14667496.74000000
0.086243248982
Long
DBT
NUSS
AR
N
2
2024-05-19
Fixed
8.38000000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAB1
15737000.00000000
PA
USD
16382295.69000000
0.096326076027
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.75000000
N
N
N
N
N
N
COLT MERGER SUB INC
N/A
Colt Merger Sub Inc
12770RAA1
9657000.00000000
PA
USD
9729427.50000000
0.057207951242
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
5.75000000
N
N
N
N
N
N
NVR INC
529900RWXR4JI3JYTV70
NVR Inc
62944TAF2
29310000.00000000
PA
USD
30665185.66000000
0.180307879992
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.00000000
N
N
N
N
N
N
FAGE INTL / FAGE USA
N/A
FAGE International SA / FAGE USA Dairy Industry Inc
30257WAA4
18758000.00000000
PA
USD
17699298.48000000
0.104069905907
Long
DBT
CORP
LU
N
2
2026-08-15
Fixed
5.63000000
N
N
N
N
N
N
OKLAHOMA G&E CO
549300VJ8YXGPO8EV472
Oklahoma Gas and Electric Co
678858BR1
11379000.00000000
PA
USD
13234610.17000000
0.077818035368
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
4.15000000
N
N
N
N
N
N
Parexel International Corporation
549300GCZVUYB6P2OA17
Parexel International Corporation Term Loan B
69946EAT8
17523057.60000000
PA
USD
16663376.39000000
0.097978799271
Long
LON
CORP
US
N
2
2024-09-27
Floating
2.93000000
N
N
N
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066GAE4
29939000.00000000
PA
USD
33958991.26000000
0.199675090464
Long
DBT
CORP
US
N
2
2026-09-16
Fixed
3.20000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50076QAE6
18238000.00000000
PA
USD
19236485.82000000
0.113108396445
Long
DBT
CORP
US
N
2
2042-06-04
Fixed
5.00000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
000000000
13504000.00000000
PA
15644337.79000000
0.091986965677
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.63000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
9321.00000000
NS
USD
25714961.22000000
0.151201111027
Long
EC
CORP
US
N
1
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAK1
13662000.00000000
PA
USD
13441085.46000000
0.079032087102
Long
DBT
US
N
2
2025-06-15
Fixed
4.63000000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBA5
10745000.00000000
PA
USD
13215126.47000000
0.077703473380
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
4.00000000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29134WAB3
47836000.00000000
PA
USD
52019975.74000000
0.305871669812
Long
DBT
NUSS
AE
N
2
2026-05-03
Fixed
3.13000000
N
N
N
N
N
N
VeriSign Inc
LMPL4N8ZOJRMF0KOF759
VeriSign Inc
92343EAL6
21815000.00000000
PA
USD
22966941.08000000
0.135043058338
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.75000000
N
N
N
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
265090.00000000
NS
USD
25992074.50000000
0.152830506283
Long
EC
CORP
US
N
1
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAN3
13486000.00000000
PA
USD
15901788.18000000
0.093500745327
Long
DBT
CORP
US
N
2
2028-08-20
Fixed
3.90000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAV3
30763000.00000000
PA
USD
31109852.83000000
0.182922473480
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.38000000
N
N
N
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076BL2
15034000.00000000
PA
USD
17106265.21000000
0.100582936258
Long
DBT
CORP
US
N
2
2028-02-23
Fixed
4.60000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BN6
10289000.00000000
PA
USD
14188017.68000000
0.083423965455
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
6.60000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411BF1
31384000.00000000
PA
USD
27175615.56000000
0.159789596040
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.25000000
N
N
N
N
N
N
Battalion CLO LTD
5493000R542V1ZNEEG67
Battalion CLO VII Ltd
07131XBB9
1831000.00000000
PA
USD
1686670.33000000
0.009917433888
Long
ABS-CBDO
CORP
KY
N
2
2028-07-17
Floating
4.06000000
N
N
N
N
N
N
OHIO POWER COMPANY
06ZODLC132CY1O2Y7D77
Ohio Power Co
677415CR0
13988000.00000000
PA
USD
16996690.95000000
0.099938651800
Long
DBT
CORP
US
N
2
2049-06-01
Fixed
4.00000000
N
N
N
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
Roper Technologies Inc
776696106
83420.00000000
NS
USD
32388649.20000000
0.190441653861
Long
EC
CORP
US
N
1
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AE7
18000000.00000000
PA
USD
17963740.62000000
0.105624796270
Long
DBT
CORP
US
N
2
2026-08-18
Fixed
3.50000000
N
N
N
N
N
N
Planet Fitness Master Issuer LLC
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAA1
17723317.50000000
PA
USD
17890891.47000000
0.105196451373
Long
ABS-O
CORP
US
N
2
2048-09-05
Fixed
4.26000000
N
N
N
N
N
N
Alloy Finco Limited
N/A
Alloy Finco Limited USD Holdco PIK Term Loan
000000000
8343873.23000000
PA
USD
3692163.90000000
0.021709512956
Long
LON
CORP
JE
N
2
2025-03-06
Floating
13.50000000
N
N
Y
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)SEP20 XCBT 20200921
000000000
232.00000000
NC
USD
91571.56000000
0.000538430584
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
10 Year US Treasury Note
TYU0 Comdty
2020-09-21
32196303.44000000
USD
91571.56000000
N
N
N
AUST & NZ BANKING GRP/UK
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd/United Kingdom
05254HAA2
19074000.00000000
PA
USD
21176240.91000000
0.124513940565
Long
DBT
CORP
AU
N
2
2026-06-15
Fixed
6.75000000
N
N
N
N
N
N
GLOBAL BANK CORPORATION
5493005ROG3FS85TE513
Global Bank Corp
37954JAC0
40710000.00000000
PA
USD
41829525.00000000
0.245952953210
Long
DBT
CORP
PA
N
2
2029-04-16
Fixed
5.25000000
N
N
N
N
N
N
LEAR CORP
549300UPNBTXA1SYTQ33
Lear Corp
521865BB0
4510000.00000000
PA
USD
4515901.34000000
0.026552997457
Long
DBT
CORP
US
N
2
2030-05-30
Fixed
3.50000000
N
N
N
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411BE4
18022000.00000000
PA
USD
15922163.25000000
0.093620548472
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.38000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHW3
13452000.00000000
PA
USD
14617473.61000000
0.085949118543
Long
DBT
CORP
US
N
2
2029-07-30
Fixed
3.00000000
N
N
N
N
N
N
MHP Lux SA
222100RHC7R1WZ1J3M44
MHP Lux SA
59318YAA6
17930000.00000000
PA
USD
18275367.66000000
0.107457128595
Long
DBT
CORP
LU
N
2
2026-04-03
Fixed
6.95000000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813BV0
13842000.00000000
PA
USD
15781868.82000000
0.092795632832
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.75000000
N
N
N
N
N
N
PFP III
N/A
PFP 2019-6 Ltd
69346WAA5
25000000.00000000
PA
USD
24235000.00000000
0.142499103708
Long
ABS-CBDO
CORP
US
N
2
2037-04-14
Floating
1.25000000
N
N
N
N
N
N
Kayne CLO
N/A
Kayne CLO 7 Ltd
48661CAA0
47943962.00000000
PA
USD
46383424.39000000
0.272729374975
Long
ABS-CBDO
CORP
KY
N
2
2033-04-17
Floating
2.61000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
268317AS3
13500000.00000000
PA
USD
15169704.71000000
0.089196175972
Long
DBT
CORP
FR
N
2
2025-10-13
Fixed
3.63000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
19767QAQ8
5778000.00000000
PA
USD
6673590.00000000
0.039239966722
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
7.58000000
N
N
N
N
N
N
Credit Suisse Securities (USA) LLC
1V8Y6QCX6YMJ2OELII46
Long: SP1A5PD73 CDS USD R F 3.00000 SP1A5PD73_FEE CMBX / Short: SP1A5PD73 CDS USD P V 01MEVENT SP1A5PD73_PRO CMBX
000000000
85112000.00000000
OU
Notional Amount
USD
-16982394.81000000
-0.09985459208
N/A
DCR
US
N
2
Credit Suisse Securities (USA) LLC
1V8Y6QCX6YMJ2OELII46
Markit CMBX.NA.BBB-.10
137BERAJ6
Y
sell protection
2059-11-17
0.00000000
USD
-4341286.49000000
USD
85112000.00000000
USD
-12641108.32000000
N
N
N
NGPL PipeCo LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62912XAF1
32573000.00000000
PA
USD
35809680.31000000
0.210556936178
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.88000000
N
N
N
N
N
N
Oasis Petroleum Inc
529900FA4V2YNIKZ0M71
Oasis Petroleum Inc
674215AK4
3225000.00000000
PA
USD
542299.88000000
0.003188662960
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.25000000
N
N
N
N
N
N
HECLA MINING CO
5493009Y6HOBZD1QD537
Hecla Mining Co
422704AH9
17694000.00000000
PA
USD
18003645.00000000
0.105859429585
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
7.25000000
N
N
N
N
N
N
Adient US LLC
213800SOTRCDGZUHL712
Adient US LLC
00688JAA5
21145000.00000000
PA
USD
21919647.08000000
0.128885086136
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
7.00000000
N
N
N
N
N
N
Bacardi Ltd
549300R32WTQNHNN5055
Bacardi Ltd
067316AD1
20151000.00000000
PA
USD
20544161.73000000
0.120797385309
Long
DBT
CORP
BM
N
2
2026-07-15
Fixed
2.75000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCX2
37594000.00000000
PA
USD
37090312.58000000
0.218086911447
Long
DBT
CORP
US
N
2
2025-06-20
Fixed
2.75000000
N
N
N
N
N
N
BRITISH AIR 18-1 A PTT
N/A
British Airways 2018-1 Class A Pass Through Trust
11043HAA6
8124706.78000000
PA
USD
6688063.63000000
0.039325070056
Long
DBT
CORP
US
N
2
2031-09-20
Fixed
4.13000000
N
N
N
N
N
N
PTC Inc
54930050SSMU8SKDJ030
PTC Inc
69370CAC4
22263000.00000000
PA
USD
22153020.78000000
0.130257297528
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.00000000
N
N
N
N
N
N
SIGNATURE AVIATION US
213800CSNQ87U1MC8N11
Signature Aviation US Holdings Inc
05545MAC6
31875000.00000000
