0001752724-21-257155.txt : 20211124
0001752724-21-257155.hdr.sgml : 20211124
20211124135926
ACCESSION NUMBER: 0001752724-21-257155
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210930
FILED AS OF DATE: 20211124
PERIOD START: 20220331
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: 211444808
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
S000067093
Goldman Sachs Income Fund
C000215834
Class P Shares
GSCUX
C000215835
Class R6 Shares
GSCRX
C000215836
Class R Shares
GSCNX
C000215837
Class A Shares
GSCHX
C000215838
Institutional Shares
GSNCX
C000215839
Class C Shares
GSCJX
C000215840
Investor Shares
GSCMX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000822977
XXXXXXXX
S000067093
C000215835
C000215840
C000215834
C000215837
C000215838
C000215839
C000215836
GOLDMAN SACHS TRUST
811-05349
0000822977
S2FHCT8U6D2VORP0J605
71 SOUTH WACKER DRIVE
C/O GOLDMAN SACHS & CO
CHICAGO
60606
312-655-4400
Goldman Sachs Income Fund
S000067093
549300MB2RPKSBYMCT85
2022-03-31
2021-09-30
N
109949265.77
5345168.88
104604096.89
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
2458535.75000000
0.00000000
0.00000000
1957042.97000000
CAD
EUR
GBP
JPY
NZD
SEK
USD
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAG2
165000.00000000
PA
USD
169537.50000000
0.162075391921
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
INTELLIGENT PACKAGING
N/A
Intelligent Packaging Ltd Finco Inc / Intelligent Packaging Ltd Co-Issuer LLC
45827MAA5
228000.00000000
PA
USD
238830.00000000
0.228318017267
Long
DBT
CORP
CA
N
2
2028-09-15
Fixed
6.00000000
N
N
N
N
N
N
HILTON GRAND VAC BOR ESC
N/A
Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc
43284MAA6
230000.00000000
PA
USD
234312.50000000
0.223999352765
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.00000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAS4
180000.00000000
PA
USD
207478.80000000
0.198346724620
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.25000000
N
N
N
N
N
N
Trident TPI Holdings, Inc.
549300TPLK304J3RNC85
Trident TPI Holdings, Inc. 2021 Incremental Term Loan
00216EAE9
153260.87000000
PA
USD
153420.26000000
0.146667544160
Long
LON
CORP
US
N
2
2028-09-15
Floating
4.50000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCT6
100000.00000000
PA
USD
115077.00000000
0.110011943529
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.15000000
N
N
N
N
N
N
VERISURE MIDHOLDING AB
549300496LYEZ55X1M49
Verisure Midholding AB
000000000
125000.00000000
PA
148580.09000000
0.142040411816
Long
DBT
CORP
SE
N
2
2029-02-15
Fixed
5.25000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BK6
225000.00000000
PA
USD
242804.25000000
0.232117342646
Long
DBT
CORP
GB
N
2
2025-03-22
Fixed
4.26900000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BG3
50000.00000000
PA
USD
54134.00000000
0.051751319125
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.40000000
N
N
N
N
N
N
VEREIT OPERATING PARTNER
5493005TQOUJE1LCS698
VEREIT Operating Partnership LP
92340LAF6
25000.00000000
PA
USD
27015.00000000
0.025825948316
Long
DBT
US
N
2
2028-01-15
Fixed
3.40000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DT9
200000.00000000
PA
USD
172350.00000000
0.164764101143
Long
DBT
NUSS
CO
N
2
2051-05-15
Fixed
4.12500000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
10000.00000000
PA
USD
1650.00000000
0.001577376077
Long
DBT
NUSS
LB
N
2
2027-11-29
None
0.00000000
Y
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RFW7
175000.00000000
PA
USD
211893.50000000
0.202567113812
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.90000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CL2
400000.00000000
PA
USD
406732.00000000
0.388829894901
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
N
Idera, Inc.
549300VQ6S3PWR8NUC48
Idera, Inc. 2021 2nd Lien Term Loan
45168RAS2
45000.00000000
PA
USD
45000.00000000
0.043019347557
Long
LON
CORP
US
N
2
2029-03-02
Floating
7.50000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BD9
100000.00000000
PA
USD
99563.00000000
0.095180784462
Long
DBT
CORP
US
N
2
2026-04-27
Fixed
1.62500000
N
N
N
N
N
N
PIKE CORP
549300P4EKEP6HK0NC58
Pike Corp
721283AA7
220000.00000000
PA
USD
224125.00000000
0.214260250471
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.50000000
N
N
N
N
N
N
JAB HOLDINGS BV
529900RRNKUM3INJGF98
JAB Holdings BV
46653KAA6
250000.00000000
PA
USD
244990.00000000
0.234206887955
Long
DBT
CORP
NL
N
2
2030-11-23
Fixed
2.20000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SX002921 CDS USD R F 1.00000 2 CCPCDX / Short: SX002921 CDS USD P V 03MEVENT 1 CCPCDX
000000000
1950000.00000000
OU
Notional Amount
USD
36598.58000000
0.034987711846
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.IG.S33.V1
2I65BYDV4
Y
sell protection
2024-12-20
28652.00000000
USD
0.00000000
USD
1950000.00000000
USD
7946.58000000
N
N
N
NIO INC
549300JBU4TV5OCKJV96
NIO Inc
62914VAD8
300000.00000000
PA
USD
244215.12000000
0.233466113910
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
0.50000000
N
N
N
N
N
NIO Inc
NIO Inc
USD
XXXX
N
N
N
SPIRIT REALTY LP
549300GTBVIBJRX5BW73
Spirit Realty LP
84861TAD0
60000.00000000
PA
USD
66471.60000000
0.063545885846
Long
DBT
US
N
2
2029-07-15
Fixed
4.00000000
N
N
N
N
N
N
LaserShip, Inc.
N/A
LaserShip, Inc. 2021 Term Loan
51809EAB1
200000.00000000
PA
USD
200166.00000000
0.191355793846
Long
LON
CORP
US
N
2
2028-05-07
Floating
5.25000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAM8
225000.00000000
PA
USD
244908.00000000
0.234128497144
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
3.50900000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-800.48000000
-0.00076524727
N/A
DFE
JP
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
79039.87000000
USD
8701302.00000000
JPY
2021-12-15
-800.48000000
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBK5
149000.00000000
PA
USD
150117.50000000
0.143510153486
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
4.75000000
N
N
N
N
N
N
ADAPTHEALTH LLC
N/A
AdaptHealth LLC
00653VAC5
120000.00000000
PA
USD
119700.00000000
0.114431464501
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.62500000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
200000.00000000
PA
231959.57000000
0.221749985800
Long
DBT
NUSS
EG
N
2
2026-04-16
Fixed
4.75000000
N
N
N
N
N
N
TALLGRASS NRG PRTNR/FIN
N/A
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
87470LAJ0
50000.00000000
PA
USD
51250.00000000
0.048994256939
Long
DBT
CORP
US
N
2
2030-12-31
Fixed
6.00000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
110000.00000000
PA
USD
18150.00000000
0.017351136848
Long
DBT
NUSS
LB
N
2
2030-02-26
None
0.00000000
Y
N
N
N
N
N
ITAU UNIBANCO HLDG SA/KY
5493002W2IVG62O3ZJ94
Itau Unibanco Holding SA/Cayman Island
000000000
200000.00000000
PA
USD
202162.50000000
0.193264418899
Long
DBT
CORP
BR
N
2
2022-12-12
Fixed
6.12500000
N
N
N
N
N
N
AppLovin Corporation
549300LLVXMUAOL3SQ07
AppLovin Corporation 2018 Term Loan B
03835EAC8
124043.36000000
PA
USD
123830.01000000
0.118379694181
Long
LON
CORP
US
N
2
2025-08-15
Floating
3.33400000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHZ5
50000.00000000
PA
USD
50598.00000000
0.048370954393
Long
DBT
CORP
US
N
2
2031-02-13
Fixed
2.49600000
N
N
N
N
N
N
ADLER Real Estate AG
529900Y6QFNN3D363B76
ADLER Real Estate AG
000000000
200000.00000000
PA
202393.85000000
0.193485586145
Long
DBT
CORP
DE
N
2
2026-04-27
Fixed
3.00000000
N
N
N
N
N
N
Whiting Petroleum Corp
52990028CHK9KUB1B293
Whiting Petroleum Corp
966387508
1293.00000000
NS
USD
75524.13000000
0.072199973275
Long
EC
CORP
US
N
1
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEF1
240000.00000000
PA
USD
244845.00000000
0.234068270057
Long
DBT
NUSS
DO
N
2
2032-09-23
Fixed
4.87500000
N
N
N
N
N
N
TELECOM ITALIA SPA
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
000000000
175000.00000000
PA
214052.93000000
0.204631497583
Long
DBT
CORP
IT
N
2
2026-01-28
Fixed
2.87500000
N
N
N
N
N
N
RAYONIER AM PROD INC
549300ZGRDDK1QM6MM16
Rayonier AM Products Inc
75508EAB4
30000.00000000
PA
USD
31612.50000000
0.030221091658
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.62500000
N
N
N
N
N
N
KKR APPLE BIDCO, LLC
2549001SCJD3WEYJFM53
KKR Apple Bidco, LLC 2021 Term Loan
000000000
350000.00000000
PA
USD
349499.50000000
0.334116454700
Long
LON
CORP
US
N
2
2028-07-14
None
0.00000000
N
N
N
N
N
N
TEGNA INC
549300YC5EDBGX85AO10
TEGNA Inc
87901JAJ4
50000.00000000
PA
USD
51062.50000000
0.048815009658
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.62500000
N
N
N
N
N
N
MINISTRY OF FINANCE OF T
635400CVCOWYLHF4ZB08
Republic of Belarus Ministry of Finance
07737JAE3
200000.00000000
PA
USD
187000.00000000
0.178769288736
Long
DBT
NUSS
BY
N
2
2026-02-24
Fixed
5.87500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJB6
275000.00000000
PA
USD
280511.00000000
0.268164448945
Long
DBT
CORP
US
N
2
2031-04-29
Fixed
2.59200000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings Inc
054561AJ4
60000.00000000
PA
USD
68309.40000000
0.065302796000
Long
DBT
CORP
US
N
2
2028-04-20
Fixed
4.35000000
N
N
N
N
N
N
PRESTIGE BRANDS INC
549300JBVP4J6D42I235
Prestige Brands Inc
74112BAM7
210000.00000000
PA
USD
202650.00000000
0.193730461831
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.75000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468L6
600000.00000000
PA
USD
620316.00000000
0.593013102204
Long
DBT
CORP
US
N
2
2031-01-22
Fixed
2.69900000
N
N
N
N
N
N
AXALTA COATING SYSTEMS
549300G80QONCHILSF69
Axalta Coating Systems LLC
05453GAC9
250000.00000000
PA
USD
243125.00000000
0.232423974995
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.37500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABD6
150000.00000000
PA
USD
165264.00000000
0.157989987881
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.75000000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BK4
130000.00000000
PA
USD
130487.50000000
0.124744158096
Long
DBT
CORP
CA
N
2
2026-08-15
Fixed
3.87500000
N
N
N
N
N
N
AMDOCS LTD
549300HQV672RJ7RQV66
Amdocs Ltd
02342TAE9
75000.00000000
PA
USD
74674.50000000
0.071387739314
Long
DBT
CORP
GG
N
2
2030-06-15
Fixed
2.53800000
N
N
N
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CB4
200000.00000000
PA
USD
155350.00000000
0.148512347621
Long
DBT
NUSS
TR
N
2
2043-04-16
Fixed
4.87500000
N
N
N
N
N
N
SPECIALTY BUILDING PRODU
N/A
Specialty Building Products Holdings LLC / SBP Finance Corp
84749AAA5
215000.00000000
PA
USD
225750.00000000
0.215813726911
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
6.37500000
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAQ6
60000.00000000
PA
USD
61932.00000000
0.059206094064
Long
DBT
CORP
KY
N
2
2030-07-08
Fixed
3.75000000
N
N
N
N
N
N
ADAPTHEALTH LLC
N/A
AdaptHealth LLC
00653VAE1
80000.00000000
PA
USD
80000.00000000
0.076478840101
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.12500000
N
N
N
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAE2
60000.00000000
PA
USD
63976.80000000
0.061160893217
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.30000000
N
N
N
N
N
N
ROCKETMTGE C0-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
77313LAB9
190000.00000000
PA
USD
189415.56000000
0.181078529074
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
4.00000000
N
N
N
N
N
N
UNIFRAX ESCROW ISS CORP
N/A
Unifrax Escrow Issuer Corp
90473LAA0
80000.00000000
PA
USD
81000.00000000
0.077434825602
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
5.25000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCU3
200000.00000000
PA
USD
233212.00000000
0.222947290721
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.25000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAR2
150000.00000000
PA
USD
159915.00000000
0.152876421435
Long
DBT
US
N
2
2030-07-01
Fixed
3.30000000
N
N
N
N
N
N
HCRX INVESTMENTS HOLDCO
N/A
HCRX Investments Holdco LP
40390FAA8
85000.00000000
PA
USD
85637.50000000
0.081868208364
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.50000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
000000000
200000.00000000
PA
USD
207750.00000000
0.198605987888
Long
DBT
CORP
MX
N
2
2033-01-18
Fixed
5.12500000
N
N
N
N
N
N
CQP HOLDCO LP/BIP-V CHIN
N/A
CQP Holdco LP / BIP-V Chinook Holdco LLC
12657NAA8
360000.00000000
PA
USD
381600.00000000
0.364804067283
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
5.50000000
N
N
N
N
N
N
The Federal Republic of Nigeria
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
400000.00000000
PA
USD
441450.00000000
0.422019799534
Long
DBT
NUSS
NG
N
2
2025-11-21
Fixed
7.62500000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBJ3
200000.00000000
PA
USD
240000.00000000
0.229436520304
Long
DBT
CORP
US
N
2
2034-11-14
Fixed
5.40000000
N
N
N
N
N
N
UNITED NATURAL FOODS INC
549300GKGW6WPZ282D40
United Natural Foods Inc
911163AA1
265000.00000000
PA
USD
286200.00000000
0.273603050462
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
6.75000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BQ9
270000.00000000
PA
USD
270000.00000000
0.258116085342
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.87500000
N
N
N
N
N
N
ACRISURE LLC / FIN INC
N/A
Acrisure LLC / Acrisure Finance Inc
00489LAD5
60000.00000000
PA
USD
66975.00000000
0.064027128947
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
10.12500000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AQ3
175000.00000000
PA
USD
206066.00000000
0.196996108304
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
4.75000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAQ7
150000.00000000
PA
USD
155089.50000000
0.148263313398
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.72200000
N
N
N
N
N
N
BURLINGTON STORES INC
5299003Z37DVGKKC1W09
Burlington Stores Inc
