0001752724-20-266393.txt : 20201221
0001752724-20-266393.hdr.sgml : 20201221
20201221154700
ACCESSION NUMBER: 0001752724-20-266393
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20201031
FILED AS OF DATE: 20201221
PERIOD START: 20201031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: GOLDMAN SACHS TRUST
CENTRAL INDEX KEY: 0000822977
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05349
FILM NUMBER: 201404218
BUSINESS ADDRESS:
STREET 1: 71 SOUTH WACKER DRIVE
STREET 2: C/O GOLDMAN SACHS & CO
CITY: CHICAGO
STATE: IL
ZIP: 60606
BUSINESS PHONE: 3126554400
MAIL ADDRESS:
STREET 1: 200 WEST STREET
CITY: NEW YORK
STATE: NY
ZIP: 10282
FORMER COMPANY:
FORMER CONFORMED NAME: GOLDMAN SACHS SHORT INTERMEDIATE GOVERNMENT FUND
DATE OF NAME CHANGE: 19910711
FORMER COMPANY:
FORMER CONFORMED NAME: SHORT INTERMEDIATE GOVERNMENT FUND
DATE OF NAME CHANGE: 19900104
0000822977
S000009342
Goldman Sachs Income Builder Fund
C000025613
Institutional
GSBIX
C000025615
Class A
GSBFX
C000025617
Class C
GSBCX
C000091959
Investor Shares
GKIRX
C000161511
Class R6 Shares
GSBUX
C000201720
Class P Shares
GGKPX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000822977
XXXXXXXX
S000009342
C000161511
C000201720
C000025613
C000025615
C000091959
C000025617
GOLDMAN SACHS TRUST
811-05349
0000822977
S2FHCT8U6D2VORP0J605
71 SOUTH WACKER DRIVE
C/O GOLDMAN SACHS & CO
CHICAGO
60606
312-655-4400
Goldman Sachs Income Builder Fund
S000009342
J2WM8Q8H6QHKH0TBNJ23
2020-10-31
2020-10-31
N
1723669135.93
7513447.60
1716155688.33
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
2702920.89000000
0.00000000
0.00000000
0.00000000
GBP
EUR
MXN
USD
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBD2
3117000.00000000
PA
USD
3673010.46000000
0.214025480612
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
5.00000000
N
N
N
N
N
N
RADIATE HOLDCO / FINANCE
N/A
Radiate Holdco LLC / Radiate Finance Inc
75026JAE0
1211000.00000000
PA
USD
1247330.00000000
0.072681634217
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
6.50000000
N
N
N
N
N
N
ADAPTHEALTH LLC
N/A
AdaptHealth LLC
00653VAA9
1445000.00000000
PA
USD
1510025.00000000
0.087988811869
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
6.13000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT DEC20 XCBT 20201221
000000000
-223.00000000
NC
USD
624887.02000000
0.036412023935
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US 10 Year Ultra Bond
UXYZ0 Comdty
2020-12-21
-35649824.52000000
USD
624887.02000000
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513AP0
2195000.00000000
PA
USD
2195219.50000000
0.127914938890
Long
DBT
CORP
US
N
2
2022-03-01
Fixed
4.63000000
N
N
N
N
N
N
Videotron Ltd
549300LW4GNJRBECSD81
Videotron Ltd
92660FAG9
5125000.00000000
PA
USD
5573437.50000000
0.324762930187
Long
DBT
CORP
CA
N
2
2024-06-15
Fixed
5.38000000
N
N
N
N
N
N
UNITED NATURAL FOODS INC
549300GKGW6WPZ282D40
United Natural Foods Inc
911163AA1
1455000.00000000
PA
USD
1478643.75000000
0.086160233599
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
6.75000000
N
N
N
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
Travelers Cos Inc/The
89417E109
34169.00000000
NS
USD
4124539.99000000
0.240336003198
Long
EC
CORP
US
N
1
N
N
N
Royal Dutch Shell PLC
21380068P1DRHMJ8KU70
Royal Dutch Shell PLC
780259206
312420.00000000
NS
USD
7982331.00000000
0.465128604256
Long
EC
CORP
GB
N
1
N
N
N
Rumo Luxembourg Sarl
222100HOIQFT7YOSPB46
Rumo Luxembourg Sarl
000000000
240000.00000000
PA
USD
251100.00000000
0.014631539650
Long
DBT
CORP
LU
N
2
2025-01-18
Fixed
5.88000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAP4
1022000.00000000
PA
USD
1109748.92000000
0.064664816108
Long
DBT
CORP
US
N
2
2025-05-31
Fixed
4.75000000
N
N
N
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CQ1
760000.00000000
PA
USD
710362.50000000
0.041392660632
Long
DBT
NUSS
TR
N
2
2028-10-24
Fixed
6.13000000
N
N
N
N
N
N
LAREDO PETROLEUM INC
549300X0PTWU2QSLSL14
Laredo Petroleum Inc
516806AF3
2213000.00000000
PA
USD
1017980.00000000
0.059317462099
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
9.50000000
N
N
N
N
N
N
Goldman Sachs High Yield Fund
VJJ3YDJ4UOKOJN1I8J86
Goldman Sachs High Yield Fund
38148U874
8796.63500000
NS
USD
54099.31000000
0.003152354437
Long
EC
RF
US
N
1
N
N
N
Accenture PLC
N/A
Accenture PLC
000000000
46483.00000000
NS
USD
10082627.53000000
0.587512403365
Long
EC
CORP
IE
N
1
N
N
N
Sealed Air Corp
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211KAK6
1843000.00000000
PA
USD
2382077.50000000
0.138803111873
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
6.88000000
N
N
N
N
N
N
FREEDOM MORTGAGE CORP
549300LYRWPSYPK6S325
Freedom Mortgage Corp
35640YAF4
3225000.00000000
PA
USD
3192750.00000000
0.186040813296
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
7.63000000
N
N
N
N
N
N
Entercom Media Corp
549300S5JUSXRHNCHD80
Entercom Media Corp
124847AC8
2300000.00000000
PA
USD
1920500.00000000
0.111907096370
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
7.25000000
N
N
N
N
N
N
TELECOM ITALIA CAPITAL
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAR9
3025000.00000000
PA
USD
3807718.75000000
0.221874901903
Long
DBT
CORP
LU
N
2
2036-07-18
Fixed
7.20000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BK4
3335000.00000000
PA
USD
3474169.55000000
0.202439066200
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.88000000
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAP8
300000.00000000
PA
USD
356128.14000000
0.020751505380
Long
DBT
CORP
KY
N
2
2026-08-10
Fixed
6.25000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
256027.00000000
NS
USD
14590978.73000000
0.850212998110
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761JQK8
2731000.00000000
PA
USD
2614932.50000000
0.152371519541
Long
DBT
CORP
US
N
2
2021-01-15
Variable
3.85000000
N
N
N
N
N
N
Scenery Journey Ltd
549300Q2FGQXKG7X0I83
Scenery Journey Ltd
000000000
310000.00000000
PA
USD
267956.25000000
0.015613749488
Long
DBT
CORP
VG
N
2
2022-11-06
Fixed
13.00000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DR5
2250000.00000000
PA
USD
2500717.50000000
0.145716237577
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
3.40000000
N
N
N
N
N
N
CenturyLink Inc
8M3THTGWLTYZVE6BBY25
CenturyLink Inc
156700AT3
2870000.00000000
PA
USD
3200050.00000000
0.186466182629
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
7.65000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBW8
6650000.00000000
PA
USD
7314933.50000000
0.426239504360
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.20000000
N
N
N
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AB3
3020000.00000000
PA
USD
3216300.00000000
0.187413066417
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
9.75000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZB2
1600000.00000000
PA
USD
1615787.20000000
0.094151551108
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
4.14000000
N
N
N
N
N
N
NISSAN MOTOR CO
353800DRBDH1LUTNAY26
Nissan Motor Co Ltd
654744AB7
2150000.00000000
PA
USD
2165867.00000000
0.126204575419
Long
DBT
CORP
JP
N
2
2025-09-17
Fixed
3.52000000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2017 Term Loan B4
04649VAT7
3325137.32000000
PA
USD
3269308.26000000
0.190501845621
Long
LON
CORP
US
N
2
2022-08-04
Floating
3.15000000
N
N
N
N
N
N
Epicor Software Corporation
JGNXVGGGXR4O1L5I7S73
EPICOR SOFTWARE CORPORATION 2020 2ND LIEN TERM LOAN
29426NAQ7
1275000.00000000
PA
USD
1302093.75000000
0.075872705422
Long
LON
CORP
US
N
2
2028-07-31
Floating
8.75000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
26610.00000000
NS
USD
8119775.40000000
0.473137458053
Long
EC
CORP
US
N
1
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
3080000.00000000
PA
USD
3142562.50000000
0.183116399133
Long
DBT
CORP
IL
N
2
2023-06-30
Fixed
5.75000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
95120.00000000
PA
USD
47114.13000000
0.002745329594
Long
DBT
NUSS
EC
N
2
2040-07-31
Variable
0.50000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AU1
5450000.00000000
PA
USD
5661187.50000000
0.329876102645
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
5.50000000
N
N
N
N
N
N
Mitchell International, Inc.
5493002RDNIGEM7SSV41
Mitchell International, Inc. 2020 Add-On Term Loan
60662WAP7
5050000.00000000
PA
USD
4883350.00000000
0.284551689174
Long
LON
CORP
US
N
2
2024-11-29
Floating
4.75000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SR214874 IRS USD R F 1.00000 2 CCPVANILLA / Short: SR214874 IRS USD P V 03MLIBOR 1 CCPVANILLA
000000000
3870000.00000000
OU
Notional Amount
USD
89084.30000000
0.005190921814
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-12-16
128008.76000000
USD
0.00000000
USD
3870000.00000000
USD
-38924.46000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
220000.00000000
PA
253740.86000000
0.014785421959
Long
DBT
CORP
MX
N
2
2021-08-21
Fixed
2.50000000
N
N
N
N
N
N
BROOKFIELD RESID PROPERT
N/A
Brookfield Residential Properties Inc / Brookfield Residential US Corp
11283YAD2
1642000.00000000
PA
USD
1559900.00000000
0.090895016728
Long
DBT
CORP
CA
N
2
2030-02-15
Fixed
4.88000000
N
N
N
N
N
N
FIDELITY & GUARANTY LIFE
549300WCR5QBFH98VZ75
Fidelity & Guaranty Life Holdings Inc
315786AC7
2850000.00000000
PA
USD
3268009.50000000
0.190426167172
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.50000000
N
N
N
N
N
N
RAYMOND JAMES FINANCIAL
RGUZHJ05YTITL6D76949
Raymond James Financial Inc
754730AG4
900000.00000000
PA
USD
1085841.00000000
0.063271707070
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.65000000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group Inc
69346VAA7
1150000.00000000
PA
USD
1181625.00000000
0.068853018874
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.50000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CE0
115000.00000000
PA
USD
123768.75000000
0.007211976794
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A60
1543000.00000000
PA
USD
1602420.93000000
0.093372701608
Long
DBT
CORP
US
N
2
2025-06-16
Fixed
5.13000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAC3
2651000.00000000
PA
USD
2664255.00000000
0.155245530351
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.50000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BS7
250000.00000000
PA
USD
282187.50000000
0.016443001175
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.88000000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516106
78397.00000000
NS
USD
12931585.15000000
0.753520513199
Long
EC
CORP
US
N
1
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
45824TAR6
4800000.00000000
PA
USD
4872000.00000000
0.283890327266
Long
DBT
CORP
LU
N
2
2024-02-15
None
0.00000000
Y
N
N
N
N
N
REALOGY GROUP/CO-ISSUER
N/A
Realogy Group LLC / Realogy Co-Issuer Corp
75606DAG6
1950000.00000000
PA
USD
2062125.00000000
0.120159552773
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
9.38000000
N
N
N
N
N
N
Cemex SAB de CV
549300RIG2CXWN6IV731
Cemex SAB de CV
000000000
490000.00000000
PA
USD
500871.88000000
0.029185690051
Long
DBT
CORP
MX
N
2
2025-01-11
Fixed
5.70000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAF1
730000.00000000
PA
USD
763762.50000000
0.044504266436
Long
DBT
CORP
CA
N
2
2026-12-15
Fixed
5.13000000
N
N
N
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759100
92182.00000000
NS
USD
8127686.94000000
0.473598461682
Long
EC
CORP
US
N
1
N
N
N
OEConnection LLC
5493008MJ5H6VV3E2654
OEConnection LLC 2019 Delayed Draw Term Loan
67613NAJ6
196970.00000000
PA
USD
190568.48000000
0.011104381804
Long
LON
CORP
US
N
3
2026-09-25
None
4.00000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AR9
3050000.00000000
PA
USD
3072875.00000000
0.179055724424
Long
DBT
CORP
CH
N
2
2027-02-11
Fixed
5.25000000
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620M106
39231.00000000
NS
USD
4887790.29000000
0.284810423858
Long
EC
CORP
US
N
1
N
N
N
IAA Inc
549300PZCOPC5178W747
IAA Inc
449253AB9
750000.00000000
PA
USD
785625.00000000
0.045778189318
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.50000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAT5
3800000.00000000
PA
USD
3657500.00000000
0.213121689650
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
IHS NETHERLANDS HOLDCO
5493006Z6YQYCCN2XI74
IHS Netherlands Holdco BV
44963LAB2
200000.00000000
PA
USD
201937.50000000
0.011766852003
Long
DBT
CORP
NL
N
2
2025-03-18
Fixed
7.13000000
N
N
N
N
N
N
BUCKEYE PARTNERS LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AT8
1835000.00000000
PA
USD
1747837.50000000
0.101846091930
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
4.13000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCX6
2000000.00000000
PA
USD
2075000.00000000
0.120909776083
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.25000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YAW0
1000000.00000000
PA
USD
1000000.00000000
0.058269771606
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.00000000
N
N
N
N
N
N
CORNERSTONE BUILDING
549300IW41QEWQ6T0H29
Cornerstone Building Brands Inc
21925DAA7
1226000.00000000
PA
USD
1250520.00000000
0.072867514789
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.13000000
N
N
N
N
N
N
Momentive Performance Materials Inc.
54930021ZH8MCUXACZ50
Momentive Performance Materials Inc. Term Loan B
60877JAB8
2123125.00000000
PA
USD
2007690.69000000
0.116987677962
Long
LON
CORP
US
N
2
2024-05-15
Floating
3.40000000
N
N
N
N
N
N
MN MINING/ENERGY RESOURC
N/A
Mongolian Mining Corp/Energy Resources LLC
000000000
330000.00000000
PA
USD
263175.00000000
0.015335147142
Long
DBT
CORP
XX
N
2
2024-04-15
Fixed
9.25000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAB2
2592000.00000000
PA
USD
2636805.31000000
0.153646043184
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.38000000
N
N
N
N
N
N
Public Service Enterprise Group Inc
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573106
66102.00000000
NS
USD
3843831.30000000
0.223979171944
Long
EC
CORP
US
N
1
N
N
N
GE CAPITAL FUNDING LLC
549300XAGH9TOLX5XM67
GE Capital Funding LLC
36166NAA1
2350000.00000000
PA
USD
2511327.50000000
0.146334479853
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.45000000
N
N
N
N
N
N
Cumulus Media New Holdings Inc.
