0001752724-20-249378.txt : 20201125
0001752724-20-249378.hdr.sgml : 20201125
20201125171206
ACCESSION NUMBER: 0001752724-20-249378
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200930
FILED AS OF DATE: 20201125
PERIOD START: 20200930
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: 201351819
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
S000069661
Loomis Sayles Credit Income Fund
C000222162
Class Y
C000222163
Class A
C000222164
Class C
C000222165
Class N
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000872649
XXXXXXXX
S000069661
C000222165
C000222164
C000222162
C000222163
LOOMIS SAYLES FUNDS II
811-06241
0000872649
5493007QOEDY6IHOTU14
888 BOYLSTON STREET
Suite 800
BOSTON
02199-8197
617-449-2822
Loomis Sayles Credit Income Fund
S000069661
5493006WUKEE1JIZ4126
2020-09-30
2020-09-30
N
46498004.80
21578082.41
24919922.39
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
24894158.16000000
USD
N
GE CAPITAL FUNDING LLC
549300XAGH9TOLX5XM67
GE Capital Funding LLC
36166NAB9
200000.00000000
PA
USD
214781.76000000
0.861887756465
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.40000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809HAD9
60000.00000000
PA
USD
64757.24000000
0.259861322946
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
5.60000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BE6
60000.00000000
PA
USD
62657.70000000
0.251436176322
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CQ6
35000.00000000
PA
USD
31937.85000000
0.128161915997
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.75000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CG5
10000.00000000
PA
USD
10357.36000000
0.041562569248
Long
DBT
CORP
US
N
2
2048-06-01
Fixed
2.75000000
N
N
N
N
Y
NRG Energy Inc
NRG Energy Inc
USD
XXXX
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AD4
30000.00000000
PA
USD
37500.00000000
0.150482009587
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.88000000
N
N
N
N
N
N
TEXTRON INC
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203CB5
125000.00000000
PA
USD
131656.86000000
0.528319703165
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CR4
20000.00000000
PA
USD
18105.26000000
0.072653757570
Long
DBT
CORP
US
N
2
2059-08-01
Fixed
3.95000000
N
N
N
N
N
N
SITE Centers Corp
W2AVA6SODOQ1LCYJQR54
SITE Centers Corp
23317HAD4
75000.00000000
PA
USD
76636.94000000
0.307532819728
Long
DBT
US
N
2
2025-02-01
Fixed
3.63000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CY9
70000.00000000
PA
USD
78680.61000000
0.315733768222
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KAZ9
115000.00000000
PA
USD
123059.20000000
0.493818552377
Long
DBT
CORP
US
N
2
2026-10-05
Fixed
3.24000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAB2
145000.00000000
PA
USD
148780.15000000
0.597032958897
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.38000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CD9
150000.00000000
PA
USD
151565.78000000
0.608211284240
Long
DBT
CORP
DE
N
2
2031-09-18
Fixed
3.55000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFK5
55000.00000000
PA
USD
61756.95000000
0.247821598452
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
3.63000000
N
N
N
N
N
N
Newfield Exploration Co
T8W3X1PFLPW2YE0UIP44
Newfield Exploration Co
651290AQ1
20000.00000000
PA
USD
19401.01000000
0.077853412608
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
5.63000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEF9
390000.00000000
PA
USD
441971.40000000
1.773566518719
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
3.63000000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
92769XAM7
200000.00000000
PA
USD
208500.00000000
0.836679973303
Long
DBT
CORP
GB
N
2
2026-08-15
Fixed
5.50000000
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAG0
115000.00000000
PA
USD
128011.27000000
0.513690484250
Long
DBT
CORP
US
N
2
2027-06-30
Fixed
5.13000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BQ5
265000.00000000
PA
USD
311218.12000000
1.248872749799
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.66000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAR4
55000.00000000
PA
USD
50924.90000000
0.204354167733
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.00000000
N
N
N
N
N
N
Jefferies Group LLC
NY9Q8VBNB6D1L6YV0J84
Jefferies Group LLC
472319AC6
15000.00000000
PA
USD
18589.07000000
0.074595216265
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
6.25000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CB9
10000.00000000
PA
USD
9163.30000000
0.036770981291
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
3.85000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAC8
45000.00000000
PA
USD
47804.88000000
0.191833984279
Long
DBT
CORP
US
N
2
2050-04-05
Fixed
3.58000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AK1