122017AB2
79000.00000000
PA
USD
115552.51000000
0.110466524195
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.25000000
N
N
N
N
Y
Burlington Stores Inc
Burlington Stores Inc
USD
XXXX
N
N
N
VEREIT OPERATING PARTNER
5493005TQOUJE1LCS698
VEREIT Operating Partnership LP
92340LAA7
55000.00000000
PA
USD
62981.05000000
0.060208970654
Long
DBT
US
N
2
2026-06-01
Fixed
4.87500000
N
N
N
N
N
N
HILLENBRAND INC
U246OE781574J2BUD366
Hillenbrand Inc
431571AE8
154000.00000000
PA
USD
152845.00000000
0.146117603941
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.75000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102CC9
215000.00000000
PA
USD
214731.25000000
0.205279961669
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.37500000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR216529 IRS EUR R V 06MLIBOR CCPVANILLA / Short: BR216529 IRS EUR P F .00000 CCPVANILLA
000000000
200000.00000000
OU
Notional Amount
86.76000000
0.000082941302
N/A
DIR
ER
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-12-15
0.00000000
EUR
-836.71000000
EUR
200000.00000000
EUR
1080.87000000
N
N
N
TOWNSQUARE MEDIA INC
549300XBA8C68H0DR538
Townsquare Media Inc
892231AB7
210000.00000000
PA
USD
221287.50000000
0.211547641611
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
6.87500000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CC1
150000.00000000
PA
USD
153718.50000000
0.146952657276
Long
DBT
CORP
DE
N
2
2024-09-18
Fixed
2.22200000
N
N
N
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AC1
170000.00000000
PA
USD
168300.00000000
0.160892359863
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
6.00000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBL8
225000.00000000
PA
USD
236130.75000000
0.225737573403
Long
DBT
CORP
GB
N
2
2026-05-07
Fixed
2.85200000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAD0
100000.00000000
PA
USD
108337.00000000
0.103568601250
Long
DBT
CORP
XX
N
2
2030-05-01
Fixed
3.40000000
N
N
N
N
N
N
First Brands Group, LLC
N/A
First Brands Group, LLC 2021 Term Loan
31935HAD9
210420.54000000
PA
USD
212314.32000000
0.202969411631
Long
LON
CORP
US
N
2
2027-03-30
Floating
6.00000000
N
N
N
N
N
N
YAPI VE KREDI BANKASI AS
B85ZYWEZ5IZCZ2WNIO12
Yapi ve Kredi Bankasi AS
984848AN1
270000.00000000
PA
USD
276750.00000000
0.264568987475
Long
DBT
CORP
TR
N
2
2031-01-22
Fixed
7.87500000
N
N
N
N
N
N
FIRST HORIZON CORP
TF3RXI1ZB1TQ30H9JV10
First Horizon Corp
320517AD7
25000.00000000
PA
USD
27273.00000000
0.026072592576
Long
DBT
CORP
US
N
2
2025-05-26
Fixed
4.00000000
N
N
N
N
N
N
MedAssets Software Intermediate Holdings, Inc.
N/A
MedAssets Software Intermediate Holdings, Inc. 2021 1st Lien Term Loan
58404KAC9
149625.00000000
PA
USD
149578.62000000
0.142994992019
Long
LON
CORP
US
N
2
2028-01-28
Floating
4.50000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCS3
150000.00000000
PA
USD
180363.00000000
0.172424412965
Long
DBT
CORP
US
N
2
2029-01-17
Fixed
5.65000000
N
N
N
N
N
N
Sealed Air Corp
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211KAK6
113000.00000000
PA
USD
148030.00000000
0.141514533752
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
6.87500000
N
N
N
N
N
N
Syndigo LLC
N/A
Syndigo LLC 2020 Term Loan
87167XAC7
224437.50000000
PA
USD
224998.59000000
0.215095389845
Long
LON
CORP
US
N
2
2027-12-15
Floating
5.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382EML8
418718.99000000
PA
USD
74425.50000000
0.071149698924
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Floating
5.96300000
N
N
N
N
N
N
BANCO DO BRASIL (CAYMAN)
QE0Q0253K88YAGNPE356
Banco do Brasil SA/Cayman
000000000
400000.00000000
PA
USD
398000.00000000
0.380482229504
Long
DBT
CORP
BR
N
2
2024-04-15
Fixed
6.25000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAG8
175000.00000000
PA
USD
205010.75000000
0.195987304603
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
SCRIPPS ESCROW INC
N/A
Scripps Escrow Inc
81104PAA7
115000.00000000
PA
USD
117443.75000000
0.112274522214
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.87500000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
000000000
120000.00000000
PA
138306.98000000
0.132219467604
Long
DBT
CORP
NL
N
2
2032-08-03
Fixed
2.03100000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RHA3
25000.00000000
PA
USD
31698.50000000
0.030303306411
Long
DBT
CORP
US
N
2
2046-11-15
Fixed
5.15000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR216530 IRS EUR R V 06MLIBOR CCPVANILLA / Short: BR216530 IRS EUR P F .00000 CCPVANILLA
000000000
670000.00000000
OU
Notional Amount
3539.07000000
0.003383299607
N/A
DIR
ER
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-12-15
0.00000000
EUR
-1358.41000000
EUR
670000.00000000
EUR
5152.98000000
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BP1
40000.00000000
PA
USD
39800.00000000
0.038048222950
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.62500000
N
N
N
N
N
N
Mitchell International, Inc.
5493002RDNIGEM7SSV41
Mitchell International, Inc. 2020 Add-On Term Loan
60662WAP7
148500.00000000
PA
USD
148437.63000000
0.141904222122
Long
LON
CORP
US
N
2
2024-11-29
Floating
4.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382BUQ4
698862.03000000
PA
USD
98637.74000000
0.094296249317
Long
ABS-MBS
USGA
US
N
2
2049-12-20
Fixed
4.00000000
N
N
N
N
N
N
FORTUNE STAR BVI LTD
2549008CU8NYQQRSNU62
Fortune Star BVI Ltd
000000000
400000.00000000
PA
USD
413575.00000000
0.395371703686
Long
DBT
CORP
VG
N
2
2023-07-02
Fixed
6.75000000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AF5
140000.00000000
PA
USD
142975.00000000
0.136682027043
Long
DBT
CORP
CA
N
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AT9
125000.00000000
PA
USD
187500.00000000
0.179247281487
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382DBZ1
113509.71000000
PA
USD
12814.66000000
0.012250629163
Long
ABS-MBS
USGA
US
N
2
2050-01-20
Fixed
4.00000000
N
N
N
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAZ6
60000.00000000
PA
USD
62998.80000000
0.060225939397
Long
DBT
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
TURKIYE VAKIFLAR BANKASI
789000KAIHOLSQKQ9858
Turkiye Vakiflar Bankasi TAO
000000000
200000.00000000
PA
USD
214787.50000000
0.205333735853
Long
DBT
CORP
TR
N
2
2024-03-28
Fixed
8.12500000
N
N
N
N
N
N
BROADSTREET PARTNERS INC
549300BS9N54G8DD0R75
BroadStreet Partners Inc
11135RAA3
300000.00000000
PA
USD
297153.30000000
0.284074246453
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.87500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382DJV2
272607.93000000
PA
USD
46875.86000000
0.044812642519
Long
ABS-MBS
USGA
US
N
2
2050-02-20
Floating
5.96300000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBD0
60000.00000000
PA
USD
64749.60000000
0.061899678812
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.05000000
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
Stryker Corp
863667AY7
50000.00000000
PA
USD
49361.50000000
0.047188878320
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
1.95000000
N
N
N
N
N
N
Rough Country, LLC
549300ULXHJ9CR0QDU59
Rough Country, LLC 2021 Term Loan
000000000
150000.00000000
PA
USD
149625.00000000
0.143039330627
Long
LON
CORP
US
N
2
2028-07-26
Floating
4.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond - When Issued
91282CCZ2
1320000.00000000
PA
USD
1312987.50000000
1.255197013345
Long
DBT
UST
US
N
1
2026-09-30
Fixed
0.87500000
N
N
N
N
N
N
ALARM.COM HLDGS INC
549300HIH92U1EKIHZ32
Alarm.com Holdings Inc
011642AA3
15000.00000000
PA
USD
13458.47000000
0.012866102189
Long
DBT
CORP
US
N
2
2026-01-15
None
0.00000000
N
N
N
N
Y
Alarm.com Holdings Inc
Alarm.com Holdings Inc
USD
XXXX
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT DEC21
000000000
-4.00000000
NC
USD
29422.54000000
0.028127521650
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CME Ultra Long Term US Treasury Bond Future
WNZ1 Comdty
2021-12-21
-795547.54000000
USD
29422.54000000
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAF2
145000.00000000
PA
USD
156600.00000000
0.149707329498
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.00000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAN1
375000.00000000
PA
USD
405292.50000000
0.387453753772
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.45900000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MAV5
55000.00000000
PA
USD
63645.45000000
0.060844127421
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
5.85000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAK7
75000.00000000
PA
USD
74766.00000000
0.071475211987
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
1.95000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR216533 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR216533 IRS EUR P F .00000 2 CCPVANILLA
000000000
1970000.00000000
OU
Notional Amount
43659.17000000
0.041737533517
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-12-15
2726.30000000
EUR
0.00000000
EUR
1970000.00000000
EUR
40420.27000000
N
N
N
DUKE REALTY LP
2549009GZDBNY1KE9O81
Duke Realty LP
26441YBE6
25000.00000000
PA
USD
23987.50000000
0.022931702211
Long
DBT
US
N
2
2030-07-01
Fixed
1.75000000
N
N
N
N
N
N
REALOGY GROUP/CO-ISSUER
N/A
Realogy Group LLC / Realogy Co-Issuer Corp
75606DAL5
96000.00000000
PA
USD
99360.00000000
0.094986719405
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.75000000
N
N
N
N
N
N
Apergy Corporation
N/A
Apergy Corporation 2020 Term Loan
15872EAB8
384615.38000000
PA
USD
390384.61000000
0.373202027077
Long
LON
CORP
US
N
2
2027-06-03
Floating
6.00000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAK1
150000.00000000
PA
USD
162042.00000000
0.154909802596
Long
DBT
CORP
IE
N
2
2024-01-16
Fixed
4.87500000
N
N
N
N
N
N
Epicor Software Corporation
JGNXVGGGXR4O1L5I7S73
Epicor Software Corporation 2020 2nd Lien Term Loan
29426NAQ7
50000.00000000
PA
USD
51312.50000000
0.049054006033
Long
LON
CORP
US
N
2
2028-07-31
Floating
8.75000000
N
N
N
N
N
N
IHS Markit Ltd
549300HLPTRASHS0E726
IHS Markit Ltd
44962LAJ6
75000.00000000
PA
USD
85687.50000000
0.081916007639
Long
DBT
CORP
BM
N
2
2029-05-01
Fixed
4.25000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBL4
87000.00000000
PA
USD
89966.70000000
0.086006860796
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
3.46900000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGL8
300000.00000000
PA
USD
340470.00000000
0.325484383616
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
4.30000000
N
N
N
N
N
N
SUNOCO LP/FINANCE CORP
N/A
Sunoco LP / Sunoco Finance Corp
86765LAT4
135000.00000000
PA
USD
136856.25000000
0.130832590757
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.50000000
N
N
N
N
N
N
Pactiv LLC
549300O4WTC6DL4JIE57
Pactiv LLC
880394AE1
285000.00000000
PA
USD
325256.25000000
0.310940259196
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
8.37500000
N
N
N
N
N
N
Bain Capital Credit CLO, Limited
549300B0VI605XM3L529
Bain Capital Credit CLO 2019-1
05683VAY0
175000.00000000
PA
USD
175825.30000000
0.168086437555
Long
ABS-CBDO
CORP
KY
N
2
2034-04-19
Floating
3.58400000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAB7
75000.00000000
PA
USD
75027.75000000
0.071725441192
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.57000000
N
N
N
N
N
N
Taboola.com Ltd
N/A
Taboola.com Ltd Term Loan B
000000000
325000.00000000
PA
USD
322562.50000000
0.308365073252
Long
LON
CORP
US
N
2
2028-08-17
Floating
4.50000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769GAA8
105000.00000000
PA
USD
106837.50000000
0.102135100991
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.62500000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JF5
25000.00000000
PA
USD
24394.25000000
0.023320549314
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
2.10000000
N
N
N
N
N
N
SWF ESCROW ISSUER CORP
N/A
SWF Escrow Issuer Corp
78500AAA6
260000.00000000
PA
USD
251875.00000000
0.240788848131
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
6.50000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBT8
415000.00000000
PA
USD
427968.75000000
0.409131919995
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
4.00000000
N
N
N
N
N
N
ITT HOLDINGS LLC
549300TH2PHOLK31LB42
ITT Holdings LLC
45074JAA2
105000.00000000
PA
USD
105525.00000000
0.100880370021
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
6.50000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
290000.00000000
PA
368001.97000000
0.351804547757
Long
DBT
NUSS
RO
N
2
2029-03-11
Fixed
2.87500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACA1
250000.00000000
PA
USD
252045.00000000
0.240951365666
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
2.05000000
N
N
N
N
N
N
DIRECTV HOLDINGS/FING
N/A
DIRECTV Holdings LLC / DIRECTV Financing Co Inc
25461LAA0
225000.00000000
PA
USD
234562.50000000
0.224238349141
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.87500000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) DEC21
000000000
32.00000000
NC
USD
-3326.25000000
-0.00317984677
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year US Treasury Note Future
TUZ1 Comdty
2021-12-31
7045826.28000000
USD
-3326.25000000
N
N
N
Sorenson Communications, LLC
549300H02Z2SUR0GB419
Sorenson Communications, LLC 2021 Term Loan
83583KAH9
95000.00000000
PA
USD
95504.45000000
0.091300869506
Long
LON
CORP
US
N
2
2026-03-12
Floating
6.25000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAT5
387000.00000000
PA
USD
375873.75000000
0.359329855306
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
Transocean Poseidon Ltd
N/A
Transocean Poseidon Ltd
89383JAA6
80000.00000000
PA
USD
79600.00000000
0.076096445900
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
6.87500000
N
N
N
N
N
N
Kronos Acquisition Holdings Inc.
