0001752724-22-199554.txt : 20220829
0001752724-22-199554.hdr.sgml : 20220829
20220829112538
ACCESSION NUMBER: 0001752724-22-199554
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220630
FILED AS OF DATE: 20220829
DATE AS OF CHANGE: 20220829
PERIOD START: 20221231
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: 221208714
BUSINESS ADDRESS:
STREET 1: 888 BOYLSTON STREET
STREET 2: 8TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02199
BUSINESS PHONE: 617-449-2810
MAIL ADDRESS:
STREET 1: 888 BOYLSTON STREET
STREET 2: 8TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02199
FORMER COMPANY:
FORMER CONFORMED NAME: LOOMIS SAYLES FUNDS I
DATE OF NAME CHANGE: 20031119
FORMER COMPANY:
FORMER CONFORMED NAME: LOOMIS SAYLES FUNDS
DATE OF NAME CHANGE: 20031015
FORMER COMPANY:
FORMER CONFORMED NAME: LOOMIS SAYLES FUNDS II
DATE OF NAME CHANGE: 20030718
0000872649
S000006706
Loomis Sayles Strategic Income Fund
C000018251
Class A
NEFZX
C000018253
Class C
NECZX
C000018254
Class Y
NEZYX
C000082999
Admin Class
NEZAX
C000125487
Class N
NEZNX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000872649
XXXXXXXX
S000006706
C000125487
C000082999
C000018254
C000018253
C000018251
LOOMIS SAYLES FUNDS II
811-06241
0000872649
5493007QOEDY6IHOTU14
888 BOYLSTON STREET
Suite 800
BOSTON
02199-8197
617-449-2810
Loomis Sayles Strategic Income Fund
S000006706
KYFRBC8QABICX3ZM7C76
2022-12-31
2022-06-30
N
3834705446.40
5496543.75
3829208902.65
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
38453192.29000000
USD
N
IHS HOLDING LTD
213800CLGMKL63VKTD94
IHS Holding Ltd
44963HAA3
6140000.00000000
PA
USD
5028905.60000000
0.131330144890
Long
DBT
CORP
KY
N
2
2026-11-29
Fixed
5.62500000
N
N
N
N
N
N
INEOS QUATTRO FINANCE 2
213800V48W4Y5MT5Q131
INEOS Quattro Finance 2 Plc
45674GAA2
905000.00000000
PA
USD
759964.70000000
0.019846519720
Long
DBT
CORP
GB
N
2
2026-01-15
Fixed
3.37500000
N
N
N
N
N
N
HILTON GRAND VAC BOR ESC
N/A
Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc
43284MAA6
5385000.00000000
PA
USD
4361850.00000000
0.113909951399
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.00000000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM 30 Ltd
50200YAW8
2965000.00000000
PA
USD
2581886.42000000
0.067426105120
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
4.06300000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
8120000.00000000
PA
USD
6597500.00000000
0.172294073468
Long
DBT
CORP
IL
N
2
2031-03-30
Fixed
5.87500000
N
N
N
N
N
N
CHINA AOYUAN GROUP LTD
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd
000000000
2400000.00000000
PA
USD
220176.00000000
0.005749908286
Long
DBT
CORP
KY
N
2
2024-02-08
Fixed
6.35000000
Y
N
N
N
N
N
DILLARDS INC
529900FGYKMWL6019P91
Dillard's Inc
254063AU4
1500000.00000000
PA
USD
1528425.00000000
0.039914902499
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
7.75000000
N
N
N
N
N
N
EVERI HOLDINGS INC
5299006DK5S7BG10K532
Everi Holdings Inc
30034TAA1
1215000.00000000
PA
USD
1026675.00000000
0.026811673797
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.00000000
N
N
N
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
Cisco Systems Inc
17275R102
120409.00000000
NS
USD
5134239.76000000
0.134080952241
Long
EC
CORP
US
N
1
N
N
N
Safeway Inc
549300NKZ6VCN5P3K723
Safeway Inc
786514BA6
2290000.00000000
PA
USD
2238475.00000000
0.058457897098
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
7.25000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXI Ltd
55819DAL0
990000.00000000
PA
USD
936066.78000000
0.024445435174
Long
ABS-CBDO
CORP
KY
N
2
2031-01-23
Floating
4.18400000
N
N
N
N
N
N
WestRock MWV LLC
4DL8C98Z5G5IXZLH3578
WestRock MWV LLC
961548AV6
8750000.00000000
PA
USD
10423511.18000000
0.272210564766
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
8.20000000
N
N
N
N
N
N
L3Harris Technologies Inc
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431109
4134.00000000
NS
USD
999187.80000000
0.026093844065
Long
EC
CORP
US
N
1
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock Inc
09247X101
10730.00000000
NS
USD
6534999.20000000
0.170661861657
Long
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: S20510964 CDS USD R F 5.00000 FIX CCPCDX / Short: S20510964 CDS USD P V 03MEVENT FLO CCPCDX
000000000
8900100.00000000
OU
Notional Amount
USD
-268053.21000000
-0.00700022424
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.NA.HY.S38
2I65BRZG8
Y
sell protection
2027-06-20
0.00000000
USD
-208332.97000000
USD
8900100.00000000
USD
-59720.24000000
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBC4
11050000.00000000
PA
USD
7088575.00000000
0.185118523961
Long
DBT
CORP
BM
N
2
2027-02-15
Fixed
1.12500000
N
N
N
N
Y
NCL Corp Ltd
NCL Corp Ltd
USD
XXXX
N
N
N
YUZHOU GROUP
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
3155000.00000000
PA
USD
228769.05000000
0.005974316257
Long
DBT
CORP
KY
N
2
2025-05-27
Fixed
8.30000000
Y
N
N
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312106
30369.00000000
NS
USD
5543557.26000000
0.144770301149
Long
EC
CORP
US
N
1
N
N
N
Accenture PLC
N/A
Accenture PLC
000000000
17914.00000000
NS
USD
4973822.10000000
0.129891636273
Long
EC
CORP
IE
N
1
N
N
N
China Evergrande Group
549300CUF7B1LAB15T90
China Evergrande Group
000000000
335000.00000000
PA
USD
28424.75000000
0.000742313901
Long
DBT
CORP
KY
N
2
2024-03-29
Fixed
9.50000000
Y
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2012-GC8
17318UAH7
10565000.00000000
PA
USD
10353700.00000000
0.270387441981
Long
ABS-MBS
CORP
US
N
2
2045-09-10
Variable
4.94200000
N
N
N
N
N
N
VOLCAN CIA MINERA SAA-CM
549300XKJ91C4SZLG750
Volcan Cia Minera SAA
92863UAB2
1900000.00000000
PA
USD
1653950.00000000
0.043192994742
Long
DBT
CORP
PE
N
2
2026-02-11
Fixed
4.37500000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AX5
14915000.00000000
PA
USD
12031855.93000000
0.314212575910
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBX8
53450000.00000000
PA
USD
52247375.00000000
1.364443056732
Long
DBT
UST
US
N
2
2023-04-30
Fixed
0.12500000
N
N
N
N
N
N
IHS HOLDING LTD
213800CLGMKL63VKTD94
IHS Holding Ltd
44963HAB1
6140000.00000000
PA
USD
4951910.00000000
0.129319400583
Long
DBT
CORP
KY
N
2
2028-11-29
Fixed
6.25000000
N
N
N
N
N
N
China Evergrande Group
549300CUF7B1LAB15T90
China Evergrande Group
000000000
4045000.00000000
PA
USD
332822.60000000
0.008691680408
Long
DBT
CORP
KY
N
2
2025-06-28
Fixed
8.75000000
Y
N
N
N
N
N
SOFTBANK GROUP CORP
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
4091000.00000000
PA
USD
3016212.48000000
0.078768553941
Long
DBT
CORP
JP
N
2
2031-07-06
Fixed
5.25000000
N
N
N
N
N
N
RINGCENTRAL INC
549300C8EH0H1614VE84
RingCentral Inc
76680RAH0
735000.00000000
PA
USD
551985.00000000
0.014415118475
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
RINGCENTRAL INC
RINGCENTRAL INC
USD
XXXX
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
Owl Rock Capital Corp
69121KAG9
7175000.00000000
PA
USD
5634209.79000000
0.147137696930
Long
DBT
CORP
US
N
2
2028-06-11
Fixed
2.87500000
N
N
N
N
N
N
AASET 2021-1 Trust
N/A
Aaset 2021-1 Trust
00038PAA8
5133206.12000000
PA
USD
4294502.87000000
0.112151177414
Long
ABS-O
CORP
US
N
2
2041-11-16
Fixed
2.95000000
N
N
N
N
N
N
KENBOURNE INVEST SA
222100QGH6Y9KFYZ4B27
Kenbourne Invest SA
48855KAC4
2580000.00000000
PA
USD
2004531.00000000
0.052348436738
Long
DBT
CORP
LU
N
2
2028-01-22
Fixed
4.70000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BG6
12300000.00000000
PA
USD
8548500.00000000
0.223244545213
Long
DBT
CORP
LR
N
2
2028-04-01
Fixed
5.50000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818108
26882.00000000
NS
USD
5733392.96000000
0.149727870841
Long
EC
CORP
US
N
1
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCP6
34275000.00000000
PA
USD
26477437.50000000
0.691459728971
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
4.25000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AR5
10455000.00000000
PA
USD
8550621.75000000
0.223299954830
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
4.50000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
49941.00000000
NS
USD
8865026.91000000
0.231510662786
Long
EC
CORP
US
N
1
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AR0
3845000.00000000
PA
USD
3081653.07000000
0.080477538529
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.25000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRUST
549300UVB571ELWL8972
WFRBS Commercial Mortgage Trust 2014-C20
92890FAY2
940000.00000000
PA
USD
890616.07000000
0.023258487396
Long
ABS-MBS
CORP
US
N
2
2047-05-15
Fixed
4.37800000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCA1
12565000.00000000
PA
USD
9228951.79000000
0.241014580938
Long
DBT
CORP
US
N
2
2051-03-25
Fixed
3.95000000
N
N
N
N
N
N
IONIS PHARMACEUTICALS IN
549300SI4ZGLG0BLUZ92
Ionis Pharmaceuticals Inc
462222AD2
5015000.00000000
PA
USD
4560139.50000000
0.119088292541
Long
DBT
CORP
US
N
2
2026-04-01
None
0.00000000
N
N
N
N
Y
Ionis Pharmaceuticals Inc
Ionis Pharmaceuticals Inc
USD
XXXX
N
N
N
AGILE GROUP HOLDINGS LTD
549300ZRISRT38EEYY07
Agile Group Holdings Ltd
000000000
1225000.00000000
PA
USD
416500.00000000
0.010876920287
Long
DBT
CORP
KY
N
2
2025-01-02
Fixed
5.75000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT SEP22
000000000
98.00000000
NC
USD
-406026.45000000
-0.01060340295
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CME Ultra Long Term US Treasury Bond Future
WNU2 Comdty
2022-09-21
15531713.95000000
USD
-406026.45000000
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
6466.00000000
NS
USD
3321131.58000000
0.086731532920
Long
EC
CORP
US
N
1
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAJ9
13205000.00000000
PA
USD
10552379.60000000
0.275575970605
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
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855RAL4
4280000.00000000
PA
USD
3589149.06000000
0.093730824074
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
3.87500000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAQ3
5050000.00000000
PA
USD
4025304.50000000
0.105121047253
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
3.25000000
N
N
N
N
N
N
PENN NATIONAL GAMING INC
N/A
Penn National Gaming Inc
707569AU3
2195000.00000000
PA
USD
3251453.50000000
0.084911886049
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
2.75000000
N
N
N
N
Y
Penn National Gaming Inc
Penn National Gaming Inc
USD
XXXX
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CG7
31570000.00000000
PA
USD
21089835.91000000
0.550762218676
Long
DBT
CORP
US
N
2
2062-06-30
Fixed
3.95000000
N
N
N
N
N
N
AGL CLO Ltd.
