0001752724-21-119277.txt : 20210528
0001752724-21-119277.hdr.sgml : 20210528
20210528163122
ACCESSION NUMBER: 0001752724-21-119277
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210331
FILED AS OF DATE: 20210528
PERIOD START: 20210930
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: 21980763
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
C000222162
C000222164
C000222163
C000222165
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
2021-09-30
2021-03-31
N
25944322.75
360898.48
25583424.27
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
446027.44000000
USD
N
AMER AIRLINE 16-3 A PTT
N/A
American Airlines 2016-3 Class A Pass Through Trust
023771S25
78049.92000000
PA
USD
75074.70000000
0.293450553013
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
3.25000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102CA3
45000.00000000
PA
USD
43974.45000000
0.171886490001
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.37500000
N
N
N
N
N
N
Hercules LLC
N/A
Hercules LLC
427056AU0
60000.00000000
PA
USD
64174.80000000
0.250845232142
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
6.50000000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
40000.00000000
PA
USD
39985.60000000
0.156294949331
Long
DBT
CORP
IL
N
2
2031-03-30
Fixed
5.87500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CH6
5000.00000000
PA
USD
5296.31000000
0.020702115338
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.10000000
N
N
N
N
N
N
Recette CLO LLC
549300392I5L5XOJ0016
Recette Clo Ltd
75620TAZ1
250000.00000000
PA
USD
249999.40000000
0.977192878332
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
3.35900000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BY0
15000.00000000
PA
USD
14506.06000000
0.056701010181
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
3.55000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAG7
205000.00000000
PA
USD
200635.09000000
0.784238606538
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
3.00000000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo Inc
74736KAJ0
60000.00000000
PA
USD
58793.40000000
0.229810518637
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.37500000
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686JAC5
30000.00000000
PA
USD
30827.64000000
0.120498490251
Long
DBT
CORP
BM
N
2
2031-01-15
Fixed
3.50000000
N
N
N
N
N
N
CVS PASS-THROUGH TR 2014
N/A
CVS Pass-Through Trust Series 2014
12665VAA0
94741.21000000
PA
USD
100038.19000000
0.391027365782
Long
DBT
CORP
US
N
2
2036-08-11
Fixed
4.16300000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AG2
45000.00000000
PA
USD
45405.00000000
0.177478196510
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.37500000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBF6
110000.00000000
PA
USD
124968.50000000
0.488474485202
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
5.75000000
N
N
N
N
N
N
SS&C Technologies Inc
549300KY09TR3J12JU49
SS&C Technologies Inc
78466CAC0
35000.00000000
PA
USD
37276.75000000
0.145706648205
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CW3
15000.00000000
PA
USD
14835.60000000
0.057989109837
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.90000000
N
N
N
N
N
N
VOLCAN CIA MINERA SAA-CM
549300XKJ91C4SZLG750
Volcan Cia Minera SAA
92863UAB2
10000.00000000
PA
USD
10249.30000000
0.040062268021
Long
DBT
CORP
PE
N
2
2026-02-11
Fixed
4.37500000
N
N
N
N
N
N
BIOMARIN PHARMACEUTICAL
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061GAJ0
240000.00000000
PA
USD
235344.00000000
0.919908130812
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
PELOTON INTERACTIVE INC
5493002YS021166W0339
Peloton Interactive Inc
70614WAA8
15000.00000000
PA
USD
14184.38000000
0.055443633542
Long
DBT
CORP
US
N
2
2026-02-15
None
0.00000000
N
N
N
N
Y
Peloton Interactive Inc
Peloton Interactive Inc
USD
XXXX
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BK1
115000.00000000
PA
USD
119839.61000000
0.468426777960
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
2.50000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BF0
60000.00000000
PA
USD
63990.00000000
0.250122889432
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.50000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CD9
150000.00000000
PA
USD
154888.03000000
0.605423372435
Long
DBT
CORP
DE
N
2
2031-09-18
Fixed
3.54700000
N
N
N
N
N
N
CHEGG INC
549300AKX7O8JG0O3G77
Chegg Inc
163092AE9
15000.00000000
PA
USD
16125.00000000
0.063029091922
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
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BG6
60000.00000000
PA
USD
60300.00000000
0.235699487932
Long
DBT
CORP
LR
N
2
2028-04-01
Fixed
5.50000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BG7
20000.00000000
PA
USD
19628.94000000
0.076725225649
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.85000000
N
N
N
N
N
N
UNITED AIR 2020-1 B PTT
N/A
United Airlines 2020-1 Class B Pass Through Trust
90932VAA3
15000.00000000
PA
USD
15575.10000000
0.060879653308
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.87500000
N
N
N
N
N
N
ArcelorMittal
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LAP9
35000.00000000
PA
USD
47915.00000000
0.187289236555
Long
DBT
CORP
LU
N
2
2039-10-15
Fixed
7.25000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBD9
200000.00000000
PA
USD
213761.99000000
0.835548782461
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
4.50000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAP0
25000.00000000
PA
USD
26479.36000000
0.103502016464
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.80000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AH3
75000.00000000
PA
USD
85805.07000000
0.335393218258
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.37500000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBJ3
40000.00000000
PA
USD
47620.60000000
0.186138491460
Long
DBT
CORP
US
N
2
2034-11-14
Fixed
5.40000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AQ1
135000.00000000
PA
USD
148259.70000000
0.579514682770
Long
DBT
CORP
US
N
2
2027-10-27
Fixed
3.87500000
N
N
N
N
N
N
JETBLUE AIRWAYS CORP