N/A
Kronos Acquisition Holdings Inc. 2021 Term Loan B
49387TAW6
148875.00000000
PA
USD
145047.42000000
0.138663230516
Long
LON
CORP
US
N
2
2026-12-22
Floating
3.83400000
N
N
N
N
N
N
XPO LOGISTICS INC
54930096DB9LCLPN7H13
XPO Logistics Inc
983793AH3
3000.00000000
PA
USD
3153.75000000
0.003014939274
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.25000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JX62
200000.00000000
PA
USD
197020.00000000
0.188348263459
Long
DBT
NUSS
EG
N
2
2050-05-29
Fixed
8.87500000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR216531 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR216531 IRS EUR P F .00000 2 CCPVANILLA
000000000
470000.00000000
OU
Notional Amount
-459.82000000
-0.00043958125
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-12-15
0.00000000
EUR
-5304.42000000
EUR
470000.00000000
EUR
5842.38000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR216528 IRS EUR R V 06MLIBOR CCPVANILLA / Short: BR216528 IRS EUR P F .00000 CCPVANILLA
000000000
770000.00000000
OU
Notional Amount
-1905.25000000
-0.00182139137
N/A
DIR
ER
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-12-15
0.00000000
EUR
-3699.33000000
EUR
770000.00000000
EUR
2489.91000000
N
N
N
Gray Television Inc
529900TM5726KDN7UU35
Gray Television Inc
389284AA8
180000.00000000
PA
USD
193050.00000000
0.184553001019
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.00000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAK6
330000.00000000
PA
USD
330825.00000000
0.316263903456
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.50000000
N
N
N
N
N
N
First Brands Group, LLC
N/A
First Brands Group, LLC 2021 2nd Lien Term Loan
31935HAF4
250000.00000000
PA
USD
251875.00000000
0.240788848131
Long
LON
CORP
US
N
2
2028-03-30
Floating
9.50000000
N
N
N
N
N
N
MINERALS TECHNOLOGIES IN
549300D3I1QU67GP6403
Minerals Technologies Inc
603158AA4
315000.00000000
PA
USD
325631.25000000
0.311298753759
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAH4
100000.00000000
PA
USD
102870.00000000
0.098342228515
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
2.87500000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAC3
295000.00000000
PA
USD
303855.31000000
0.290481270843
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.50000000
N
N
N
N
N
N
eG Global Finance PLC
549300TL8Q5207VYET27
eG Global Finance PLC
000000000
250000.00000000
PA
289546.93000000
0.276802667016
Long
DBT
CORP
GB
N
2
2025-02-07
Fixed
4.37500000
N
N
N
N
N
N
AEROPUERTO INTL TOCUMEN
254900FO1PHX49ZIGB14
Aeropuerto Internacional de Tocumen SA
00787CAD4
210000.00000000
PA
USD
213583.13000000
0.204182375595
Long
DBT
CORP
PA
N
2
2041-08-11
Fixed
4.00000000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
913229AA8
340000.00000000
PA
USD
330650.00000000
0.316096605994
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
05675M2C7
200000.00000000
PA
USD
221600.00000000
0.211846387080
Long
DBT
NUSS
BH
N
2
2030-05-14
Fixed
7.37500000
N
N
N
N
N
N
CORNERSTONE BUILDING
549300IW41QEWQ6T0H29
Cornerstone Building Brands Inc
21925DAA7
167000.00000000
PA
USD
177020.00000000
0.169228553434
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.12500000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAN9
225000.00000000
PA
USD
234000.00000000
0.223700607296
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
3.62500000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BE2
50000.00000000
PA
USD
64079.00000000
0.061258594935
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
6.35000000
N
N
N
N
N
N
Idera, Inc.
549300VQ6S3PWR8NUC48
Idera, Inc. 2021 Term Loan
45168RAQ6
248750.00000000
PA
USD
248595.78000000
0.237653961356
Long
LON
CORP
US
N
2
2028-03-02
Floating
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382EQP5
1037423.18000000
PA
USD
136488.89000000
0.130481399924
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
3.50000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DF6
400000.00000000
PA
USD
396450.00000000
0.379000451977
Long
DBT
NUSS
PE
N
2
2031-01-23
Fixed
2.78300000
N
N
N
N
N
N
Hertz Corporation, (The)
549300PD0C69OJ0NLB27
Hertz Corporation, (The) 2021 Term Loan B
42804VBB6
252111.65000000
PA
USD
252151.99000000
0.241053646555
Long
LON
CORP
US
N
2
2028-06-30
Floating
4.00000000
N
N
N
N
N
N
Russian Federation
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
200000.00000000
PA
USD
224912.50000000
0.215013089053
Long
DBT
NUSS
RU
N
2
2026-05-27
Fixed
4.75000000
N
N
N
N
N
N
GROUP 1 AUTOMOTIVE INC
549300US8QAZJLWYAF63
Group 1 Automotive Inc
398905AN9
70000.00000000
PA
USD
71225.00000000
0.068090067327
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR216536 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR216536 IRS EUR P F .50000 2 CCPVANILLA
000000000
180000.00000000
OU
Notional Amount
657.09000000
0.000628168513
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2041-12-15
0.00000000
EUR
-5207.45000000
EUR
180000.00000000
EUR
6844.06000000
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
695847AS2
250000.00000000
PA
USD
247527.50000000
0.236632701164
Long
DBT
NUSS
PK
N
2
2026-04-08
Fixed
6.00000000
N
N
N
N
N
N
REAL HERO MERGER SUB 2
N/A
Real Hero Merger Sub 2 Inc
75602BAA7
40000.00000000
PA
USD
41400.00000000
0.039577799752
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.25000000
N
N
N
N
N
N
Edelman Financial Center, LLC
549300Z31KZXNP05U733
Edelman Financial Center, LLC 2021 Term Loan B
27943UAK2
375000.00000000
PA
USD
374122.50000000
0.357655685697
Long
LON
CORP
US
N
2
2028-04-07
Floating
4.25000000
N
N
N
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CT5
200000.00000000
PA
USD
213225.00000000
0.203840008507
Long
DBT
NUSS
TR
N
2
2029-04-26
Fixed
7.62500000
N
N
N
N
N
N
Jazz Financing Lux S.a.r.l.
635400WUEO2NSG5OIU34
Jazz Financing Lux S.a.r.l. USD Term Loan
000000000
473812.50000000
PA
USD
474347.91000000
0.453469724516
Long
LON
CORP
LU
N
2
2028-05-05
Floating
4.00000000
N
N
N
N
N
N
ALLEN MEDIA LLC/CO-ISSR
N/A
Allen Media LLC / Allen Media Co-Issuer Inc
01771YAA8
245000.00000000
PA
USD
251431.25000000
0.240364629565
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
10.50000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
000000000
400000.00000000
PA
USD
413325.00000000
0.395132707311
Long
DBT
CORP
NL
N
2
2030-01-21
Fixed
3.68000000
N
N
N
N
N
N
URBAN ONE INC
549300PLGIGPBRQUP240
Urban One Inc
91705JAC9
185000.00000000
PA
USD
198412.50000000
0.189679473270
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.37500000
N
N
N
N
N
N
GAP INC/THE
T2ZG1WRWZ4BUCMQL9224
Gap Inc/The
364760AQ1
100000.00000000
PA
USD
100000.00000000
0.095598550126
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
3.87500000
N
N
N
N
N
N
Rough Country, LLC
N/A
Rough Country, LLC 2021 2nd Lien Term Loan
000000000
50000.00000000
PA
USD
49812.50000000
0.047620027781
Long
LON
CORP
US
N
2
2029-07-26
Floating
7.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAG6
150000.00000000
PA
USD
153445.50000000
0.146691673234
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.60000000
N
N
N
N
N
N
SCRIPPS ESCROW II INC
N/A
Scripps Escrow II Inc
81105DAB1
130000.00000000
PA
USD
127725.00000000
0.122103248149
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.37500000
N
N
N
N
N
N
ROCKETMTGE C0-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
77313LAA1
185000.00000000
PA
USD
180635.30000000
0.172684727817
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
2.87500000
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BQ1
798000.00000000
PA
USD
821940.00000000
0.785762722911
Long
DBT
CORP
KY
N
2
2027-01-30
Fixed
11.50000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDJ6
96000.00000000
PA
USD
100800.00000000
0.096363338527
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.12500000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
180000.00000000
PA
211630.53000000
0.202315718305
Long
DBT
NUSS
EG
N
2
2025-04-11
Fixed
4.75000000
N
N
N
N
N
N
TUI CRUISES GMBH
529900SVD83QUUIZYY18
TUI Cruises GmbH
000000000
125000.00000000
PA
149000.00000000
0.142441839688
Long
DBT
CORP
DE
N
2
2026-05-15
Fixed
6.50000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
000000000
100000.00000000
PA
112800.11000000
0.107835269701
Long
DBT
CORP
FR
N
2
2025-02-15
Fixed
2.12500000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
91153LAA5
175000.00000000
PA
USD
176312.50000000
0.168552193692
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
5.50000000
N
N
N
N
N
N
AMBIENCE MERGER
N/A
Ambience Merger Sub Inc
04650YAA8
210000.00000000
PA
USD
210000.00000000
0.200756955266
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.87500000
N
N
N
N
N
N
Cenovus Energy Inc
549300EIRQ0Z2B9C1W06
Cenovus Energy Inc
15135UAF6
85000.00000000
PA
USD
115735.15000000
0.110641125386
Long
DBT
CORP
CA
N
2
2039-11-15
Fixed
6.75000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CR5
415000.00000000
PA
USD
399956.25000000
0.382352376141
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.75000000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods Inc
90290MAD3
301000.00000000
PA
USD
307772.50000000
0.294226047688
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.75000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAH3
150000.00000000
PA
USD
181327.50000000
0.173346460981
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AY0
975000.00000000
PA
USD
1095997.50000000
1.047757719425
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.90800000
N
N
N
N
N
N
IRB Holding Corp
549300HVW4WNWYBXN830
IRB Holding Corp
44988MAA3
343000.00000000
PA
USD
352432.50000000
0.336920360175
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.75000000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
013817AK7
220000.00000000
PA
USD
273900.00000000
0.261844428797
Long
DBT
CORP
US
N
2
2037-02-01
Fixed
5.95000000
N
N
N
N
N
N
HUB International Ltd
549300JQT6ATTUNS5E06
HUB International Ltd
44332PAD3
212000.00000000
PA
USD
218890.00000000
0.209255666372
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
7.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT DEC21
000000000
-8.00000000
NC
USD
15914.46000000
0.015213993020
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Ultra 10-Year US Treasury Note Futures
UXYZ1 Comdty
2021-12-21
-1179289.46000000
USD
15914.46000000
N
N
N
ORGANON & CO/ORG
N/A
Organon & Co / Organon Foreign Debt Co-Issuer BV
68622TAB7
210000.00000000
PA
USD
220500.00000000
0.210794803029
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
5.12500000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
01883LAA1
119000.00000000
PA
USD
123165.00000000
0.117743954263
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
DH EUROPE FINANCE II
222100KDGL314CKTZ511
DH Europe Finance II Sarl
23291KAH8
50000.00000000
PA
USD
52135.50000000
0.049840782101
Long
DBT
CORP
LU
N
2
2029-11-15
Fixed
2.60000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
100000.00000000
PA
112070.35000000
0.107137629721
Long
DBT
NUSS
ID
N
2
2033-03-12
Fixed
1.10000000
N
N
N
N
N
N
ENDURE DIGITAL INC
N/A
Endure Digital Inc
29279XAA8
574000.00000000
PA
USD
543865.00000000
0.519927054646
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.00000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBS0
160000.00000000
PA
USD
172600.00000000
0.165003097518
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.87500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHX0
