0001752724-19-182715.txt : 20191127
0001752724-19-182715.hdr.sgml : 20191127
20191127132055
ACCESSION NUMBER: 0001752724-19-182715
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20190930
FILED AS OF DATE: 20191127
PERIOD START: 20190930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: LOOMIS SAYLES FUNDS II
CENTRAL INDEX KEY: 0000872649
IRS NUMBER: 043113285
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-06241
FILM NUMBER: 191255893
BUSINESS ADDRESS:
STREET 1: 888 BOYLSTON STREET
STREET 2: 8TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02199
BUSINESS PHONE: 617-449-2810
MAIL ADDRESS:
STREET 1: 888 BOYLSTON STREET
STREET 2: 8TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02199
FORMER COMPANY:
FORMER CONFORMED NAME: LOOMIS SAYLES FUNDS I
DATE OF NAME CHANGE: 20031119
FORMER COMPANY:
FORMER CONFORMED NAME: LOOMIS SAYLES FUNDS
DATE OF NAME CHANGE: 20031015
FORMER COMPANY:
FORMER CONFORMED NAME: LOOMIS SAYLES FUNDS II
DATE OF NAME CHANGE: 20030718
0000872649
S000006706
Loomis Sayles Strategic Income Fund
C000018251
Class A
NEFZX
C000018253
Class C
NECZX
C000018254
Class Y
NEZYX
C000082999
Admin Class
NEZAX
C000125487
Class N
NEZNX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000872649
XXXXXXXX
S000006706
C000125487
C000018251
C000018254
C000018253
C000082999
LOOMIS SAYLES FUNDS II
811-06241
0000872649
5493007QOEDY6IHOTU14
888 BOYLSTON STREET
Suite 800
BOSTON
02199-8197
617-449-2822
Loomis Sayles Strategic Income Fund
S000006706
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2019-09-30
2019-09-30
N
7169719025.29
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0.00000000
0.00000000
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0.00000000
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0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
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CAD
MXN
AUD
USD
NZD
N
El Paso Energy Capital Trust I
549300WR7IX8XE0TBO16
El Paso Energy Capital Trust I
283678209
242297.00000000
NS
USD
12713323.59000000
0.177473044809
Long
EP
CORP
US
N
1
N
N
N
Chesapeake Energy Corp
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167768
6017.00000000
NS
USD
2107634.76000000
0.029421760215
Long
EP
CORP
US
N
3
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
78442FET1
47944000.00000000
PA
USD
49727037.36000000
0.694170070253
Long
DBT
CORP
US
N
2
2024-03-25
Fixed
6.13000000
N
N
N
N
N
N
Morgan Stanley
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Morgan Stanley
000000000
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PA
133060072.92000000
1.857466784078
Long
DBT
CORP
US
N
2
2021-09-30
Fixed
5.00000000
N
N
N
N
N
N
iHeartMedia Inc
N/A
iHeartMedia Inc
45174J509
279162.00000000
NS
USD
4187430.00000000
0.058454891576
Long
EC
CORP
US
N
1
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAY4
135000.00000000
PA
USD
150981.83000000
0.002107647531
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
5.88000000
N
N
N
N
N
N
AMER AIRLN 13-1 A PASS T
N/A
American Airlines 2013-1 Class A Pass Through Trust
023772AB2
8502577.38000000
PA
USD
8969453.90000000
0.125210082370
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
4.00000000
N
N
N
N
N
N
Transocean Proteus Ltd
5493000CTMQ2LH21VM89
Transocean Proteus Ltd
893829AA9
66903750.00000000
PA
USD
67907306.25000000
0.947959541788
Long
DBT
CORP
KY
N
2
2024-12-01
Fixed
6.25000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404121AG0
40686000.00000000
PA
USD
44754600.00000000
0.624756781733
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
5.88000000
N
N
N
N
N
N
Whiting Petroleum Corp
52990028CHK9KUB1B293
Whiting Petroleum Corp
966387AP7
3550000.00000000
PA
USD
2743404.50000000
0.038296858119
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
6.25000000
N
N
N
N
N
N
Sanchez Energy Corp
549300SB0HTIM17TVR61
Sanchez Energy Corp
79970YAD7
17908000.00000000
PA
USD
1127129.52000000
0.015734289023
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
6.13000000
Y
N
N
N
N
N
Georgia-Pacific LLC
L2EVHWFHVAQK72TMH265
Georgia-Pacific LLC
373298BR8
15225000.00000000
PA
USD
21732940.87000000
0.303383388423
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.75000000
N
N
N
N
N
N
Barrick North America Finance LLC
0O4KBQCJZX82UKGCBV73
Barrick North America Finance LLC
06849RAK8
1970000.00000000
PA
USD
2579389.93000000
0.036007278614
Long
DBT
CORP
US
N
2
2043-05-01
Fixed
5.75000000
N
N
N
N
N
N
Cincinnati Bell Inc
549300JYVZOCUJOHL272
Cincinnati Bell Inc
14987RAA6
16600000.00000000
PA
USD
14525000.00000000
0.202763341749
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
8.00000000
N
N
N
N
N
N
SM Energy Co
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAP5
5710000.00000000
PA
USD
4924875.00000000
0.068749336502
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.63000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DK8
540000.00000000
PA
USD
550740.21000000
0.007688118789
Long
DBT
CORP
US
N
2
2044-07-15
Fixed
4.50000000
N
N
N
N
N
N
Level 3 Parent LLC
N/A
Level 3 Parent LLC
52729NBX7
25745000.00000000
PA
USD
25847980.00000000
0.360827731654
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
5.75000000
N
N
N
N
N
N
Jefferies Group LLC
NY9Q8VBNB6D1L6YV0J84
Jefferies Group LLC
472319AE2
15215000.00000000
PA
USD
17630740.78000000
0.246118273189
Long
DBT
CORP
US
N
2
2027-06-08
Fixed
6.45000000
N
N
N
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742AB7
10800000.00000000
PA
USD
13244853.78000000
0.184892999202
Long
DBT
CORP
US
N
2
2036-12-01
Fixed
7.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796SH3
215435000.00000000
PA
USD
213552231.67000000
2.981105964305
Long
DBT
UST
US
N
2
2020-03-26
None
0.00000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GVL5
25000000.00000000
PA
19180095.86000000
0.267746666551
Long
DBT
CORP
US
N
2
2021-02-12
Fixed
3.55000000
N
N
N
N
N
N
Baytex Energy Corp
549300R5LTV2H7I1I079
Baytex Energy Corp
07317QAF2
8145000.00000000
PA
USD
7961737.50000000
0.111142753985
Long
DBT
CORP
CA
N
2
2021-06-01
Fixed
5.13000000
N
N
N
N
N
N
Empresa Nacional de Electricidad SA/Cayman Islands
549300PVHXUFEIE6LY50
Empresa Nacional de Electricidad SA/Cayman Islands
29244TAA9
3570000.00000000
PA
USD
4594293.15000000
0.064134542655
Long
DBT
CORP
CL
N
2
2027-02-01
Fixed
7.88000000
N
N
N
N
N
N
Chesapeake Energy Corp
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167CZ8
49760000.00000000
PA
USD
33846752.00000000
0.472487472832
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
8.00000000
N
N
N
N
N
N
California Resources Corp
5493003Q8F0T4F4YMR48
California Resources Corp
13057QAF4
1188000.00000000
PA
USD
450857.88000000
0.006293800371
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
6.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YDU6
46735000.00000000
PA
USD
49215226.92000000
0.687025395888
Long
DBT
CORP
US
N
2
2023-05-22
Fixed
4.10000000
N
N
N
N
N
N
Telecom Italia Capital SA
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAM0
30646000.00000000
PA
USD
32637990.00000000
0.455613626189
Long
DBT
CORP
LU
N
2
2034-09-30
Fixed
6.00000000
N
N
N
N
N
N
Bellatrix Exploration Ltd
549300S2235IL73TH941
Bellatrix Exploration Ltd
078314705
2400565.00000000
NS
USD
181194.65000000
0.002529406729
Long
EC
CORP
CA
Y
3
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BCY0
10000000.00000000
PA
USD
12124613.90000000
0.169254886870
Long
DBT
CORP
US
N
2
2026-08-09
Fixed
6.25000000
N
N
N
N
N
N
Central Bank of Iceland
549300K5GD3JPA2LLG98
CENTRAL BANK OF ICELAND 06/17 1
000000000
10070157559.00000000
PA
81240430.47000000
1.134084761947
Long
STIV
NUSS
IS
N
2
2020-06-02
Variable
0.50000000
N
N
N
N
N
N
CCO Holdings LLC / CCO Holdings Capital Corp
0J0XRGZE3PBRFEZ7MV65
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBK8
4360000.00000000
PA
USD