5493001D9VBAVY1OKJ46
Cumulus Media New Holdings Inc. Term Loan B
23108LAB2
829370.54000000
PA
USD
783755.16000000
0.045669234168
Long
LON
CORP
US
N
2
2026-03-31
Floating
4.75000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BE2
1664000.00000000
PA
USD
1774522.88000000
0.103401042927
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.63000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBP0
441000.00000000
PA
USD
471684.78000000
0.027484964400
Long
DBT
CORP
US
N
2
2031-05-13
Fixed
2.96000000
N
N
N
N
N
N
Qwest Corp
549300R2L4N683OO1509
Qwest Corp
74913G881
43276.00000000
NS
USD
1099643.16000000
0.064075955781
Long
EP
CORP
US
N
2
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
Illinois Tool Works Inc
452308109
55400.00000000
NS
USD
10851752.00000000
0.632329110569
Long
EC
CORP
US
N
1
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844108
34219.00000000
NS
USD
7155877.28000000
0.416971334748
Long
EC
CORP
US
N
1
N
N
N
PULTE GROUP INC
N/A
PulteGroup Inc
745867AM3
3000000.00000000
PA
USD
4192500.00000000
0.244296017459
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
7.88000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91831AAB7
32000.00000000
PA
USD
32000.00000000
0.001864632691
Long
DBT
CORP
CA
N
2
2023-05-15
Fixed
5.88000000
N
N
N
N
N
N
B&G Foods Inc
549300TRW1LZMDJZAQ78
B&G Foods Inc
05508RAE6
4020000.00000000
PA
USD
4125525.00000000
0.240393399506
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.25000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DY8
2180000.00000000
PA
USD
2120050.00000000
0.123534829294
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
8.00000000
N
N
N
N
N
N
Aspect Software, Inc.
549300DDK3ZCQPZWVP70
Aspect Class B Warrants
000000000
194739.00000000
NS
USD
48684.75000000
0.002836849263
N/A
DE
US
N
3
N/A
N/A
Call
Purchased
ASPECT SOFTWARE INC
ASPECT SOFTWARE INC
1.00000000
1.00000000
USD
2099-12-31
XXXX
48684.75000000
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AQ7
5984000.00000000
PA
USD
6141080.00000000
0.357839329016
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.63000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAY1
1896000.00000000
PA
USD
2212195.92000000
0.128904151006
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.50000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
19541.08000000
0.001138654268
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1592849.48000000
EUR
1875062.59000000
USD
2020-11-09
19541.08000000
N
N
N
BROOKFIELD PPTY REIT INC
N/A
Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL
11284DAA3
600000.00000000
PA
USD
501593.40000000
0.029227732857
Long
DBT
US
N
2
2026-05-15
Fixed
5.75000000
N
N
N
N
N
N
Flex Acquisition Company, Inc.
549300HHED2KGPBEDW39
Flex Acquisition Company, Inc. 2018 Incremental Term Loan
33936HAH5
2796980.22000000
PA
USD
2685968.08000000
0.156510746563
Long
LON
CORP
US
N
2
2025-06-29
Floating
3.48000000
N
N
N
N
N
N
Tenneco, Inc.
549300U0EXXFAQFAD785
Tenneco, Inc. 2018 Term Loan B
88037HAG9
2471111.17000000
PA
USD
2274040.05000000
0.132507794337
Long
LON
CORP
US
N
2
2025-10-01
Floating
3.15000000
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAQ6
110000.00000000
PA
USD
115003.90000000
0.006701250986
Long
DBT
CORP
KY
N
2
2030-07-08
Fixed
3.75000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097AZ4
2975000.00000000
PA
USD
3330994.45000000
0.194096285823
Long
DBT
CORP
GB
N
2
2023-12-19
Fixed
6.00000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BD6
1250000.00000000
PA
USD
1369462.50000000
0.079798267098
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.38000000
N
N
N
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368103
46279.00000000
NS
USD
6136132.61000000
0.357551045731
Long
EC
CORP
US
N
1
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp
89832Q109
240368.00000000
NS
USD
10124300.16000000
0.589940657997
Long
EC
CORP
US
N
1
N
N
N
Fiserv Investment Solutions, Inc.
N/A
Fiserv Investment Solutions, Inc. 2020 Term Loan B
33774UAC2
648375.00000000
PA
USD
642163.57000000
0.037418724557
Long
LON
CORP
US
N
2
2027-02-18
Floating
5.02000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AM3
63000.00000000
PA
USD
68985.00000000
0.004019740194
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.75000000
N
N
N
N
N
N
Chesapeake Energy Corp
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167CY1
2000000.00000000
PA
USD
91250.00000000
0.005317116659
Long
DBT
CORP
US
N
2
2026-09-15
None
0.00000000
Y
N
N
N
N
Chesapeake Energy Corp
Chesapeake Energy Corp
USD
XXXX
N
N
N
HLF FIN SARL LLC/HERBALI
N/A
HLF Financing Sarl LLC / Herbalife International Inc
40390DAA3
2745000.00000000
PA
USD
2820487.50000000
0.164349162443
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
7.25000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VAN3
1000000.00000000
PA
USD
766210.00000000
0.044646881702
Long
DBT
CORP
US
N
2
2067-06-01
Variable
3.02000000
N
N
N
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAL6
2010000.00000000
PA
USD
1668300.00000000
0.097211459970
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.75000000
N
N
N
N
N
N
GFL Environmental Inc
549300FYK4MBXWIVZU26
GFL Environmental Inc
44485HAA2
570000.00000000
PA
USD
595650.00000000
0.034708389457
Long
DBT
CORP
CA
N
2
2026-06-01
Fixed
7.00000000
N
N
N
N
N
N
NUANCE COMMUNICATIONS
AEMSOT3SS15TNMJCE605
Nuance Communications Inc
67020YAQ3
3000000.00000000
PA
USD
3150000.00000000
0.183549780560
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.63000000
N
N
N
N
N
N
GEOPARK LTD
529900ZR5QI19AH4KZ07
Geopark Ltd
37255BAB5
200000.00000000
PA
USD
174187.50000000
0.010149865841
Long
DBT
CORP
BM
N
2
2027-01-17
Fixed
5.50000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SR214872 IRS USD R F .75000 2 CCPVANILLA / Short: SR214872 IRS USD P V 03MLIBOR 1 CCPVANILLA
000000000
1030000.00000000
OU
Notional Amount
USD
14091.95000000
0.000821134707
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-12-16
15563.42000000
USD
0.00000000
USD
1030000.00000000
USD
-1471.47000000
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAE9
1551000.00000000
PA
USD
1589775.00000000
0.092635826155
Long
DBT
CORP
CA
N
2
2025-10-15
Fixed
5.00000000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp
29261AAA8
1200000.00000000
PA
USD
1228500.00000000
0.071584414418
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.50000000
N
N
N
N
N
N
CIT Group Inc
N8O96ZZJQRFYQUJY7K79
CIT Group Inc
125581GW2
4025000.00000000
PA
USD
4492906.25000000
0.261800621036
Long
DBT
CORP
US
N
2
2025-03-07
Fixed
5.25000000
N
N
N
N
N
N
CNOOC PETROLEUM NORTH
549300I04PB7X2824122
CNOOC Petroleum North America ULC
65334HAJ1
50000.00000000
PA
USD
81828.13000000
0.004768106446
Long
DBT
CORP
CA
N
2
2039-07-30
Fixed
7.50000000
N
N
N
N
N
N
U.S. Renal Care, Inc.
54930058SS5MF69JGN89
U.S. Renal Care, Inc. 2019 Term Loan B
90290PAN4
2178000.00000000
PA
USD
2090204.82000000
0.121795757471
Long
LON
CORP
US
N
2
2026-06-26
Floating
5.19000000
N
N
N
N
N
N
Dun & Bradstreet Corporation (The)
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corporation (The) Term Loan
26483NAN0
3084500.00000000
PA
USD
3033729.13000000
0.176774703520
Long
LON
CORP
US
N
2
2026-02-06
Floating
3.91000000
N
N
N
N
N
N
The Federal Republic of Nigeria
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
690000.00000000
PA
USD
667575.00000000
0.038899442780
Long
DBT
NUSS
NG
N
2
2027-11-28
Fixed
6.50000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DJ6
4715000.00000000
PA
USD
5352656.60000000
0.311898077569
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.75000000
N
N
N
N
N
N
GROWTHPOINT PROPERTIES L
378900C761245FC57265
Growthpoint Properties International Pty Ltd
000000000
270000.00000000
PA
USD
279618.75000000
0.016293320699
Long
DBT
ZA
N
2
2023-05-02
Fixed
5.87000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAR6
3000000.00000000
PA
USD
3090000.00000000
0.180053594263
Long
DBT
CORP
US
N
2
2022-04-15
Fixed
4.00000000
N
N
N
N
N
N
REFINITIV US HOLDINGS
549300NF240HXJO7N016
Refinitiv US Holdings Inc
31740LAC7
3000000.00000000
PA
USD
3255000.00000000
0.189668106578
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
8.25000000
N
N
N
N
N
N
REYNOLDS GRP ISS/REYNOLD
N/A
Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
76174LAA1
1410000.00000000
PA
USD
1424100.00000000
0.082981981744
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.00000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HS2
0.00000000
PA
USD
0.00000000
0.000000
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.13000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
580135101
58199.00000000
NS
USD
12396387.00000000
0.722334639234
Long
EC
CORP
US
N
1
N
N
N
CNOOC PETROLEUM NORTH
549300I04PB7X2824122
CNOOC Petroleum North America ULC
65334HAG7
5000.00000000
PA
USD
7256.25000000
0.000422820030
Long
DBT
CORP
CA
N
2
2037-05-15
Fixed
6.40000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
48694.00000000
NS
USD
9859074.18000000
0.574486000719
Long
EC
CORP
US
N
1
N
N
N
AMERICAN AXLE & MFG INC
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing Inc
02406PAR1
1000.00000000
PA
USD
1015.00000000
0.000059143818
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
6.25000000
N
N
N
N
N
N
EVO Payments International LLC
5493007OIYK4837ONE70
EVO Payments International LLC 2018 1st Lien Term Loan
26926NAN5
2711041.17000000
PA
USD
2675119.87000000
0.155878623844
Long
LON
CORP
US
N
2
2023-12-22
Floating
3.40000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BD8
2298000.00000000
PA
USD
2292255.00000000
0.133569175313
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.63000000
N
N
N
N
N
N
IRSA PROPIEDADES COM
549300WDBPUOVK4S9722
IRSA Propiedades Comerciales SA
000000000
540000.00000000
PA
USD
401625.00000000
0.023402597021
Long
DBT
CORP
AR
N
2
2023-03-23
Fixed
8.75000000
N
N
N
N
N
N
KBR INC
254900OFQDXZRKRCV808
KBR Inc
48242WAC0
1161000.00000000
PA
USD
1175512.50000000
0.068496844895
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
4.75000000
N
N
N
N
N
N
HILL-ROM HOLDINGS INC
JLZ01A0E2071OH26RE45
Hill-Rom Holdings Inc
431475AD4
400000.00000000
PA
USD
414000.00000000
0.024123685445
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.38000000
N
N
N
N
N
N
Fortune Star BVI Ltd
2549008CU8NYQQRSNU62
Fortune Star BVI Ltd
000000000
340000.00000000
PA
USD
341275.00000000
0.019886016304
Long
DBT
CORP
VG
N
2
2022-03-23
Fixed
5.25000000
N
N
N
N
N
N
GO DADDY OPCO/FINCO
N/A
Go Daddy Operating Co LLC / GD Finance Co Inc
38016LAA3
1305000.00000000
PA
USD
1365356.25000000
0.079558996848
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.25000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DAY6
1990000.00000000
PA
USD
1970100.00000000
0.114797277041
Long
DBT
CORP
US
N
2
2023-03-31
Fixed
6.25000000
N
N
N
N
N
N
Level 3 Financing Inc.
N/A
Level 3 Financing Inc. 2019 Term Loan B
52729KAP1
2023967.03000000
PA
USD
1950092.23000000
0.113631428853
Long
LON
CORP
US
N
2
2027-03-01
Floating
1.90000000
N
N
N
N
N
N
KOC Holding AS
7890005U0H950VH19H45
KOC Holding AS
000000000
700000.00000000
PA
USD
705250.00000000
0.041094756425
Long
DBT
CORP
TR
N
2
2025-03-11
Fixed
6.50000000
N
N
N
N
N
N
Travelport Finance (Luxembourg) S.a.r.l.
N/A
Travelport Finance (Luxembourg) S.a.r.l. 2020 Stub Term Loan
000000000
1814493.59000000
PA
USD
947564.84000000
0.055214386809
Long
LON
CORP
LU
N
2
2025-02-28
Floating
5.23000000
N
N
N
N
N
N
BORGWARNER INC
549300DSFX2IE88NSX47
BorgWarner Inc
099724AM8
4100000.00000000
PA
USD
4761060.51000000
0.277425908521
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock Inc
09247X101
11747.00000000
NS
USD
7038919.87000000
0.410156253180
Long
EC
CORP
US
N
1
N
N
N
Gray Television Inc
529900TM5726KDN7UU35
Gray Television Inc
389284AA8
2125000.00000000
PA
USD
2279062.50000000
0.132800451351
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.00000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAD3
3450000.00000000
PA
USD
3513480.00000000
0.204729677143
Long
DBT
CORP
KY
N
2
2024-05-15
Fixed
5.25000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761J406
183597.00000000
NS
USD
5188451.22000000
0.302329867580
Long
EP
CORP
US
N
2
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AN1
2100000.00000000
PA
USD
2055375.00000000
0.119766231815
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
4.35000000
N
N
N
N
N
N
GLOBAL LIMAN ISLETMELERI
7890008K4ISYOCIJR118
Global Liman Isletmeleri AS
000000000
200000.00000000
PA
USD
140500.00000000
0.008186902910
Long
DBT
CORP
TR
N
2
2021-11-14
Fixed
8.13000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAH8
3225000.00000000
PA
USD
3241125.00000000
0.188859613497
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.38000000
N
N
N
N
N
N
Acadia Healthcare Co Inc
5493005CW985Y9D0NC11
Acadia Healthcare Co Inc
00404AAM1
2732000.00000000
PA
USD
2793470.00000000
0.162774858889
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
6.50000000
N
N
N
N
N
N
TELECOM ARGENTINA SA
549300MKPIRSJD8SB782
Telecom Argentina SA
879273AR1
270000.00000000
PA
USD
222750.00000000
0.012979591625
Long
DBT
CORP
AR
N
2
2026-07-18
Fixed
8.00000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAL0
3198000.00000000
PA
USD
3673098.08000000
0.214030586209
Long
DBT
CORP
US
N
2
2035-07-15
Fixed
5.00000000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AR2
929000.00000000
PA
USD
870937.50000000
0.050749329208
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.13000000
N
N
N
N
N
N
ZIGGO BOND CO BV
213800JYI4P7V5QDOG59
Ziggo Bond Co BV
98953GAD7
500000.00000000
PA
USD
513125.00000000
0.029899676555
Long
DBT
CORP
NL
N
2
2030-02-28
Fixed
5.13000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
337822.00000000
NS
USD
14269601.28000000
0.831486407499
Long
EC
CORP
US
N
1
N
N
N
Reynolds Group Holdings Inc.