125000.00000000
PA
USD
130491.25000000
0.124747743042
Long
DBT
CORP
US
N
2
2030-10-22
Fixed
2.88400000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BJ2
225000.00000000
PA
USD
246352.50000000
0.235509418200
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.75000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBN9
295000.00000000
PA
USD
306062.50000000
0.292591312481
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.70000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBD6
200000.00000000
PA
USD
195500.00000000
0.186895165497
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.12500000
N
N
N
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP Carey Inc
92936UAG4
25000.00000000
PA
USD
24731.50000000
0.023642955424
Long
DBT
US
N
2
2031-02-01
Fixed
2.40000000
N
N
N
N
N
N
WOLVERINE ESCROW LLC
N/A
Wolverine Escrow LLC
97789LAC0
371000.00000000
PA
USD
344102.50000000
0.328957000949
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
8.50000000
N
N
N
N
N
N
VEREIT OPERATING PARTNER
5493005TQOUJE1LCS698
VEREIT Operating Partnership LP
92340LAG4
50000.00000000
PA
USD
51931.00000000
0.049645283066
Long
DBT
US
N
2
2032-12-15
Fixed
2.85000000
N
N
N
N
N
N
HUARONG FINANCE 2019
549300M6T6OW4AGYHK10
Huarong Finance 2019 Co Ltd
000000000
310000.00000000
PA
USD
293725.00000000
0.280796841359
Long
DBT
CORP
VG
N
2
2023-02-24
Fixed
2.50000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2D5
200000.00000000
PA
USD
213264.00000000
0.203877291942
Long
DBT
CORP
FR
N
2
2025-01-09
Fixed
3.37500000
N
N
N
N
N
N
BCPE EMPIRE HOLDINGS INC
549300O2G0VI2955B626
BCPE Empire Holdings Inc
05552VAA0
246000.00000000
PA
USD
244770.00000000
0.233996571145
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
7.62500000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887CJ6
25000.00000000
PA
USD
26168.75000000
0.025016945586
Long
DBT
CORP
US
N
2
2030-05-20
Fixed
2.82300000
N
N
N
N
N
N
ZIGGO BOND CO BV
213800JYI4P7V5QDOG59
Ziggo Bond Co BV
000000000
100000.00000000
PA
115530.34000000
0.110445329996
Long
DBT
CORP
NL
N
2
2030-02-28
Fixed
3.37500000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123DD9
200000.00000000
PA
USD
191250.00000000
0.182832227117
Long
DBT
NUSS
TR
N
2
2033-09-20
Fixed
6.50000000
N
N
N
N
N
N
Packers Holdings, LLC
549300X0L6OJNRPME518
Packers Holdings, LLC 2021 Term Loan
69519UAF9
249437.50000000
PA
USD
248137.93000000
0.237216263394
Long
LON
CORP
US
N
2
2028-03-09
Floating
4.00000000
N
N
N
N
N
N
TITAN ACQ/CO-BORROWER
N/A
Titan Acquisition Ltd / Titan Co-Borrower LLC
88827AAA1
401000.00000000
PA
USD
409020.00000000
0.391017189728
Long
DBT
CORP
XX
N
2
2026-04-15
Fixed
7.75000000
N
N
N
N
N
N
REPUBLIC OF ARMENIA
5299000H77JSW90G7935
Republic of Armenia International Bond
042207AD2
330000.00000000
PA
USD
311602.50000000
0.297887472158
Long
DBT
NUSS
AM
N
2
2031-02-02
Fixed
3.60000000
N
N
N
N
N
N
Truck Hero, Inc.
54930007KT5CX7XNSD31
Truck Hero, Inc. 2021 Term Loan B
89778PAG2
149250.00000000
PA
USD
148845.53000000
0.142294168608
Long
LON
CORP
US
N
2
2028-01-31
Floating
4.00000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAY1
133000.00000000
PA
USD
150290.00000000
0.143675060985
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree Inc
256746AG3
75000.00000000
PA
USD
81995.25000000
0.078386270172
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.00000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAB8
75000.00000000
PA
USD
79288.50000000
0.075798656417
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.20000000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp
65342RAD2
662000.00000000
PA
USD
671930.00000000
0.642355337866
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.87500000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAH0
210000.00000000
PA
USD
216825.00000000
0.207281556312
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585ABD3
50000.00000000
PA
USD
54944.00000000
0.052525667381
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.80000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAG5
110000.00000000
PA
USD
117562.50000000
0.112388045492
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PBH7
75000.00000000
PA
USD
75972.00000000
0.072628130502
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.95000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380Y2Z7
219289.74000000
PA
USD
38456.69000000
0.036764038066
Long
ABS-MBS
USGA
US
N
2
2048-09-20
Floating
6.11300000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJF7
200000.00000000
PA
USD
192496.00000000
0.184023385051
Long
DBT
CORP
US
N
2
2031-07-23
Fixed
1.89800000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SX002967 CDS USD R F 1.00000 2 CCPCDX / Short: SX002967 CDS USD P V 03MEVENT 1 CCPCDX
000000000
425000.00000000
OU
Notional Amount
USD
5490.53000000
0.005248867074
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.IG.S34.V1
2I65BYDW2
Y
sell protection
2023-06-20
3125.75000000
USD
0.00000000
USD
425000.00000000
USD
2364.78000000
N
N
N
Virtusa Corporation
C77OMXDER63WLJCSKT03
Virtusa Corporation Term Loan B
92828KAJ1
378100.00000000
PA
USD
378478.10000000
0.361819576147
Long
LON
CORP
US
N
2
2028-02-11
None
0.00000000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
158000.00000000
PA
USD
171825.00000000
0.164262208755
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567RAH9
550000.00000000
PA
USD
614384.38000000
0.587342559485
Long
DBT
NUSS
ID
N
2
2027-03-29
Fixed
4.15000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HX1
13920.00000000
PA
USD
5331.36000000
0.005096702862
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBE1
95000.00000000
PA
USD
98325.00000000
0.093997274412
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.37500000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBA3
500000.00000000
PA
USD
551960.00000000
0.527665757279
Long
DBT
CORP
US
N
2
2027-01-29
Fixed
3.96000000
N
N
N
N
N
N
TURKIYE VAKIFLAR BANKASI
789000KAIHOLSQKQ9858
Turkiye Vakiflar Bankasi TAO
90015WAK9
200000.00000000
PA
USD
204000.00000000
0.195021042258
Long
DBT
CORP
TR
N
2
2026-01-08
Fixed
6.50000000
N
N
N
N
N
N
CNX MIDSTREAM PART LP
N/A
CNX Midstream Partners LP
12654AAA9
95000.00000000
PA
USD
95950.00000000
0.091726808846
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.75000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAA6
165000.00000000
PA
USD
181839.90000000
0.173836307951
Long
DBT
CORP
XX
N
2
2026-06-18
Fixed
3.87500000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JG3
50000.00000000
PA
USD
47561.50000000
0.045468104418
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.50000000
N
N
N
N
N
N
ARCHES BUYER INC
2549009ADY4208OH2Y47
Arches Buyer Inc
039524AB9
77000.00000000
PA
USD
78155.00000000
0.074715046851
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
6.12500000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAJ9
176000.00000000
PA
USD
189198.24000000
0.180870774305
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.20000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
200000.00000000
PA
USD
224500.00000000
0.214618745034
Long
DBT
NUSS
DO
N
2
2027-01-25
Fixed
5.95000000
N
N
N
N
N
N
BRF SA
254900MTXR9LUVQFU480
BRF SA
000000000
400000.00000000
PA
USD
400880.00000000
0.383235467748
Long
DBT
CORP
BR
N
2
2030-01-24
Fixed
4.87500000
N
N
N
N
N
N
Talen Energy Supply LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply LLC
87422VAE8
90000.00000000
PA
USD
49050.00000000
0.046891088837
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
10.50000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SX002829 CDS USD R F 1.00000 2I65BYDN2 / Short: SX002829 CDS USD P V 03MEVENT 2I65BYDN2
000000000
625000.00000000
OU
Notional Amount
USD
3537.56000000
0.003381856069
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.IG.S28.V1
2I65BYDN2
Y
sell protection
2022-06-20
3103.01000000
USD
0.00000000
USD
625000.00000000
USD
434.55000000
N
N
N
DEALER TIRE LLC/DT ISSR
N/A
Dealer Tire LLC / DT Issuer LLC
24229JAA1
269000.00000000
PA
USD
280432.50000000
0.268089404084
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
8.00000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
20000.00000000
PA
USD
3235.00000000
0.003092613096
Long
DBT
NUSS
LB
N
2
2029-05-25
None
0.00000000
Y
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
200000.00000000
PA
USD
216787.50000000
0.207245706855
Long
DBT
NUSS
UA
N
2
2026-09-01
Fixed
7.75000000
N
N
N
N
N
N
ASSUREDPARTNERS INC
549300HNDSDQWQ3L2P80
AssuredPartners Inc
04624VAB5
70000.00000000
PA
USD
70350.00000000
0.067253580014
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.62500000
N
N
N
N
N
N
KLEOPATRA FINCO SARL
222100M6T1N8VIC8M726
Kleopatra Finco Sarl
000000000
100000.00000000
PA
113395.51000000
0.108404463468
Long
DBT
CORP
LU
N
2
2026-03-01
Fixed
4.25000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHM4
100000.00000000
PA
USD
113391.00000000
0.108400151974
Long
DBT
CORP
US
N
2
2029-07-23
Fixed
4.27100000
N
N
N
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners LP / GLP Finance Corp
37954FAJ3
345000.00000000
PA
USD
356212.50000000
0.340533985370
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.87500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFE9
275000.00000000
PA
USD
294167.50000000
0.281219864944
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
3.15000000
N
N
N
N
N
N
NABORS INDUSTRIES INC
549300VFQWRKICUFNU92
Nabors Industries Inc
62957HAH8
322000.00000000
PA
USD
332465.00000000
0.317831719678
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
9.00000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DK0
175000.00000000
PA
USD
199407.25000000
0.190630439847
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.20000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
713.81000000
0.000682392010
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
169479.11000000
CAD
134520.36000000
USD
2021-12-15
713.81000000
N
N
N
LD HOLDINGS GROUP LLC
N/A
LD Holdings Group LLC
521088AC8
185000.00000000
PA
USD
174362.50000000
0.166688021964
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
6.12500000
N
N
N
N
N
N
MV24 CAPITAL BV
N/A
MV24 Capital BV
000000000
747016.00000000
PA
USD
791043.26000000
0.756225887435
Long
DBT
CORP
NL
N
2
2034-06-01
Fixed
6.74800000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAF6
316000.00000000
PA
USD
361883.20000000
0.345955092352
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.10000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAL5
50000.00000000
PA
USD
53852.00000000
0.051481731214
Long
DBT
CORP
KY
N
2
2026-04-15
Fixed
4.25000000
N
N
N
N
N
N
MIDCAP FINANCIAL ISSR TR
N/A
Midcap Financial Issuer Trust
59567LAA2
200000.00000000
PA
USD
208750.00000000
0.199561973389
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
6.50000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BK2
200000.00000000
PA
USD
192000.00000000
0.183549216243
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.00000000
N
N
N
N
N
N
BEACON ROOFING SUPPLY IN
549300HDXQWWCBOYXP31
Beacon Roofing Supply Inc
073685AH2
255000.00000000
PA
USD
253725.00000000
0.242557421309
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.12500000
N
N
N
N
N
N
LGI HOMES INC
549300W02B4WNV8CV109
LGI Homes Inc
50187TAF3
315000.00000000
PA
USD
313425.00000000
0.299629755734
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.00000000
N
N
N
N
N
N
Engineered Machinery Holdings, Inc.