250000.00000000
PA
USD
274220.00000000
1.100404711172
Long
DBT
CORP
FR
N
2
2033-01-10
Fixed
4.00000000
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20338HAB9
130000.00000000
PA
USD
124800.00000000
0.500804127905
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CW8
40000.00000000
PA
USD
45860.40000000
0.184031070732
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
9.00000000
N
N
N
N
N
N
ArcelorMittal
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LAP9
50000.00000000
PA
USD
63107.55000000
0.253241358509
Long
DBT
CORP
LU
N
2
2039-10-15
Fixed
7.25000000
N
N
N
N
N
N
iHeartCommunications Inc
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBD8
35000.00000000
PA
USD
34475.00000000
0.138343127480
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
8.38000000
N
N
N
N
N
N
WEYERHAEUSER CO
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166BY9
70000.00000000
PA
USD
82765.46000000
0.332125673205
Long
DBT
US
N
2
2030-04-15
Fixed
4.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CN3
20000.00000000
PA
USD
19356.57000000
0.077675081394
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.95000000
N
N
N
N
N
N
Newfield Exploration Co
T8W3X1PFLPW2YE0UIP44
Newfield Exploration Co
651290AR9
45000.00000000
PA
USD
42260.85000000
0.169586603596
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
5.38000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YBB0
155000.00000000
PA
USD
155588.31000000
0.624353108187
Long
DBT
CORP
US
N
2
2050-06-24
Fixed
2.45000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NAV2
165000.00000000
PA
USD
183891.51000000
0.737929705887
Long
DBT
CORP
US
N
2
2024-09-30
Fixed
5.13000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AM9
210000.00000000
PA
USD
203716.27000000
0.817483565204
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.40000000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
Lamar Media Corp
513075BS9
30000.00000000
PA
USD
30000.00000000
0.120385607669
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.00000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAF7
115000.00000000
PA
USD
122542.85000000
0.491746515427
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
7.50000000
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax Inc
294429AS4
40000.00000000
PA
USD
43578.42000000
0.174873819099
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.10000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AP9
145000.00000000
PA
USD
156050.55000000
0.626208009630
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
4.33000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAF7
255000.00000000
PA
USD
302191.22000000
1.212649121737
Long
DBT
CORP
US
N
2
2043-10-02
Fixed
6.25000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBH8
185000.00000000
PA
USD
187289.38000000
0.751564860712
Long
DBT
US
N
2
2030-07-15
Fixed
2.15000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AK3
50000.00000000
PA
USD
51428.00000000
0.206373034374
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
6.25000000
N
N
N
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
505742AM8
115000.00000000
PA
USD
99475.00000000
0.399178610764
Long
DBT
US
N
2
2027-02-01
Fixed
4.25000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCK7
120000.00000000
PA
USD
124033.20000000
0.497727071773
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
Cox Communications Inc
5493001NEDZNIFRP2R92
Cox Communications Inc
224044CF2
110000.00000000
PA
USD
138346.58000000
0.555164570077
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
4.80000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AT2
200000.00000000
PA
USD
192750.00000000
0.773477529277
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
6.88000000
N
N
N
N
N
N
DOLLAR GENERAL CORP
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677AG0
55000.00000000
PA
USD
62598.77000000
0.251199698860
Long
DBT
CORP
US
N
2
2030-04-03
Fixed
3.50000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAJ8
65000.00000000
PA
USD
66287.00000000
0.266000025853
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
4.38000000
N
N
N
N
N
N
CBRE Services Inc
549300CTE3HOMEUMM603
CBRE Services Inc
12505BAD2
30000.00000000
PA
USD
35123.21000000
0.140944299305
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
4.88000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
70000.00000000
PA
USD
84684.61000000
0.339826941170
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.81000000
N
N
N
N
N
N
Host Hotels & Resorts LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts LP
44107TAV8
130000.00000000
PA
USD
134962.10000000
0.541583147362
Long
DBT
US
N
2
2025-06-15
Fixed
4.00000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAR2
230000.00000000
PA
USD
251521.70000000
1.009319756553
Long
DBT
US
N
2
2030-07-01
Fixed