54930005OE1IFBESDA27
AGL CLO 12 Ltd
00120BAJ9
4955000.00000000
PA
USD
4511517.59000000
0.117818528701
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
3.91300000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
290000.00000000
PA
USD
44071.30000000
0.001150924410
Long
DBT
CORP
KY
N
2
2024-08-03
Fixed
6.65000000
Y
N
N
N
N
N
BILIBILI INC
5493008V60M52L3PIS45
Bilibili Inc
090040AE6
5925000.00000000
PA
USD
4168237.50000000
0.108853750369
Long
DBT
CORP
KY
N
2
2026-12-01
Fixed
0.50000000
N
N
N
N
N
Bilibili Inc
Bilibili Inc
USD
XXXX
N
N
N
Kaisa Group Holdings Ltd
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
6925000.00000000
PA
USD
952187.50000000
0.024866428659
Long
DBT
CORP
KY
N
2
2024-06-30
None
0.00000000
Y
N
N
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
1415000.00000000
PA
USD
192878.65000000
0.005037036497
Long
DBT
CORP
KY
N
2
2025-07-23
Fixed
9.95000000
Y
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599ED3
32720000.00000000
PA
USD
33701600.00000000
0.880119127913
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.62500000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAH0
1430000.00000000
PA
USD
1287000.00000000
0.033610075415
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.12500000
N
N
N
N
N
N
UNITED AIR 2020-1 B PTT
N/A
United Airlines 2020-1 Class B Pass Through Trust
90932VAA3
2635250.00000000
PA
USD
2493816.13000000
0.065126144678
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.87500000
N
N
N
N
N
N
NextEra Energy Inc
N/A
NextEra Energy Inc
65339F101
89207.00000000
NS
USD
6909974.22000000
0.180454354820
Long
EC
CORP
US
N
1
N
N
N
ROCKETMTGE C0-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
77313LAB9
9630000.00000000
PA
USD
6837300.00000000
0.178556463588
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
4.00000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HBE7
1360000.00000000
PA
USD
1338823.55000000
0.034963450259
Long
DBT
CORP
XX
N
2
2027-06-01
Fixed
4.40000000
N
N
N
N
N
N
DILLARDS INC
529900FGYKMWL6019P91
Dillard's Inc
254067AN1
3325000.00000000
PA
USD
3503718.75000000
0.091499806855
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
7.00000000
N
N
N
N
N
N
SOFTBANK GROUP CORP
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
8849000.00000000
PA
USD
6857975.00000000
0.179096392345
Long
DBT
CORP
JP
N
2
2028-07-06
Fixed
4.62500000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AD9
765000.00000000
PA
USD
437962.50000000
0.011437414649
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
7.00000000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
425000.00000000
PA
USD
64689.25000000
0.001689363303
Long
DBT
CORP
KY
N
2
2024-04-26
None
0.00000000
Y
N
N
N
N
N
GS Mortgage Securities Trust
549300E4QCAQ0FY44H36
GS Mortgage Securities Corp Trust 2013-PEMB
36197VAE8
7680000.00000000
PA
USD
6371844.10000000
0.166401057293
Long
ABS-MBS
CORP
US
N
2
2033-03-05
Variable
3.66800000
N
N
N
N
N
N
Palmer Square CLO Ltd
5493006ZPBFJJGSXB826
Palmer Square CLO 2015-1 Ltd
69689ABQ2
7615000.00000000
PA
USD
7076680.42000000
0.184807896354
Long
ABS-CBDO
CORP
KY
N
2
2034-05-21
Floating
4.35500000
N
N
N
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAF6
5920000.00000000
PA
USD
5509092.80000000
0.143870259890
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.90000000
N
N
N
N
N
N
HIN Timeshare Trust 2020-A
N/A
HIN Timeshare Trust 2020-A
40439HAC3
81884.60000000
PA
USD
76741.01000000
0.002004095674
Long
ABS-O
CORP
US
N
2
2039-10-09
Fixed
3.42000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDF6
12239000.00000000
PA
USD
7533104.50000000
0.196727436175
Long
DBT
CORP
MX
N
2
2060-01-28
Fixed
6.95000000
N
N
N
N
N
N
iHeartMedia Inc
N/A
iHeartMedia Inc
45174J509
461939.00000000
NS
USD
3644698.71000000
0.095181506223
Long
EC
CORP
US
N
1
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-RPL6 Trust
12657GAE5
2510000.00000000
PA
USD
2119015.54000000
0.055338206764
Long
ABS-MBS
CORP
US
N
2
2060-10-25
Fixed
3.12500000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2014-GC22
36253BAE3
5785000.00000000
PA
USD
5165015.19000000
0.134884654280
Long
ABS-MBS
CORP
US
N
2
2047-06-10
Variable
4.84300000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
54591.00000000
NS
USD
8361157.56000000
0.218352087142
Long
EC
CORP
US
N
1
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742AB7
10800000.00000000
PA
USD
12067474.93000000
0.315142768044
Long
DBT
CORP
US
N
2
2036-12-01
Fixed
7.00000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBJ3
22815000.00000000
PA
USD
22265386.65000000
0.581461790569
Long
DBT
CORP
US
N
2
2034-11-14
Fixed
5.40000000
N
N
N
N
N
N
SANCHEZ ENERGY CORP
549300SB0HTIM17TVR61
SANCHEZ ENERGY CORP
799ESCAH1
9520000.00000000
PA
USD
542640.00000000
0.014171073289
Long
DBT
CORP
US
N
3
2021-06-15
None
0.00000000
Y
N
N
N
N
N
TELADOC HEALTH INC
549300I2PVFBC9MFAC61
Teladoc Health Inc
87918AAF2
32010000.00000000
PA
USD
23447325.00000000
0.612328175247
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
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
296786900.00000000
PA
14495397.18000000
0.378548090441
Long
DBT
NUSS
MX
N
2
2023-03-09
Fixed
6.75000000
N
N
N
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
Cable One Inc
12685JAE5
125000.00000000
PA
USD
103000.00000000
0.002689850635
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Cable One Inc
Cable One Inc
USD
XXXX
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102CC9
24490000.00000000
PA
USD
19791838.40000000
0.516864942685
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.37500000
N
N
N
N
N
N
FRTKL
N/A
FRTKL 2021-SFR1
30322DAL3
2419000.00000000
PA
USD
2121666.20000000
0.055407428895
Long
ABS-O
CORP
US
N
2
2038-09-17
Fixed
3.17100000
N
N
N
N
N
N
SHIMAO GROUP HOLDINGS LT
254900WTJ6B5CU69ZD26
Shimao Group Holdings Ltd
000000000
1830000.00000000
PA
USD
195938.10000000
0.005116934201
Long
DBT
CORP
KY
N
2
2027-01-16
Fixed
5.20000000
N
N
N
N
N
N
Battalion Oil Corp
3XHTN2NNIMMPORDAMJ28
Battalion Oil Corp
07134L107
9229.00000000
NS
USD
78723.37000000
0.002055865114
Long
EC
CORP
US
N
1
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2021-4 LLC
693583AB2
2513000.00000000
PA
USD
2321799.15000000
0.060633911834
Long
ABS-MBS
CORP
US
N
2
2026-04-25
Variable
3.47400000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAQ4
5465000.00000000
PA
USD
5007106.61000000
0.130760863073
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
LOGAN GROUP CO LTD
549300NJ0E6Q0S1VOG90
Logan Group Co Ltd
000000000
3345000.00000000
PA
USD
711113.55000000
0.018570769265
Long
DBT
CORP
KY
N
2
2025-07-12
Fixed
4.25000000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
6210000.00000000
PA
USD
5255523.00000000
0.137248270690
Long
DBT
CORP
IL
N
2
2028-03-30
Fixed
5.37500000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556102
5075.00000000
NS
USD
2757146.00000000
0.072003018641
Long
EC
CORP
US
N
1
N
N
N
HTA GROUP LTD
213800WEFU8O8X6EPU13
HTA Group Ltd/Mauritius
40435WAB6
1200000.00000000
PA
USD
1024560.00000000
0.026756440456
Long
DBT
CORP
MU
N
2
2025-12-18
Fixed
7.00000000
N
N
N
N
N
N
OVINTIV INC
N/A
Ovintiv Inc
292505AD6
10085000.00000000
PA
USD
10526050.43000000
0.274888382890
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
6.50000000
N
N
N
N
N
N
NexPoint Diversified Real Esta Trust
5493008KGR2NU3OXMR64
NexPoint Diversified Real Esta Trust
65340G205
170849.00000000
NS
USD
2817300.01000000
0.073573943903
Long
EC
RF
US
N
1
N
N
N
JAZZ SECURITIES DAC
6354009DV8VV7K6KOO02
Jazz Securities DAC
47216FAA5
1995000.00000000
PA
USD
1774585.46000000
0.046343396380
Long
DBT
CORP
IE
N
2
2029-01-15
Fixed
4.37500000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
25160PAG2
2945000.00000000
PA
USD
2143680.90000000
0.055982343990
Long
DBT
CORP
DE
N
2
2033-01-07
Fixed
3.74200000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300PX4QZK7CUM8D08
Wells Fargo Commercial Mortgage Trust 2014-LC16
94988XAZ9
4340000.00000000
PA
USD
3799906.53000000
0.099234766935
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Fixed
4.32200000
N
N
N
N
N
N
KWG GROUP HOLDINGS
549300LK82ZOM9ZE7H90
KWG Group Holdings Ltd
000000000
1380000.00000000
PA
USD
262655.40000000
0.006859260141
Long
DBT
CORP
KY
N
2
2026-08-14
Fixed
6.00000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
549300818AKCJ4Q9TD76
CSMC 2014-USA OA LLC
12649AAJ8
2925000.00000000
PA
USD
2691537.91000000
0.070289659781
Long
ABS-MBS
CORP
US
N
2
2037-09-15
Fixed
4.18500000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526BN8
1709000.00000000
PA
USD
1469644.60000000
0.038379849137
Long
DBT
CORP
DE
N
2
2032-12-01
Fixed
4.87500000
N
N
N
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2021-NPL5 LLC
91824AAB6
3970000.00000000
PA
USD
3675374.39000000
0.095982603285
Long
ABS-MBS
CORP
US
N
2
2051-08-25
Variable
3.84400000
N
N
N
N
N
N
KENBOURNE INVEST SA
222100QGH6Y9KFYZ4B27
Kenbourne Invest SA
48855KAA8
5345000.00000000
PA
USD
4856520.45000000
0.126828297266
Long
DBT
CORP
LU
N
2
2024-11-26
Fixed
6.87500000
N
N
N
N
N
N
BENTLEY SYSTEMS
549300WVEHPGE0Z56F71
Bentley Systems Inc
08265TAC3
315000.00000000
PA
USD
244125.00000000
0.006375337731
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
0.37500000
N
N
N
N
Y
Bentley Systems Inc
Bentley Systems Inc
USD
XXXX
N
N
N
MBIA INSURANCE CO
5493004M1UUDNTDXS107
MBIA Insurance Corp
55276GAA3
12510000.00000000
PA
USD
1532475.00000000
0.040020668471
Long
DBT
CORP
US
N
3
2033-01-15
Fixed
12.30400000
N
Y
N
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457100
142917.00000000
NS
USD
4460439.57000000
0.116484623414
Long
EC
CORP
US
N
1
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BY9
7470000.00000000
PA
USD
4912537.78000000
0.128291192904
Long
DBT
CORP
US
N
2
2061-04-01
Fixed
3.85000000
N
N
N
N
N
N
Crown City CLO I
549300K60T4GC7BSX929
Crown City CLO I
22823RAS8
4775000.00000000
PA
USD
4337672.08000000
0.113278543696
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
4.48300000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2021-2 Trust
43732VAG1
8482703.55000000
PA
USD
7470071.48000000
0.195081325409
Long
ABS-O
CORP
US
N
2
2026-12-17
Fixed
2.85200000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CF0
4190000.00000000
PA
USD
2699418.44000000
0.070495460253
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
6575000.00000000
PA
USD
5160651.75000000
0.134770702805
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEA5
45765000.00000000
PA
USD
44687019.61000000
1.167003962073
Long
DBT
UST
US
N
2
2024-02-29
Fixed
1.50000000
N
N
N
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
10554TAE5
6735000.00000000
PA
USD
5320043.85000000
0.138933236218
Long
DBT
CORP
NL
N
2
2050-01-31
Fixed
5.87500000
N
N
N
N
N
N
CNTL AMR BOTTLING CORP
N/A
Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL
15239XAA6
6525000.00000000
PA
USD
5693062.50000000
0.148674638671
Long
DBT
CORP
VG
N
2
2029-04-27
Fixed
5.25000000
N
N
N
N
N
N
iHeartCommunications Inc
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBD8
4380000.00000000
PA
USD
3480698.40000000
0.090898629155
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
8.37500000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR7 Trust
74333PAN7
15160000.00000000
PA
USD
12577066.49000000
0.328450779514
Long
ABS-O
CORP
US
N
2
2040-08-17
Fixed
3.83400000
N
N
N
N
N
N
EMBRAER NETHERLANDS FINA
724500PBR8LR26XBSP67
Embraer Netherlands Finance BV
29082HAB8
3145000.00000000
PA
USD
2979185.66000000
0.077801596510
Long
DBT
CORP
NL
N
2
2027-02-01
Fixed
5.40000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR5 Trust
74333FAG4
3623000.00000000
PA
USD
3099557.29000000
0.080945108214
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
3.15800000
N
N
N
N
N
N
Carval CLO LTD
N/A
CarVal CLO III Ltd
14686WAU5
3530000.00000000
PA
USD
3300899.47000000
0.086203170260
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
4.01300000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BU7
8140000.00000000
PA
USD
6518982.57000000
0.170243586488
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.80000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
182887.00000000
NS
USD
7176485.88000000
0.187414321402
Long
EC
CORP
US
N
1
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CR4
4124000.00000000
PA
USD
2776130.44000000
0.072498798330
Long
DBT
CORP
US
N
2
2059-08-01
Fixed
3.95000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BR2
