0001752724-23-197493.txt : 20230829
0001752724-23-197493.hdr.sgml : 20230829
20230829084811
ACCESSION NUMBER: 0001752724-23-197493
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230630
FILED AS OF DATE: 20230829
DATE AS OF CHANGE: 20230829
PERIOD START: 20231231
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: 231218481
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
617-449-2139
Loomis Sayles Strategic Income Fund
S000006706
KYFRBC8QABICX3ZM7C76
2023-12-31
2023-06-30
N
3039928185.33
12931929.57
3026996255.76
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
36539052.52000000
USD
N
Fund's Securities Portfolio
N/A
SYNCHRONY BANK
549300UATVPGSLE43Z27
Synchrony Bank
87166FAE3
5875000.00000000
PA
USD
5518563.75000000
0.182311548601
Long
DBT
CORP
US
N
2
2027-08-23
Fixed
5.62500000
N
N
N
N
N
N
IHS HOLDING LTD
213800CLGMKL63VKTD94
IHS Holding Ltd
44963HAA3
6140000.00000000
PA
USD
5344256.00000000
0.176553109037
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
825858.25000000
0.027283094534
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
4778919.33000000
0.157876618476
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
2714252.62000000
0.089668185576
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
8.25000000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
8120000.00000000
PA
USD
7094850.00000000
0.234385820150
Long
DBT
CORP
IL
N
2
2031-03-30
Fixed
5.87500000
N
N
N
N
N
N
CFLD CAYMAN INVESTMENT
3003006ZC30FH27GHL08
CFLD Cayman Investment Ltd
000000000
833252.00000000
PA
USD
24997.56000000
0.000825820644
Long
DBT
CORP
KY
N
2
2031-01-31
None
0.00000000
N
N
N
N
N
N
CHINA AOYUAN GROUP LTD
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd
000000000
2400000.00000000
PA
USD
149616.00000000
0.004942721673
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
1527225.00000000
0.050453481635
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
1064048.90000000
0.035151972784
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
10176.00000000
NS
USD
526506.24000000
0.017393686529
Long
EC
CORP
US
N
1
N
N
N
Safeway Inc
549300NKZ6VCN5P3K723
Safeway Inc
786514BA6
2016000.00000000
PA
USD
2086560.00000000
0.068931700725
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
957368.51000000
0.031627674073
Long
ABS-CBDO
CORP
KY
N
2
2031-01-23
Floating
8.27300000
N
N
N
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock Inc
09247X101
1138.00000000
NS
USD
786517.32000000
0.025983425599
Long
EC
CORP
US
N
1
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAK7
1530000.00000000
PA
USD
1347148.94000000
0.044504479892
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.00000000
N
N
N
N
N
N
BARINGS BDC INC
549300GSF4KFZP6ONG49
Barings BDC Inc
06759LAC7
5955000.00000000
PA
USD
5187635.96000000
0.171379001547
Long
DBT
CORP
US
N
2
2026-11-23
Fixed
3.30000000
N
N
N
N
N
N
YUZHOU GROUP
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
3155000.00000000
PA
USD
131511.22000000
0.004344611254
Long
DBT
CORP
KY
N
2
2025-05-27
None
0.00000000
Y
N
N
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312106
10294.00000000
NS
USD
1845199.50000000
0.060958103152
Long
EC
CORP
US
N
1
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust 2023-1
96042XAG0
1540000.00000000
PA
USD
1536179.41000000
0.050749299972
Long
ABS-O
CORP
US
N
2
2028-11-15
Fixed
6.79000000
N
N
N
N
N
N
Accenture PLC
5493000EWHDSR3MZWH98
Accenture PLC
000000000
3560.00000000
NS
USD
1098544.80000000
0.036291581065
Long
EC
CORP
IE
N
1
N
N
N
China Evergrande Group
549300CUF7B1LAB15T90
China Evergrande Group
000000000
335000.00000000
PA
USD
20468.50000000
0.000676198391
Long
DBT
CORP
KY
N
2
2024-03-29
Fixed
9.50000000
Y
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290CB7
225000.00000000
PA
USD
227868.08000000
0.007527861310
Long
DBT
CORP
MX
N
2
2028-03-14
Fixed
9.12500000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2012-GC8
17318UAH7
8684441.73000000
PA
USD
7772575.35000000
0.256775188776
Long
ABS-MBS
CORP
US
N
2
2045-09-10
Variable
5.07200000
N
N
N
N
N
N
VOLCAN CIA MINERA SAA-CM
549300XKJ91C4SZLG750
Volcan Cia Minera SAA
92863UAB2
1900000.00000000
PA
USD
1413025.25000000
0.046680772971
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
11758996.44000000
0.388470795681
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.75000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CQ0
17380000.00000000
PA
USD
17350479.72000000
0.573191317530
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
5.50000000
N
N
N
N
N
N
IHS HOLDING LTD
213800CLGMKL63VKTD94
IHS Holding Ltd
44963HAB1
6140000.00000000
PA
USD
5007415.60000000
0.165425232702
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
245450.60000000
0.008108718322
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
3509488.90000000
0.115939651174
Long
DBT
CORP
JP
N
2
2031-07-06
Fixed
5.25000000
N
N
N
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
Owl Rock Capital Corp
69121KAG9
7175000.00000000
PA
USD
5846274.09000000
0.193137803817
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
4349123.94000000
PA
USD
3746813.77000000
0.123779927473
Long
ABS-O
CORP
US
N
2
2041-11-16
Fixed
2.95000000
N
N
N
N
N
N
MATADOR RESOURCES CO
549300CI3Q2UUK5R4G79
Matador Resources Co
576485AF3
1270000.00000000
PA
USD
1257037.38000000
0.041527549880
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
6.87500000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AZ1
5370000.00000000
PA
USD
5495819.10000000
0.181560155204
Long
DBT
CORP
CH
N
2
2033-08-12
Fixed
6.53700000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BG6
12300000.00000000
PA
USD
11470238.31000000
0.378931367628
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
4984.00000000
NS
USD
1019826.08000000
0.033691025486
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
25903941.35000000
0.855763904587
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
7245000.00000000
PA
USD
6187474.88000000
0.204409730214
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
4.50000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
8526.00000000
NS
USD
1411223.52000000
0.046621250928
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
3104504.91000000
0.102560579785
Long
DBT
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
688394.34000000
0.022741829914
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
9500674.94000000
0.313864773434
Long
DBT
CORP
US
N
2
2051-03-25
Fixed
3.95000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAH5
1475000.00000000
PA
USD
1199931.87000000
0.039641009390
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.90000000
N
N
N
N
N
N
AGILE GROUP HOLDINGS LTD
549300ZRISRT38EEYY07
Agile Group Holdings Ltd
000000000
1225000.00000000
PA
USD
379627.50000000
0.012541393114
Long
DBT
CORP
KY
N
2
2025-01-02
Fixed
5.75000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
2854.00000000
NS
USD
1371746.56000000
0.045317088099
Long
EC
CORP
US
N
1
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAJ9
13205000.00000000
PA
USD
12105155.55000000
0.399906525386
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
3588135.00000000
0.118537807675
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
4067060.93000000
0.134359628699
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
3.25000000
N
N
N
N
N
N
PENN ENTERTAINMENT INC
N/A
Penn Entertainment Inc
707569AU3
2195000.00000000
PA
USD
2719605.00000000
0.089845007070
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
31240000.00000000
PA
USD
19219920.16000000
0.634950245591
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
4593661.58000000
0.151756434163
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
8.10000000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
290000.00000000
PA
USD
47212.00000000
0.001559697997
Long
DBT
CORP
KY
N
2
2024-08-03
Fixed
6.65000000
Y
N
N
N
N
N
Kaisa Group Holdings Ltd
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
6925000.00000000
PA
USD
471315.50000000
0.015570402477
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
95441.75000000
0.003153018435
Long
DBT
CORP
KY
N
2
2025-07-23
Fixed
9.95000000
Y
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2022-5 LLC
69377VAA9
6194947.21000000
PA
USD
6094589.07000000
0.201341149940
Long
ABS-MBS
CORP
US
N
2
2027-09-27
Variable
6.90000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBP5
3800000.00000000
PA
USD
2914771.19000000
0.096292527103
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
3.13700000
N
N
N
N
N
N
UNITED AIR 2020-1 B PTT
N/A
United Airlines 2020-1 Class B Pass Through Trust
90932VAA3
2174875.00000000
PA
USD
2085683.38000000
0.068902740663
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
3301.00000000
NS
USD
244934.20000000
0.008091658505
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
7532971.20000000
0.248859614070
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
4.00000000
N
N
N
N
N
N
DILLARDS INC
529900FGYKMWL6019P91
Dillard's Inc
254067AN1
3325000.00000000
PA
USD
3332381.50000000
0.110088722232
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
7647305.80000000
0.252636777645
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
330771.66000000
0.010927389136
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
68250.75000000
0.002254735197
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
6058421.76000000
0.200146324874
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
7043182.04000000
0.232678914835
Long
ABS-CBDO
CORP
KY
N
2
2034-05-21
Floating
8.22900000
N
N
N
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAF6
7670000.00000000
PA
USD
7091065.18000000
0.234260784647
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
60218.94000000
PA
USD
55071.47000000
0.001819343842
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
7632530.46000000
0.252148658772
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
1681457.96000000
0.055548729431
Long
EC
CORP
US
N
1
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-RPL6 Trust
12657GAE5
2510000.00000000
PA
USD
1904218.28000000
0.062907850525
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
4316726.51000000
0.142607593312
Long
ABS-MBS
CORP
US
N
2
2047-06-10
Variable
4.84200000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAN2
2290000.00000000
PA
USD
2231040.74000000