4610700.00000000
0.064363575890
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.88000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCU2
18365000.00000000
PA
USD
18618437.00000000
0.259906127661
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.13000000
N
N
N
N
N
N
BioMarin Pharmaceutical Inc
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061GAH4
870000.00000000
PA
USD
855207.27000000
0.011938360341
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
0.60000000
N
N
N
N
Y
BioMarin Pharmaceutical Inc
BioMarin Pharmaceutical Inc
USD
XXXX
N
N
N
WESTERN DIGITAL CORP
549300QQXOOYEF89IC56
Western Digital Corp
958102AP0
17000000.00000000
PA
USD
16277500.00000000
0.227227559059
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
1.50000000
N
N
N
N
N
Western Digital Corp
Western Digital Corp
USD
XXXX
N
N
N
PARAGON LITIGATION CLASS A
N/A
PARAGON LITIGATION CLASS A
000000000
156902.00000000
NS
USD
1569.02000000
0.000021902907
Long
EC
CORP
US
Y
3
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938C405
109950.00000000
NS
USD
2560735.50000000
0.035746870039
Long
EP
CORP
US
N
1
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751AE1
620000.00000000
PA
461215.23000000
0.006438384943
Long
DBT
CORP
CA
N
2
2026-12-22
Fixed
7.35000000
N
N
N
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599BG0
195000.00000000
PA
USD
198862.04000000
0.002776036611
Long
DBT
CORP
US
N
2
2020-03-15
Fixed
7.13000000
N
N
N
N
N
N
JC Penney Corp Inc
8TDNUQ07MEFMWW1VHP39
JC Penney Corp Inc
708130AC3
27224000.00000000
PA
USD
8834732.48000000
0.123329423828
Long
DBT
CORP
US
N
2
2036-10-15
Fixed
6.38000000
N
N
N
N
N
N
Jefferies Finance LLC / JFIN Co-Issuer Corp
549300SKVB18YSSIDT75
Jefferies Finance LLC / JFIN Co-Issuer Corp
47232MAD4
1675000.00000000
PA
USD
1668718.75000000
0.023294663696
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
7.25000000
N
N
N
N
N
N
Bell Canada Inc
549300O5ZKB2MUUSKB97
Bell Canada Inc
07813ZAT1
7545000.00000000
PA
7377909.16000000
0.102992737790
Long
DBT
CORP
CA
N
2
2035-03-16
Fixed
6.10000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
197677AJ6
14620000.00000000
PA
USD
17105400.00000000
0.238784720548
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
7.05000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFL8
265000.00000000
PA
USD
286121.67000000
0.003994147053
Long
DBT
CORP
US
N
2
2026-10-22
Fixed
4.25000000
N
N
N
N
N
N
iHeartCommunications, Inc.
54930076J6KDZL504O62
iHeartCommunications, Inc. Exit Term Loan
45175AAB7
20112042.18000000
PA
USD
20230904.35000000
0.282415543726
Long
LON
CORP
US
N
2
2026-05-01
Floating
6.10000000
N
N
N
N
N
N
CONTL AIRLINES 2012-2 B
N/A
Continental Airlines 2012-2 Class B Pass Through Trust
210795QC7
1640326.16000000
PA
USD
1671557.97000000
0.023334298101
Long
DBT
CORP
US
N
2
2020-10-29
Fixed
5.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHD4
983000.00000000
PA
USD
1026646.13000000
0.014331580042
Long
DBT
CORP
US
N
2
2028-12-20
Variable
3.42000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
993043900.00000000
PA
50147861.49000000
0.700044611175
Long
DBT
NUSS
MX
N
2
2021-06-10
Fixed
6.50000000
N
N
N
N
N
N
Textron Financial Corp
4E8B2CNXPE5P5AY03O18
Textron Financial Corp
883199AR2
5310000.00000000
PA
USD
4015793.70000000
0.056058915689
Long
DBT
CORP
US
N
2
2042-02-15
Variable
3.89000000
N
N
N
N
N
N
Baytex Energy Corp
549300R5LTV2H7I1I079
Baytex Energy Corp
07317QAG0
8225000.00000000
PA
USD
7567000.00000000
0.105632372256
Long
DBT
CORP
CA
N
2
2024-06-01
Fixed
5.63000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
19767QAQ8
10815000.00000000
PA
USD
12761700.00000000
0.178148360647
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
7.58000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAW5
17679000.00000000
PA
USD
17524308.75000000
0.244632523511
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.88000000
N
N
N
N
N
N
NLV FINANCIAL CORP
UV78A3V7RXYC94JD0985
NLV Financial Corp
65486AAA1
8920000.00000000
PA
USD
12131031.41000000
0.169344472809
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
7.50000000
N
N
N
N
N
N
ARUBA INVESTMENTS INC
549300CH22U9L3I13F89
Aruba Investments Inc
04318AAA4
19810000.00000000
PA
USD
19611900.00000000
0.273774484135
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
8.75000000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AD4
49955000.00000000
PA
USD
54460941.00000000
0.760253520963
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796SU4
170000000.00000000
PA
USD
169495016.70000000
2.366084405923
Long
DBT
UST
US
N
2
2019-11-29
None
0.00000000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AT9
6260000.00000000
PA
USD
7721397.00000000
0.107787694230
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938CAB4
2260000.00000000
PA
USD
2276950.00000000
0.031785335008
Long
DBT
CORP
US
N
2
2024-10-25
Fixed
5.88000000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751AL5
10225000.00000000
PA
USD
9892687.50000000
0.138098063778
Long
DBT
CORP
CA
N
2
2034-05-01
Fixed
7.45000000
N
N
N
N
N
N
Corning Inc
549300X2937PB0CJ7I56
Corning Inc
219350105
2511351.00000000
NS
USD
71623730.52000000
0.999839376855
Long
EC
CORP
US
N
1
N
N
N
PARAGON LITIGATION CLASS B
N/A
PARAGON LITIGATION CLASS B
000000000
225503.00000000
NS
USD
3382545.00000000
0.047219010521
Long
EC
CORP
US
Y
2
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
36186CBY8
6000000.00000000
PA
USD
8295000.00000000
0.115794968661
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.00000000
N
N
N
N
N
N
Alta Wind Holdings LLC
5E2UPK5SW04M13XY7I38
Alta Wind Holdings LLC
021345AA1
28759664.30000000
PA
USD
33483075.64000000
0.467410692518
Long
DBT
CORP
US
N
2
2035-06-30
Fixed
7.00000000
N
N
N
N
N
N
Onsite Rental Group Pty Ltd
5493008YQUVFPVW2VW35
ONSITE RENTAL GROUP PTY LTD TERM LOAN B
000000000
15562262.58000000
PA
USD
15212111.67000000
0.212355152996
Long
LON
CORP
AU
N
2
2022-10-26
Floating
6.52000000
N
N
N
N
N
N
FED HOME LN DISCOUNT NT
N/A
Federal Home Loan Bank Discount Notes
313384PG8
45895000.00000000
PA
USD
45787146.75000000
0.639170732132
Long
DBT
USGSE
US
N
2
2019-11-15
None
0.00000000
N
N
N
N
N
N
Southcross Holding GP LLC
N/A
SOUTHCROSS HOLDING GP LLC
000000000
1514.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
Y
2
N
N
N
Springleaf Finance Corp
5493008I795YYBFWFU90
Springleaf Finance Corp
85172FAD1
26970000.00000000
PA
USD
29329875.00000000
0.409433629473
Long
DBT
CORP
US
N
2
2021-10-01
Fixed
7.75000000
N
N
N
N
N
N
Vine Oil & Gas LP / Vine Oil & Gas Finance Corp
N/A
Vine Oil & Gas LP / Vine Oil & Gas Finance Corp
927375AA3
14955000.00000000
PA
USD
6804525.00000000
0.094988518280
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
8.75000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
78442FEQ7
22945000.00000000
PA
USD
23690712.50000000
0.330713117723
Long
DBT
CORP
US
N
2
2023-01-25
Fixed
5.50000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAY1
4865000.00000000
PA
USD
4950137.50000000
0.069101991161
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
Midas Intermediate Holdco II LLC / Midas Intermediate Holdco II Finance Inc
549300O5UULN1EULDF23
Midas Intermediate Holdco II LLC / Midas Intermediate Holdco II Finance Inc
59563KAA8
26055000.00000000
PA
USD
24166012.50000000
0.337348120569
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
7.88000000
N
N
N
N
N
N
WestRock MWV LLC
4DL8C98Z5G5IXZLH3578
WestRock MWV LLC
961548AY0
4865000.00000000
PA
USD
6729818.72000000
0.093945647713
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
7.95000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAF8
23345000.00000000
PA
USD
23702178.50000000
0.330873178616
Long
DBT
US
N
2
2029-09-15
Fixed
4.88000000
N
N
N
N
N
N
Onsite Rental Group Pty Ltd
N/A
Onsite Rental Group Pty Ltd PIK Note
000000000