5493008AR0NPSLW8EW07
Engineered Machinery Holdings, Inc. 2021 EUR Incremental Term Loan
26658NAL3
75000.00000000
PA
86672.95000000
0.082858083552
Long
LON
CORP
US
N
2
2028-05-05
Floating
3.75000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-4323.95000000
-0.00413363350
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
193308.31000000
USD
162879.90000000
EUR
2021-12-15
-4323.95000000
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAV2
175000.00000000
PA
USD
205112.25000000
0.196084337132
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.12500000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AQ7
22000.00000000
PA
USD
22137.50000000
0.021163129034
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.62500000
N
N
N
N
N
N
BENIN INTL GOV BOND
635400Q11P6AE5A5Y230
Benin Government International Bond
000000000
260000.00000000
PA
299665.12000000
0.286475509955
Long
DBT
NUSS
BJ
N
2
2032-01-19
Fixed
4.87500000
N
N
N
N
N
N
PAKISTAN WATER & POWER
213800UA74QOTK6IES10
Pakistan Water & Power Development Authority
000000000
200000.00000000
PA
USD
197820.00000000
0.189113051860
Long
DBT
NUSS
PK
N
2
2031-06-04
Fixed
7.50000000
N
N
N
N
N
N
W.R. Grace & Co.-Conn.
N/A
W.R. Grace & Co.-Conn. 2021 Term Loan B
000000000
50000.00000000
PA
USD
50156.50000000
0.047948886794
Long
LON
CORP
US
N
2
2028-09-22
None
0.00000000
N
N
N
N
N
N
LABORATOIRE EIMER SELAS
969500DCZL54LLTFEM37
Laboratoire Eimer Selas
000000000
100000.00000000
PA
119513.91000000
0.114253565159
Long
DBT
CORP
FR
N
2
2029-02-01
Fixed
5.00000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
40000.00000000
PA
USD
33500.00000000
0.032025514292
Long
DBT
NUSS
EC
N
2
2030-07-31
Variable
5.00000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAG4
400000.00000000
PA
USD
397312.00000000
0.379824511479
Long
DBT
CORP
ES
N
2
2030-12-03
Fixed
2.74900000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAF8
60000.00000000
PA
USD
63675.00000000
0.060872376793
Long
DBT
CORP
KY
N
2
2024-07-01
Fixed
3.95000000
N
N
N
N
N
N
SUMMIT MID HLDS LLC / FI
N/A
Summit Midstream Holdings LLC / Summit Midstream Finance Corp
86614WAC0
225000.00000000
PA
USD
220500.00000000
0.210794803029
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
5.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468U6
100000.00000000
PA
USD
95197.00000000
0.091006951764
Long
DBT
CORP
US
N
2
2032-02-13
Fixed
1.79400000
N
N
N
N
N
N
MHP Lux SA
222100RHC7R1WZ1J3M44
MHP Lux SA
000000000
200000.00000000
PA
USD
212725.00000000
0.203362015757
Long
DBT
CORP
LU
N
2
2026-04-03
Fixed
6.95000000
N
N
N
N
N
N
Goldman Sachs Financial Square Government Fund
549300BRJMXN4GUWZ402
Goldman Sachs Financial Square Government Fund
38141W273
3560344.00000000
NS
USD
3560344.00000000
3.403637243524
Long
EC
RF
US
N
1
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJX1
300000.00000000
PA
USD
310734.00000000
0.297057198750
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
2.30000000
N
N
N
N
N
N
FOUNDATION BUILDING M
549300ZVE6MONHB01I28
Foundation Building Materials Inc
350392AA4
95000.00000000
PA
USD
93100.00000000
0.089002250167
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.00000000
N
N
N
N
N
N
Republic of Angola
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AB6
200000.00000000
PA
USD
206975.00000000
0.197865099124
Long
DBT
NUSS
AO
N
2
2028-05-09
Fixed
8.25000000
N
N
N
N
N
N
AUSTIN BIDCO INC
N/A
Austin BidCo Inc
92837TAA0
62000.00000000
PA
USD
62620.00000000
0.059863812089
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
7.12500000
N
N
N
N
N
N
NE PROPERTY BV
7245006AG9J70KOIJH36
NE Property BV
000000000
200000.00000000
PA
260049.55000000
0.248603599411
Long
DBT
CORP
NL
N
2
2027-07-14
Fixed
3.37500000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
369604BQ5
742000.00000000
PA
USD
725579.54000000
0.693643520256
Long
DBT
CORP
US
N
2
2021-12-15
Variable
3.44600000
N
N
N
N
N
N
ACRISURE LLC / FIN INC
N/A
Acrisure LLC / Acrisure Finance Inc
00489LAF0
250000.00000000
PA
USD
247187.50000000
0.236307666094
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.25000000
N
N
N
N
N
N
DirecTV Financing, LLC
N/A
DirecTV Financing, LLC Term Loan
25460HAB8
225000.00000000
PA
USD
225069.75000000
0.215163417773
Long
LON
CORP
US
N
2
2027-07-22
Floating
5.75000000
N
N
N
N
N
N
TERRIER MEDIA BUYER INC
N/A
Terrier Media Buyer Inc
88146LAA1
127000.00000000
PA
USD
134302.50000000
0.128391242783
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
8.87500000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
2797.80000000
0.002674656235
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
189465.75000000
EUR
222500.24000000
USD
2021-11-24
2797.80000000
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
LifePoint Health Inc
53219LAU3
260000.00000000
PA
USD
252850.00000000
0.241720933995
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.37500000
N
N
N
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857LAR9
72000.00000000
PA
USD
85626.00000000
0.081857214531
Long
DBT
CORP
US
N
2
2030-04-13
Fixed
4.62500000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587CV7
120000.00000000
PA
USD
129168.00000000
0.123482735227
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.25000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBQ2
75000.00000000
PA
USD
75349.50000000
0.072033029527
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.65000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMM1
202000.00000000
PA
USD
198759.92000000
0.190011601753
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.55000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGC7
275000.00000000
PA
USD
306388.50000000
0.292902963755
Long
DBT
CORP
US
N
2
2027-11-25
Fixed
4.18300000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAB9
100000.00000000
PA
USD
104125.00000000
0.099541990319
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
4.12500000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HS2
455900.00000000
PA
USD
166403.50000000
0.159079333360
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FUUT9
581009.89000000
PA
USD
79867.77000000
0.076352430138
Long
ABS-MBS
USGSE
US
N
2
2050-07-25
Fixed
5.00000000
N
N
N
N
N
N
CAB
9695008EGX5O9K1MS743
CAB SELAS
000000000
150000.00000000
PA
175126.87000000
0.167418748602
Long
DBT
CORP
FR
N
2
2028-02-01
Fixed
3.37500000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAJ4
100000.00000000
PA
USD
108614.00000000
0.103833409234
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
4.50000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABF4
83000.00000000
PA
USD
87150.00000000
0.083314136435
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468G7
25000.00000000
PA
USD
28845.00000000
0.027575401784
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
4.43100000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382LNX5
684169.79000000
PA
USD
33981.55000000
0.032485869110
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
2.50000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AN1
25000.00000000
PA
USD
24903.00000000
0.023806906938
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.30000000
N
N
N
N
N
N
GLOBAL INFRASTRUCTURE SO
2549003BGLQITAJ6ZT28
Global Infrastructure Solutions Inc
37960XAA5
265000.00000000
PA
USD
270300.00000000
0.258402880992
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.62500000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
68205LAS2
320000.00000000
PA
USD
341600.00000000
0.326564647232
Long
DBT
NUSS
OM
N
2
2031-01-25
Fixed
6.25000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAB7
181000.00000000
PA
USD
195027.50000000
0.186443462348
Long
DBT
CORP
XX
N
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
5493007OZE2103TZO049
Neuberger Berman Loan Advisers CLO 31 Ltd
64132JAU9
600000.00000000
PA
USD
600424.20000000
0.573996829810
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
3.38400000
N
N
N
N
N
N
SUMMIT MID HLDS LLC / FI
N/A
Summit Midstream Holdings LLC / Summit Midstream Finance Corp
86614WAD8
265000.00000000
PA
USD
241150.00000000
0.230535903630
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.75000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556CG5
50000.00000000
PA
USD
59093.50000000
0.056492529219
Long
DBT
CORP
US
N
2
2030-03-25
Fixed
4.49700000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) DEC21
000000000
10.00000000
NC
USD
-38926.95000000
-0.03721359980
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT US Long Bond Future
USZ1 Comdty
2021-12-21
1633614.45000000
USD
-38926.95000000
N
N
N
INGRAM MICRO INC.
549300KJMEWPKRQZHX63
Ingram Micro Inc. 2021 Term Loan B
45258FAB6
349125.00000000
PA
USD
349823.25000000
0.334425955006
Long
LON
CORP
US
N
2
2028-06-30
Floating
4.00000000
N
N
N
N
N
N
CLARIV SCI HLD CORP
N/A
Clarivate Science Holdings Corp
18064PAD1
204000.00000000
PA
USD
203745.00000000
0.194777265955
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.87500000
N
N
N
N
N
N
DCert Buyer, Inc.
549300EF826JEEUCHZ67
DCert Buyer, Inc. 2021 2nd Lien Term Loan
000000000
325000.00000000
PA
USD
327369.25000000
0.312960256560
Long
LON
CORP
US
N
2
2029-02-16
Floating
7.08400000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2D4
125000.00000000
PA
USD
141905.00000000
0.135659122557
Long
DBT
CORP
US
N
2
2029-01-24
Fixed
4.15000000
N
N
N
N
N
N
Grab Holdings Inc
N/A
Grab Holdings Inc Term Loan B
000000000
348250.00000000
PA
USD
351150.92000000
0.335695188276
Long
LON
CORP
SG
N
2
2026-01-29
Floating
5.50000000
N
N
N
N
N
N
UNITED GROUP BV
213800PC85O8BJ7DU398
United Group BV
000000000
175000.00000000
PA
203235.36000000
0.194290057504
Long
DBT
CORP
NL
N
2
2028-08-15
Fixed
4.62500000
N
N
N
N
N
N
ZIMMER BIOMET HOLDINGS
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956PAT9
50000.00000000
PA
USD
54667.00000000
0.052260859397
Long
DBT
CORP
US
N
2
2030-03-20
Fixed
3.55000000
N
N
N
N
N
N
CONNECTWISE LLC
N/A
CONNECTWISE LLC
000000000
150000.00000000
PA
USD
149625.00000000
0.143039330627
Long
LON
CORP
US
N
2
2028-09-29
None
0.00000000
N
N
N
N
N
N
Garrett LX I SARL
549300LKYJ4RR1ELO069
Garrett LX I SARL 2021 USD Term Loan B
36649XAC2
300000.00000000
PA
USD
298875.00000000
0.285720166691
Long
LON
CORP
LU
N
2
2028-04-30
Floating
3.75000000
N
N
N
N
N
N
IHS NETHERLANDS HOLDCO
5493006Z6YQYCCN2XI74
IHS Netherlands Holdco BV
000000000
200000.00000000
PA
USD
205475.00000000
0.196431120872
Long
DBT
CORP
NL
N
2
2025-03-18
Fixed
7.12500000
N
N
N
N
N
N
SRS DISTRIBUTION INC
549300ZQ3XP75BCYM468
SRS Distribution Inc
78471RAC0
100000.00000000
PA
USD
103000.00000000
0.098466506630
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
6.12500000
N
N
N
N
N
N
Engineered Machinery Holdings, Inc.