0.073704773692
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.30000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
13337.00000000
NS
USD
1796894.01000000
0.059362280563
Long
EC
CORP
US
N
1
N
N
N
Planet Fitness Master Issuer LLC
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAC7
757525.00000000
PA
USD
634125.69000000
0.020949008073
Long
ABS-O
CORP
US
N
2
2049-12-05
Fixed
3.85800000
N
N
N
N
N
N
SANCHEZ ENERGY CORP
549300SB0HTIM17TVR61
SANCHEZ ENERGY CORP
799ESCAH1
9520000.00000000
PA
USD
142800.00000000
0.004717547956
Long
DBT
CORP
US
N
2
2021-06-15
None
0.00000000
Y
N
N
N
N
N
TELADOC HEALTH INC
549300I2PVFBC9MFAC61
Teladoc Health Inc
87918AAF2
32010000.00000000
PA
USD
25447950.00000000
0.840699751497
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
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102CC9
24490000.00000000
PA
USD
19241793.00000000
0.635672837830
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.37500000
N
N
N
N
N
N
SHIMAO GROUP HOLDINGS LT
254900WTJ6B5CU69ZD26
Shimao Group Holdings Ltd
000000000
1830000.00000000
PA
USD
138603.49000000
0.004578911841
Long
DBT
CORP
KY
N
2
2027-01-16
Fixed
5.20000000
Y
N
N
N
N
N
Battalion Oil Corp
3XHTN2NNIMMPORDAMJ28
Battalion Oil Corp
07134L107
9229.00000000
NS
USD
52697.59000000
0.001740920224
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
2119823.56000000
0.070030597360
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
8435000.00000000
PA
USD
7760614.83000000
0.256380060438
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
316525.51000000
0.010456752610
Long
DBT
CORP
KY
N
2
2025-07-12
Fixed
4.25000000
Y
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
6210000.00000000
PA
USD
5604525.00000000
0.185151368764
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
1868.00000000
NS
USD
974629.00000000
0.032197892486
Long
EC
CORP
US
N
1
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
1349.00000000
NS
USD
726274.62000000
0.023993244742
Long
EC
CORP
US
N
1
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
Ovintiv Inc
292505AD6
10085000.00000000
PA
USD
10106717.24000000
0.333886017228
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
6.50000000
N
N
N
N
N
N
NexPoint Diversified Real Estate Trust
5493008KGR2NU3OXMR64
NexPoint Diversified Real Estate Trust
65340G205
170849.00000000
NS
USD
2139029.48000000
0.070665085096
Long
EC
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TQ1
26205000.00000000
PA
USD
25549875.00000000
0.844066950904
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.87500000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
25160PAG2
8240000.00000000
PA
USD
6042968.39000000
0.199635806569
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
3288418.87000000
0.108636370584
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Fixed
4.32200000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
116724000000.00000000
PA
7934662.79000000
0.262129917567
Long
DBT
NUSS
ID
N
2
2028-08-15
Fixed
6.37500000
N
N
N
N
N
N
KWG GROUP HOLDINGS
549300LK82ZOM9ZE7H90
KWG Group Holdings Ltd
000000000
1380000.00000000
PA
USD
133775.86000000
0.004419426014
Long
DBT
CORP
KY
N
2
2026-08-14
Fixed
6.00000000
Y
N
N
N
N
N
Credit Suisse Mortgage Trust
549300818AKCJ4Q9TD76
CSMC 2014-USA OA LLC
12649AAJ8
2925000.00000000
PA
USD
2355503.09000000
0.077816518124
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
1443059.47000000
0.047672984968
Long
DBT
CORP
DE
N
2
2032-12-01
Fixed
4.87500000
N
N
N
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875P101
51935.00000000
NS
USD
5943441.40000000
0.196347827939
Long
EC
CORP
US
N
1
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2021-NPL5 LLC
91824AAB6
3970000.00000000
PA
USD
3301120.51000000
0.109055982600
Long
ABS-O
CORP
US
N
2
2051-08-25
Variable
3.84400000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AU2
325000.00000000
PA
USD
262900.91000000
0.008685207637
Long
DBT
CORP
CH
N
2
2032-05-14
Fixed
3.09100000
N
N
N
N
N
N
MBIA INSURANCE CO
5493004M1UUDNTDXS107
MBIA Insurance Corp
55276GAA3
12510000.00000000
PA
USD
375300.00000000
0.012398429607
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
16.52000000
N
Y
N
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457100
30545.00000000
NS
USD
996683.35000000
0.032926481098
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
920000.00000000
PA
USD
556442.05000000
0.018382647449
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
4313541.14000000
0.142502361269
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
8.67000000
N
N
N
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc. 2023 Term Loan B
90351JAH7
4059600.00000000
PA
USD
4056352.32000000
0.134005858523
Long
LON
CORP
US
N
2
2030-03-03
Variable
8.02600000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AT9
9360000.00000000
PA
USD
11312561.52000000
0.373722349291
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75000000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2021-2 Trust
43732VAG1
8332349.74000000
PA
USD
7189818.78000000
0.237523213526
Long
ABS-O
CORP
US
N
2
2026-12-17
Fixed
2.85200000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBA8
6575000.00000000
PA
USD
6151331.33000000
0.203215690085
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
44588696.71000000
1.473034419026
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
5442309.69000000
0.179792415654
Long
DBT
CORP
NL
N
2
2050-01-31
Fixed
5.87500000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AQ1
5345000.00000000
PA
USD
4901197.33000000
0.161916200612
Long
DBT
CORP
CH
N
2
2026-06-05
Fixed
2.19300000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR7 Trust
74333PAN7
15160000.00000000
PA
USD
12358278.88000000
0.408268720401
Long
ABS-O
CORP
US
N
2
2040-08-17
Fixed
3.83400000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR5 Trust
74333FAG4
3623000.00000000
PA
USD
3086042.42000000
0.101950652040
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
3.15800000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBF1
6575000.00000000
PA
USD
4890376.51000000
0.161558723460
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
Carval CLO LTD
N/A
CarVal CLO III Ltd
14686WAU5
3530000.00000000
PA
USD
3386056.84000000
0.111861943454
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
8.20000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AF5
545000.00000000
PA
USD
492678.68000000
0.016276157562
Long
DBT
CORP
CH
N
2
2029-01-12
Fixed
3.86900000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BU7
17890000.00000000
PA
USD
14395372.41000000
0.475566244345
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.80000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
43054.00000000
NS
USD
1788893.70000000
0.059097981921
Long
EC
CORP
US
N
1
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BZ5
9070000.00000000
PA
USD
9024676.48000000
0.298139664455
Long
DBT
CORP
US
N
2
2033-02-09
Fixed
5.87500000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BR2
6065000.00000000
PA
USD
5415040.03000000
0.178891533800
Long
DBT
CORP
PA
N
2
2029-05-01
Fixed
6.00000000
N
N
N
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599AT3
293000.00000000
PA
USD
320214.20000000
0.010578612358
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
7.75000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAK7
2145000.00000000
PA
USD
1910483.98000000
0.063114844505
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
1.95000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BZ5
29325000.00000000
PA
USD
24688846.53000000
0.815621971220
Long
DBT
CORP
MX
N
2
2031-07-11
Fixed
3.87500000
N
N
N
N
N
N
PELOTON INTERACTIVE INC
5493002YS021166W0339
Peloton Interactive Inc
70614WAB6
455000.00000000
PA
USD
345058.35000000
0.011399364942
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
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CJ1
4025000.00000000
PA
USD
3532965.97000000
0.116715240835
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
49676.09000000
0.001641101798
Long
DBT
CORP
KY
N
2
2026-03-24
Fixed
6.20000000
Y
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
1360000.00000000
PA
USD
642151.20000000
0.021214139223
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BL1
5995000.00000000
PA
USD
5948090.32000000
0.196501409893
Long
DBT
CORP
US
N
2
2033-05-08
Fixed
5.70000000
N
N
N
N
N
N
JEFFERIES FIN GROUP INC
549300HOF34RGOJ5YL07
Jefferies Financial Group Inc
472319AC6
3893000.00000000
PA
USD
3970521.50000000
0.131170347252
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
2278500.00000000
PA
USD
1815492.85000000
0.059976712774
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
5275000.00000000
PA
USD
4033789.34000000
0.133260466785
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
7300.00000000
0.000241163165
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
489429.59000000
0.016168820462
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.75000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AL9
5235000.00000000
PA
USD
4113662.90000000
0.135899173716
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.20000000
N
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp
361448BL6
7875000.00000000
PA
USD
7748180.13000000
0.255969267066
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
5.45000000
N
N
N
N
N
N
China Evergrande Group
549300CUF7B1LAB15T90
China Evergrande Group
000000000
1405000.00000000
PA
USD
85128.95000000
0.002812324258
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
124906.93000000
0.004126431599
Long
DBT
CORP
KY
N
2
2026-12-14
Fixed
4.85000000
Y
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XED4
6445000.00000000
PA
USD
6550958.70000000
0.216417799907
Long
DBT
CORP
US
N
2
2033-01-09
Fixed
6.40000000
N
N
N
N
N
N
Octagon Credit Partners 46, LTD
N/A
Octagon Investment Partners 46 Ltd
67577VAS2
3125000.00000000
PA
USD
2677015.63000000
0.088438022508
Long
ABS-CBDO
CORP
KY
N
2
2036-07-15
Floating
8.56000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2021-5 LLC
69358DAA2
6581503.02000000
PA
USD
6063110.93000000
0.200301236529
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
62985000.00000000
PA
USD
59611580.09000000
1.969331147224
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
3355378.42000000
0.110848449634