PA
USD
28860900.00000000
0.169698881049
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.00000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CL4
8068000.00000000
PA
USD
8507311.72000000
0.050022046423
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.45000000
N
N
N
N
N
N
DOMINION ENERGY GAS HLDG
549300BFOD6TDMVV4O24
Dominion Energy Gas Holdings LLC
257375AH8
12050000.00000000
PA
USD
13239526.60000000
0.077846943430
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
3.60000000
N
N
N
N
N
N
KFC HLD/PIZZA HUT/TACO
N/A
KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC
48250NAA3
14574000.00000000
PA
USD
14885227.77000000
0.087523483215
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.00000000
N
N
N
N
N
N
Enphase Energy Inc
5493008U7KIGMI59Z314
Enphase Energy Inc
29355A107
449867.00000000
NS
USD
21400173.19000000
0.125830637457
Long
EC
CORP
US
N
1
N
N
N
RITCHIE BROS AUCTIONEERS
5493002H8U24DJXQ4886
Ritchie Bros Auctioneers Inc
767744AA3
13118000.00000000
PA
USD
13529314.89000000
0.079550866334
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
5.38000000
N
N
N
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742AG6
26681000.00000000
PA
USD
27183347.47000000
0.159835058810
Long
DBT
CORP
US
N
2
2047-07-15
Fixed
4.30000000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
69867DAC2
25080000.00000000
PA
USD
25267473.00000000
0.148569930079
Long
DBT
CORP
XX
N
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
N
SURGERY CENTER HOLDINGS
54930054EVI5HWPPW113
Surgery Center Holdings Inc
86881WAD4
15305000.00000000
PA
USD
15359485.80000000
0.090312067667
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
10.00000000
N
N
N
N
N
N
Ahern Rentals Inc
N/A
Ahern Rentals Inc
008674AH6
20365000.00000000
PA
USD
9849430.43000000
0.057913555119
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
7.38000000
N
N
N
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670BS6
7903000.00000000
PA
USD
8860164.81000000
0.052096783335
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.13000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DM9
22440000.00000000
PA
USD
23513111.09000000
0.138254477232
Long
DBT
CORP
US
N
2
2024-09-11
Fixed
1.80000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBD0
4583000.00000000
PA
USD
4678074.34000000
0.027506556654
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.25000000
N
N
N
N
N
N
Galaxy CLO Ltd
549300BW4412X0TZDD77
Galaxy XXI CLO Ltd
36320WAL0
5311000.00000000
PA
USD
5187481.01000000
0.030501811199
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
2.16000000
N
N
N
N
N
N
ELI LILLY & CO
FRDRIPF3EKNDJ2CQJL29
Eli Lilly and Co
532457BY3
71805000.00000000
PA
USD
69064522.68000000
0.406091709510
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
2.25000000
N
N
N
N
N
N
COSTAR GROUP INC
N/A
CoStar Group Inc
22160NAA7
17267000.00000000
PA
USD
17703886.70000000
0.104096884130
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.80000000
N
N
N
N
N
N
HOME BANCSHARES INC
N/A
Home BancShares Inc/AR
436893AA9
19481000.00000000
PA
USD
19721174.04000000
0.115958309254
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.63000000
N
N
N
N
N
N
XIAOMI BEST TIME INTL
254900IGJCVEY8WNJT74
Xiaomi Best Time International Ltd
98422HAA4
19734000.00000000
PA
USD
19491264.30000000
0.114606465562
Long
DBT
CORP
HK
N
2
2030-04-29
Fixed
3.38000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AK5
14750000.00000000
PA
USD
16845042.95000000
0.099046978432
Long
DBT
US
N
2
2028-01-15
Fixed
3.95000000
N
N
N
N
N
N
NIKE INC
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106AH6
20735000.00000000
PA
USD
22314252.87000000
0.131205324279
Long
DBT
CORP
US
N
2
2025-03-27
Fixed
2.40000000
N
N
N
N
N
N
GCAT
N/A
GCAT 2019-NQM2 Trust
36167FAA7
10013348.46000000
PA
USD
10125932.54000000
0.059539356763
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.25000000
N
N
N
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076BN8
17963000.00000000
PA
USD
20748828.50000000
0.122000803146
Long
DBT
CORP
US
N
2
2029-05-23
Fixed
4.60000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZX9
31708000.00000000
PA
USD
32764474.10000000
0.192651462461
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
Ausgrid Finance Pty Ltd
549300DN8D7YR73BKB57
Ausgrid Finance Pty Ltd
052113AB3
13786000.00000000
PA
USD
15348307.27000000
0.090246339155
Long
DBT
CORP
AU
N
2
2028-08-01
Fixed
4.35000000
N
N
N
N
N
N
Regionalcare/Lifepoint
N/A
RegionalCare Hospital Partners Holdings Inc / LifePoint Health Inc
53219LAR0
20282000.00000000
PA
USD
20751629.71000000
0.122017273949
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
9.75000000
N
N
N
N
N
N
JBS USA LUX/JBS USA FIN
N/A
JBS USA LUX SA / JBS USA Finance Inc
472141AA8
60038000.00000000
PA
USD
63554425.66000000
0.373692952064
Long
DBT
CORP
XX
N
2
2028-02-15
Fixed
6.75000000
N
N
N
N
N
N
Square Inc
549300OHIIUWSTIZME52
Square Inc
852234103
410643.00000000
NS
USD
43092876.42000000
0.253381319005
Long
EC
CORP
US
N
1
N
N
N
Tyler Technologies Inc
N/A
Tyler Technologies Inc
902252105
75827.00000000
NS
USD
26302869.76000000
0.154657947834
Long
EC
CORP
US
N
1
N
N
N
Banff Merger Sub Inc
549300DSDR5SWIGOZV63
Banff Merger Sub Inc
05988LAA6
15289000.00000000
PA
USD
15419873.84000000
0.090667142624
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
9.75000000
N
N
N
N
N
N
PORT OF SEATTLE WA REVENUE
549300T9UCDUJ3GZL429
Port of Seattle WA
735389ZD3
7305000.00000000
PA
USD
7669592.55000000
0.045096350905
Long
DBT
MUN
US
N
2
2032-05-01
Fixed
3.57000000
N
N
N
N
N
N
Texaco Capital Inc
N/A
Texaco Capital Inc
881685AX9
11023000.00000000
PA
USD
17715997.17000000
0.104168092347
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
8.63000000
N
N
N
N
N
N
CAESARS RESORT / FINCO
N/A
Caesars Resort Collection LLC / CRC Finco Inc
12652AAA1
24648000.00000000
PA
USD
21480978.48000000
0.126305763572
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.25000000
N
N
N
N
N
N
COSTCO WHOLESALE CORP
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160KAQ8
22489000.00000000
PA
USD
22913913.01000000
0.134731259186
Long
DBT
CORP
US
N
2
2032-04-20
Fixed
1.75000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAR2
20773000.00000000
PA
USD
21483955.93000000
0.126323270647
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032WAG1
19777000.00000000
PA
USD
21599224.70000000
0.127001038190
Long
DBT
CORP
KY
N
2
2028-01-19
Fixed
3.60000000
N
N
N
N
N
N
Arch Capital Finance LLC
549300XG4URFY0200M65
Arch Capital Finance LLC
03939CAA1
13319000.00000000
PA
USD
15114201.15000000
0.088869821215
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.01000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
78442FET1
31847000.00000000
PA
USD
30353853.41000000
0.178477281000
Long
DBT
CORP
US
N
2
2024-03-25
Fixed
6.13000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HMN7
17386000.00000000
PA
USD
19730371.88000000
0.116012391530
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.90000000
N
N
N
N
N
N
NEP/NCP Holdco, Inc.
N/A
NEP/NCP Holdco, Inc. 2018 1st Lien Term Loan
62908HAD7
29321204.54000000
PA
USD
24320326.50000000
0.143000814035
Long
LON
CORP
US
N
2
2025-10-20
Floating
3.43000000
N
N
N
N
N
N
Lower Cadence Holdings LLC
549300GMUP7Q51T05S83
Lower Cadence Holdings LLC Term Loan B
54805BAB5
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2026-05-22
None
0.00000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABA2
10684000.00000000
PA
USD
11665806.18000000
0.068593642446
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.50000000
N
N
N
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
Australia Government Bond
000000000
33642000.00000000
PA
28213915.95000000
0.165894686816
Long
DBT
NUSS
AU
Y
2
2026-04-21
Fixed
4.25000000
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAE7
15587000.00000000
PA
USD
16512478.13000000
0.097091534290
Long
DBT
CORP
BM
N
2
2025-05-15
Fixed
13.00000000
N
N
N
N
N
N
Greywolf CLO Ltd
5493002TWMA4NNPZ2B66
Greywolf CLO III Ltd
39809CAN4
20101397.00000000
PA
USD
19568396.40000000
0.115059993728
Long
ABS-CBDO
CORP
KY
N
2
2033-04-15
Floating
2.39000000
N
N
N
N
N
N
UNIV OF NORTH CAROLINA NC AT CHAPEL HILL REVENUE
N/A
University of North Carolina at Chapel Hill
914713K68
9595000.00000000
PA
USD
11826221.30000000
0.069536865504
Long
DBT
MUN
US
N
2
2034-12-01
Fixed
3.85000000
N
N
N
N
N
N
FERGUSON FINANCE PLC
2138003A7ZEU931DZL61
Ferguson Finance PLC
314890AB0
23147000.00000000
PA
USD
23757552.82000000
0.139691767409
Long
DBT
CORP
GB
N
2
2030-06-02
Fixed
3.25000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBA6
15000000.00000000
PA
USD
16348425.00000000
0.096126920138
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
5.50000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724BM3
54815000.00000000
PA
USD
55239103.66000000
0.324799783834
Long
DBT
NUSS
UA
N
2
2032-09-25
Fixed
7.38000000
N
N
N
N
N
N
Viking Cruises Ltd
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAD9
29654000.00000000
PA
USD
17723750.99000000
0.104213683946
Long
DBT
CORP
BM
N
2
2027-09-15
Fixed
5.88000000
N
N
N
N
N
N
American Axle and Manufacturing, Inc.