21276992.00000000
PA
USD
17979058.24000000
0.250980649243
Long
LON
CORP
AU
Y
2
2023-10-26
Fixed
6.10000000
N
N
N
N
N
N
Chesapeake Energy Corp
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167826
240916.00000000
NS
USD
9154808.00000000
0.127797553401
Long
EP
CORP
US
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SD1
144325000.00000000
PA
USD
171633996.09000000
2.395943724962
Long
DBT
UST
US
N
2
2048-08-15
Fixed
3.00000000
N
N
N
N
N
N
KLA-Tencor Corp
549300H0BF5JCG96TJ81
KLA-Tencor Corp
482480AE0
56340000.00000000
PA
USD
62032868.54000000
0.865954679758
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.65000000
N
N
N
N
N
N
EDP Finance BV
5299007L43AQDFOW5739
EDP Finance BV
26835PAE0
29959000.00000000
PA
USD
30033897.50000000
0.419261509319
Long
DBT
CORP
NL
N
2
2020-01-15
Fixed
4.13000000
N
N
N
N
N
N
NGPL PipeCo LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62912XAC8
505000.00000000
PA
USD
654124.90000000
0.009131328788
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
7.77000000
N
N
N
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W202
116192.00000000
NS
USD
8394872.00000000
0.117189142876
Long
EP
US
N
2
N
N
N
United States Steel Corp
JNLUVFYJT1OZSIQ24U47
United States Steel Corp
912909AD0
10158000.00000000
PA
USD
7796265.00000000
0.108832822345
Long
DBT
CORP
US
N
2
2037-06-01
Fixed
6.65000000
N
N
N
N
N
N
APL LTD
549300TMJ045M7TR5G76
APL Ltd
029103AD0
10503000.00000000
PA
USD
9033630.30000000
0.126105959914
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
8.00000000
N
N
N
N
N
N
CenturyLink Inc
8M3THTGWLTYZVE6BBY25
CenturyLink Inc
156700AZ9
1240000.00000000
PA
USD
1286500.00000000
0.017959038840
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.63000000
N
N
N
N
N
N
Clear Channel Holdings Inc
N/A
Clear Channel Holdings Inc
18453H106
2500188.00000000
NS
USD
6300473.76000000
0.087952159324
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505682
8447.00000000
NS
USD
12663826.87000000
0.176782089879
Long
EP
CORP
US
N
1
N
N
N
Chesapeake Energy Corp
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167784
32522.00000000
NS
USD
11391480.94000000
0.159020636342
Long
EP
CORP
US
N
3
N
N
N
Jefferies Group LLC
NY9Q8VBNB6D1L6YV0J84
Jefferies Group LLC
472319AC6
14755000.00000000
PA
USD
17003294.60000000
0.237359368939
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
6.25000000
N
N
N
N
N
N
BELLATRIX EXPLORATION
549300S2235IL73TH941
Bellatrix Exploration Ltd
078314AF8
5989000.00000000
PA
USD
4791200.00000000
0.066883285576
Long
DBT
CORP
CA
Y
3
2023-09-11
Fixed
8.50000000
N
N
N
N
N
N
MEG Energy Corp
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AB4
180000.00000000
PA
USD
173700.00000000
0.002424784334
Long
DBT
CORP
CA
N
2
2023-01-30
Fixed
6.38000000
N
N
N
N
N
N
CCO Holdings LLC / CCO Holdings Capital Corp
0J0XRGZE3PBRFEZ7MV65
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBG7
975000.00000000
PA
USD
1011562.50000000
0.014121018443
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.38000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GAV2
43749000.00000000
PA
USD
39811590.00000000
0.555754287695
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
6.88000000
N
N
N
N
N
N
MBIA Insurance Corp
5493004M1UUDNTDXS107
MBIA Insurance Corp
55276GAA3
12510000.00000000
PA
USD
8835187.50000000
0.123335775730
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
13.56000000
N
Y
N
N
N
N
Nuance Communications Inc
AEMSOT3SS15TNMJCE605
Nuance Communications Inc
67020YAG5
39710000.00000000
PA
USD
39686174.00000000
0.554003529191
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
1.50000000
N
N
N
N
Y
Nuance Communications Inc
Nuance Communications Inc
USD
XXXX
N
N
N
Virgin Australia Holdings Ltd
254900SNPW6V9967CJ18
Virgin Australia Holdings Ltd
92765YAE7
48950000.00000000
PA
USD
49023425.00000000
0.684347915801
Long
DBT
CORP
AU
N
2
2019-11-15
Fixed
8.50000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAT4
19245000.00000000
PA
USD
19803883.08000000
0.276454493144
Long
DBT
CORP
IT
N
2
2024-06-26
Fixed
5.02000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBD9
4835000.00000000
PA
USD
4757870.87000000
0.066418023904
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
4.50000000
N
N
N
N
N
N
American Airlines Group Inc
IWUQB36BXD6OWD6X4T14
American Airlines Group Inc
02376RAC6
20000000.00000000
PA
USD
20767000.00000000
0.289899230163
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
5.00000000
N
N
N
N
N
N
iStar Inc
QFFLKWYYS3UPWD86E794
iStar Inc
45031UCB5
14245000.00000000
PA
USD
15085032.07000000
0.210581171285
Long
DBT
US
N
2
2022-09-15
Fixed
3.13000000
N
N
N
N
N
iStar Inc
iStar Inc
USD
XXXX
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VER1
14223000.00000000
PA
USD
16116365.76000000
0.224978187838
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
4.33000000
N
N
N
N
N
N
Leonardo US Holdings Inc
529900WVR776KSXHSA85
Leonardo US Holdings Inc
583491AB1
8815000.00000000
PA
USD
10401700.00000000
0.145203679991
Long
DBT
CORP
US
N
2
2039-07-15
Fixed
7.38000000
N
N
N
N
N
N
Marks & Spencer PLC
213800CN1RI3UCIZWB95
Marks & Spencer PLC
57069PAA0
6365000.00000000
PA
USD
7247470.59000000
0.101171866166
Long
DBT
CORP
GB
N
2
2037-12-01
Fixed
7.13000000
N
N
N
N
N
N
Cincinnati Bell Telephone Co LLC
N/A
Cincinnati Bell Telephone Co LLC
171875AD9
350000.00000000
PA
USD
330946.00000000
0.004619877239
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
6.30000000
N
N
N
N
N
N
Chesapeake Energy Corp
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167CY1
38422000.00000000
PA
USD
22957145.00000000
0.320472801186
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.50000000
N
N
N
N
Y
Chesapeake Energy Corp
Chesapeake Energy Corp
USD
XXXX
N
N
N
Shelf Drilling Holdings Ltd
54930078ZJ3XP4MRYB68
Shelf Drilling Holdings Ltd
822538AE4
2080000.00000000
PA
USD
1768000.00000000
0.024680591271
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
8.25000000
N
N
N
N
N
N
ONSITE RENTAL EQUITY
N/A
ONSITE RENTAL EQUITY
000000000
11662687.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
Y
3
N
N
N
Federal Republic of Brazil
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BN9
55925000.00000000
PA
16828176.33000000
0.234914786108
Long
DBT
NUSS
BR
N
2
2028-01-10
Fixed
10.25000000
N
N
N
N
N
N
Nuance Communications Inc
AEMSOT3SS15TNMJCE605
Nuance Communications Inc
67020YAN0
11265000.00000000
PA
USD
11154940.95000000
0.155718630226
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
1.25000000
N
N
N
N
Y
Nuance Communications Inc
Nuance Communications Inc
USD
XXXX
N
N
N
iStar Inc
QFFLKWYYS3UPWD86E794
iStar Inc
45031U887
325207.00000000
NS
USD
17403999.93000000
0.242953059250
Long
EP
US
N
2
N
N
N
Global Container Asset Ltd
N/A
Global Container Assets Ltd
37890RAF2
7934488.20000000
PA
USD
7833190.18000000
0.109348283473
Long
ABS-O
CORP
BM
N
2
2030-02-05
Fixed
4.50000000
N
N
N
N
N
N
Quicken Loans Inc
549300FGXN1K3HLB1R50
Quicken Loans Inc
74840LAB8
4360000.00000000
PA
USD
4499520.00000000
0.062811546400
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.25000000
N
N
N
N
N
N
Eclipse Resources Corp
54930070862I62NN3X72
Eclipse Resources Corp
27890GAB6
19290000.00000000
PA
USD
14756850.00000000
0.205999877432
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
8.88000000
N
N
N
N
N
N
Pioneer Energy Services Corp
529900NHYED469G7XK29
Pioneer Energy Services Corp
723664AB4
18385000.00000000
PA
USD
6434750.00000000
0.089826603327
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
6.13000000
N
N
N
N
N
N
NGL Energy Partners LP / NGL Energy Finance Corp
5299005YSRP46BE8Z459
NGL Energy Partners LP / NGL Energy Finance Corp
62913TAM4
13667000.00000000
PA
USD
13017817.50000000
0.181723661176
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
6.13000000
N
N
N
N
N
N
IQOR US Inc.
