0001752724-20-267577.txt : 20201222
0001752724-20-267577.hdr.sgml : 20201222
20201222122100
ACCESSION NUMBER: 0001752724-20-267577
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20201030
FILED AS OF DATE: 20201222
PERIOD START: 20210430
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: WESTERN ASSET HIGH INCOME FUND II INC.
CENTRAL INDEX KEY: 0001058239
IRS NUMBER: 000000000
STATE OF INCORPORATION: MD
FISCAL YEAR END: 0430
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-08709
FILM NUMBER: 201406940
BUSINESS ADDRESS:
STREET 1: 620 EIGHTH AVENUE
STREET 2: 49TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10018
BUSINESS PHONE: 8887770102
MAIL ADDRESS:
STREET 1: 620 EIGHTH AVENUE
STREET 2: 49TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10018
FORMER COMPANY:
FORMER CONFORMED NAME: SALOMON BROTHERS HIGH INCOME FUND II INC
DATE OF NAME CHANGE: 19980421
FORMER COMPANY:
FORMER CONFORMED NAME: SALOMON BROTHERS HIGH YIELD BOND FUND IN
DATE OF NAME CHANGE: 19980319
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001058239
XXXXXXXX
Western Asset High Income Fund II Inc.
811-08709
0001058239
549300LH0LPNF7USIA77
620 Eighth Avenue
47th Floor
New York
10018
1-888-777-0102
Western Asset High Income Fund II Inc.
549300LH0LPNF7USIA77
2021-04-30
2020-10-30
N
743474383.24
169128219.57
574346163.67
0.00000000
0.00000000
158000000.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
910000.00000000
0.00000000
0.00000000
1744539.71000000
USD
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAA9
2530000.00000000
PA
USD
2754271.85000000
0.479549098474
Long
DBT
CORP
FR
N
2
2027-02-01
Fixed
8.12500000
N
N
N
N
N
N
SPRINT CAPITAL CORP
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AT9
5170000.00000000
PA
USD
7740782.50000000
1.347755585331
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW71
2230000.00000000
PA
USD
2325883.31000000
0.404961930125
Long
DBT
NUSS
EG
N
2
2029-03-01
Fixed
7.60030000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AC1
2690000.00000000
PA
USD
2555500.00000000
0.444940727673
Long
DBT
CORP
US
N
2
2030-02-01
Variable
5.05000000
N
N
N
N
N
N
MICHAELS STORES INC
BV4WJ23XIGNG4UDYEK73
Michaels Stores Inc
594087AU2
1560000.00000000
PA
USD
1609436.40000000
0.280220623346
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
8.00000000
N
N
N
N
N
N
MINEJESA CAPITAL BV
549300KS7ERCP10BKC35
Minejesa Capital BV
602736AA8
2380000.00000000
PA
USD
2453637.20000000
0.427205291025
Long
DBT
CORP
NL
N
2
2030-08-10
Fixed
4.62500000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAX4
2305000.00000000
PA
USD
2826506.25000000
0.492125903991
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.37500000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AA5
10952000.00000000
PA
USD
10079563.68000000
1.754963176839
Long
DBT
CORP
US
N
2
2050-02-01
Variable
6.25000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBK8
1100000.00000000
PA
USD
1148818.00000000
0.200021880995
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.87500000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
1130000.00000000
PA
USD
1100244.84000000
0.191564758258
Long
DBT
NUSS
NG
N
2
2032-02-16
Fixed
7.87500000
N
N
N
N
N
N
TRANSPORT DE GAS DEL SUR
5299002TRC7IFQYSW596
Transportadora de Gas del Sur SA
893870AX3
1860000.00000000
PA
USD
1534500.00000000
0.267173369835
Long
DBT
CORP
AR
N
2
2025-05-02
Fixed
6.75000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBC3
1900000.00000000
PA
USD
1909500.00000000
0.332465004693
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.00000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AM2
204000.00000000
PA
USD
207417.13000000
0.036113609373
Long
DBT
CORP
GB
N
2
2021-04-15
Fixed
4.12500000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
682051AH0
1500000.00000000
PA
USD
1374285.00000000
0.239278171759
Long
DBT
NUSS
OM
N
2
2028-01-17
Fixed
5.62500000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBX0
8300000.00000000
PA
USD
8727450.00000000
1.519545276359
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
METLIFE CAPITAL TRUST IV
N/A
MetLife Capital Trust IV
591560AA5
1100000.00000000
PA
USD
1519501.50000000
0.264561965608
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
7.87500000
N
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAE8
2545000.00000000
PA
USD
2691668.35000000
0.468649138839
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.87500000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAL4
5408000.00000000
PA
USD
5595928.00000000
0.974312767102
Long
DBT
CORP
N/A
N
2
2025-02-15
Fixed
6.00000000
N
N
N
N
N
N
WESTERN DIGITAL CORP
549300QQXOOYEF89IC56
Western Digital Corp
958102AM7
1798000.00000000
PA
USD
1938783.40000000
0.337563567520
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.75000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SAZ9
1930000.00000000
PA
USD
1061500.00000000
0.184818854402
Long
DBT
NUSS
LK
N
2
2029-03-14
Fixed
7.85000000
N
N
N
N
N
N
L BRANDS INC
GR3KVMWVCR54YWQNXU90
L Brands Inc
501797AS3
1560000.00000000
PA
USD
1674644.40000000
0.291574055148
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.87500000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AN9
1270000.00000000
PA
USD
1528635.50000000
0.266152295722
Long
DBT
CORP
CO
N
2
2030-04-29
Fixed
6.87500000
N
N
N
N
N
N
PAMPA ENERGIA SA
254900QNIK0CVURGML24
Pampa Energia SA
697660AA6
2410000.00000000
PA
USD
1679468.75000000
0.292414027677
Long
DBT
CORP
AR
N
2
2027-01-24
Fixed
7.50000000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AC2
2760000.00000000
PA
USD
2628900.00000000
0.457720477003
Long
DBT
CORP
CA
N
2
2024-03-31
Fixed
7.00000000
N
N
N
N
N
N
WW INTERNATIONAL INC
SGT8R1MU6ESIC7UJC518
WW International Inc
948626AA4
1000000.00000000
PA
USD
1044375.00000000
0.181837203077
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