5493002QNV81KCX40V06
Reynolds Group Holdings Inc. 2020 Term Loan B2
76173FAW7
1075000.00000000
PA
USD
1048125.00000000
0.061074004364
Long
LON
CORP
US
N
2
2026-02-05
Floating
3.40000000
N
N
N
N
N
N
BUCKEYE PARTNERS LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AU5
1217000.00000000
PA
USD
1151586.25000000
0.067102667772
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
Schneider Electric SE
80687P106
566854.00000000
NS
USD
13814231.98000000
0.804952142392
Long
EC
CORP
FR
N
1
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc
78573NAC6
2405000.00000000
PA
USD
2651512.50000000
0.154503027786
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
9.25000000
N
N
N
N
N
N
GENESIS ENERGY LP/GENESI
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAG7
3500000.00000000
PA
USD
3185000.00000000
0.185589222566
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
6.00000000
N
N
N
N
N
N
ANGI GROUP LLC
N/A
ANGI Group LLC
001846AA2
1485000.00000000
PA
USD
1460868.75000000
0.085124488409
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
3.88000000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CH2
1832000.00000000
PA
USD
1790780.00000000
0.104348341597
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAB8
2750000.00000000
PA
USD
2813662.50000000
0.163951471252
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.75000000
N
N
N
N
N
N
Allied Universal
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AA5
2557000.00000000
PA
USD
2675261.25000000
0.155886862024
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
6.63000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
78442FEQ7
3000000.00000000
PA
USD
2992500.00000000
0.174372291532
Long
DBT
CORP
US
N
2
2023-01-25
Fixed
5.50000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MBA9
2201000.00000000
PA
USD
1848630.91000000
0.107719300910
Long
DBT
US
N
2
2026-10-01
Fixed
4.75000000
N
N
N
N
N
N
BWX TECHNOLOGIES INC
549300NP85N265KWMS58
BWX Technologies Inc
05605HAB6
1023000.00000000
PA
USD
1040902.50000000
0.060653150939
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
4.13000000
N
N
N
N
N
N
CHEPLAPHARM ARZNEIMITTEL
529900ONXKBELT7EW052
Cheplapharm Arzneimittel GmbH
16412EAA5
1268000.00000000
PA
USD
1283850.00000000
0.074809646276
Long
DBT
CORP
DE
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
Refinitiv US Holdings Inc. 2018 USD Term Loan
31740MAC5
4077375.00000000
PA
USD
4011770.04000000
0.233764923968
Long
LON
CORP
US
N
2
2025-10-01
Floating
3.40000000
N
N
N
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAE6
550000.00000000
PA
USD
508750.00000000
0.029644746304
Long
DBT
CORP
KY
N
2
2029-12-15
Fixed
5.13000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBG1
550000.00000000
PA
USD
525250.00000000
0.030606197536
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
251691.00000000
NS
USD
14711338.95000000
0.857226360640
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Financial Square Government Fund
549300BRJMXN4GUWZ402
Goldman Sachs Financial Square Government Fund
38141W273
6480087.67000000
NS
USD
6480087.67000000
0.377593228520
Long
EC
RF
US
N
1
N
N
N
LPL Holdings Inc
549300Z5YF8CCRMYUL26
LPL Holdings Inc
50212YAB0
487000.00000000
PA
USD
504045.00000000
0.029370587029
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
5.75000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBC3
500000.00000000
PA
USD
493125.00000000
0.028734281123
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
WYNDHAM DESTINATIONS INC
T4VNTWMFQ7JQB65L7T35
Wyndham Destinations Inc
98310WAS7
598000.00000000
PA
USD
636122.50000000
0.037066712788
Long
DBT
CORP
US
N
2
2026-07-31
Fixed
6.63000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJW1
4000000.00000000
PA
USD
4174360.00000000
0.243239003802
Long
DBT
CORP
US
N
2
2024-04-30
Fixed
6.13000000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc. 2020 Term Loan F
89364MBR4
4240149.94000000
PA
USD
3982560.83000000
0.232062909972
Long
LON
CORP
US
N
2
2025-12-09
Floating
2.40000000
N
N
N
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869AAB3
646000.00000000
PA
USD
646000.00000000
0.037642272457
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
3.50000000
N
N
N
N
N
N
Ultimate Software Group Inc(The)
529900FKHWSTQ1GXK240
Ultimate Software Group Inc(The) Term Loan B
90385KAB7
1633500.00000000
PA
USD
1603100.57000000
0.093412304075
Long
LON
CORP
US
N
2
2026-05-04
Floating
3.90000000
N
N
N
N
N
N
Linde PLC
8945002PAZHZLBGKGF02
Linde PLC
000000000
65719.00000000
NS
USD
14480524.46000000
0.843776853024
Long
EC
CORP
IE
N
1
N
N
N
AMC Entertainment Holdings, Inc.
549300ZO77UNR6NRBR11
AMC Entertainment Holdings, Inc. 2019 Term Loan B
00164DAQ6
2942531.64000000
PA
USD
1639048.97000000
0.095507009133
Long
LON
CORP
US
N
2
2026-04-22
None
0.00000000
N
N
N
N
N
N
GRIFFON CORPORATION
5493000C2SGNC7ZN3242
Griffon Corp
398433AP7
2168000.00000000
PA
USD
2265560.00000000
0.132013663760
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.75000000
N
N
N
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners LP / GLP Finance Corp
37954FAH7
2055000.00000000
PA
USD
2114081.25000000
0.123187031594
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.88000000
N
N
N
N
N
N
ZIGGO BOND CO BV
213800JYI4P7V5QDOG59
Ziggo Bond Co BV
000000000
675000.00000000
PA
746706.08000000
0.043510392738
Long
DBT
CORP
NL
N
2
2030-02-28
Fixed
3.38000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
107576.00000000
NS
USD
10546751.04000000
0.614556774290
Long
EC
CORP
US
N
1
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
55016.00000000
NS
USD
6786773.76000000
0.395463756939
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
185337.00000000
NS
USD
10395552.33000000
0.605746459991
Long
EC
CORP
US
N
1
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
22546DAB2
4025000.00000000
PA
USD
4367125.00000000
0.254471376326
Long
DBT
CORP
CH
N
2
2023-12-11
Fixed
7.50000000
N
N
N
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
127904.00000000
NS
USD
12863305.28000000
0.749541860768
Long
EC
CORP
IE
N
1
N
N
N
MV24 CAPITAL BV
N/A
MV24 Capital BV
55388RAA4
331547.60000000
PA
USD
334034.21000000
0.019464097125
Long
DBT
CORP
NL
N
2
2034-06-01
Fixed
6.75000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
196146.00000000
PA
USD
107880.30000000
0.006286160441
Long
DBT
NUSS
EC
N
2
2035-07-31
Variable
0.50000000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAF3
1480000.00000000
PA
USD
1439300.00000000
0.083867682273
Long
DBT
CORP
US
N
2
2027-08-31
Fixed
3.38000000
N
N
N
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389B100
66708.00000000
NS
USD
4671561.24000000
0.272210806500
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR214841 IRS EUR R V 06MLIBOR CCPVANILLA / Short: BR214841 IRS EUR P F .00000 CCPVANILLA
000000000
710000.00000000
OU
Notional Amount
-9806.07000000
-0.00057139745
N/A
DIR
ER
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-12-16
0.00000000
EUR
-5561.91000000
EUR
710000.00000000
EUR
-3235.51000000
N
N
N
GLOBAL AIR LEASE CO LTD
N/A
Global Aircraft Leasing Co Ltd
37960JAA6
1813437.00000000
PA
USD
1215002.79000000
0.070797935074
Long
DBT
CORP
KY
N
2
2024-09-15
Fixed
6.50000000
N
N
Y
N
N
N
VIRGIN MEDIA VENDOR FIN
635400SSKC2QCGEPIQ43
Virgin Media Vendor Financing Notes III DAC
92771EAA1
1650000.00000000
PA
2127570.43000000
0.123973043032
Long
DBT
CORP
IE
N
2
2028-07-15
Fixed
4.88000000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
69867DAC2
1850000.00000000
PA
USD
1928625.00000000
0.112380538264
Long
DBT
CORP
XX
N
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BB5
7000000.00000000
PA
USD
9082570.00000000
0.529239279499
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
7.50000000
N
N
N
N
N
N
TALLGRASS NRG PRTNR/FIN
N/A
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
87470LAA9
2430000.00000000
PA
USD
2308500.00000000
0.134515767753
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
5.50000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZJ5
400000.00000000
PA
USD
409176.00000000
0.023842592066
Long
DBT
CORP
US
N
2
2025-06-09
Fixed
4.69000000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group Inc
71376LAB6
2150000.00000000
PA
USD
2158062.50000000
0.125749808987
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.50000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAH7
3000000.00000000
PA
USD
3138720.00000000
0.182892497536
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.00000000
N
N
N
N
N
N
HOWARD HUGHES CORP
549300BVHY25JZC1KI49
Howard Hughes Corp/The
44267DAD9
1474000.00000000
PA
USD
1481370.00000000
0.086319091564
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
5.38000000
N
N
N
N
N
N
Verscend Holding Corp.
N/A
Verscend Holding Corp. 2018 Term Loan B
92531HAB3
1371993.51000000
PA
USD
1344128.32000000
0.078322050216
Long
LON
CORP
US
N
2
2025-08-27
Floating
4.65000000
N
N
N
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co
460146103
255304.00000000
NS
USD
11169550.00000000
0.650847127446
Long
EC
CORP
US
N
1
N
N
N
OEConnection LLC
5493008MJ5H6VV3E2654
OEConnection LLC 2019 Term Loan B
67613NAH0
2057092.74000000
PA
USD
1990237.23000000
0.115970668834
Long
LON
CORP
US
N
2
2026-09-25
Floating
4.15000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAJ4
6300000.00000000
PA
USD
6481125.00000000
0.377653673502
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
5.88000000
N
N
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAN7
940000.00000000
PA
USD
987000.00000000
0.057512264575
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.00000000
N
N
N
N
N
N
M/I HOMES INC
5299005M71FH9CCSFB69
M/I Homes Inc
55305BAS0
1378000.00000000
PA
USD
1426230.00000000
0.083106096358
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.95000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AN4
2000000.00000000
PA
USD
2038026.00000000
0.118755309547
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
3.92000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AF0
5000000.00000000
PA
USD
5275000.00000000
0.307373045223
Long
DBT
CORP
NL
N
2
2025-04-16
Fixed
6.50000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAF6
2000000.00000000
PA
USD
2165380.00000000
0.126176198041
Long
DBT
CORP
ES
N
2
2030-05-28
Fixed
3.49000000
N
N
N
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131102
51640.00000000
NS
USD
4763273.60000000
0.277554864770
Long
EC
US
N
1
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
96738.00000000
NS
USD
2768641.56000000
0.161328111361
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
271287.00000000
NS
USD
13038053.22000000
0.759724383321
Long
EC
CORP
US
N
1
N
N
N
PRESIDIO HOLDING INC
N/A
Presidio Holdings Inc
74101XAF7
2095000.00000000
PA
USD
2223318.75000000
0.129552275770
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
8.25000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBE8
1440000.00000000
PA
USD
1495800.00000000
0.087159924368
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.13000000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AE8
2480000.00000000
PA
USD
2221460.00000000
0.129443966832
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
7.13000000
N
N
N
N
N
N
SHIFT4 PAYMENTS LLC/FIN
N/A
Shift4 Payments LLC / Shift4 Payments Finance Sub Inc
82453AAA5
735000.00000000
PA
USD
746025.00000000
0.043470706362
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
4.63000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AAR4
2700000.00000000
PA
USD
3036042.00000000
0.176909473927
Long
DBT
CORP
FR
N
2
2026-05-12
Fixed
4.38000000
N
N
N
N
N
N
EUROTORG (BONITRON DAC)
N/A
Eurotorg LLC Via Bonitron DAC
09821LAB7
560000.00000000
PA
USD
560000.00000000
0.032631072099
Long
DBT
CORP
IE
N
2
2025-10-22
Fixed
9.00000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PBB0
1382000.00000000
PA
USD
1444521.68000000
0.084171948374
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
4.63000000
N
N
N
N
N
N
JAGUAR HL / PPDI
N/A
Jaguar Holding Co II / PPD Development LP
47010LAA0
2350000.00000000
PA
USD
2444000.00000000
0.142411321806
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.00000000
N
N
N
N
N
N
BANCO DO BRASIL (CAYMAN)
QE0Q0253K88YAGNPE356
Banco do Brasil SA/Cayman
000000000
560000.00000000
PA
USD
537600.00000000
0.031325829215
Long
DBT
CORP
BR
N
2
2024-04-15
Fixed
6.25000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251525AX9
800000.00000000
PA
USD
712000.00000000
0.041488077383
Long
DBT
CORP
DE
N
2
2025-10-30
Fixed
6.00000000
N
N
N
N
N
N
CUMULUS MEDIA NEW HLDGS
5493001D9VBAVY1OKJ46
Cumulus Media New Holdings Inc
23110AAA4
2680000.00000000
PA
USD
2479000.00000000
0.144450763812
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
6.75000000
N
N
N
N
N
N
MHP SE
213800D7DXFXGA292757
MHP SE
000000000
330000.00000000
PA
USD
343509.38000000
0.020016213117
Long
DBT
CORP
CY
N
2
2024-05-10
Fixed
7.75000000
N
N
N
N
N
N
MERCER INTL INC
549300Z5IAG39VRTY874
Mercer International Inc
588056AY7
1850000.00000000
PA
USD
1877750.00000000
0.109416063633
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
7.38000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) DEC20 XCBT 20201231
000000000
35.00000000
NC
USD
-10973.03000000
-0.00063939595
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
5 Year US Treasury Note
FVZ0 Comdty
2020-12-31
4406754.28000000
USD
-10973.03000000
N
N
N
IHS Markit Ltd
549300HLPTRASHS0E726
IHS Markit Ltd
44962LAB3
5675000.00000000
PA
USD
6400038.00000000
0.372928752532
Long
DBT
CORP
BM
N
2
2025-02-15
Fixed
4.75000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BL0
3300000.00000000
PA
USD
3221625.00000000
0.187723352951
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.50000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI FUT DEC20 XCME 20201218
000000000
417.00000000
NC
USD
-2020606.13000000
-0.11774025770
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
E-mini S&P 500 Index
ESZ0 Index
2020-12-18
70089601.13000000
USD
-2020606.13000000
N
N
N
Eli Lilly and Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly and Co
532457108
84973.00000000
NS
USD
11085577.58000000
0.645954073711
Long
EC
CORP
US
N
1
N
N
N
Cemex SAB de CV
549300RIG2CXWN6IV731
Cemex SAB de CV
000000000
230000.00000000
PA
USD
243340.00000000
0.014179366222
Long
DBT
CORP
MX
N
2
2026-04-16
Fixed
7.75000000
N
N
N
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAJ1
1301000.00000000
PA
USD
1408332.50000000
0.082063213120
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
5.13000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR214877 IRS USD R V 03MLIBOR 1 CCPVANILLA / Short: BR214877 IRS USD P F 1.25000 2 CCPVANILLA
000000000
10000.00000000
OU
Notional Amount
USD
190.71000000
0.000011112628
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2050-12-16
0.00000000
USD
-466.05000000
USD
10000.00000000
USD
656.76000000
N
N
N
TECPETROL S.A.
529900C0GOV3UC7ZMZ16
Tecpetrol SA
000000000
770000.00000000
PA
USD
705271.88000000
0.041096031368
Long
DBT
CORP
AR
N
2
2022-12-12
Fixed
4.88000000
N
N
N
N
N
N
AMS AG
5299001JPPT2QFTV5D76
ams AG
03217CAA4
1682000.00000000
PA
USD
1780817.50000000
0.103767828997
Long
DBT
CORP
AT
N
2
2025-07-31
Fixed
7.00000000
N
N
N
N
N
N
STERICYCLE INC
B8PTJH2P0AXSWSMP2136
Stericycle Inc
858912AF5
1950000.00000000
PA
USD
2028000.00000000
0.118171096817
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
5.38000000
N
N
N
N
N
N
Ensign Drilling Inc
549300MJ7RLJKQNMN618
Ensign Drilling Inc
29359NAA3
1400000.00000000
PA
USD
483000.00000000
0.028144299685
Long
DBT
CORP
CA
N
2
2024-04-15
Fixed
9.25000000
N
N
N
N
N
N
GLENCORE FINANCE CANADA
5493005TTO0UJ33KCK70
Glencore Finance Canada Ltd
98417EAR1
3000000.00000000
PA
USD
3426690.00000000
0.199672443665
Long
DBT
CORP
CA
N
2
2042-10-25
Fixed
5.55000000
N
N
N
N
N
N
Camelot U.S. Acquisition 1 Co.