N/A
IQOR US Inc. 2nd Lien Term Loan
46264NAE3
9507380.00000000
PA
USD
7061891.72000000
0.098581257433
Long
LON
CORP
US
N
2
2022-04-01
Floating
11.07000000
N
N
N
N
N
N
Hovnanian Enterprises Inc
549300805N4EF0ROBT53
Hovnanian Enterprises Inc
442487112
208246.00000000
NS
USD
697624.10000000
0.009738560674
Long
EP
CORP
US
N
1
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp
482480AF7
15170000.00000000
PA
USD
18037482.55000000
0.251796229851
Long
DBT
CORP
US
N
2
2034-11-01
Fixed
5.65000000
N
N
N
N
N
N
Federal Republic of Brazil
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BT6
162850000.00000000
PA
43290793.39000000
0.604322611687
Long
DBT
NUSS
BR
N
2
2024-01-05
Fixed
8.50000000
N
N
N
N
N
N
Safeway Inc
549300NKZ6VCN5P3K723
Safeway Inc
786514BA6
2290000.00000000
PA
USD
2335800.00000000
0.032606858083
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
7.25000000
N
N
N
N
N
N
Dillard's Inc
529900FGYKMWL6019P91
Dillard's Inc
254067AN1
3325000.00000000
PA
USD
3656402.75000000
0.051041958029
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
7.00000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
425000000.00000000
PA
22818283.17000000
0.318534344133
Long
DBT
NUSS
MX
N
2
2031-05-29
Fixed
7.75000000
N
N
N
N
N
N
Halcon Resources Corp
3XHTN2NNIMMPORDAMJ28
Halcon Resources Corp
40537QAP5
1522000.00000000
PA
USD
147847.08000000
0.002063887642
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
6.75000000
Y
N
N
N
N
N
SM Energy Co
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAK6
15904000.00000000
PA
USD
15241598.40000000
0.212766776261
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
6.13000000
N
N
N
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370BP4
1345000.00000000
PA
USD
1539171.92000000
0.021486240414
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
7.50000000
N
N
N
N
N
N
American Airlines Group Inc
IWUQB36BXD6OWD6X4T14
American Airlines Group Inc
02376RAA0
130040000.00000000
PA
USD
130040000.00000000
1.815307742591
Long
DBT
CORP
US
N
2
2019-10-01
Fixed
5.50000000
N
N
N
N
N
N
Deutsche Bank AG/New York NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526BN8
1709000.00000000
PA
USD
1547294.42000000
0.021599627350
Long
DBT
CORP
DE
N
2
2032-12-01
Variable
4.88000000
N
N
N
N
N
N
California Resources Corp
5493003Q8F0T4F4YMR48
California Resources Corp
13057QAD9
8645000.00000000
PA
USD
4257662.50000000
0.059435309916
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
5.50000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
78442FAZ1
50910000.00000000
PA
USD
42987385.80000000
0.600087159924
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.63000000
N
N
N
N
N
N
Whiting Petroleum Corp
52990028CHK9KUB1B293
Whiting Petroleum Corp
966387AL6
6625000.00000000
PA
USD
6461095.71000000
0.090194379175
Long
DBT
CORP
US
N
2
2020-04-01
Fixed
1.25000000
N
N
N
N
Y
Whiting Petroleum Corp
Whiting Petroleum Corp
USD
XXXX
N
N
N
Springleaf Finance Corp
5493008I795YYBFWFU90
Springleaf Finance Corp
85172FAF6
55015000.00000000
PA
USD
64092475.00000000
0.894705983615
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
8.25000000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
ILLINOIS ST ILS 06/33 FIXED 5.1
452151LF8
17570000.00000000
PA
USD
19030769.80000000
0.265662132923
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
5.10000000
N
N
N
N
N
N
Chesapeake Energy Corp
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167CU9
21335000.00000000
PA
USD
15414537.50000000
0.215180938728
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
8.00000000
N
N
N
N
N
N
DISH Network Corp
529900U350CWHH15G169
DISH Network Corp
25470MAD1
14660000.00000000
PA
USD
12882103.66000000
0.179829148837
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
2.38000000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
Chesapeake Energy Corp
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167107
846398.00000000
NS
USD
1193421.18000000
0.016659694772
Long
EC
CORP
US
N
1
N
N
N
Dillard's Inc
529900FGYKMWL6019P91
Dillard's Inc
254063AU4
1500000.00000000
PA
USD
1680615.00000000
0.023460730712
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
7.75000000
N
N
N
N
N
N
iStar Inc
QFFLKWYYS3UPWD86E794
iStar Inc
45031U705
10425.00000000
NS
USD
265823.95000000
0.003710798789
Long
EP
US
N
1
N
N
N
Sanchez Energy Corp
549300SB0HTIM17TVR61
Sanchez Energy Corp
79970YAB1
9520000.00000000
PA
USD
571200.00000000
0.007973729487
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
7.75000000
Y
N
N
N
N
N
Transocean Inc
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830AT6
46390000.00000000
PA
USD
28529850.00000000
0.398265592125
Long
DBT
CORP
KY
N
2
2038-03-15
Fixed
6.80000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467Y9
36195000.00000000
PA
USD
39196485.58000000
0.547167669607
Long
DBT
CORP
US
N
2
2026-09-08
Fixed
4.35000000
N
N
N
N
N
N
INVISTA Finance LLC
5493005158BXZWGOX572
INVISTA Finance LLC
46186RAA7
90205000.00000000
PA
USD
90249651.48000000
1.259849977682
Long
DBT
CORP
US
N
2
2019-10-15
Fixed
4.25000000
N
N
N
N
N
N
Nuance Communications Inc
AEMSOT3SS15TNMJCE605
Nuance Communications Inc
67020YAK6
23990000.00000000
PA
USD
22716850.70000000
0.317118386365
Long
DBT
CORP
US
N
2
2035-12-15
Fixed
1.00000000
N
N
N
N
Y
Nuance Communications Inc
Nuance Communications Inc
USD
XXXX
N
N
N
VALARIS PLC
7N0UJMJLXD0MDT5D5086
Valaris plc
91889DAE6
11165000.00000000
PA
USD
6294157.10000000
0.087863981211
Long
DBT
CORP
GB
N
2
2026-02-01
Fixed
7.75000000
N
N
N
N
N
N
Global Marine Inc
N/A
Global Marine Inc
379352AL1
7120000.00000000
PA
USD
6458053.60000000
0.090151912505
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
7.00000000
N
N
N
N
N
N
NORTHWEST AIR 2002-1 G2
Q2CCMS6R0AS67HJMBN42
Northwest Airlines 2002-1 Class G-2 Pass Through Trust
667294BB7
301406.54000000
PA
USD
309906.20000000
0.004326169827
Long
DBT
CORP
US
N
2
2021-11-20
Fixed
6.26000000
N
N
N
N
N
N
Goodyear Tire & Rubber Co/The
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550BG5
9545000.00000000
PA
USD
9412324.50000000
0.131392383425
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.88000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
78442FEL8
6490000.00000000
PA
USD
6992975.00000000
0.097619206869
Long
DBT
CORP
US
N
2
2022-01-25
Fixed
7.25000000
N
N
N
N
N
N
MEG Energy Corp
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AC2
12740000.00000000
PA
USD
12294100.00000000
0.171620846802
Long
DBT
CORP
CA
N
2
2024-03-31
Fixed
7.00000000
N
N
N
N
N
N
NORWEGIAN GOVERNMENT
549300O6E2WAK3IAXE34
Norway Government Bond
000000000
458725000.00000000
PA
52506156.68000000
0.732965493347
Long
DBT
NUSS
NO
N
2
2021-05-25
Fixed
3.75000000
N
N
N
N
N
N
Jeld-Wen Inc
549300XWE6NM0N1HFW16
Jeld-Wen Inc
475795AD2
3255000.00000000
PA
USD
3222450.00000000
0.044984146686
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.88000000
N
N
N
N
N
N
QEP Resources Inc
Q6JQDZPXKEDQKVK58165
QEP Resources Inc
74733VAC4
2055000.00000000
PA
USD
1906053.60000000
0.026607765748
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
5.25000000
N
N
N
N
N
N
CCO Holdings LLC / CCO Holdings Capital Corp
0J0XRGZE3PBRFEZ7MV65
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBE2
497000.00000000
PA
USD
508182.50000000
0.007094029736
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5.75000000