8.62500000
N
N
N
N
N
N
SPRINT CAPITAL CORP
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AD4
2200000.00000000
PA
USD
2787125.00000000
0.485269194137
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.87500000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724BM3
800000.00000000
PA
USD
769936.00000000
0.134054347134
Long
DBT
NUSS
UA
N
2
2032-09-25
Fixed
7.37500000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397WF6
1300000.00000000
PA
USD
1320536.49000000
0.229919963521
Long
DBT
CORP
US
N
2
2022-09-20
Fixed
4.25000000
N
N
N
N
N
N
MAGELLAN HEALTH SRVCS
N/A
Magellan Health Inc
559079AK4
2530000.00000000
PA
USD
2669150.00000000
0.464728445811
Long
DBT
CORP
US
N
2
2024-09-22
Variable
4.90000000
N
N
N
N
N
N
OASIS PETROLEUM INC
529900FA4V2YNIKZ0M71
Oasis Petroleum Inc
674215AE8
4219000.00000000
PA
USD
925543.13000000
0.161147264236
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
6.87500000
Y
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AJ3
1540000.00000000
PA
USD
1247400.00000000
0.217186094189
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
5.30000000
N
N
N
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
410345AL6
450000.00000000
PA
USD
484312.50000000
0.084324146418
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.87500000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAW7
4250000.00000000
PA
USD
4633702.03000000
0.806778615946
Long
DBT
CORP
IT
N
2
2026-01-15
Fixed
5.71000000
N
N
N
N
N
N
TELECOM ITALIA SPA
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
87927YAA0
410000.00000000
PA
USD
444224.75000000
0.077344427124
Long
DBT
CORP
IT
N
2
2024-05-30
Fixed
5.30300000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
1390000.00000000
PA
USD
1544839.05000000
0.268973512442
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
WPX ENERGY INC
ZXZE9GCS2BB547GJW219
WPX Energy Inc
98212BAG8
1070000.00000000
PA
USD
1204975.15000000
0.209799460015
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
8.25000000
N
N
N
N
N
N
ADIENT US LLC
213800SOTRCDGZUHL712
Adient US LLC
00688JAB3
2410000.00000000
PA
USD
2653289.50000000
0.461966957878
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
9.00000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DAZ8
910000.00000000
PA
USD
941850.00000000
0.163986470107
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.87500000
N
N
N
N
N
N
GMAC CAPITAL TRUST I
N/A
GMAC CAPITAL TRUST I
361860208
155800.00000000
NS
USD
4010292.00000000
0.698236055826
Long
EP
CORP
US
N
1
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC
06739FFU0
1970000.00000000
PA
USD
2074726.34000000
0.361232732319
Long
DBT
CORP
GB
N
2
2021-06-12
Fixed
10.17900000
N
N
N
N
N
N
PACTIV LLC
549300O4WTC6DL4JIE57
Pactiv LLC
880394AB7
920000.00000000
PA
USD
1019953.40000000
0.177585133237
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
7.95000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZJ0
3000000.00000000
PA
USD
2940917.37000000
0.512046141512
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.62500000
N
N
N
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAF2
110000.00000000
PA
USD
125606.25000000
0.021869433095
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.87500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828R69
1000000.00000000
PA
USD
1037304.69000000
0.180606184147
Long
DBT
UST
US
N
2
2023-05-31
Fixed
1.62500000
N
N
N
N
N
N
NGPL PIPECO LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62912XAC8
1900000.00000000
PA
USD
2358337.72000000
0.410612600758
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
7.76800000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AJ4
2510000.00000000
PA
USD
2953517.00000000
0.514239876023
Long
DBT
CORP
FR
N
2
N/A
Fixed
8.12500000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BV1
3900000.00000000
PA
USD
4522591.40000000
0.787433030126
Long
DBT
CORP
US
N
2
2044-06-24
Fixed
5.75000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
67054KAA7
13380000.00000000
PA
USD
13978755.00000000
2.433855379250
Long
DBT
CORP
FR
N
2
2026-05-01
Fixed
7.37500000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BF0
606000.00000000
PA
USD
645390.00000000
0.112369515254
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.50000000
N
N
N
N
N
N
MWO HOLDINGS LLC
N/A
MWO HOLDINGS LLC
000000000
1069.00000000
NS
USD
108022.45000000
0.018807899631
Long
EC
CORP
US
N
3
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BK2
3220000.00000000
PA
USD
3489836.00000000
0.607618927529
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
8.00000000
N
N
N
N
N
N
TEVA PHARMACEUT FIN BV
549300Q840R30TDKVK53
Teva Pharmaceutical Finance Co BV
88165FAG7
9888000.00000000
PA
USD
9503109.60000000
1.654596165364
Long
DBT
CORP
CW
N
2
2022-12-18
Fixed
2.95000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
197677AH0
2205000.00000000
PA
USD
2809820.48000000
0.489220727452
Long
DBT
CORP
US
N
2
2095-11-15
Fixed
7.50000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAB5
5955000.00000000
PA
USD
5278569.64000000
0.919057177342
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
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828W71
3000000.00000000
PA
USD
3193125.00000000
0.555958270809
Long
DBT
UST
US
N
2
2024-03-31
Fixed
2.12500000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZP6
5160000.00000000
PA
USD
4883105.22000000
0.850202461316
Long
DBT
CORP
US
N
2
2023-04-19
Fixed
3.80000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZQ6
2500000.00000000
PA
USD
2451562.50000000
0.426844062879
Long
DBT
UST
US
N
2
2030-05-15
Fixed
0.62500000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAT4
2180000.00000000
PA
USD
2301807.91000000
0.400770137523
Long
DBT
CORP
IT
N
2
2024-06-26
Fixed
5.01700000
N
N
N
N
N
N
DEUTSCHE BANK SECURITIES INC.
9J6MBOOO7BECTDTUZW19
DEUTSCHE BANK SECURITIES INC.