RY5TAKFOBLDUGX31MS24
American Axle and Manufacturing, Inc. Term Loan B
02406MAP2
24183364.01000000
PA
USD
23034654.22000000
0.135441204068
Long
LON
CORP
US
N
2
2024-04-06
Floating
3.00000000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15135BAJ0
8928000.00000000
PA
USD
9150842.88000000
0.053805938047
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
4.75000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2020-NQM1
64830VAA1
8107126.20000000
PA
USD
8271543.58000000
0.048635755990
Long
ABS-MBS
CORP
US
N
2
2060-01-26
Variable
2.46000000
N
N
N
N
N
N
Berry Petroleum Co LLC
DQ2XTZKV7SILNNV77403
Berry Petroleum Co LLC
08580BAA4
18176000.00000000
PA
USD
14787266.56000000
0.086947482199
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
7.00000000
N
N
N
N
N
N
IRB HOLDING CORP
549300HVW4WNWYBXN830
IRB Holding Corp
44988MAC9
12820000.00000000
PA
USD
13212612.50000000
0.077688691516
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.00000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBT9
83655000.00000000
PA
USD
86670762.75000000
0.509614442320
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.13000000
N
N
N
N
N
N
Ion Media Networks Inc
N/A
ION Media Networks Inc
46205A103
3925.00000000
NS
USD
1406720.00000000
0.008271357093
Long
EC
CORP
US
N
3
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EW9
13461000.00000000
PA
USD
14827370.79000000
0.087183290610
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.63000000
N
N
N
N
N
N
ONE Gas Inc
549300HXDWI0LATTX840
ONE Gas Inc
68235PAG3
13497000.00000000
PA
USD
17128032.04000000
0.100710922797
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
4.50000000
N
N
N
N
N
N
HONOLULU CITY & CNTY HI
N/A
City & County of Honolulu HI
438670WM9
6620000.00000000
PA
USD
8635525.20000000
0.050775927421
Long
DBT
MUN
US
N
2
2027-12-01
Fixed
5.42000000
N
N
N
N
N
N
AXIS SPECIALTY FINAN PLC
N/A
AXIS Specialty Finance PLC
05464HAB6
21094000.00000000
PA
USD
25571549.55000000
0.150357866363
Long
DBT
CORP
GB
N
2
2045-04-01
Fixed
5.15000000
N
N
N
N
N
N
Quicken Loans Inc
549300FGXN1K3HLB1R50
Quicken Loans LLC
74840LAB8
15000000.00000000
PA
USD
15643575.00000000
0.091982480557
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.25000000
N
N
N
N
N
N
Entergy Arkansas LLC
549300A0I5ONUIFMLP35
Entergy Arkansas LLC
29364DAT7
16883000.00000000
PA
USD
18531035.23000000
0.108960425462
Long
DBT
CORP
US
N
2
2044-12-15
Fixed
4.95000000
N
N
N
N
N
N
Stena AB
213800CWLTI7WZCC2R35
Stena AB
858577AR0
18962000.00000000
PA
USD
17893396.49000000
0.105211180612
Long
DBT
CORP
SE
N
2
2024-02-01
Fixed
7.00000000
N
N
N
N
N
N
MEG Energy Corp
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AC2
20154000.00000000
PA
USD
17334556.17000000
0.101925261704
Long
DBT
CORP
CA
N
2
2024-03-31
Fixed
7.00000000
N
N
N
N
N
N
TERRAFORM POWER OPERATIN
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAE3
7569000.00000000
PA
USD
7927127.24000000
0.046610626230
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
5.00000000
N
N
N
N
N
N
Chassix Holdings Inc
N/A
CHASSIX HOLDINGS INC COMMON STOCK
000000000
607057.00000000
NS
USD
4552927.50000000
0.026770707159
Long
EC
CORP
US
N
3
N
N
N
Brown-Forman Corp
549300873K3LXF7ARU34
Brown-Forman Corp
115637AP5
18174000.00000000
PA
USD
21916137.28000000
0.128864448902
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
4.50000000
N
N
N
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co Inc
08652BAA7
15806000.00000000
PA
USD
18347720.82000000
0.107882557126
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
4.45000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCN8
19692000.00000000
PA
USD
19564002.00000000
0.115034155145
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
6.75000000
N
N
N
N
N
N
Revlon Consumer Products Corporation
N/A
Revlon Consumer Products Corporation 2020 PIK Term Loan B1
761520BD6
23300633.00000000
PA
USD
23096752.46000000
0.135806334810
Long
LON
CORP
US
N
2
2025-06-30
Floating
12.00000000
N
N
N
N
N
N
Cenovus Energy Inc
549300EIRQ0Z2B9C1W06
Cenovus Energy Inc
15135UAR0
86819000.00000000
PA
USD
74606406.55000000
0.438677370097
Long
DBT
CORP
CA
N
2
2047-06-15
Fixed
5.40000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BF8
17706000.00000000
PA
USD
19621378.24000000
0.115371521053
Long
DBT
CORP
US
N
2
2030-05-13
Fixed
3.75000000
N
N
N
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411BA2
6798000.00000000
PA
USD
5481759.55000000
0.032232136274
Long
DBT
CORP
US
N
2
2043-04-15
Fixed
4.75000000
N
N
N
N
N
N
Frontera Generation Holdings LLC
549300GLB8UW9UT6MD14
Frontera Generation Holdings LLC 2018 Term Loan B
35905EAB7
18527636.69000000
PA
USD
11505662.38000000
0.067652014719
Long
LON
CORP
US
N
2
2025-05-02
Floating
5.39000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAX9
11219000.00000000
PA
USD
12977668.34000000
0.076307245994
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.05000000
N
N
N
N
N
N
Illuminate Buyer LLC
N/A
ILLUMINATE BUYER LLC TERM LOAN
45232UAB4
17529974.00000000
PA
USD
17297701.84000000
0.101708562344
Long
LON
CORP
US
N
2
2027-06-16
None
0.00000000
N
N
N
N
N
N
Carlyle Global Market Strategies
N/A
CARLYLE US CLO 2019-4 LTD
14317VAJ9
15609490.00000000
PA
USD
15400124.59000000
0.090551019231
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
4.26000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B12 Mortgage Trust
08162FAU7
35544000.00000000
PA
USD
34522110.00000000
0.202986166005
Long
ABS-MBS
CORP
US
N
3
2052-08-15
Variable
4.39000000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00080QAF2
31461000.00000000
PA
USD
34789510.88000000
0.204558453429
Long
DBT
CORP
NL
N
2
2025-07-28
Fixed
4.75000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBE8
7171000.00000000
PA
USD
7211336.88000000
0.042401858549
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.13000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AU3
39350000.00000000
PA
USD
47614182.72000000
0.279966097026
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
4.45000000
N
N
N
N
N
N
AMPHENOL CORP
549300D3L3G0R4U4VT04
Amphenol Corp
032095AJ0
31417000.00000000
PA
USD
33466368.61000000
0.196778524089
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.80000000
N
N
N
N
N
N
Rite Aid Corp
529900W353T1JY1DKT44
Rite Aid Corp
767754CH5
28216000.00000000
PA
USD
27485911.00000000
0.161614098705
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
6.13000000
N
N
N
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAA1
15074000.00000000
PA
USD
15400955.06000000
0.090555902302
Long
DBT
CORP
IE
N
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
EDWARDS LIFESCIENCES COR
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corp
28176EAD0
20927000.00000000
PA
USD
24977933.77000000
0.146867471620
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.30000000
N
N
N
N
N
N
Charter Communications Operating, LLC
549300TPZNMN50BJ3745
Charter Communications Operating, LLC 2019 Term Loan B2
16117LBX6
16870040.40000000
PA
USD
16280685.54000000
0.095728619649
Long
LON
CORP
US
N
2
2027-02-01
Floating
1.93000000
N
N
N
N
N
N
Tibco Software Inc.
04EEB871XLHVNY4RZJ65
Tibco Software Inc. 2020 Term Loan B
88632NAP5
17786632.47000000
PA
USD
16852834.27000000
0.099092790527
Long
LON
CORP
US
N
2
2026-06-30
Floating
3.93000000
N
N
N
N
N
N
RAIN CII CARBON LLC/CII
N/A
Rain CII Carbon LLC / CII Carbon Corp
75079RAC2
16848000.00000000
PA
USD
16226561.52000000
0.095410376433
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.25000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) SEP20 XCBT 20200930
000000000
22358.00000000
NC
USD
2748444.05000000
0.016160545232
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
2 Year US Treasury Note
TUU0 Comdty
2020-09-30
4934526797.06000000
USD
2748444.05000000
N
N
N
Sealed Air Corp
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211KAK6
12427000.00000000
PA
USD
14739167.62000000
0.086664665783
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
6.88000000
N
N
N
N
N
N
LAMB WESTON HLD
5493005SMYID1D2OY946
Lamb Weston Holdings Inc
513272AA2
12447000.00000000
PA
USD
12946186.94000000
0.076122138865
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.63000000
N
N
N
N
N
N
ACBL HLDG CORP PREFERRED STOCK
N/A
ACBL HLDG CORP PREFERRED STOCK
00085Q407
167058.00000000
NS
USD
4176450.00000000
0.024557061344
Long
EP
CORP
US
N
3
N
N
N
BRF SA
254900MTXR9LUVQFU480
BRF SA
10552TAG2
17826000.00000000
PA
USD
16823287.50000000
0.098919058806
Long
DBT
CORP
BR
N
2
2030-01-24
Fixed
4.88000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AQ2
19903000.00000000
PA
USD
19715712.77000000
0.115926197594
Long
DBT
US
N
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
N
AMC Networks Inc
549300VGG9K75226LR46
AMC Networks Inc
00164VAE3
27032000.00000000
PA
USD
26602326.36000000
0.156418719326
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
4.75000000
N
N
N
N
N
N
Claires Holdings LLC
N/A
CLAIRES HOLDINGS LLC COMMON UNITS
000000000
15164.37300000
NS
USD
5244348.19000000
0.030836183891
Long
EC
CORP
US
N
2
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAN9
18892000.00000000
PA
USD
18287132.00000000
0.107526301605
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.50000000
N
N
N
N
N
N
DPL INC
N/A
DPL Inc
233293AQ2
17956000.00000000
PA
USD
18208979.93000000
0.107066776128
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.35000000
N
N
N
N
N
N
Callon Petroleum Co
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123XAT9
17958000.00000000
PA
USD
6161838.75000000
0.036230926307
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
6.13000000
N
N
N
N
N
N
ROCHESTER GAS & ELECTRIC
549300DD8M80WFTQO509
Rochester Gas and Electric Corp
771367CD9
13724000.00000000
PA
USD
14946097.22000000
0.087881388809
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.10000000
N
N
N
N
N
N
MACY'S INC
529900NZQ81TIOW3CW52
Macy's Inc
55616PAA2
17119000.00000000
PA
USD
17065503.13000000
0.100343259763
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
8.38000000
N
N
N
N
N
N
MURPHY OIL USA INC
N32S6DTR2ZZ5222WHV58
Murphy Oil USA Inc
626738AE8
14991000.00000000
PA
USD
15363001.67000000
0.090332740592
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.75000000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329WAQ5
10463000.00000000
PA
USD
11357652.21000000
0.066781731386
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.75000000
N
N
N
N
N
N
AIA GROUP LTD
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
00131LAJ4
17824000.00000000
PA
USD
19494805.18000000
0.114627285542
Long
DBT
CORP
HK
N
2
2030-04-07
Fixed
3.38000000
N
N
N
N
N
N
BRITISH AIR 19-1 A PTT
635400GSHSFIWYIDXC76
British Airways 2019-1 Class A Pass Through Trust
11043XAB9
14558374.09000000
PA
USD
12066172.62000000
0.070947752570
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.35000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBW8
26942000.00000000
PA
USD
30082152.87000000
0.176879712053
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.20000000
N
N
N
N
N
N
MPH ACQUISITION HOLDINGS
5493002WXOPRPTXWTU06
MPH Acquisition Holdings LLC
553283AB8
24490000.00000000
PA
USD
22867170.15000000
0.134456416370
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
7.13000000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FZ5
15868000.00000000
PA
USD
17385464.14000000
0.102224594904
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.85000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BD6
23820000.00000000
PA
USD
25506932.40000000
0.149977924710
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.38000000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant Inc
04621XAM0
14558000.00000000
PA
USD
14689363.39000000
0.086371822452
Long
DBT
CORP
US
N
2
2030-02-22
Fixed
3.70000000
N
N
N
N
N
N
PROV ST JOSEPH HLTH OBL
N/A
Providence St Joseph Health Obligated Group
743820AA0
14960000.00000000
PA
USD
15614214.86000000
0.091809846200
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.53000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AD3
42165000.00000000
PA
USD
42130846.35000000
0.247724689225
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
5.13000000
N
N
N
N
N
N
IHS Markit Ltd
549300HLPTRASHS0E726
IHS Markit Ltd
44962LAF4
21574000.00000000
PA
USD
25378251.29000000
0.149221294100
Long
DBT
CORP
BM
N
2
2028-08-01
Fixed
4.75000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CH3
7483000.00000000
PA
USD
7891609.22000000
0.046401784224
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.25000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS 2019-BWAY Mortgage Trust
05492NAA1
25000000.00000000
PA
USD
24205610.00000000
0.142326293778
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Floating
1.14000000
N
N
N
N
N
N
Beyond Meat Inc
549300XQ946NCE51DR09
Beyond Meat Inc
08862E109
448858.00000000
NS
USD
60137994.84000000
0.353604718941
Long
EC
CORP
US
N
1
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411AW5
17064000.00000000
PA
USD
14039518.79000000
0.082550808503
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
5.10000000
N
N
N
N
N
N
Wynn Macau Ltd
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAD8
36932000.00000000
PA
USD
36669967.46000000
0.215615328907
Long
DBT
CORP
KY
N
2
2027-10-01
Fixed
5.50000000
N
N
N
N
N
N
Spotify Technology SA
549300B4X0JHWV0DTD60
Spotify Technology SA
000000000
241348.00000000
NS
USD
62313640.12000000
0.366397271134
Long
EC
CORP
LU
N
1
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
197677AJ6
3490000.00000000
PA
USD
3914261.85000000
0.023015424192
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
7.05000000
N
N
N
N
N
N
Warrior Met Coal Inc
549300152B1S9YKBYV79
Warrior Met Coal Inc
93627CAA9
16616000.00000000
PA
USD
16213560.48000000
0.095333931765
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
8.00000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: SP1A5UWQ9 CDS USD R F 3.00000 SP1A5UWQ9_FEE CMBX / Short: SP1A5UWQ9 CDS USD P V 01MLIBOR SP1A5UWQ9_PRO CMBX
000000000
21891000.00000000
OU
Notional Amount
USD
-4463094.39000000
-0.02624249846
N/A
DCR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Markit CMBX.NA.BBB-.11
137BERAK3
Y
sell protection
2054-11-18
0.00000000
USD
-652610.33000000
USD
21891000.00000000
USD
-3810484.06000000
N
N
N
MOHEGAN GAMING & ENT
549300UB083Z2NRDHC48
Mohegan Gaming & Entertainment
608328BF6
16392000.00000000
PA
USD
13665108.84000000
0.080349319652
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
7.88000000
N
N
N
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAA4
13996000.00000000
PA
USD
14188445.00000000
0.083426478049
Long
DBT
CORP
NL
N
2
2026-08-15
Fixed
5.50000000
N
N
N
N
N
N
TCF Auto Receivables Owner Trust
N/A
TCF Auto Receivables Owner Trust 2016-1
872295AE0
8695000.00000000
PA
USD
8720861.54000000
0.051277695606
Long
ABS-O
CORP
US
N
2
2022-06-15
Fixed
2.32000000
N
N
N
N
N
N
Regatta VI Funding Ltd.