3.30000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AN1
95000.00000000
PA
USD
87637.50000000
0.351676456404
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
3.80000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBE8
35000.00000000
PA
USD
36137.50000000
0.145014496572
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.13000000
N
N
N
N
N
N
Jefferies Group LLC
NY9Q8VBNB6D1L6YV0J84
Jefferies Group LLC
472319AM4
180000.00000000
PA
USD
226428.09000000
0.908622773604
Long
DBT
CORP
US
N
2
2043-01-20
Fixed
6.50000000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
Lamar Media Corp
513075BQ3
25000.00000000
PA
USD
24875.00000000
0.099819733026
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.75000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BK1
115000.00000000
PA
USD
120812.31000000
0.484802111777
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
2.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KA8
215000.00000000
PA
USD
249312.67000000
1.000455242589
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CC6
240000.00000000
PA
USD
250996.55000000
1.007212406490
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.53000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BZ1
100000.00000000
PA
USD
122414.10000000
0.491229860527
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
5.25000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CL4
35000.00000000
PA
USD
38564.76000000
0.154754735574
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.45000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BX6
165000.00000000
PA
USD
186623.24000000
0.748891738422
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.13000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBE6
65000.00000000
PA
USD
63375.00000000
0.254314596202
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
SUNOCO LOGISTICS PARTNER
5493006LL0CKP8WQW329
Sunoco Logistics Partners Operations LP
86765BAU3
120000.00000000
PA
USD
122627.34000000
0.492085561426
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.00000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBP9
200000.00000000
PA
USD
197648.00000000
0.793132486156
Long
DBT
CORP
GB
N
2
2035-09-23
Fixed
3.56000000
N
N
N
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857LAR9
155000.00000000
PA
USD
186215.97000000
0.747257423541
Long
DBT
CORP
US
N
2
2030-04-13
Fixed
4.63000000
N
N
N
N
N
N
CNO Financial Group Inc
11XPYHB76MPM4Y4P2897
CNO Financial Group Inc
12621EAL7
30000.00000000
PA
USD
34694.10000000
0.139222343701
Long
DBT
CORP
US
N
2
2029-05-30
Fixed
5.25000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCC7
5000.00000000
PA
USD
5524.80000000
0.022170213508
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.95000000
N
N
N
N
N
N
BIOMARIN PHARMACEUTICAL
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061GAJ0
230000.00000000
PA
USD
224938.00000000
0.902643260599
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
1.25000000
N
N
N
N
N
BioMarin Pharmaceutical Inc
BioMarin Pharmaceutical Inc
USD
XXXX
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBJ4
155000.00000000
PA
USD
189153.08000000
0.759043615946
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
4.49000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBC1
5000.00000000
PA
USD
5362.50000000
0.021518927370
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CD5
10000.00000000
PA
USD
9848.43000000
0.039520307671
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.20000000
N
N
N
N
N
N
HOLOGIC INC
549300DYP6F5ZJL0LB74
Hologic Inc
436440AP6
90000.00000000
PA
USD
90562.50000000
0.363414053152
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AG2
45000.00000000
PA
USD
46136.93000000
0.185140745135
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.38000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAG2
185000.00000000
PA
USD
116550.00000000
0.467698085796
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
5.45000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAY2
95000.00000000
PA
USD
100255.16000000
0.402309278620
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.88000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDG2
25000.00000000
PA
USD
25360.00000000
0.101765967016
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.63000000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAJ2
115000.00000000
PA
USD
123002.78000000
0.493592147178
Long
DBT
US
N
2
2030-07-01
Fixed
4.05000000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413AN6
30000.00000000
PA
USD
32963.84000000
0.132279063650
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.84000000
N
N
N
N
N
N
CLEAR CHANNEL WORLDWIDE
N/A
Clear Channel Worldwide Holdings Inc
18453HAA4
60000.00000000
PA
USD
57615.00000000
0.231200559529