54930070J9H97ZO93T57
JetBlue Airways Corp
477143AN1
20000.00000000
PA
USD
21976.00000000
0.085899368935
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.50000000
N
N
N
N
N
JetBlue Airways Corp
JetBlue Airways Corp
USD
XXXX
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AU4
200000.00000000
PA
USD
224475.43000000
0.877425272047
Long
DBT
CORP
GB
N
2
2028-03-15
Fixed
4.50000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABE4
265000.00000000
PA
USD
287620.40000000
1.124245124360
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
91533BAF7
55000.00000000
PA
USD
56047.83000000
0.219078687076
Long
DBT
CORP
US
N
2
2050-06-22
Fixed
4.00000000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
25000.00000000
PA
USD
25365.50000000
0.099148181776
Long
DBT
CORP
IL
N
2
2028-03-30
Fixed
5.37500000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc
14879EAH1
15000.00000000
PA
USD
14400.00000000
0.056286444879
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.12500000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CV0
30000.00000000
PA
USD
33450.00000000
0.130748720917
Long
DBT
CORP
US
N
2
2023-04-21
Fixed
8.50000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAS8
80000.00000000
PA
USD
93864.50000000
0.366895764262
Long
DBT
CORP
US
N
2
2037-09-20
Fixed
5.00000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AQ0
200000.00000000
PA
USD
210070.00000000
0.821117602487
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAY8
200000.00000000
PA
USD
199687.52000000
0.780534763026
Long
DBT
CORP
FR
N
2
2035-07-08
Fixed
3.65300000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CN3
20000.00000000
PA
USD
19944.34000000
0.077958055143
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.95000000
N
N
N
N
N
N
TEXTRON INC
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203CB5
125000.00000000
PA
USD
126965.97000000
0.496282157775
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.00000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CN4
40000.00000000
PA
USD
40186.00000000
0.157078269022
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.12500000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAJ0
60000.00000000
PA
USD
61908.00000000
0.241984807610
Long
DBT
US
N
2
2030-07-15
Fixed
5.25000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAG2
30000.00000000
PA
USD
24198.60000000
0.094587025351
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
5.45000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KAW6
30000.00000000
PA
USD
32076.81000000
0.125381222081
Long
DBT
CORP
US
N
2
2024-06-07
Fixed
3.50000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809HAD9
60000.00000000
PA
USD
69215.86000000
0.270549631157
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
5.60000000
N
N
N
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
505742AG1
25000.00000000
PA
USD
25000.00000000
0.097719522360
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.25000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CF0
15000.00000000
PA
USD
13955.29000000
0.054548170927
Long
DBT
CORP
US
N
2
2059-03-01
Fixed
3.82500000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBA8
30000.00000000
PA
USD
30300.00000000
0.118436061100
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CD5
10000.00000000
PA
USD
10127.11000000
0.039584654083
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.20000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAC4
35000.00000000
PA
USD
36740.90000000
0.143612127963
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.50000000
N
N
N
N
N
N
iHeartCommunications Inc
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBD8
35000.00000000
PA
USD
37537.50000000
0.146725862823
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
8.37500000
N
N
N
N
N
N
Cimarex Energy Co
11KYOFXPU1C4CQL1CL44
Cimarex Energy Co
171798AC5
10000.00000000
PA
USD
10875.69000000
0.042510689285
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
4.37500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CR4
30000.00000000
PA
USD
28839.32000000
0.112726583023
Long
DBT
CORP
US
N
2
2059-08-01
Fixed
3.95000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAB2
145000.00000000
PA
USD
151922.30000000
0.593830983673
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.37500000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAK7
25000.00000000
PA
USD
24357.57000000
0.095208404250
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
1.95000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BL7
60000.00000000
PA
USD
65118.00000000
0.254531994281
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.25000000
N
N
N
N
N
N
HALOZYME THERAPEUTICS IN
529900242I3SV9AGM753
Halozyme Therapeutics Inc
40637HAC3
25000.00000000
PA
USD
22765.63000000
0.088985859593
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.25000000
N
N
N
N
N
Halozyme Therapeutics Inc
Halozyme Therapeutics Inc
USD
XXXX
N
N
N
CBRE Services Inc
549300CTE3HOMEUMM603
CBRE Services Inc
12505BAD2
30000.00000000
PA
USD
34462.72000000
0.134707221505
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
4.87500000
N
N
N
N
N
N
Jefferies Group LLC
NY9Q8VBNB6D1L6YV0J84
Jefferies Group LLC
472319AC6
15000.00000000
PA
USD
19281.16000000
0.075365829829
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
6.25000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBE6
70000.00000000
PA
USD
72002.70000000
0.281442778105
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
CLEAR CHANNEL WORLDWIDE
N/A
Clear Channel Worldwide Holdings Inc
18453HAA4
60000.00000000
PA
USD
60345.00000000
0.235875383072
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.12500000
N
N
N
N
N
N
IHS Markit Ltd
549300HLPTRASHS0E726
IHS Markit Ltd
44962LAJ6
55000.00000000
PA
USD
61953.65000000
0.242163243458
Long
DBT
CORP
BM
N
2
2029-05-01
Fixed
4.25000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBT8
15000.00000000
PA
USD
14107.80000000
0.055144299102
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
4.00000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAV8
120000.00000000
PA
USD
138184.80000000