N/A
Camelot U.S. Acquisition 1 Co. 2020 Incremental Term Loan B
000000000
2000000.00000000
PA
USD
1975840.00000000
0.115131745530
Long
LON
CORP
US
N
2
2026-10-30
Floating
4.00000000
N
N
N
N
N
N
DIGICEL GROUP 0.5 LTD
N/A
Digicel Group 0.5 Ltd
25381YAB7
603257.00000000
PA
USD
205295.90000000
0.011962545204
Long
DBT
CORP
BM
N
2
2025-04-01
Fixed
8.00000000
N
N
Y
N
N
N
CENOVUS ENERGY INC
549300EIRQ0Z2B9C1W06
Cenovus Energy Inc
15135UAS8
1780000.00000000
PA
USD
1876351.40000000
0.109334567531
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
5.38000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RDR0
3000000.00000000
PA
USD
3735060.00000000
0.217641093136
Long
DBT
CORP
US
N
2
2037-03-01
Fixed
5.25000000
N
N
N
N
N
N
MASONITE INTERNATIONAL C
549300H0H07ZFT4JYM32
Masonite International Corp
575385AD1
2075000.00000000
PA
USD
2209875.00000000
0.128768911528
Long
DBT
CORP
CA
N
2
2028-02-01
Fixed
5.38000000
N
N
N
N
N
N
Rio Tinto PLC
213800YOEO5OQ72G2R82
Rio Tinto PLC
767204100
162275.00000000
NS
USD
9212351.75000000
0.536801632430
Long
EC
CORP
GB
N
1
N
N
N
Cisco Systems Inc
8E6NF1YAL0WT6CWXXV93
Cisco Systems Inc
17275R102
359330.00000000
NS
USD
12899947.00000000
0.751676965424
Long
EC
CORP
US
N
1
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CV0
1464000.00000000
PA
USD
1614442.10000000
0.094073172438
Long
DBT
CORP
US
N
2
2023-04-21
Fixed
8.50000000
N
N
N
N
N
N
Cenovus Energy Inc
549300EIRQ0Z2B9C1W06
Cenovus Energy Inc
15135UAJ8
1412000.00000000
PA
USD
1433052.92000000
0.083503666348
Long
DBT
CORP
CA
N
2
2023-09-15
Fixed
3.80000000
N
N
N
N
N
N
Altice Financing SA
549300DIYGW8HVDF7Q17
Altice Financing SA
000000000
200000.00000000
PA
USD
208750.00000000
0.012163814822
Long
DBT
CORP
LU
N
2
2026-05-15
Fixed
7.50000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AE1
502000.00000000
PA
USD
533375.00000000
0.031079639430
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.88000000
N
N
N
N
N
N
21Vianet Group Inc
529900672GYJQ3T38I58
21Vianet Group Inc
000000000
400000.00000000
PA
USD
408625.00000000
0.023810485422
Long
DBT
CORP
KY
N
2
2021-10-15
Fixed
7.88000000
N
N
N
N
N
N
SPECIALTY BUILDING PRODU
N/A
Specialty Building Products Holdings LLC / SBP Finance Corp
84749AAA5
3446000.00000000
PA
USD
3514920.00000000
0.204813585614
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
6.38000000
N
N
N
N
N
N
AMC Networks Inc
549300VGG9K75226LR46
AMC Networks Inc
00164VAE3
1800000.00000000
PA
USD
1800000.00000000
0.104885588891
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
4.75000000
N
N
N
N
N
N
Zimmer Biomet Holdings Inc
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956P102
57506.00000000
NS
USD
7596542.60000000
0.442648802300
Long
EC
CORP
US
N
1
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAA4
1075000.00000000
PA
USD
1123375.00000000
0.065458804678
Long
DBT
CORP
NL
N
2
2026-08-15
Fixed
5.50000000
N
N
N
N
N
N
BROADCOM CRP / CAYMN FI
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAH2
3925000.00000000
PA
USD
4333592.50000000
0.252517445210
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.88000000
N
N
N
N
N
N
Reynolds Group Holdings Inc.
5493002QNV81KCX40V06
Reynolds Group Holdings Inc. USD 2017 Term Loan
76173FAU1
1115652.10000000
PA
USD
1093495.25000000
0.063717718470
Long
LON
CORP
US
N
2
2023-02-05
Floating
2.90000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAG5
1800000.00000000
PA
USD
1827000.00000000
0.106458872724
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
TRANSATLANTIC HOLDINGS
RN37QJVS1BV19MNIC295
Transatlantic Holdings Inc
893521AB0
75000.00000000
PA
USD
115588.50000000
0.006735315495
Long
DBT
CORP
US
N
2
2039-11-30
Fixed
8.00000000
N
N
N
N
N
N
Merrill Lynch Alternative Note Asset
N/A
Merrill Lynch Alternative Note Asset Trust Series 2007-OAR3
59024JAA4
206955.67000000
PA
USD
183271.66000000
0.010679197770
Long
ABS-MBS
CORP
US
N
2
2047-07-25
Floating
0.34000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAA9
2200000.00000000
PA
USD
2230250.00000000
0.129956158125
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.50000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAC9
1526000.00000000
PA
USD
1533630.00000000
0.089364269828
Long
DBT
US
N
2
2025-02-15
Fixed
3.50000000
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BL2
2070000.00000000
PA
USD
558900.00000000
0.032566975350
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
8.00000000
N
N
N
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199105
48250.00000000
NS
USD
10900157.50000000
0.635149687998
Long
EC
CORP
US
N
1
N
N
N
Intelsat Jackson Holdings S.A.
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings S.A. 2020 DIP Term Loan
000000000
1482445.93000000
PA
USD
1504682.62000000
0.087677512607
Long
LON
CORP
LU
N
2
2022-07-13
Floating
6.50000000
N
N
N
N
N
N
AERCAP HOLDINGS NV
549300SZYINBBLJQU475
AerCap Holdings NV
00774YAA7
1825000.00000000
PA
USD
1441750.00000000
0.084010443213
Long
DBT
CORP
NL
N
2
2079-10-10
Fixed
5.88000000
N
N
N
N
N
N
TURK SISE VE CAM FABRIKA
789000KWOK751Q6R8875
Turkiye Sise ve Cam Fabrikalari AS
000000000
530000.00000000
PA
USD
533809.38000000
0.031104950653
Long
DBT
CORP
TR
N
2
2026-03-14
Fixed
6.95000000
N
N
N
N
N
N
Ultimate Software Group Inc(The)
529900FKHWSTQ1GXK240
Ultimate Software Group Inc(The) 2020 Incremental Term Loan B
90385KAD3
175000.00000000
PA
USD
173797.75000000
0.010127155198
Long
LON
CORP
US
N
2
2026-05-04
Floating
4.75000000
N
N
N
N
N
N
Sotera Health Holdings, LLC
549300OVT7MBXFLOFU20
Sotera Health Holdings, LLC 2019 Term Loan
83600VAD3
1974809.16000000
PA
USD
1966574.21000000
0.114591830063
Long
LON
CORP
US
N
2
2026-12-11
Floating
5.50000000
N
N
N
N
N
N
BEACON ROOFING SUPPLY IN
549300HDXQWWCBOYXP31
Beacon Roofing Supply Inc
073685AD1
2907000.00000000
PA
USD
2852493.75000000
0.166214159321
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
4.88000000
N
N
N
N
N
N
CIKARANG LISTRINDO PT
N/A
Cikarang Listrindo Tbk PT
000000000
520000.00000000
PA
USD
532350.00000000
0.031019912914
Long
DBT
CORP
ID
N
2
2026-09-14
Fixed
4.95000000
N
N
N
N
N
N
AIR CANADA 2013-1B PTT
N/A
Air Canada 2013-1 Class B Pass Through Trust
009089AB9
1501904.83000000
PA
USD
1355889.64000000
0.079007379646
Long
DBT
CORP
CA
N
2
2021-05-15
Fixed
5.38000000
N
N
N
N
N
N
MTN MAURITIUS INVSTMENTS
2549009PQD415OQIR074
MTN Mauritius Investments Ltd
000000000
420000.00000000
PA
USD
466725.00000000
0.027195959152
Long
DBT
CORP
MU
N
2
2026-10-13
Fixed
6.50000000
N
N
N
N
N
N
SELECT MEDICAL CORP
549300X05KS0JKR8CB50
Select Medical Corp
816196AT6
1700000.00000000
PA
USD
1793500.00000000
0.104506835376
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.25000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AH0
985000.00000000
PA
USD
1051487.50000000
0.061269936471
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.25000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AH0
1350000.00000000
PA
USD
1331437.50000000
0.077582559033
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
5.00000000
N
N
N
N
N
N
Alphabet Holding Company, Inc.
5493000J3OND4HN47659
Alphabet Holding Company, Inc. 2017 2nd Lien Term Loan
18913EAD9
5000000.00000000
PA
USD
4803550.00000000
0.279901761399
Long
LON
CORP
US
N
2
2025-09-26
Floating
7.90000000
N
N
N
N
N
N
SASOL Financing USA LLC
549300XRB1PFMESFEL85
SASOL Financing USA LLC
80386WAB1
200000.00000000
PA
USD
191500.00000000
0.011158661262
Long
DBT
CORP
US
N
2
2028-09-27
Fixed
6.50000000
N
N
N
N
N
N
American Water Works Co Inc
549300DXHIJQMD5WFW18
American Water Works Co Inc
030420103
80836.00000000
NS
USD
12166626.36000000
0.708946539217
Long
EC
CORP
US
N
1
N
N
N
REALOGY GROUP/CO-ISSUER
N/A
Realogy Group LLC / Realogy Co-Issuer Corp
75606DAE1
1600000.00000000
PA
USD
1598000.00000000
0.093115095027
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
4.88000000
N
N
N
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200101
50675.00000000
NS
USD
5658370.50000000
0.329711956699
Long
EC
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) DEC20 XCBT 20201231
000000000
59.00000000
NC
USD
-1222.89000000
-0.00007125752
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
2 Year US Treasury Note
TUZ0 Comdty
2020-12-31
13030543.23000000
USD
-1222.89000000
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
Western Digital Corp
958102AM7
3000000.00000000
PA
USD
3232500.00000000
0.188357036717
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.75000000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
Lamar Media Corp
513075BR1
600000.00000000
PA
USD
598500.00000000
0.034874458306
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.75000000
N
N
N
N
N
N
Ventas Inc
ORQTRC074CWLT3DKHT41
Ventas Inc
92276F100
156463.00000000
NS
USD
6175594.61000000
0.359850487458
Long
EC
US
N
1
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251525AM3
2000000.00000000
PA
USD
1930000.00000000
0.112460659200
Long
DBT
CORP
DE
N
2
2028-05-24
Fixed
4.30000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR214876 IRS USD R V 03MLIBOR 1 CCPVANILLA / Short: BR214876 IRS USD P F 1.25000 2 CCPVANILLA
000000000
180000.00000000
OU
Notional Amount
USD
239.49000000
0.000013955027
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2040-12-16
0.00000000
USD
-7704.11000000
USD
180000.00000000
USD
7943.60000000
N
N
N
Valeant Pharmaceuticals International, Inc.
B3BS7ACMDUWISF18KY76
Valeant Pharmaceuticals International Inc 2018 Term Loan B
C9413PAZ6
6616682.64000000
PA
USD
6454044.58000000
0.376075703614
Long
LON
CORP
CA
N
2
2025-06-02
Floating
3.15000000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410GAC8
2637000.00000000
PA
USD
2676555.00000000
0.155962248541
Long
DBT
US
N
2
2027-02-15
Fixed
3.88000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AZ7
12000000.00000000
PA
USD
16231920.00000000
0.945830271133
Long
DBT
CORP
US
N
2
2035-10-23
Fixed
6.38000000
N
N
N
N
N
N
TERRIER MEDIA BUYER INC
N/A
Terrier Media Buyer Inc
88146LAA1
2850000.00000000
PA
USD
2914125.00000000
0.169805398182
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
8.88000000
N
N
N
N
N
N
ELEMENT SOLUTIONS INC
549300FLGN6P5CU20J91
Element Solutions Inc
28618MAA4
651000.00000000
PA
USD
647745.00000000
0.037743953209
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.88000000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp
65342RAD2
3400000.00000000
PA
USD
3289500.00000000
0.191678413699
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.88000000
N
N
N
N
N
N
TE Connectivity Ltd
894500ZRIX9K13RHXR17
TE Connectivity Ltd
000000000
58127.00000000
NS
USD
5631343.76000000
0.328137114732
Long
EC
CORP
CH
N
1
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAJ9
1055000.00000000
PA
USD
1173518.70000000
0.068380666624
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.20000000
N
N
N
N
N
N
J2 GLOBAL
5493008OJYGLHD7MXA18
J2 Global Inc
48123VAF9
2920000.00000000
PA
USD
2949200.00000000
0.171849210421
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.63000000
N
N
N
N
N
N
PARK AEROSPACE HOLDINGS
635400CPI3EOIFF6OC33
Park Aerospace Holdings Ltd
70014LAA8
2235000.00000000
PA
USD
2302050.00000000
0.134139927726
Long
DBT
CORP
KY
N
2
2022-08-15
Fixed
5.25000000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
67109.00000000
NS
USD
9200643.90000000
0.536119418684
Long
EC
CORP
US
N
1
N
N
N
SS&C Technologies Inc.