5493008AR0NPSLW8EW07
Engineered Machinery Holdings, Inc. 2021 USD Incremental Term Loan
26658NAP4
189612.40000000
PA
USD
189058.73000000
0.180737404768
Long
LON
CORP
US
N
2
2028-05-19
Floating
4.50000000
N
N
N
N
N
N
PLAYTIKA HOLDING CORP
254900E35Z4TKA4UFG64
Playtika Holding Corp
72815LAA5
213000.00000000
PA
USD
213798.75000000
0.204388505189
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
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
88000.00000000
PA
USD
87230.00000000
0.083390615275
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.00000000
N
N
N
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP Carey Inc
92936UAF6
60000.00000000
PA
USD
66484.20000000
0.063557931263
Long
DBT
US
N
2
2029-07-15
Fixed
3.85000000
N
N
N
N
N
N
Getty Images Inc
5493005NV20IG4VEKZ40
Getty Images Inc
374276AJ2
358000.00000000
PA
USD
381270.00000000
0.364488592068
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
9.75000000
N
N
N
N
N
N
Hunter Fan Company
549300LNHMRYBCSXQE39
Hunter Fan Company 2021 Term Loan
44568FAT5
300000.00000000
PA
USD
299439.00000000
0.286259342513
Long
LON
CORP
US
N
2
2028-04-09
Floating
5.75000000
N
N
N
N
N
N
ARCOSA INC
549300WFHLTCZV7D6V29
Arcosa Inc
039653AA8
125000.00000000
PA
USD
126562.50000000
0.120991915004
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.37500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379EWA6
856887.60000000
PA
USD
152433.96000000
0.145724655660
Long
ABS-MBS
USGA
US
N
2
2044-08-20
Floating
5.51300000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBX6
225000.00000000
PA
USD
242451.00000000
0.231779640767
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.20000000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
000000000
400000.00000000
PA
USD
446325.00000000
0.426680228853
Long
DBT
CORP
MX
N
2
2028-01-10
Fixed
7.62500000
N
N
N
N
N
N
API GROUP DE INC
549300XP4G7B4QYA0G83
APi Group DE Inc
001877AA7
240000.00000000
PA
USD
235200.00000000
0.224847789898
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.12500000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKA9
25000.00000000
PA
USD
25467.75000000
0.024346799749
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.65000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JC6
125000.00000000
PA
USD
140540.00000000
0.134354202348
Long
DBT
CORP
US
N
2
2026-11-20
Fixed
4.30000000
N
N
N
N
N
N
KEN GARFF AUTOMOTIVE LLC
N/A
Ken Garff Automotive LLC
48850PAA2
190000.00000000
PA
USD
195225.00000000
0.186632269484
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.87500000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAB8
320000.00000000
PA
USD
346448.00000000
0.331199264943
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.75000000
N
N
N
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
Chemours Co/The
163851AH1
365000.00000000
PA
USD
354962.50000000
0.339339003493
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.62500000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAL8
242000.00000000
PA
USD
240790.00000000
0.230191748850
Long
DBT
CORP
CA
N
2
2028-08-01
Fixed
4.00000000
N
N
N
N
N
N
CARGO AIRCRAFT MANAGEMEN
549300GH5J7LOMV44F11
Cargo Aircraft Management Inc
14180LAA4
80000.00000000
PA
USD
82900.00000000
0.079251198055
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.75000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAK4
455000.00000000
PA
USD
467512.50000000
0.446935171661
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DY0
225000.00000000
PA
USD
215291.25000000
0.205815313549
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.70000000
N
N
N
N
N
N
ELASTIC NV
2549003I48WHHH937I59
Elastic NV
28415LAA1
160000.00000000
PA
USD
159800.00000000
0.152766483102
Long
DBT
CORP
NL
N
2
2029-07-15
Fixed
4.12500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBP0
50000.00000000
PA
USD
52066.00000000
0.049774341108
Long
DBT
CORP
US
N
2
2031-05-13
Fixed
2.95600000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CAW9
175000.00000000
PA
USD
197993.25000000
0.189278676348
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.90000000
N
N
N
N
N
N
ADAPTHEALTH LLC
N/A
AdaptHealth LLC
00653VAA9
65000.00000000
PA
USD
68900.00000000
0.065867401037
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
6.12500000
N
N
N
N
N
N
UNISYS CORP
549300T21W22FIJJOW08
Unisys Corp
909214BV9
80000.00000000
PA
USD
87200.00000000
0.083361935710
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
6.87500000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DR5
25000.00000000
PA
USD
27305.25000000
0.026103423108
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
3.40000000
N
N
N
N
N
N
Epicor Software Corporation
JGNXVGGGXR4O1L5I7S73
Epicor Software Corporation 2020 Term Loan
29426NAN4
123750.00000000
PA
USD
123694.31000000
0.118249966949
Long
LON
CORP
US
N
2
2027-07-30
Floating
4.00000000
N
N
N
N
N
N
KBR INC
254900OFQDXZRKRCV808
KBR Inc
48242WAC0
71000.00000000
PA
USD
72242.50000000
0.069062782575
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
4.75000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAN5
175000.00000000
PA
USD
203092.75000000
0.194153724412
Long
DBT
CORP
IE
N
2
2025-07-15
Fixed
6.50000000
N
N
N
N
N
N
BROADCOM CRP / CAYMN FI
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAH2
48000.00000000
PA
USD
52761.12000000
0.050438865750
Long
DBT
CORP
XX
N
2
2027-01-15
Fixed
3.87500000
N
N
N
N
N
N
HUSKY III HOLDING LTD
N/A
Husky III Holding Ltd
44810RAA6
30000.00000000
PA
USD
31912.50000000
0.030507887309
Long
DBT
CORP
CA
N
2
2025-02-15
Fixed
13.00000000
N
N
Y
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKJ0
25000.00000000
PA
USD
24754.00000000
0.023664465098
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
AMBIENCE MERGER
N/A
Ambience Merger Sub Inc
04650YAB6
205000.00000000
PA
USD
206025.00000000
0.196956912898
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
7.12500000
N
N
N
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
45824TAP0
450000.00000000
PA
USD
249750.00000000
0.238757378941
Long
DBT
CORP
LU
N
2
2023-08-01
None
0.00000000
Y
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AR9
200000.00000000
PA
USD
209250.00000000
0.200039966140
Long
DBT
CORP
CH
N
2
2027-02-11
Fixed
5.25000000
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902VAK3
325000.00000000
PA
USD
333596.25000000
0.318913178277
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.56500000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SX002952 CDS USD R F 5.00000 2 CCPCDX / Short: SX002952 CDS USD P V 03MEVENT 1 CCPCDX
000000000
46000.00000000
OU
Notional Amount
USD
3996.31000000
0.003820414418
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.HY.S34.V1
2I65BRTL4
Y
sell protection
2025-06-20
0.00000000
USD
-1358.20000000
USD
46000.00000000
USD
5354.51000000
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HAP6
275000.00000000
PA
USD
260218.75000000
0.248765352157
Long
DBT
CORP
BM
N
2
2024-12-15
Fixed
3.62500000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AM3
2000.00000000
PA
USD
2135.00000000
0.002041029045
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.75000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HKK5
40000.00000000
PA
USD
40091.60000000
0.038326988322
Long
DBT
CORP
US
N
2
2021-11-01
Variable
3.92600000
N
N
N
N
N
N
SERVICENOW INC
549300HJTQM36M0E1G39
ServiceNow Inc
81762PAE2
125000.00000000
PA
USD
117313.75000000
0.112150244099
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
1.40000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348BJ4
175000.00000000
PA
USD
185333.75000000
0.177176377895
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
2.95000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382FW34
360421.48000000
PA
USD
59260.32000000
0.056652006720
Long
ABS-MBS
USGA
US
N
2
2050-06-20
Floating
6.06300000
N
N
N
N
N
N
Banco de Bogota SA
549300LYHE7LWSKDZT53
Banco de Bogota SA
000000000
700000.00000000
PA
USD
763000.00000000
0.729416937466
Long
DBT
CORP
CO
N
2
2026-05-12
Fixed
6.25000000
N
N
N
N
N
N
MARRIOTT OWNERSHIP RESOR
BW4532OH033VURR0IT68
Marriott Ownership Resorts Inc
57164PAH9
60000.00000000
PA
USD
60900.00000000
0.058219517027
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.50000000
N
N
N
N
N
N
COSTAR GROUP INC
N/A
CoStar Group Inc
22160NAA7
75000.00000000
PA
USD
76202.85000000
0.072848819755
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.80000000
N
N
N
N
N
N
CLARIV SCI HLD CORP
N/A
Clarivate Science Holdings Corp
18064PAC3
226000.00000000
PA
USD
225717.50000000
0.215782657382
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
3.87500000
N
N
N
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
Carvana Co
146869AF9
90000.00000000
PA
USD
92250.00000000
0.088189662491
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
H-FOOD HOLDNG/HEARTHSIDE
N/A
H-Food Holdings LLC / Hearthside Finance Co Inc
577088AA5
280000.00000000
PA
USD
289800.00000000
0.277044598267
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
8.50000000
N
N
N
N
N
N
VERISURE HOLDING AB
549300VQQCWGISM3N408
Verisure Holding AB
000000000
125000.00000000
PA
145593.00000000
0.139184797086
Long
DBT
CORP
SE
N
2
2027-02-15
Fixed
3.25000000
N
N
N
N
N
N
FORTRESS TRANS & INFRAST
529900E7PUVK6BC8PE80
Fortress Transportation and Infrastructure Investors LLC
34960PAD3
350000.00000000
PA
USD
351750.00000000
0.336267900070
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.50000000
N
N
N
N
N
N
IHS NETHERLANDS HOLDCO
5493006Z6YQYCCN2XI74
IHS Netherlands Holdco BV
000000000
200000.00000000
PA
USD
213750.00000000
0.204341900895
Long
DBT
CORP
NL
N
2
2027-09-18
Fixed
8.00000000
N
N
N
N
N
N
SUMMIT MIDSTREAM PARTNER
N/A
Summit Midstream Partners LP
866142AA0
312000.00000000
PA
USD
258960.00000000
0.247562005408
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
9.50000000
N
Y
N
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229AY2
120000.00000000
PA
USD
155100.00000000
0.148273351246
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
6.00000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAF7
540000.00000000
PA
USD
606420.00000000
0.579728727678
Long
DBT
NUSS
MX
N
2
2029-04-22
Fixed
4.50000000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
000000000
200000.00000000
PA
USD
225037.50000000
0.215132587241
Long
DBT
NUSS
PY
N
2
2031-04-28
Fixed
4.95000000
N
N
N
N
N
N
BRUNELLO BIDCO SPA
8156000BE2F1A5658E76
Brunello Bidco SpA
000000000
350000.00000000
PA
404550.81000000
0.386744708885
Long
DBT
CORP
IT
N
2
2028-02-15
Fixed
3.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) DEC21
000000000
26.00000000
NC
USD
-12614.78000000
-0.01205954678
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year US Treasury Note
FVZ1 Comdty
2021-12-31
3205333.53000000
USD
-12614.78000000
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SX002944 CDS USD R F 1.00000 2 CCPCDX / Short: SX002944 CDS USD P V 03MEVENT 1 CCPCDX
000000000
15350000.00000000
OU
Notional Amount
USD
300721.85000000
0.287485728514
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.IG.S34.V1
2I65BYDW2
Y
sell protection
2025-06-20
141582.71000000
USD
0.00000000
USD
15350000.00000000
USD
159139.14000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1785.31000000
0.001706730475
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
74812.50000000
EUR
88537.08000000
USD
2021-11-24
1785.31000000
N
N
N
NOBLE FINANCE CO
5493003DTPH8AMMK4P51
Noble Finance Co
65505JAC5
36761.00000000
PA
USD
40529.00000000
0.038745136380
Long
DBT
CORP
KY
N
2
2028-02-15
Fixed
11.00000000
N
N
Y
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AL8
310000.00000000
PA
USD
294112.50000000
0.281167285741
Long
DBT
NUSS
MA
N
2
2032-12-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382ET31
289201.53000000
PA
USD
30460.87000000
0.029120150075
Long
ABS-MBS
USGA
US
N
2
2050-05-20
Fixed
5.00000000
N
N
N
N
N
N
TRUST FIBRAUNO
N/A
Trust Fibra Uno
000000000
200000.00000000
PA
USD
217395.00000000
0.207826468048
Long
DBT
MX
N
2
2030-01-15
Fixed
4.86900000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BW2
250000.00000000
PA
USD
277882.50000000
0.265651641055
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.62500000
N
N
N
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAJ1
63000.00000000
PA
USD
67646.25000000
0.064668834215
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
5.12500000
N
N
N
N
N
N
Allied Universal Holdco LLC
98450038B4549046D794
Allied Universal Holdco LLC 2021 USD Incremental Term Loan B
01957TAH0
150000.00000000
PA
USD
150067.50000000
0.143462354211
Long
LON
CORP
US
N
2
2028-05-12
Floating
4.25000000
N
N
N
N
N
N
BROADCOM CRP / CAYMN FI
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAR0
400000.00000000
PA
USD
434720.00000000
0.415586017110
Long
DBT
CORP
XX
N
2
2028-01-15
Fixed
3.50000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CQ1
130000.00000000
PA
USD
136670.17000000
0.130654700975
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.75000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DG2
100000.00000000
PA
USD
107531.00000000
0.102798076936
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.25000000
N
N
N
N
N
N
LD HOLDINGS GROUP LLC
N/A
LD Holdings Group LLC
521088AA2
215000.00000000
PA
USD
214462.50000000
0.205023040565
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
6.50000000
N
N
N
N
N
N
AES PANAMA GENERATION HL
N/A
AES Panama Generation Holdings SRL
000000000
400000.00000000
PA
USD
412400.00000000
0.394248420722
Long
DBT
CORP
PA
N
2
2030-05-31
Fixed
4.37500000
N
N
N
N
N
N
Trident TPI Holdings, Inc.