000000000
-3485000.00000000
PA
USD
-3485000.00000000
-0.60677692660
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.19000000
2020-12-01
3400000.00000000
USD
3506516.00000000
USD
UST
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AN1
330000.00000000
PA
USD
307931.25000000
0.053614225963
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
3.80000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAB4
1170000.00000000
PA
USD
1164150.00000000
0.202691351250
Long
DBT
CORP
US
N
2
2024-10-25
Fixed
5.87500000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAG4
2320000.00000000
PA
USD
2885500.00000000
0.502397366348
Long
DBT
CORP
US
N
2
2030-02-01
Variable
8.75000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBG9
1150000.00000000
PA
USD
1233957.88000000
0.214845672880
Long
DBT
CORP
GB
N
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZX9
7670000.00000000
PA
USD
8378512.88000000
1.458791476287
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91911KAP7
500000.00000000
PA
USD
547600.00000000
0.095343197994
Long
DBT
CORP
CA
N
2
2025-12-15
Fixed
9.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HQ7
7150000.00000000
PA
USD
7427062.50000000
1.293133474165
Long
DBT
CORP
US
N
2
N/A
Fixed
6.30000000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAC0
1420000.00000000
PA
USD
1514075.00000000
0.263617152123
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EL4
2550000.00000000
PA
USD
2851920.00000000
0.496550718085
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
MONTAGE RESOURCES CORP
54930070862I62NN3X72
Montage Resources Corp
27890GAB6
4740000.00000000
PA
USD
4817025.00000000
0.838697166395
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
8.87500000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAJ7
1990000.00000000
PA
USD
2008656.25000000
0.349729201143
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.75000000
N
N
N
N
N
N
BERRY PETROLEUM CO LLC
DQ2XTZKV7SILNNV77403
Berry Petroleum Co LLC
08580BAA4
370000.00000000
PA
USD
253320.50000000
0.044105892234
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
7.00000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAF6
800000.00000000
PA
USD
850280.00000000
0.148043123430
Long
DBT
CORP
NL
N
2
2023-05-20
Fixed
4.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Z78
2000000.00000000
PA
USD
2117812.50000000
0.368734507856
Long
DBT
UST
US
N
2
2027-01-31
Fixed
1.50000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AK4
4820000.00000000
PA
USD
5226832.10000000
0.910049101155
Long
DBT
CORP
CH
N
2
N/A
Fixed
7.25000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAC3
2950000.00000000
PA
USD
3013425.00000000
0.524670519385
Long
DBT
CORP
CA
N
2
2024-05-15
Fixed
4.25000000
N
N
N
N
N
N
PARTY CITY HOLDINGS INC
5493005PYM1JS6EZN307
Party City Holdings Inc
702150AE3
1465654.00000000
PA
USD
1033286.07000000
0.179906498094
Long
DBT
CORP
US
N
2
2025-07-15
Floating
5.75000000
N
N
N
N
N
N
DEUTSCHE BANK SECURITIES INC.
9J6MBOOO7BECTDTUZW19
DEUTSCHE BANK SECURITIES INC.
000000000
-4045000.00000000
PA
USD
-4045000.00000000
-0.70427910132
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.19000000
2020-12-01
4000000.00000000
USD
4042387.00000000
USD
UST
N
N
N
Party City Holdings
N/A
Party City Holdings
000000000
149144.00000000
NS
USD
296796.56000000
0.051675553659
Long
EC
CORP
US
N
2
N
N
N
HERCULES OFFSHORE INC ESCR
N/A
HERCULES OFFSHORE INC ESCROW
000000000
96800.00000000
NS
USD
72398.19000000
0.012605323162
Long
EC
CORP
US
N
3
N
N
N
PETSMART INC
N/A
PetSmart Inc
716768AC0
9690000.00000000
PA
USD
9924061.95000000
1.727888611040
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.87500000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AK1
3590000.00000000
PA
USD
3613424.75000000
0.629137091629
Long
DBT
CORP
CA
N
2
2023-04-01
Fixed
7.25000000
N
N
N
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAB2
1230000.00000000
PA
USD
1318529.25000000
0.229570480905
Long
DBT
CORP
NL
N
2
2027-08-15
Fixed
8.50000000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
000000000
1640000.00000000
PA
2206713.19000000
0.384213098229
Long
DBT
CORP
GB
N
2
N/A
Fixed
7.37500000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAV2
460000.00000000
PA
USD
538926.44000000
0.093833035561
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.12500000
N
N
N
N
N
N
AMERICAN AXLE & MFG INC
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing Inc
02406PAU4
4271000.00000000
PA
USD
4297693.75000000
0.748275869475
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.50000000
N
N
N
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
45824TAR6
2660000.00000000
PA
USD
2704315.60000000
0.470851164517
Long
DBT
CORP
LU
N
2
2024-02-15
Variable
8.00000000
Y
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397XQ1
2250000.00000000
PA
USD
2254218.75000000
0.392484340035
Long
DBT
CORP
US
N
2
2021-01-15
Fixed
3.20000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDE7
610000.00000000
PA
USD
657961.25000000
0.114558308493
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAE4
1404000.00000000
PA
USD
1532992.50000000
0.266910897463
Long
DBT
CORP
CA
N
2
2027-05-01
Fixed
8.50000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAW3
1230000.00000000
PA
USD
1275854.40000000
0.222140318975
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.12500000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LBG0
1170000.00000000
PA
USD
1339081.10000000
0.233148784601
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
5.50000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BP3
1610000.00000000
PA
USD
1724817.15000000
0.300309684142
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAM7
1900000.00000000
PA
USD
1902375.00000000
0.331224463630