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.13000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AU4
200000.00000000
PA
USD
228790.04000000
0.918100933138
Long
DBT
CORP
GB
N
2
2028-03-15
Fixed
4.50000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BZ9
115000.00000000
PA
USD
119807.00000000
0.480767949935
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CE3
5000.00000000
PA
USD
4542.05000000
0.018226581643
Long
DBT
CORP
US
N
2
2039-03-01
Fixed
3.50000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KAW6
30000.00000000
PA
USD
32178.34000000
0.129126967156
Long
DBT
CORP
US
N
2
2024-06-07
Fixed
3.50000000
N
N
N
N
N
N
KEYSIGHT TECHNOLOGIES
549300GLKVIO8YRCYN02
Keysight Technologies Inc
49338LAF0
20000.00000000
PA
USD
21863.12000000
0.087733499558
Long
DBT
CORP
US
N
2
2029-10-30
Fixed
3.00000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HBY0
70000.00000000
PA
USD
74557.00000000
0.299186325034
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
5.13000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BR5
20000.00000000
PA
USD
19467.55000000
0.078120427886
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.25000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BD4
20000.00000000
PA
USD
22320.41000000
0.089568537376
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.75000000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp
29261AAB6
5000.00000000
PA
USD
5072.70000000
0.020356002400
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SL3
95000.00000000
PA
USD
107780.47000000
0.432507245862
Long
DBT
UST
US
N
2
2050-02-15
Fixed
2.00000000
N
N
N
N
N
N
CF Industries Inc
5FVKT86LAD2F40NPC183
CF Industries Inc
12527GAH6
70000.00000000
PA
USD
81228.51000000
0.325958117881
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
4.50000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AN8
20000.00000000
PA
USD
21839.71000000
0.087639558655
Long
DBT
CORP
US
N
2
2027-03-27
Fixed
4.00000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAS8
80000.00000000
PA
USD
95355.01000000
0.382645694106
Long
DBT
CORP
US
N
2
2037-09-20
Fixed
5.00000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAC4
115000.00000000
PA
USD
122565.85000000
0.491838811059
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
8.00000000
N
N
N
N
N
N
UPJOHN INC
N/A
Upjohn Inc
91533BAF7
55000.00000000
PA
USD
58700.78000000
0.235557635699
Long
DBT
CORP
US
N
2
2050-06-22
Fixed
4.00000000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332AY8
45000.00000000
PA
USD
50179.35000000
0.201362384740
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.63000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AH3
75000.00000000
PA
USD
89216.82000000
0.358014036335
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.38000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBE7
5000.00000000
PA
USD
5171.88000000
0.020753997219
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.63000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAV8
110000.00000000
PA
USD
125400.00000000
0.503211840059
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.88000000
N
N
N
N
N
N
CVS PASS-THROUGH TR 2014
N/A
CVS Pass-Through Trust Series 2014
12665VAA0
96911.32000000
PA
USD
101684.20000000
0.408043806913
Long
DBT
CORP
US
N
2
2036-08-11
Fixed
4.16000000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAJ2
150000.00000000
PA
USD
147521.14000000
0.591980736100
Long
DBT
CORP
NO
N
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAL4
30000.00000000
PA
USD
30412.20000000
0.122039705919
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.50000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCU2
40000.00000000
PA
USD
40372.00000000
0.162006925094
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.13000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AT5
45000.00000000
PA
USD
48761.56000000
0.195673001050
Long
DBT
CORP
US
N
2
2024-03-12
Fixed
4.13000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579AH5
5000.00000000
PA
USD
5382.77000000
0.021600267913
Long
DBT
CORP
US
N
2
2025-04-23
Fixed
5.38000000
N
N
N
N
N
N
SS&C Technologies Inc
549300KY09TR3J12JU49
SS&C Technologies Inc
78466CAC0
35000.00000000
PA
USD
37195.20000000
0.149258891813
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BZ7
5000.00000000
PA
USD
4394.01000000
0.017632518798
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
3.63000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057CD4
90000.00000000
PA
USD
102757.50000000
0.412350802670
Long
DBT
CORP
US
N
2
2027-11-29
Fixed
4.75000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBD9
200000.00000000
PA
USD
217252.94000000
0.871804239997
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
4.50000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAF8
220000.00000000
PA
USD
182974.00000000
0.734247872591
Long
DBT
CORP
NL
N
2
2046-10-01