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
14333324.74000000
0.473516434410
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
970598.67000000
0.032064746302
Long
DBT
CORP
KY
N
2
2027-01-13
None
0.00000000
Y
N
N
N
N
N
CoreVest American Finance Ltd
N/A
Corevest American Finance 2021-1 Trust
21873LAL7
5350000.00000000
PA
USD
4401856.42000000
0.145419949285
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
18448.00000000
NS
USD
1652756.32000000
0.054600540613
Long
EC
CORP
US
N
1
N
N
N
Hertz Vehicle Financing LLC
549300MNOMKDMDFI8J66
Hertz Vehicle Financing III LLC
42806MAY5
5578000.00000000
PA
USD
5495685.45000000
0.181555739936
Long
ABS-O
CORP
US
N
2
2025-03-25
Fixed
6.31000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBE0
5085000.00000000
PA
USD
4944298.05000000
0.163340078158
Long
DBT
CORP
BM
N
2
2027-02-15
Fixed
5.87500000
N
N
N
N
N
N
SYNCHRONY BANK
549300UATVPGSLE43Z27
Synchrony Bank
87166FAD5
2890000.00000000
PA
USD
2763071.20000000
0.091280958631
Long
DBT
CORP
US
N
2
2025-08-22
Fixed
5.40000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAK6
8665000.00000000
PA
USD
7975249.54000000
0.263470743474
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.50000000
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
0.365350341248
Long
EP
CORP
US
N
1
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
Western Digital Corp
958102AM7
7515000.00000000
PA
USD
7158169.76000000
0.236477654915
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.75000000
N
N
N
N
N
N
GITSIT Mortgage Loan Trust 2023-NPL1
N/A
GITSIT Mortgage Loan Trust 2023-NPL1
375933AA6
4070000.00000000
PA
USD
4049678.49000000
0.133785381540
Long
ABS-O
CORP
US
N
2
2053-05-25
Variable
8.35300000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAC3
9605000.00000000
PA
USD
8413451.73000000
0.277947212983
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
3756938.12000000
0.124114396007
Long
DBT
CORP
CL
N
2
2027-02-01
Fixed
7.87500000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300MNOMKDMDFI8J66
Hertz Vehicle Financing III LLC
42806MAM1
7303000.00000000
PA
USD
6750675.57000000
0.223015656433
Long
ABS-O
CORP
US
N
2
2026-06-25
Fixed
4.85000000
N
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAH1
11860000.00000000
PA
USD
9376516.00000000
0.309763052470
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.50000000
N
N
N
N
N
N
IHS NETHERLANDS HOLDCO
5493006Z6YQYCCN2XI74
IHS Netherlands Holdco BV
44963LAC0
7228000.00000000
PA
USD
6581383.12000000
0.217422902571
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
28035.15000000
0.000926170620
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
6657115.95000000
0.219924816138
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
783747.01000000
0.025891905499
Long
ABS-MBS
CORP
US
N
3
2046-08-15
Variable
4.48400000
N
N
N
N
N
N
China Aoyuan Group Ltd
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd
000000000
1240000.00000000
PA
USD
56739.83000000
0.001874459867
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
867102.08000000
0.028645627768
Long
ABS-CBDO
CORP
KY
N
2
2030-11-20
Floating
6.77900000
N
N
N
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752103
3065.00000000
NS
USD
1361748.85000000
0.044986803251
Long
EC
CORP
US
N
1
N
N
N
TELECOM ITALIA CAPITAL
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAF5
6640000.00000000
PA
USD
5632780.06000000
0.186084804342
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
12700000.00000000
PA
USD
10805488.17000000
0.356970648689
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
8146000.00000000
PA
USD
8236068.94000000
0.272087186243
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
27952.40000000
0.000923436887
Long
DBT
CORP
KY
N
2
2026-07-15
None
0.00000000
Y
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAR6
6470000.00000000
PA
USD
5631164.69000000
0.186031438898
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
10459.00000000
NS
USD
1587048.66000000
0.052429819065
Long
EC
CORP
US
N
1
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDB9
865000.00000000
PA
USD
759334.75000000
0.025085420854
Long
DBT
CORP
US
N
2
2030-09-30
Fixed
5.70000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAM1
1765000.00000000
PA
USD
1622758.65000000
0.053609536084
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
3238.00000000
NS
USD
1490710.44000000
0.049247184801
Long
EC
CORP
US
N
1
N
N
N
CENTRAL CHN REAL ESTATE
549300JDML9PYG0CIJ22
Central China Real Estate Ltd
000000000
4415000.00000000
PA
USD
308873.40000000
0.010203957121
Long
DBT
CORP
KY
N
2
2025-08-27
Fixed
7.65000000
Y
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-100254.78000000
-0.00331202193
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
8149000.00000000
EUR
8825937.43000000
USD
2023-09-20
-100254.78000000
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
77313LAA1
14740000.00000000
PA
USD
13044900.00000000
0.430951970131
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
2.87500000
N
N
N
N
N
N
SNAP INC
549300JNC0L6VP8A2Q35
Snap Inc
83304AAF3
5645000.00000000
PA
USD
4177300.00000000
0.138001492140
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
8368827.83000000
0.276473015586
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
2132917.87000000
0.070463181642
Long
DBT
US
N
2
2031-11-15
Fixed
3.60000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
5493004IHDYOZ9K9WF47
Hertz Vehicle Financing LLC
42806MBG3
4105000.00000000
PA
USD
3884118.16000000
0.128315922182
Long
ABS-O
CORP
US
N
2
2026-09-25
Fixed
6.56000000
N
N
N
N
N
N
SLAM 2021-1 LLC
N/A
Slam 2021-1 Ltd
78449AAA0
9712500.00000000
PA
USD
8329634.25000000
0.275178214513
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
1571234.35000000
0.051907376727
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.30000000
N
N
N
N
N
N
CENTRAL CHN REAL ESTATE
549300JDML9PYG0CIJ22
Central China Real Estate Ltd
000000000
2060000.00000000
PA
USD
165830.00000000
0.005478368190
Long
DBT
CORP
KY
N
2
2025-04-28
Fixed
7.25000000
Y
N
N
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins Inc
231021106
2901.00000000
NS
USD
711209.16000000
0.023495541451
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796ZD4
23455000.00000000
PA
USD
22946938.66000000
0.758076215533
Long
STIV
UST
US
N
2
2023-11-30
None
0.00000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAC7
6105000.00000000
PA
USD
4999297.81000000
0.165157052985
Long
DBT
CORP
US
N
2
2033-11-01
Fixed
3.87500000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAX4
11900000.00000000
PA
USD
12590200.00000000
0.415930478144
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
18971081.38000000
PA
USD
17340891.80000000
0.572874570525
Long
DBT
CORP
US
N
2
2035-06-30
Fixed
7.00000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
6546.00000000
NS
USD
2229174.84000000
0.073643131726
Long
EC
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) SEP23
000000000
916.00000000
NC
USD
-1961462.94000000
-0.06479898798
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year U.S. Treasury Notes Futures
TUU3 Comdty
2023-09-29
188224337.94000000
USD
-1961462.94000000
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BD8
47615000.00000000
PA
USD
21185680.02000000
0.699891186838
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
7903286.82000000
0.261093379450
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
2715150.00000000
0.089697831466
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
418892.06000000
PA
USD
371175.65000000
0.012262177374
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
6535.00000000
NS
USD
1267397.90000000
0.041869820538
Long
EC
US
N
1
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAJ9
2845000.00000000
PA
USD
2426849.50000000
0.080173521700
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.20000000
N
N
N
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156109
3861.00000000
NS
USD
510269.76000000
0.016857297362
Long
EC
CORP
US
N
1
N
N
N
Jeld-Wen Inc
549300XWE6NM0N1HFW16
JELD-WEN Inc
475795AD2
1265000.00000000
PA
USD
1120347.25000000
0.037011847896
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
268620.00000000
0.008874143781
Long
DBT
CORP
US
N
2
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
5856871.21000000
0.193487890804
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
6.91000000
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
813243.20000000
0.026866343110
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
740925.00000000
0.024477235430
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
4346191.60000000
0.143581003502
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
6.85000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AS8
14800000.00000000
PA
USD
12560012.60000000
0.414933205685
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
391615.82000000
0.012937439854
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
1160987.40000000
0.038354437928
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
8.36000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBN9
7500000.00000000
PA
USD
4837500.00000000
0.159811892426
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.70000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBD6
6470000.00000000
PA
USD
3004319.53000000
0.099250850551
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.12500000
N
N
N
N
N
N
Newmont Corp
549300VSP3RIX7FGDZ51
Newmont Corp
651639106
29257.00000000
NS
USD
1248103.62000000
0.041232413737
Long
EC
CORP
US
N
1
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBM1
8200000.00000000
PA
USD
5781000.00000000
0.190981405708
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
12781658.77000000
0.422255519665
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
8846336.00000000
0.292247999420
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
538342.74000000
0.017784717737
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
7.76800000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAN1
2300000.00000000
PA
USD
1892094.77000000
0.062507337642
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
3.25000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAQ5
4965000.00000000
PA
USD
4838079.11000000
0.159831023933
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