0.540134106136
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.87500000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDG2
25000.00000000
PA
USD
25624.50000000
0.100160556028
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.62500000
N
N
N
N
N
N
SIRIUS INTERNATIONAL GRP
549300PB35NLMKG2ND86
Sirius International Group Ltd
82968FAA2
65000.00000000
PA
USD
65519.35000000
0.256100783493
Long
DBT
CORP
BM
N
2
2026-11-01
Fixed
4.60000000
N
N
N
N
N
N
Avnet Inc
XJI53DCPL7QABOWK4Z75
Avnet Inc
053807AS2
85000.00000000
PA
USD
93851.22000000
0.366843855652
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.62500000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AL5
40000.00000000
PA
USD
39971.20000000
0.156238662886
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
4.00000000
N
N
N
N
N
N
GUARDANT HEALTH INC
254900M8C3E5VC8BR186
Guardant Health Inc
40131MAA7
15000.00000000
PA
USD
19237.50000000
0.075195172456
Long
DBT
CORP
US
N
2
2027-11-15
None
0.00000000
N
N
N
N
Y
Guardant Health Inc
Guardant Health Inc
USD
XXXX
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AK1
250000.00000000
PA
USD
267727.50000000
1.046488136906
Long
DBT
CORP
FR
N
2
2033-01-10
Fixed
4.00000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AH1
115000.00000000
PA
USD
126612.75000000
0.494901498187
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
4.62500000
N
N
N
N
N
N
PULTE GROUP INC
N/A
PulteGroup Inc
745867AT8
70000.00000000
PA
USD
87500.00000000
0.342018328260
Long
DBT
CORP
US
N
2
2035-02-15
Fixed
6.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BZ7
5000.00000000
PA
USD
4615.63000000
0.018041486359
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
3.62500000
N
N
N
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
Carvana Co
146869AB8
55000.00000000
PA
USD
56459.70000000
0.220688596663
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.62500000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAR6
345000.00000000
PA
USD
347223.83000000
1.357221872785
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.25000000
N
N
N
N
N
N
Bunge Ltd
5493007M0RIN8HY3MM77
Bunge Ltd
000000000
1950.00000000
NS
USD
224603.81000000
0.877927081338
Long
EP
CORP
BM
N
2
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDB9
5000.00000000
PA
USD
5400.00000000
0.021107416829
Long
DBT
CORP
US
N
2
2030-09-30
Fixed
5.70000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216CL2
240000.00000000
PA
USD
249775.42000000
0.976317389587
Long
DBT
CORP
US
N
2
2024-09-06
Fixed
1.75000000
N
N
N
N
N
N
VALERO ENERGY PARTNERS
549300WH1375KZXLJ231
Valero Energy Partners LP
91914JAB8
60000.00000000
PA
USD
66568.77000000
0.260202736339
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.50000000
N
N
N
N
N
N
SUNOCO LOGISTICS PARTNER
5493006LL0CKP8WQW329
Sunoco Logistics Partners Operations LP
86765BAU3
120000.00000000
PA
USD
129052.95000000
0.504439705326
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.00000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAT8
5000.00000000
PA
USD
5411.53000000
0.021152485073
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.62500000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BE6
60000.00000000
PA
USD
63612.00000000
0.248645370254
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDJ6
30000.00000000
PA
USD
31312.50000000
0.122393701756
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.12500000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
Lamar Media Corp
513075BT7
30000.00000000
PA
USD
29916.60000000
0.116937434505
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.00000000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AD4
30000.00000000
PA
USD
37829.10000000
0.147865663332
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.87500000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CR5
85000.00000000
PA
USD
81013.50000000
0.316664020988
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.75000000
N
N
N
N
N
N
GE CAPITAL FUNDING LLC
549300XAGH9TOLX5XM67
GE Capital Funding LLC
36166NAB9
200000.00000000
PA
USD
226430.51000000
0.885067251398
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.40000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428102AC1
50000.00000000
PA
USD
51500.00000000
0.201302216061
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.62500000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332AY8
45000.00000000
PA
USD
49005.31000000
0.191551019452
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.62500000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAJ9
170000.00000000
PA
USD
195195.60000000
0.762976831951
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.20000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AM9
210000.00000000
PA
USD
183750.00000000
0.718238489346
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.40000000
N
N
N
N
N
N
GLAXOSMITHKLINE CAPITAL
549300U0LV41VX7LEP38
GlaxoSmithKline Capital PLC
377373AG0
230000.00000000
PA
USD
245784.73000000
0.960718656760
Long
DBT
CORP
GB
N
2
2024-06-01
Fixed
3.00000000
N
N
N
N
N
N
Jeld-Wen Inc
549300XWE6NM0N1HFW16
Jeld-Wen Inc
475795AD2
55000.00000000
PA
USD
56872.75000000
0.222303118612
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.87500000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BQ5
265000.00000000
PA
USD
301023.19000000
1.176633693844
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.66300000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BX6
165000.00000000
PA
USD
182850.56000000
0.714722775459
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AP9
145000.00000000
PA
USD
155518.60000000
0.607888132404
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
4.33300000
N
N
N
N
N
N
OVINTIV EXPLORATION INC
T8W3X1PFLPW2YE0UIP44
Ovintiv Exploration Inc
651290AR9
45000.00000000
PA
USD
49591.16000000
0.193840978739
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
5.37500000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92553PAP7
115000.00000000
PA
USD
124092.46000000
0.485050236787
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.37500000
N
N
N
N
N
N
PALO ALTO NETWORKS