Fixed
4.10000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428XBB1
15000.00000000
PA
USD
17165.59000000
0.068882999438
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
4.10000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAJ0
60000.00000000
PA
USD
62550.00000000
0.251003991991
Long
DBT
US
N
2
2030-07-15
Fixed
5.25000000
N
N
N
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
505742AG1
80000.00000000
PA
USD
74100.00000000
0.297352450943
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.25000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBF6
110000.00000000
PA
USD
123330.39000000
0.494906798142
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
5.75000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BY0
15000.00000000
PA
USD
13664.09000000
0.054831992596
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
3.55000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAE5
150000.00000000
PA
USD
138258.98000000
0.554813044102
Long
DBT
CORP
IE
N
2
2028-01-23
Fixed
3.88000000
N
N
N
N
N
N
FMC CORP
CKDHZ2X64EEBQCSP7013
FMC Corp
302491AU9
15000.00000000
PA
USD
16705.47000000
0.067036605245
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.45000000
N
N
N
N
N
N
CHEGG INC
549300AKX7O8JG0O3G77
Chegg Inc
163092AE9
15000.00000000
PA
USD
14947.50000000
0.059982129021
Long
DBT
CORP
US
N
2
2026-09-01
None
0.00000000
N
N
N
N
Y
Chegg Inc
Chegg Inc
USD
XXXX
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CP8
5000.00000000
PA
USD
4699.84000000
0.018859769811
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
3.25000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BT0
220000.00000000
PA
USD
250169.40000000
1.003893174644
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216CL2
240000.00000000
PA
USD
250821.75000000
1.006510959683
Long
DBT
CORP
US
N
2
2024-09-06
Fixed
1.75000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBX2
215000.00000000
PA
USD
242341.38000000
0.972480476493
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.60000000
N
N
N
N
N
N
Sirius XM Radio Inc
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBA5
30000.00000000
PA
USD
31275.00000000
0.125501995995
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
5.00000000
N
N
N
N
N
N
Hercules LLC
N/A
Hercules LLC
427056AU0
60000.00000000
PA
USD
60163.80000000
0.241428520757
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
6.50000000
N
N
N
N
N
N
Cemex SAB de CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BU6
200000.00000000
PA
USD
210750.00000000
0.845708893879
Long
DBT
CORP
MX
N
2
2026-04-16
Fixed
7.75000000
N
N
N
N
N
N
Builders FirstSource Inc
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAM9
45000.00000000
PA
USD
48206.25000000
0.193444623324
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.75000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579AJ1
15000.00000000
PA
USD
17223.94000000
0.069117149445
Long
DBT
CORP
US
N
2
2030-04-23
Fixed
5.75000000
N
N
N
N
N
N
Cimarex Energy Co
11KYOFXPU1C4CQL1CL44
Cimarex Energy Co
171798AC5
10000.00000000
PA
USD
10733.22000000
0.043070840398
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
4.38000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CH6
5000.00000000
PA
USD
4987.70000000
0.020014909845
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.10000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428102AC1
50000.00000000
PA
USD
50936.50000000
0.204400716835
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.63000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BS8
200000.00000000
PA
USD
230216.36000000
0.923824546469
Long
DBT
CORP
GB
N
2
2031-04-01
Fixed
4.64000000
N
N
N
N
N
N
Sirius XM Radio Inc
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NAW8
10000.00000000
PA
USD
10407.00000000
0.041761767300
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
5.38000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAN9
35000.00000000
PA
USD
39102.00000000
0.156910601036
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.13000000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332AZ5
70000.00000000
PA
USD
83023.11000000
0.333159584932
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505682
40.00000000
NS
USD
59520.00000000
0.238845045616
Long
EP
CORP
US
N
1
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAE2
115000.00000000
PA
USD
125525.04000000
0.503713607271
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.30000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAR6
300000.00000000
PA
USD
289053.14000000
1.159927930257
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.25000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BF0
60000.00000000
PA
USD
63675.00000000
0.255518452278
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.50000000
N
N
N
N
N
N
FMC CORP
CKDHZ2X64EEBQCSP7013