6065000.00000000
PA
USD
4261329.65000000
0.111284856959
Long
DBT
CORP
PA
N
2
2029-05-01
Fixed
6.00000000
N
N
N
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599AT3
1226000.00000000
PA
USD
1384210.00000000
0.036148719884
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
7.75000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAB2
10800000.00000000
PA
USD
8997156.00000000
0.234961221200
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.37500000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BZ5
39210000.00000000
PA
USD
29407500.00000000
0.767978471470
Long
DBT
CORP
MX
N
2
2031-07-11
Fixed
3.87500000
N
N
N
N
N
N
Ascent Resources - Utica
549300EGLQ2M2CL7JZ89
Ascent Resources - Utica 2020 Fixed 2nd Lien Term Loan
000000000
12660000.00000000
PA
USD
13271857.80000000
0.346595292589
Long
LON
CORP
US
N
2
2025-11-01
Floating
10.02100000
N
N
N
N
N
N
PELOTON INTERACTIVE INC
5493002YS021166W0339
Peloton Interactive Inc
70614WAB6
455000.00000000
PA
USD
291864.30000000
0.007622052163
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
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding Inc
05352TAB5
9645000.00000000
PA
USD
8435999.25000000
0.220306581972
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
3.87500000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CJ1
4025000.00000000
PA
USD
3593672.31000000
0.093848948996
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
4.40000000
N
N
N
N
N
N
CHINA AOYUAN GROUP LTD
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd
000000000
1035000.00000000
PA
USD
98594.10000000
0.002574790315
Long
DBT
CORP
KY
N
2
2026-03-24
Fixed
6.20000000
Y
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938CAB4
3030000.00000000
PA
USD
2785151.46000000
0.072734382761
Long
DBT
CORP
US
N
2
2024-10-25
Fixed
5.87500000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
1360000.00000000
PA
USD
989440.80000000
0.025839300627
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
Jefferies Group LLC
NY9Q8VBNB6D1L6YV0J84
Jefferies Group LLC
472319AC6
3893000.00000000
PA
USD
3914315.58000000
0.102222565535
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
6.25000000
N
N
N
N
N
N
CKE Restaurants Holdings Inc
N/A
Hardee's Funding LLC
411707AK8
2301750.00000000
PA
USD
1970562.70000000
0.051461352725
Long
ABS-O
CORP
US
N
2
2051-06-20
Fixed
2.86500000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBE6
1925000.00000000
PA
USD
1647472.75000000
0.043023841004
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
ZHENRO PROPERTIES GROUP
549300I66TVJEL841P38
Zhenro Properties Group Ltd
000000000
365000.00000000
PA
USD
24506.10000000
0.000639978142
Long
DBT
CORP
KY
N
2
2026-08-04
Fixed
6.70000000
Y
N
N
N
N
N
ANTARES HOLDINGS
5493008EAIGV4283RM42
Antares Holdings LP
03666HAE1
585000.00000000
PA
USD
491836.36000000
0.012844333451
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.75000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAD1
13550000.00000000
PA
USD
11924000.00000000
0.311395912397
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
2.37500000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
China Evergrande Group
549300CUF7B1LAB15T90
China Evergrande Group
000000000
1405000.00000000
PA
USD
114367.00000000
0.002986700462
Long
DBT
CORP
KY
N
2
2022-04-11
None
0.00000000
Y
N
N
N
N
N
LOGAN GROUP CO LTD
549300NJ0E6Q0S1VOG90
Logan Group Co Ltd
000000000
1320000.00000000
PA
USD
282889.20000000
0.007387666935
Long
DBT
CORP
KY
N
2
2026-12-14
Fixed
4.85000000
N
N
N
N
N
N
iStar Inc
QFFLKWYYS3UPWD86E794
iStar Inc
45031U705
10425.00000000
NS
USD
260787.63000000
0.006810483225
Long
EP
US
N
1
N
N
N
Octagon Credit Partners 46, LTD
N/A
Octagon Investment Partners 46 Ltd
67577VAS2
3125000.00000000
PA
USD
2820743.75000000
0.073663877362
Long
ABS-CBDO
CORP
KY
N
2
2036-07-15
Floating
4.34400000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2021-5 LLC
69358DAA2
7426428.66000000
PA
USD
6949824.98000000
0.181495059598
Long
ABS-MBS
CORP
US
N
2
2026-06-25
Variable
1.79300000
N
N
N
N
N
N
Tobacco Settlement Financing Corp/VA
N/A
TOBACCO SETTLEMENT FING CORP VA
88880NAT6
64380000.00000000
PA
USD
59800000.36000000
1.561680281235
Long
DBT
MUN
US
N
2
2046-06-01
Fixed
6.70600000
N
N
N
N
N
N
DIRECTV FIN LLC/COINC
N/A
Directv Financing LLC / Directv Financing Co-Obligor Inc
25461LAA0
3705000.00000000
PA
USD
3160624.35000000
0.082539877827
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.87500000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAV8
14565000.00000000
PA
USD
13330543.43000000
0.348127871027
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.87500000
N
N
N
N
N
N
YUZHOU GROUP
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
23285000.00000000
PA
USD
1513525.00000000
0.039525788184
Long
DBT
CORP
KY
N
2
2027-01-13
Fixed
6.35000000
Y
N
N
N
N
N
CoreVest American Finance Ltd
N/A
Corevest American Finance 2021-1 Trust
21873LAL7
5350000.00000000
PA
USD
4465407.46000000
0.116614360133
Long
ABS-O
CORP
US
N
2
2053-04-15
Fixed
3.24700000
N
N
N
N
N
N
Microchip Technology Inc
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017104
66250.00000000
NS
USD
3847800.00000000
0.100485507524
Long
EC
CORP
US
N
1
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBE0
5085000.00000000
PA
USD
4347725.85000000
0.113541098449
Long
DBT
CORP
BM
N
2
2027-02-15
Fixed
5.87500000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAK6
8665000.00000000
PA
USD
7126962.50000000
0.186121015624
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.50000000
N
N
N
N
N
N
MINERALS TECHNOLOGIES IN
549300D3I1QU67GP6403
Minerals Technologies Inc
603158AA4
6275000.00000000
PA
USD
5463956.25000000
0.142691516417
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
EL PASO ENERGY CAP TRST
N/A
El Paso Energy Capital Trust I
283678209
238087.00000000
NS
USD
11059141.15000000
0.288810076210
Long
EP
CORP
US
N
1
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
Western Digital Corp
958102AM7
6225000.00000000
PA
USD
5939334.75000000
0.155106051954
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.75000000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes Inc
55903VAL7
4720000.00000000
PA
USD
4216800.80000000
0.110121983605
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.27900000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAC3
11820000.00000000
PA
USD
9481280.03000000
0.247604146732
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.50000000
N
N
N
N
N
N
ENEL GENERACION CHILE SA
549300PVHXUFEIE6LY50
Enel Generacion Chile SA/Cayman Islands
29244TAA9
3570000.00000000
PA
USD
3819400.20000000
0.099743845193
Long
DBT
CORP
CL
N
2
2027-02-01
Fixed
7.87500000
N
N
N
N
N
N
IHS NETHERLANDS HOLDCO
5493006Z6YQYCCN2XI74
IHS Netherlands Holdco BV
44963LAC0
7228000.00000000
PA
USD
6304695.28000000
0.164647462185
Long
DBT
CORP
NL
N
2
2027-09-18
Fixed
8.00000000
N
N
N
N
N
N
ZHENRO PROPERTIES GROUP
549300I66TVJEL841P38
Zhenro Properties Group Ltd
000000000
715000.00000000
PA
USD
49556.65000000
0.001294174626
Long
DBT
CORP
KY
N
2
2025-02-05
None
0.00000000
Y
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAN9
7740000.00000000
PA
USD
6687824.40000000
0.174652900116
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
3.62500000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11
61762TAH9
1135000.00000000
PA
USD
857231.45000000
0.022386646218
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
4.49500000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAF2
4050000.00000000
PA
USD
3999375.00000000
0.104443896942
Long
DBT
US
N
2
2024-05-01
Fixed
5.62500000
N
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAG3
11860000.00000000
PA
USD
9297884.20000000
0.242814754597
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.50000000
N
N
N
N
N
N
China Aoyuan Group Ltd
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd
000000000
1240000.00000000
PA
USD
117180.00000000
0.003060162111
Long
DBT
CORP
KY
N
2
2023-02-19
Fixed
7.95000000
Y
N
N
N
N
N
Ballyrock Ltd
N/A
Ballyrock CLO 2019-2 Ltd
05875MAQ5
890000.00000000
PA
USD
847057.50000000
0.022120952957
Long
ABS-CBDO
CORP
KY
N
2
2030-11-20
Floating
2.87800000
N
N
N
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752103
8883.00000000
NS
USD
4286758.14000000
0.111948923367
Long
EC
CORP
US
N
1
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AK3
465000.00000000
PA
USD
247473.00000000
0.006462770934
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
6.25000000
N
N
N
N
N
N
TELECOM ITALIA CAPITAL
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAF5
14605000.00000000
PA
USD
11277981.00000000
0.294525090866
Long
DBT
CORP
LU
N
2
2033-11-15
Fixed
6.37500000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
894164AA0
13945000.00000000
PA
USD
10787717.85000000
0.281721841880
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
4.50000000
N
N
N
N
N
N
PULTEGROUP INC
N/A
PulteGroup Inc
745867AT8
23546000.00000000
PA
USD
23083671.23000000
0.602831337147
Long
DBT
CORP
US
N
2
2035-02-15
Fixed
6.00000000
N
N
N
N
N
N
SHIMAO GROUP HOLDINGS LT
254900WTJ6B5CU69ZD26
Shimao Group Holdings Ltd
000000000
280000.00000000
PA
USD
31318.00000000
0.000817871283
Long
DBT
CORP
KY
N
2
2026-07-15
Fixed
5.60000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BZ7
1995000.00000000
PA
USD
1336176.27000000
0.034894316397
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
3.62500000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAR6
1465000.00000000
PA
USD
1221779.21000000
0.031906830916
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.25000000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
49746.00000000
NS
USD
7152977.34000000
0.186800394594
Long
EC
CORP
US
N
1
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDB9
865000.00000000
PA
USD
752550.00000000
0.019652884424
Long
DBT
CORP
US
N
2
2030-09-30
Fixed
5.70000000
N
N
N
N
N
N
CFLD CAYMAN INVESTMENT
3003006ZC30FH27GHL08
CFLD Cayman Investment Ltd
000000000
2520000.00000000
PA
USD
223272.00000000
0.005830760495
Long
DBT
CORP
KY
N
2
2024-04-08
Fixed
8.60000000
Y
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAM1
1765000.00000000
PA
USD
1652587.15000000
0.043157403840
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.12500000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830109
16976.00000000
NS
USD
7299000.96000000
0.190613809420
Long
EC
CORP
US
N
1
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
77313LAA1
25975000.00000000
PA
USD
21465999.75000000
0.560585757939
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
2.87500000
N
N
N
N
N
N
SNAP INC
549300JNC0L6VP8A2Q35
Snap Inc
83304AAF3
5410000.00000000
PA
USD
3746425.00000000
0.097838093852
Long
DBT
CORP
US
N
2
2027-05-01
None
0.00000000
N
N
N
N
N
Snap Inc
Snap Inc
USD
XXXX
N
N
N
STEWART INFORMATION SERV
529900TV1XI0PLKENU10
Stewart Information Services Corp
86038AAA0
10900000.00000000
PA
USD
9041114.00000000
0.236109186775
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
3.60000000
N
N
N
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR Properties
26884UAG4
2735000.00000000
PA
USD
2161947.21000000
0.056459369675
Long
DBT
US
N
2
2031-11-15
Fixed
3.60000000
N
N
N
N
N
N
SLAM 2021-1 LLC
N/A
Slam 2021-1 Ltd
78449AAA0
10406250.00000000
PA
USD
8931060.00000000
0.233235120544
Long
ABS-O
CORP
US
N
2
2046-06-15
Fixed
2.43400000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AC1
1750000.00000000
PA
USD
1513750.00000000
0.039531664071
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.55000000
N
N
N
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins Inc
231021106
20862.00000000
NS
USD
4037422.86000000
0.105437518888
Long
EC
CORP
US
N
1
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAX4
11900000.00000000
PA
USD
12018405.00000000
0.313861304137
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.37500000
N
N
N
N
N
N
Alta Wind Holdings LLC
N/A
Alta Wind Holdings LLC
021345AA1
19601333.18000000
PA
USD
20374038.51000000
0.532069130412
Long
DBT
CORP
US
N
2
2035-06-30
Fixed
7.00000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
25107.00000000
NS
USD
6448230.81000000
0.168395900404
Long
EC
CORP
US
N
1
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BD8
47615000.00000000
PA
USD
31842055.10000000
0.831557011109
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.62500000
N
N
N
N
N
N
Toorak Mortgage Corp.