5.40000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
78442FAZ1
950000.00000000
PA
USD
714400.00000000
0.023600954201
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.62500000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BN1
8710000.00000000
PA
USD
8018338.90000000
0.264894245730
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
6536631.89000000
PA
USD
6092700.46000000
0.201278757725
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
9724689.73000000
0.321265337262
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
10815000.00000000
PA
USD
10761573.90000000
0.355519894665
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
165275000.00000000
PA
7183101.55000000
0.237301302779
Long
DBT
NUSS
ZA
N
2
2035-02-28
Fixed
8.87500000
N
N
N
N
N
N
Palmer Square CLO Ltd
N/A
Palmer Square CLO 2013-2 Ltd
69688AAQ4
9695000.00000000
PA
USD
9446943.73000000
0.312089706487
Long
ABS-CBDO
CORP
KY
N
2
2031-10-17
Floating
6.76000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PBH7
1760000.00000000
PA
USD
1483074.61000000
0.048994927138
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
5285594.81000000
0.174615175025
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
1253076.95000000
0.041396712916
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
7360000.00000000
PA
USD
6808532.86000000
0.224927032765
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
268783.97000000
0.008879560702
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
2073150.40000000
0.068488700508
Long
DBT
CORP
US
N
2
2043-10-02
Fixed
6.25000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDS2
2765000.00000000
PA
USD
2236336.23000000
0.073879715765
Long
DBT
CORP
US
N
2
2032-01-12
Fixed
3.10000000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
21580000.00000000
PA
USD
21633879.22000000
0.714697918070
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
BIOMARIN PHARMACEUTICAL
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061GAH4
4890000.00000000
PA
USD
4803290.62000000
0.158681749634
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
8755353.75000000
0.289242305250
Long
DBT
CORP
GT
N
2
2032-02-03
Fixed
5.12500000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BH9
415000.00000000
PA
USD
289344.72000000
0.009558806670
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
4.50000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BV4
12925000.00000000
PA
USD
13435426.35000000
0.443853418200
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
6.75000000
N
N
N
N
N
N
Ovintiv Inc
2549003MEX7YMKLGI239
Ovintiv Inc
012873AK1
1200000.00000000
PA
USD
1286882.72000000
0.042513522028
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
7.37500000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AE7
665000.00000000
PA
USD
670246.85000000
0.022142308525
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
6.15000000
N
N
N
N
N
N
KWG GROUP HOLDINGS
549300LK82ZOM9ZE7H90
KWG Group Holdings Ltd
000000000
3760000.00000000
PA
USD
371389.38000000
0.012269238169
Long
DBT
CORP
KY
N
2
2026-02-13
Fixed
6.30000000
Y
N
N
N
N
N
Linde PLC
5299003QR1WT0EF88V51
Linde PLC
000000000
1911.00000000
NS
USD
728243.88000000
0.024058301314
Long
EC
CORP
IE
N
1
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AT6
1295000.00000000
PA
USD
1141330.77000000
0.037705060514
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
4755477.45000000
PA
USD
4418911.39000000
0.145983378129
Long
ABS-MBS
CORP
US
N
2
2026-10-25
Variable
2.36300000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BQ9
125000.00000000
PA
USD
116200.45000000
0.003838803889
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
6.37500000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142103
7641.00000000
NS
USD
1201012.38000000
0.039676705173
Long
EC
CORP
US
N
1
N
N
N
SHIMAO GROUP HLDGS LTD
254900WTJ6B5CU69ZD26
Shimao Group Holdings Ltd
000000000
400000.00000000
PA
USD
39236.00000000
0.001296202462
Long
DBT
CORP
KY
N
2
2030-07-13
Fixed
4.60000000
Y
N
N
N
N
N
AIG CLO Ltd
N/A
AIG CLO 2021-2 LLC
00142DAG5
3780000.00000000
PA
USD
3503103.66000000
0.115728708066
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
8.30000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT SEP23
000000000
-2.00000000
NC
USD
-4769.48000000
-0.00015756478
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CME Ultra Long Term U.S. Treasury Bond Futures
WNU3 Comdty
2023-09-20
-267668.02000000
USD
-4769.48000000
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
10554TAD7
1320000.00000000
PA
USD
1133967.12000000
0.037461794603
Long
DBT
CORP
NL
N
2
2030-01-31
Fixed
4.50000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBD2
6465000.00000000
PA
USD
5945731.20000000
0.196423473887
Long
DBT
CORP
BM
N
2
2027-02-15
Fixed
1.12500000
N
N
N
N
Y
Norwegian Cruise Line Holdings Ltd
Norwegian Cruise Line Holdings Ltd
USD
XXXX
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
24852.00000000
NS
USD
1496587.44000000
0.049441337667
Long
EC
CORP
US
N
1
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
Carnival Corporation 2021 Incremental Term Loan B
000000000
3193787.88000000
PA
USD
3161850.00000000
0.104455035052
Long
LON
CORP
PA
N
2
2028-10-18
Variable
8.46700000
N
N
N
N
N
N
TEVA PHARM FIN CO LLC
5493006PITD7MU7WW480
Teva Pharmaceutical Finance Co LLC
88163VAD1
7750000.00000000
PA
USD
6887184.75000000
0.227525380544
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
6.15000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2021-GS2
52476DAB3
4025000.00000000
PA
USD
3541735.56000000
0.117004953450
Long
ABS-MBS
CORP
US
N
2
2061-04-25
Variable
3.50000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AP6
8625000.00000000
PA
USD
7791294.56000000
0.257393597536
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
211128.62000000
0.006974855670
Long
DBT
CORP
LR
N
2
2026-07-01
Fixed
4.25000000
N
N
N
N
N
N
HUB International Limited
549300JQT6ATTUNS5E06
HUB International Limited 2023 Term Loan B
44332EAW6
2235000.00000000
PA
USD
2239045.35000000
0.073969214389
Long
LON
CORP
US
N
2
2030-06-20
None
0.00000000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2021-1 Trust
437300AL0
6766737.63000000
PA
USD
5391341.37000000
0.178108623680
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
267259.53000000
0.008829199226
Long
DBT
CORP
KY
N
2
2026-03-22
Fixed
6.20000000
Y
N
N
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
Carnival Corporation USD Term Loan B
000000000
4143641.02000000
PA
USD
4134566.45000000
0.136589744441
Long
LON
CORP
PA
N
2
2025-06-30
Variable
8.21700000
N
N
N
N
N
N
Wind River CLO Ltd
N/A
THL Credit Wind River 2018-3 CLO Ltd
88432UAJ5
400000.00000000
PA
USD
364669.24000000
0.012047231287
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
8.20000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AN1
7620000.00000000
PA
USD
6353072.89000000
0.209880434371
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.62500000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AV0
7690000.00000000
PA
USD
7718299.20000000
0.254982119165
Long
DBT
CORP
CH
N
2
2028-08-11
Fixed
6.44200000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BB2
1075000.00000000
PA
USD
751990.34000000
0.024842790557
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.12500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
Commercial Mortgage Pass Through Certificates
12624NAC4
108459.29000000
PA
USD
89750.06000000
0.002964987479
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
1221347.28000000
0.040348489948
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
5965315.93000000
PA
USD
5502681.82000000
0.181786872366
Long
ABS-O
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
2327292.06000000
PA
USD
2141695.17000000
0.070753148964
Long
ABS-MBS
CORP
US
N
2
2045-03-15
Variable
5.33600000
N
N
N
N
N
N
TEVA PHARM FNC NL II
549300HSQCIKJAOYIT23
Teva Pharmaceutical Finance Netherlands II BV
000000000
4695000.00000000
PA
5212738.89000000
0.172208303200
Long
DBT
CORP
NL
N
2
2029-09-15
Fixed
7.37500000
N
N
N
N
N
N
OCP CLO Ltd
2549003HLFPQ7ATPYA23
OCP Clo 2019-17 Ltd
67113LAU0
8055000.00000000
PA
USD
7444670.23000000
0.245942498800
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
8.35000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBE4
22190000.00000000
PA
USD
17800207.78000000
0.588048556258
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
5.25000000
N
N
N
N
N
N
FirstKey Homes 2020-SFR1 Trust
N/A
FirstKey Homes 2020-SFR1 Trust
33767MAN5
7660000.00000000
PA
USD
7154291.40000000
0.236349529220
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
11400000.00000000
PA
USD
8758667.88000000
0.289351791015
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
2.87500000
N
N
N
N
N
N
Ovintiv Inc
2549003MEX7YMKLGI239
Ovintiv Inc
698900AG2
360000.00000000
PA
USD
377762.46000000
0.012479779559
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
7.20000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MBC8
4127000.00000000
PA
USD
4092861.08000000
0.135211963748
Long
DBT
CORP
IE
N
2
2028-06-06
Fixed
5.75000000
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
1463943.49000000
0.048362910499
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
1916414.40000000
0.063310762157
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
6.50000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BK2
6030000.00000000
PA
USD
2808219.24000000
0.092772471543
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.00000000
N
N
N
N
N
N
ANTARES HOLDINGS
5493008EAIGV4283RM42
Antares Holdings LP
03666HAB7
20000000.00000000
PA
USD
19550346.60000000
0.645866230022
Long
DBT
CORP
US
N
2
2025-05-18
Fixed
8.50000000
N
N
N
N
N
N
First Investors Auto Owner Trust
N/A
First Investors Auto Owner Trust 2022-2
32058KAD1
940000.00000000
PA
USD
957701.14000000
0.031638662855
Long
ABS-O
CORP
US
N
2
2028-10-16
Fixed
8.71000000
N
N
N
N
N
N
SCF Equipment Trust Llc
N/A
SCF Equipment Leasing 2022-2 LLC
78397WAE6
1930000.00000000
PA
USD
1887784.34000000
0.062364938060
Long
ABS-O
CORP
US
N
2
2032-08-20
Fixed
6.50000000
N
N
N
N
N
N
LANTHEUS HOLDINGS INC
5299005HUB5IOJGO7S39
Lantheus Holdings Inc
516544AA1
4105000.00000000
PA
USD
5318404.59000000
0.175699080561
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
2.62500000
N
N
N
N
Y
Lantheus Holdings, Inc.