2549001NU08X5ZRD6A39
Regatta VI Funding Ltd
75887NAS8
2216000.00000000
PA
USD
2089181.20000000
0.012284153021
Long
ABS-CBDO
CORP
KY
N
2
2028-07-20
Floating
3.84000000
N
N
N
N
N
N
TECK RESOURCES LIMITED
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742BE4
10828000.00000000
PA
USD
10865253.73000000
0.063886483106
Long
DBT
CORP
CA
N
2
2030-07-15
Fixed
3.90000000
N
N
N
N
N
N
JOHNSON (S.C.) & SON INC
PH5ZFDENRYXEVLP50443
SC Johnson & Son Inc
478165AH6
12635000.00000000
PA
USD
16220235.33000000
0.095373179140
Long
DBT
CORP
US
N
2
2046-10-15
Fixed
4.75000000
N
N
N
N
N
N
ABU DHABI CRUDE OIL
549300DONDFW2383FV66
Abu Dhabi Crude Oil Pipeline LLC
00401MAB2
28472000.00000000
PA
USD
33778469.00000000
0.198613639659
Long
DBT
CORP
AE
N
2
2047-11-02
Fixed
4.60000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAY2
6617000.00000000
PA
USD
6695576.88000000
0.039369247130
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.63000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAD4
41296000.00000000
PA
USD
43244346.52000000
0.254271946341
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.90000000
N
N
N
N
N
N
STARS GRP HLDS/STARS GRP
N/A
Stars Group Holdings BV / Stars Group US Co-Borrower LLC
85572NAA6
15242000.00000000
PA
USD
16102182.27000000
0.094679040281
Long
DBT
CORP
NL
N
2
2026-07-15
Fixed
7.00000000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAC9
8966000.00000000
PA
USD
9153210.08000000
0.053819856920
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.75000000
N
N
N
N
N
N
Waste Pro USA Inc
549300BY1QXU5BI3UF28
Waste Pro USA Inc
94107JAA1
13381000.00000000
PA
USD
12810902.50000000
0.075326681409
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.50000000
N
N
N
N
N
N
EMPRESA DE TRANSMISION
254900RX1DOMC83TZ320
Empresa de Transmision Electrica SA
29247QAA2
14430000.00000000
PA
USD
16945076.85000000
0.099635166635
Long
DBT
CORP
PA
N
2
2049-05-02
Fixed
5.13000000
N
N
N
N
N
N
DELTA AIR LINES 2019-1AA
N/A
Delta Air Lines 2019-1 Class AA Pass Through Trust
24737BAA3
22520000.00000000
PA
USD
22571962.65000000
0.132720629113
Long
DBT
CORP
US
N
2
2024-04-25
Fixed
3.20000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153AZ5
23800000.00000000
PA
USD
24828996.09000000
0.145991734632
Long
DBT
CORP
LR
N
2
2025-06-01
Fixed
11.50000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBG0
24966000.00000000
PA
USD
27228133.06000000
0.160098393097
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
5.25000000
N
N
N
N
N
N
PORT OF SEATTLE WA REVENUE
549300T9UCDUJ3GZL429
Port of Seattle WA
735389ZE1
13905000.00000000
PA
USD
14525580.15000000
0.085408795222
Long
DBT
MUN
US
N
2
2036-05-01
Fixed
3.76000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AW0
17340000.00000000
PA
USD
20980623.34000000
0.123363731017
Long
DBT
CORP
GB
N
2
2030-04-01
Fixed
5.63000000
N
N
N
N
N
N
American Money Management Corporation
549300YZO1X7UK2OVY35
AMMC CLO XII Ltd
00176CAU5
3859000.00000000
PA
USD
3334069.49000000
0.019603957665
Long
ABS-CBDO
CORP
KY
N
2
2030-11-10
Floating
3.15000000
N
N
N
N
N
N
IRB Holding Corp
549300HVW4WNWYBXN830
IRB Holding Corp 2020 Term Loan B
44988LAF4
19206594.55000000
PA
USD
17803840.92000000
0.104684603824
Long
LON
CORP
US
N
2
2025-02-05
Floating
3.75000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CS2
39678000.00000000
PA
USD
41923516.10000000
0.246505610421
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.51000000
N
N
N
N
N
N
Veeva Systems Inc
549300YZEXPDB92M2F02
Veeva Systems Inc
922475108
85464.00000000
NS
USD
20034470.88000000
0.117800459817
Long
EC
CORP
US
N
1
N
N
N
Dignity Health
TFVG45LTYVO3XKPZWP18
Dignity Health
254010AD3
7500000.00000000
PA
USD
7888881.38000000
0.046385744828
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
3.81000000
N
N
N
N
N
N
Murphy Oil Corp
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717AH5
10558000.00000000
PA
USD
9899233.59000000
0.058206392159
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
6.88000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CE0
45435000.00000000
PA
USD
48039107.03000000
0.282464604693
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
Ascena Retail Group, Inc.
549300315OFTD1VN3V49
Ascena Retail Group, Inc. 2015 Term Loan B
04349TAF5
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2022-08-21
None
0.00000000
N
N
N
N
N
N
DALLAS TX CONVENTION CENTER HOTEL DEV CORP HOTEL REVENUE
N/A
Dallas Convention Center Hotel Development Corp
235417AA0
17795000.00000000
PA
USD
22454264.85000000
0.132028579144
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
7.09000000
N
N
N
N
N
N
COLONIAL ENTERPRISES INC
N/A
Colonial Enterprises Inc
19565CAA8
11253000.00000000
PA
USD
12213235.93000000
0.071812468471
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.25000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BK2
17926000.00000000
PA
USD
17753417.26000000
0.104388118313
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.40000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AQ0
27834000.00000000
PA
USD
28989111.00000000
0.170452747465
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
VERITAS US INC/BERMUDA L
N/A
Veritas US Inc / Veritas Bermuda Ltd
92346LAA1
20022000.00000000
PA
USD
17992670.19000000
0.105794898923
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
10.50000000
N
N
N
N
N
N
Southwestern Energy Co
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AN9
16397000.00000000
PA
USD
14317122.54000000
0.084183087668
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
7.75000000
N
N
N
N
N
N
HUGHES SATELLITE SYSTEMS
N/A
Hughes Satellite Systems Corp
444454AD4
21000000.00000000
PA
USD
21792960.00000000
0.128140180200
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
5.25000000
N
N
N
N
N
N
Central Japan Railway Co
353800YAR3OVUITHTG64
Central Japan Railway Co
153766AA8
17006000.00000000
PA
USD
21623694.11000000
0.127144915599
Long
DBT
CORP
JP
N
2
2045-11-24
Fixed
4.25000000
N
N
N
N
N
N
Templar Energy LLC
549300D8BNY4UFWFMM39
TEMPLAR ENERGY LLC NEW PREFERRED EQUITY
000000000
444083.26200000
NS
USD
0.44000000
0.000000002587
Long
EC
CORP
US
N
3
N
N
N
Revlon Consumer Products Corporation
2MKZBE7NMX7EJWQLHS95
Revlon Consumer Products Corporation 2020 Term Loan B2
761520BF1
25550298.08000000
PA
USD
15713433.32000000
0.092393239706
Long
LON
CORP
US
N
2
2025-06-30
Floating
4.25000000
N
N
N
N
N
N
CENTURY COMMUNITIES
5299002QMB2O7ZL1CA26
Century Communities Inc
156504AH5
3235000.00000000
PA
USD
3230616.58000000
0.018995666064
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.88000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAG6
50000000.00000000
PA
USD
46937500.00000000
0.275987277917
Long
DBT
NUSS
GH
N
2
2027-02-11
Fixed
6.38000000
N
N
N
N
N
N
SELECTIVE INSURANCE GROU
549300R3WGJWLE40R258
Selective Insurance Group Inc
816300AH0
19241000.00000000
PA
USD
22232265.70000000
0.130723248841
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
5.38000000
N
N
N
N
N
N
Crown Cork & Seal Co Inc
7HLDMDH0ZXNUH6PT7Z42
Crown Cork & Seal Co Inc
228255AH8
11810000.00000000
PA
USD
13859743.60000000
0.081493750387
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
7.38000000
N
N
N
N
N
N
Entergy Arkansas LLC
549300A0I5ONUIFMLP35
Entergy Arkansas LLC
29364DAV2
18151000.00000000
PA
USD
20980454.11000000
0.123362735963
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.00000000
N
N
N
N
N
N
CHICAGO IL TRANSIT AUTH SALES & TRANSFER TAX RECPTS REVENUE
549300CB8XLRGIPN3E12
Chicago Transit Authority
167725AF7
11826000.00000000
PA
USD
16316923.50000000
0.095941694823
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
6.90000000
N
N
N
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
Intuit Inc
46124HAB2
9023000.00000000
PA
USD
9041658.57000000
0.053163946452
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.95000000
N
N
N
N
N
N
Pacific Gas & Electric Company
1HNPXZSMMB7HMBMVBS46
Pacific Gas & Electric Company Revolver
69431EBG7
51029801.06000000
PA
USD
55579873.27000000
0.326803471228
Long
LON
CORP
US
N
2
2022-04-27
Floating
5.53000000
N
N
N
N
N
N
HAT HOLDINGS I LLC/HAT
N/A
HAT Holdings I LLC / HAT Holdings II LLC
418751AB9
12008000.00000000
PA
USD
12600895.00000000
0.074091860673
Long
DBT
US
N
2
2025-04-15
Fixed
6.00000000
N
N
N
N
N
N
Fidelity Investments
549300FQDFZGLUOCWN51
Fidelity Investments Money Market Government Portfolio
31607A703
11607300.00000000
NS
USD
11607300.00000000
0.068249632617
Long
STIV
RF
US
N
1
N
N
MIAMI-DADE CNTY FL AVIATION REVENUE
N/A
County of Miami-Dade FL Aviation Revenue
59333P3W6
18040000.00000000
PA
USD
19306227.60000000
0.113518470352
Long
DBT
MUN
US
N
2
2041-10-01
Fixed
4.28000000
N
N
N
N
N
N
ACBL HLDG CORP PREFERRED STOCK
N/A
ACBL HLDG CORP PREFERRED STOCK
00085Q605
205069.00000000
NS
USD
5126725.00000000
0.030144572620
Long
EP
CORP
US
N
3
N
N
N
Trans Union, LLC
X8NPN6PWJOM1QCTYFV34
Trans Union, LLC 2019 Term Loan B5
89334GAX2
12730781.00000000
PA
USD
12213593.02000000
0.071814568121
Long
LON
CORP
US
N
2
2026-11-16
Floating
1.93000000
N
N
N
N
N
N
PORTLAND OR
N/A
City of Portland OR
736679KX8
11950000.00000000
PA
USD
12995147.00000000
0.076410018570
Long
DBT
MUN
US
N
2
2022-06-01
Fixed
7.70000000
N
N
N
N
N
N
Chipotle Mexican Grill Inc
N/A
Chipotle Mexican Grill Inc
169656105
33199.00000000
NS
USD
34937299.64000000
0.205427434896
Long
EC
CORP
US
N
1
N
N
N
Norbord Inc
549300VL705RQ5PHI407
Norbord Inc
65548PAE6
12245000.00000000
PA
USD
12963108.03000000
0.076221632991
Long
DBT
CORP
CA
N
2
2023-04-15
Fixed
6.25000000
N
N
N
N
N
N
CALIFORNIA ST
N/A
State of California
13063A5G5
15015000.00000000
PA
USD
26803126.35000000
0.157599400927
Long
DBT
MUN
US
N
2
2039-04-01
Fixed
7.55000000
N
N
N
N
N
N
Starfruit Finco B.V
549300K7VB5G6LULFT41
Starfruit Finco B.V 2018 USD Term Loan B
000000000
25058290.60000000
PA
USD
23617438.89000000
0.138867913089
Long
LON
CORP
NL
N
2
2025-10-01
Floating
3.19000000
N
N
N
N
N
N
Ziggo BV
213800TQASLF9JXH5J59
Ziggo BV
98954NAA7
37690000.00000000
PA
USD
38373508.15000000
0.225631958635
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
5.50000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AL2