N
N
N
N
N
N
Allison Transmission Inc
MWKQ3I0U1GXP2YDSZW75
Allison Transmission Inc
019736AE7
1210000.00000000
PA
USD
1241762.50000000
0.017334520768
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.75000000
N
N
N
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canadian Government Bond
135087E59
312000000.00000000
PA
233402422.92000000
3.258206901464
Long
DBT
NUSS
CA
N
2
2020-09-01
Fixed
0.75000000
N
N
N
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
Samsung Electronics Co Ltd
796050AE2
135000.00000000
PA
USD
162965.25000000
0.002274931406
Long
DBT
CORP
KR
N
2
2027-10-01
Fixed
7.70000000
N
N
N
N
N
N
Central Bank of Iceland
549300K5GD3JPA2LLG98
CENTRAL BK ICELAND 10/22 7.25
000000000
1605660000.00000000
PA
14397895.12000000
0.200989007139
Long
DBT
NUSS
IS
N
2
2022-10-26
Fixed
7.25000000
N
N
N
N
N
N
CCO Holdings LLC / CCO Holdings Capital Corp
0J0XRGZE3PBRFEZ7MV65
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBF9
850000.00000000
PA
USD
871029.00000000
0.012159225528
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
5.13000000
N
N
N
N
N
N
GCA2014 Holdings Ltd
549300P7I2VS2S4LJI66
GCA2014 Holdings Ltd
36163UAA8
22212163.48000000
PA
USD
18036276.75000000
0.251779397353
Long
ABS-O
CORP
BM
Y
3
2030-01-05
Fixed
6.00000000
N
N
N
N
N
N
Summit Midstream Partners LP
N/A
Summit Midstream Partners LP
866142AA0
11980000.00000000
PA
USD
8610265.60000000
0.120195953625
Long
DBT
CORP
US
N
2
2022-12-15
Variable
9.50000000
N
N
N
N
N
N
TRI Pointe Group Inc / TRI Pointe Homes Inc
N/A
TRI Pointe Group Inc / TRI Pointe Homes Inc
962178AN9
195000.00000000
PA
USD
207675.00000000
0.002899062099
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
5.88000000
N
N
N
N
N
N
CenturyLink Inc
8M3THTGWLTYZVE6BBY25
CenturyLink Inc
156700AX4
7940000.00000000
PA
USD
8694300.00000000
0.121369041113
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
6.75000000
N
N
N
N
N
N
Continental Resources Inc/OK
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AN1
15215000.00000000
PA
USD
15504914.83000000
0.216442571048
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
3.80000000
N
N
N
N
N
N
Southcross Holding LP
N/A
SOUTHCROSS HOLDING LP CLASS A
000000000
1514.00000000
NS
USD
681300.00000000
0.009510682597
Long
EC
CORP
US
Y
2
N
N
N
Leonardo US Holdings Inc
529900WVR776KSXHSA85
Leonardo US Holdings Inc
583491AC9
9576000.00000000
PA
USD
10559455.20000000
0.147405881129
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
6.25000000
N
N
N
N
N
N
Windstream Services LLC / Windstream Finance Corp
N/A
Windstream Services LLC / Windstream Finance Corp
97381LAE8
8865000.00000000
PA
USD
4897912.50000000
0.068372950505
Long
DBT
CORP
US
N
2
2024-06-30
Fixed
10.50000000
Y
N
N
N
N
N
DISH Network Corp
529900U350CWHH15G169
DISH Network Corp
25470MAB5
139495000.00000000
PA
USD
127806114.12000000
1.784123565922
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.38000000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
Petroleum Geo-Services ASA
N/A
Petroleum Geo-Services ASA New Term Loan B
71659MAF3
2828138.87000000
PA
USD
2605422.93000000
0.036370689153
Long
LON
CORP
US
N
2
2021-03-19
Floating
4.60000000
N
N
N
N
N
N
GCA2014 Holdings Ltd
549300P7I2VS2S4LJI66
GCA2014 Holdings Ltd
36163UAB6
9682403.33000000
PA
USD
5315639.43000000
0.074204255722
Long
ABS-O
CORP
BM
Y
3
2030-01-05
Fixed
7.50000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RDK5
14095000.00000000
PA
USD
15236557.57000000
0.212696408237
Long
DBT
CORP
US
N
2
2049-03-09
Fixed
4.55000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
5651190.00000000
NS
USD
286571844.90000000
4.000431320023
Long
EC
CORP
US
N
1
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
1000000000.00000000
PA
47961386.44000000
0.669522271224
Long
DBT
NUSS
MX
N
2
2026-03-05
Fixed
5.75000000
N
N
N
N
N
N
BioMarin Pharmaceutical Inc
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061GAF8
715000.00000000
PA
USD
736332.73000000
0.010278918070
Long
DBT
CORP
US
N
2
2020-10-15
Fixed
1.50000000
N
N
N
N
Y
BioMarin Pharmaceutical Inc
BioMarin Pharmaceutical Inc
USD
XXXX
N
N
N
Videotron Ltd
549300BBCGA0CYX8IL74
Videotron Ltd
92660FAE4
11275000.00000000
PA
9140592.33000000
0.127599108186
Long
DBT
CORP
CA
N
2
2025-06-15
Fixed
5.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796SD2
300000000.00000000
PA
USD
297780522.00000000
4.156900085970
Long
DBT
UST
US
N
2
2020-02-27
None
0.00000000
N
N
N
N
N
N
Albertsons Cos LLC / Safeway Inc / New Albertsons LP / Albertson's LLC
549300YKWOC0AOR16R51
Albertsons Cos LLC / Safeway Inc / New Albertsons LP / Albertson's LLC
013093AD1
11495000.00000000
PA
USD
11820883.25000000
0.165014925315
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
5.75000000
N
N
N
N
N
N
Outfront Media Capital LLC / Outfront Media Capital Corp
549300RZWDYU5722I639
Outfront Media Capital LLC / Outfront Media Capital Corp
12505FAF8
17950000.00000000
PA
USD
18510937.50000000
0.258405476517
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
5.88000000
N
N
N
N
N
N
Chesapeake Energy Corp
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167776
43178.00000000
NS
USD
15124389.84000000
0.211130590422
Long
EP
CORP
US
N
3
N
N
N
Windstream Services LLC / Windstream Finance Corp
N/A
Windstream Services LLC / Windstream Finance Corp
97381LAF5
6309000.00000000
PA
USD
3406860.00000000
0.047558438449
Long
DBT
CORP
US
N
2
2025-06-30
Fixed
9.00000000
Y
N
N
N
N
N
Embraer Netherlands Finance BV
724500PBR8LR26XBSP67
Embraer Netherlands Finance BV
29082HAB8
3145000.00000000
PA
USD
3557812.70000000
0.049665679337
Long
DBT
CORP
NL
N
2
2027-02-01
Fixed
5.40000000
N
N
N
N
N
N
International Game Technology PLC
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AD5
5475000.00000000
PA
USD
6063562.50000000
0.084644970424
Long
DBT
CORP
GB
N
2
2027-01-15
Fixed
6.25000000
N
N
N
N
N
N
NGL Energy Partners LP / NGL Energy Finance Corp
5299005YSRP46BE8Z459
NGL Energy Partners LP / NGL Energy Finance Corp
62913TAJ1
8125000.00000000
PA
USD
8267187.50000000
0.115406716996
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
7.50000000
N
N
N
N
N
N
ServiceMaster Co LLC/The
HZPA4EQ289DXC7NQGK91
ServiceMaster Co LLC/The
817609AB6
5500000.00000000
PA
USD
6160000.00000000
0.085991200356
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
7.45000000
N
N
N
N
N
N
Antero Resources Corp
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674XAF3
4810000.00000000
PA
USD
4160650.00000000
0.058081053208
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
5.63000000
N
N
N
N
N
N
SM Energy Co
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAM2
10955000.00000000
PA
USD
9880551.13000000
0.137928644781
Long
DBT
CORP
US
N
2
2021-07-01
Fixed
1.50000000
N
N
N
N
Y
SM Energy Co
SM Energy Co
USD
XXXX
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BDT0
53095000.00000000
PA
40719057.86000000
0.568422185514
Long
DBT
CORP
US
N
2
2021-08-05
Fixed
3.13000000
N
N
N
N
N
N
IFM US Colonial Pipeline 2 LLC
N/A
IFM US Colonial Pipeline 2 LLC
449505AA4
8935000.00000000
PA
USD
9294707.20000000
0.129750491735
Long
DBT
CORP
US
N
2
2021-05-01
Fixed
6.45000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AS6
17880000.00000000
PA
USD
18841050.00000000
0.263013718421
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.38000000
N
N
N
N
N
N