Lantheus Holdings, Inc.
USD
XXXX
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCA2
540000.00000000
PA
USD
439425.00000000
0.014516866321
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.75000000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 3 LTD
67112RAU8
8250000.00000000
PA
USD
8038643.25000000
0.265565021255
Long
ABS-CBDO
CORP
KY
N
2
2035-07-02
Floating
6.90000000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2021-2 Trust
43732VAJ5
4166174.88000000
PA
USD
3590451.59000000
0.118614338658
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
750000.00000000
PA
USD
849441.62000000
0.028062195927
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
26127600.00000000
0.863152702957
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
5036123.67000000
0.166373633942
Long
DBT
CORP
IN
N
2
2032-04-05
Fixed
5.05000000
N
N
N
N
N
N
NLV FINANCIAL CORP
UV78A3V7RXYC94JD0985
NLV Financial Corp
65486AAA1
8920000.00000000
PA
USD
9425764.00000000
0.311390011866
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
6978494.25000000
0.230541885762
Long
ABS-O
CORP
US
N
2
2025-09-22
Fixed
3.04000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAG4
2360000.00000000
PA
USD
2470990.80000000
0.081631775899
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
7.00000000
N
N
N
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26884TAW2
6825000.00000000
PA
USD
6669061.65000000
0.220319454882
Long
DBT
CORP
US
N
2
2033-05-01
Fixed
4.90000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDV0
71835000.00000000
PA
USD
69980198.03000000
2.311869329102
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
13645294.33000000
0.450786627305
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.25000000
N
N
N
N
N
N
VIBRANT CLO LTD
5493000EYXFKXA2VRV24
Vibrant CLO XIV Ltd
92557EAL7
1540000.00000000
PA
USD
1444223.24000000
0.047711431332
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
9.00000000
N
N
N
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
1600000.00000000
PA
USD
103888.00000000
0.003432049174
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
14119409.74000000
0.466449527749
Long
DBT
CORP
NL
N
2
2046-10-01
Fixed
4.10000000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636Q104
1853.00000000
NS
USD
728784.90000000
0.024076174478
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TH1
23325000.00000000
PA
USD
20813917.97000000
0.687609637124
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.25000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
2524.00000000
NS
USD
2189393.32000000
0.072328907438
Long
EC
CORP
US
N
1
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAB5
125670000.00000000
PA
USD
63777525.00000000
2.106957512043
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
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AF3
2735000.00000000
PA
USD
2784312.05000000
0.091982672416
Long
DBT
CORP
CA
N
2
2027-12-01
Fixed
6.90000000
N
N
N
N
N
N
ENTEGRIS ESCROW CORP
IYX6OWO7BT5DKO3BYG52
Entegris Escrow Corp
29365BAA1
13035000.00000000
PA
USD
12100730.71000000
0.399760346150
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.75000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAN1
4150000.00000000
PA
USD
4137716.00000000
0.136693793133
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
6.25000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAB9
3215000.00000000
PA
USD
2764791.65000000
0.091337795504
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
4.12500000
N
N
N
N
N
N
CENTRAL CHN REAL ESTATE
549300JDML9PYG0CIJ22
Central China Real Estate Ltd
000000000
1260000.00000000
PA
USD
106723.12000000
0.003525710340
Long
DBT
CORP
KY
N
2
2024-08-13
Fixed
7.25000000
Y
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505682
11789.00000000
NS
USD
13814585.98000000
0.456379354738
Long
EP
CORP
US
N
1
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
4198.00000000
NS
USD
1304066.72000000
0.043081213513
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDM0
126275000.00000000
PA
USD
123788960.94000000
4.089498317166
Long
DBT
UST
US
N
2
2023-11-30
Fixed
0.50000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401BB3
3695000.00000000
PA
USD
4428967.85000000
0.146315603845
Long
DBT
CORP
CH
N
2
2033-11-15
Fixed
9.01600000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAX9
21450000.00000000
PA
USD
17105731.50000000
0.565105803069
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
4592623.28000000
0.151722132832
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
8790000.00000000
PA
USD
7868248.08000000
0.259935837879
Long
DBT
US
N
2
2029-09-15
Fixed
4.87500000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAJ2
12155000.00000000
PA
USD
10809533.03000000
0.357104274887
Long
DBT
CORP
NO
N
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAW5
12717000.00000000
PA
USD
10995788.64000000
0.363257424553
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.00000000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
3610000.00000000
PA
USD
582545.70000000
0.019245008938
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
6690275.60000000
0.221020279997
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
8.41000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBK4
4850000.00000000
PA
USD
4745725.00000000
0.156780008926
Long
DBT
CORP
NL
N
2
2033-07-03
Fixed
6.50000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AJ3
4055000.00000000
PA
USD
3384811.50000000
0.111820802340
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
5.30000000
N
N
N
N
N
N
Canadian Natural Resources Ltd
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385101
166156.00000000
NS
USD
9347936.56000000
0.308818900658
Long
EC
CORP
CA
N
1
N
N
N
UNITY SOFTWARE INC
549300D1ESJMGNQNG432
Unity Software Inc
91332UAB7
8430000.00000000
PA
USD
6731355.00000000
0.222377381114
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
BLOCK INC
549300OHIIUWSTIZME52
Block Inc
852234AP8
3850000.00000000
PA
USD
3188654.70000000
0.105340556465
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.50000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
11183.00000000
NS
USD
1219170.66000000
0.040276583021
Long
EC
CORP
US
N
1
N
N
N
BPR Trust
N/A
BPR Trust 2021-NRD
05592CAQ9
7375000.00000000
PA
USD
6538149.90000000
0.215994647748
Long
ABS-MBS
CORP
US
N
2
2038-12-15
Floating
11.97200000
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20338HAB9
15295000.00000000
PA
USD
10646332.53000000
0.351712774990
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
50852.08000000
0.001679951863
Long
EC
CORP
JE
N
1
N
N
N
RAND PARENT LLC
N/A
Rand Parent LLC
753272AA1
8690000.00000000
PA
USD
7868186.70000000
0.259933810127
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
8.50000000
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
550000.00000000
PA
USD
538268.50000000
0.017782265140
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
5050000.00000000
PA
USD
4853100.50000000
0.160327271325
Long
DBT
CORP
IL
N
2
2027-06-30
Fixed
6.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) SEP23
000000000
1256.00000000
NC
USD
-1753365.90000000
-0.05792428374
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year U.S. Treasury Notes
FVU3 Comdty
2023-09-29
136263115.90000000
USD
-1753365.90000000
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2019-4
89178BAC8
795000.00000000
PA
USD
667742.76000000
0.022059583282
Long
ABS-MBS
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
6570657.60000000
0.217068573755
Long
EP
US
N
2
N
N
N
YUZHOU GROUP
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
1245000.00000000
PA
USD
51895.87000000
0.001714434562
Long
DBT
CORP
KY
N
2
2026-01-13
None
0.00000000
Y
N
N
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
2398587.50000000
0.079239856852
Long
ABS-MBS
CORP
US
N
2
2046-04-15
Variable
3.95800000
N
N
N
N
N
N
Ovintiv Inc
2549003MEX7YMKLGI239
Ovintiv Inc
292505AE4
2715000.00000000
PA
USD
2679823.92000000
0.088530797317
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
6.62500000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
78442FET1
3259000.00000000
PA
USD
3233504.52000000
0.106822217366
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
629358.34000000
0.020791513659
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.45000000
N
N
N
N
N
N
SHENTON AIRCRAFT INVESTMENT LTD
254900877LAQRYY3YZ51
Shenton Aircraft Investment I Ltd
82321UAA1
805691.36000000
PA
USD
677300.98000000
0.022375349117
Long
ABS-O
CORP
KY
N
2
2042-10-15
Fixed