549300KY09TR3J12JU49
SS&C Technologies Inc. 2018 Term Loan B3
78466DBD5
1699916.55000000
PA
USD
1649990.00000000
0.096144540452
Long
LON
CORP
US
N
2
2025-04-16
Floating
1.90000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550AQ9
7000000.00000000
PA
USD
9414300.00000000
0.548569110834
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
7.30000000
N
N
N
N
N
N
ITAU UNIBANCO HLDG SA/KY
5493002W2IVG62O3ZJ94
Itau Unibanco Holding SA/Cayman Island
000000000
500000.00000000
PA
USD
476937.50000000
0.027791039195
Long
DBT
CORP
BR
N
2
2022-12-12
Fixed
6.13000000
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508104
75921.00000000
NS
USD
10977417.39000000
0.639651604143
Long
EC
CORP
US
N
1
N
N
N
CORNERSTONE BUILDING
549300IW41QEWQ6T0H29
Cornerstone Building Brands Inc
72431PAA0
2780000.00000000
PA
USD
2884250.00000000
0.168064588755
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
8.00000000
N
N
N
N
N
N
SUNOCO LP/FINANCE CORP
N/A
Sunoco LP / Sunoco Finance Corp
86765LAL1
545000.00000000
PA
USD
547725.00000000
0.031915810653
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.50000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co/The
254687106
51559.00000000
NS
USD
6251528.75000000
0.364275152453
Long
EC
CORP
US
N
1
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353108
98298.00000000
NS
USD
4930627.68000000
0.287306548789
Long
EC
CORP
GB
N
1
N
N
N
SUMMIT MATERIALS LLC/FIN
N/A
Summit Materials LLC / Summit Materials Finance Corp
86614RAN7
1213000.00000000
PA
USD
1249390.00000000
0.072801669947
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.25000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAT4
8000000.00000000
PA
USD
8430000.00000000
0.491214174641
Long
DBT
CORP
IT
N
2
2024-06-26
Fixed
5.02000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AV1
1250000.00000000
PA
USD
1343750.00000000
0.078300005596
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
6.50000000
N
N
N
N
N
N
M&T Bank Corp
549300WYXDDBYRASEG81
M&T Bank Corp
55261F104
87013.00000000
NS
USD
9012806.54000000
0.525174178618
Long
EC
CORP
US
N
1
N
N
N
CENTURYLINK INC
8M3THTGWLTYZVE6BBY25
CenturyLink Inc
156700BB1
1450000.00000000
PA
USD
1482625.00000000
0.086392220127
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.13000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
369604BQ5
4477000.00000000
PA
USD
3658738.71000000
0.213193868999
Long
DBT
CORP
US
N
2
2021-01-21
Fixed
5.00000000
N
N
N
N
N
N
Entercom Media Corp
549300S5JUSXRHNCHD80
Entercom Media Corp
29365DAA7
4250000.00000000
PA
USD
3676250.00000000
0.214214247867
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
6.50000000
N
N
N
N
N
N
GFL Environmental Inc
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAE4
858000.00000000
PA
USD
937407.90000000
0.054622544235
Long
DBT
CORP
CA
N
2
2027-05-01
Fixed
8.50000000
N
N
N
N
N
N
BANIJAY ENTERTAINMENT
969500CE0IE2EZ5VBG13
Banijay Entertainment SASU
060335AA4
1800000.00000000
PA
USD
1824750.00000000
0.106327765738
Long
DBT
CORP
FR
N
2
2025-03-01
Fixed
5.38000000
N
N
N
N
N
N
Cenovus Energy Inc
549300EIRQ0Z2B9C1W06
Cenovus Energy Inc
15135UAG4
153000.00000000
PA
USD
151636.77000000
0.008835839955
Long
DBT
CORP
CA
N
2
2022-08-15
Fixed
3.00000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JJ7
1470000.00000000
PA
USD
1324690.50000000
0.077189412884
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.50000000
N
N
N
N
N
N
NGPL PipeCo LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62912XAE4
1315000.00000000
PA
USD
1364930.55000000
0.079534191407
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
4.38000000
N
N
N
N
N
N
Ingevity Corp
5493009UTFC4B5IMGF87
Ingevity Corp
45688CAA5
2775000.00000000
PA
USD
2827031.25000000
0.164730465261
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
4.50000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AV9
1430000.00000000
PA
USD
1433575.00000000
0.083534087830
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.13000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
58516.00000000
NS
USD
15606802.36000000
0.909404809023
Long
EC
CORP
US
N
1
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AD3
550000.00000000
PA
USD
558937.50000000
0.032569160467
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.50000000
N
N
N
N
N
N
Banff Merger Sub Inc
5493006T045HLTF7YX04
Banff Merger Sub Inc 2018 USD Term Loan B
05988HAB3
4924098.05000000
PA
USD
4778147.78000000
0.278421579842
Long
LON
CORP
US
N
2
2025-10-02
Floating
4.40000000
N
N
N
N
N
N
Starfruit Finco B.V
549300K7VB5G6LULFT41
Starfruit Finco B.V 2018 USD Term Loan B
000000000
2878963.13000000
PA
USD
2783957.35000000
0.162220558946
Long
LON
CORP
NL
N
2
2025-10-01
Floating
3.15000000
N
N
N
N
N
N
GRUPO AVAL LTD
549300J4FW1ELLQ80113
Grupo Aval Ltd
40053FAC2
340000.00000000
PA
USD
330225.00000000
0.019242135328
Long
DBT
CORP
KY
N
2
2030-02-04
Fixed
4.38000000
N
N
N
N
N
N
ACRISURE LLC / FIN INC
N/A
Acrisure LLC / Acrisure Finance Inc
00489LAD5
1550000.00000000
PA
USD
1716625.00000000
0.100027346683
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
10.13000000
N
N
N
N
N
N
Oilflow SPV 1 DAC
549300CURKY3LWFK9I24
Oilflow SPV 1 DAC
000000000
496942.21000000
PA
USD
483276.30000000
0.028160399623
Long
DBT
CORP
IE
N
2
2022-01-13
Fixed
12.00000000
N
N
N
N
N
N
Adient US LLC
213800SOTRCDGZUHL712
Adient US LLC Term Loan B
00687MAB7
1945436.86000000
PA
USD
1915282.59000000
0.111603079080
Long
LON
CORP
US
N
2
2024-05-06
Floating
4.49000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818108
36788.00000000
NS
USD
6518465.72000000
0.379829508728
Long
EC
CORP
US
N
1
N
N
N
SINCLAIR TELEVISION GROU
549300CQGEN0CH65UD62
Sinclair Television Group Inc
829259AU4
2100000.00000000
PA
USD
2079000.00000000
0.121142855169
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.88000000
N
N
N
N
N
N
ARD FINANCE SA
6354006P6QPGGPVJW880
ARD Finance SA
000000000
1850000.00000000
PA
2081044.50000000
0.121261987717
Long
DBT
CORP
LU
N
2
2027-06-30
Variable
5.00000000
N
N
Y
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAK1
1306000.00000000
PA
USD
1325590.00000000
0.077241826543
Long
DBT
US
N
2
2025-06-15
Fixed
4.63000000
N
N
N
N
N
N
UNITED BANK FOR AFRICA P
0292002067E3RH4D8768
United Bank for Africa PLC
000000000
470000.00000000
PA
USD
467209.38000000
0.027224183864
Long
DBT
CORP
NG
N
2
2022-06-08
Fixed
7.75000000
N
N
N
N
N
N
UNIVAR SOLUTIONS USA INC
5493008FTB9VZW6CVA82
Univar Solutions USA Inc/Washington
91337CAA4
3200000.00000000
PA
USD
3316000.00000000
0.193222562646
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.13000000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
137856.00000000
NS
USD
9580992.00000000
0.558282215602
Long
EC
CORP
US
N
1
N
N
N
LLPL Capital Pte Ltd
254900VXZ8FXTUQNON22
LLPL Capital Pte Ltd
000000000
431940.00000000
PA
USD
495786.13000000
0.028889344560
Long
DBT
CORP
SG
N
2
2039-02-04
Fixed
6.88000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CD2
1170000.00000000
PA
USD
1319818.50000000
0.076905522556
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.35000000
N
N
N
N
N
N
Antero Resources Corp
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674XAC0
6500000.00000000
PA
USD
5996250.00000000
0.349400117994
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
5.13000000
N
N
N
N
N
N
Curo Group Holdings Corp
54930007KH8KCGJ4YE72
Curo Group Holdings Corp
23131LAA5
2125000.00000000
PA
USD
1753125.00000000
0.102154193347
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
8.25000000
N
N
N
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
600814AR8
410000.00000000
PA
USD
415637.50000000
0.024219102196
Long
DBT
CORP
LU
N
2
2031-04-27
Fixed
4.50000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBJ3
2000000.00000000
PA
USD
2280000.00000000
0.132855079262
Long
DBT
CORP
US
N
2
2034-11-14
Fixed
5.40000000
N
N
N
N
N
N
AMERIGAS PART/FIN CORP
N/A
AmeriGas Partners LP / AmeriGas Finance Corp
030981AJ3
4125000.00000000
PA
USD
4516875.00000000
0.263197274624
Long
DBT
CORP
US
N
2
2026-08-20
Fixed
5.88000000
N
N
N
N
N
N
Kaisa Group Holdings Ltd
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
320000.00000000
PA
USD
324200.00000000
0.018891059954
Long
DBT
CORP
KY
N
2
2021-02-26
Fixed
11.75000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAK6
3000000.00000000
PA
USD
3759300.00000000
0.219053552399
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.60000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
81761LAA0
623000.00000000
PA
USD
652357.63000000
0.038012730105
Long
DBT
US
N
2
2025-09-15
Fixed
7.50000000
N
N
N
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAC2
1300000.00000000
PA
USD
1300000.00000000
0.075750703088
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
6.88000000
N
N
N
N
N
N
Goldman Sachs Emerging Markets Equity Fund
BWG4TKY1KCT8ICDTBC46
Goldman Sachs Emerging Markets Equity Fund
38147X226
2515.71000000
NS
USD
64527.96000000
0.003760029491
Long
EC
RF
US
N
1
N
N
N
IRB HOLDING CORP
549300HVW4WNWYBXN830
IRB Holding Corp
44988MAC9
1099000.00000000
PA
USD
1167687.50000000
0.068040883932
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.00000000
N
N
N
N
N
N
LABL ESCROW ISSUER LLC
N/A
LABL Escrow Issuer LLC
50168AAB6
1750000.00000000
PA
USD
1837500.00000000
0.107070705326
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
6.75000000
N
N
N
N
N
N
Ceridian HCM Holding Inc.
549300T64GVCHFJ8L449
Ceridian HCM Holding Inc. 2018 Term Loan B
15677GAF1
2940000.00000000
PA
USD
2838011.40000000
0.165370276094
Long
LON
CORP
US
N
2
2025-04-30
Floating
2.60000000
N
N
N
N
N
N
ARCOR SAIC
529900B2ROYOJG45VO88
Arcor SAIC
000000000
110000.00000000
PA
USD
102128.13000000
0.005950982809
Long
DBT
CORP
AR
N
2
2023-07-06
Fixed
6.00000000
N
N
N
N
N
N
Hoya Midco, LLC
549300LK73TSUP0YKH27
Hoya Midco, LLC 2017 1st Lien Term Loan
44325HAB4
7582423.02000000
PA
USD
6356572.69000000
0.370396038845
Long
LON
CORP
US
N
2
2024-06-30
Floating
4.50000000
N
N
N
N
N
N
DNO ASA
5967007LIEEXZXH3K072
DNO ASA
000000000
420000.00000000
PA
USD
363300.00000000
0.021169408024
Long
DBT
CORP
NO
N
2
2024-05-29
Fixed
8.38000000
N
N
N
N
N
N
XEROX HOLDINGS CORP
5493000Y33XDVO2CXC18
Xerox Holdings Corp
98421MAA4
1055000.00000000
PA
USD
1044450.00000000
0.060859862954
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
5.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
1652000.00000000
PA
USD
1937250.84000000
0.112883163991
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.81000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CAX7
3000000.00000000
PA
USD
3710190.00000000
0.216191923916
Long
DBT
CORP
US
N
2
2035-10-15
Fixed
6.20000000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AQ4
2801000.00000000
PA
USD
2597927.50000000
0.151380642074
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.95000000
N
N
N
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
000000000
520000.00000000
PA
USD
445948.78000000
0.025985333558
Long
DBT
CORP
MX
N
2
2046-10-31
Fixed
5.50000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BD2
2675000.00000000
PA
USD
2886860.00000000
0.168216672859
Long
DBT
CORP
GB
N
2
2023-09-12
Fixed
3.88000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SR214871 IRS USD R F .75000 2 CCPVANILLA / Short: SR214871 IRS USD P V 03MLIBOR 1 CCPVANILLA
000000000
3620000.00000000
OU
Notional Amount
USD
36377.38000000
0.002119701624
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2022-12-16
38027.12000000
USD
0.00000000
USD
3620000.00000000
USD
-1649.74000000
N
N
N
BURLINGTON COAT FACTORY
549300SIFDMGE3Y2SW49
Burlington Coat Factory Warehouse Corp
121579AH9
684000.00000000
PA
USD
718200.00000000
0.041849349967
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
6.25000000
N
N
N
N
N
N
WR GRACE & CO-CONN
549300GJVOEHHLSO6K25
WR Grace & Co-Conn
383909AG3
2938000.00000000
PA
USD
3055520.00000000
0.178044452538
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
4.88000000
N
N
N
N
N
N
SIX FLAGS ENTERTAINMENT
549300JYTDUAA4JQ3717
Six Flags Entertainment Corp
83001AAC6
3780000.00000000
PA
USD
3496500.00000000
0.203740256421
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
Eskom Holdings SOC Ltd
3789001900ED06F65111
Eskom Holdings SOC Ltd
000000000
200000.00000000
PA
USD
196062.50000000
0.011424517095
Long
DBT
CORP
ZA
N
2
2021-01-26
Fixed
5.75000000
N
N
N
N
N
N
Terrier Media Buyer, Inc.
N/A
Terrier Media Buyer, Inc. Term Loan B
88145LAB0
1191000.00000000
PA
USD
1157509.08000000
0.067447789723
Long
LON
CORP
US
N
2
2026-12-17
Floating
4.40000000
N
N
N
N
N
N
ARD FINANCE SA
6354006P6QPGGPVJW880
ARD Finance SA
00191AAD8
3950000.00000000
PA
USD
4004312.50000000
0.233330374815
Long
DBT
CORP
LU
N
2
2027-06-30
Variable
6.50000000
N
N
Y
N
N
N
REALOGY GROUP/CO-ISSUER
N/A
Realogy Group LLC / Realogy Co-Issuer Corp
75606DAJ0
748000.00000000
PA
USD
790075.00000000
0.046037489801
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.63000000
N
N
N
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International Inc
609207105
91816.00000000
NS
USD
4877265.92000000
0.284197171222
Long
EC
CORP
US
N
1
N
N
N
BANCO SANTANDER MEXICO
SCRYQ25DTVRHYYMM6P89
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand
05969BAD5
250000.00000000
PA
USD
279687.50000000
0.016297326746
Long
DBT
CORP
MX
N
2
2025-04-17
Fixed
5.38000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAP0
6000000.00000000
PA
USD
6202500.00000000
0.361418258388
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.50000000
N
N
N
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAF2
4269000.00000000
PA
USD
4866660.00000000
0.283579166685
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.88000000
N
N
N
N
N
N
TELECOM ITALIA CAPITAL
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAV0
1000000.00000000
PA
USD
1361250.00000000
0.079319726599
Long
DBT
CORP
LU
N
2
2038-06-04
Fixed
7.72000000
N
N
N
N
N
N
QUICKEN LOANS LLC/QUICKN
N/A
Quicken Loans LLC / Quicken Loans Co-Issuer Inc
74841CAB7
1717000.00000000
PA
USD
1690935.94000000
0.098530451024
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.88000000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887CJ6
3200000.00000000
PA
USD
3413536.00000000
0.198905963090
Long
DBT
CORP
US
N
2
2030-05-20
Fixed
2.82000000
N
N
N
N
N
N
IRB Holding Corp
549300HVW4WNWYBXN830
IRB Holding Corp
44988MAA3
2710000.00000000
PA
USD
2716775.00000000
0.158305858755
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.75000000
N
N
N
N
N
N
MPH ACQUISITION HOLDINGS
5493002WXOPRPTXWTU06
MPH Acquisition Holdings LLC
553283AC6
3585000.00000000
PA
USD
3522262.50000000
0.205241431412
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
5.75000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
000000000
530000.00000000
PA
USD
522050.00000000
0.030419734267
Long
DBT
CORP
MX
N
2
2033-01-18
Fixed
5.13000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR214852 IRS EUR R V 06MLIBOR CCPVANILLA / Short: BR214852 IRS EUR P F .00000 CCPVANILLA
000000000
530000.00000000
OU
Notional Amount
-663.56000000
-0.00003866548
N/A
DIR
ER
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-12-16
662.24000000
EUR
0.00000000
EUR
530000.00000000
EUR
-1445.90000000
N
N
N
Mauser Packaging Solut
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co
12429TAD6
2150000.00000000
PA
USD
2150000.00000000
0.125280008953
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
5.50000000
N
N
N
N
N
N
Hudson Pacific Properties Inc
N/A
Hudson Pacific Properties Inc
444097109
162846.00000000
NS
USD
3136413.96000000
0.182758125112
Long
EC
US
N
1
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAL7
4000000.00000000
PA
USD
4164760.00000000
0.242679613995
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.25000000
N
N
N
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
Eaton Corp PLC
000000000
107644.00000000
NS
USD
11172370.76000000
0.651011492487
Long
EC
CORP
IE
N
1
N
N
N
ANADOLU EFES
7890006LGARYVIPOJX03
Anadolu Efes Biracilik Ve Malt Sanayii AS
000000000
350000.00000000
PA
USD
349343.75000000
0.020356180524
Long
DBT
CORP
TR
N
2
2022-11-01
Fixed
3.38000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDL2
2827000.00000000
PA
USD
2794970.09000000
0.162862268790
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.80000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) DEC20 XCBT 20201221
000000000
11.00000000
NC
USD
-30280.89000000
-0.00176446054
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury Long Bond
USZ0 Comdty
2020-12-21
1922624.64000000
USD
-30280.89000000
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807102
27002.00000000
NS
USD
7825719.64000000
0.456002896078
Long
EC
CORP
US
N
1
N
N
N
NORTONLIFELOCK INC
YF6ZV0M6AU4FY94MK914
NortonLifeLock Inc
871503AU2
4000000.00000000
PA
USD
4060000.00000000
0.236575272721
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.00000000
N
N
N
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
053484101
31086.00000000
NS
USD
4324995.18000000
0.252016481337
Long
EC
US
N
1
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
CommScope Inc
20338QAD5
1100000.00000000
PA
USD
1138500.00000000
0.066340134973
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.00000000
N
N
N
N
N
N
PTC Inc
54930050SSMU8SKDJ030
PTC Inc
69370CAB6
4000.00000000
PA
USD
4050.00000000
0.000235992575
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.63000000
N
N
N
N
N
N
COMPANIA GENERAL COMBUST
529900ZYULFIPN299C35
Cia General de Combustibles SA
20448QAB6
560000.00000000
PA
USD
380800.00000000
0.022189129027
Long
DBT
CORP
AR
N
2
2025-03-08
Fixed
9.50000000
N
N
N
N
N
N
CENTRAL GARDEN & PET CO
5493004DVZLD37DJ0H83
Central Garden & Pet Co
153527AN6
1380000.00000000
PA
USD
1393800.00000000
0.081216407664
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.13000000
N
N
N
N
N
N
ABJA INVESTMENT CO
254900E6OE5YJ9WCCU19
ABJA Investment Co Pte Ltd
000000000
650000.00000000
PA
USD
676609.38000000
0.039425874039
Long
DBT
CORP
SG
N
2
2024-07-31
Fixed
5.95000000
N
N
N
N
N
N
ION Trading Technologies S.a.r.l.