N/A
Toorak Mortgage Corp 2021-1 Ltd
89053BAA2
8130000.00000000
PA
USD
7617378.30000000
0.198928251073
Long
ABS-MBS
CORP
US
N
2
2024-06-25
Variable
2.24000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428102AC1
2760000.00000000
PA
USD
2628900.00000000
0.068653867334
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.62500000
N
N
N
N
N
N
ELARA HGV TIMESHARE ISSUER
N/A
Elara HGV Timeshare Issuer 2021-A LLC
28416LAC6
593846.99000000
PA
USD
545964.51000000
0.014257893049
Long
ABS-O
CORP
US
N
2
2035-08-27
Fixed
2.09000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
25723.00000000
NS
USD
6574541.57000000
0.171694512813
Long
EC
US
N
1
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAJ9
2845000.00000000
PA
USD
2389646.23000000
0.062405742041
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.20000000
N
N
N
N
N
N
Jeld-Wen Inc
549300XWE6NM0N1HFW16
JELD-WEN Inc
475795AD2
3255000.00000000
PA
USD
2538900.00000000
0.066303512410
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.87500000
N
N
N
N
N
N
SANCHEZ ENERGY CORP
549300SB0HTIM17TVR61
SANCHEZ ENERGY CORP
799ESCAJ7
17908000.00000000
PA
USD
1020756.00000000
0.026657098788
Long
DBT
CORP
US
N
3
2023-01-15
None
0.00000000
Y
N
N
N
N
N
Neuberger Berman CLO Ltd
549300NPF57YF6WBDP72
Neuberger Berman CLO XX Ltd
64130TBC8
6010000.00000000
PA
USD
5700184.50000000
0.148860630091
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
2.69400000
N
N
N
N
N
N
2020 CASH EXCH TRUST
N/A
2020 Cash Mandatory Exchangeable Trust
901375105
17902.00000000
NS
USD
20526433.20000000
0.536048926079
Long
EP
CORP
US
N
2
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAN8
970000.00000000
PA
USD
878554.30000000
0.022943493612
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.00000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBS0
880000.00000000
PA
USD
802210.20000000
0.020949763264
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.87500000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBE9
740000.00000000
PA
USD
693979.40000000
0.018123310000
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.25000000
N
N
N
N
N
N
AGL CLO Ltd.
54930005OE1IFBESDA27
AGL CLO 12 Ltd
00120BAE0
4475000.00000000
PA
USD
4199912.80000000
0.109680952561
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
2.66300000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AS8
14800000.00000000
PA
USD
11961118.91000000
0.312365274762
Long
DBT
CORP
IT
N
2
2035-06-30
Fixed
5.45900000
N
N
N
N
N
N
YUZHOU GROUP
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
9395000.00000000
PA
USD
694478.40000000
0.018136341412
Long
DBT
CORP
KY
N
2
2025-02-20
None
0.00000000
Y
N
N
N
N
N
AGL CLO 7 LTD
N/A
AGL CLO 7 Ltd
008511AS6
1245000.00000000
PA
USD
1153304.51000000
0.030118610379
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
4.14400000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBN9
7500000.00000000
PA
USD
5533125.00000000
0.144497862108
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.70000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAZ4
6390000.00000000
PA
USD
5083245.00000000
0.132749221294
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.62500000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBD6
6470000.00000000
PA
USD
3931430.80000000
0.102669530442
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.12500000
N
N
N
N
N
N
Newmont Corp
549300VSP3RIX7FGDZ51
Newmont Corp
651639106
84555.00000000
NS
USD
5045396.85000000
0.131760814786
Long
EC
CORP
US
N
1
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBM1
8200000.00000000
PA
USD
6502722.26000000
0.169818947602
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.70000000
N
N
N
N
N
N
HERCULES CAPITAL INC
549300UJ5OC256GR2B73
Hercules Capital Inc
427096AJ1
14755000.00000000
PA
USD
12917400.79000000
0.337338628379
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
3.37500000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBJ2
10600000.00000000
PA
USD
8802130.93000000
0.229868130827
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
4.65000000
N
N
N
N
N
N
NGPL PipeCo LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62912XAC8
505000.00000000
PA
USD
549559.49000000
0.014351776149
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
7.76800000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: S20495495 CDS USD R F 5.00000 FIX CCPCDX / Short: S20495495 CDS USD P V 03MEVENT FLO CCPCDX
000000000
21304800.00000000
OU
Notional Amount
USD
-641657.97000000
-0.01675693299
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.NA.HY.S38
2I65BRZG8
Y
sell protection
2027-06-20
0.00000000
USD
-469005.55000000
USD
21304800.00000000
USD
-172652.42000000
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
78442FAZ1
5355000.00000000
PA
USD
3716405.29000000
0.097054127483
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.62500000
N
N
N
N
N
N
GMR HYDERABAD INTERNATIO
335800NSPGIN89SVOU83
GMR Hyderabad International Airport Ltd
36256WAC8
255000.00000000
PA
USD
232167.30000000
0.006063061742
Long
DBT
CORP
IN
N
2
2026-02-02
Fixed
4.75000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBD0
400000.00000000
PA
USD
361000.00000000
0.009427534751
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.25000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BN1
8710000.00000000
PA
USD
6291058.80000000
0.164291344764
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2021-3 LLC
69357PAA6
8569164.31000000
PA
USD
8078818.73000000
0.210978793149
Long
ABS-MBS
CORP
US
N
2
2026-04-25
Variable
1.86700000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAY1
15865000.00000000
PA
USD
12366767.50000000
0.322958809884
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAG5
18350000.00000000
PA
USD
16970814.00000000
0.443193736133
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
CFLD CAYMAN INVESTMENT
3003006ZC30FH27GHL08
CFLD Cayman Investment Ltd
000000000
2835000.00000000
PA
USD
256907.70000000
0.006709158641
Long
DBT
CORP
KY
N
2
2025-01-13
Fixed
8.05000000
Y
N
N
N
N
N
Palmer Square CLO Ltd
N/A
Palmer Square CLO 2013-2 Ltd
69688AAQ4
9695000.00000000
PA
USD
9251453.75000000
0.241602220855
Long
ABS-CBDO
CORP
KY
N
2
2031-10-17
Floating
2.54400000
N
N
N
N
N
N
GE CAPITAL FUNDING LLC
549300XAGH9TOLX5XM67
GE Capital Funding LLC
36166NAK9
25290000.00000000
PA
USD
24393283.87000000
0.637031942893
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.55000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PBH7
1370000.00000000
PA
USD
1089695.82000000
0.028457465959
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.95000000
N
N
N
N
N
N
NATURA COSMETICOS SA
N/A
Natura Cosmeticos SA
63883KAB1
6110000.00000000
PA
USD
5030974.00000000
0.131384161269
Long
DBT
CORP
BR
N
2
2028-05-03
Fixed
4.12500000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
8570000.00000000
PA
USD
1263475.10000000
0.032995721364
Long
DBT
CORP
KY
N
2
2026-01-26
Fixed
6.50000000
Y
N
N
N
N
N
TEVA PHARMACEUTICAL INDU
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAP6
12060000.00000000
PA
USD
10300664.41000000
0.269002414646
Long
DBT
CORP
NL
N
2
2027-05-09
Fixed
4.75000000
N
N
N
N
N
N
BBSG Mortgage Trust
N/A
BBSG 2016-MRP Mortgage Trust
055287AA4
335000.00000000
PA
USD
307007.77000000
0.008017524710
Long
ABS-MBS
CORP
US
N
2
2036-06-05
Fixed
3.27500000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAF7
2120000.00000000
PA
USD
2019696.21000000
0.052744477027
Long
DBT
CORP
US
N
2
2043-10-02
Fixed
6.25000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAK3
11365000.00000000
PA
USD
8914478.70000000
0.232802098987
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.25000000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
26975000.00000000
PA
USD
26511030.00000000
0.692336998946
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block Inc
852234AM5
5770000.00000000
PA
USD
4597882.20000000
0.120073945216
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.50000000
N
N
N
N
N
N
BIOMARIN PHARMACEUTICAL
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061GAH4
8280000.00000000
PA
USD
8197200.00000000
0.214070326492
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
0.59900000
N
N
N
N
Y
BioMarin Pharmaceutical Inc
BioMarin Pharmaceutical Inc
USD
XXXX
N
N
N
CT TRUST
213800MJB7WO427HQD34
CT Trust
12659BAA2
10875000.00000000
PA
USD
8713593.75000000
0.227555977527
Long
DBT
CORP
GT
N
2
2032-02-03
Fixed
5.12500000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AJ6
3045000.00000000
PA
USD
1573287.71000000
0.041086494625
Long
DBT
CORP
CA
N
2
2030-01-30
Fixed
5.25000000
N
N
N
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
600814AQ0
4225500.00000000
PA
USD
3676185.00000000
0.096003772409
Long
DBT
CORP
LU
N
2
2029-03-25
Fixed
6.25000000
N
N
N
N
N
N
Ovintiv Inc
N/A
Ovintiv Inc
012873AK1
1200000.00000000
PA
USD
1319197.40000000
0.034450912278
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
7.37500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBN0
157590000.00000000
PA
USD
154912200.78000000
4.045540599072
Long
DBT
UST
US
N
2
2023-02-28
Fixed
0.12500000
N
N
N
N
N
N
KWG GROUP HOLDINGS
549300LK82ZOM9ZE7H90
KWG Group Holdings Ltd
000000000
3760000.00000000
PA
USD
753128.00000000
0.019667978925
Long
DBT
CORP
KY
N
2
2026-02-13
Fixed
6.30000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AT6
1295000.00000000
PA
USD
1106609.88000000
0.028899177562
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2021-9 LLC
69360XAA4
5822384.66000000
PA
USD
5501623.67000000
0.143675203152
Long
ABS-MBS
CORP
US
N
2
2026-10-25
Variable
2.36300000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142103
51385.00000000
NS
USD
6247388.30000000
0.163150887267
Long
EC
CORP
US
N
1
N
N
N
SHIMAO GROUP HLDGS LTD
254900WTJ6B5CU69ZD26
Shimao Group Holdings Ltd
000000000
400000.00000000
PA
USD
42828.00000000
0.001118455563
Long
DBT
CORP
KY
N
2
2030-07-13
Fixed
4.60000000
N
N
N
N
N
N
AIG CLO Ltd
N/A
AIG CLO 2021-2 LLC
00142DAG5
3780000.00000000
PA
USD
3465175.14000000
0.090493238371
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
4.11300000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370BT6
1220000.00000000
PA
USD
1230967.80000000
0.032146791446
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.62500000
N
N
N
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
10554TAD7
1320000.00000000
PA
USD
1125801.60000000
0.029400370379
Long
DBT
CORP
NL
N
2
2030-01-31
Fixed
4.50000000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
105431.00000000
NS
USD
6632664.21000000
0.173212388736
Long
EC
CORP
US
N
1
N
N
N
TEVA PHARM FIN CO LLC
5493006PITD7MU7WW480
Teva Pharmaceutical Finance Co LLC
88163VAD1
7750000.00000000
PA
USD
6479077.50000000
0.169201463401
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
6.15000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
142342000.00000000
PA
25624443.31000000
0.669183739029
Long
DBT
NUSS
BR
N
2
2025-01-01
Fixed
10.00000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2021-GS2
52476DAB3
4025000.00000000
PA
USD
3703222.18000000
0.096709849844
Long
ABS-MBS
CORP
US
N
2
2061-04-25
Variable
3.50000000
N
N
N
N
N
N
TOPBUILD CORP
5493007YSKHOL4RWII46
TopBuild Corp
89055FAC7
3985000.00000000
PA
USD
3067816.11000000
0.080116185561
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
4.12500000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AP6
19175000.00000000
PA
USD
16941112.50000000
0.442418079835
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
4.62500000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BH4
230000.00000000
PA
USD
163382.80000000
0.004266750761
Long
DBT
CORP
LR
N
2
2026-07-01
Fixed
4.25000000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2021-1 Trust
437300AL0
7102914.39000000
PA
USD
5898696.94000000
0.154044793323
Long
ABS-O
CORP
US
N
2
2041-09-17
Fixed
3.32500000
N
N
N
N
N
N
TIMES CHINA HLDG LTD
2549000KTINB9ZPZP710
Times China Holdings Ltd
000000000
4030000.00000000
PA
USD
583745.50000000
0.015244545670
Long
DBT
CORP
KY
N
2
2026-03-22
Fixed
6.20000000
N
N
N
N
N
N
Corning Inc
549300X2937PB0CJ7I56
Corning Inc
219350105
327068.00000000
NS
USD
10305912.68000000
0.269139473505
Long
EC
CORP
US
N
1
N
N
N
Wind River CLO Ltd
N/A
THL Credit Wind River 2018-3 CLO Ltd
88432UAJ5
400000.00000000
PA
USD
359919.20000000
0.009399309600
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
4.01300000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AN1
7620000.00000000
PA
USD
6053137.50000000
0.158078016997
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.62500000
N
N
N
N
N
N
Brex Inc
N/A
Brex Commercial Charge Card Master Trust
05601DAA1
975000.00000000
PA
USD
956198.10000000
0.024971165697
Long
ABS-O
CORP
US
N
2
2024-07-15
Fixed
2.09000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
Commercial Mortgage Pass Through Certificates
12624NAC4
125000.00000000
PA
USD
120350.89000000
0.003142970077
Long
ABS-MBS
CORP
US
N
2
2030-10-05
Fixed
3.40000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
549300818AKCJ4Q9TD76
CSMC 2014-USA OA LLC
12649AAN9
1690000.00000000
PA
USD
1418658.33000000
0.037048339906
Long
ABS-MBS
CORP
US
N
2
2037-09-15
Fixed
4.37300000
N
N
N
N
N
N
510 Assets Backed Trust
N/A
510 Asset Backed 2021-NPL1 Trust
33835CAA3
8252697.36000000
PA
USD
7904095.17000000
0.206415877820
Long
ABS-MBS
CORP
US
N
2
2061-06-25
Variable
2.24000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
5493005SNWQW3UUOQX45
Morgan Stanley Capital I Trust 2012-C4
61760VAE3
2923374.56000000
PA
USD
2747972.09000000
0.071763441479
Long
ABS-MBS
CORP
US
N
2
2045-03-15
Variable
5.33600000
N
N
N
N
N
N
OCP CLO Ltd
2549003HLFPQ7ATPYA23
OCP Clo 2019-17 Ltd
67113LAU0
8055000.00000000
PA
USD
7001534.88000000
0.182845466465
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
4.16300000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBE4
22190000.00000000
PA
USD
17393409.60000000
0.454229843348
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
5.25000000
N
N
N
N
N
N
LIVONGO HEALTH
54930061HKCVF1H2O156
Livongo Health Inc
539183AA1
9665000.00000000
PA
USD
8192054.00000000
0.213935938421
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.87500000
N
N
N
N
Y
Teladoc Health Inc
Teladoc Health Inc
USD
XXXX
N
N
N
FirstKey Homes 2020-SFR1 Trust
N/A
FirstKey Homes 2020-SFR1 Trust
33767MAN5
7660000.00000000
PA
USD
7200191.65000000
0.188033398883
Long
ABS-O
CORP
US
N
2
2037-08-17
Fixed
4.28400000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AV3
5140000.00000000
PA
USD
4013928.80000000
0.104823970225
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
2.87500000
N
N
N
N
N
N
WESTERN DIGITAL CORP
549300QQXOOYEF89IC56
Western Digital Corp
958102AR6
750000.00000000
PA
USD
575100.00000000
0.015018767965
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
3.10000000
N
N
N
N
N
N
Ovintiv Inc
N/A
Ovintiv Inc
698900AG2
360000.00000000
PA
USD
393614.94000000
0.010279275693
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
7.20000000
N
N
N
N
N
N
HILTON GRAND VAC BOR ESC
N/A
Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc
43284MAB4
1745000.00000000
PA
USD
1331936.62000000
0.034783597705
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
4.87500000
N
N
N
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599AY2
1859000.00000000
PA
USD
2000212.35000000
0.052235654957
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
6.50000000
N
N
N
N
N
N
UNITY SOFTWARE INC
549300D1ESJMGNQNG432
Unity Software Inc
91332UAA9
200000.00000000
PA
USD
147000.00000000
0.003838913042
Long
DBT
CORP
US
N
2
2026-11-15
None
0.00000000
N
N
N
N
Y
Unity Software Inc
Unity Software, Inc.