4.75000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust 2022-4
02529XAC9
635000.00000000
PA
USD
645603.04000000
0.021328174383
Long
ABS-O
CORP
US
N
2
2029-02-15
Fixed
7.86000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AQ6
2140000.00000000
PA
USD
2086038.66000000
0.068914477711
Long
DBT
CORP
US
N
2
2033-05-30
Fixed
5.55000000
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
257321.21000000
0.008500876388
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
3.91000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAE0
28805000.00000000
PA
USD
29463280.67000000
0.973350416735
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
120774.00000000
0.003989895916
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAS0
7055000.00000000
PA
USD
7270403.26000000
0.240185406445
Long
DBT
CORP
NL
N
2
2029-09-15
Fixed
7.87500000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBC6
10960000.00000000
PA
USD
9720155.15000000
0.321115532650
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.27900000
N
N
N
N
N
N
OWL ROCK TECHNOLOGY FINA
254900G5EZJSOD3UKL16
Owl Rock Technology Finance Corp
691205AC2
7155000.00000000
PA
USD
6479415.17000000
0.214054284265
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.75000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VBC4
10420000.00000000
PA
USD
10239571.14000000
0.338274985326
Long
DBT
US
N
2
2033-05-01
Fixed
5.10000000
N
N
N
N
N
N
UNITED AIR 2020-1 A PTT
N/A
United Airlines 2020-1 Class A Pass Through Trust
90931GAA7
18028171.41000000
PA
USD
17897647.45000000
0.591267578079
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
925743.95000000
0.030582923524
Long
ABS-MBS
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
104125.95000000
0.003439910102
Long
DBT
CORP
KY
N
2
2024-05-24
None
0.00000000
Y
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAA3
6885000.00000000
PA
USD
6440788.75000000
0.212778219918
Long
DBT
US
N
2
2026-12-01
Fixed
4.25000000
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
30439590.55000000
1.005603838857
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
10470000.00000000
PA
USD
9317717.24000000
0.307820573688
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
16925000.00000000
PA
USD
10073760.00000000
0.332797240195
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
30660000.00000000
PA
USD
29908830.00000000
0.988069606729
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
6.87500000
N
N
N
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199105
3280.00000000
NS
USD
1329023.20000000
0.043905677037
Long
EC
CORP
US
N
1
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AS6
14005000.00000000
PA
USD
11253587.50000000
0.371774080611
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.37500000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
71703892.45000000
PA
USD
71703892.45000000
2.368813384342
Long
RA
CORP
US
N
2
Repurchase
N
2.30000000
2023-07-03
77670600.00000000
USD
73138041.29000000
USD
UST
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410GAG9
9110000.00000000
PA
USD
7722137.96000000
0.255108936633
Long
DBT
US
N
2
2029-02-01
Fixed
3.12500000
N
N
N
N
N
N
Maps LTD
N/A
MAPS 2021-1 Trust
55292RAA9
11399504.24000000
PA
USD
9799230.44000000
0.323727867893
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
9470.00000000
NS
USD
849837.80000000
0.028075284149
Long
EC
CORP
US
N
1
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBF5
1805000.00000000
PA
USD
1546585.03000000
0.051093060556
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
12058589.16000000
0.398368155793
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
11.31000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746804
7500.00000000
NS
USD
8640000.00000000
0.285431472984
Long
EP
CORP
US
N
1
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BW6
190000.00000000
PA
USD
181538.49000000
0.005997314653
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.75000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2021-SFR1 Trust
33767WAN3
1965000.00000000
PA
USD
1680905.41000000
0.055530475361
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
3276000.00000000
PA
USD
2666896.10000000
0.088103713208
Long
DBT
CORP
US
N
2
2028-10-12
Fixed
3.12500000
N
N
N
N
N
N
MARRIOTT OWNERSHIP RESOR
BW4532OH033VURR0IT68
Marriott Ownership Resorts Inc
57164PAH9
4155000.00000000
PA
USD
3586035.08000000
0.118468434613
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
3322825.60000000
0.109773033041
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
4.58400000
N
N
N
N
N
N
ZF NA CAPITAL
529900JYGMS9CW9IQX78
ZF North America Capital Inc
98877DAE5
2170000.00000000
PA
USD
2209754.40000000
0.073001557097
Long
DBT
CORP
US
N
2
2030-04-14
Fixed
7.12500000
N
N
N
N
N
N
Prestige Auto Receivables Trust
N/A
Prestige Auto Receivables Trust 2022-1
74113RAL3
2810000.00000000
PA
USD
2833038.91000000
0.093592415405
Long
ABS-O
CORP
US
N
2
2028-08-15
Fixed
8.08000000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM 30 Ltd
50200YAU2
980000.00000000
PA
USD
926838.92000000
0.030619097008
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
7.25000000
N
N
N
N
N
N
YUZHOU GROUP
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
5345000.00000000
PA
USD
222797.93000000
0.007360363580
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
2959005.30000000
0.097753847378
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
1309000.00000000
PA
USD
1136054.92000000
0.037530767269
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
650640.00000000
0.021494575646
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
437847.84000000
0.014464763184
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
39868945.31000000
1.317112475251
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
2496194.98000000
0.082464422453
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
8.26000000
N
N
N
N
N
N
Applebees/IHOP Funding LLC
N/A
Applebee's Funding LLC / IHOP Funding LLC
03789XAF5
5925000.00000000
PA
USD
5829281.63000000
0.192576440056
Long
ABS-O
CORP
US
N
2
2053-03-05
Fixed
7.82400000
N
N
N
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
Ovintiv Inc
012873AH8
1495000.00000000
PA
USD
1640706.56000000
0.054202464138
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
5366009.60000000
0.177271762057
Long
DBT
US
N
2
2026-09-01
Fixed
4.50000000
N
N
N
N
N
N
PPL CAPITAL FUNDING INC
549300MROK5WY0D2NU17
PPL Capital Funding Inc
69352PAR4
7625000.00000000
PA
USD
7281875.00000000
0.240564387423
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
2.87500000
N
N
N
N
Y
PPL Corp.
PPL Corp.
USD
XXXX
N
N
N
HOVNANIAN ENTERPRISES
549300805N4EF0ROBT53
Hovnanian Enterprises Inc
442487112
208246.00000000
NS
USD
3724479.71000000
0.123042098347
Long
EP
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT SEP23
000000000
-1594.00000000
NC
USD
792912.30000000
0.026194690478
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Ultra 10-Year U.S. Treasury Notes Futures
UXYU3 Comdty
2023-09-20
-189582287.30000000
USD
792912.30000000
N
N
N
WOLFSPEED INC
549300OGU88P3AW3TO93
Wolfspeed Inc
977852AC6
2350000.00000000
PA
USD
1811850.00000000
0.059856367398
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
1.87500000
N
N
N
N
Y
Wolfspeed Inc
Wolfspeed Inc
USD
XXXX
N
N
N
MED Trust
N/A
Med Trust 2021-MDLN
58403YAN6
3990846.99000000
PA
USD
3845669.95000000
0.127045745189
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
6.99400000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXIII Ltd
55820TAQ1
10665000.00000000
PA
USD
10206117.05000000
0.337169794332
Long
ABS-CBDO
CORP
KY
N
2
2031-07-27
Floating
8.49200000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAQ1
6640000.00000000
PA
USD
5619100.00000000
0.185632869195
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
2173546.20000000
0.071805381188
Long
DBT
CORP
BM
N
2
2028-03-15
Fixed
6.12500000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) SEP23
000000000
4129.00000000
NC
USD
3459144.42000000
0.114276468410
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT U.S. Long Bond Futures
USU3 Comdty
2023-09-20
520536761.83000000
USD
3459144.42000000
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AT8
35956000.00000000
PA
USD
34181838.55000000
1.129232931324
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.75000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2012-TMSQ
36197QAG4
1422774.41000000
PA
USD
1316486.62000000
0.043491517952
Long
ABS-MBS
CORP
US
N
2
2031-04-10
Variable
3.84500000
N
N
N
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