N/A
ION Trading Technologies S.a.r.l. USD Incremental Term Loan B
000000000
1978337.15000000
PA
USD
1938038.42000000
0.112929056097
Long
LON
CORP
LU
N
2
2024-11-21
Floating
5.00000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AU0
2275000.00000000
PA
USD
2464848.75000000
0.143626173706
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397VU4
2500000.00000000
PA
USD
2552910.00000000
0.148757482631
Long
DBT
CORP
US
N
2
2021-08-02
Fixed
5.88000000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BM2
3301000.00000000
PA
USD
2393225.00000000
0.139452674152
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
7.50000000
N
N
N
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAC0
3345000.00000000
PA
USD
1388175.00000000
0.080888640199
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
6.63000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAQ4
3925000.00000000
PA
USD
4393645.00000000
0.256016690669
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
28389.00000000
NS
USD
3558845.04000000
0.207373087663
Long
EC
CORP
US
N
1
N
N
N
DCert Buyer, Inc.
549300EF826JEEUCHZ67
DCert Buyer, Inc. 2019 Term Loan B
24022KAB5
1766125.00000000
PA
USD
1727764.77000000
0.100676458537
Long
LON
CORP
US
N
2
2026-10-16
Floating
4.15000000
N
N
N
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV
67091GAC7
1250000.00000000
PA
USD
1278125.00000000
0.074476051834
Long
DBT
CORP
NL
N
2
2024-11-01
Fixed
5.25000000
N
N
N
N
N
N
AKBANK TAS
789000TUMN63Z28TJ497
Akbank T.A.S.
000000000
320000.00000000
PA
USD
290200.00000000
0.016909887720
Long
DBT
CORP
TR
N
2
2027-03-16
Fixed
7.20000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAQ4
300000.00000000
PA
USD
340563.00000000
0.019844528227
Long
DBT
US
N
2
2050-07-01
Fixed
4.15000000
N
N
N
N
N
N
Travelport Finance (Luxembourg) S.a.r.l.
2221005SGFWYZHL40F77
Travelport Finance (Luxembourg) S.a.r.l. 2020 Super Priority Term Loan
000000000
1661970.94000000
PA
USD
1564629.30000000
0.091170591959
Long
LON
CORP
LU
N
2
2025-02-28
Floating
9.00000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MBB7
1318000.00000000
PA
USD
1079787.32000000
0.062918960519
Long
DBT
US
N
2
2029-10-01
Fixed
4.95000000
N
N
N
N
N
N
SS&C European Holdings Sarl
549300KY09TR3J12JU49
SS&C European Holdings Sarl 2018 Term Loan B4
78466DBE3
1194309.80000000
PA
USD
1159232.92000000
0.067548237487
Long
LON
CORP
LU
N
2
2025-04-16
Floating
1.90000000
N
N
N
N
N
N
PROVIDENCE SERVICE CORP
549300EFZIFW7F7I0Q28
Providence Service Corp/The
743815AE2
751000.00000000
PA
USD
766958.75000000
0.044690511194
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
5.88000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)DEC20 XCBT 20201221
000000000
67.00000000
NC
USD
-63900.63000000
-0.00372347511
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
10 Year US Treasury Note
TYZ0 Comdty
2020-12-21
9318275.63000000
USD
-63900.63000000
N
N
N
Zurich Insurance Group AG
529900QVNRBND50TXP03
Zurich Insurance Group AG
989825104
172599.00000000
NS
USD
5744094.72000000
0.334707087419
Long
EC
CORP
CH
N
1
N
N
N
MINERALS TECHNOLOGIES IN
549300D3I1QU67GP6403
Minerals Technologies Inc
603158AA4
1695000.00000000
PA
USD
1741612.50000000
0.101483362601
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
eG Global Finance PLC
549300TL8Q5207VYET27
eG Global Finance PLC
28228PAA9
3800000.00000000
PA
USD
3738250.00000000
0.217826973707
Long
DBT
CORP
GB
N
2
2025-02-07
Fixed
6.75000000
N
N
N
N
N
N
Constellium SE
724500KRJEMC79KAAU28
Constellium SE
210383AG0
2100000.00000000
PA
USD
2128875.00000000
0.124049060028
Long
DBT
CORP
FR
N
2
2026-02-15
Fixed
5.88000000
N
N
N
N
N
N
ENVIVA PARTNERS LP/FIN C
N/A
Enviva Partners LP / Enviva Partners Finance Corp
29413XAD9
1400000.00000000
PA
USD
1477000.00000000
0.086064452662
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.50000000
N
N
N
N
N
N
Vizient Inc
5493007V6T3HZ7777P70
Vizient Inc
92856JAB6
580000.00000000
PA
USD
614075.00000000
0.035782009999
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
6.25000000
N
N
N
N
N
N
ADT SEC CORP
5493009JEEDYLVRA0J13
ADT Security Corp/The
00101JAH9
1850000.00000000
PA
USD
1919375.00000000
0.111841542877
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
4.13000000
N
N
N
N
N
N
H.B. FULLER CO
JSMX3Z5FOYM8V0Q52357
HB Fuller Co
40410KAA3
1060000.00000000
PA
USD
1078550.00000000
0.062846862166
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.25000000
N
N
N
N
N
N
Kosmos Energy Ltd
213800YDFJ3OT9B5P157
Kosmos Energy Ltd
000000000
500000.00000000
PA
USD
429375.00000000
0.025019583183
Long
DBT
CORP
US
N
2
2026-04-04
Fixed
7.13000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
55795.00000000
NS
USD
6073843.70000000
0.353921485171
Long
EC
CORP
US
N
1
N
N
N
SUBURBAN PROPANE PARTNRS
N/A
Suburban Propane Partners LP/Suburban Energy Finance Corp
864486AH8
550000.00000000
PA
USD
555500.00000000
0.032368858127
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.50000000
N
N
N
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
Chubb Ltd
000000000
67521.00000000
NS
USD
8771653.11000000
0.511122223330
Long
EC
CORP
CH
N
1
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAK6
308000.00000000
PA
USD
348850.04000000
0.020327412155
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.80000000
N
N
N
N
N
N
Aramark
549300MR6PG2DWZUIL39
Aramark
03852U106
248531.00000000
NS
USD
6894249.94000000
0.401726369401
Long
EC
CORP
US
N
1
N
N
N
Builders FirstSource Inc
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAM9
1507000.00000000
PA
USD
1616257.50000000
0.094178955382
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.75000000
N
N
N
N
N
N
KRATON POLYMERS LLC/CAP
N/A
Kraton Polymers LLC / Kraton Polymers Capital Corp
50077DAE4
1900000.00000000
PA
USD
1952250.00000000
0.113757161618
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.00000000
N
N
N
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
Berry Global Inc
085770AB1
2000000.00000000
PA
USD
2090000.00000000
0.121783822657
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.63000000
N
N
N
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
Ecolab Inc
278865100
21718.00000000
NS
USD
3987207.62000000
0.232333677364
Long
EC
CORP
US
N
1
N
N
N
NE Property BV
7245006AG9J70KOIJH36
NE Property BV
000000000
470000.00000000
PA
530621.85000000
0.030919214008
Long
DBT
CORP
NL
N
2
2024-11-23
Fixed
1.75000000
N
N
N
N
N
N
TITAN ACQ/CO-BORROWER
N/A
Titan Acquisition Ltd / Titan Co-Borrower LLC
88827AAA1
588000.00000000
PA
USD
588000.00000000
0.034262625704
Long
DBT
CORP
XX
N
2
2026-04-15
Fixed
7.75000000
N
N
N
N
N
N
NextEra Energy Inc
N/A
NextEra Energy Inc
65339F101
125004.00000000
NS
USD
9151542.84000000
0.533258311132
Long
EC
CORP
US
N
1
N
N
N
STATION CASINOS LLC
5493004E7Q60TX54WL62
Station Casinos LLC
857691AG4
3273000.00000000
PA
USD
3068437.50000000
0.178797152313
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAK8
450000.00000000
PA
USD
478453.50000000
0.027879376169
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
2.70000000
N
N
N
N
N
N
COUNTRY GARDEN HLDGS
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
650000.00000000
PA
USD
699968.75000000
0.040787019194
Long
DBT
CORP
KY
N
2
2024-04-08
Fixed
6.50000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
590000.00000000
PA
675548.00000000
0.039364027669
Long
DBT
NUSS
EG
N
2
2025-04-11
Fixed
4.75000000
N
N
N
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857LAR9
2850000.00000000
PA
USD
3371407.50000000
0.196451145017
Long
DBT
CORP
US
N
2
2030-04-13
Fixed
4.63000000
N
N
N
N
N
N
VEDANTA RESOURCES
8945002DGA3BBXO3N634
Vedanta Resources Finance II PLC
92243XAA9
200000.00000000
PA
USD
125250.00000000
0.007298288893
Long
DBT
CORP
GB
N
2
2026-04-23
Fixed
9.25000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MP3
900000.00000000
PA
USD
1067382.00000000
0.062196105356
Long
DBT
CORP
US
N
2
2031-03-31
Fixed
4.41000000
N
N
N
N
N
N
Singapore Exchange Ltd
549300IQ650PPXM76X03
Singapore Exchange Ltd
82929W105
53387.00000000
NS
USD
4964991.00000000
0.289308891597
Long
EC
CORP
SG
N
1
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162100
30337.00000000
NS
USD
6581308.78000000
0.383491359481
Long
EC
CORP
US
N
1
N
N
N
Banff Merger Sub Inc
549300DSDR5SWIGOZV63
Banff Merger Sub Inc
05988LAA6
1000000.00000000
PA
USD
1050000.00000000
0.061183260186
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
9.75000000
N
N
N
N
N
N
Mauser Packaging Solut
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co
12429TAE4
965000.00000000
PA
USD
931225.00000000
0.054262268064
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.25000000
N
N
N
N
N
N
TURKIYE VAKIFLAR BANKASI
789000KAIHOLSQKQ9858
Turkiye Vakiflar Bankasi TAO
000000000
200000.00000000
PA
USD
192125.00000000
0.011195079869
Long
DBT
CORP
TR
N
2
2022-11-01
Fixed
6.00000000
N
N
N
N
N
N
Brookfield Property REIT Inc.
N/A
Brookfield Property REIT Inc. Term Loan A2
11283HAF4
2037889.71000000
PA
USD
1781462.05000000
0.103805386778
Long
LON
CORP
US
N
2
2023-08-28
Floating
3.15000000
N
N
N
N
N
N
INGEVITY CORP
5493009UTFC4B5IMGF87
Ingevity Corp
45688CAB3
1305000.00000000
PA
USD
1327837.50000000
0.077372787855
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
3.88000000
N
N
N
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
Aramark Services Inc
038522AR9
620000.00000000
PA
USD
647900.00000000
0.037752985023
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.38000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AS8
1525000.00000000
PA
USD
1563260.73000000
0.091090845698
Long
DBT
CORP
IT
N
2
2035-06-30
Fixed
5.46000000
N
N
N
N
N
N
CSC Holdings, LLC
3HG2WD2W22M120IUNG49
CSC Holdings, LLC 2017 Term Loan B1
64072UAE2
1694027.37000000
PA
USD
1632009.03000000
0.095096793437
Long
LON
CORP
US
N
2
2025-07-17
Floating
2.40000000
N
N
N
N
N
N
Getty Images Inc
5493005NV20IG4VEKZ40
Getty Images Inc
374276AJ2
250000.00000000
PA
USD
252500.00000000
0.014713117330
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
9.75000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KM2
1890000.00000000
PA
USD
2107350.00000000
0.122794803194
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.25000000
N
N
N
N
N
N
DIGICEL GROUP 0.5 LTD
N/A
Digicel Group 0.5 Ltd
25381YAC5
99648.00000000
PA
USD
12206.88000000
0.000711292109
Long
DBT
CORP
BM
N
2
2020-11-16
Fixed
7.00000000
N
N
Y
N
N
Digicel Group One Ltd
Digicel Group One Ltd
USD
XXXX
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05971PAA6
680000.00000000
PA
USD
677450.00000000
0.039474856774
Long
DBT
CORP
MX
N
2
2024-09-27
Fixed
6.75000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBE7
1085000.00000000
PA
USD
1117550.00000000
0.065119383258
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.63000000
N
N
N
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
45824TBA2
3000000.00000000
PA
USD
1856250.00000000
0.108163263544
Long
DBT
CORP
LU
N
2
2024-10-15
None
0.00000000
Y
N
N
N
N
N
PIKE CORP
549300P4EKEP6HK0NC58
Pike Corp
721283AA7
4245000.00000000
PA
USD
4340512.50000000
0.252920672029
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.50000000
N
N
N
N
N
N
AVIENT CORP
SM8L9RZYIB34LNTWO040
Avient Corp
73179PAM8
1953000.00000000
PA
USD
2055532.50000000
0.119775409304
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
5.75000000
N
N
N
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp
69007TAB0
360000.00000000
PA
USD
342000.00000000
0.019928261889
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.00000000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
01883LAA1
1666000.00000000
PA
USD
1749300.00000000
0.101931311471
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) DEC20 XCBT 20201231
000000000
-319.00000000
NC
USD
77175.63000000
0.004497006333
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
5 Year US Treasury Note
FVZ0 Comdty
2020-12-31
-40141581.88000000
USD
77175.63000000
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CK6
2800000.00000000
PA
USD
3013108.00000000
0.175573114985
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.75000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAP9
1473000.00000000
PA
USD
1605570.00000000
0.093556197198
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
7.25000000
N
N
N
N
N
N
EW SCRIPPS CO
549300U1OW41QPKYW028
EW Scripps Co/The
811054AG0
1875000.00000000
PA
USD
1785937.50000000
0.104066170228
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
5.13000000
N
N
N
N
N
N
AIR PRODUCTS & CHEMICALS
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals Inc
009158BA3
200000.00000000
PA
USD
207358.80000000
0.012082749916
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
2.80000000
N
N
N
N
N
N
TRI POINTE GROUP INC
N/A
TRI Pointe Group Inc
87265HAG4
413000.00000000
PA
USD
457397.50000000
0.026652447858
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.70000000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings Inc
50212YAC8
1350000.00000000
PA
USD
1383750.00000000
0.080630796460
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.63000000
N
N
N
N
N
N
EUROTORG (BONITRON DAC)
N/A
Eurotorg LLC Via Bonitron DAC
000000000
410000.00000000
PA
USD
405131.25000000
0.023606905408
Long
DBT
CORP
IE
N
2
2022-10-30
Fixed
8.75000000
N
N
N
N
N
N
Redstone Buyer LLC
DDXF51QWGHQV97O29E54
Redstone Buyer LLC Term Loan
75774EAB1
2850000.00000000
PA
USD
2823865.50000000
0.164545997732
Long
LON
CORP
US
N
2
2027-09-01
Floating
6.00000000
N
N
N
N
N
N
Intelsat Jackson Holdings S.A.