FMC Corp
302491AV7
5000.00000000
PA
USD
6216.15000000
0.024944499837
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.50000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92553PAP7
115000.00000000
PA
USD
122247.59000000
0.490561680276
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.38000000
N
N
N
N
N
N
Westlake Chemical Corp
GOXNEVUM0LL78B1OS344
Westlake Chemical Corp
960413AT9
30000.00000000
PA
USD
32954.69000000
0.132242346040
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.60000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABE4
265000.00000000
PA
USD
300674.30000000
1.206561943871
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.88000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AT7
205000.00000000
PA
USD
245704.01000000
0.985974218357
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.50000000
N
N
N
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345YAF3
35000.00000000
PA
USD
41275.21000000
0.165631374584
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.13000000
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc
78573NAC6
10000.00000000
PA
USD
11005.70000000
0.044164262744
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
9.25000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAN3
115000.00000000
PA
USD
124435.35000000
0.499340840844
Long
DBT
CORP
US
N
2
2024-03-19
Fixed
4.38000000
N
N
N
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAG7
90000.00000000
PA
USD
94649.71000000
0.379815428470
Long
DBT
CORP
US
N
2
2027-01-30
Fixed
3.70000000
N
N
N
N
N
N
NGPL PipeCo LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62912XAE4
20000.00000000
PA
USD
20760.81000000
0.083310090918
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
4.38000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YAQ8
245000.00000000
PA
USD
252282.17000000
1.012371411322
Long
DBT
CORP
US
N
2
2022-02-10
Fixed
2.35000000
N
N
N
N
N
N
WYNDHAM DESTINATIONS INC
T4VNTWMFQ7JQB65L7T35
Wyndham Destinations Inc
98310WAQ1
70000.00000000
PA
USD
67550.00000000
0.271068259936
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.63000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BE2
25000.00000000
PA
USD
26773.68000000
0.107438857878
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.63000000
N
N
N
N
N
N
WRKCO INC
549300JEB576INN13W07
WRKCo Inc
92940PAG9
20000.00000000
PA
USD
21755.88000000
0.087303161139
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
3.00000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAY8
200000.00000000
PA
USD
201228.50000000
0.807500508431
Long
DBT
CORP
FR
N
2
2035-07-08
Fixed
3.65000000
N
N
N
N
N
N
PALO ALTO NETWORKS
549300QXR2YVZV231H43
Palo Alto Networks Inc
697435AE5
35000.00000000
PA
USD
37056.99000000
0.148704275318
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.38000000
N
N
N
N
N
Palo Alto Networks Inc
Palo Alto Networks Inc
USD
XXXX
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746804
50.00000000
NS
USD
67102.50000000
0.269272507955
Long
EP
CORP
US
N
1
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AL5
60000.00000000
PA
USD
64800.00000000
0.260032912566
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
PERRIGO FINANCE UNLIMITE
549300E86RB6YCTMRM83
Perrigo Finance Unlimited Co
71429MAC9
200000.00000000
PA
USD
206513.95000000
0.828710245433
Long
DBT
CORP
IE
N
2
2030-06-15
Fixed
3.15000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513EBB6
125000.00000000
PA
USD
128879.62000000
0.517175045664
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
2.80000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBC3
55000.00000000
PA
USD
55356.37000000
0.222137008027
Long
DBT
US
N
2
2030-06-15
Fixed
2.10000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAA2
70000.00000000
PA
USD
73222.53000000
0.293831292305
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.72000000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413AP1
20000.00000000
PA
USD
22955.89000000
0.092118625574
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.20000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428XBQ8
5000.00000000
PA
USD
5741.85000000
0.023041203379
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
4.05000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAR0
30000.00000000
PA
USD
34127.98000000
0.136950587027
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
3.95000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAK4
80000.00000000
PA
USD
75122.40000000
0.301455192453
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CH3
35000.00000000
PA
USD
38062.50000000
0.152739239730
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.25000000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo Inc
74736KAJ0
40000.00000000
PA
USD
40650.00000000
0.163122498392
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.38000000