Devon Energy Corp
25179M103
3866.00000000
NS
USD
186882.44000000
0.006173857653
Long
EC
CORP
US
N
1
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BF3
6225000.00000000
PA
USD
4213642.74000000
0.139202112720
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.37500000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2021-V Ltd
12565EAG6
3095000.00000000
PA
USD
2926189.42000000
0.096669740322
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
8.51000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAL3
1535000.00000000
PA
USD
1445187.15000000
0.047743275111
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
2207425.00000000
0.072924602922
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.25000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
15432.00000000
NS
USD
1528693.92000000
0.050502008949
Long
EC
CORP
US
N
1
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011104
7343.00000000
NS
USD
663733.77000000
0.021927142088
Long
EC
CORP
US
N
1
N
N
N
SHIMAO GROUP HLDGS LTD
254900WTJ6B5CU69ZD26
Shimao Group Holdings Ltd
000000000
1970000.00000000
PA
USD
143063.61000000
0.004726256589
Long
DBT
CORP
KY
N
2
2024-02-21
Fixed
6.12500000
Y
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300V2DF3KW9L1CV04
Wells Fargo Commercial Mortgage Trust 2013-LC12
94988QAQ4
5285000.00000000
PA
USD
4126284.89000000
0.136316154410
Long
ABS-MBS
CORP
US
N
2
2046-07-15
Variable
4.43500000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CF4
16322000.00000000
PA
USD
12342635.68000000
0.407751930862
Long
DBT
CORP
DE
N
2
2032-01-14
Fixed
3.72900000
N
N
N
N
N
N
CLARIVATE PLC
549300WDHIIODXFO0R55
Clarivate PLC
000000000
121037.00000000
NS
USD
4968568.85000000
0.164141889523
Long
EP
CORP
JE
N
1
N
N
N
AGILE GROUP HOLDINGS LTD
549300ZRISRT38EEYY07
Agile Group Holdings Ltd
000000000
1650000.00000000
PA
USD
426805.50000000
0.014099967886
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
19255467.50000000
0.636124589297
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
BIOMARIN PHARMACEUTICAL
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061GAK7
20960000.00000000
PA
USD
21071190.08000000
0.696108891443
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
9430000.00000000
PA
USD
8218527.90000000
0.271507699567
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.87500000
N
N
N
N
N
N
HIGHWOODS PROPERTIES
ZIIGTYKL9T0X3HLTDX53
Highwoods Properties Inc
431284207
1596.00000000
NS
USD
1527667.13000000
0.050468087864
Long
EP
US
N
3
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAR2
5070000.00000000
PA
USD
5313770.67000000
0.175545994148
Long
DBT
CORP
NL
N
2
2031-09-15
Fixed
8.12500000
N
N
N
N
N
N
ASHLAND INC
529900E4L9R04SB8HB11
Ashland Inc
04433LAA0
10887000.00000000
PA
USD
8695881.29000000
0.287277570081
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
3.37500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
12824.00000000
NS
USD
1095169.60000000
0.036180077788
Long
EC
CORP
US
N
1
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
Ovintiv Inc
292505AG9
540000.00000000
PA
USD
529412.60000000
0.017489701184
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
20854.00000000
NS
USD
4320531.72000000
0.142733302420
Long
EC
CORP
US
N
1
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BX1
7180000.00000000
PA
USD
5435265.46000000
0.179559702119
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.30000000
N
N
N
N
N
N
TRINET GROUP INC
5299003FJVBETSFKE990
TriNet Group Inc
896288AA5
5575000.00000000
PA
USD
4847413.94000000
0.160139409844
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.50000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
13480.00000000
NS
USD
1604659.20000000
0.053011601746
Long
EC
CORP
US
N
1
N
N
N
CENTRAL CHN REAL ESTATE
549300JDML9PYG0CIJ22
Central China Real Estate Ltd
000000000
3260000.00000000
PA
USD
254084.40000000
0.008393944971
Long
DBT
CORP
KY
N
2
2025-07-14
Fixed
7.50000000
Y
N
N
N
N
N
LIQUID TELECOM FINANCE
635400MXAVJRJJCWVI87
Liquid Telecommunications Financing Plc
536333AB3
490000.00000000
PA
USD
274140.30000000
0.009056512689
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
10046525.81000000
0.331897530130
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
4629479.40000000
0.152939713459
Long
DBT
CORP
NL
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFB6
11025000.00000000
PA
USD
10882137.28000000
0.359502832528
Long
DBT
CORP
US
N
2
2038-01-19
Fixed
5.94800000
N
N
N
N
N
N
Elmwood CLO VIII Ltd
N/A
Elmwood CLO VIII Ltd
29003EAQ8
2890000.00000000
PA
USD
2783074.34000000
0.091941783367
Long
ABS-CBDO
CORP
KY
N
2
2034-01-20
Floating
8.10000000
N
N
N
N
N
N
AIR CANADA 2020-2A PTT
N/A
Air Canada 2020-2 Class A Pass Through Trust
00909DAA1
11997054.54000000
PA
USD
11681651.98000000
0.385915640224
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
16530000.00000000
PA
USD
10444956.89000000
0.345060119255
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.70000000
N
N
N
N
N
N
Navigator Aircraft ABS LLC
N/A
Navigator Aircraft ABS Ltd
63943BAB9
13113058.25000000
PA
USD
10781307.35000000
0.356171809908
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
9689604.95000000
0.320106274712
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
468306.61000000
0.015471000636
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
283363.20000000
0.009361200875
Long
DBT
CORP
KY
N
2
2031-01-11
Fixed
3.45000000
Y
N
N
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278X109
88672.00000000
NS
USD
11647953.92000000
0.384802389425
Long
EC
CORP
US
N
1
N
N
N
522 Funding CLO LTD
N/A
522 Funding CLO 2018-3A Ltd
33835NAG6
6730000.00000000
PA
USD
6372919.66000000
0.210536093259
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Floating
8.35000000
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
4418372.50000000
0.145965575332
Long
ABS-O
CORP
US
N
2
2026-08-20
Fixed
3.34000000
N
N
N
N
N
N
Planet Fitness Master Issuer LLC
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAD5
133312.50000000
PA
USD
117646.55000000
0.003886577321
Long
ABS-O
CORP
US
N
2
2051-12-05
Fixed
3.25100000
N
N
N
N
N
N
AGILE GROUP HOLDINGS LTD
549300ZRISRT38EEYY07
Agile Group Holdings Ltd
000000000
6150000.00000000
PA
USD
1458718.50000000
0.048190297468
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
12520944.88000000
0.413642562529
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
1934717.80000000
0.063915434197
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
4.58400000
N
N
N
N
N
N
AIG CLO Ltd
N/A
AIG CLO 2021-1 LLC
00141YAG0
4390000.00000000
PA
USD
4064147.86000000
0.134263392373
Long
ABS-CBDO
CORP
KY
N
2
2034-04-22
Floating
8.22300000
N
N
N
N
N
N
SOLRR Aircraft 2021-1 Limited
N/A
Lunar 2021-1 Structured Aircraft Portfolio Notes
83438LAB7
2580349.35000000
PA
USD
2211736.12000000
0.073067025299
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
5056002.08000000
0.167030338091
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
8.35000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBC3
12590000.00000000
PA
USD
12522782.75000000
0.413703278494
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
CFLD CAYMAN INVESTMENT
3003006ZC30FH27GHL08
CFLD Cayman Investment Ltd
000000000
6815475.00000000
PA
USD
897870.68000000
0.029662100780
Long
DBT
CORP
KY
N
2
2031-01-31
Fixed
2.50000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAQ2
1460000.00000000
PA
USD
1440972.52000000
0.047604040383
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
5.70000000
N
N
N
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAW1
3585000.00000000
PA
USD
2501971.50000000
0.082655255857
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
1424763.94000000
0.047068572922
Long
ABS-CBDO
CORP
KY
N
2
2032-01-17
Floating
8.26000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
8581.00000000
NS
USD
1664456.57000000
0.054987070658
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
7799582.38000000
0.257667394373
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
12830400.00000000
0.423865737381
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
8.45000000
N
N
N
N
N
N
Marks & Spencer PLC
213800CN1RI3UCIZWB95
Marks & Spencer PLC
57069PAA0
6365000.00000000
PA
USD
6022626.65000000
0.198963795826
Long
DBT
CORP
GB
N
2
2037-12-01
Fixed
7.12500000
N
N
N
N
N
N
WOLFSPEED INC
549300OGU88P3AW3TO93
Wolfspeed Inc
977852AB8
1215000.00000000
PA
USD
930690.00000000
0.030746321480
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.25000000
N
N
N
N
Y
Wolfspeed, Inc.
Wolfspeed, Inc.