Ascent Resources Utica Holdings LLC / ARU Finance Corp
N/A
Ascent Resources Utica Holdings LLC / ARU Finance Corp
04364VAA1
18736000.00000000
PA
USD
18730379.20000000
0.261468797165
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
10.00000000
N
N
N
N
N
N
NEW ZEALAND GOVERNMENT
549300237GPHG2AI7C34
New Zealand Government Bond
000000000
175365000.00000000
PA
118975300.14000000
1.660848842827
Long
DBT
NUSS
NZ
N
2
2021-05-15
Fixed
6.00000000
N
N
N
N
N
N
Lonestar Resources America Inc
549300SMXPFO4S25OB75
Lonestar Resources America Inc
54238XAC2
15580000.00000000
PA
USD
13314668.00000000
0.185867578517
Long
DBT
CORP
US
N
2
2023-01-01
Fixed
11.25000000
N
N
N
N
N
N
Transocean Inc
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BC2
39300000.00000000
PA
USD
38219250.00000000
0.533525841595
Long
DBT
CORP
KY
N
2
2022-10-15
Fixed
5.80000000
N
N
N
N
N
N
Chesapeake Energy Corp
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167CN5
1310000.00000000
PA
USD
1057825.00000000
0.014766824921
Long
DBT
CORP
US
N
2
2022-04-15
Fixed
4.88000000
N
N
N
N
N
N
FIXED INC CLEARING CORP.REPO
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
157488901.75000000
PA
USD
157488901.75000000
2.198483718233
Long
RA
CORP
US
N
2
Repurchase
N
1.10000000
2019-10-01
154040000.00000000
USD
160641568.50500000
USD
UST
N
N
N
CONTL AIRLINES 2012-B
N/A
Continental Airlines 2012-1 Class B Pass Through Trust
210795QA1
1559696.93000000
PA
USD
1578506.87000000
0.022035340993
Long
DBT
CORP
US
N
2
2020-04-11
Fixed
6.25000000
N
N
N
N
N
N
Hexion Holdings Corp
N/A
Hexion Holdings Corp
42830K103
664252.00000000
NS
USD
8157014.56000000
0.113868745672
Long
EC
CORP
US
N
2
N
N
N
National Life Insurance Co
0JRPR7R1EOV4Z2M47L22
National Life Insurance Co
636792AA1
20000000.00000000
PA
USD
33909558.60000000
0.473364228502
Long
DBT
CORP
US
N
2
2039-09-15
Fixed
10.50000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21685WDF1
3450000.00000000
PA
USD
3593241.65000000
0.050160253677
Long
DBT
CORP
NL
N
2
2022-11-09
Fixed
3.95000000
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
PUERTO RICO CMWLTH PRC 07/35 FIXED OID 8
74514LE86
63900000.00000000
PA
USD
38419875.00000000
0.536326488441
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
8.00000000
Y
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647AZ0
17765000.00000000
PA
USD
18431187.50000000
0.257292197584
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.50000000
N
N
N
N
N
N
Global Atlantic Fin Co
N/A
Global Atlantic Fin Co
34628TAB3
15000000.00000000
PA
USD
16207983.90000000
0.226257141383
Long
DBT
CORP
US
N
2
2021-04-15
Fixed
8.63000000
N
N
N
N
N
N
Noble Holding International Ltd
549300GNEZBJHMST9U32
Noble Holding International Ltd
65504LAQ0
19385000.00000000
PA
USD
13957200.00000000
0.194837074937
Long
DBT
CORP
KY
N
2
2026-02-01
Fixed
7.88000000
N
N
N
N
N
N
Whiting Petroleum Corp
52990028CHK9KUB1B293
Whiting Petroleum Corp
966387AH5
19960000.00000000
PA
USD
19062398.80000000
0.266103661442
Long
DBT
CORP
US
N
2
2021-03-15
Fixed
5.75000000
N
N
N
N
N
N
Chesapeake Energy Corp
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167842
172972.00000000
NS
USD
7427417.68000000
0.103683857443
Long
EP
CORP
US
N
1
N
N
N
MICHIGAN ST TOBACCO SETTLEMENT
54930022O46HOX5J1D14
Michigan Tobacco Settlement Finance Authority
594751AB5
8470000.00000000
PA
USD
8579263.00000000
0.119763169406
Long
DBT
MUN
US
N
2
2034-06-01
Fixed
7.31000000
N
N
N
N
N
N
Noble Holding International Ltd
549300GNEZBJHMST9U32
Noble Holding International Ltd
65504LAP2
1765000.00000000
PA
USD
1147250.00000000
0.016015163085
Long
DBT
CORP
KY
N
2
2024-01-15
Fixed
7.75000000
N
N
N
N
N
N
Pertamina Persero PT
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370PAA9
6535000.00000000
PA
USD
8404529.14000000
0.117323952788
Long
DBT
CORP
ID
N
2
2044-05-30
Fixed
6.45000000
N
N
N
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAH8
8200000.00000000
PA
USD
8837960.00000000
0.123374478750
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.13000000
N
N
N
N
N
N
Southwestern Energy Co
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AL3
1110000.00000000
PA
USD
976777.80000000
0.013635437581
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
6.20000000
N
N
N
N
N
N
JC Penney Corp Inc
8TDNUQ07MEFMWW1VHP39
JC Penney Corp Inc
708160BL9
2510000.00000000
PA
USD
715350.00000000
0.009986007333
Long
DBT
CORP
US
N
2
2097-03-01
Fixed
7.63000000
N
N
N
N
N
N
MICHAELS STORES INC
BV4WJ23XIGNG4UDYEK73
Michaels Stores Inc
594087AU2
28455000.00000000
PA
USD
28490568.75000000
0.397717241177
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
8.00000000
N
N
N
N
N
N
CenturyLink Inc
8M3THTGWLTYZVE6BBY25
CenturyLink Inc
156700AR7
28385000.00000000
PA
USD
29804250.00000000
0.416055719679
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
6.45000000
N
N
N
N
N
N
AK Steel Corp
O05HJM8THRTZG4688Q91
AK Steel Corp
001546AS9
2000000.00000000
PA
USD
1970000.00000000
0.027500432581
Long
DBT
CORP
US
N
2
2021-10-01
Fixed
7.63000000
N
N
N
N
N
N
Oasis Petroleum Inc
529900FA4V2YNIKZ0M71
Oasis Petroleum Inc
674215AE8
1065000.00000000
PA
USD
974475.00000000
0.013603291390
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
6.88000000
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364WAM7
134600000.00000000
PA
6616094.05000000
0.092358095621
Long
DBT
CORP
MX
N
2
2036-12-18
Fixed
8.46000000
N
N
N
N
N
N
iHeartMedia Inc
N/A
IHEARTMEDIA INC WARRANT
45174J145
751946.00000000
NS
USD
10715230.50000000
0.149580443635
N/A
DE
US
N
2
N/A
N/A
Call
Purchased
iHeartMedia Inc
iHeartMedia Inc
1.00000000
1.00000000
USD
2039-05-01
XXXX
-7330085.83000000
N
N
N
Whiting Petroleum Corp
52990028CHK9KUB1B293
Whiting Petroleum Corp
966387BG6
21785000.00000000
PA
USD
14704875.00000000
0.205274326679
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.63000000
N
N
N
N
N
N
Albertsons Cos LLC / Safeway Inc / New Albertsons LP / Albertson's LLC
549300YKWOC0AOR16R51
Albertsons Cos LLC / Safeway Inc / New Albertsons LP / Albertson's LLC
013093AB5
9465000.00000000
PA
USD
9914587.50000000
0.138403779247
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
6.63000000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BT7
3700000.00000000
PA
USD
3684645.00000000
0.051436208837
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
7.88000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
774000000.00000000
PA
40719914.87000000
0.568434149040
Long
DBT
NUSS
MX
N
2
2027-06-03
Fixed
7.50000000
N
N
N
N
N
N
ROVI CORP
5493006VRWO1PMVOHL98
Rovi Corp
779376AD4
27795000.00000000
PA
USD
27348612.30000000
0.381775973987
Long
DBT
CORP
US
N
2
2020-03-01
Fixed
0.50000000
N
N
N
N
Y
TiVo Corp
TiVo Corp
USD
XXXX
N
N
N
Shaw Communications Inc
549300SCT0RG6178CI40
Shaw Communications Inc
82028KAP6
25270000.00000000
PA
19073857.42000000
0.266263619314
Long
DBT
CORP
CA
N
2
2019-10-01
Fixed
5.65000000
N
N
N
N
N
N
First Quantum Minerals Ltd
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AH8
12315000.00000000
PA
USD
12197145.45000000
0.170267399053
Long
DBT
CORP
CA
N
2
2022-05-15
Fixed
7.25000000
N
N
N
N
N
N
CONTL AIRLINES 1999-2
N/A
Continental Airlines 1999-2 Class B Pass Through Trust
210805CV7
930.45000000
PA
USD
940.04000000
0.000013122592
Long
DBT
CORP
US
N
2
2020-03-15
Fixed
7.57000000
N
N
N
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