USD
XXXX
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAW5
6568000.00000000
PA
USD
5533540.00000000
0.144508699856
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.87500000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BK2
6030000.00000000
PA
USD
4064444.68000000
0.106143195195
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.00000000
N
N
N
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
600814AN7
1903500.00000000
PA
USD
1635125.54000000
0.042701392939
Long
DBT
CORP
LU
N
2
2028-01-15
Fixed
5.12500000
N
N
N
N
N
N
ANTARES HOLDINGS
5493008EAIGV4283RM42
Antares Holdings LP
03666HAB7
20000000.00000000
PA
USD
20771557.20000000
0.542450352751
Long
DBT
CORP
US
N
2
2025-05-18
Fixed
8.50000000
N
N
N
N
N
N
TERMINIX CO LLC/THE
HZPA4EQ289DXC7NQGK91
Terminix Co LLC/The
817609AB6
5500000.00000000
PA
USD
6132500.00000000
0.160150573027
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
7.45000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCA2
540000.00000000
PA
USD
452250.00000000
0.011810533493
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.75000000
N
N
N
N
N
N
MARB BONDCO PLC
254900PVA1EU6QM1JN57
MARB BondCo PLC
566007AC4
27125000.00000000
PA
USD
20825761.25000000
0.543865894482
Long
DBT
CORP
GB
N
2
2031-01-29
Fixed
3.95000000
N
N
N
N
N
N
LEONARDO US HOLDINGS INC
529900WVR776KSXHSA85
Leonardo US Holding Inc
583491AC9
9576000.00000000
PA
USD
9700966.80000000
0.253341278750
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
6.25000000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 3 LTD
67112RAU8
8250000.00000000
PA
USD
7844578.50000000
0.204861596727
Long
ABS-CBDO
CORP
KY
N
2
2035-07-02
Floating
2.71300000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2021-2 Trust
43732VAJ5
4241351.77000000
PA
USD
3690732.27000000
0.096383675161
Long
ABS-O
CORP
US
N
2
2026-12-17
Fixed
2.95200000
N
N
N
N
N
N
WestRock MWV LLC
4DL8C98Z5G5IXZLH3578
WestRock MWV LLC
961548AY0
4865000.00000000
PA
USD
5808218.90000000
0.151681954358
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
7.95000000
N
N
N
N
N
N
NATL LIFE INSURANCE-VRMT
0JRPR7R1EOV4Z2M47L22
National Life Insurance Co
636792AA1
20000000.00000000
PA
USD
27895000.00000000
0.728479451217
Long
DBT
CORP
US
N
2
2039-09-15
Fixed
10.50000000
N
N
N
N
N
N
JSW STEEL LTD
335800EK6HZSC4CVAJ09
JSW Steel Ltd
46635UAD1
6230000.00000000
PA
USD
4628278.96000000
0.120867758267
Long
DBT
CORP
IN
N
2
2032-04-05
Fixed
5.05000000
N
N
N
N
N
N
Pertamina Persero PT
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370PAA9
6535000.00000000
PA
USD
6599778.78000000
0.172353583933
Long
DBT
CORP
ID
N
2
2044-05-30
Fixed
6.45000000
N
N
N
N
N
N
NLV FINANCIAL CORP
UV78A3V7RXYC94JD0985
NLV Financial Corp
65486AAA1
8920000.00000000
PA
USD
10835480.80000000
0.282969173933
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
7.50000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377REP5
7500000.00000000
PA
USD
6979086.00000000
0.182259212736
Long
ABS-O
CORP
US
N
2
2025-09-22
Fixed
3.04000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDV0
71835000.00000000
PA
USD
69511586.72000000
1.815298890376
Long
DBT
UST
US
N
2
2024-01-31
Fixed
0.87500000
N
N
N
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
Owl Rock Capital Corp
69121KAD6
14750000.00000000
PA
USD
13567815.08000000
0.354324233149
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.25000000
N
N
N
N
N
N
VIBRANT CLO LTD
N/A
Vibrant CLO XIV Ltd
92557EAL7
1540000.00000000
PA
USD
1434060.32000000
0.037450563718
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
4.81300000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AM9
425000.00000000
PA
USD
221000.00000000
0.005771427091
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
5.00000000
N
N
N
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
1600000.00000000
PA
USD
217168.00000000
0.005671354201
Long
DBT
CORP
KY
N
2
2025-01-15
Fixed
10.50000000
Y
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAF8
21480000.00000000
PA
USD
13376670.00000000
0.349332468927
Long
DBT
CORP
NL
N
2
2046-10-01
Fixed
4.10000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
6885.00000000
NS
USD
3344801.85000000
0.087349683316
Long
EC
CORP
US
N
1
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
2840000.00000000
PA
USD
2328800.00000000
0.060816739415
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
143750000.00000000
PA
USD
97103125.00000000
2.535853422172
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
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes Inc
55903VAJ2
3070000.00000000
PA
USD
2814483.90000000
0.073500401037
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.05400000
N
N
N
N
N
N
ENTEGRIS ESCROW CORP
IYX6OWO7BT5DKO3BYG52
Entegris Escrow Corp
29365BAA1
13035000.00000000
PA
USD
12138558.41000000
0.316999117013
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.75000000
N
N
N
N
N
N
CENTRAL CHN REAL ESTATE
549300JDML9PYG0CIJ22
Central China Real Estate Ltd
000000000
1260000.00000000
PA
USD
389125.80000000
0.010162041557
Long
DBT
CORP
KY
N
2
2024-08-13
Fixed
7.25000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370BP4
1345000.00000000
PA
USD
1407905.65000000
0.036767533080
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
7.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505682
11789.00000000
NS
USD
14199850.50000000
0.370829872723
Long
EP
CORP
US
N
1
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
00652MAG7
14685000.00000000
PA
USD
13672616.10000000
0.357061117520
Long
DBT
CORP
IN
N
2
2027-08-04
Fixed
4.20000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
14410.00000000
NS
USD
3952230.70000000
0.103212720968
Long
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: S20495499 CDS USD R F 5.00000 FIX CCPCDX / Short: S20495499 CDS USD P V 03MEVENT FLO CCPCDX
000000000
8900100.00000000
OU
Notional Amount
USD
-268053.21000000
-0.00700022424
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.NA.HY.S38
2I65BRZG8
Y
sell protection
2027-06-20
0.00000000
USD
-231371.69000000
USD
8900100.00000000
USD
-36681.52000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDM0
137335000.00000000
PA
USD
132667755.17000000
3.464625684908
Long
DBT
UST
US
N
2
2023-11-30
Fixed
0.50000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAX9
21450000.00000000
PA
USD
17026152.00000000
0.444638891030
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.50000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
706451BG5
6586000.00000000
PA
USD
4491059.26000000
0.117284258293
Long
DBT
CORP
MX
N
2
2035-06-15
Fixed
6.62500000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAF8
13195000.00000000
PA
USD
11214826.35000000
0.292875803726
Long
DBT
US
N
2
2029-09-15
Fixed
4.87500000
N
N
N
N
N
N
CFLD CAYMAN INVESTMENT
3003006ZC30FH27GHL08
CFLD Cayman Investment Ltd
000000000
2370000.00000000
PA
USD
202492.80000000
0.005288110550
Long
DBT
CORP
KY
N
2
2023-01-13
Fixed
6.90000000
Y
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAJ2
12155000.00000000
PA
USD
10918128.35000000
0.285127519223
Long
DBT
CORP
NO
N
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZR7
1500000.00000000
PA
USD
1344711.00000000
0.035117201338
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
5.11300000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
3610000.00000000
PA
USD
539370.10000000
0.014085679672
Long
DBT
CORP
KY
N
2
2025-01-10
Fixed
6.50000000
Y
N
N
N
N
N
Octagon Investment Partners 42, Ltd.
N/A
Octagon Investment Partners 42 Ltd
67576PAU1
7155000.00000000
PA
USD
6626782.13000000
0.173058777895
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
4.19400000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAB7
3055000.00000000
PA
USD
2608236.80000000
0.068114246736
Long
DBT
CORP
XX
N
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8
46638UAR7
10664000.00000000
PA
USD
10588511.68000000
0.276519561851
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Variable
4.98200000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AJ3
4055000.00000000
PA
USD
3268938.25000000
0.085368501251
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
5.30000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
38838.00000000
NS
USD
4219748.70000000
0.110198968175
Long
EC
CORP
US
N
1
N
N
N
Castlelake Aircraft Securitization Trust
N/A
Castlelake Aircraft Structured Trust 2017-1R
14856JAA2
1432671.05000000
PA
USD
1280445.45000000
0.033438902983
Long
ABS-O
CORP
US
N
2
2041-08-15
Fixed
2.74100000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370DA5
5610000.00000000
PA
USD
4195719.00000000
0.109571431245
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.25000000
N
N
N
N
N
N
BPR Trust
N/A
BPR Trust 2021-NRD
05592CAQ9
7375000.00000000
PA
USD
6932674.05000000
0.181047162122
Long
ABS-MBS
CORP
US
N
2
2023-12-15
Floating
8.20400000
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20338HAB9
15295000.00000000
PA
USD
11307551.29000000
0.295297320607
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
Clarivate PLC
549300WDHIIODXFO0R55
Clarivate PLC
000000000
5336.00000000
NS
USD
73956.96000000
0.001931390056
Long
EC
CORP
JE
N
1
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AP4
5740000.00000000
PA
USD
4347992.60000000
0.113548064640
Long
DBT
CORP
CO
N
2
2031-11-02
Fixed
4.62500000
N
N
N
N
N
N
PENN NATIONAL GA
N/A
Penn National Gaming Inc
707569AV1
3265000.00000000
PA
USD
2477482.00000000
0.064699577980
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.12500000
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
550000.00000000
PA
USD
518364.00000000
0.013537104221
Long
DBT
CORP
IL
N
2
2025-06-30
Fixed
6.12500000
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
10835000.00000000
PA
USD
9983694.05000000
0.260724716353
Long
DBT
CORP
IL
N
2
2027-06-30
Fixed
6.50000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2019-4
89178BAC8
795000.00000000
PA
USD
702205.06000000
0.018338123561
Long
ABS-O
CORP
US
N
2
2059-10-25
Variable
3.50000000
N
N
N
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W202
116192.00000000
NS
USD
7436288.00000000
0.194199067981
Long
EP
US
N
2
N
N
N
YUZHOU GROUP
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
1245000.00000000
PA
USD
88058.85000000
0.002299661685
Long
DBT
CORP
KY
N
2
2026-01-13
Fixed
7.37500000
Y
N
N
N
N
N
NUTANIX INC
549300X7J6E8TKVIXW09
Nutanix Inc
67059NAG3
5380000.00000000
PA
USD
3719194.00000000
0.097126954798
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
0.25000000
N
N
N
N
Y
Nutanix Inc
Nutanix Inc
USD
XXXX
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11
46639YAW7
3110000.00000000
PA
USD
2890455.77000000
0.075484410578
Long
ABS-MBS
CORP
US
N
2
2046-04-15
Variable
3.95800000
N
N
N
N
N
N
Ovintiv Inc
N/A
Ovintiv Inc
292505AE4
2715000.00000000
PA
USD
2848420.01000000
0.074386644406
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
6.62500000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
78442FET1
4774000.00000000
PA
USD
4526420.36000000
0.118207715355
Long
DBT
CORP
US
N
2
2024-03-25
Fixed
6.12500000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AD6
745000.00000000
PA
USD
619199.30000000
0.016170423597
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.45000000
N
N
N
N
N
N
Aruba Investments, Inc.