12848000.00000000
PA
USD
13057872.08000000
0.076778835062
Long
DBT
CORP
CH
N
2
2026-08-21
Fixed
6.38000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
276838.73000000
0.001627780932
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
13545000.00000000
GBP
17067119.90000000
USD
2020-09-08
276838.73000000
N
N
N
WW INTERNATIONAL INC
SGT8R1MU6ESIC7UJC518
WW International Inc
948626AA4
15449000.00000000
PA
USD
15960748.13000000
0.093847423274
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
8.63000000
N
N
N
N
N
N
SM Energy Co
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAP5
14228000.00000000
PA
USD
7013052.34000000
0.041235967514
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.63000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBA7
32988000.00000000
PA
USD
22204717.62000000
0.130561269195
Long
DBT
CORP
US
N
2
2024-06-30
Fixed
8.13000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38145GAH3
13667000.00000000
PA
USD
15041527.91000000
0.088442510649
Long
DBT
CORP
US
N
2
2026-11-16
Fixed
3.50000000
N
N
N
N
N
N
OZLM Funding Ltd
549300ZESL6JPBECIU07
OZLM Funding III Ltd
67108EAW9
15000000.00000000
PA
USD
14690562.00000000
0.086378870145
Long
ABS-CBDO
CORP
KY
N
2
2029-01-22
Floating
3.05000000
N
N
N
N
N
N
Halcyon Loan Advisors Funding 2017-2 Ltd
549300IKIM3YK4H3N895
Halcyon Loan Advisors Funding 2017-2 Ltd
40490BAC2
9320145.00000000
PA
USD
9060938.72000000
0.053277311589
Long
ABS-CBDO
CORP
KY
N
2
2030-01-17
Floating
2.83000000
N
N
N
N
N
N
DEVT BANK OF MONGOLIA
254900HRWK3OKXS9UW60
Development Bank of Mongolia LLC
25161AAA7
31219000.00000000
PA
USD
30393525.31000000
0.178710547358
Long
DBT
NUSS
MN
N
2
2023-10-23
Fixed
7.25000000
N
N
N
N
N
N
SAN ANTONIO TX ELEC & GAS REVENUE
5493002G2FEH20Q4GQ04
City of San Antonio TX Electric & Gas Systems Revenue
796253U91
13240000.00000000
PA
USD
19289620.80000000
0.113420824216
Long
DBT
MUN
US
N
2
2041-02-01
Fixed
5.72000000
N
N
N
N
N
N
CONNECT FINCO SARL/CONNE
N/A
Connect Finco SARL / Connect US Finco LLC
20752TAA2
29167000.00000000
PA
USD
27618232.30000000
0.162392133227
Long
DBT
CORP
XX
N
2
2026-10-01
Fixed
6.75000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809HAH0
29053000.00000000
PA
USD
31566234.12000000
0.185605944690
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
5.80000000
N
N
N
N
N
N
Battalion CLO LTD
549300QOOT46OWR6Z544
Battalion Clo XVI Ltd
07133MAC0
23286310.00000000
PA
USD
22840344.56000000
0.134298684885
Long
ABS-CBDO
CORP
KY
N
2
2032-12-19
Variable
3.90000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
000000000
5000000.00000000
PA
5792482.89000000
0.034059154944
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
3.63000000
N
N
N
N
N
N
MEMORIAL SLOAN-KETTERING
549300IZ71UAMEHWL382
Memorial Sloan-Kettering Cancer Center
586054AC2
28034000.00000000
PA
USD
36873522.21000000
0.216812208191
Long
DBT
CORP
US
N
2
2055-07-01
Fixed
4.20000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
24313000.00000000
PA
25733659.38000000
0.151311054128
Long
DBT
NUSS
CI
N
2
2031-10-17
Fixed
5.88000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AU3
7100000.00000000
PA
USD
8877843.62000000
0.052200732771
Long
DBT
US
N
2
2030-12-15
Fixed
4.90000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448CM8
14292000.00000000
PA
USD
15737301.65000000
0.092533582831
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
3.60000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761J3R8
18976000.00000000
PA
USD
20952413.40000000
0.123197859708
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.13000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BD4
14908000.00000000
PA
USD
16264006.34000000
0.095630547809
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.75000000
N
N
N
N
N
N
Starwood Mortgage Residential Trust
N/A
Starwood Mortgage Residential Trust 2020-1
85573AAA3
12939930.25000000
PA
USD
13064764.35000000
0.076819360843
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
2.28000000
N
N
N
N
N
N
OCEANEERING INTL INC
549300L6PH74701W0R30
Oceaneering International Inc
675232AA0
11763000.00000000
PA
USD
8917824.38000000
0.052435815192
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
4.65000000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AD4
99783000.00000000
PA
USD
121879945.35000000
0.716640518772
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.88000000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAB0
22837000.00000000
PA
USD
25256009.23000000
0.148502524387
Long
DBT
CORP
LU
N
2
2027-05-15
Fixed
10.50000000
N
N
N
N
N
N
BEAZER HOMES USA
549300DUPYT2T0F60I45
Beazer Homes USA Inc
07556QBT1
15808000.00000000
PA
USD
15344114.24000000
0.090221684605
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
7.25000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAF3
11994000.00000000
PA
USD
13400423.16000000
0.078792997302
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
3.54000000
N
N
N
N
N
N
Octagon Investment Partners 29, Ltd.
5493003U22XL00FIHD56
Octagon Investment Partners 29 Ltd
67591JAL6
15000000.00000000
PA
USD
14499342.00000000
0.085254517820
Long
ABS-CBDO
CORP
KY
N
2
2033-01-24
Floating
2.20000000
N
N
N
N
N
N
PASADENA CA PUBLIC FING AUTH LEASE REVENUE
N/A
Pasadena Public Financing Authority
702274AW1
26795000.00000000
PA
USD
41508402.45000000
0.244064788343
Long
DBT
MUN
US
N
2
2043-03-01
Fixed
7.15000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates 2019-ICE4
12653VAG1
14076000.00000000
PA
USD
13684028.44000000
0.080460564795
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
1.78000000
N
N
N
N
N
N
Twilio Inc
5493004W8TRGD63APX93
Twilio Inc
90138F102
168024.00000000
NS
USD
36867826.08000000
0.216778715580
Long
EC
CORP
US
N
1
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
64072TAA3
16727000.00000000
PA
USD
18020749.82000000
0.105960004023
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
10.88000000
N
N
N
N
N
N
Kaisa Group Holdings Ltd
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
17500000.00000000
PA
USD
16076225.38000000
0.094526416656
Long
DBT
CORP
KY
Y
2
2024-06-30
Fixed
9.38000000
N
N
N
N
N
N
PDC Energy Inc
5493008W8H2T511J5Y59
PDC Energy Inc
69327RAJ0
35334000.00000000
PA
USD
32265418.77000000
0.189717072643
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
5.75000000
N
N
N
N
N
N
NYU HOSPITALS CENTER
N/A
NYU Langone Hospitals
62952EAE7
12348000.00000000
PA
USD
13992246.10000000
0.082272850345
Long
DBT
CORP
US
N
2
2047-07-01
Fixed
4.37000000
N
N
N
N
N
N
KKR Financial CLO Ltd
549300C6QY0XRSC8FH09
KKR CLO 9 Ltd
48250LAN9
6340000.00000000
PA
USD
6122590.62000000
0.036000151670
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
2.97000000
N
N
N
N
N
N
Astoria Energy LLC
549300BXD26J7I0IPB62
Astoria Energy LLC Term Loan B
04626LAB5
16542802.38000000
PA
USD
16381510.06000000
0.096321456610
Long
LON
CORP
US
N
2
2021-12-24
Floating
5.00000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
197677AC1
2295000.00000000
PA
USD
2650725.00000000
0.015585968090
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
8.36000000
N
N
N
N
N
N
UNITED AIR 2019-2 AA PTT
N/A
United Airlines 2019-2 Class AA Pass Through Trust
90932JAA0
17940000.00000000
PA
USD
16287510.72000000
0.095768750948
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
2.70000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2020-1
03464RAA1
8979312.64000000
PA
USD
9056355.14000000
0.053250360648
Long
ABS-MBS
CORP
US
N
2
2059-12-25
Variable
2.47000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AN4
19212000.00000000
PA
USD
16592347.74000000
0.097561158711
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
5.00000000
N
N
N
N
N
N
Webster Financial Corp
KMRURHT0VWKYS6Z5KU67
Webster Financial Corp
947890AJ8
27684000.00000000
PA
USD
29432428.98000000
0.173059407865
Long
DBT
CORP
US
N
2
2029-03-25
Fixed
4.10000000
N
N
N
N
N
N
FOOTHILL ESTRN TRANSPRTN CORRIDOR AGY CA TOLL ROAD REVENUE
N/A
Foothill-Eastern Transportation Corridor Agency
345105JE1
10790000.00000000
PA
USD
11096651.80000000
0.065247078014
Long
DBT
MUN
US
N
2
2049-01-15
Fixed
4.09000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AS0
39755000.00000000
PA
USD
35064307.55000000
0.206174227276
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.38000000
N
N
N
N
N
N
NY & PRESBYTERIAN HOSPIT
19EOSPKL8HML7MY3UE63
New York and Presbyterian Hospital/The
649322AD6
16078000.00000000
PA
USD
20078889.88000000
0.118061638595
Long
DBT
CORP
US
N
2
2056-08-01
Fixed
4.06000000
N
N
N
N
N
N
Mclaren Finance PLC
213800BKPDWMWX3GSG36
Mclaren Finance PLC
000000000
1900000.00000000
PA
1655000.70000000
0.009731219987
Long
DBT
CORP
GB
Y
2
2022-08-01
Fixed
5.00000000
N
N
N
N
N
N
Northern Natural Gas Co
5493007M02M6CT9EXE41
Northern Natural Gas Co
665501AL6
20972000.00000000
PA
USD
25125592.89000000
0.147735690818
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
4.30000000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410GAC8
40849000.00000000
PA
USD
40734827.05000000
0.239516251056
Long
DBT
US
N
2
2027-02-15
Fixed
3.88000000
N
N
N
N
N
N
BankUnited Inc
96OVUWEW5D4YX6PFXD91
BankUnited Inc
06652KAA1
24313000.00000000
PA
USD
26590051.28000000
0.156346543221
Long
DBT
CORP
US
N
2
2025-11-17
Fixed
4.88000000
N
N
N
N
N
N
Alterra Mountain Company
549300C5O4FSVNUEI843
Alterra Mountain Company Term Loan B1
46124CAB3
19001467.85000000
PA
USD
17986124.42000000
0.105756410523
Long
LON
CORP
US
N
2
2024-07-31
Floating
2.93000000
N
N
N
N
N
N
Gibson Brands
N/A
GIBSON BRANDS PRIVATE EQUITY
000000000
106902.00000000
NS
USD
12560985.00000000
0.073857194314
Long
EC
CORP
US
N
3
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW30
47734000.00000000
PA
USD
48927350.00000000
0.287687374534
Long
DBT
NUSS
EG
N
2
2023-02-21
Fixed
5.58000000
N
N
N
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229AX4
15478000.00000000
PA
USD
16580807.50000000
0.097493303384
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
5.88000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BE1
25463000.00000000
PA
USD
27370487.82000000
0.160935423248
Long
DBT
CORP
US
N
2
2025-05-13
Fixed
3.35000000
N
N
N
N
N
N
Ellie Mae, Inc.