549300TPLK304J3RNC85
Trident TPI Holdings, Inc. 2021 Delayed Draw Term Loan
00216EAF6
21739.13000000
PA
USD
21761.74000000
0.020803907922
Long
LON
CORP
US
N
2
2028-09-15
None
0.00000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAA9
55000.00000000
PA
USD
57818.75000000
0.055273886701
Long
DBT
CORP
XX
N
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
IMOLA MERGER CORP
N/A
Imola Merger Corp
45258LAA5
184000.00000000
PA
USD
190210.00000000
0.181838002196
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
MOTION BONDCO DAC
635400KFD3IETNQLA755
Motion Bondco DAC
61978XAA5
400000.00000000
PA
USD
406000.00000000
0.388130113514
Long
DBT
CORP
IE
N
2
2027-11-15
Fixed
6.62500000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AL5
88000.00000000
PA
USD
95040.00000000
0.090856862040
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: BS006034 CDS USD R V 03MEVENT 1 CCPCORPORATE / Short: BS006034 CDS USD P F 1.00000 2 CCPCORPORATE
000000000
60000.00000000
OU
Notional Amount
USD
7224.70000000
0.006906708451
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
TRANSOCEAN INC
TRANSOCEAN INC
Y
buy protection
2022-12-20
6013.60000000
USD
0.00000000
USD
60000.00000000
USD
1211.10000000
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VER1
275000.00000000
PA
USD
316346.25000000
0.302422428380
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
4.32900000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream Inc
23345MAB3
235000.00000000
PA
USD
242050.00000000
0.231396290581
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
4.37500000
N
N
N
N
N
N
FREEDOM MORTGAGE CORP
549300LYRWPSYPK6S325
Freedom Mortgage Corp
35640YAF4
315000.00000000
PA
USD
321300.00000000
0.307158141557
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
7.62500000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAJ1
75000.00000000
PA
USD
78249.00000000
0.074804909488
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
2.87500000
N
N
N
N
N
N
GRINDING MEDIA INC
254900IYFJ03EGFQ8C34
GRINDING MEDIA INC
000000000
200000.00000000
PA
USD
200250.00000000
0.191436096628
Long
LON
CORP
US
N
2
2028-09-22
None
0.00000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
46400.00000000
PA
USD
26877.20000000
0.025694213514
Long
DBT
NUSS
EC
N
2
2040-07-31
Variable
0.50000000
N
N
N
N
N
N
Yapi ve Kredi Bankasi AS
B85ZYWEZ5IZCZ2WNIO12
Yapi ve Kredi Bankasi AS
984848AL5
200000.00000000
PA
USD
228000.00000000
0.217964694288
Long
DBT
CORP
TR
N
2
2024-01-15
Fixed
13.87500000
N
N
N
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
000000000
170000.00000000
PA
USD
184662.50000000
0.176534672627
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
9.75000000
N
N
N
N
N
N
WHEEL PROS INC
N/A
Wheel Pros Inc
96289WAA7
145000.00000000
PA
USD
140650.00000000
0.134459360753
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.50000000
N
N
N
N
N
N
REPUBLIC OF CAMEROON
54930021BO6NHYGBBV24
Republic of Cameroon International Bond
000000000
220000.00000000
PA
249342.06000000
0.238367394216
Long
DBT
NUSS
CM
N
2
2032-07-07
Fixed
5.95000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CT0
175000.00000000
PA
USD
194832.75000000
0.186257284172
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.87500000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DJ6
100000.00000000
PA
USD
111126.00000000
0.106234844813
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.75000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
34036.00000000
PA
USD
17698.72000000
0.016919719710
Long
DBT
NUSS
EC
N
2
2030-07-31
None
0.00000000
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
Quanta Services Inc
74762EAF9
61000.00000000
PA
USD
63043.50000000
0.060268671949
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.90000000
N
N
N
N
N
N
SUBURBAN PROPANE PARTNRS
N/A
Suburban Propane Partners LP/Suburban Energy Finance Corp
864486AL9
210000.00000000
PA
USD
216825.00000000
0.207281556312
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
5.00000000
N
N
N
N
N
N
BOYNE USA INC
N/A
Boyne USA Inc
103557AC8
125000.00000000
PA
USD
128750.00000000
0.123083133288
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)DEC21
000000000
7.00000000
NC
USD
752.67000000
0.000719541607
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year US Treasury Note
TYZ1 Comdty
2021-12-21
921278.58000000
USD
752.67000000
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
640000.00000000
PA
USD
698920.00000000
0.668157386545
Long
DBT
NUSS
DO
N
2
2025-01-27
Fixed
5.50000000
N
N
N
N
N
N
TruGreen Limited Partnership
549300QNRP2MNHR3QM19
TruGreen Limited Partnership 2020 2nd Lien Term Loan
89787RAK8
310000.00000000
PA
USD
313875.00000000
0.300059949210
Long
LON
CORP
US
N
2
2028-11-02
Floating
9.50000000
N
N
N
N
N
N
Syncapay Inc
N/A
Syncapay Inc Term Loan B
65230LAC2
220781.25000000
PA
USD
221333.20000000
0.211591330149
Long
LON
CORP
US
N
2
2027-12-10
Floating
7.50000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225433AR2
250000.00000000
PA
USD
280927.50000000
0.268562616907
Long
DBT
CORP
CH
N
2
2026-04-17
Fixed
4.55000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJY9
75000.00000000
PA
USD
77023.50000000
0.073633349256
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.75000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CJ6
200000.00000000
PA
USD
201180.00000000
0.192325163144
Long
DBT
CORP
GB
N
2
2026-04-18
Fixed
1.64500000
N
N
N
N
N
N
WR GRACE HOLDING LLC
N/A
WR Grace Holdings LLC
92943GAA9
150000.00000000
PA
USD
154875.00000000
0.148058254508
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BBVP4
424157.80000000
PA
USD
45280.20000000
0.043287214694
Long
ABS-MBS
USGSE
US
N
2
2050-09-25
Fixed
2.00000000
N
N
N
N
N
N
DENTSPLY SIRONA INC
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA Inc
24906PAA7
50000.00000000
PA
USD
53247.50000000
0.050903837978
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.25000000
N
N
N
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
Carvana Co
146869AH5
345000.00000000
PA
USD
342412.50000000
0.327341385452
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.87500000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAH4
374000.00000000
PA
USD
369325.00000000
0.353069345255
Long
DBT
CORP
FR
N
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
ABC SUPPLY CO INC
549300H5GQ4C1BEKG397
American Builders & Contractors Supply Co Inc
024747AG2
280000.00000000
PA
USD
277900.00000000
0.265668370802
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.87500000
N
N
N
N
N
N
Centurion Pipeline Company LLC
54930040AX5IIFI80J88
Centurion Pipeline Company LLC 2020 Incremental Term Loan
15643YAD8
89325.00000000
PA
USD
87650.16000000
0.083792282143
Long
LON
CORP
US
N
2
2025-09-28
Floating
4.08400000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
134362.69000000
0.128448783551
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
5630406.91000000
EUR
6663321.95000000
USD
2021-11-24
134362.69000000
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CY9
90000.00000000
PA
USD
105667.20000000
0.101016311159
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
200000.00000000
PA
USD
216350.00000000
0.206827463199
Long
DBT
NUSS
UA
N
2
2024-09-01
Fixed
7.75000000
N
N
N
N
N
N
Insulet Corporation
549300TZTYD2PYN92D43
Insulet Corporation Term Loan B
45784QAB5
149625.00000000
PA
USD
149874.87000000
0.143278202724
Long
LON
CORP
US
N
2
2028-05-04
Floating
3.75000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LBJ4
101000.00000000
PA
USD
133364.64000000
0.127494662221
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
5.50000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
10000.00000000
PA
USD
1650.00000000
0.001577376077
Long
DBT
NUSS
LB
N
2
2025-02-26
None
0.00000000
Y
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBB0
180000.00000000
PA
USD
191025.00000000
0.182617130379
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.37500000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AQ4
275000.00000000
PA
USD
272582.75000000
0.260585156895
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
2.30000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17308CC53
100000.00000000
PA
USD
105181.00000000
0.100551511008
Long
DBT
CORP
US
N
2
2030-11-05
Fixed
2.97600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AYTL7
206818.53000000
PA
USD
37595.20000000
0.035940466117
Long
ABS-MBS
USGSE
US
N
2
2047-11-25
Floating
6.06400000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAH6
50000.00000000
PA
USD
49653.00000000
0.047467548094
Long
DBT
CORP
GB
N
2
2025-09-02
Fixed
1.20000000
N
N
N
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAC2
223000.00000000
PA
USD
231362.50000000
0.221179195536
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
6.87500000
N
N
N
N
N
N
TECHNIPFMC PLC
549300D5I93QWCJTCK36
TechnipFMC PLC
87854XAE1
315000.00000000
PA
USD
337837.50000000
0.322967751784
Long
DBT
CORP
GB
N
2
2026-02-01
Fixed
6.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CP8
25000.00000000
PA
USD
25072.50000000
0.023968946480
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
3.25000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKG6
75000.00000000
PA
USD
74310.75000000
0.071039999588
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
1.65000000
N
N
N
N
N
N
PENSKE AUTOMOTIVE GROUP
549300W7UTQ0M4C7LB15
Penske Automotive Group Inc
70959WAK9
189000.00000000
PA
USD
190890.00000000
0.182488072336
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.75000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAM1
237000.00000000
PA
USD
234037.50000000
0.223736456752
Long
DBT
CORP
CA
N
2
2030-10-15
Fixed
4.00000000
N
N
N
N
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Paraguay Government International Bond
000000000
200000.00000000
PA
USD
221162.50000000
0.211428143424
Long
DBT
NUSS
PY
N
2
2027-03-27
Fixed
4.70000000
N
N
N
N
N
N
BHARTI AIRTEL LTD
335800KQ1FPKOQ84OR26
Bharti Airtel Ltd
08860HAC8
360000.00000000
PA
USD
360009.00000000
0.344163384325
Long
DBT
CORP
IN
N
2
2031-06-03
Fixed
3.25000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50076QAR7
330000.00000000
PA
USD
484562.76000000
0.463234973014
Long
DBT
CORP
US
N
2
2039-01-26
Fixed
6.87500000
N
N
N
N
N
N
MACQUARIE BANK LTD
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd
556079AD3
200000.00000000
PA
USD
198004.00000000
0.189288953192
Long
DBT
CORP
AU
N
2
2036-03-03
Fixed
3.05200000
N
N
N
N
N
N
SEAWORLD PARKS & ENTERTA
549300UZV72O3371JJ53
SeaWorld Parks & Entertainment Inc
81282UAG7
390000.00000000
PA
USD
398287.50000000
0.380757075336
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.25000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAM2
200000.00000000
PA
USD
192912.50000000
0.184421553013
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.65900000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAD8
325000.00000000
PA
USD
387614.50000000
0.370553842080
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.02000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
200000.00000000
PA
220665.66000000
0.210953171587
Long
DBT
NUSS
EG
N
2
2030-04-16
Fixed
5.62500000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBN1
150000.00000000
PA
USD
159903.00000000
0.152864949609
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.80000000
N
N
N
N
N
N
HLF FIN SARL LLC/HERBALI
N/A
HLF Financing Sarl LLC / Herbalife International Inc
40390DAC9
398000.00000000
PA
USD
397005.00000000
0.379531023930
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.87500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H0426A2
1000000.00000000
PA
USD
1066436.80000000
1.019498118817
Long
ABS-MBS
USGA
US
N
2
2050-10-21
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381YWG5
549029.59000000
PA
USD
98551.91000000
0.094214197082
Long
ABS-MBS
USGA
US
N
2
2049-09-20
Floating
5.96300000
N
N
N
N
N
N
Hertz Corporation, (The)
549300PD0C69OJ0NLB27
Hertz Corporation, (The) 2021 Term Loan C
42804VBC4
47572.82000000
PA
USD
47580.43000000
0.045486201224
Long
LON
CORP
US
N
2
2028-06-30
Floating
4.00000000
N
N
N
N
N
N
KKR APPLE BIDCO, LLC
2549001SCJD3WEYJFM53
KKR APPLE BIDCO, LLC
000000000
25000.00000000
PA
USD
25359.50000000
0.024243314319
Long
LON
CORP
US
N
2
2029-07-13
None
0.00000000
N
N
N
N
N
N
FREEDOM MORTGAGE
549300LYRWPSYPK6S325
Freedom Mortgage Corp
35640YAG2
220000.00000000
PA
USD
214225.00000000
0.204795994008
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.62500000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
10000.00000000
PA
USD
1601.88000000
0.001531374054
Long
DBT
NUSS
LB
N
2
2034-05-17
None
0.00000000
Y
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
500000.00000000
PA
565166.16000000
0.540290654766
Long
DBT
NUSS
CI
N
2
2032-01-30
Fixed
4.87500000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
190000.00000000
PA
USD
203110.00000000
0.194170215162
Long
DBT
NUSS
UA
N
2
2023-09-01
Fixed
7.75000000
N
N
N
N
N
N
AGREE LP
549300DXY3G299V1BO77
Agree LP
008513AA1
25000.00000000
PA
USD
25830.50000000
0.024693583490
Long
DBT
US
N