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings S.A. 2017 Term Loan B3
000000000
3000000.00000000
PA
USD
3010830.00000000
0.175440376445
Long
LON
CORP
LU
N
2
2023-11-27
Floating
8.00000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RAF6
2985000.00000000
PA
USD
3232844.55000000
0.188377113567
Long
DBT
CORP
US
N
2
2036-10-15
Fixed
6.63000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SR214873 IRS USD R F 1.00000 2 CCPVANILLA / Short: SR214873 IRS USD P V 03MLIBOR 1 CCPVANILLA
000000000
25100000.00000000
OU
Notional Amount
USD
667225.77000000
0.038879093227
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-12-16
800542.91000000
USD
0.00000000
USD
25100000.00000000
USD
-133317.14000000
N
N
N
NOBLE HOLDING INTL LTD
549300GNEZBJHMST9U32
Noble Holding International Ltd
65504LAP2
840000.00000000
PA
USD
5250.00000000
0.000305916300
Long
DBT
CORP
KY
N
2
2024-01-15
None
0.00000000
Y
N
N
N
N
N
Nokia of America Corp
529900BF8WCYOHYGIJ13
Nokia of America Corp
549463AE7
3000000.00000000
PA
USD
3240000.00000000
0.188794060004
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
6.45000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAH3
8050000.00000000
PA
USD
9864872.50000000
0.574823867501
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAG6
1800000.00000000
PA
USD
1833750.00000000
0.106852193683
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
DELPHI FINANCIAL GROUP
5493001NGT0EEYMZG011
Delphi Financial Group Inc
247131303
143849.00000000
NS
USD
3020829.00000000
0.176023015891
Long
EP
CORP
US
N
2
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HKK5
2700000.00000000
PA
USD
2661363.00000000
0.155077014171
Long
DBT
CORP
US
N
2
2021-02-01
Variable
4.05000000
N
N
N
N
N
N
CASTLE US HOLDING CORP
N/A
Castle US Holding Corp
14852LAA1
2824000.00000000
PA
USD
2668680.00000000
0.155503374090
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
9.50000000
N
N
N
N
N
N
AVAYA INC
J6LB5QIFSP2MFEFG4U76
Avaya Inc
053499AL3
3575000.00000000
PA
USD
3691187.50000000
0.215084652581
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
6.13000000
N
N
N
N
N
N
Mattel Inc
549300VELLG24KHTJ564
Mattel Inc
577081AY8
2475000.00000000
PA
USD
2462625.00000000
0.143496596302
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.15000000
N
N
N
N
N
N
MPH Acquisition Holdings LLC
5493002WXOPRPTXWTU06
MPH Acquisition Holdings LLC 2016 Term Loan B
55328HAE1
1666192.17000000
PA
USD
1642982.11000000
0.095736192303
Long
LON
CORP
US
N
2
2023-06-07
Floating
3.75000000
N
N
N
N
N
N
L BRANDS INC
GR3KVMWVCR54YWQNXU90
L Brands Inc
501797AS3
715000.00000000
PA
USD
766837.50000000
0.044683445984
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.88000000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust Inc
85571BAL9
2700000.00000000
PA
USD
2625750.00000000
0.153001852795
Long
DBT
US
N
2
2025-03-15
Fixed
4.75000000
N
N
N
N
N
N
TRI Pointe Group Inc
N/A
TRI Pointe Group Inc
87265HAF6
1850000.00000000
PA
USD
1991062.50000000
0.116018757129
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.25000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAK5
2600000.00000000
PA
USD
2704000.00000000
0.157561462423
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
6.13000000
N
N
N
N
N
N
Allegro Microsystems, Inc.
N/A
Allegro Microsystems, Inc. Term Loan
01748YAB6
950000.00000000
PA
USD
945250.00000000
0.055079501610
Long
LON
CORP
US
N
3
2027-09-30
Floating
4.75000000
N
N
N
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044101
131719.00000000
NS
USD
4242668.99000000
0.247219353048
Long
EC
CORP
US
N
1
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
680000.00000000
PA
USD
706180.00000000
0.041148947313
Long
DBT
NUSS
UA
N
2
2023-09-01
Fixed
7.75000000
N
N
N
N
N
N
1011778 B.C. Unlimited Liability Company
549300RHSHNRWI5LLA86
1011778 B.C. Unlimited Liability Company Term Loan B4
000000000
450300.74000000
PA
USD
431352.08000000
0.025134787183
Long
LON
CORP
CA
N
2
2026-11-19
Floating
1.90000000
N
N
N
N
N
N
UNIVERSAL HEALTH SVCS
549300YGMGQDO0NMJD09
Universal Health Services Inc
913903AT7
2650000.00000000
PA
USD
2748659.50000000
0.160163761288
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.00000000
N
N
N
N
N
N
Greenko Dutch BV
724500PT585P4JPVRP08
Greenko Dutch BV
000000000
690000.00000000
PA
USD
706818.75000000
0.041186167129
Long
DBT
CORP
NL
N
2
2024-07-24
Fixed
5.25000000
N
N
N
N
N
N
LD HOLDINGS GROUP LLC
N/A
LD Holdings Group LLC
521088AA2
1910000.00000000
PA
USD
1933875.00000000
0.112686454565
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
6.50000000
N
N
N
N
N
N
SS&C Technologies Inc
549300KY09TR3J12JU49
SS&C Technologies Inc
78466CAC0
850000.00000000
PA
USD
903125.00000000
0.052624887482
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311RAA4
4000000.00000000
PA
USD
3820000.00000000
0.222590527536
Long
DBT
CORP
US
N
2
2037-09-15
Fixed
6.75000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAU4
2125000.00000000
PA
USD
2425220.00000000
0.141317015495
Long
DBT
US
N
2
2029-03-15
Fixed
3.95000000
N
N
N
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp
69007TAD6
2250000.00000000
PA
USD
2289375.00000000
0.133401358371
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.25000000
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton Inc
09951LAA1
2513000.00000000
PA
USD
2563260.00000000
0.149360574767
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.88000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647AZ0
365000.00000000
PA
USD
365000.00000000
0.021268466636
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.50000000
N
N
N
N
N
N
Cincinnati Bell Inc
549300JYVZOCUJOHL272
Cincinnati Bell Inc
171871AP1
2000000.00000000
PA
USD
2062500.00000000
0.120181403938
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
7.00000000
N
N
N
N
N
N
Advanced Disposal Services Inc.
549300ML1GEF4BKIM713
Advanced Disposal Services Inc. Term Loan B3
00100UAG7
1884476.63000000
PA
USD
1878747.82000000
0.109474206377
Long
LON
CORP
US
N
2
2023-11-10
None
0.00000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBF8
3000000.00000000
PA
USD
3084870.00000000
0.179754670335
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
3.60000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAF1
4000000.00000000
PA
USD
4093760.00000000
0.238542460211
Long
DBT
US
N
2
2024-03-01
Fixed
6.38000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBE6
1450000.00000000
PA
USD
1433687.50000000
0.083540643179
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
67054KAA7
5000000.00000000
PA
USD
5218750.00000000
0.304095370570
Long
DBT
CORP
FR
N
2
2026-05-01
Fixed
7.38000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91911KAP7
4000000.00000000
PA
USD
4360000.00000000
0.254056204203
Long
DBT
CORP
CA
N
2
2025-12-15
Fixed
9.00000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HX1
0.00000000
PA
USD
0.00000000
0.000000
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BR1
1125000.00000000
PA
USD
843750.00000000
0.049165119792
Long
DBT
CORP
CA
N
2
2024-12-01
Fixed
7.50000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
36186CBY8
4000000.00000000
PA
USD
5533200.00000000
0.322418300252
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.00000000
N
N
N
N
N
N
JSM GLOBAL SARL
222100JFIJNVE1XMFY68
JSM Global Sarl
46592BAA0
200000.00000000
PA
USD
202500.00000000
0.011799628750
Long
DBT
CORP
LU
N
2
2030-10-20
Fixed
4.75000000
N
N
N
N
N
N
Vinci SA
213800WFQ334R8UXUG83
Vinci SA
927320101
255691.00000000
NS
USD
5049897.25000000
0.294256359393
Long
EC
CORP
FR
N
1
N
N
N
NOBLE HOLDING INTL LTD
549300GNEZBJHMST9U32
Noble Holding International Ltd
65504LAQ0
1975000.00000000
PA
USD
483875.00000000
0.028195285736
Long
DBT
CORP
KY
N
2
2026-02-01
None
0.00000000
Y
N
N
N
N
N
Goldman Sachs MLP Energy Infrastructure Fund
549300QNI1STTSJRLK10
Goldman Sachs MLP Energy Infrastructure Fund
38150C887
748129.67600000
NS
USD
11446384.04000000
0.666978183729
Long
EC
RF
US
N
1
N
N
N
FirstRand Bank Ltd
ZAYQDKTCATIXF9OQY690
FirstRand Bank Ltd
000000000
320000.00000000
PA
USD
328000.00000000
0.019112485086
Long
DBT
CORP
ZA
N
2
2028-04-23
Fixed
6.25000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAN9
500000.00000000
PA
USD
536406.25000000
0.031256269675
Long
DBT
CORP
NL
N
2
2115-06-05
Fixed
6.85000000
N
N
N
N
N
N
CoBank ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075QAC6
5350000.00000000
PA
USD
5618302.50000000
0.327377203490
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
6.25000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAD0
982000.00000000
PA
USD
1079875.94000000
0.062924124387
Long
DBT
CORP
XX
N
2
2030-05-01
Fixed
3.40000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057BY9
1825000.00000000
PA
USD
1870625.00000000
0.109000891511
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
4.13000000
N
N
N
N
N
N
OWENS-BROCKWAY
V2UQUCDZJ9WY98W8QU33
Owens-Brockway Glass Container Inc
69073TAR4
1750000.00000000
PA
USD
1837500.00000000
0.107070705326
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
5.88000000
N
N
N
N
N
N
COVANTA HOLDING CORP
40XIFLS8XDQGGHGPGC04
Covanta Holding Corp
22282EAJ1
670000.00000000
PA
USD
685075.00000000
0.039919163783
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
5.00000000
N
N
N
N
N
N
Cleveland-Cliffs Inc
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
18683KAM3
1038000.00000000
PA
USD
1001670.00000000
0.058367082124
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.75000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAN3
5000000.00000000
PA
USD
6761850.00000000
0.394011455136
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
8.10000000
N
N
N
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAB2
1300000.00000000
PA
USD
1387750.00000000
0.080863875546
Long
DBT
CORP
NL
N
2
2027-08-15
Fixed
8.50000000
N
N
N
N
N
N
HUB International Ltd
549300JQT6ATTUNS5E06
HUB International Ltd
44332PAD3
1760000.00000000
PA
USD
1804000.00000000
0.105118667977
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
7.00000000
N
N
N
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654105
24404.00000000
NS
USD
2892606.12000000
0.168551497959
Long
EC
CORP
US
N
1
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBR2
1910000.00000000
PA
USD
1862250.00000000
0.108512882174
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.88000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816109
34549.00000000
NS
USD
3152250.76000000
0.183680931831
Long
EC
CORP
US
N
1
N
N
N
INSTALLED BUILDING PRODU
549300I95Y9P9YM5FI86
Installed Building Products Inc
45780RAA9
800000.00000000
PA
USD
841000.00000000
0.049004877920
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.75000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SBA3
630000.00000000
PA
USD
356343.75000000
0.020764068925
Long
DBT
NUSS
LK
N
2
2024-06-28
Fixed
6.35000000
N
N
N
N
N
N
Spectrum Brands Inc
549300VU3EH2E73C1Q04
Spectrum Brands Inc
84762LAU9
1800000.00000000
PA
USD
1851750.00000000
0.107901049572
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.75000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BN8
8870000.00000000
PA
USD
9926771.80000000
0.578430725574
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
5.00000000
N
N
N
N
N
N
TEGNA INC
549300YC5EDBGX85AO10
TEGNA Inc
87901JAE5
2300000.00000000
PA
USD
2265500.00000000
0.132010167574
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.63000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BU4
2950000.00000000
PA
USD
2883625.00000000
0.168028170148
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.75000000
N
N
N
N
N
N
PetSmart Inc
N/A
PetSmart Inc
716768AC0
2800000.00000000
PA
USD
2842000.00000000
0.165602690905
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.88000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAR0
1800000.00000000
PA
USD
1849500.00000000
0.107769942586
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.38000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAN9
3500000.00000000
PA
USD
3880625.00000000
0.226123132440
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.13000000
N
N
N
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel SpA
29265W207
899715.00000000
NS
USD
7134739.95000000
0.415739667357
Long
EC
CORP
IT
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDU5
3000000.00000000
PA
USD
4069440.00000000
0.237125339365
Long
DBT
CORP
US
N
2
2037-03-16
Fixed
5.25000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT DEC20 XCBT 20201221
000000000
7.00000000
NC
USD
-15792.41000000
-0.00092022012
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US 10 Year Ultra Bond
UXYZ0 Comdty
2020-12-21
1115229.91000000
USD
-15792.41000000
N
N
N
Mylan NV
549300A0CD4KNFGIIS89
Mylan NV
62854AAN4
3000000.00000000
PA
USD
3380670.00000000
0.196990868776
Long
DBT
CORP
NL
N
2
2026-06-15
Fixed
3.95000000
N
N
N
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
66987V109
117035.00000000
NS
USD
9138092.80000000
0.532474580374
Long
EC
CORP
CH
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283L2
1730000.00000000
PA
USD
1733514.06000000
0.101011468352
Long
DBT
UST
US
N
1
2020-12-15
Fixed
1.88000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AL5
3064000.00000000
PA
USD
3286140.00000000
0.191482627266
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
VeriSign Inc
LMPL4N8ZOJRMF0KOF759
VeriSign Inc
92343EAH5
4000000.00000000
PA
USD
4485200.00000000
0.261351579608
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.25000000
N
N
N
N
N
N
OTP BANK NYRT
529900W3MOO00A18X956
OTP Bank Nyrt
000000000
390000.00000000
PA
443284.02000000
0.025830058602
Long
DBT
CORP
HU
N
2
2029-07-15
Fixed
2.88000000
N
N
N
N
N
N
NEXSTAR BROADCASTING INC
5493006PK6I4I2OOT688
Nexstar Broadcasting Inc
65343HAA9
1500000.00000000
PA
USD
1563750.00000000
0.091119355349
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.63000000
N
N
N
N
N
N
Resideo Funding Inc
5493000IFJ6XJKH66598
Resideo Funding Inc
76119LAA9
3282000.00000000
PA
USD
3178722.02000000
0.185223406105
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
6.13000000
N
N
N
N
N
N
SENSATA TECHNOLOGIES INC
N/A
Sensata Technologies Inc
81728UAB0
1923000.00000000
PA
USD
1898962.50000000
0.110652111164
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
Getty Images, Inc.