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
6.00000000
N
N
N
N
N
N
UNITED AIRLINES HOLDINGS
98450079DA0B78DD6764
United Airlines Holdings Inc
910047AJ8
3165000.00000000
PA
USD
2881890.75000000
0.501768956126
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
4.25000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBC8
3870000.00000000
PA
USD
4409323.20000000
0.767711787578
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AS0
240000.00000000
PA
USD
216429.60000000
0.037682779774
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.37500000
N
N
N
N
N
N
KCAD HOLDINGS I LIMITED
N/A
KCAD HOLDINGS I LIMITED
000000000
533873172.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAL0
670000.00000000
PA
USD
773011.46000000
0.134589818631
Long
DBT
CORP
US
N
2
2035-07-15
Fixed
5.00000000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281ABC2
8231000.00000000
PA
USD
8737206.50000000
1.521243990587
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
9.25000000
N
N
N
N
N
N
ROCKIES EXPRESS PIPELINE
W2ZGZGZKY5GGNY6F3V51
Rockies Express Pipeline LLC
77340RAM9
1430000.00000000
PA
USD
1472900.00000000
0.256448130616
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
6.87500000
N
N
N
N
N
N
ORBIA ADVANCE CORP SAB
549300MVHZ20SBIOEQ79
Orbia Advance Corp SAB de CV
59284BAE8
1000000.00000000
PA
USD
1165990.00000000
0.203011715539
Long
DBT
CORP
MX
N
2
2044-09-17
Fixed
5.87500000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBJ3
1320000.00000000
PA
USD
1513875.00000000
0.263582329918
Long
DBT
CORP
US
N
2
2034-11-14
Fixed
5.40000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCE1
5105000.00000000
PA
USD
5311803.55000000
0.924843567520
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828XX3
3000000.00000000
PA
USD
3190898.43000000
0.555570600421
Long
DBT
UST
US
N
2
2024-06-30
Fixed
2.00000000
N
N
N
N
N
N
MERCER INTL INC
549300Z5IAG39VRTY874
Mercer International Inc
588056AY7
1440000.00000000
PA
USD
1467007.20000000
0.255422129160
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
7.37500000
N
N
N
N
N
N
Dreyfus Government Cash Management
5493000Q69I5Q3QZIA91
Dreyfus Government Cash Management
262006208
138420071.43000000
NS
USD
138420071.43000000
24.10046069525
Long
STIV
RF
US
N
1
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CW8
2980000.00000000
PA
USD
3515446.40000000
0.612077980557
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
9.00000000
N
N
N
N
N
N
SENSATA TECH UK FIN CO
635400EUADS212PJER83
Sensata Technologies UK Financing Co PLC
81727TAA6
900000.00000000
PA
USD
933187.50000000
0.162478233342
Long
DBT
CORP
GB
N
2
2026-02-15
Fixed
6.25000000
N
N
N
N
N
N
COGENT COMMUNICATIONS GR
549300KFWFYF8Q1U0Y26
Cogent Communications Group Inc
19240CAA1
1120000.00000000
PA
USD
1143536.80000000
0.199102365843
Long
DBT
CORP
US
N
2
2022-03-01
Fixed
5.37500000
N
N
N
N
N
N
VIMPEL COM (VIP FIN IRL)
N/A
Vimpel Communications Via VIP Finance Ireland Ltd OJSC
918242AD0
2300000.00000000
PA
USD
2338205.30000000
0.407107324450
Long
DBT
CORP
IE
N
2
2021-02-02
Fixed
7.74800000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAZ2
7580000.00000000
PA
USD
8443437.80000000
1.470095620739
Long
DBT
CORP
NL
N
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AD0
340000.00000000
PA
USD
330915.20000000
0.057615985085
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
6.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAE1
4000000.00000000
PA
USD
3912812.48000000
0.681263796557
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.62500000
N
N
N
N
N
N
UNITED AIRLINES HOLDINGS
98450079DA0B78DD6764
United Airlines Holdings Inc
910047AH2
980000.00000000
PA
USD
859337.50000000
0.149620134051
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
5.00000000
N
N
N
N
N
N
DEUTSCHE BANK SECURITIES INC.
9J6MBOOO7BECTDTUZW19
DEUTSCHE BANK SECURITIES INC.
000000000
-4020000.00000000
PA
USD
-4020000.00000000
-0.69992632566
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.19000000
2020-12-01
4000000.00000000
USD
4052578.00000000
USD
UST
N
N
N
CBR FASHION FINANCE BV
529900KWV5N2TSYKV769
CBR Fashion Finance BV
000000000
1000000.00000000
PA
1042770.54000000
0.181557848900
Long
DBT
CORP
NL
N
2
2022-10-01
Fixed
5.12500000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CJ7
3900000.00000000
PA
USD
3476733.00000000
0.605337550752
Long
DBT
NUSS
TR
N
2
2026-04-14
Fixed
4.25000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AH4
1120000.00000000
PA
USD
1176089.60000000
0.204770167260
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.75000000
N
N
N
N
N
N
VEON HOLDINGS BV
5493000XDKGUH5NQGE22
VEON Holdings BV
000000000
1620000.00000000
PA
USD
1750677.30000000
0.304812221398
Long
DBT
CORP
NL
N
2
2022-03-01
Fixed
7.50430000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828R77
5000000.00000000
PA
USD
5036618.30000000
0.876930781223
Long
DBT
UST
US
N
2
2021-05-31
Fixed
1.37500000
N
N
N
N
N
N
SILVERSEA CRUISE FINANCE
N/A
Silversea Cruise Finance Ltd
82845LAA8
1803000.00000000
PA
USD
1818190.28000000
0.316566975633
Long
DBT
CORP
BS
N
2
2025-02-01
Fixed
7.25000000
N
N
N
N
N
N
DELTA AIR LINES 2007-1 B
N/A
Delta Air Lines 2007-1 Class B Pass Through Trust
247367BJ3
463502.30000000
PA
USD
439430.08000000
0.076509622209
Long
DBT
CORP
US
N
2
2022-08-10
Fixed
8.02100000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAR1
1060000.00000000
PA
USD
1089150.00000000
0.189633024279
Long
DBT
CORP
N/A
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
TC ZIRAAT BANKASI AS
213800K5KTZFSUS8MR51
TC Ziraat Bankasi AS
90014TAC5
2530000.00000000
PA
USD
2377694.00000000
0.413982742534
Long
DBT
CORP
TR
N
2
2023-09-29
Fixed
5.12500000
N
N
N
N
N
N
SERVICE CORP INTL
549300RKVM2ME20JHZ15
Service Corp International/US