529900FJBZR4PG0LO239
Ellie Mae, Inc. Term Loan
28849TAC6
23983024.64000000
PA
USD
23341478.73000000
0.137245298050
Long
LON
CORP
US
N
2
2026-04-17
Floating
4.06000000
N
N
N
N
N
N
VTR FINANCE BV
213800F4XI4RJB82XM19
VTR Finance NV
918374AA7
4506000.00000000
PA
USD
4646902.62000000
0.027323270409
Long
DBT
CORP
NL
N
2
2028-07-15
Fixed
6.38000000
N
N
N
N
N
N
JD.COM INC
549300HVTWB0GJZ16V92
JD.com Inc
47215PAE6
16606000.00000000
PA
USD
17833092.23000000
0.104856598272
Long
DBT
CORP
KY
N
2
2030-01-14
Fixed
3.38000000
N
N
N
N
N
N
ALCON FINANCE CORP
549300CUZUI9VU7XNK42
Alcon Finance Corp
01400EAD5
23575000.00000000
PA
USD
24260645.87000000
0.142649898571
Long
DBT
CORP
US
N
2
2030-05-27
Fixed
2.60000000
N
N
N
N
N
N
PetSmart Inc
N/A
PetSmart Inc
716768AC0
15768000.00000000
PA
USD
15856379.64000000
0.093233748164
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.88000000
N
N
N
N
N
N
Monongahela Power Co
N/A
Monongahela Power Co
610202BR3
13657000.00000000
PA
USD
15154420.95000000
0.089106309164
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.55000000
N
N
N
N
N
N
Eldorado Resorts Inc
5299000BKFWWVND5L441
Eldorado Resorts Inc
28470RAF9
7234000.00000000
PA
USD
7549727.93000000
0.044391560275
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
6.00000000
N
N
N
N
N
N
American Airlines, Inc.
IWUQB36BXD6OWD6X4T14
American Airlines, Inc. 2018 Term Loan B
02376CBB0
46271704.97000000
PA
USD
33130540.76000000
0.194803893694
Long
LON
CORP
US
N
2
2025-06-27
Floating
1.93000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CW8
84523000.00000000
PA
USD
91548974.38000000
0.538297783974
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
9.00000000
N
N
N
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
LifePoint Health Inc
53219LAS8
35115000.00000000
PA
USD
33271462.50000000
0.195632497847
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.38000000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002BD2
13471000.00000000
PA
USD
15395753.99000000
0.090525320589
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.28000000
N
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160RAG6
28375000.00000000
PA
USD
99629327.59000000
0.585809361860
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
2.00000000
N
N
N
N
Y
Tesla Inc
Tesla Inc
USD
XXXX
N
N
N
XYLEM INC
549300DF5MV96DRYLQ48
Xylem Inc/NY
98419MAJ9
8884000.00000000
PA
USD
9820022.95000000
0.057740642408
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
3.25000000
N
N
N
N
N
N
SIGNATURE AVIATION US
213800CSNQ87U1MC8N11
Signature Aviation US Holdings Inc
05545MAA0
12859000.00000000
PA
USD
12905356.70000000
0.075882061596
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
5.38000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AB3
3699000.00000000
PA
USD
3513236.22000000
0.020657438104
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.10000000
N
N
N
N
N
N
CITGO PETROLEUM CORP
YX52P86PXMLYDOTUQ225
CITGO Petroleum Corp
17302XAK2
13655000.00000000
PA
USD
13706206.25000000
0.080590967851
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.00000000
N
N
N
N
N
N
PARSLEY ENERGY LLC/FINAN
N/A
Parsley Energy LLC / Parsley Finance Corp
701885AH8
23096000.00000000
PA
USD
22803027.24000000
0.134079263195
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.63000000
N
N
N
N
N
N
MarketAxess Holdings Inc
5493002U1CA1XJOVID83
MarketAxess Holdings Inc
57060D108
37991.00000000
NS
USD
19030451.72000000
0.111896938860
Long
EC
CORP
US
N
1
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAD4
14645000.00000000
PA
USD
16350359.72000000
0.096138296076
Long
DBT
CORP
US
N
2
2025-12-14
Fixed
3.15000000
N
N
N
N
N
N
CHINA RAILWAY XUNJIE
300300YS8XX94W7OT806
China Railway Xunjie Co Ltd
000000000
13800000.00000000
PA
USD
14969043.26000000
0.088016308971
Long
DBT
CORP
VG
Y
2
2026-07-28
Fixed
3.25000000
N
N
N
N
N
N
DIST OF COLUMBIA INCOME TAX SECURED REVENUE
549300HWFOZXPKGOX654
District of Columbia
25477GCY9
14130000.00000000
PA
USD
18790356.60000000
0.110485206266
Long
DBT
MUN
US
N
2
2034-12-01
Fixed
5.59000000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AF4
15210000.00000000
PA
USD
15004454.80000000
0.088224524887
Long
DBT
CORP
US
N
2
2029-08-08
Fixed
3.90000000
N
N
N
N
N
N
NEXSTAR BROADCASTING INC
5493006PK6I4I2OOT688
Nexstar Broadcasting Inc
65343HAA9
23661000.00000000
PA
USD
23720862.33000000
0.139476031410
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.63000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BV0
60149000.00000000
PA
USD
73388498.64000000
0.431516207086
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
5.50000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBA7
11755000.00000000
PA
USD
10452604.78000000
0.061460153190
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.25000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAT8
31215000.00000000
PA
USD
33127543.05000000
0.194786267493
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.63000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BB2
19375000.00000000
PA
USD
17742850.00000000
0.104325984000
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.38000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CE3
6573000.00000000
PA
USD
6022511.25000000
0.035411696108
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
2.70000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057BV5
8420000.00000000
PA
USD
9010284.10000000
0.052979468059
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
4.75000000
N
N
N
N
N
N
FGI Operating Company, LLC
N/A
FGI Operating Company, LLC Exit Term Loan
30252KAF4
1063329.01000000
PA
USD
850663.21000000
0.005001805033
Long
LON
CORP
US
N
3
2022-05-16
Floating
12.00000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCD5
11700000.00000000
PA
USD
12017538.00000000
0.070661786415
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
5.25000000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AS0
45048000.00000000
PA
USD
33078521.16000000
0.194498024234
Long
DBT
CORP
US
N
2
2078-01-22
Fixed
6.38000000
N
N
N
N
N
N
IHS Markit Ltd
549300HLPTRASHS0E726
IHS Markit Ltd
44962LAJ6
6511000.00000000
PA
USD
7459489.93000000
0.043860970874
Long
DBT
CORP
BM
N
2
2029-05-01
Fixed
4.25000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
978920.10000000
0.005755941277
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
174803000.00000000
EUR
197644682.81000000
USD
2020-09-04
978920.10000000
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48126HAC4
12752000.00000000
PA
USD
13076126.38000000
0.076886168315
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
6.10000000
N
N
N
N
N
N
LOS ANGELES CA UNIF SCH DIST
N/A
Los Angeles Unified School District/CA
544646XZ0
12497000.00000000
PA
USD
17312344.04000000
0.101794656851
Long
DBT
MUN
US
N
2
2034-07-01
Fixed
5.75000000
N
N
N
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229AW6
76643000.00000000
PA
USD
80502741.48000000
0.473347163482
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
4.70000000
N
N
N
N
N
N
Global Medical Response, Inc.
549300ZFWD4ZFCEJCQ87
Global Medical Response, Inc. 2018 Term Loan B1
00169QAE9
17865500.08000000
PA
USD
17244763.28000000
0.101397289501
Long
LON
CORP
US
N
2
2022-04-28
Floating
4.25000000
N
N
N
N
N
N
HUDSON PACIFIC PROPERTIE
5493007NTUGLGZ8T3526
Hudson Pacific Properties LP
44409MAA4
20493000.00000000
PA
USD
21267797.50000000
0.125052283128
Long
DBT
US
N
2
2027-11-01
Fixed
3.95000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353108
349879.00000000
NS
USD
18505100.31000000
0.108807931017
Long
EC
CORP
GB
N
1
N
N
N
WASHINGTON MUTUAL BANK F
N/A
Washington Mutual Bank / Debt not acquired by JPMorgan
93933WAA4
22500000.00000000
PA
USD
2250.00000000
0.000013229749
Long
DBT
CORP
US
N
3
2011-06-15
None
0.00000000
Y
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AW6
13663000.00000000
PA
USD
15115530.06000000
0.088877635058
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.50000000
N
N
N
N
N
N
Penn National Gaming, Inc.
N/A
Penn National Gaming, Inc. 2018 1st Lien Term Loan B
70757DAV1
16246050.80000000
PA
USD
15237414.74000000
0.089594303416
Long
LON
CORP
US
N
2
2025-10-15
Floating
3.00000000
N
N
N
N
N
N
ARIZONA PUBLIC SERVICE
YG6VT0TPHRH4TFVAQV64
Arizona Public Service Co
040555CW2
13385000.00000000
PA
USD
14525129.21000000
0.085406143745
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
2.95000000
N
N
N
N
N
N
D.R. HORTON INC
529900ZIUEYVSB8QDD25
DR Horton Inc
23331ABN8
10508000.00000000
PA
USD
11058438.36000000
0.065022387238
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
2.60000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BM7
20632000.00000000
PA
USD
27715424.46000000
0.162963612315
Long
DBT
CORP
US
N
2
2057-08-22
Fixed
4.25000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AP4
6288000.00000000
PA
USD
7064535.87000000
0.041538684943
Long
DBT
US
N
2
2026-04-15
Fixed
3.80000000
N
N
N
N
N
N
CH ROBINSON WORLDWIDE
529900WNWN5L0OVDHA79
CH Robinson Worldwide Inc
12541WAA8
20351000.00000000
PA
USD
23211934.83000000
0.136483594331
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.20000000
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AY2
31484000.00000000
PA
USD
31970956.42000000
0.187985666786
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.25000000
N
N
N
N
N
N
Apex Credit CLO LLC
N/A
Apex Credit CLO 2017-II LLC
03753LAE6
7197005.00000000
PA
USD
6796348.45000000
0.039961772750
Long
ABS-CBDO
CORP
KY
N
2
2029-09-20
Floating
2.16000000
N
N
N
N
N
N
BANK LEUMI LE-ISRAEL
7JDSZWRGUQY2DSTWCR57
Bank Leumi Le-Israel BM
000000000
17475000.00000000
PA
USD
17035678.50000000
0.100167894257
Long
DBT
CORP
IL
Y
2
2031-01-29
Fixed
3.28000000
N
N
N
N
N
N
Sierra Pacific Power Co
QB888G5GSVGE1LD1WV84
Sierra Pacific Power Co
826418BM6
9730000.00000000
PA
USD
10584819.81000000
0.062237562857
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
2.60000000
N
N
N
N
N
N
TEACHERS INSUR & ANNUITY
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BF3
17804000.00000000
PA
USD
21193981.12000000
0.124618251026
Long
DBT
CORP
US
N
2
2047-05-15
Fixed
4.27000000
N
N
N
N
N
N
CSN Resources SA
222100ZEX458NMOXZP08
CSN Resources SA
12644VAC2
15335000.00000000
PA
USD
13283943.75000000
0.078108111330
Long
DBT
CORP
LU
N
2
2026-04-17
Fixed
7.63000000
N
N
N
N
N
N
HUB International Ltd
549300JQT6ATTUNS5E06
HUB International Ltd
44332PAD3
15861000.00000000
PA
USD
15876940.31000000
0.093354642616
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
7.00000000
N
N
N
N
N
N
MERSIN ULUSLARARASI LIMA
635400DAFN6NT43HM530
Mersin Uluslararasi Liman Isletmeciligi AS
590454AB0
30508000.00000000
PA
USD
31040935.71000000
0.182517248481
Long
DBT
CORP
TR
N
2
2024-11-15
Fixed
5.38000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCR5
6093000.00000000
PA
USD
6516918.53000000
0.038318755909
Long
DBT
CORP
US
N
2
2024-01-17
Fixed
5.10000000
N
N
N
N
N
N
Da Vinci Purchaser Corp.