741503AX4
10415000.00000000
PA
USD
12076363.83000000
0.168581334688
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
0.90000000
N
N
N
N
Y
Booking Holdings Inc
Booking Holdings Inc
USD
XXXX
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R102
7868481.00000000
NS
USD
297743321.04000000
4.156380775061
Long
EC
CORP
US
N
1
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCN8
40800000.00000000
PA
USD
42847344.00000000
0.598132230949
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
6.75000000
N
N
N
N
N
N
Cincinnati Bell Inc
549300JYVZOCUJOHL272
Cincinnati Bell Inc
171871AP1
1140000.00000000
PA
USD
1054500.00000000
0.014720409216
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
7.00000000
N
N
N
N
N
N
SM Energy Co
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAN0
95000.00000000
PA
USD
83125.00000000
0.001160392618
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
6.75000000
N
N
N
N
N
N
AES Corp/VA
2NUNNB7D43COUIRE5295
AES Corp/VA
00130HBW4
9371000.00000000
PA
USD
9732626.89000000
0.135863680015
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.50000000
N
N
N
N
N
N
Russel Metals Inc
5493005F9VPHFO17OV54
Russel Metals Inc
781903AJ8
16135000.00000000
PA
12285301.17000000
0.171498018563
Long
DBT
CORP
CA
N
2
2022-04-19
Fixed
6.00000000
N
N
N
N
N
N
Telecom Italia Capital SA
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAF5
16440000.00000000
PA
USD
18084000.00000000
0.252445595332
Long
DBT
CORP
LU
N
2
2033-11-15
Fixed
6.38000000
N
N
N
N
N
N
Precision Drilling Corp
549300WF2OE8T5BP4B84
Precision Drilling Corp
74022DAJ9
12020000.00000000
PA
USD
10547550.00000000
0.147239689175
Long
DBT
CORP
CA
N
2
2024-11-15
Fixed
5.25000000
N
N
N
N
N
N
Ziggo BV
213800TQASLF9JXH5J59
Ziggo BV
98954NAA7
6150000.00000000
PA
USD
6409530.00000000
0.089474541951
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
5.50000000
N
N
N
N
N
N
WestRock MWV LLC
4DL8C98Z5G5IXZLH3578
WestRock MWV LLC
961548AV6
8750000.00000000
PA
USD
11978696.54000000
0.167217937367
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
8.20000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796SS9
416810000.00000000
PA
USD
415903079.79000000
5.805844977780
Long
DBT
UST
US
N
2
2019-11-14
None
0.00000000
N
N
N
N
N
N
Highwoods Properties Inc
ZIIGTYKL9T0X3HLTDX53
Highwoods Properties Inc
431284207
1596.00000000
NS
USD
1899240.00000000
0.026512650546
Long
EP
US
N
2
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGC7
7045000.00000000
PA
USD
7605190.85000000
0.106165501644
Long
DBT
CORP
US
N
2
2027-11-25
Fixed
4.18000000
N
N
N
N
N
N
Seagate HDD Cayman
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WAR2
3355000.00000000
PA
USD
3463751.08000000
0.048352615763
Long
DBT
CORP
KY
N
2
2027-06-01
Fixed
4.88000000
N
N
N
N
N
N
CONTL AIRLINES 2001-1
N/A
Continental Airlines 2001-1 Class A-1 Pass Through Trust
210805DH7
193162.57000000
PA
USD
205115.47000000
0.002863332057
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
6.70000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
303500000.00000000
PA
17120666.62000000
0.238997836616
Long
DBT
NUSS
MX
N
2
2029-05-31
Fixed
8.50000000
N
N
N
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370BT6
1220000.00000000
PA
USD
1318795.60000000
0.018409872835
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.63000000
N
N
N
N
N
N
Grupo Televisa SAB
549300O4AF0C816ILN62
Grupo Televisa SAB
000000000
111590000.00000000
PA
4215697.62000000
0.058849496539
Long
DBT
CORP
MX
N
2
2043-05-14
Fixed
7.25000000
N
N
N
N
N
N
PulteGroup Inc
N/A
PulteGroup Inc
745867AT8
47260000.00000000
PA
USD
50331900.00000000
0.702613717082
Long
DBT
CORP
US
N
2
2035-02-15
Fixed
6.00000000
N
N
N
N
N
N
Continental Resources Inc/OK
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AH4
302000.00000000
PA
USD
304649.36000000
0.004252786388
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
5.00000000
N
N
N
N
N
N
Frontera Energy Corp
A25574TZFLBNK7NWQT47
Frontera Energy Corp
000000000
5886.00000000
NS
56956.27000000
0.000795087341
Long
EC
CORP
CA
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
000000000
36445000.00000000
PA
22910591.96000000
0.319822938883
Long
DBT
CORP
US
N
2
2019-11-12
Fixed
5.13000000
N
N
N
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599AT3
1226000.00000000
PA
USD
1570532.06000000
0.021924015752
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
7.75000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119AJ8
24215000.00000000
PA
USD
29058000.00000000
0.405638360383
Long
DBT
CORP
US
N
2
2033-11-06
Fixed
7.50000000
N
N
N
N
N
N
Evolent Health Inc
549300CZOCFHQ2BBTR11
Evolent Health Inc
30050BAB7
8835000.00000000
PA
USD
7736146.88000000
0.107993596809
Long
DBT
CORP
US
N
2
2021-12-01
Fixed
2.00000000
N
N
N
N
Y
Evolent Health Inc
Evolent Health Inc
USD
XXXX
N
N
N
Pan American Energy LLC
213800LH1BZH3DI6G760
Pan American Energy LLC
69783TAA2
4780000.00000000
PA
USD
4756100.00000000
0.066393303249
Long
DBT
CORP
AR
N
2
2021-05-07
Fixed
7.88000000
N
N
N
N
N
N
Continental Resources Inc/OK
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AL5
5450000.00000000
PA
USD
5657960.12000000
0.078982919202
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
4.50000000
N
N
N
N
N
N
Goodyear Tire & Rubber Co/The
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550AD3
4977000.00000000
PA
USD
5350275.00000000
0.074687754786
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
7.00000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZM8
18565000.00000000
PA
USD
19504844.40000000
0.272280029662
Long
DBT
CORP
US
N
2
2022-01-07
Fixed
5.60000000
N
N
N
N
N
N
Cincinnati Bell Inc
549300JYVZOCUJOHL272
Cincinnati Bell Inc
171871403
3704.00000000
NS
USD
120379.63000000
0.001680452740
Long
EP
CORP
US
N
1
N
N
N
Antares Holdings LP
N/A
Antares Holdings LP
03666HAA9
1020000.00000000
PA
USD
1056715.57000000
0.014751337710
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
6.00000000
N
N
N
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599AY2
1859000.00000000
PA
USD
2279250.86000000
0.031817454117
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
6.50000000
N
N
N
N
N
N
United Rentals North America Inc
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BK9
3850000.00000000
PA
USD
4194575.00000000
0.058554632992
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
6.50000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
197677AC1
32745000.00000000
PA
USD
38974081.35000000
0.544062993194
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
8.36000000
N
N
N
N
N
N
Delphi Technologies PLC
549300SEU65CJHRH6V04
Delphi Technologies PLC
24718PAA5
12740000.00000000
PA
USD
11274900.00000000
0.157393211834
Long
DBT
CORP
JE
N
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
2170000000.00000000
PA
125746518.70000000
1.755372416180
Long
DBT
NUSS
MX
N
2
2024-12-05
Fixed
10.00000000
N
N
N
N
N
N
BELLATRIX EXPLORATION
549300S2235IL73TH941
Bellatrix Exploration Ltd
078314AK7
6526000.00000000
PA
USD
3654560.00000000
0.051016233956
Long
DBT
CORP
CA
Y
3
2023-12-15
Variable
12.50000000
N
N
Y
N
N
N
Transocean Inc
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830AF6
2770000.00000000
PA
USD
1952850.00000000
0.027261025262
Long
DBT
CORP
KY
N
2
2031-04-15
Fixed
7.50000000
N
N
N
N
N
N
Chesapeake Energy Corp