549300QXR2YVZV231H43
Palo Alto Networks Inc
697435AE5
35000.00000000
PA
USD
43225.00000000
0.168957054160
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.37500000
N
N
N
N
Y
Palo Alto Networks Inc
Palo Alto Networks Inc
USD
XXXX
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NAV2
165000.00000000
PA
USD
185997.52000000
0.727023552582
Long
DBT
CORP
US
N
2
2024-09-30
Fixed
5.12500000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBJ2
40000.00000000
PA
USD
39500.00000000
0.154396845328
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
4.65000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KA8
215000.00000000
PA
USD
242646.09000000
0.948450400693
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45000000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
Lamar Media Corp
513075BR1
25000.00000000
PA
USD
24968.75000000
0.097597372957
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.75000000
N
N
N
N
N
N
TWITTER INC
549300I8RX485XMK6836
Twitter Inc
90184LAM4
35000.00000000
PA
USD
33075.00000000
0.129282928082
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Twitter Inc
Twitter Inc
USD
XXXX
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BN1
55000.00000000
PA
USD
56443.75000000
0.220626251608
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
TELADOC HEALTH INC
549300I2PVFBC9MFAC61
Teladoc Health Inc
87918AAE5
105000.00000000
PA
USD
116686.50000000
0.456101961834
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
1.25000000
N
N
N
N
Y
Teladoc Health Inc
Teladoc Health Inc
USD
XXXX
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFL8
270000.00000000
PA
USD
302774.28000000
1.183478320980
Long
DBT
CORP
US
N
2
2026-10-22
Fixed
4.25000000
N
N
N
N
N
N
CNO Financial Group Inc
11XPYHB76MPM4Y4P2897
CNO Financial Group Inc
12621EAL7
30000.00000000
PA
USD
34705.80000000
0.135657367964
Long
DBT
CORP
US
N
2
2029-05-30
Fixed
5.25000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BS3
5000.00000000
PA
USD
4421.47000000
0.017282557461
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
3.37500000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAR0
30000.00000000
PA
USD
32770.56000000
0.128092938826
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
3.95000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AN1
20000.00000000
PA
USD
20500.00000000
0.080130008335
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
3.80000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAZ9
95000.00000000
PA
USD
106553.20000000
0.416493112397
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.87500000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCF0
15000.00000000
PA
USD
14298.75000000
0.055890680813
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.45000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAF7
40000.00000000
PA
USD
51227.44000000
0.200236838741
Long
DBT
CORP
US
N
2
2043-10-02
Fixed
6.25000000
N
N
N
N
N
N
Aimco
N/A
Aimco CLO 14 Ltd
00144GAJ0
250000.00000000
PA
USD
250025.00000000
0.977292943123
Long
ABS-CBDO
CORP
KY
N
3
2034-04-20
Floating
0.00000000
N
N
N
N
N
N
Fillmore Park CLO, Ltd.
N/A
Fillmore Park CLO Ltd 2018-1A
31722PAW6
250000.00000000
PA
USD
249853.40000000
0.976622196321
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
3.14100000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
92769XAM7
200000.00000000
PA
USD
207521.00000000
0.811154119987
Long
DBT
CORP
GB
N
2
2026-08-15
Fixed
5.50000000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413AS5
30000.00000000
PA
USD
32731.70000000
0.127941043601
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.84400000
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc
78573NAC6
10000.00000000
PA
USD
11925.00000000
0.046612212165
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
9.25000000
N
N
N
N
N
N
LIBERTY MEDIA CORP
549300ZKUTPIBZLWLL89
Liberty Media Corp
531229AK8
35000.00000000
PA
USD
40495.00000000
0.158286082318
Long
DBT
CORP
US
N
2
2050-12-01
Fixed
0.50000000
N
N
N
N
Y
Live Nation Entertainment Inc
Live Nation Entertainment Inc
USD
XXXX
N
N
N
TEVA PHARM FIN CO LLC
5493006PITD7MU7WW480
Teva Pharmaceutical Finance Co LLC
88163VAD1
50000.00000000
PA
USD
53885.00000000
0.210624658494
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
6.15000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT JUN21 XCBT 20210621
000000000
-7.00000000
NC
USD
2720.45000000
0.010633642984
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US 10 Year Ultra Bond
UXYM1 Comdty
2021-06-21
-1008532.95000000
USD
2720.45000000
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AP6
45000.00000000
PA
USD
45900.23000000
0.179413942072
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
4.62500000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AN1
60000.00000000
PA
USD
58236.00000000
0.227631764166
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.62500000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BS8
200000.00000000
PA
USD
226997.93000000
0.887285171853
Long
DBT
CORP
GB
N
2
2031-04-01
Fixed
4.64400000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579AH5
5000.00000000
PA
USD
5609.82000000
0.021927557237
Long
DBT
CORP
US
N
2
2025-04-23
Fixed
5.37500000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CW8
40000.00000000
PA
USD
48444.60000000
0.189359326917
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
9.00000000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040QAC8
110000.00000000
PA
USD
123576.87000000
0.483034908446
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
169231.76000000
0.661489870214
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.45000000
N
N
N
N
N
N
NGPL PipeCo LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62912XAF1
80000.00000000
PA
USD
89428.42000000
0.349556099512
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.87500000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CG5
10000.00000000
PA
USD
11648.33000000
0.045530769755
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
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBC8
10000.00000000
PA
USD
12030.00000000