N/A
Getty Images, Inc. 2019 USD Term Loan B
37427UAJ9
1943846.15000000
PA
USD
1808476.70000000
0.105379524264
Long
LON
CORP
US
N
2
2026-02-19
Floating
4.69000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AB7
1995000.00000000
PA
USD
2119687.50000000
0.123513706501
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.88000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
000000000
4000000.00000000
PA
USD
4400000.00000000
0.256386995068
Long
DBT
CORP
CH
N
2
2025-08-07
Fixed
6.88000000
N
N
N
N
N
N
Minejesa Capital BV
549300KS7ERCP10BKC35
Minejesa Capital BV
000000000
260000.00000000
PA
USD
267698.60000000
0.015598736281
Long
DBT
CORP
NL
N
2
2030-08-10
Fixed
4.63000000
N
N
N
N
N
N
Juniper Networks Inc
AUHIXNGG7U2U7JEHM527
Juniper Networks Inc
48203R104
140244.00000000
NS
USD
2765611.68000000
0.161151560945
Long
EC
CORP
US
N
1
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAS4
1160000.00000000
PA
USD
1275141.60000000
0.074302209797
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.25000000
N
N
N
N
N
N
INTL AIRPORT FINANCE SA
959800M9M5LP0KXUP789
International Airport Finance SA
000000000
199536.67000000
PA
USD
178585.32000000
0.010406125808
Long
DBT
CORP
ES
N
2
2033-03-15
Fixed
12.00000000
N
N
N
N
N
N
National Grid PLC
8R95QZMKZLJX5Q2XR704
National Grid PLC
636274409
108648.00000000
NS
USD
6459123.60000000
0.376371656949
Long
EC
CORP
GB
N
1
N
N
N
CABLEVISION LIGHTPATH
N/A
Cablevision Lightpath LLC
12687GAB5
200000.00000000
PA
USD
202000.00000000
0.011770493864
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
5.63000000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AE6
2400000.00000000
PA
USD
2433000.00000000
0.141770354318
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
4.75000000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AT9
1150000.00000000
PA
USD
1720687.50000000
0.100264067630
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75000000
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271109
17005.00000000
NS
USD
2576597.60000000
0.150137753673
Long
EC
US
N
1
N
N
N
MOTION BONDCO DAC
635400KFD3IETNQLA755
Motion Bondco DAC
61978XAA5
3250000.00000000
PA
USD
2738125.00000000
0.159549918379
Long
DBT
CORP
IE
N
2
2027-11-15
Fixed
6.63000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599ED3
2550000.00000000
PA
USD
2231250.00000000
0.130014427896
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.63000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565A202
390724.00000000
NS
USD
6814226.56000000
0.397063425325
Long
EC
CORP
FR
N
1
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
104811.00000000
NS
USD
4641031.08000000
0.270431821049
Long
EC
CORP
US
N
1
N
N
N
CORE & MAIN HOLDING LP
N/A
Core & Main Holdings LP
21871MAA1
3000000.00000000
PA
USD
3026250.00000000
0.176338896323
Long
DBT
CORP
US
N
2
2024-09-15
Variable
8.63000000
N
N
Y
N
N
N
Epicor Software Corporation
JGNXVGGGXR4O1L5I7S73
EPICOR SOFTWARE CORPORATION 2020 TERM LOAN
29426NAN4
4100000.00000000
PA
USD
4080525.00000000
0.237771259784
Long
LON
CORP
US
N
2
2027-07-30
Floating
5.25000000
N
N
N
N
N
N
NABORS INDUSTRIES LTD
N/A
Nabors Industries Ltd
629571AA8
840000.00000000
PA
USD
343350.00000000
0.020006926081
Long
DBT
CORP
BM
N
2
2026-01-15
Fixed
7.25000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBB7
5000000.00000000
PA
USD
5012500.00000000
0.292077230177
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.13000000
N
N
N
N
N
N
CREDIT BANK OF MOSCOW (C
635400Y22HQLUDCVZX38
Credit Bank of Moscow Via CBOM Finance PLC
12504PAH3
260000.00000000
PA
USD
260975.00000000
0.015206953644
Long
DBT
CORP
IE
N
2
2025-01-29
Fixed
4.70000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAR2
2840000.00000000
PA
USD
2989810.00000000
0.174215545846
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBX2
1405000.00000000
PA
USD
1533726.10000000
0.089369869553
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.60000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
33498.00000000
NS
USD
7692815.70000000
0.448258613849
Long
EC
US
N
1
N
N
N
LUKOIL SECURITIES BV
724500IVNQ6LF8OFIO42
Lukoil Securities BV
54988LAB2
500000.00000000
PA
USD
530185.00000000
0.030893758859
Long
DBT
CORP
NL
N
2
2030-05-06
Fixed
3.88000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBD6
10000000.00000000
PA
USD
10679800.00000000
0.622309506801
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.39000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAF7
3200000.00000000
PA
USD
3360000.00000000
0.195786432597
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
7.50000000
N
N
N
N
N
N
HERBALIFE/HLF FINANCING
N/A
Herbalife Nutrition Ltd / HLF Financing Inc
42704MAA0
1312000.00000000
PA
USD
1387440.00000000
0.080845811917
Long
DBT
CORP
XX
N
2
2025-09-01
Fixed
7.88000000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo Inc
74736KAH4
750000.00000000
PA
USD
802500.00000000
0.046761491714
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.38000000
N
N
N
N
N
N
CSC Holdings, LLC
3HG2WD2W22M120IUNG49
CSC Holdings, LLC 2019 Term Loan B5
64072UAK8
3773360.93000000
PA
USD
3647896.68000000
0.212562106387
Long
LON
CORP
US
N
2
2027-04-15
Floating
2.65000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
122296.00000000
NS
USD
16768004.56000000
0.977067796006
Long
EC
CORP
US
N
1
N
N
N
Novelis Corp
549300G5F3W3B52WYL23
Novelis Corp
670001AC0
2100000.00000000
PA
USD
2170875.00000000
0.126496390436
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
5.88000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AK1
4000000.00000000
PA
USD
4021250.00000000
0.234317319072
Long
DBT
CORP
CA
N
2
2023-04-01
Fixed
7.25000000
N
N
N
N
N
N
USI Inc/NY
N/A
USI Inc/NY
91739VAA6
1850000.00000000
PA
USD
1884687.50000000
0.109820310174
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.88000000
N
N
N
N
N
N
Eskom Holdings SOC Ltd
3789001900ED06F65111
Eskom Holdings SOC Ltd
000000000
630000.00000000
PA
USD
649490.63000000
0.037845670670
Long
DBT
CORP
ZA
N
2
2028-08-10
Fixed
6.35000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT DEC20 XCBT 20201221
000000000
308.00000000
NC
USD
-2390026.87000000
-0.13926631984
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury Ultra Long Bond
WNZ0 Comdty
2020-12-21
68282776.87000000
USD
-2390026.87000000
N
N
N
B&G Foods, Inc.
549300TRW1LZMDJZAQ78
B&G Foods, Inc. 2019 Term Loan B4
05508TAU6
619375.00000000
PA
USD
614884.53000000
0.035829181127
Long
LON
CORP
US
N
2
2026-10-10
Floating
2.65000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
31414.15000000
0.001830495345
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
2560657.29000000
EUR
3014341.75000000
USD
2020-11-09
31414.15000000
N
N
N
TALLGRASS NRG PRTNR/FIN
N/A
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
87470LAE1
935000.00000000
PA
USD
888250.00000000
0.051758124629
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
4.75000000
N
N
N
N
N
N
Amkor Technology Inc
529900VHLRTKPWZJBM84
Amkor Technology Inc
031652BK5
1398000.00000000
PA
USD
1495860.00000000
0.087163420555
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
6.63000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) DEC20 XCBT 20201221
000000000
-49.00000000
NC
USD
144622.31000000
0.008427108972
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury Long Bond
USZ0 Comdty
2020-12-21
-8574153.56000000
USD
144622.31000000
N
N
N
REDE D'OR FINANCE SARL
549300FDE772OLJUCP79
Rede D'or Finance Sarl
000000000
200000.00000000
PA
USD
195360.00000000
0.011383582581
Long
DBT
CORP
LU
N
2
2030-01-22
Fixed
4.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-14190.77000000
-0.00082689292
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1738874.52000000
GBP
2239858.18000000
USD
2021-01-13
-14190.77000000
N
N
N
DEALER TIRE LLC/DT ISSR
N/A
Dealer Tire LLC / DT Issuer LLC
24229JAA1
2934000.00000000
PA
USD
3000015.00000000
0.174810188865
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
8.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SR214875 IRS USD R F 1.00000 2 CCPVANILLA / Short: SR214875 IRS USD P V 03MLIBOR 1 CCPVANILLA
000000000
33670000.00000000
OU
Notional Amount
USD
292188.26000000
0.017025743176
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-12-16
917129.09000000
USD
0.00000000
USD
33670000.00000000
USD
-624940.83000000
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp
125896100
62253.00000000
NS
USD
3942482.49000000
0.229727554254
Long
EC
CORP
US
N
1
N
N
N
Ultimate Software Group Inc(The)
529900FKHWSTQ1GXK240
Ultimate Software Group Inc(The) 2020 2nd Lien Incremental Term Loan
90385KAF8
100000.00000000
PA
USD
101500.00000000
0.005914381818
Long
LON
CORP
US
N
2
2027-05-03
Floating
7.50000000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
185899AH4
2250000.00000000
PA
USD
2182500.00000000
0.127173776530
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.88000000
N
N
N
N
N
N
Milano Acquisition Corp
N/A
Milano Acquisition Corp Term Loan B
59909TAC8
4200000.00000000
PA
USD
4123014.00000000
0.240247084109
Long
LON
CORP
US
N
2
2027-10-01
Floating
4.75000000
N
N
N
N
N
N
Canada Goose Inc.
5493005JT54IX5MZ9P52
Canada Goose Inc. Term Loan
000000000
850000.00000000
PA
USD
842562.50000000
0.049095924439
Long
LON
CORP
CA
N
2
2027-10-01
Floating
5.00000000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329WAQ5
961000.00000000
PA
USD
1126320.83000000
0.065630457519
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.75000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
57283.00000000
PA
USD
25795.25000000
0.001503083326
Long
DBT
NUSS
EC
N
2
2030-07-31
None
0.00000000
N
N
N
N
N
N
BLACK KNIGHT INFOSERV LL
549300H5PS5C68DAUX66
Black Knight InfoServ LLC
092174AA9
1765000.00000000
PA
USD
1782650.00000000
0.103874608354
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.63000000
N
N
N
N
N
N
CNTL AMR BOTTLING CORP
549300DT8SH0CF6BTT37
Central American Bottling Corp
000000000
480000.00000000
PA
USD
501300.00000000
0.029210636506
Long
DBT
CORP
VG
N
2
2027-01-31
Fixed
5.75000000
N
N
N
N
N
N
UNISYS CORP
549300T21W22FIJJOW08
Unisys Corp
909214BV9
1060000.00000000
PA
USD
1094450.00000000
0.063773351534
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
6.88000000
N
N
N
N
N
N
GRUBHUB HOLDINGS INC
N/A
GrubHub Holdings Inc
40010PAA6
3400000.00000000
PA
USD
3536000.00000000
0.206041912400
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
5.50000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCD3
4980000.00000000
PA
USD
5235225.00000000
0.305055365058
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CY9
3432000.00000000
PA
USD
3797610.96000000
0.221285923289
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAA4
1590000.00000000
PA
USD
922200.00000000
0.053736383375
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.38000000
N
N
N
N
N
N
Goldman Sachs Financial Square Government Fund
549300BRJMXN4GUWZ402
Goldman Sachs Financial Square Government Fund
38148U619
20499395.11000000
NS
USD
20499395.11000000
1.194495071128
Long
EC
RF
US
N
1
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AJ6
1350000.00000000
PA
USD
1329750.00000000
0.077484228793
Long
DBT
CORP
CA
N
2
2030-01-30
Fixed
5.25000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AC5
2595000.00000000
PA
USD
2692312.50000000
0.156880434468
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.63000000
N
N
N
N
N
N
TELECOM ARGENTINA SA
549300MKPIRSJD8SB782
Telecom Argentina SA
879273AT7
238000.00000000
PA
USD
194785.15000000
0.011350086202
Long
DBT
CORP
AR
N
2
2025-08-06
Fixed
8.50000000
N
N
N
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608102
91359.00000000
NS
USD
7411042.08000000
0.431839729366
Long
EC
CORP
US
N
1
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBK8
3000000.00000000
PA
USD
3123750.00000000
0.182020199055
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.88000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EN0
4000000.00000000
PA
USD
4418520.00000000
0.257466151238
Long
DBT
CORP
US
N
2
2025-03-17
Fixed
6.10000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAF6
2237000.00000000
PA
USD
2444772.56000000
0.142456338700
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.10000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBF4
2275000.00000000
PA
USD
2447308.50000000
0.142604107345
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.88000000
N
N
N
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA
641069406
95579.00000000
NS
USD
10730654.33000000
0.625272776996
Long
EC
CORP
CH
N
1
N
N
N
TECHEM VERWALTUNGSGES
549300W2QKB8BC676O97
Techem Verwaltungsgesellschaft 674 mbH
000000000
760000.00000000
PA
897959.65000000
0.052323903717
Long
DBT
CORP
DE
N
2
2026-07-30
Fixed
6.00000000
N
N
N
N
N
N
BRIGHT PATTERN HOLDCO COMMON STOCK
N/A
BRIGHT PATTERN HOLDCO COMMON STOCK
000000000
194738.58500000
NS
USD
244396.92000000
0.014240952709
Long
EC
CORP
US
N
2
N
N
N
AEROPUERTOS DOMINICANOS
254900KJA5MXNPYB4W32
Aeropuertos Dominicanos Siglo XXI SA
000000000
630000.00000000
PA
USD
572512.50000000
0.033360172616
Long
DBT
CORP
DO
N
2
2029-03-30
Fixed
6.75000000
N
N
N
N
N
N
MERITOR INC
5LTG829X630QFHTFBO82
Meritor Inc
59001KAG5
450000.00000000
PA
USD
472500.00000000
0.027532467084
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
6.25000000
N
N
N
N
N
N
TWITTER INC
549300I8RX485XMK6836
Twitter Inc
90184LAG7
4305000.00000000
PA
USD
4514868.75000000
0.263080370895
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.88000000
N
N
N
N
N
N
SCRIPPS ESCROW INC
N/A
Scripps Escrow Inc
81104PAA7
1050000.00000000
PA
USD
1021125.00000000
0.059500720531
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.88000000
N
N
N
N
N
N
2020-11-27
GOLDMAN SACHS TRUST
Peter Fortner
Peter Fortner
Vice President