817565BT0
2090000.00000000
PA
USD
2536340.40000000
0.441604830054
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.50000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91831AAC5
4530000.00000000
PA
USD
4655707.50000000
0.810610010912
Long
DBT
CORP
CA
N
2
2025-04-15
Fixed
6.12500000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
221597BV8
460000.00000000
PA
USD
367425.00000000
0.063972743833
Long
DBT
NUSS
CR
N
2
2045-03-12
Fixed
7.15800000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BW9
1280000.00000000
PA
USD
1412644.21000000
0.245956933180
Long
DBT
CORP
US
N
2
2024-06-24
Fixed
4.55000000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
92769XAM7
1610000.00000000
PA
USD
1677982.25000000
0.292155211637
Long
DBT
CORP
GB
N
2
2026-08-15
Fixed
5.50000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397XW8
600000.00000000
PA
USD
600750.00000000
0.104597199041
Long
DBT
CORP
US
N
2
2021-03-18
Fixed
3.33600000
N
N
N
N
N
N
CORECIVIC INC
529900JFA3K6PTLT8B15
CoreCivic Inc
21871NAA9
1140000.00000000
PA
USD
892050.00000000
0.155315740998
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
90352JAF0
5170000.00000000
PA
USD
5567805.65000000
0.969416355882
Long
DBT
CORP
CH
N
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DJ1
1330000.00000000
PA
USD
1083019.00000000
0.188565549577
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
6.20000000
N
N
N
N
N
N
SPRINT COMMUNICATIONS
549300JKU50UT08ZWD77
Sprint Communications Inc
852061AM2
4285000.00000000
PA
USD
4683483.58000000
0.815446132707
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
11.50000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91911KAK8
740000.00000000
PA
USD
767565.00000000
0.133641529891
Long
DBT
CORP
CA
N
2
2024-03-15
Fixed
7.00000000
N
N
N
N
N
N
DIVERSIFIED HEALTHCARE T
N/A
Diversified Healthcare Trust
25525PAA5
860000.00000000
PA
USD
947169.60000000
0.164912671122
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
9.75000000
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAH6
2960000.00000000
PA
USD
3981510.80000000
0.693224931556
Long
DBT
CORP
KY
N
2
2036-11-21
Fixed
6.87500000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBN1
270000.00000000
PA
USD
290081.25000000
0.050506344143
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.87500000
N
N
N
N
N
N
XPO LOGISTICS INC
54930096DB9LCLPN7H13
XPO Logistics Inc
983793AD2
754000.00000000
PA
USD
758196.01000000
0.132010285427
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
6.50000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZU5
1070000.00000000
PA
USD
932312.40000000
0.162325868783
Long
DBT
CORP
US
N
2
2024-10-28
Fixed
2.90000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZM3
390000.00000000
PA
USD
390922.97000000
0.068063999505
Long
DBT
CORP
US
N
2
2021-04-19
Fixed
3.40000000
N
N
N
N
N
N
PROVINCIA DE BUENOS AIRE
549300L6AYROPOTQ4L07
Provincia de Buenos Aires/Government Bonds
11943AAD6
4880000.00000000
PA
USD
1634848.80000000
0.284645202390
Long
DBT
NUSS
AR
N
2
2021-06-09
Fixed
9.95000000
N
N
N
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WAR2
495000.00000000
PA
USD
553153.71000000
0.096310160141
Long
DBT
CORP
KY
N
2
2027-06-01
Fixed
4.87500000
N
N
N
N
N
N
OASIS PETROLEUM INC
529900FA4V2YNIKZ0M71
Oasis Petroleum Inc
674215AG3
180000.00000000
PA
USD
35730.00000000
0.006220986969
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
6.87500000
Y
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EB7
1190000.00000000
PA
USD
1048985.00000000
0.182639854908
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.87500000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SAY2
1920000.00000000
PA
USD
1084725.00000000
0.188862582988
Long
DBT
NUSS
LK
N
2
2024-03-14
Fixed
6.85000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
24736CBM5
4503712.50000000
PA
USD
4497317.23000000
0.783032518448
Long
LON
CORP
US
N
2
2023-04-29
Floating
5.75000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBR2
2970000.00000000
PA
USD
2255314.05000000
0.392675043842
Long
DBT
CORP
MX
N
2
2045-01-23
Fixed
6.37500000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AJ8
2500000.00000000
PA
USD
2729875.00000000
0.475301337882
Long
DBT
CORP
CO
N
2
2045-05-28
Fixed
5.87500000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HS2
7642500.00000000
PA
USD
2820082.50000000
0.491007458286
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.12500000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAF5
4080000.00000000
PA
USD
4030020.00000000
0.701670918153
Long
DBT
CORP
MX
N
2
2033-01-18
Fixed
5.12500000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BB5
780000.00000000
PA
USD
1004307.49000000
0.174861007790
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
7.50000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AAN3
1820000.00000000
PA
USD
2032839.90000000
0.353939841264
Long
DBT
CORP
FR
N
2
N/A
Fixed
7.37500000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AS6
1000000.00000000
PA
USD
1065000.00000000
0.185428242994
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.37500000
N
N
N
N
N
N
CONTL AIRLINES 2007-1
N/A
Continental Airlines 2007-1 Class A Pass Through Trust
21079NAA9
2593880.96000000
PA
USD
2531399.30000000
0.440744530062
Long
DBT
CORP
US
N
2
2022-04-19
Fixed
5.98300000
N
N
N
N
N
N
VEON HOLDINGS BV
5493000XDKGUH5NQGE22
VEON Holdings BV
92718WAB5
700000.00000000
PA
USD
756465.50000000
0.131708984554
Long
DBT
CORP
NL
N
2
2022-03-01
Fixed
7.50430000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCF0
750000.00000000
PA
USD
788670.00000000
0.137316143100
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.25000000
N
N
N
N
N
N
DEUTSCHE BANK SECURITIES INC.
9J6MBOOO7BECTDTUZW19
DEUTSCHE BANK SECURITIES INC.