0.047022634159
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
ALLISON TRANSMISSION INC
MWKQ3I0U1GXP2YDSZW75
Allison Transmission Inc
019736AG2
60000.00000000
PA
USD
58125.00000000
0.227197889487
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
3.75000000
N
N
N
N
N
N
LAMB WESTON HLD
5493005SMYID1D2OY946
Lamb Weston Holdings Inc
513272AC8
35000.00000000
PA
USD
37793.00000000
0.147724556342
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.87500000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BE2
25000.00000000
PA
USD
27967.39000000
0.109318399698
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.62500000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AF0
35000.00000000
PA
USD
36328.08000000
0.141998505034
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.37500000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AQ7
60000.00000000
PA
USD
60150.00000000
0.235113170798
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.62500000
N
N
N
N
N
N
HOLOGIC INC
549300DYP6F5ZJL0LB74
Hologic Inc
436440AP6
90000.00000000
PA
USD
88875.00000000
0.347392901990
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413AT3
20000.00000000
PA
USD
22185.58000000
0.086718571235
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.20000000
N
N
N
N
N
N
LIVEPERSON INC
549300IN2P1JZ20G7N40
LivePerson Inc
538146AC5
25000.00000000
PA
USD
25187.50000000
0.098452418777
Long
DBT
CORP
US
N
2
2026-12-15
None
0.00000000
N
N
N
N
Y
LivePerson Inc
LivePerson Inc
USD
XXXX
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
CommScope Inc
20338QAD5
50000.00000000
PA
USD
52684.25000000
0.205931189835
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DC6
220000.00000000
PA
USD
230164.95000000
0.899664359121
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.62500000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809HAG2
55000.00000000
PA
USD
59941.23000000
0.234297134611
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.30000000
N
N
N
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345YAF3
35000.00000000
PA
USD
38893.85000000
0.152027537789
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.12500000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAE9
25000.00000000
PA
USD
26450.00000000
0.103387254656
Long
DBT
CORP
US
N
2
2025-12-15
None
0.00000000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
SUNRUN INC
54930007SJ77CI66U531
Sunrun Inc
86771WAA3
10000.00000000
PA
USD
8981.76000000
0.035107731886
Long
DBT
CORP
US
N
2
2026-02-01
None
0.00000000
N
N
N
N
Y
Sunrun Inc
Sunrun Inc
USD
XXXX
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAF8
250000.00000000
PA
USD
219512.50000000
0.858026266082
Long
DBT
CORP
NL
N
2
2046-10-01
Fixed
4.10000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DG7
125000.00000000
PA
USD
124612.37000000
0.487082451062
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.19600000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
19767QAS4
270000.00000000
PA
USD
355050.00000000
1.387812656558
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
7.75000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
70000.00000000
PA
USD
66937.50000000
0.261644021119
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
3.15000000
N
N
N
N
N
N
DISH Network Corp
529900U350CWHH15G169
DISH Network Corp
25470MAB5
340000.00000000
PA
USD
326842.00000000
1.277553765088
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.37500000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
OVINTIV EXPLORATION INC
T8W3X1PFLPW2YE0UIP44
Ovintiv Exploration Inc
651290AQ1
20000.00000000
PA
USD
21986.51000000
0.085940450222
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
5.62500000
N
N
N
N
N
N
UTAH ACQUISITION SUB
254900JOFV74IJ7H9933
Utah Acquisition Sub Inc
62854AAP9
120000.00000000
PA
USD
141154.10000000
0.551740449246
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
5.25000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505682
94.00000000
NS
USD
131412.00000000
0.513660714895
Long
EP
CORP
US
N
1
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CL4
35000.00000000
PA
USD
38146.05000000
0.149104551436
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.45000000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAJ1
45000.00000000
PA
USD
46294.65000000
0.180955643433
Long
DBT
CORP
AT
N
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAX9
65000.00000000
PA
USD
62076.30000000
0.242642655435
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.50000000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAJ2
150000.00000000
PA
USD
156364.85000000
0.611195938236
Long
DBT
CORP
NO
N
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAB7
15000.00000000
PA
USD
15954.75000000
0.062363621974
Long
DBT
CORP
XX
N
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
Builders FirstSource Inc
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAM9
40000.00000000
PA
USD
43050.00000000
0.168273017504
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.75000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AN8
20000.00000000
PA
USD
22041.37000000
0.086154885942
Long
DBT
CORP
US
N
2
2027-03-27
Fixed
4.00000000
N
N
N
N
N
N
AMC NETWORKS INC
549300VGG9K75226LR46
AMC Networks Inc
00164VAF0
25000.00000000
PA
USD
24312.50000000
0.095032235495
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.25000000
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20338HAB9
130000.00000000
PA
USD
128781.90000000
0.503380230265
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
NEUROCRINE BIOSCIENCES
549300FECER0XBN49756
Neurocrine Biosciences Inc
64125CAD1
30000.00000000
PA
USD
40331.25000000
0.157646019447
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
2.25000000
N
N
N
N
Y
Neurocrine Biosciences Inc
Neurocrine Biosciences Inc
USD
XXXX
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCE1
120000.00000000
PA
USD
122304.00000000
0.478059538509
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKA9
550000.00000000
PA
USD
531955.86000000
2.079298902234
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.65000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JJ7