254900GMIYFF4FZ0A357
Aruba Investments, Inc. 2020 2nd Lien Term Loan
04317JAF5
7037600.00000000
PA
USD
6650532.00000000
0.173679007050
Long
LON
CORP
US
N
2
2028-11-24
Floating
9.38300000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9
46639EAN1
290000.00000000
PA
USD
285407.21000000
0.007453424904
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
4.50900000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABV6
27610000.00000000
PA
USD
24158750.00000000
0.630907078046
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
38025000.00000000
PA
USD
36837859.50000000
0.962022716350
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
7.50000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAK4
135000.00000000
PA
USD
111041.55000000
0.002899856153
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
OWL ROCK TECHNOLOGY FINA
254900G5EZJSOD3UKL16
Owl Rock Technology Finance Corp
691205AC2
7155000.00000000
PA
USD
6725612.14000000
0.175639729014
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.75000000
N
N
N
N
N
N
UNITED AIR 2020-1 A PTT
N/A
United Airlines 2020-1 Class A Pass Through Trust
90931GAA7
21243023.22000000
PA
USD
20877643.22000000
0.545220794967
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-4
89173UAD9
1120000.00000000
PA
USD
1014253.41000000
0.026487283294
Long
ABS-O
CORP
US
N
2
2057-06-25
Variable
3.25000000
N
N
N
N
N
N
CENTRAL CHN REAL ESTATE
549300JDML9PYG0CIJ22
Central China Real Estate Ltd
000000000
1305000.00000000
PA
USD
412223.40000000
0.010765236644
Long
DBT
CORP
KY
N
2
2024-05-24
Fixed
7.75000000
N
N
N
N
N
N
SPCM SA
969500F7036FEDYPRV54
SPCM SA
7846ELAD9
2295000.00000000
PA
USD
1933170.30000000
0.050484848153
Long
DBT
CORP
FR
N
2
2027-03-15
Fixed
3.12500000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAA3
6610000.00000000
PA
USD
6036979.10000000
0.157656039497
Long
DBT
US
N
2
2026-12-01
Fixed
4.25000000
N
N
N
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864AJ6
2110000.00000000
PA
USD
1798665.09000000
0.046972237235
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
4.00000000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
74841CAB7
37540000.00000000
PA
USD
28128346.60000000
0.734573310443
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.87500000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290CA9
6090000.00000000
PA
USD
5167060.50000000
0.134938067662
Long
DBT
CORP
MX
N
2
2026-06-08
Fixed
5.12500000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AN7
1945000.00000000
PA
USD
1522040.30000000
0.039748165709
Long
DBT
CORP
CA
N
2
2028-06-01
Fixed
4.87500000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AT2
35930000.00000000
PA
USD
32123575.80000000
0.838908939592
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
6.87500000
N
N
N
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199105
13785.00000000
NS
USD
4128193.95000000
0.107808010869
Long
EC
CORP
US
N
1
N
N
N
GMR HYDERABAD INTERNATIO
335800NSPGIN89SVOU83
GMR Hyderabad International Airport Ltd
36256WAA2
1240000.00000000
PA
USD
1039120.00000000
0.027136675653
Long
DBT
CORP
IN
N
2
2027-10-27
Fixed
4.25000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AS6
16340000.00000000
PA
USD
14134100.00000000
0.369112794818
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.37500000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
639057AF5
1830000.00000000
PA
USD
1843035.20000000
0.048130965085
Long
DBT
CORP
GB
N
2
2028-09-30
Fixed
5.51600000
N
N
N
N
N
N
MURPHY OIL USA INC
N32S6DTR2ZZ5222WHV58
Murphy Oil USA Inc
626738AF5
2555000.00000000
PA
USD
2171111.25000000
0.056698689081
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410GAG9
17545000.00000000
PA
USD
14360582.50000000
0.375027397697
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
3.12500000
N
N
N
N
N
N
Maps LTD
N/A
MAPS 2021-1 Trust
55292RAA9
14428053.00000000
PA
USD
12560572.39000000
0.328020035190
Long
ABS-O
CORP
US
N
2
2046-06-15
Fixed
2.52100000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441C204
50338.00000000
NS
USD
5396736.98000000
0.140936081504
Long
EC
CORP
US
N
1
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBF5
1620000.00000000
PA
USD
1365935.11000000
0.035671470131
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
Palmer Square CLO Ltd
N/A
Palmer Square CLO 2021-4 Ltd
69702GAA8
12510000.00000000
PA
USD
10944010.71000000
0.285803438470
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
7.09400000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746804
7500.00000000
NS
USD
9116325.00000000
0.238073326155
Long
EP
CORP
US
N
1
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAS5
1325000.00000000
PA
USD
1246891.25000000
0.032562633214
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.87500000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CS9
3825000.00000000
PA
USD
3038132.48000000
0.079340995940
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.87500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBG5
90085000.00000000
PA
USD
88814660.97000000
2.319399730543
Long
DBT
UST
US
N
2
2023-01-31
Fixed
0.12500000
N
N
N
N
N
N
CENTRAL CHN REAL ESTATE
549300JDML9PYG0CIJ22
Central China Real Estate Ltd
000000000
2060000.00000000
PA
USD
1011460.00000000
0.026414333239
Long
DBT
CORP
KY
N
2
2023-04-24
Fixed
7.25000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A3F6
3965000.00000000
PA
USD
3699781.39000000
0.096619993425
Long
DBT
CORP
US
N
2
2025-01-07
Fixed
1.71600000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EA9
590000.00000000
PA
USD
677365.73000000
0.017689443099
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
8.87500000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2021-SFR1 Trust
33767WAN3
1965000.00000000
PA
USD
1711903.28000000
0.044706447820
Long
ABS-O
CORP
US
N
2
2038-08-17
Fixed
3.23800000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp
302635AK3
7650000.00000000
PA
USD
6101370.64000000
0.159337628087
Long
DBT
CORP
US
N
2
2028-10-12
Fixed
3.12500000
N
N
N
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
00652MAH5
4150000.00000000
PA
USD
3230567.50000000
0.084366447016
Long
DBT
CORP
IN
N
2
2031-02-02
Fixed
3.10000000
N
N
N
N
N
N
MARRIOTT OWNERSHIP RESOR
BW4532OH033VURR0IT68
Marriott Ownership Resorts Inc
57164PAH9
4155000.00000000
PA
USD
3455622.59000000
0.090243773005
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.50000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRUST
5493003CHVRASC16O965
WFRBS Commercial Mortgage Trust 2013-C15
92938CAH0
4000000.00000000
PA
USD
3807161.60000000
0.099424233485
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
4.67000000
N
N
N
N
N
N
Georgia-Pacific LLC
L2EVHWFHVAQK72TMH265
Georgia-Pacific LLC
373298BR8
15225000.00000000
PA
USD
18372063.22000000
0.479787436179
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.75000000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp
302635AG2
7005000.00000000
PA
USD
6217296.79000000
0.162365045837
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.40000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAW1
4510000.00000000
PA
USD
3737662.50000000
0.097609260686
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM 30 Ltd
50200YAU2
980000.00000000
PA
USD
912674.98000000
0.023834557037
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
3.06300000
N
N
N
N
N
N
YUZHOU GROUP
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
5345000.00000000
PA
USD
389757.40000000
0.010178535825
Long
DBT
CORP
KY
N
2
2026-08-12
None
0.00000000
Y
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBG1
3925000.00000000
PA
USD
3234514.00000000
0.084469510079
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
GRIFOLS ESCROW ISSUER
959800HLB3PGTGSLVV62
Grifols Escrow Issuer SA
39843UAA0
2655000.00000000
PA
USD
2302628.40000000
0.060133266649
Long
DBT
CORP
ES
N
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
4000000.00000000
PA
USD
595720.00000000
0.015557260393
Long
DBT
CORP
KY
N
2
2025-07-09
Fixed
7.00000000
Y
N
N
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
7075000.00000000
PA
USD
958025.75000000
0.025018894877
Long
DBT
CORP
KY
N
2
2026-06-01
Fixed
11.65000000
Y
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TD0
55170000.00000000
PA
USD
45403185.94000000
1.185706684965
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
ARES CLO Ltd
N/A
ARES Loan Funding I Ltd
04018XAJ8
2675000.00000000
PA
USD
2477964.85000000
0.064712187634
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
4.04400000
N
N
N
N
N
N
OVINTIV INC
N/A
Ovintiv Inc
012873AH8
1495000.00000000
PA
USD
1717373.03000000
0.044849290640
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
8.12500000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAH8
5680000.00000000
PA
USD
5225600.00000000
0.136466829907
Long
DBT
US
N
2
2026-09-01
Fixed
4.50000000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAS7
1120000.00000000
PA
USD
1061905.79000000
0.027731727805
Long
DBT
CORP
US
N
2
2026-07-31
Fixed
6.62500000
N
N
N
N
N
N
HOVNANIAN ENTERPRISES
549300805N4EF0ROBT53
Hovnanian Enterprises Inc
442487112
208246.00000000
NS
USD
3956674.00000000
0.103328757991
Long
EP
CORP
US
N
1
N
N
N
MED Trust
N/A
Med Trust 2021-MDLN
58403YAN6
4010000.00000000
PA
USD
3823729.08000000
0.099856894131
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
3.12500000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXIII Ltd
55820TAQ1
10665000.00000000
PA
USD
10071738.05000000
0.263023990230
Long
ABS-CBDO
CORP
KY
N
2
2031-07-27
Floating
4.42500000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CQ1
18505000.00000000
PA
USD
13181746.96000000
0.344242043072
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.75000000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAQ1
7670000.00000000
PA
USD
5944250.00000000
0.155234413977
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
2415000.00000000
PA
USD
1756912.50000000
0.045881866063
Long
DBT
CORP
BM
N
2
2028-03-15
Fixed
6.12500000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AT8
11910000.00000000
PA
USD
11516255.40000000
0.300747639859
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.75000000
N
N
N
N
N
N
SPCM SA
969500F7036FEDYPRV54
SPCM SA
7846ELAE7
2125000.00000000
PA
USD
1662812.50000000
0.043424439414
Long
DBT
CORP
FR
N
2
2030-03-15
Fixed
3.37500000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2013-G1
36197QAG4
2535000.00000000
PA
USD
2437642.31000000
0.063659162296
Long
ABS-MBS
CORP
US
N
2
2031-04-10
Variable
3.72000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAA9
2655000.00000000
PA
USD
2439374.18000000
0.063704390176
Long
DBT
CORP
XX
N
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2021-V Ltd
12565EAG6
3095000.00000000
PA
USD
2882964.65000000
0.075288779570
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
4.29400000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAL3
1535000.00000000
PA
USD
1486002.80000000
0.038807044425
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.00000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428102AE7
2530000.00000000
PA
USD
2118786.45000000
0.055332224066
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.25000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
81558.00000000
NS
USD
6230215.62000000
0.162702421789
Long
EC
CORP
US
N
1
N
N
N
SHIMAO GROUP HLDGS LTD
254900WTJ6B5CU69ZD26
Shimao Group Holdings Ltd
000000000
1970000.00000000
PA
USD
217330.40000000
0.005675595286
Long
DBT
CORP
KY
N
2
2024-02-21
Fixed
6.12500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300V2DF3KW9L1CV04
Wells Fargo Commercial Mortgage Trust 2013-LC12
94988QAQ4
5285000.00000000
PA
USD
4956063.19000000
0.129427861367
Long
ABS-MBS
CORP
US
N
2
2046-07-15
Variable
4.43400000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CF4
16322000.00000000
PA
USD
12270689.94000000
0.320449739148
Long
DBT
CORP
DE
N
2
2032-01-14
Fixed
3.72900000
N
N
N
N
N
N
TWITTER INC
549300I8RX485XMK6836
Twitter Inc
90184LAN2
2080000.00000000
PA
USD