000000000
-5012500.00000000
PA
USD
-5012500.00000000
-0.87273151925
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.19000000
2020-12-01
5000000.00000000
USD
5036618.00000000
USD
UST
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AX2
2300000.00000000
PA
USD
2084835.00000000
0.362992761486
Long
DBT
NUSS
ZA
N
2
2047-09-27
Fixed
5.65000000
N
N
N
N
N
N
MILEAGE PLUS HOLDINGS IN
N/A
Mileage Plus Holdings LLC
000000000
1180000.00000000
PA
USD
1202770.46000000
0.209415599177
Long
LON
CORP
US
N
2
2027-06-20
Floating
6.25000000
N
N
N
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAE5
4400000.00000000
PA
USD
4588452.00000000
0.798900086783
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
7.25000000
N
N
N
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
Legacy LifePoint Health LLC
53219LAT6
1140000.00000000
PA
USD
1208400.00000000
0.210395764163
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
6.75000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XAW5
6180000.00000000
PA
USD
6226350.00000000
1.084076188515
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.87500000
N
N
N
N
N
N
JB POINDEXTER & CO INC
549300W6P81HOZZGPQ16
JB Poindexter & Co Inc
730481AJ7
2740000.00000000
PA
USD
2921853.80000000
0.508726963775
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.12500000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands Inc
84762LAS4
1720000.00000000
PA
USD
1764075.00000000
0.307144908695
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
6.12500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/GBP FORWARD
000000000
1.00000000
NC
USD
-2521.93000000
-0.00043909582
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-967307.12000000
GBP
1251397.97000000
USD
2021-01-19
-2521.93000000
N
N
N
ANA INTL/ANA HOLD
N/A
Anagram International Inc / Anagram Holdings LLC
03254TAC7
792254.00000000
PA
USD
669454.63000000
0.116559432681
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
10.00000000
N
N
N
N
N
N
ADIENT GLOBAL HOLDINGS
213800VA38VCKE6M8790
Adient Global Holdings Ltd
00687YAA3
2393000.00000000
PA
USD
2294001.59000000
0.399410971136
Long
DBT
CORP
JE
N
2
2026-08-15
Fixed
4.87500000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAL5
1160000.00000000
PA
USD
1169280.00000000
0.203584540815
Long
DBT
CORP
NL
N
2
2024-04-15
Fixed
6.00000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AQ4
1320000.00000000
PA
USD
1093521.00000000
0.190394063575
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
4.90000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50076QAE6
160000.00000000
PA
USD
176073.52000000
0.030656341268
Long
DBT
CORP
US
N
2
2042-06-04
Fixed
5.00000000
N
N
N
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAD8
780000.00000000
PA
USD
732966.00000000
0.127617462492
Long
DBT
CORP
KY
N
2
2027-10-01
Fixed
5.50000000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-4040.33000000
-0.00070346600
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-328267.70000000
USD
277836.89000000
EUR
2021-01-19
-4040.33000000
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411AW5
1800000.00000000
PA
USD
1655802.00000000
0.288293385546
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
5.10000000
N
N
N
N
N
N
SALLY HOLDINGS/SALLY CAP
N/A
Sally Holdings LLC / Sally Capital Inc
79546VAL0
1460000.00000000
PA
USD
1450145.00000000
0.252486234213
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.62500000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAT3
2755000.00000000
PA
USD
3296577.90000000
0.573970561400
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.87500000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LBD7
390000.00000000
PA
USD
423908.16000000
0.073807084788
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.25000000
N
N
N
N
N
N
TELECOM ITALIA CAPITAL
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAM0
2660000.00000000
PA
USD
3101560.00000000
0.540015794687
Long
DBT
CORP
LU
N
2
2034-09-30
Fixed
6.00000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAD3
5920000.00000000
PA
USD
5625539.20000000
0.979468403524
Long
DBT
CORP
NL
N
2
2023-07-21
Fixed
2.80000000
N
N
N
N
N
N
SALLY HOLDINGS/SALLY CAP
N/A
Sally Holdings LLC / Sally Capital Inc
79546VAK2
1680000.00000000
PA
USD
1681050.00000000
0.292689340738
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
5.50000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBL5
1150000.00000000
PA
USD
1207500.00000000
0.210239064240
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.50000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XAY1
12359000.00000000
PA
USD
13115988.75000000
2.283638262017
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
ARCELORMITTAL
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LAP9
3200000.00000000
PA
USD
3915646.78000000
0.681757279439
Long
DBT
CORP
LU
N
2
2039-10-15
Variable
7.25000000
N
N
N
N
N
N
WYNN RESORTS FINANCE LLC
N/A
Wynn Resorts Finance LLC / Wynn Resorts Capital Corp
983133AB5
3440000.00000000
PA
USD
3623833.60000000
0.630949387185
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.75000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAC5
4790000.00000000
PA
USD
4724329.10000000
0.822557788113
Long
DBT
CORP
NL
N
2
2021-07-21
Fixed
2.20000000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc
91911XAW4
4660000.00000000
PA
USD
5101931.10000000
0.888302459861
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
8.50000000
N
N
N
N
N
N
CLARK EQUIPMENT CO
549300X1FKNY520VPF71
Clark Equipment Co
181396AE2
710000.00000000
PA
USD
740618.75000000
0.128949890649
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.87500000
N
N
N
N
N
N
IVORY COAST GOVERNMENT INTERNATIONAL BOND
254900ICW11T82O6H590
IVORY COAST
221625AK2
415000.00000000
PA
USD
406938.63000000
0.070852502504
Long
DBT
NUSS
CI
N
2
2032-12-31
Variable
5.75000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBL8
1195000.00000000
PA
USD
1286865.63000000
0.224057495531
Long
DBT
CORP
US
N
2
2024-11-14
Fixed
4.55000000
N
N
N
N
N
N
UPC HOLDING BV
213800G1DU7LKI6ZCD69
UPC Holding BV
90320LAG2
3010000.00000000
PA
USD
3113468.75000000
0.542089239371
Long
DBT
CORP
NL
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
JETBLUE AIRWAYS CORP
54930070J9H97ZO93T57
JetBlue Airways Corp
47714FAL8
2419375.00000000
PA
USD
2413541.89000000
0.420224255452
Long
LON
CORP
US
N
2
2024-06-17
Floating
6.25000000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
984245AQ3
570000.00000000
PA
USD
307087.50000000
0.053467319784
Long
DBT
CORP
AR
N
2
2027-07-21
Fixed
6.95000000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AT9
2490000.00000000
PA
USD
2707875.00000000
0.471470895304
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
9.50000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91831AAB7
56000.00000000
PA
USD
55903.68000000
0.009733447097
Long
DBT
CORP
CA
N
2
2023-05-15
Fixed
5.87500000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAE9
1720000.00000000
PA
USD
1720516.00000000
0.299560806501
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
3.00000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
16516FAH2
2960000.00000000
PA
USD
2202734.32000000
0.383520333090
Long
LON
CORP
US
N
2
2024-06-23
Floating
9.00000000
N
N
N
N
N
N
DEUTSCHE BANK SECURITIES INC.
9J6MBOOO7BECTDTUZW19
DEUTSCHE BANK SECURITIES INC.
000000000
-3187500.00000000
PA
USD
-3187500.00000000
-0.55497889628
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.19000000
2020-12-01
3000000.00000000
USD
3190898.00000000
USD
UST
N
N
N
VOC ESCROW LTD
N/A
VOC Escrow Ltd
91832VAA2
3350000.00000000
PA
USD
2906744.75000000
0.506096311573
Long
DBT
CORP
BM
N
2
2028-02-15
Fixed
5.00000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BU3
1040000.00000000
PA
USD
1096078.60000000
0.190839369936
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.70000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BQ5
1780000.00000000
PA
USD
1444771.67000000
0.251550678212
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281AAS8
1009000.00000000
PA
USD
938370.00000000
0.163380563735
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.87500000
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20337YAA5
68000.00000000
PA
USD
67505.64000000
0.011753476260
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZS2
2000000.00000000
PA
USD
1988828.12000000
0.346276905079
Long
DBT
UST
US
N
2
2027-05-31
Fixed
0.50000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAP0
310000.00000000
PA
USD
323407.50000000
0.056308811733
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.50000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
4099000.00000000
PA
782658.09000000
0.136269403280
Long
DBT
NUSS
BR
N
2
2023-01-01
Fixed
10.00000000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
984245AL4
5900000.00000000
PA
USD
3481000.00000000
0.606080482501
Long
DBT
CORP
AR
N
2
2025-07-28
Fixed
8.50000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-32981.21000000
-0.00574239232
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-3822375.71000000
USD
3247207.57000000
EUR
2021-01-19
-32981.21000000
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48126HAA8
1570000.00000000
PA
USD
1610545.86000000
0.280413792565
Long
DBT
CORP
US
N
2
N/A
Fixed
6.00000000
N
N
N
N
N
N
DEUTSCHE BANK SECURITIES INC.