140000.00000000
PA
USD
121487.15000000
0.474866650835
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.50000000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248BC1
190000.00000000
PA
USD
188953.10000000
0.738576267218
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2R1
95000.00000000
PA
USD
91667.96000000
0.358309970676
Long
DBT
CORP
US
N
2
2030-11-19
Fixed
2.55000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAN3
115000.00000000
PA
USD
125372.51000000
0.490053671771
Long
DBT
CORP
US
N
2
2024-03-19
Fixed
4.37500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABV6
130000.00000000
PA
USD
130975.00000000
0.511952577644
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.37500000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAE0
5000.00000000
PA
USD
5522.90000000
0.021587806001
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
7.50000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAK4
80000.00000000
PA
USD
80200.00000000
0.313484227731
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
NGPL PipeCo LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62912XAE4
20000.00000000
PA
USD
20760.05000000
0.081146486806
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
4.37500000
N
N
N
N
N
N
ALLEGHENY TECHNOLOGIES
ZW1LRE7C3H17O2ZN9B45
Allegheny Technologies Inc
01741RAH5
45000.00000000
PA
USD
46575.00000000
0.182051470156
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.87500000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCC7
5000.00000000
PA
USD
5345.40000000
0.020893997392
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.95000000
N
N
N
N
N
N
Pilgrim's Pride Corp
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAE8
50000.00000000
PA
USD
53585.00000000
0.209452024226
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.87500000
N
N
N
N
N
N
SHIFT4 PAYMENTS INC
N/A
Shift4 Payments Inc
82452JAA7
30000.00000000
PA
USD
37518.00000000
0.146649641596
Long
DBT
CORP
US
N
2
2025-12-15
None
0.00000000
N
N
N
N
Y
Shift4 Payments Inc
Shift4 Payments Inc
USD
XXXX
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864AJ6
10000.00000000
PA
USD
10165.50000000
0.039734712182
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
4.00000000
N
N
N
N
N
N
QUICKEN LOANS LLC/QUICKN
N/A
Quicken Loans LLC / Quicken Loans Co-Issuer Inc
74841CAB7
150000.00000000
PA
USD
144375.00000000
0.564330241629
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.87500000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AT2
200000.00000000
PA
USD
214500.00000000
0.838433501849
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
6.87500000
N
N
N
N
N
N
SITE Centers Corp
W2AVA6SODOQ1LCYJQR54
SITE Centers Corp
23317HAD4
75000.00000000
PA
USD
78319.07000000
0.306132084483
Long
DBT
US
N
2
2025-02-01
Fixed
3.62500000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KAZ9
115000.00000000
PA
USD
121587.80000000
0.475260069632
Long
DBT
CORP
US
N
2
2026-10-05
Fixed
3.24400000
N
N
N
N
N
N
MURPHY OIL USA INC
N32S6DTR2ZZ5222WHV58
Murphy Oil USA Inc
626738AF5
10000.00000000
PA
USD
9829.25000000
0.038420384606
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CX6
30000.00000000
PA
USD
41866.20000000
0.163645802681
Long
DBT
CORP
US
N
2
2030-04-22
Fixed
9.62500000
N
N
N
N
N
N
FOMENTO ECONOMICO MEX
549300A8MDWDJNMLV153
Fomento Economico Mexicano SAB de CV
344419AC0
150000.00000000
PA
USD
149412.00000000
0.584018770994
Long
DBT
CORP
MX
N
2
2050-01-16
Fixed
3.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746804
83.00000000
NS
USD
117645.03000000
0.459848645585
Long
EP
CORP
US
N
1
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PBD6
25000.00000000
PA
USD
27287.50000000
0.106660858656
Long
DBT
CORP
US
N
2
2026-02-15
None
0.00000000
N
N
N
N
Y
Expedia Group Inc
Expedia Group Inc
USD
XXXX
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBG5
2430000.00000000
PA
USD
2428860.94000000
9.493885237435
Long
DBT
UST
US
N
2
2023-01-31
Fixed
0.12500000
N
N
N
N
N
N
Jefferies Group LLC
NY9Q8VBNB6D1L6YV0J84
Jefferies Group LLC
472319AM4
180000.00000000
PA
USD
230016.18000000
0.899082849787
Long
DBT
CORP
US
N
2
2043-01-20
Fixed
6.50000000
N
N
N
N
N
N
Aircastle Ltd
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAQ4
125000.00000000
PA
USD
132036.88000000
0.516103233900
Long
DBT
CORP
BM
N
2
2024-05-01
Fixed
4.12500000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp
302635AG2
35000.00000000
PA
USD
34715.49000000
0.135695244051
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.40000000
N
N
N
N
N
N
CORPORATE OFFICE PROP LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAM8
10000.00000000
PA
USD
9669.78000000
0.037797051317
Long
DBT
US
N
2
2031-04-15
Fixed
2.75000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAW1
15000.00000000
PA
USD
14975.10000000
0.058534384771
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137206
234.00000000
NS
USD
25098.84000000
0.098105866263
Long
EP
CORP
US
N
1
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAL4
30000.00000000
PA
USD
32271.00000000
0.126140268243
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.50000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBG1
85000.00000000
PA
USD
85637.50000000
0.334738223844
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABW4
65000.00000000
PA
USD
65487.50000000
0.255976288822
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.50000000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAQ1
70000.00000000
PA
USD
72559.20000000
0.283618014673
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.62500000
N
N
N
N
N
N
NCL FINANCE LTD
N/A
NCL Finance Ltd
62888HAA7
10000.00000000
PA
USD
10187.50000000
0.039820705361
Long
DBT
CORP
BM
N
2
2028-03-15
Fixed
6.12500000
N
N
N
N
N
N
BENTLEY SYSTEMS INC
549300WVEHPGE0Z56F71
Bentley Systems Inc
08265TAA7
5000.00000000
PA
USD
5167.80000000
0.020199797906
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.12500000
N
N
N
N
Y
Bentley Systems Inc
Bentley Systems Inc
USD
XXXX
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAJ2
115000.00000000
PA
USD
123873.54000000