1840930.96000000
0.048076012743
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
CLARIVATE PLC
549300WDHIIODXFO0R55
Clarivate PLC
000000000
121037.00000000
NS
USD
6925023.02000000
0.180847355055
Long
EP
CORP
JE
N
1
N
N
N
AGILE GROUP HOLDINGS LTD
549300ZRISRT38EEYY07
Agile Group Holdings Ltd
000000000
1650000.00000000
PA
USD
548542.50000000
0.014325217399
Long
DBT
CORP
KY
N
2
2025-04-21
Fixed
5.50000000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BG2
16795000.00000000
PA
USD
19776112.50000000
0.516454259946
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
CFLD CAYMAN INVESTMENT
3003006ZC30FH27GHL08
CFLD Cayman Investment Ltd
000000000
4045000.00000000
PA
USD
345078.95000000
0.009011755659
Long
DBT
CORP
KY
N
2
2022-06-16
Fixed
6.92000000
Y
N
N
N
N
N
BIOMARIN PHARMACEUTICAL
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061GAK7
27195000.00000000
PA
USD
27026391.00000000
0.705795679658
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
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AG8
3975000.00000000
PA
USD
3383321.25000000
0.088355619555
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.87500000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: S06657222 CDS USD R F 5.00000 FIX CCPCDX / Short: S06657222 CDS USD P V 03MEVENT FLO CCPCDX
000000000
46530000.00000000
OU
Notional Amount
USD
-705580.92000000
-0.01842628433
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.NA.HY.S37
2I65BRYQ7
Y
sell protection
2026-12-20
3096840.62000000
USD
0.00000000
USD
46530000.00000000
USD
-3802421.54000000
N
N
N
HIGHWOODS PROPERTIES
ZIIGTYKL9T0X3HLTDX53
Highwoods Properties Inc
431284207
1596.00000000
NS
USD
1875300.00000000
0.048973562103
Long
EP
US
N
2
N
N
N
ASHLAND LLC
6O4MRU8C1MS0K34UQF79
Ashland LLC
04433LAA0
13380000.00000000
PA
USD
10882943.32000000
0.284208660239
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
3.37500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
62836.00000000
NS
USD
4779306.16000000
0.124811841858
Long
EC
CORP
US
N
1
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EF8
370000.00000000
PA
USD
374967.25000000
0.009792290249
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.12500000
N
N
N
N
N
N
OVINTIV INC
N/A
Ovintiv Inc
292505AG9
540000.00000000
PA
USD
557258.55000000
0.014552837522
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
6.50000000
N
N
N
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787107
24078.00000000
NS
USD
5371320.24000000
0.140272321948
Long
EC
CORP
US
N
1
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AR6
2630000.00000000
PA
USD
2422230.00000000
0.063256668977
Long
DBT
CORP
CA
N
2
2026-03-01
Fixed
6.87500000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BX1
1085000.00000000
PA
USD
820941.45000000
0.021438930882
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.30000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: S06658567 CDS USD R F 5.00000 FIX CCPCDX / Short: S06658567 CDS USD P V 03MEVENT FLO CCPCDX
000000000
94104450.00000000
OU
Notional Amount
USD
-1426999.88000000
-0.03726617994
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.NA.HY.S37
2I65BRYQ7
Y
sell protection
2026-12-20
7029773.14000000
USD
0.00000000
USD
94104450.00000000
USD
-8456773.02000000
N
N
N
Southwestern Energy Co
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AL3
151000.00000000
PA
USD
149171.39000000
0.003895619011
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
5.95000000
N
N
N
N
N
N
TRINET GROUP INC
5299003FJVBETSFKE990
TriNet Group Inc
896288AA5
9620000.00000000
PA
USD
7923705.40000000
0.206928000050
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.50000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
29176.00000000
NS
USD
3726942.24000000
0.097329300509
Long
EC
CORP
US
N
1
N
N
N
CENTRAL CHN REAL ESTATE
549300JDML9PYG0CIJ22
Central China Real Estate Ltd
000000000
3260000.00000000
PA
USD
1006296.80000000
0.026279495989
Long
DBT
CORP
KY
N
2
2025-07-14
Fixed
7.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CY9
3230000.00000000
PA
USD
3100406.10000000
0.080967274933
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
LIQUID TELECOM FINANCE
635400MXAVJRJJCWVI87
Liquid Telecommunications Financing Plc
536333AB3
490000.00000000
PA
USD
429176.30000000
0.011207962555
Long
DBT
CORP
GB
N
2
2026-09-04
Fixed
5.50000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR4
74333EAG7
11507000.00000000
PA
USD
10388961.47000000
0.271308297199
Long
ABS-O
CORP
US
N
2
2038-05-17
Fixed
3.40700000
N
N
N
N
N
N
SENSATA TECHNOLOGIES BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAK9
5200000.00000000
PA
USD
4410016.00000000
0.115167809124
Long
DBT
CORP
NL
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CQ6
2385000.00000000
PA
USD
1681758.90000000
0.043919225687
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.75000000
N
N
N
N
N
N
Elmwood CLO VIII Ltd
N/A
Elmwood CLO VIII Ltd
29003EAQ8
2890000.00000000
PA
USD
2675362.59000000
0.069867240414
Long
ABS-CBDO
CORP
KY
N
2
2034-01-20
Floating
3.91300000
N
N
N
N
N
N
AIR CANADA 2020-2A PTT
N/A
Air Canada 2020-2 Class A Pass Through Trust
00909DAA1
14196232.71000000
PA
USD
14085644.06000000
0.367847365293
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
5.25000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BV5
28480000.00000000
PA
USD
19272277.87000000
0.503296591018
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.70000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BP8
6395000.00000000
PA
USD
5250585.97000000
0.137119339881
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.75000000
N
N
N
N
N
N
Navigator Aircraft ABS LLC
N/A
Navigator Aircraft ABS Ltd
63943BAB9
14159487.24000000
PA
USD
11107237.02000000
0.290066102486
Long
ABS-O
CORP
US
N
2
2046-11-15
Variable
3.57100000
N
N
N
N
N
N
AVNET INC
XJI53DCPL7QABOWK4Z75
Avnet Inc
053807AV5
10205000.00000000
PA
USD
10012995.88000000
0.261489935246
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
5.50000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AL8
560000.00000000
PA
USD
456400.00000000
0.011918910970
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
5.50000000
N
N
N
N
N
N
SHIMAO GROUP HOLDINGS LT
254900WTJ6B5CU69ZD26
Shimao Group Holdings Ltd
000000000
2880000.00000000
PA
USD
297187.20000000
0.007761059987
Long
DBT
CORP
KY
N
2
2031-01-11
Fixed
3.45000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
474005000.00000000
PA
22348795.38000000
0.583640014117
Long
DBT
NUSS
MX
N
2
2038-11-18
Fixed
8.50000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBG3
630000.00000000
PA
USD
561288.56000000
0.014658081454
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
2.67000000
N
N
N
N
N
N
522 Funding CLO LTD
N/A
522 Funding CLO 2018-3A Ltd
33835NAG6
6730000.00000000
PA
USD
6198316.54000000
0.161869375570
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Floating
4.16300000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377REQ3
5000000.00000000
PA
USD
4488578.50000000
0.117219473110
Long
ABS-O
CORP
US
N
2
2026-08-20
Fixed
3.34000000
N
N
N
N
N
N
AGILE GROUP HOLDINGS LTD
549300ZRISRT38EEYY07
Agile Group Holdings Ltd
000000000
6150000.00000000
PA
USD
1979808.00000000
0.051702794241
Long
DBT
CORP
KY
N
2
2025-10-13
Fixed
6.05000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDA6
12675000.00000000
PA
USD
12257121.09000000
0.320095387888
Long
DBT
UST
US
N
2
2023-09-30
Fixed
0.25000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRUST
5493003CHVRASC16O965
WFRBS Commercial Mortgage Trust 2013-C15
92938CAJ6
2612000.00000000
PA
USD
2340249.87000000
0.061115753397
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
4.67000000
N
N
N
N
N
N
AIG CLO Ltd
N/A
AIG CLO 2021-1 LLC
00141YAG0
4390000.00000000
PA
USD
3999720.22000000
0.104452912381
Long
ABS-CBDO
CORP
KY
N
2
2034-04-22
Floating
4.08600000
N
N
N
N
N
N
SOLRR Aircraft 2021-1 Limited
N/A
Lunar 2021-1 Structured Aircraft Portfolio Notes
83438LAB7
2761719.95000000
PA
USD
2393668.29000000
0.062510778357
Long
ABS-O
CORP
IE
N
2
2046-10-15
Fixed
3.43200000
N
N
N
N
N
N
Elmwood CLO V Ltd
N/A
Elmwood CLO V Ltd
29003BAP6
5230000.00000000
PA
USD
4895368.91000000
0.127842826924
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
4.16300000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBC3
12590000.00000000
PA
USD
11814833.70000000
0.308545028499
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAW1
3585000.00000000
PA
USD
2958804.18000000
0.077269333045
Long
DBT
CORP
BM
N
2
2026-06-15
Fixed
5.25000000
N
N
N
N
N
N
Benefit Street Partners CLO Ltd
N/A
Benefit Street Partners CLO XVI Ltd
08181VAW5
1505000.00000000
PA
USD
1387331.58000000
0.036230240116
Long
ABS-CBDO
CORP
KY
N
2
2032-01-17
Floating
4.04400000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
40158.00000000
NS
USD
5490401.76000000
0.143382142358
Long
EC
CORP
US
N
1
N
N
N
CoreVest American Finance Ltd
N/A
CAFL 2021-RTL1 Issuer LLC
12468RAA8
8555000.00000000
PA
USD
8012474.41000000
0.209246207603
Long
ABS-MBS
CORP
US
N
2
2029-03-28
Variable
2.23900000
N
N
N
N
N
N
Avon Products Inc
5493007RY69UEB1F1B45
Avon Products Inc
054303AZ5
11880000.00000000
PA
USD
11464200.00000000
0.299388210240
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
8.45000000
N
N
N
N
N
N
DARLING INGREDIENTS INC
L1N0SPPKS7EXZYUMZ898
Darling Ingredients Inc
237266AJ0
635000.00000000
PA
USD
632872.75000000
0.016527506492
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.00000000
N
N
N
N
N
N
Marks & Spencer PLC
213800CN1RI3UCIZWB95
Marks & Spencer PLC
57069PAA0
6365000.00000000
PA
USD
6173158.90000000
0.161212382425
Long
DBT
CORP
GB
N
2
2037-12-01
Fixed
7.12500000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBC0
9590000.00000000
PA
USD
7826782.60000000
0.204396855825
Long
DBT
CORP
AU
N
2
2031-04-01
Fixed
4.37500000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBU5
3515000.00000000
PA
USD
3014358.55000000
0.078720138457
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
4.00000000
N
N
N
N
N
N
CFLD CAYMAN INVESTMENT
3003006ZC30FH27GHL08
CFLD Cayman Investment Ltd
000000000
2955000.00000000
PA
USD
265432.34000000
0.006931780081
Long
DBT
CORP
KY
N
2
2022-09-28
Fixed
8.75000000
Y
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRUST
N/A
WFRBS Commercial Mortgage Trust 2012-C10
92890NAX7
1315000.00000000
PA
USD
1297674.22000000
0.033888833254
Long
ABS-MBS
CORP
US
N
2
2045-12-15
Fixed
3.74400000
N
N
N
N
N
N
ZHENRO PROPERTIES GROUP
549300I66TVJEL841P38
Zhenro Properties Group Ltd
000000000
4535000.00000000
PA
USD
303890.35000000
0.007936113116
Long
DBT
CORP
KY
N
2
2026-01-07
Fixed
6.63000000
Y
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CB9
415000.00000000
PA
USD
293031.40000000
0.007652531043
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
3.85000000
N
N
N
N
N
N
LEONARDO US HOLDINGS INC
529900WVR776KSXHSA85
Leonardo US Holding Inc
583491AB1
8815000.00000000
PA
USD
9988276.50000000
0.260844387285
Long
DBT
CORP
US
N
2
2039-07-15
Fixed
7.37500000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAC4
1125000.00000000
PA
USD
1119937.50000000
0.029247229087
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
8.00000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust
74333HAN5
5465000.00000000
PA
USD
4744190.00000000
0.123894781418
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
3.42200000
N
N
N
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
8085000.00000000
PA
USD
1096811.10000000
0.028643281886
Long
DBT
CORP
KY
N
2
2025-04-16
Fixed
11.25000000
Y
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AL9
1810000.00000000
PA
USD
1711286.08000000
0.044690329608
Long
DBT
CORP
CA
N
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
ZILLOW GROUP INC
2549002XEELQDIR6FU05
Zillow Group Inc
98954MAG6
1200000.00000000
PA
USD
1198800.00000000
0.031306727589
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
1.37500000
N
N
N
N
Y
Zillow Group Inc
Zillow Group Inc
USD
XXXX
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