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167750
23928.00000000
NS
USD
8381260.56000000
0.116999132476
Long
EP
CORP
US
N
3
N
N
N
AMER AIRLINE 17-2B PTT
N/A
American Airlines 2017-2 Class B Pass Through Trust
02377DAA0
1049907.96000000
PA
USD
1055708.70000000
0.014737282198
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.70000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
197677AG2
14056000.00000000
PA
USD
16902340.00000000
0.235950082051
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.69000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCE8
990000.00000000
PA
USD
1070734.50000000
0.014947036512
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
8.13000000
N
N
N
N
N
N
Vine Oil & Gas LP / Vine Oil & Gas Finance Corp
N/A
Vine Oil & Gas LP / Vine Oil & Gas Finance Corp
927375AB1
2530000.00000000
PA
USD
1182775.00000000
0.016511078247
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
9.75000000
N
N
N
N
N
N
First Quantum Minerals Ltd
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AL9
1810000.00000000
PA
USD
1778325.00000000
0.024824724249
Long
DBT
CORP
CA
N
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
TOBACCO SETTLEMENT FING CORP V
N/A
Tobacco Settlement Financing Corp/VA
88880NAT6
68715000.00000000
PA
USD
66057103.80000000
0.922131436337
Long
DBT
MUN
US
N
2
2046-06-01
Fixed
6.71000000
N
N
N
N
N
N
NexPoint Strategic Opportunities Fund
5493008KGR2NU3OXMR64
NexPoint Strategic Opportunities Fund
65340G205
170282.00000000
NS
USD
3053156.26000000
0.042620872024
Long
EC
RF
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YC8
50000000.00000000
PA
USD
49853515.50000000
0.695935655818
Long
DBT
UST
US
N
2
2021-08-31
Fixed
1.50000000
N
N
N
N
N
N
Bell Canada Inc
549300O5ZKB2MUUSKB97
Bell Canada Inc
07813ZAC8
4370000.00000000
PA
4228527.91000000
0.059028602389
Long
DBT
CORP
CA
N
2
2029-05-01
Fixed
6.55000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647AX5
24513000.00000000
PA
USD
25279031.25000000
0.352885428739
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
6.50000000
N
N
N
N
N
N
Thryv Holdings
N/A
Thryv Holdings
000000000
110654.00000000
NS
USD
866752.78000000
0.012099531163
Long
EC
CORP
US
Y
2
N
N
N
VTR Finance BV
213800F4XI4RJB82XM19
VTR Finance BV
918370AB3
18245000.00000000
PA
USD
18769543.75000000
0.262015519027
Long
DBT
CORP
NL
N
2
2024-01-15
Fixed
6.88000000
N
N
N
N
N
N
Brighthouse Financial Inc
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922NAF0
3575000.00000000
PA
USD
3189297.93000000
0.044521356703
Long
DBT
CORP
US
N
2
2047-06-22
Fixed
4.70000000
N
N
N
N
N
N
SM Energy Co
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAH3
8241000.00000000
PA
USD
7396297.50000000
0.103249431853
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5.00000000
N
N
N
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166AW4
2840000.00000000
PA
USD
3629857.76000000
0.050671400309
Long
DBT
US
N
2
2027-10-01
Fixed
6.95000000
N
N
N
N
N
N
Avon Products Inc
5493007RY69UEB1F1B45
Avon Products Inc
054303AZ5
11880000.00000000
PA
USD
13305600.00000000
0.185740992770
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
8.95000000
N
N
N
N
N
N
Nationstar Mortgage Holdings Inc
N/A
Nationstar Mortgage Holdings Inc
93369KAB1
25465000.00000000
PA
USD
27120225.00000000
0.378587776248
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
9.13000000
N
N
N
N
N
N
GCA2014 Holdings Ltd
549300P7I2VS2S4LJI66
GCA2014 Holdings Ltd
36163UAC4
42000000.00000000
PA
USD
0.00000000
0.000000
Long
ABS-O
CORP
BM
Y
3
2030-01-05
None
0.00000000
N
N
N
N
N
N
New South Wales Treasury Corp
TC7LRO17HPNPLTAV0H77
New South Wales Treasury Corp
000000000
95480000.00000000
PA
67475877.13000000
0.941936959337
Long
DBT
NUSS
AU
N
2
2021-04-08
Fixed
4.00000000
N
N
N
N
N
N
CONSOLIDATED ENERGY FIN
549300PUNIS0USNSL750
Consolidated Energy Finance SA
20914UAE6
18254000.00000000
PA
USD
17706380.00000000
0.247174167235
Long
DBT
CORP
LU
N
2
2026-05-15
Fixed
6.50000000
N
N
N
N
N
N
AMER AIRLINE 16-3 B PTT
N/A
American Airlines 2016-3 Class B Pass Through Trust
023771S41
1778220.71000000
PA
USD
1806103.57000000
0.025212502265
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.75000000
N
N
N
N
N
N
United Rentals North America Inc
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BG8
1310000.00000000
PA
USD
1362400.00000000
0.019018573273
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.88000000
N
N
N
N
N
N
Springleaf Finance Corp
5493008I795YYBFWFU90
Springleaf Finance Corp
85172FAN9
4075000.00000000
PA
USD
4520499.38000000
0.063104410372
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.13000000
N
N
N
N
N
N
Jefferies Group LLC
NY9Q8VBNB6D1L6YV0J84
Jefferies Group LLC
472319AL6
43025000.00000000
PA
USD
46300575.00000000
0.646337990494
Long
DBT
CORP
US
N
2
2023-01-20
Fixed
5.13000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
19767QAS4
9492000.00000000
PA
USD
11105640.00000000
0.155030408170
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
7.75000000
N
N
N
N
N
N
California Resources Corp
5493003Q8F0T4F4YMR48
California Resources Corp
13057QAG2
67805000.00000000
PA
USD
33563475.00000000
0.468533036264
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
8.00000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
3454G1Z25
83800000.00000000
PA
USD
83404631.60000000
1.164296166652
Long
STIV
CORP
US
N
2
2019-12-02
None
0.00000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RDJ8
11140000.00000000
PA
USD
11982531.79000000
0.167271475963
Long
DBT
CORP
US
N
2
2048-03-09
Fixed
4.50000000
N
N
N
N
N
N
American Woodmark Corp
N/A
American Woodmark Corp
030506AA7
5565000.00000000
PA
USD
5606737.50000000
0.078267871381
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
4.88000000
N
N
N
N
N
N
Springleaf Finance Corp
5493008I795YYBFWFU90
Springleaf Finance Corp
85172FAM1
23115000.00000000
PA
USD
25469840.63000000
0.355549053354
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.88000000
N
N
N
N
N
N
Precision Drilling Corp
549300WF2OE8T5BP4B84
Precision Drilling Corp
740212AE5
280480.86000000
PA
USD
274871.24000000
0.003837095433
Long
DBT
CORP
CA
N
2
2021-12-15
Fixed
6.50000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
2722448100.00000000
PA
144435708.06000000
2.016266219225
Long
DBT
NUSS
MX
N
2
2023-12-07
Fixed
8.00000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
197679AB9
20447000.00000000
PA
USD
23156227.50000000
0.323251915333
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
7.50000000
N
N
N
N
N
N
AES Corp/VA
2NUNNB7D43COUIRE5295
AES Corp/VA
00130HBT1
4379000.00000000
PA
USD
4455632.50000000
0.062198893997
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
4.88000000
N
N
N
N
N
N
PulteGroup Inc
N/A
PulteGroup Inc
745867AP6
13190000.00000000
PA
USD
14596054.00000000
0.203755227910
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
6.38000000
N
N
N
N
N
N
ArcelorMittal
2EULGUTUI56JI9SAL165
ArcelorMittal
03938LAS3
25271000.00000000
PA
USD
29825181.68000000
0.416347917778
Long
DBT
CORP
LU
N
2
2041-03-01
Fixed
6.75000000
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
America Movil SAB de CV
000000000
293000000.00000000
PA
14290691.19000000
0.199492482037
Long
DBT
CORP
MX
N
2
2022-12-05
Fixed
6.45000000
N
N
N
N
N
N
2019-11-26
LOOMIS SAYLES FUNDS II
John Sgroi
John Sgroi
VP