0.484194526474
Long
DBT
US
N
2
2030-07-01
Fixed
4.05000000
N
N
N
N
N
N
Spirit AeroSystems Inc
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAK6
5000.00000000
PA
USD
4900.00000000
0.019153026382
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.60000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAA9
15000.00000000
PA
USD
15610.35000000
0.061017437834
Long
DBT
CORP
XX
N
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AL5
60000.00000000
PA
USD
63438.00000000
0.247965242379
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAL3
5000.00000000
PA
USD
5350.00000000
0.020911977785
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.00000000
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
120238.80000000
0.469987124206
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YAQ8
245000.00000000
PA
USD
249375.46000000
0.974754033581
Long
DBT
CORP
US
N
2
2022-02-10
Fixed
2.35000000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410GAE4
70000.00000000
PA
USD
67280.50000000
0.262984732965
Long
DBT
US
N
2
2029-02-01
Fixed
3.12500000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBC5
35000.00000000
PA
USD
32196.61000000
0.125849494032
Long
DBT
CORP
US
N
2
2043-01-31
Fixed
4.30000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAF7
115000.00000000
PA
USD
124104.55000000
0.485097493948
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
7.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SQ2
135000.00000000
PA
USD
109771.88000000
0.429074227286
Long
DBT
UST
US
N
2
2040-08-15
Fixed
1.12500000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCU2
40000.00000000
PA
USD
40562.00000000
0.158547970638
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.12500000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CH3
35000.00000000
PA
USD
37450.00000000
0.146383844495
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.25000000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BG2
40000.00000000
PA
USD
68675.00000000
0.268435527923
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
1.25000000
N
N
N
N
Y
Southwest Airlines Co
Southwest Airlines Co
USD
XXXX
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAE5
150000.00000000
PA
USD
157174.71000000
0.614361503531
Long
DBT
CORP
IE
N
2
2028-01-23
Fixed
3.87500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GVR2
210000.00000000
PA
USD
234402.19000000
0.916226801878
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
4.25000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAH3
35000.00000000
PA
USD
36771.88000000
0.143733221995
Long
DBT
CORP
US
N
2
2025-12-15
None
0.00000000
N
N
N
N
Y
Uber Technologies Inc
Uber Technologies Inc
USD
XXXX
N
N
N
GREENBRIER COS INC
5493001GAGGFR30BP390
Greenbrier Cos Inc/The
393657AK7
25000.00000000
PA
USD
27187.50000000
0.106269980566
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
2.87500000
N
N
N
N
Y
Greenbrier Cos Inc/The
Greenbrier Cos Inc/The
USD
XXXX
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CE3
5000.00000000
PA
USD
4801.34000000
0.018767386059
Long
DBT
CORP
US
N
2
2039-03-01
Fixed
3.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEF9
390000.00000000
PA
USD
427927.92000000
1.672676477877
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
3.62500000
N
N
N
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAG7
50000.00000000
PA
USD
52079.23000000
0.203566299219
Long
DBT
CORP
US
N
2
2027-01-30
Fixed
3.70000000
N
N
N
N
N
N
TRINET GROUP INC
5299003FJVBETSFKE990
TriNet Group Inc
896288AA5
45000.00000000
PA
USD
44019.00000000
0.172060626190
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CY9
70000.00000000
PA
USD
80622.19000000
0.315134475936
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAJ8
125000.00000000
PA
USD
125590.00000000
0.490903792528
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
4.37500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CQ6
40000.00000000
PA
USD
38203.60000000
0.149329501777
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.75000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CG8
10000.00000000
PA
USD
9900.00000000
0.038696930854
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CP8
5000.00000000
PA
USD
4845.59000000
0.018940349614
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
3.25000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAK8
105000.00000000
PA
USD
104688.72000000
0.409205268595
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
3.12500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BR5
20000.00000000
PA
USD
20028.13000000
0.078285571894
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.25000000
N
N
N
N
N
N
Westlake Chemical Corp
GOXNEVUM0LL78B1OS344
Westlake Chemical Corp
960413AT9
30000.00000000
PA
USD
32427.69000000
0.126752735121
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.60000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCH6
60000.00000000
PA
USD
65293.50000000
0.255217985328
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.62500000
N
N
N
N
N
N
TELEFONICA EMISIONES SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAX1
150000.00000000
PA
USD
184557.00000000
0.721392875528
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
378272AT5
45000.00000000
PA
USD
48722.01000000
0.190443661824
Long
DBT
CORP
US
N
2
2024-03-12
Fixed
4.12500000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBC3
55000.00000000
PA
USD
58773.55000000
0.229732929336
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBN1
15000.00000000
PA
USD
15276.38000000
0.059712022279
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.80000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513ECE9
125000.00000000
PA
USD
127648.99000000
0.498951933301
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
2.80000000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBC0
45000.00000000
PA
USD
45815.85000000
0.179084119140
Long
DBT
CORP
AU
N
2
2031-04-01
Fixed
4.37500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CB9
10000.00000000
PA
USD
9649.65000000
0.037718367557
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