9J6MBOOO7BECTDTUZW19
DEUTSCHE BANK SECURITIES INC.
000000000
-1035000.00000000
PA
USD
-1035000.00000000
-0.18020491220
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.19000000
2020-12-01
1000000.00000000
USD
1037305.00000000
USD
UST
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCX6
1000000.00000000
PA
USD
1039700.00000000
0.181023234029
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.25000000
N
N
N
N
N
N
SPIRIT LOYALTY KY LTD/IP
N/A
Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd
84859BAA9
6730000.00000000
PA
USD
7142212.50000000
1.243537948327
Long
DBT
CORP
KY
N
2
2025-09-20
Fixed
8.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JM4
750000.00000000
PA
USD
785818.65000000
0.136819691626
Long
DBT
CORP
US
N
2
N/A
Fixed
5.95000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097AH4
3530000.00000000
PA
USD
5426386.60000000
0.944793739950
Long
DBT
CORP
GB
N
2
N/A
Fixed
7.64800000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAH8
150000.00000000
PA
USD
153135.50000000
0.026662579065
Long
DBT
CORP
IE
N
2
2021-12-16
Fixed
4.45000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48126HAC4
2410000.00000000
PA
USD
2536712.33000000
0.441669587168
Long
DBT
CORP
US
N
2
N/A
Fixed
6.10000000
N
N
N
N
N
N
GLOBAL AIR LEASE CO LTD
N/A
Global Aircraft Leasing Co Ltd
37960JAA6
4642400.00000000
PA
USD
3122014.00000000
0.543577061619
Long
DBT
CORP
KY
N
2
2024-09-15
Fixed
6.50000000
N
N
N
N
N
N
BONCER
549300KPBYGYF7HCHO27
Argentina Treasury Bond BONCER
000000000
11399162.29758350
PA
70295.67000000
0.012239251247
Long
DBT
NUSS
AR
N
2
2021-08-05
Fixed
1.00000000
N
N
N
N
N
N
INTL LEASE FINANCE CORP
N/A
International Lease Finance Corp
459745GF6
2160000.00000000
PA
USD
2178113.00000000
0.379233489796
Long
DBT
CORP
US
N
2
2020-12-15
Fixed
8.25000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZH9
300000.00000000
PA
USD
302062.50000000
0.052592411877
Long
DBT
CORP
US
N
2
2021-10-12
Fixed
3.81300000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AM3
780000.00000000
PA
USD
857766.00000000
0.149346518573
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.75000000
N
N
N
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WAL5
850000.00000000
PA
USD
935624.85000000
0.162902602852
Long
DBT
CORP
KY
N
2
2025-01-01
Fixed
4.75000000
N
N
N
N
N
N
CARRIAGE SERVICES INC
N/A
Carriage Services Inc
143905AN7
2190000.00000000
PA
USD
2309617.80000000
0.402129925486
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.62500000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
N/A
Match Group Holdings II LLC
57665RAG1
920000.00000000
PA
USD
960204.00000000
0.167182103883
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.00000000
N
N
N
N
N
N
SAGA PLC
2138004WWUJN94K2LH95
Saga PLC
000000000
1795000.00000000
PA
1949838.95000000
0.339488460676
Long
DBT
CORP
GB
N
2
2024-05-12
Fixed
3.37500000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZZ4
880000.00000000
PA
USD
911764.64000000
0.158748277201
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.37500000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DAU9
760000.00000000
PA
USD
773091.00000000
0.134603667422
Long
DBT
CORP
US
N
2
2022-03-01
Fixed
3.55000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCJ0
7100000.00000000
PA
USD
7348500.00000000
1.279454876662
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.50000000
N
N
N
N
N
N
IRB HOLDING CORP
549300HVW4WNWYBXN830
IRB Holding Corp
44988MAC9
1480000.00000000
PA
USD
1579914.80000000
0.275080587272
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.00000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HX1
558141.41061200
PA
USD
229954.26000000
0.040037572207
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBJ0
300000.00000000
PA
USD
306562.50000000
0.053375911495
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.87500000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404121AJ4
1810000.00000000
PA
USD
2109962.25000000
0.367367692772
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.62500000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands Inc
84762LAU9
1330000.00000000
PA
USD
1369900.00000000
0.238514694909
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.75000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DC6
980000.00000000
PA
USD
853991.60000000
0.148689353915
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.55000000
N
N
N
N
N
N
DEUTSCHE BANK SECURITIES INC.
9J6MBOOO7BECTDTUZW19
DEUTSCHE BANK SECURITIES INC.
000000000
-4270000.00000000
PA
USD
-4270000.00000000
-0.74345408224
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.19000000
2020-12-01
4000000.00000000
USD
4288906.00000000
USD
UST
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
374422AG8
1080000.00000000
PA
USD
1003860.00000000
0.174783094847
Long
DBT
NUSS
GH
N
2
2029-05-16
Fixed
7.62500000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BB6
1370000.00000000
PA
USD
1417032.10000000
0.246720913211
Long
DBT
CORP
GB
N
2
N/A
Fixed
8.62500000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAT3
3500000.00000000
PA
USD
3907527.96000000
0.680343703356
Long
DBT
CORP
US
N
2
2029-01-30
Fixed
4.62500000
N
N
N
N
N
N
ARD FINANCE SA
6354006P6QPGGPVJW880
ARD Finance SA
00191AAD8
2790000.00000000
PA
USD
2838825.00000000
0.494270734196
Long
DBT
CORP
LU
N
2
2027-06-30
Fixed
6.50000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAR6
2100000.00000000
PA
USD
2084403.20000000
0.362917580345
Long
DBT
CORP
IE
N
2
2027-10-15
Fixed
4.62500000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AP4
970000.00000000
PA
USD
1060656.20000000
0.184671939518
Long
DBT
NUSS
GT
N
2
2027-06-05
Fixed
4.37500000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
10046000000.00000000
PA
710020.37000000
0.123622375304
Long
DBT
NUSS
ID
N
2
2021-07-15
Fixed
8.25000000
N
N
N
N
N
N
KINDER MORGAN INC/DELAWA
549300WR7IX8XE0TBO16
Kinder Morgan Inc
28368EAE6
1950000.00000000
PA
USD
2670685.00000000
0.464995706236
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
7.75000000
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAD9
2870000.00000000
PA
USD
2243981.25000000
0.390701878403
Long
DBT
CORP
BM
N
2
2027-09-15
Fixed
5.87500000
N
N
N
N
N
N
DEUTSCHE BANK SECURITIES INC.