74841CAA9
13540000.00000000
PA
USD
10646772.80000000
0.278041054188
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.62500000
N
N
N
N
N
N
CENTRAL CHN REAL ESTATE
549300JDML9PYG0CIJ22
Central China Real Estate Ltd
000000000
4415000.00000000
PA
USD
1893284.45000000
0.049443226998
Long
DBT
CORP
KY
N
2
2023-08-27
Fixed
7.65000000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
6388460.36000000
PA
USD
6388460.36000000
0.166834991832
Long
RA
CORP
US
N
2
Repurchase
N
0.35000000
2022-07-01
6486900.00000000
USD
6516292.17000000
USD
UST
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBD2
97305000.00000000
PA
USD
96141901.66000000
2.510751022057
Long
DBT
UST
US
N
2
2022-12-31
Fixed
0.12500000
N
N
N
N
N
N
Bain Capital Credit CLO, Limited
N/A
Bain Capital Credit CLO 2017-2 Ltd
05683HAU9
3025000.00000000
PA
USD
2859160.43000000
0.074667131062
Long
ABS-CBDO
CORP
KY
N
2
2034-07-25
Floating
4.28400000
N
N
N
N
N
N
Willis Engine Securitization Trust
N/A
Willis Engine Structured Trust VI
97064GAA1
8950516.26000000
PA
USD
7080959.28000000
0.184919639017
Long
ABS-O
CORP
US
N
2
2046-05-15
Fixed
3.10400000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
9537000.00000000
PA
USD
8759464.89000000
0.228753904858
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
Palmer Square CLO Ltd
5493006ZPBFJJGSXB826
Palmer Square CLO 2015-1 Ltd
69689ABL3
970000.00000000
PA
USD
922583.49000000
0.024093318318
Long
ABS-CBDO
CORP
KY
N
2
2034-05-21
Floating
3.20500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DE2
590000.00000000
PA
USD
647525.00000000
0.016910150802
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
7.87500000
N
N
N
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864AG2
1980000.00000000
PA
USD
1718343.00000000
0.044874621460
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.75000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AB6
1796000.00000000
PA
USD
1436800.00000000
0.037522110611
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.50000000
N
N
N
N
N
N
CFLD CAYMAN INVESTMENT
3003006ZC30FH27GHL08
CFLD Cayman Investment Ltd
000000000
800000.00000000
PA
USD
67640.00000000
0.001766422300
Long
DBT
CORP
KY
N
2
2022-04-08
Fixed
7.12500000
Y
N
N
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-Mobile US Inc
872590104
329973.00000000
NS
USD
44394567.42000000
1.159366557130
Long
EC
CORP
US
N
1
N
N
N
BARINGS BDC INC
549300GSF4KFZP6ONG49
Barings BDC Inc
06759LAA1
5955000.00000000
PA
USD
5165498.19000000
0.134897267851
Long
DBT
CORP
US
N
2
2026-11-23
Fixed
3.30000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCQ4
16130000.00000000
PA
USD
13207244.00000000
0.344907899667
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
AMER AIRLINE 17-2B PTT
N/A
American Airlines 2017-2 Class B Pass Through Trust
02377DAA0
695631.83000000
PA
USD
619151.84000000
0.016169184177
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.70000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAN9
4075000.00000000
PA
USD
3766237.25000000
0.098355491845
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.12500000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938CAJ7
950000.00000000
PA
USD
840750.00000000
0.021956232249
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.75000000
N
N
N
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166AW4
2840000.00000000
PA
USD
3124033.68000000
0.081584310478
Long
DBT
US
N
2
2027-10-01
Fixed
6.95000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AH0
14285000.00000000
PA
USD
7606762.50000000
0.198651018875
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
5.00000000
N
N
N
N
N
N
HTA GROUP LTD
213800WEFU8O8X6EPU13
HTA Group Ltd/Mauritius
000000000
20720000.00000000
PA
USD
17690736.00000000
0.461994538552
Long
DBT
CORP
MU
N
2
2025-12-18
Fixed
7.00000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CR1
9050000.00000000
PA
USD
7095109.50000000
0.185289172786
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.62500000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBJ7
18245000.00000000
PA
USD
15073380.43000000
0.393642154638
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.56900000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAG0
4920000.00000000
PA
USD
4680150.00000000
0.122222373314
Long
DBT
US
N
2
2025-06-15
Fixed
4.62500000
N
N
N
N
N
N
SPLUNK INC
549300XGDSGBP6UEI867
Splunk Inc
848637AF1
11790000.00000000
PA
USD
9726750.00000000
0.254014608429
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
1.12500000
N
N
N
N
Y
Splunk Inc
Splunk Inc
USD
XXXX
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBP9
9000000.00000000
PA
USD
7420032.36000000
0.193774551053
Long
DBT
CORP
GB
N
2
2035-09-23
Fixed
3.56400000
N
N
N
N
N
N
CENTRAL CHN REAL ESTATE
549300JDML9PYG0CIJ22
Central China Real Estate Ltd
000000000
4720000.00000000
PA
USD
1465607.20000000
0.038274412215
Long
DBT
CORP
KY
N
2
2024-07-16
Fixed
7.25000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
108410.00000000
NS
USD
9883739.70000000
0.258114403034
Long
EC
CORP
US
N
1
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
4795000.00000000
PA
USD
653270.80000000
0.017060202684
Long
DBT
CORP
KY
N
2
2025-11-11
None
0.00000000
Y
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBT1
11885000.00000000
PA
USD
9114173.17000000
0.238017130997
Long
DBT
CORP
GB
N
2
2028-03-15
Fixed
4.37500000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 3 LTD
67112RAY0
6450000.00000000
PA
USD
5964102.15000000
0.155752853960
Long
ABS-CBDO
CORP
KY
N
2
2035-07-02
Floating
3.96300000
N
N
N
N
N
N
CINC BELL TEL
N/A
Cincinnati Bell Telephone Co LLC
171875AD9
350000.00000000
PA
USD
312504.50000000
0.008161072115
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
6.30000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAT3
8735000.00000000
PA
USD
8540296.85000000
0.223030319502
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.87500000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BX0
2395000.00000000
PA
USD
2050527.15000000
0.053549628712
Long
DBT
CORP
MX
N
2
2030-09-17
Fixed
5.20000000
N
N
N
N
N
N
IQOR US Inc.
549300LKMK4MMQCMDH78
IQOR US Inc.
942AEX002
23768.00000000
NS
USD
106956.00000000
0.002793161791
Long
EC
CORP
US
N
2
N
N
N
ANTARES HOLDINGS
5493008EAIGV4283RM42
Antares Holdings LP
03666HAD3
495000.00000000
PA
USD
395288.26000000
0.010322974537
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.75000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-LC4 Mortgage Trust
126192AF0
556583.46000000
PA
USD
555758.10000000
0.014513653188
Long
ABS-MBS
CORP
US
N
2
2044-12-10
Variable
4.93400000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AA5
2310000.00000000
PA
USD
1855065.50000000
0.048445137028
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
5.75000000
N
N
N
N
N
N
SPOTIFY USA INC
N/A
Spotify USA Inc
84921RAB6
5100000.00000000
PA
USD
4023900.00000000
0.105084368659
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Spotify Technology SA
Spotify Technology SA
USD
XXXX
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CK9
6000000.00000000
PA
USD
4256720.22000000
0.111164481442
Long
DBT
CORP
US
N
2
2049-05-01
Fixed
3.90000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAQ4
8725000.00000000
PA
USD
7187218.75000000
0.187694610890
Long
DBT
CORP
NL
N
2
2029-05-09
Fixed
5.12500000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAU0
1805000.00000000
PA
USD
1705725.00000000
0.044545101700
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.37500000
N
N
N
N
N
N
Altice USA Inc
54930064K3612MGCER95
Altice USA Inc
02156K103
1317588.00000000
NS
USD
12187689.00000000
0.318282165059
Long
EC
CORP
US
N
1
N
N
N
ArcelorMittal
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LAS3
22016000.00000000
PA
USD
21781384.29000000
0.568822042457
Long
DBT
CORP
LU
N
2
2041-03-01
Fixed
6.75000000
N
N
N
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2021-NPL6 LLC
91824WAB8
7865000.00000000
PA
USD
7234147.56000000
0.188920159330
Long
ABS-O
CORP
US
N
2
2051-09-25
Variable
3.96700000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BZ9
3580000.00000000
PA
USD
3171307.20000000
0.082818861039
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
China Evergrande Group
549300CUF7B1LAB15T90
China Evergrande Group
000000000
1800000.00000000
PA
USD
147870.00000000
0.003861633140
Long
DBT
CORP
KY
N
2
2022-03-23
None
0.00000000
Y
N
N
N
N
N
CoreVest American Finance Trust
N/A
CoreVest American Finance 2021-3 Trust
21873NAL3
1510000.00000000
PA
USD
1246474.05000000
0.032551738014
Long
ABS-O
CORP
US
N
2
2054-10-15
Fixed
3.46900000
N
N
N
N
N
N
WESTERN DIGITAL CORP
549300QQXOOYEF89IC56
Western Digital Corp
958102AQ8
7140000.00000000
PA
USD
5813352.30000000
0.151816013380
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
2.85000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AL1
9810000.00000000
PA
USD
5020512.75000000
0.131110965153
Long
DBT
CORP
CA
N
2
2031-02-15
Fixed
5.25000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-RPL4 Trust
12662GAC2
11630779.62000000
PA
USD
11013138.70000000
0.287608719711
Long
ABS-MBS
CORP
US
N
2
2060-12-27
Variable
1.79600000
N
N
N
N
N
N
AGILE GROUP HOLDINGS LTD
549300ZRISRT38EEYY07
Agile Group Holdings Ltd
000000000
1120000.00000000
PA
USD
359452.80000000
0.009387129538
Long
DBT
CORP
KY
N
2
2026-05-17
Fixed
5.50000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LBC6
11555000.00000000
PA
USD
8395938.92000000
0.219260404262
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
3.20000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
73286.00000000
NS
USD
5643022.00000000
0.147367828276
Long
EC
CORP
US
N
1
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
36186CBY8
6000000.00000000
PA
USD
6669988.14000000
0.174187105210
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.00000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AA8
8855000.00000000
PA
USD
6563768.75000000
0.171413180029
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
4.00000000
N
N
N
N
N
N
AASET 2021-2 Trust
N/A
Aaset 2021-2 Trust
00258BAB0
3185400.32000000
PA
USD
2589023.94000000
0.067612501846
Long
ABS-O
CORP
US
N
2
2047-01-15
Fixed
3.53800000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308KF3
2475000.00000000
PA
USD
2395129.92000000
0.062548948905
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.45000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBQ4
720000.00000000
PA
USD
687009.60000000
0.017941293292
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.50000000
N
N
N
N
N
N
GENM CAPITAL LABUAN
254900DWSHIWTSE0YG58
Genm Capital Labuan Ltd
37231BAA6
12960000.00000000
PA
USD
10258010.04000000
0.267888493440
Long
DBT
CORP
MY
N
2
2031-04-19
Fixed
3.88200000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
639057AB4
14965000.00000000
PA
USD
12055953.65000000
0.314841889186
Long
DBT
CORP
GB
N
2
2035-11-28
Fixed
3.03200000
N
N
N
N
N
N
TIMES CHINA HLDG LTD
2549000KTINB9ZPZP710
Times China Holdings Ltd
000000000
720000.00000000
PA
USD
94384.80000000
0.002464864216
Long
DBT
CORP
KY
N
2
2027-01-14
Fixed
5.75000000
N
N
N
N
N
N
AMER AIRLINE 16-3 B PTT
N/A
American Airlines 2016-3 Class B Pass Through Trust
023771S41
1234662.11000000
PA
USD
1070266.85000000
0.027950077345
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.75000000
N
N
N
N
N
N
TELECOM ITALIA CAPITAL
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAM0
6071000.00000000
PA
USD
4579173.17000000
0.119585357874
Long
DBT
CORP
LU
N
2
2034-09-30
Fixed
6.00000000
N
N
N
N
N
N
GO DADDY OPCO/FINCO
N/A
Go Daddy Operating Co LLC / GD Finance Co Inc
38016LAC9
10550000.00000000
PA
USD
8894599.50000000
0.232282952592
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.50000000
N
N
N
N
N
N
CIFI HOLDINGS GROUP
549300WGKSV867C0JF48
CIFI Holdings Group Co Ltd
000000000
4060000.00000000
PA
USD
2310221.20000000
0.060331553037
Long
DBT
CORP
KY
N
2
2026-08-17
Fixed
4.45000000
N
N
N
N
N
N
2022-07-21
LOOMIS SAYLES FUNDS II
John Sgroi
John Sgroi
Assistant Treasurer