N
N
N
N
N
N
VALERO ENERGY PARTNERS
549300WH1375KZXLJ231
Valero Energy Partners LP
91914JAB8
60000.00000000
PA
USD
67205.00000000
0.269683825447
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.50000000
N
N
N
N
N
N
Pilgrim's Pride Corp
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAE8
50000.00000000
PA
USD
51625.00000000
0.207163566531
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.88000000
N
N
N
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay Inc
278642AF0
55000.00000000
PA
USD
61468.25000000
0.246663087621
Long
DBT
CORP
US
N
2
2042-07-15
Fixed
4.00000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JJ7
140000.00000000
PA
USD
126226.94000000
0.506530229205
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.50000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
70000.00000000
PA
USD
61754.70000000
0.247812569531
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
3.15000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BS3
5000.00000000
PA
USD
4285.24000000
0.017196040713
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
3.38000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809HAG2
55000.00000000
PA
USD
57446.27000000
0.230523470743
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.30000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CG8
10000.00000000
PA
USD
8300.00000000
0.033306684788
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.50000000
N
N
N
N
N
N
GLAXOSMITHKLINE CAPITAL
549300U0LV41VX7LEP38
GlaxoSmithKline Capital PLC
377373AG0
230000.00000000
PA
USD
248728.65000000
0.998111655836
Long
DBT
CORP
GB
N
2
2024-06-01
Fixed
3.00000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DC6
30000.00000000
PA
USD
27177.30000000
0.109058525843
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.55000000
N
N
N
N
N
N
Spirit AeroSystems Inc
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAK6
5000.00000000
PA
USD
4103.00000000
0.016464738275
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.60000000
N
N
N
N
N
N
PULTE GROUP INC
N/A
PulteGroup Inc
745867AT8
70000.00000000
PA
USD
86450.00000000
0.346911192767
Long
DBT
CORP
US
N
2
2035-02-15
Fixed
6.00000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAC4
65000.00000000
PA
USD
65458.25000000
0.262674373441
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.50000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BL7
60000.00000000
PA
USD
65475.00000000
0.262741588738
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.25000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CW3
15000.00000000
PA
USD
12726.45000000
0.051069380557
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.90000000
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FedEx Corp
31428XCA2
20000.00000000
PA
USD
27021.23000000
0.108432239784
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.25000000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040QAC8
110000.00000000
PA
USD
126008.82000000
0.505654945581
Long
DBT
US
N
2
2026-04-01
Fixed
4.25000000
N
N
N
N
N
N
FIDELITY NATL FINANCIAL
549300CAZYIH39SYQ287
Fidelity National Financial Inc
31620RAK1
175000.00000000
PA
USD
173574.47000000
0.696528934896
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.45000000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248BC1
190000.00000000
PA
USD
190410.40000000
0.764089057020
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFL8
270000.00000000
PA
USD
312640.55000000
1.254580753130
Long
DBT
CORP
US
N
2
2026-10-22
Fixed
4.25000000
N
N
N
N
N
N
LAMB WESTON HLD
5493005SMYID1D2OY946
Lamb Weston Holdings Inc
513272AC8
35000.00000000
PA
USD
37800.00000000
0.151685865663
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.88000000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
Alphabet Inc
02079KAE7
260000.00000000
PA
USD
250137.44000000
1.003764923844
Long
DBT
CORP
US
N
2
2040-08-15
Fixed
1.90000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DG2
55000.00000000
PA
USD
60500.46000000
0.242779488046
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.25000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AH1
115000.00000000
PA
USD
126689.94000000
0.508388180417
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
4.63000000
N
N
N
N
N
N
IHS Markit Ltd
549300HLPTRASHS0E726
IHS Markit Ltd
44962LAJ6
55000.00000000
PA
USD
63804.40000000
0.256037715533
Long
DBT
CORP
BM
N
2
2029-05-01
Fixed
4.25000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GT4
125000.00000000
PA
USD
129167.19000000
0.518329021970
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.65000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAR0
85000.00000000
PA
USD
88400.00000000
0.354736257266
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.38000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CV0