3.85000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAR0
20000.00000000
PA
USD
19966.91000000
0.078046276328
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
3.12500000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAC4
115000.00000000
PA
USD
124487.50000000
0.486594361592
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
8.00000000
N
N
N
N
N
N
Sirius XM Radio Inc
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBA5
30000.00000000
PA
USD
31471.50000000
0.123015197918
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
5.00000000
N
N
N
N
N
N
SMILEDIRECTCLUB INC
254900QFZEGKCURCJS93
SmileDirectClub Inc
83192HAA4
20000.00000000
PA
USD
17512.50000000
0.068452525413
Long
DBT
CORP
US
N
2
2026-02-01
None
0.00000000
N
N
N
N
Y
SmileDirectClub Inc
SmileDirectClub Inc
USD
XXXX
N
N
N
QUICKEN LOANS LLC/QUICKN
N/A
Quicken Loans LLC / Quicken Loans Co-Issuer Inc
74841CAA9
70000.00000000
PA
USD
67375.00000000
0.263354112760
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.62500000
N
N
N
N
N
N
MARRIOTT VACATION WORLDW
549300WA6BT5H4F7IO94
Marriott Vacations Worldwide Corp
57164YAC1
30000.00000000
PA
USD
35531.25000000
0.138883871154
Long
DBT
CORP
US
N
2
2026-01-15
None
0.00000000
N
N
N
N
Y
Marriott Vacations Worldwide Corp
Marriott Vacations Worldwide Corp
USD
XXXX
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
105000.00000000
PA
USD
132189.80000000
0.516700964675
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864AG2
10000.00000000
PA
USD
10015.80000000
0.039149567682
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.75000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BD4
20000.00000000
PA
USD
22949.86000000
0.089705974297
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.75000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAN9
35000.00000000
PA
USD
40367.25000000
0.157786735559
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.12500000
N
N
N
N
N
N
FMC CORP
CKDHZ2X64EEBQCSP7013
FMC Corp
302491AU9
15000.00000000
PA
USD
15790.87000000
0.061723050962
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.45000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAS0
220000.00000000
PA
USD
239522.02000000
0.936239095564
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.30000000
N
N
N
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
505742AM8
15000.00000000
PA
USD
14775.00000000
0.057752237714
Long
DBT
US
N
2
2027-02-01
Fixed
4.25000000
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAG0
115000.00000000
PA
USD
131516.17000000
0.514067892601
Long
DBT
CORP
US
N
2
2027-06-30
Fixed
5.12500000
N
N
N
N
N
N
CF Industries Inc
5FVKT86LAD2F40NPC183
CF Industries Inc
12527GAH6
70000.00000000
PA
USD
78809.65000000
0.308049654214
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
4.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DC6
30000.00000000
PA
USD
31728.00000000
0.124017800217
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.55000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBC1
5000.00000000
PA
USD
5406.25000000
0.021131846710
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGB4
70000.00000000
PA
USD
69901.78000000
0.273230742148
Long
DBT
CORP
US
N
2
2051-03-22
Fixed
3.55000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBP9
200000.00000000
PA
USD
200288.00000000
0.782881907778
Long
DBT
CORP
GB
N
2
2035-09-23
Fixed
3.56400000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579AJ1
15000.00000000
PA
USD
17530.39000000
0.068522453503
Long
DBT
CORP
US
N
2
2030-04-23
Fixed
5.75000000
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
235997.37000000
0.922462010985
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
LUMENTUM HOLDINGS INC
549300JLWRRC38DWEF52
Lumentum Holdings Inc
55024UAD1
15000.00000000
PA
USD
17446.50000000
0.068194545874
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
0.50000000
N
N
N
N
Y
Lumentum Holdings Inc
Lumentum Holdings Inc
USD
XXXX
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAL9
85000.00000000
PA
USD
84670.63000000
0.330958940861
Long
DBT
US
N
2
2029-02-15
Fixed
3.87500000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AE6
35000.00000000
PA
USD
36074.50000000
0.141007316375
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
4.75000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CK9
15000.00000000
PA
USD
14554.11000000
0.056888827103
Long
DBT
CORP
US
N
2
2049-05-01
Fixed
3.90000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057CD4
90000.00000000
PA
USD
103330.80000000
0.403897456843
Long
DBT
CORP
US
N
2
2027-11-29
Fixed
4.75000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BZ1
100000.00000000
PA
USD
122366.89000000
0.478305361739
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
5.25000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBE1
35000.00000000
PA
USD
33300.97000000
0.130166195301
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
4.70000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BZ9
115000.00000000
PA
USD
118737.50000000
0.464118871449
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
OPEN TEXT HOLDINGS INC
N/A
Open Text Holdings Inc
683720AA4
60000.00000000
PA
USD
60821.40000000
0.237737526290
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.12500000
N
N
N
N
N
N
IPALCO ENTERPRISES INC
5493000YFVK2DZX0JV43
IPALCO Enterprises Inc
462613AN0
20000.00000000
PA
USD
21787.19000000
0.085161352014
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.25000000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp
29261AAB6
5000.00000000
PA
USD
5143.51000000
0.020104853618
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.75000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAR4
55000.00000000
PA
USD
56883.44000000
0.222344903479
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.00000000
N
N
N
N
N
N
GO DADDY OPCO/FINCO
N/A
Go Daddy Operating Co LLC / GD Finance Co Inc
38016LAC9
50000.00000000
PA
USD
49125.00000000
0.192018861437
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.50000000
N
N
N
N
N
N
2021-04-28
LOOMIS SAYLES FUNDS II
John Sgroi
John Sgroi
Assistant Treasurer