N/A
Da Vinci Purchaser Corp. 2019 Term Loan
23343FAB0
16311794.00000000
PA
USD
15924388.89000000
0.093633634988
Long
LON
CORP
US
N
2
2027-01-08
Floating
5.24000000
N
N
N
N
N
N
Alloy Finco Limited
N/A
Alloy Finco Limited 2020 USD Term Loan B2
25769EAC1
8102769.02000000
PA
USD
7008895.20000000
0.041211523993
Long
LON
CORP
US
N
2
2024-03-06
Floating
8.50000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938CAJ7
21722000.00000000
PA
USD
20251746.43000000
0.119078015878
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.75000000
N
N
N
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
Kenya Government International Bond
491798AG9
57576000.00000000
PA
USD
57088907.04000000
0.335676421907
Long
DBT
NUSS
KE
N
2
2028-02-28
Fixed
7.25000000
N
N
N
N
N
N
BRAND INDUSTRIAL SERVICE
549300B658W2BPDQMW42
Brand Industrial Services Inc
10524PAB6
18812000.00000000
PA
USD
16989399.38000000
0.099895778180
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
8.50000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AL5
17398000.00000000
PA
USD
16650755.90000000
0.097904592194
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
4.50000000
N
N
N
N
N
N
GREENKO SOLAR MAURITIUS
2138007S1PL541B3KP92
Greenko Solar Mauritius Ltd
39530VAB4
11663000.00000000
PA
USD
11543700.92000000
0.067875677102
Long
DBT
CORP
MU
N
2
2026-07-29
Fixed
5.95000000
N
N
N
N
N
N
Rockwell Automation Inc
VH3R4HHBHH12O0EXZJ88
Rockwell Automation Inc
773903109
202460.00000000
NS
USD
43123980.00000000
0.253564204594
Long
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SP9U3AE18 CDS USD R F 5.00000 SP9U3AE18_FEE CCPCDX / Short: SP9U3AE18 CDS USD P V 03MEVENT SP9U3AE18 CCPCDX
000000000
290511212.20000000
OU
Notional Amount
USD
-1539774.48000000
-0.00905370263
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.HY.S34.V1
2I65BRTL4
Y
sell protection
2025-06-20
0.00000000
USD
-17442851.92000000
USD
290511212.20000000
USD
15903077.44000000
N
N
N
VeriSign Inc
LMPL4N8ZOJRMF0KOF759
VeriSign Inc
92343EAH5
15945000.00000000
PA
USD
17700624.23000000
0.104077701170
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.25000000
N
N
N
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
Western Digital Corp
958102AM7
32314000.00000000
PA
USD
33494753.56000000
0.196945424437
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.75000000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAE1
15021000.00000000
PA
USD
16119253.51000000
0.094779417273
Long
DBT
CORP
US
N
2
2030-06-05
Fixed
3.13000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCB6
45082000.00000000
PA
USD
42699641.71000000
0.251069142659
Long
DBT
CORP
MX
N
2
2026-08-04
Fixed
6.88000000
N
N
N
N
N
N
CNAC HK Finbridge Co Ltd
549300US1UQ7R7WABI28
CNAC HK Finbridge Co Ltd
000000000
31514000.00000000
PA
USD
34368032.64000000
0.202080208270
Long
DBT
CORP
HK
Y
2
2027-07-19
Fixed
4.13000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT SEP20 XCBT 20200921
000000000
-5337.00000000
NC
USD
-17466075.34000000
-0.10269857979
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury Ultra Long Bond
WNU0 Comdty
2020-09-21
-1146833830.91000000
USD
-17466075.34000000
N
N
N
SHEA HOMES LP/FNDG CP
N/A
Shea Homes LP / Shea Homes Funding Corp
82088KAD0
13841000.00000000
PA
USD
13960655.45000000
0.082087100838
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
6.13000000
N
N
N
N
N
N
SEVEN & I HOLDINGS
52990037G8JRM3TWGY86
Seven & i Holdings Co Ltd
81783HAA3
31997000.00000000
PA
USD
32869926.80000000
0.193271512604
Long
DBT
CORP
JP
N
2
2021-09-17
Fixed
3.35000000
N
N
N
N
N
N
PFP III
N/A
PFP 2019-6 Ltd
69346WAG2
27054000.00000000
PA
USD
25430760.00000000
0.149530039473
Long
ABS-CBDO
CORP
US
N
2
2037-04-14
Floating
2.30000000
N
N
N
N
N
N
NATIONAL FUEL GAS CO
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BQ3
49743000.00000000
PA
USD
52974988.25000000
0.311487037120
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
SILVERSEA CRUISE FINANCE
N/A
Silversea Cruise Finance Ltd
82845LAA8
18091000.00000000
PA
USD
17116709.20000000
0.100644345758
Long
DBT
CORP
BS
N
2
2025-02-01
Fixed
7.25000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BE3
6713000.00000000
PA
USD
7042709.00000000
0.041410345375
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.88000000
N
N
N
N
N
N
RegionalCare Hospital Partners Holdings, Inc.
549300G8ZVHRTBBBSZ90
RegionalCare Hospital Partners Holdings, Inc. 2018 Term Loan B
75915TAD4
43763196.34000000
PA
USD
41157754.45000000
0.242003017115
Long
LON
CORP
US
N
2
2025-11-17
Floating
3.93000000
N
N
N
N
N
N
BJ's Wholesale Club, Inc.
549300H2XDOGOSR9L398
BJ's Wholesale Club, Inc. 2017 1st Lien Term Loan
09179FAU6
24629206.82000000
PA
USD
23888113.99000000
0.140459452563
Long
LON
CORP
US
N
2
2024-02-03
Floating
2.43000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAJ2
47393000.00000000
PA
USD
51856812.55000000
0.304912288408
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.25000000
N
N
N
N
N
N
SPX FLOW Inc
5493003YXEKRBINIEM78
SPX FLOW Inc
78469XAE7
14947000.00000000
PA
USD
15336518.82000000
0.090177024380
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.88000000
N
N
N
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
Hasbro Inc
418056AZ0
44903000.00000000
PA
USD
46839183.68000000
0.275409188894
Long
DBT
CORP
US
N
2
2029-11-19
Fixed
3.90000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAF5
45048000.00000000
PA
USD
48513486.78000000
0.285253904845
Long
DBT
CORP
NL
N
2
2028-04-06
Fixed
3.50000000
N
N
N
N
N
N
JOHNS HOPKINS UNIVERSITY
549300Z1XKWYKTIOM958
Johns Hopkins University
478115AF5
10114000.00000000
PA
USD
10700309.49000000
0.062916629326
Long
DBT
CORP
US
N
2
2060-01-01
Fixed
2.81000000
N
N
N
N
N
N
AMPHENOL CORP
549300D3L3G0R4U4VT04
Amphenol Corp
032095AK7
13443000.00000000
PA
USD
14046558.17000000
0.082592199274
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
2.05000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AC1
30452000.00000000
PA
USD
29423483.70000000
0.173006810614
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.05000000
N
N
N
N
N
N
FIDELITY NATL FINANCIAL
549300CAZYIH39SYQ287
Fidelity National Financial Inc
31620RAH8
26914000.00000000
PA
USD
30330887.59000000
0.178342244533
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.50000000
N
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
Mattel Inc
577081BD3
16278000.00000000
PA
USD
16938886.80000000
0.099598769829
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.88000000
N
N
N
N
N
N
HILLMAN GROUP INC
BDPO7HREUXNPHVMSIT54
Hillman Group Inc/The
40423BAA8
16692000.00000000
PA
USD
15464887.62000000
0.090931818642
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
6.38000000
N
N
N
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV
67091GAA1
10181000.00000000
PA
USD
10282810.00000000
0.060461778774
Long
DBT
CORP
NL
N
2
2023-04-15
Fixed
6.63000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEF9
24804000.00000000
PA
USD
28024756.99000000
0.164782453176
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
3.63000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GAT9
23752000.00000000
PA
USD
26122226.57000000
0.153595785975
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.04000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCY4
11230000.00000000
PA
USD
11016405.40000000
0.064775238109
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
4.88000000
N
N
N
N
N
N
Mclaren Finance PLC
213800BKPDWMWX3GSG36
Mclaren Finance PLC
65489DAA2
7682000.00000000
PA
USD
5435015.00000000
0.031957283521
Long
DBT
CORP
GB
N
2
2022-08-01
Fixed
5.75000000
N
N
N
N
N
N
Calpine Corp
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CK0
10457000.00000000
PA
USD
10588915.06000000
0.062261642471
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.25000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Mortgage Trust 2018-C2
05491UBJ6
15628000.00000000
PA
USD
15846098.12000000
0.093173293970
Long
ABS-MBS
CORP
US
N
2
2051-12-15
Variable
5.14000000
N
N
N
N
N
N
WISCONSIN ST GEN FUND ANNUAL APPROP REVENUE
549300VTAT608CNZ5827
State of Wisconsin
977100DR4
7145000.00000000
PA
USD
7791336.70000000
0.045812192962
Long
DBT
MUN
US
N
2
2037-05-01
Fixed
3.29000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
13352000.00000000
PA
USD
14612095.00000000
0.085917492915
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
DraftKings Inc
5493008P45UYYL683Z97
DraftKings Inc
26142R104
455539.00000000
NS
USD
15151227.14000000
0.089087529917
Long
EC
CORP
US
N
1
N
N
CIT Group Inc
N8O96ZZJQRFYQUJY7K79
CIT Group Inc
125581GW2
6988000.00000000
PA
USD
7258051.26000000
0.042676533906
Long
DBT
CORP
US
N
2
2025-03-07
Fixed
5.25000000
N
N
N
N
N
N
MIDWEST CONNECTOR CAPIT
N/A
Midwest Connector Capital Co LLC
59833CAC6
31439000.00000000
PA
USD
33930372.87000000
0.199506817515
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.63000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CN4
8410000.00000000
PA
USD
8238646.25000000
0.048442323350
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.13000000
N
N
N
N
N
N
OKLAHOMA G&E CO
549300VJ8YXGPO8EV472
Oklahoma Gas and Electric Co
678858BS9
10634000.00000000
PA
USD
12477468.87000000
0.073366128761
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
3.85000000
N
N
N
N
N
N
U.S. Renal Care, Inc.