USD
XXXX
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBU5
3515000.00000000
PA
USD
3048418.90000000
0.100707719548
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
4.00000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRUST
N/A
WFRBS Commercial Mortgage Trust 2012-C10
92890NAX7
1214698.26000000
PA
USD
1001518.72000000
0.033086222623
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
158725.00000000
0.005243647054
Long
DBT
CORP
KY
N
2
2026-01-07
None
0.00000000
Y
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust
74333HAN5
5465000.00000000
PA
USD
4696780.58000000
0.155163078615
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
526252.65000000
0.017385308917
Long
DBT
CORP
KY
N
2
2025-04-16
Fixed
11.25000000
Y
N
N
N
N
N
ZILLOW GROUP INC
2549002XEELQDIR6FU05
Zillow Group Inc
98954MAG6
1200000.00000000
PA
USD
1509000.00000000
0.049851399621
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
VOC Escrow Ltd
N/A
VOC Escrow Ltd
91832VAA2
4960000.00000000
PA
USD
4550800.00000000
0.150340456858
Long
DBT
CORP
BM
N
2
2028-02-15
Fixed
5.00000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300MNOMKDMDFI8J66
Hertz Vehicle Financing III LLC
42806MBZ1
2790000.00000000
PA
USD
2813234.84000000
0.092938167156
Long
ABS-O
CORP
US
N
2
2029-09-25
Fixed
9.40000000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
74841CAA9
13540000.00000000
PA
USD
11379936.72000000
0.375948159775
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.62500000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112CB7
24180000.00000000
PA
USD
23960761.63000000
0.791568921976
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
5.87500000
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
2844649.50000000
0.093975983438
Long
ABS-CBDO
CORP
KY
N
2
2034-07-25
Floating
8.35500000
N
N
N
N
N
N
Willis Engine Securitization Trust
N/A
Willis Engine Structured Trust VI
97064GAA1
8640209.08000000
PA
USD
6847478.02000000
0.226213627022
Long
ABS-O
CORP
US
N
2
2046-05-15
Fixed
3.10400000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
04505AAA7
1530000.00000000
PA
USD
1479301.28000000
0.048870271219
Long
DBT
CORP
US
N
2
2032-08-11
Fixed
5.50000000
N
N
N
N
N
N
Palmer Square CLO Ltd
5493006ZPBFJJGSXB826
Palmer Square CLO 2015-1 Ltd
69689ABL3
970000.00000000
PA
USD
946244.70000000
0.031260187329
Long
ABS-CBDO
CORP
KY
N
2
2034-05-21
Floating
7.07900000
N
N
N
N
N
N
ZF NA CAPITAL
529900JYGMS9CW9IQX78
ZF North America Capital Inc
98877DAD7
2055000.00000000
PA
USD
2084550.90000000
0.068865327997
Long
DBT
CORP
US
N
2
2028-04-14
Fixed
6.87500000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AB6
2286000.00000000
PA
USD
1961250.84000000
0.064791981036
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.50000000
N
N
N
N
N
N
VAR ENERGI ASA
549300LIVN3FFOJN2K47
Var Energi ASA
92212WAE0
6875000.00000000
PA
USD
7273818.75000000
0.240298240744
Long
DBT
CORP
NO
N
2
2032-11-15
Fixed
8.00000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863BD1
10835000.00000000
PA
USD
10585720.35000000
0.349710387974
Long
DBT
CORP
GB
N
2
2033-05-02
Fixed
5.50000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCQ4
6555000.00000000
PA
USD
5345471.40000000
0.176593261053
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAR0
1220000.00000000
PA
USD
1037180.02000000
0.034264331117
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.37500000
N
N
N
N
N
N
AMER AIRLINE 17-2B PTT
N/A
American Airlines 2017-2 Class B Pass Through Trust
02377DAA0
577539.79000000
PA
USD
542604.47000000
0.017925508462
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
4003655.72000000
0.132264971004
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
915993.91000000
0.030260820714
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.75000000
N
N
N
N
N
N
VAR ENERGI ASA
549300LIVN3FFOJN2K47
Var Energi ASA
92212WAD2
3035000.00000000
PA
USD
3119161.28000000
0.103044768359
Long
DBT
CORP
NO
N
2
2028-01-15
Fixed
7.50000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AH0
9205000.00000000
PA
USD
3912125.00000000
0.129241157552
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
15290000.00000000
PA
USD
14439876.00000000
0.477036467175
Long
DBT
CORP
MU
N
2
2025-12-18
Fixed
7.00000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBJ7
9070000.00000000
PA
USD
7653447.40000000
0.252839671850
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.56900000
N
N
N
N
N
N
SPLUNK INC
549300XGDSGBP6UEI867
Splunk Inc
848637AF1
9590000.00000000
PA
USD
8271375.00000000
0.273253559011
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
7121796.39000000
0.235276022441
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
426027.20000000
0.014074255929
Long
DBT
CORP
KY
N
2
2024-07-16
Fixed
7.25000000
Y
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
1813.00000000
NS
USD
209202.07000000
0.006911210068
Long
EC
CORP
US
N
1
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
4795000.00000000
PA
USD
326347.70000000
0.010781238971
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
8074669.00000000
0.266755169737
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
6176738.01000000
0.204055026439
Long
ABS-CBDO
CORP
KY
N
2
2035-07-02
Floating
8.15000000
N
N
N
N
N
N
CINC BELL TEL
N/A
Cincinnati Bell Telephone Co LLC
171875AD9
350000.00000000
PA
USD
286741.00000000
0.009472790045
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
9021525.47000000
0.298035567531
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.87500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAQ3
8515000.00000000
PA
USD
8570739.19000000
0.283143369394
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.75000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAD1
2210000.00000000
PA
USD
1792752.00000000
0.059225444913
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
5.12500000
N
N
N
N
N
N
BEAUTY HEALTH CO/THE
5493001Z2JZQT4C63C50
Beauty Health Co/The
88331LAA6
4590000.00000000
PA
USD
3600281.25000000
0.118939071799
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
1.25000000
N
N
N
N
Y
Beauty Health Co/The
Beauty Health Co/The
USD
XXXX
N
N
N
IQOR US Inc.
549300LKMK4MMQCMDH78
IQOR US Inc.
942AEX002
23768.00000000
NS
USD
15853.26000000
0.000523729091
Long
EC
CORP
US
N
2
N
N
N
ANTARES HOLDINGS
5493008EAIGV4283RM42
Antares Holdings LP
03666HAD3
495000.00000000
PA
USD
406686.48000000
0.013435314933
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
462266.01000000
PA
USD
434294.76000000
0.014347383455
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
1892051.70000000
0.062505914779
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
5.50000000
N
N
N
N
N
N
SPOTIFY USA INC
N/A
Spotify USA Inc
84921RAB6
5100000.00000000
PA
USD
4332450.00000000
0.143127035316
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
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
5116.00000000
NS
USD
744071.04000000
0.024581168165
Long
EC
CORP
US
N
1
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAQ4
8725000.00000000
PA
USD
7914454.48000000
0.261462314825
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
1811685.72000000
0.059850940236
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
3979115.76000000
0.131454267656
Long
EC
CORP
US
N
1
N
N
N
ArcelorMittal
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LAS3
14335000.00000000
PA
USD
14588628.72000000
0.481950669487
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
6730641.27000000
0.222353802294
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
895000.00000000
PA
USD
771847.75000000
0.025498800949
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
108234.00000000
0.003575623848
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
1221861.20000000
0.040365467835
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
3725000.00000000
PA
USD
2976158.07000000
0.098320507147
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
2.85000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-RPL4 Trust
12662GAC2
10377047.51000000
PA
USD
9566446.52000000
0.316037606647
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
244518.40000000
0.008077922116
Long
DBT
CORP
KY
N
2
2026-05-17
Fixed
5.50000000
N
N
N
N
N
N
NUTANIX INC
549300X7J6E8TKVIXW09
Nutanix Inc
67059NAH1
880000.00000000
PA
USD
744150.00000000
0.024583776692
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
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LBC6
11555000.00000000
PA
USD
8857646.79000000
0.292621663246
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
3.20000000
N
N
N
N
N
N
CFLD CAYMAN INVESTMENT
3003006ZC30FH27GHL08
CFLD Cayman Investment Ltd
000000000
8274825.00000000
PA
USD
507412.27000000
0.016762897180
Long
DBT
CORP
KY
N
2
2031-01-31
Fixed
2.50000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
19831.00000000
NS
USD
1268192.45000000
0.041896069332
Long
EC
CORP
US
N
1
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
36186CBY8
6000000.00000000
PA
USD
6228725.10000000
0.205772474549
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
9425000.00000000
PA
USD
7257250.00000000
0.239750874689
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
4.00000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AY4
8945000.00000000
PA
USD
8888500.34000000
0.293640942670
Long
DBT
CORP
CH
N
2
2026-07-15
Fixed
6.37300000
N
N
N
N
N
N
TEVA PHARM FNC NL II
549300HSQCIKJAOYIT23
Teva Pharmaceutical Finance Netherlands II BV
000000000
3990000.00000000
PA
4497445.81000000
0.148577845163
Long
DBT
CORP
NL
N
2
2031-09-15
Fixed
7.87500000
N
N
N
N
N
N
AASET 2021-2 Trust
N/A
Aaset 2021-2 Trust
00258BAB0
2766644.99000000
PA
USD
2078962.18000000
0.068680698763
Long
ABS-O
CORP
US
N
2
2047-01-15
Fixed
3.53800000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAJ4
6630000.00000000
PA
USD
6586532.66000000
0.217593023032
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
5.75000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBQ4
885000.00000000
PA
USD
851697.45000000
0.028136719640
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912797FU6
15625000.00000000
PA
USD
15253200.16000000
0.503905484883
Long
STIV
UST
US
N
2
2023-12-14
None
0.00000000
N
N
N
N
N
N
GENM CAPITAL LABUAN
254900DWSHIWTSE0YG58
Genm Capital Labuan Ltd
37231BAA6
12960000.00000000
PA
USD
10479581.32000000
0.346203973660
Long
DBT
CORP
MY
N
2
2031-04-19
Fixed
3.88200000
N
N
N
N
N
N
Fastenal Co
529900PP0C7H2HHPSJ32
Fastenal Co
311900104
12953.00000000
NS
USD
764097.47000000
0.025242762310
Long
EC
CORP
US
N
1
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
639057AB4
14965000.00000000
PA
USD
11441041.80000000
0.377966830260
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
47748.60000000
0.001577425142
Long
DBT
CORP
KY
N
2
2027-01-14
Fixed
5.75000000
Y
N
N
N
N
N
AMER AIRLINE 16-3 B PTT
N/A
American Airlines 2016-3 Class B Pass Through Trust
023771S41
1053475.91000000
PA
USD
969092.49000000
0.032014988064
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
3409000.00000000
PA
USD
2749198.96000000
0.090822674615
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
5645000.00000000
PA
USD
4836878.17000000
0.159791349619
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
444285.80000000
0.014677447953
Long
DBT
CORP
KY
N
2
2026-08-17
Fixed
4.45000000
N
N
N
N
N
N
2023-08-17
LOOMIS SAYLES FUNDS II
John Sgroi
John Sgroi
Assistant Treasurer