9J6MBOOO7BECTDTUZW19
DEUTSCHE BANK SECURITIES INC.
000000000
-3202500.00000000
PA
USD
-3202500.00000000
-0.55759056168
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.19000000
2020-12-01
3000000.00000000
USD
3193125.00000000
USD
UST
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DB8
1000000.00000000
PA
USD
947500.00000000
0.164970197405
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
6.95000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAF6
1750000.00000000
PA
USD
1683841.25000000
0.293175328140
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.90000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AQ2
2840000.00000000
PA
USD
3253844.80000000
0.566530257503
Long
DBT
CORP
IT
N
2
2034-04-02
Fixed
7.29600000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828L24
3400000.00000000
PA
USD
3506515.61000000
0.610523031544
Long
DBT
UST
US
N
2
2022-08-31
Fixed
1.87500000
N
N
N
N
N
N
BLUE RACER MID LLC/FINAN
N/A
Blue Racer Midstream LLC / Blue Racer Finance Corp
095796AA6
1195000.00000000
PA
USD
1164796.38000000
0.202803893135
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
6.12500000
N
N
N
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WAH4
1700000.00000000
PA
USD
1837070.93000000
0.319854304982
Long
DBT
CORP
KY
N
2
2023-06-01
Fixed
4.75000000
N
N
N
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAH9
560000.00000000
PA
USD
539000.00000000
0.093845843168
Long
DBT
CORP
KY
N
2
2028-08-26
Fixed
5.62500000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAB2
700000.00000000
PA
USD
719642.04000000
0.125297614142
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828WG1
4000000.00000000
PA
USD
4042387.32000000
0.703824204930
Long
DBT
UST
US
N
2
2021-04-30
Fixed
2.25000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBT9
5850000.00000000
PA
USD
6150309.75000000
1.070836742549
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.12500000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
98290000.00000000
PA
1297975.47000000
0.225991841175
Long
DBT
NUSS
RU
N
2
2023-01-25
Fixed
7.00000000
N
N
N
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAE6
590000.00000000
PA
USD
547107.00000000
0.095257361258
Long
DBT
CORP
KY
N
2
2029-12-15
Fixed
5.12500000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AT1
1100000.00000000
PA
USD
1143175.00000000
0.199039372474
Long
DBT
NUSS
ZA
N
2
2026-04-14
Fixed
4.87500000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
3190000.00000000
PA
USD
3327568.75000000
0.579366410099
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
PETSMART INC
N/A
PetSmart Inc
71677HAG0
1064244.75500000
PA
USD
1056928.07000000
0.184022830978
Long
LON
CORP
US
N
2
2022-03-11
Floating
4.15140000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284X5
4000000.00000000
PA
USD
4288906.24000000
0.746745867090
Long
DBT
UST
US
N
2
2023-08-31
Fixed
2.75000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAH3
770000.00000000
PA
USD
808661.70000000
0.140796918505
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
6.50000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HAR2
3180000.00000000
PA
USD
3533775.00000000
0.615269191913
Long
DBT
CORP
BM
N
2
2024-05-15
Fixed
12.25000000
N
N
N
N
N
N
SUBURBAN PROPANE PARTNRS
N/A
Suburban Propane Partners LP/Suburban Energy Finance Corp
864486AK1
4650000.00000000
PA
USD
4804031.25000000
0.836434811247
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.87500000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AC1
2580000.00000000
PA
USD
2665462.50000000
0.464086411401
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.00000000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
92769XAP0
500000.00000000
PA
USD
535000.00000000
0.093149399063
Long
DBT
CORP
GB
N
2
2029-05-15
Fixed
5.50000000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAB0
2190000.00000000
PA
USD
2418581.25000000
0.421101663593
Long
DBT
CORP
LU
N
2
2027-05-15
Fixed
10.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CW3
1640000.00000000
PA
USD
1367432.00000000
0.238084988896
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.90000000
N
N
N
N
N
N
BRASKEM AMERICA FINANCE
254900QMQAJ26H49CL75
Braskem America Finance Co
000000000
700000.00000000
PA
USD
747250.00000000
0.130104464392
Long
DBT
CORP
US
N
2
2041-07-22
Fixed
7.12500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZA1
4000000.00000000
PA
USD
4052578.12000000
0.705598535577
Long
DBT
UST
US
N
2
2022-02-28
Fixed
1.12500000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
567000.00000000
PA
111387.34000000
0.019393764082
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
10.00000000
N
N
N
N
N
N
OASIS PETROLEUM INC
529900FA4V2YNIKZ0M71
Oasis Petroleum Inc
674215AD0
3238000.00000000
PA
USD
720455.00000000
0.125439159442
Long
DBT
CORP
US
N
2
2021-11-01
Fixed
6.50000000
Y
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71645WAS0
6620000.00000000
PA
USD
7377228.70000000
1.284456860103
Long
DBT
CORP
NL
N
2
2041-01-27
Fixed
6.75000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
20338QAA1
4001000.00000000
PA
USD
4146036.25000000
0.721870626506
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
8.25000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HAY7
2920000.00000000
PA
USD
3014900.00000000
0.524927333149
Long
DBT
CORP
BM
N
2
2026-02-01
Fixed
10.25000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
4502000.00000000
PA
794496.79000000
0.138330651487
Long
DBT
NUSS
BR
N
2
2021-01-01
Fixed
10.00000000
N
N
N
N
N
N
2020-12-21
Western Asset High Income Fund II Inc.
Christopher Berarducci
Christopher Berarducci
Principal Financial Officer