54930058SS5MF69JGN89
U.S. Renal Care, Inc. 2019 Term Loan B
90290PAN4
25143995.00000000
PA
USD
24260435.02000000
0.142648658796
Long
LON
CORP
US
N
2
2026-06-26
Floating
5.18000000
N
N
N
N
N
N
MIAMI-DADE CNTY FL AVIATION REVENUE
N/A
County of Miami-Dade FL Aviation Revenue
59333P2S6
13915000.00000000
PA
USD
13705579.25000000
0.080587281160
Long
DBT
MUN
US
N
2
2041-10-01
Fixed
3.98000000
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust 2019-WOLF
39152TAA8
49981000.00000000
PA
USD
48167324.46000000
0.283218508917
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
1.22000000
N
N
N
N
N
N
JetBlue Airways Corporation
54930070J9H97ZO93T57
JETBLUE AIRWAYS CORPORATION TERM LOAN
47714FAL8
8486049.00000000
PA
USD
8329057.09000000
0.048973929030
Long
LON
CORP
US
N
2
2024-06-12
Floating
6.25000000
N
N
N
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032WAH9
23479000.00000000
PA
USD
26421623.07000000
0.155356204085
Long
DBT
CORP
KY
N
2
2038-01-19
Fixed
3.93000000
N
N
N
N
N
N
Residential Mortgage Loan Trust
N/A
Residential Mortgage Loan Trust 2020-1
76119CAA9
5815557.77000000
PA
USD
5904884.74000000
0.034720065316
Long
ABS-MBS
CORP
US
N
2
2024-02-25
Variable
2.38000000
N
N
N
N
N
N
SPX FLOW Inc
5493003YXEKRBINIEM78
SPX FLOW Inc
78469XAD9
8609000.00000000
PA
USD
8834082.31000000
0.051943421137
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
5.63000000
N
N
N
N
N
N
Trade Desk Inc/The
549300GXPD31VT3E0P46
Trade Desk Inc/The
88339J105
68707.00000000
NS
USD
27929395.50000000
0.164221738224
Long
EC
CORP
US
N
1
N
N
N
Mirabela Nickel Ltd
N/A
MIRABELA NICKEL 09/44 1
000000000
185296.64000000
PA
USD
18.53000000
0.000000108954
Long
DBT
CORP
US
N
3
2044-09-10
None
0.00000000
N
N
N
N
N
N
Hardee's Funding
N/A
Hardee's Funding LLC
411707AF9
2749372.98000000
PA
USD
2764235.82000000
0.016253399083
Long
ABS-O
CORP
US
N
2
2048-06-20
Fixed
5.71000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAL0
12508000.00000000
PA
USD
13772664.74000000
0.080981736378
Long
DBT
CORP
US
N
2
2035-07-15
Fixed
5.00000000
N
N
N
N
N
N
ATLANTIC CITY ELECTRIC
549300S5TW3VP5V06B73
Atlantic City Electric Co
048303CH2
13493000.00000000
PA
USD
15722387.40000000
0.092445888700
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.00000000
N
N
N
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
Kenya Government International Bond
491798AH7
24972000.00000000
PA
USD
24695435.10000000
0.145206410870
Long
DBT
NUSS
KE
N
2
2048-02-28
Fixed
8.25000000
N
N
N
N
N
N
ENDEAVOR ENERGY RESOURCE
N/A
Endeavor Energy Resources LP / EER Finance Inc
29260FAD2
15868000.00000000
PA
USD
15239706.54000000
0.089607778945
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
5.50000000
N
N
N
N
N
N
Eskom Holdings SOC Ltd
3789001900ED06F65111
Eskom Holdings SOC Ltd
29646AAB2
43089000.00000000
PA
USD
40083542.25000000
0.235686768892
Long
DBT
CORP
ZA
N
2
2025-02-11
Fixed
7.13000000
N
N
N
N
N
N
MEMPHIS-SHELBY CNTY TN INDL DEV BRD ECON DEV GROWTH ENGINE T
N/A
Memphis-Shelby County Industrial Development Board
58611YAD6
12890000.00000000
PA
USD
14095086.10000000
0.082877538103
Long
DBT
MUN
US
N
3
2045-07-01
Fixed
7.00000000
N
N
N
N
N
N
GCI LLC
549300N3IE9H88Q20221
GCI LLC
36155WAK2
13026000.00000000
PA
USD
13464259.77000000
0.079168349466
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
6.88000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAP4
7831000.00000000
PA
USD
8383967.58000000
0.049296796603
Long
DBT
CORP
US
N
2
2025-05-31
Fixed
4.75000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AL8
15381000.00000000
PA
USD
13041914.74000000
0.076685007678
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
5.70000000
N
N
N
N
N
N
Old Dominion Freight Line Inc
5299009TWK32WE417T96
Old Dominion Freight Line Inc
679580100
117470.00000000
NS
USD
19921737.30000000
0.117137598909
Long
EC
CORP
US
N
1
N
N
N
Palmer Square Loan Funding Ltd
549300GYO50BTOMOCO81
Palmer Square Loan Funding 2018-1 Ltd
69700EAC1
9660000.00000000
PA
USD
9406557.34000000
0.055309510622
Long
ABS-CBDO
CORP
KY
N
2
2026-04-15
Floating
2.27000000
N
N
N
N
N
N
CENTENNIAL RESOURCE PROD
5493004CTVUMQLRPOE23
Centennial Resource Production LLC
15138AAA8
28273000.00000000
PA
USD
15085341.88000000
0.088700131918
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.38000000
N
N
N
N
N
N
J2 CLOUD LLC/CLOUD INC
N/A
j2 Cloud Services LLC / j2 Cloud Co-Obligor Inc
466253AA9
13134000.00000000
PA
USD
13398059.07000000
0.078779096716
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.00000000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15137TAA8
20972000.00000000
PA
USD
21826084.70000000
0.128334949751
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.38000000
N
N
N
N
N
N
Remington Outdoor Co Inc
N/A
Remington Outdoor Co Inc
75959V104
163748.00000000
NS
USD
81874.00000000
0.000481410011
Long
EC
CORP
US
N
2
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAH2
23602000.00000000
PA
USD
23560932.52000000
0.138535661920
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
6.13000000
N
N
N
N
N
N
Wayfair Inc
54930027N9ZAVYFDHK53
Wayfair Inc
94419L101
124362.00000000
NS
USD
24575174.82000000
0.144499293803
Long
EC
CORP
US
N
1
N
N
N
Oasis Petroleum Inc
529900FA4V2YNIKZ0M71
Oasis Petroleum Inc
674215AG3
22099000.00000000
PA
USD
3715394.38000000
0.021846105594
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
6.88000000
N
N
N
N
N
N
SAN FRANCISCO CITY & CNTY CA
549300RA28ZEFOB6M782
City & County of San Francisco CA
797646NC6
4540000.00000000
PA
USD
5446638.00000000
0.032025625468
Long
DBT
MUN
US
N
2
2025-06-15
Fixed
5.45000000
N
N
N
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466LAF1
17807000.00000000
PA
USD
20787934.89000000
0.122230744369
Long
DBT
CORP
US
N
2
2028-04-11
Fixed
3.70000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAY1
128716000.00000000
PA
USD
136693817.68000000
0.803744439939
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
XPO LOGISTICS INC
54930096DB9LCLPN7H13
XPO Logistics Inc
983793AH3
26723000.00000000
PA
USD
28042448.13000000
0.164886475111
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.25000000
N
N
N
N
N
N
Cedar Funding Ltd
549300PQ60B57EBTK013
Cedar Funding VI CLO Ltd
15032DAP6
7699000.00000000
PA
USD
7111663.31000000
0.041815789047
Long
ABS-CBDO
CORP
KY
N
2
2028-10-20
Floating
4.14000000
N
N
N
N
N
N
MEG Energy Corp
5493002WXPTG5ZC1T326
MEG Energy Corp
000000000
8192141.00000000
NS
22749242.46000000
0.133763014673
Long
EC
CORP
CA
N
1
N
N
N
Cornerstone OnDemand, Inc.
549300Z402F16H5EGH48
Cornerstone OnDemand, Inc. Term Loan B
000000000
15868669.00000000
PA
USD
15640636.23000000
0.091965200916
Long
LON
CORP
US
N
2
2027-04-22
Floating
5.35000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91831AAC5
8609000.00000000
PA
USD
8743989.12000000
0.051413683203
Long
DBT
CORP
CA
N
2
2025-04-15
Fixed
6.13000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DAZ8
65271000.00000000
PA
USD
65486394.30000000
0.385052712724
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.88000000
N
N
N
N
N
N
UNIV OF CALIFORNIA CA RGTS MED UNVHGR 05/50 FIXED 3.006
N/A
UNIV OF CALIFORNIA CA RGTS MED UNVHGR 05/50 FIXED 3.006
913366KB5
12835000.00000000
PA
USD
13046905.85000000
0.076714354850
Long
DBT
MUN
US
N
2
2050-05-15
Fixed
3.01000000
N
N
N
N
N
N
ACC Trust 2018-1
549300U9SU9NK6P6TK25
ACC Trust 2018-1
00435QAC1
5140000.00000000
PA
USD
5126566.61000000
0.030143641305
Long
ABS-O
CORP
US
N
2
2023-02-21
Fixed
6.81000000
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EBL8
32668000.00000000
PA
USD
37711079.38000000
0.221736951167
Long
DBT
CORP
US
N
2
2030-04-09
Fixed
4.15000000
N
N
N
N
N
N
IHS Markit Ltd
549300HLPTRASHS0E726
IHS Markit Ltd
44962LAC1
29435000.00000000
PA
USD
32623546.38000000
0.191822823146
Long
DBT
CORP
BM
N
2
2026-03-01
Fixed
4.00000000
N
N
N
N
N
N
Activision Blizzard Inc
549300TPQQDBP9GNOF40
Activision Blizzard Inc
00507V109
339574.00000000
NS
USD
25773666.60000000
0.151546292130
Long
EC
CORP
US
N
1
N
N
N
AIB Group PLC
635400AKJBGNS5WNQL34
AIB Group PLC
00135TAB0
16837000.00000000
PA
USD
17956436.57000000
0.105581849268
Long
DBT
CORP
IE
N
2
2025-04-10
Fixed
4.26000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAT3
5403000.00000000
PA
USD
5827328.12000000
0.034264041019
Long
DBT
CORP
US
N
2
2029-01-30
Fixed
4.63000000
N
N
N
N
N
N
Marble II Pte Ltd
549300O2SJI6SUCQ4U83
Marble II Pte Ltd
566067AA2
15805000.00000000
PA
USD
15646393.35000000
0.091999052141
Long
DBT
CORP
SG
N
2
2022-06-20
Fixed
5.30000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO PVT BACKSTOP RT
N/A
PACIFIC GAS AND ELECTRIC CO PVT BACKSTOP RT
000000000
616057.59000000
NS
USD
616057.59000000
0.003622350089
N/A
DE
US
N
3
N/A
N/A
Pacific Gas and Electric Co
Pacific Gas and Electric Co
2020-07-25
XXXX
0.00000000
N
N
N
MONTEFIORE OBLIGATED GRP
N/A
Montefiore Obligated Group
61237WAE6
18042000.00000000
PA
USD
20187156.63000000
0.118698235040
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
5.25000000
N
N
N
N
N
N
OCEANEERING INTL INC
549300L6PH74701W0R30
Oceaneering International Inc
675232AB8
25383000.00000000
PA
USD
17858463.48000000
0.105005778399
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
6.00000000
N
N
N
N
N
N
ESCROW GCB GEN MOTORS DEFAULT
N/A
ESCROW GCB GEN MOTORS 07/33 FIXED 8.375 DEFAULT
370ESCBT1
15000000.00000000
PA
USD
1500.00000000
0.000008819833
Long
DBT
CORP
US
N
3
2049-07-15
Fixed
8.38000000
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
Zayo Group Holdings Inc
98919VAA3
16659000.00000000
PA
USD
15839044.02000000
0.093131816647
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.00000000
N
N
N
N
N
N
VERISK ANALYTICS INC
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345YAG1
15070000.00000000
PA
USD
17119540.19000000
0.100660991664
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.63000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-AFC1 Trust
12597MAA3
20472233.60000000
PA
USD
20851882.98000000
0.122606752023
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
2.24000000
N
N
N
N
N
N
CONSOLIDATED COMMUNICATI
549300WW675Y48HDVX34
Consolidated Communications Inc
20903XAE3
11460000.00000000
PA
USD
10593337.50000000
0.062287645926
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
6.50000000
N
N
N
N
N
N
UTEX Industries Inc.
N/A
UTEX Industries Inc. 1st Lien Term loan 2014
91759UAM7
13346097.99000000
PA
USD
3725763.45000000
0.021907074572
Long
LON
CORP
US
N
2
2021-05-22
None
0.00000000
Y
N
N
N
N
N
Transocean Pontus Ltd
N/A
Transocean Pontus Ltd
89382PAA3
11837795.00000000
PA
USD
10417259.60000000
0.061252327464
Long
DBT
CORP
KY
N
2
2025-08-01
Fixed
6.13000000
N
N
N
N
N
N
Xilinx Inc
6EY4K7ZMF9UX1CU6KC79
Xilinx Inc
983919AJ0
22061000.00000000
PA
USD
23690244.34000000
0.139296001035
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
2.95000000
N
N
N
N
N
N
2020-07-24
LORD ABBETT BOND DEBENTURE FUND INC
Vito Fronda
Vito Fronda
Treasurer