30000.00000000
PA
USD
32700.00000000
0.131220312359
Long
DBT
CORP
US
N
2
2023-04-21
Fixed
8.50000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDJ6
30000.00000000
PA
USD
29175.00000000
0.117075003458
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.13000000
N
N
N
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
CommScope Inc
20338QAD5
60000.00000000
PA
USD
62550.00000000
0.251003991991
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.00000000
N
N
N
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
Carvana Co
146869AB8
55000.00000000
PA
USD
54260.80000000
0.217740646021
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.63000000
N
N
N
N
N
N
NGPL PipeCo LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62912XAF1
80000.00000000
PA
USD
86811.38000000
0.348361357797
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.88000000
N
N
N
N
N
N
Lamar Media Corp
N/A
Lamar Media Corp
513075BL4
5000.00000000
PA
USD
5162.50000000
0.020716356653
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.75000000
N
N
N
N
N
N
Mylan NV
549300A0CD4KNFGIIS89
Mylan NV
62854AAP9
120000.00000000
PA
USD
148932.50000000
0.597644317141
Long
DBT
CORP
NL
N
2
2046-06-15
Fixed
5.25000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCH6
60000.00000000
PA
USD
63087.00000000
0.253158894368
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.63000000
N
N
N
N
N
N
Aircastle Ltd
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAQ4
125000.00000000
PA
USD
123200.82000000
0.494386852703
Long
DBT
CORP
BM
N
2
2024-05-01
Fixed
4.13000000
N
N
N
N
N
N
TELEFONICA EMISIONES SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAX1
150000.00000000
PA
USD
186942.00000000
0.750170875632
Long
DBT
CORP
ES
N
2
2049-03-01
Fixed
5.52000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AQ1
135000.00000000
PA
USD
147460.50000000
0.591737396658
Long
DBT
CORP
US
N
2
2027-10-27
Fixed
3.88000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CP8
5000.00000000
PA
USD
4671.85000000
0.018747450039
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
2.70000000
N
N
N
N
N
N
DISH Network Corp
529900U350CWHH15G169
DISH Network Corp
25470MAB5
270000.00000000
PA
USD
247859.06000000
0.994622118484
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
VULCAN MATERIALS CO
549300Q8LSNHAVWBNI21
Vulcan Materials Co
929160AZ2
20000.00000000
PA
USD
22398.43000000
0.089881620213
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.50000000
N
N
N
N
N
N
IPALCO ENTERPRISES INC
5493000YFVK2DZX0JV43
IPALCO Enterprises Inc
462613AN0
20000.00000000
PA
USD
22629.06000000
0.090807104636
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.25000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CN4
40000.00000000
PA
USD
41400.00000000
0.166132138584
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.13000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GVR2
210000.00000000
PA
USD
238917.24000000
0.958739904004
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
4.25000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAT8
5000.00000000
PA
USD
5393.30000000
0.021642523261
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.63000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCE1
120000.00000000
PA
USD
126005.40000000
0.505641221621
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
Avnet Inc
XJI53DCPL7QABOWK4Z75
Avnet Inc
053807AS2
85000.00000000
PA
USD
95072.05000000
0.381510217054
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.63000000
N
N
N
N
N
N
ALLEGHENY TECHNOLOGIES
ZW1LRE7C3H17O2ZN9B45
Allegheny Technologies Inc
01741RAH5
45000.00000000
PA
USD
43242.75000000
0.173526824535
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.88000000
N
N
N
N
N
N
LYB INT FINANCE III
N/A
LYB International Finance III LLC
50249AAA1
35000.00000000
PA
USD
38546.30000000
0.154680658297
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
4.20000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CX6
5000.00000000
PA
USD
6456.25000000
0.025907985983
Long
DBT
CORP
US
N
2
2030-04-22
Fixed
9.63000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DR5
115000.00000000
PA
USD
127346.84000000
0.511024223940
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
3.40000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKA9
550000.00000000
PA
USD
554757.69000000
2.226161387334
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.65000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAG7
205000.00000000
PA
USD
190904.82000000
0.766073092092
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
3.00000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BT2
245000.00000000
PA
USD
249904.75000000
1.002831172942
Long
DBT
CORP
US
N
2
2050-06-03
Fixed
2.50000000
N
N
N
N
N
N
2020-10-29
LOOMIS SAYLES FUNDS II
John Sgroi
John Sgroi
Assistant Treasurer