2
2030-10-01
Fixed
2.90000000
N
N
N
N
N
N
Envision Healthcare Corporation
549300OL60X0LPKY8N60
Envision Healthcare Corporation 2018 1st Lien Term Loan
29373UAC5
49116.18000000
PA
USD
43590.61000000
0.041671991151
Long
LON
CORP
US
N
2
2025-10-10
Floating
3.83400000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BL0
130000.00000000
PA
USD
133900.00000000
0.128006458619
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.50000000
N
N
N
N
N
N
KLEOPATRA HOLDINGS 2
222100ALG258IKQWWE73
Kleopatra Holdings 2 SCA
000000000
100000.00000000
PA
109153.63000000
0.104349287690
Long
DBT
CORP
LU
N
2
2026-09-01
Fixed
6.50000000
N
N
N
N
N
N
CD&R SMOKEY BUYER INC
N/A
CD&R Smokey Buyer Inc
12510CAA9
110000.00000000
PA
USD
116325.00000000
0.111205013434
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382KVX8
838550.63000000
PA
USD
85062.91000000
0.081318908655
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
2.50000000
N
N
N
N
N
N
ACRISURE LLC / FIN INC
N/A
Acrisure LLC / Acrisure Finance Inc
00489LAH6
210000.00000000
PA
USD
207375.00000000
0.198247493325
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
6.00000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KU4
275000.00000000
PA
USD
307133.75000000
0.293615411949
Long
DBT
CORP
US
N
2
2028-07-25
Fixed
4.12500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
90000.00000000
PA
USD
120299.40000000
0.115004482211
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
Nabors Industries Ltd
N/A
Nabors Industries Ltd
000000000
811.00000000
NS
USD
78245.28000000
0.074801353222
Long
EC
CORP
BM
N
1
N
N
N
APX GROUP INC
549300OMQVKPRU98OE64
APX Group Inc
00213MAW4
374000.00000000
PA
USD
367455.00000000
0.351281652368
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.75000000
N
N
N
N
N
N
CLOUDERA INC
N/A
CLOUDERA INC
000000000
275000.00000000
PA
USD
274485.75000000
0.262404397304
Long
LON
CORP
US
N
2
2028-08-10
None
0.00000000
N
N
N
N
N
N
Cathedral Lake LTD
N/A
Cathedral Lake VII Ltd
14919HAJ2
200000.00000000
PA
USD
195688.80000000
0.187075655560
Long
ABS-CBDO
CORP
KY
N
2
2032-01-15
Floating
4.40600000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HRX0
500000.00000000
PA
USD
546050.00000000
0.522015882967
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.62500000
N
N
N
N
N
N
CHROME HOLDCO
9845000E49865VT3N679
Chrome Holdco SASU
000000000
200000.00000000
PA
236935.84000000
0.226507227770
Long
DBT
CORP
FR
N
2
2029-05-31
Fixed
5.00000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAD4
50000.00000000
PA
USD
52610.00000000
0.050294397221
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.55000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
1670.74000000
0.001597203216
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
823717.87000000
SEK
95836.64000000
USD
2021-12-15
1670.74000000
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan International Bond
91822Q2C0
200000.00000000
PA
USD
193200.00000000
0.184696398844
Long
DBT
NUSS
UZ
N
2
2030-11-25
Fixed
3.70000000
N
N
N
N
N
N
AEROPUERTO INTL TOCUMEN
254900FO1PHX49ZIGB14
Aeropuerto Internacional de Tocumen SA
00787CAE2
200000.00000000
PA
USD
209787.50000000
0.200553808347
Long
DBT
CORP
PA
N
2
2061-08-11
Fixed
5.12500000
N
N
N
N
N
N
Waste Pro USA Inc
549300BY1QXU5BI3UF28
Waste Pro USA Inc
94107JAA1
349000.00000000
PA
USD
352490.00000000
0.336975329341
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.50000000
N
N
N
N
N
N
VERISURE MIDHOLDING AB
549300496LYEZ55X1M49
Verisure Midholding AB
000000000
200000.00000000
PA
237570.62000000
0.227114068247
Long
DBT
CORP
SE
N
2
2029-02-15
Fixed
5.25000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBE7
100000.00000000
PA
USD
107034.00000000
0.102322952142
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
3.15000000
N
N
N
N
N
N
HUARONG FINANCE 2019
549300M6T6OW4AGYHK10
Huarong Finance 2019 Co Ltd
000000000
360000.00000000
PA
USD
332100.00000000
0.317482784970
Long
DBT
CORP
VG
N
2
2023-09-30
Fixed
2.12500000
N
N
N
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
000000000
400000.00000000
PA
USD
405825.00000000
0.387962816051
Long
DBT
CORP
MX
N
2
2046-10-31
Fixed
5.50000000
N
N
N
N
N
N
Triumph Group Inc
5493007L6S47Q14SL582
Triumph Group Inc
896818AP6
367000.00000000
PA
USD
362412.50000000
0.346461095478
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
7.75000000
N
N
N
N
N
N
Syndigo LLC
N/A
Syndigo LLC 2020 2nd Lien Term Loan
87167XAE3
160000.00000000
PA
USD
159600.00000000
0.152575286002
Long
LON
CORP
US
N
2
2028-12-15
Floating
8.75000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAR1
135000.00000000
PA
USD
149280.30000000
0.142709802424
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.00000000
N
N
N
N
N
N
BANQUE OUEST AFRICAINE D
529900LIZJABE4JJS826
Banque Ouest Africaine de Developpement
000000000
480000.00000000
PA
594450.35000000
0.568285915823
Long
DBT
NUSS
XX
N
2
2033-01-22
Fixed
2.75000000
N
N
N
N
N
N
LCM INVESTMENTS HOLDINGS
549300P5V78NNQTG4428
LCM Investments Holdings II LLC
50190EAA2
235000.00000000
PA
USD
240581.25000000
0.229992186876
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.87500000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
N/A
Match Group Holdings II LLC
57667JAA0
85000.00000000
PA
USD
84150.00000000
0.080446179931
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
3.62500000
N
N
N
N
N
N
CASTLE US HOLDING CORP
N/A
Castle US Holding Corp
14852LAA1
277000.00000000
PA
USD
289465.00000000
0.276724343124
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
9.50000000
N
N
N
N
N
N
HEALTHEQUITY INC
529900LRJU1RAFQHM467
HealthEquity Inc
42226AAA5
54000.00000000
PA
USD
54877.50000000
0.052462094345
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAH8
185000.00000000
PA
USD
204425.00000000
0.195427336096
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.37500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DC6
200000.00000000
PA
USD
222000.00000000
0.212228781281
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.55000000
N
N
N
N
N
N
PRETIUM PKG HOLDINGS INC
N/A
PRETIUM PKG HOLDINGS INC
000000000
100000.00000000
PA
USD
100063.00000000
0.095658777213
Long
LON
CORP
US
N
2
2028-10-02
None
0.00000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300EIRQ0Z2B9C1W06
Cenovus Energy Inc
15135UAS8
45000.00000000
PA
USD
50948.10000000
0.048705644917
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
5.37500000
N
N
N
N
N
N
DP WORLD CRESCENT LTD
21380096JRTWB8TL9236
DP World Crescent Ltd
000000000
200000.00000000
PA
USD
213500.00000000
0.204102904520
Long
DBT
CORP
KY
N
2
2030-01-30
Fixed
3.75000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
2096.58000000
0.002004300082
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
105518.98000000
NZD
74896.95000000
USD
2021-12-15
2096.58000000
N
N
N
CP ATLAS BUYER INC
2549006ZZ07G0NDDCR36
CP Atlas Buyer Inc
12597YAA7
300000.00000000
PA
USD
300750.00000000
0.287512639506
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
7.00000000
N
N
N
N
N
N
ADEVINTA ASA
529900W8V3YLHRSZH763
Adevinta ASA
000000000
100000.00000000
PA
119286.87000000
0.114036518211
Long
DBT
CORP
NO
N
2
2027-11-15
Fixed
3.00000000
N
N
N
N
N
N
GYP HOLDINGS III CORP
549300055I1KJWZH9690
GYP Holdings III Corp
36261NAA5
115000.00000000
PA
USD
115902.87000000
0.110801463275
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.62500000
N
N
N
N
N
N
GLOBAL AIR LEASE CO LTD
N/A
Global Aircraft Leasing Co Ltd
37960JAA6
91273.00000000
PA
USD
90018.00000000
0.086055902853
Long
DBT
CORP
KY
N
2
2024-09-15
Fixed
6.50000000
N
N
Y
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
000000000
200000.00000000
PA
227905.34000000
0.217874200701
Long
DBT
NUSS
SN
N
2
2037-06-08
Fixed
5.37500000
N
N
N
N
N
N
DRW Holdings, LLC
549300W696CUHX8SLK40
DRW Holdings, LLC 2021 Term Loan
23343HAD2
375000.00000000
PA
USD
373436.25000000
0.356999640647
Long
LON
CORP
US
N
2
2028-03-01
Floating
3.83400000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABF1
200000.00000000
PA
USD
220960.00000000
0.211234556360
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BW8
175000.00000000
PA
USD
193478.25000000
0.184962401810
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
3.70000000
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAS2
50000.00000000
PA
USD
49412.50000000
0.047237633581
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.00000000
N
N
N
N
N
N
GAP INC/THE
T2ZG1WRWZ4BUCMQL9224
Gap Inc/The
364760AP3
100000.00000000
PA
USD
100250.00000000
0.095837546502
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.62500000
N
N
N
N
N
N
Wind River CLO Ltd
254900W8N6WOFX1LSH24
THL Credit Wind River 2017-1 CLO Ltd
97315TAJ1
600000.00000000
PA
USD
600299.40000000
0.573877522819
Long
ABS-CBDO
CORP
KY
N
2
2036-04-18
Floating
3.85400000
N
N
N
N
N
N
Conservice Midco, LLC
N/A
Conservice Midco, LLC 2020 Term Loan B
20848PAB4
198000.00000000
PA
USD
198124.74000000
0.189404378882
Long
LON
CORP
US
N
2
2027-05-13
Floating
4.38200000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR216537 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR216537 IRS EUR P F .25000 2 CCPVANILLA
000000000
20000.00000000
OU
Notional Amount
1626.94000000
0.001555331051
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2051-12-15
516.55000000
EUR
0.00000000
EUR
20000.00000000
EUR
1013.23000000
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0506A9
1000000.00000000
PA
USD
1099408.40000000
1.051018490371
Long
ABS-MBS
USGSE
US
N
2
2051-10-15
Fixed
5.00000000
N
N
N
N
N
N
FIN DEPT GOVT SHARJAH
254900ZNL8O3F1CLJO24
Finance Department Government of Sharjah
38381CAB8
200000.00000000
PA
USD
177500.00000000
0.169687426474
Long
DBT
NUSS
AE
N
2
2050-07-28
Fixed
4.00000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
30000.00000000
PA
32317.96000000
0.030895501190
Long
DBT
NUSS
RO
N
2
2040-12-02
Fixed
2.62500000
N
N
N
N
N
N
Metinvest BV
635400TMCKVEU87EJ582
Metinvest BV
000000000
200000.00000000
PA
USD
222412.50000000
0.212623125300
Long
DBT
CORP
NL
N
2
2026-04-23
Fixed
8.50000000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
000000000
200000.00000000
PA
USD
204787.50000000
0.195773880840
Long
DBT
CORP
MX
N
2
2022-07-06
Fixed
6.87500000
N
N
N
N
N
N
INGEVITY CORP
5493009UTFC4B5IMGF87
Ingevity Corp
45688CAB3
125000.00000000
PA
USD
124687.50000000
0.119199442189
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
3.87500000
N
N
N
N
N
N
TRACTOR SUPPLY CO
549300OJ9VZHZRO6I137
Tractor Supply Co
892356AA4
75000.00000000
PA
USD
72018.75000000
0.068848880819
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
1.75000000
N
N
N
N
N
N
ADS Tactical, Inc.
549300N0X4211SRFZV95
ADS Tactical, Inc. 2021 Term Loan B
00737BAD7
391234.18000000
PA
USD
392212.27000000
0.374949243539
Long
LON
CORP
US
N
2
2026-03-19
Floating
6.75000000
N
N
N
N
N
N
TECK RESOURCES LIMITED
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742BG9
25000.00000000
PA
USD
27152.25000000
0.025957157326
Long
DBT
CORP
CA
N
2
2030-07-15
Fixed
3.90000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AA8
164000.00000000
PA
USD
162565.00000000
0.155409783013
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
4.00000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAB7
175000.00000000
PA
USD
195938.75000000
0.187314604136
Long
DBT
US
N
2
2026-02-15
Fixed
4.45000000
N
N
N
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CQ1
200000.00000000
PA
USD
197537.50000000
0.188842985956
Long
DBT
NUSS
TR
N
2
2028-10-24
Fixed
6.12500000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PBK0
167000.00000000
PA
USD
189372.99000000
0.181037832771
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
4.62500000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
36962G3P7
125000.00000000
PA
USD
169141.25000000
0.161696582666
Long
DBT
CORP
US
N
2
2038-01-14
Fixed
5.87500000
N
N
N
N
N
N
WP Carey Inc
54930042CRNE713E3Q67
WP Carey Inc
92936UAE9
75000.00000000
PA
USD
84143.25000000
0.080439727029
Long
DBT
US
N
2
2026-10-01
Fixed
4.25000000
N
N
N
N
N
N
NGL ENRGY OP/FIN CORP
N/A
NGL Energy Operating LLC / NGL Energy Finance Corp
62922LAA6
260000.00000000
PA
USD
264225.00000000
0.252595269072
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
7.50000000
N
N
N
N
N
N
AG ISSUER LLC
N/A
AG Issuer LLC
00119LAA9
228000.00000000
PA
USD
239115.00000000
0.228590473135
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.25000000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAJ9
200000.00000000
PA
USD
228600.00000000
0.218538285589
Long
DBT
NUSS
AE
N
2
2050-04-16
Fixed
3.87500000
N
N
N
N
N
N
Government of Jamaica
529900Y93KNSXZI8KK56
Jamaica Government International Bond
470160CB6
400000.00000000
PA
USD
554950.00000000
0.530524153928
Long
DBT
NUSS
JM
N
2
2045-07-28
Fixed
7.87500000
N
N
N
N
N
N
LCM INVESTMENTS HOLDINGS
549300P5V78NNQTG4428
LCM Investments Holdings II LLC
50190EAB0
55000.00000000
PA
USD
56375.00000000
0.053893682633
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.87500000
N
N
N
N
N
N
2021-10-29
GOLDMAN SACHS TRUST
Peter Fortner
Peter Fortner
Vice President