0001752724-20-087926.txt : 20200513
0001752724-20-087926.hdr.sgml : 20200513
20200513131829
ACCESSION NUMBER: 0001752724-20-087926
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200331
FILED AS OF DATE: 20200513
PERIOD START: 20200930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: AB BOND FUND, INC.
CENTRAL INDEX KEY: 0000003794
IRS NUMBER: 132754393
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-02383
FILM NUMBER: 20872217
BUSINESS ADDRESS:
STREET 1: ALLIANCEBERNSTEIN LP
STREET 2: 1345 AVENUE OF THE AMERICAS
CITY: NEW YORK
STATE: NY
ZIP: 10105
BUSINESS PHONE: 2129691000
MAIL ADDRESS:
STREET 1: ALLIANCEBERNSTEIN LP
STREET 2: 1345 AVENUE OF THE AMERICAS
CITY: NEW YORK
STATE: NY
ZIP: 10105
FORMER COMPANY:
FORMER CONFORMED NAME: ALLIANCEBERNSTEIN BOND FUND INC
DATE OF NAME CHANGE: 20030319
FORMER COMPANY:
FORMER CONFORMED NAME: ALLIANCE BOND FUND INC
DATE OF NAME CHANGE: 19920703
0000003794
S000034979
AB Limited Duration High Income Portfolio
C000107580
Advisor Class
ALHYX
C000107583
Class A
ALHAX
C000107584
Class C
ALHCX
C000107585
Class I
ALHIX
C000107586
Class K
ALHKX
C000107587
Class R
ALHRX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000003794
XXXXXXXX
S000034979
C000107585
C000107583
C000107580
C000107587
C000107586
C000107584
AB BOND FUND, INC.
811-02383
0000003794
549300RYJMGGIS1UBQ97
ALLIANCEBERNSTEIN LP
1345 AVENUE OF THE AMERICAS
NEW YORK
10105
212-969-1000
AB Limited Duration High Income Portfolio
S000034979
549300UNJBS27T422D80
2020-09-30
2020-03-31
N
241375238.39
16043090.78
225332147.61
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
399250.00000000
0.00000000
0.00000000
3783775.05000000
USD
EUR
N
SOLERA LLC / SOLERA FINA
N/A
Solera LLC / Solera Finance Inc
83422AAA1
195000.00000000
PA
USD
191000.55000000
0.084764003727
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
10.50000000
N
N
N
N
N
N
Samsonite Finco Sarl
222100JLR1QL2IJ49Q65
Samsonite Finco Sarl
000000000
115000.00000000
PA
82606.61000000
0.036659931073
Long
DBT
CORP
LU
N
2
2026-05-15
Fixed
3.50000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT CAPITAL CORP COMPANY GUAR 04/27 4.7
05526DBP9
199000.00000000
PA
USD
200914.38000000
0.089163655577
Long
DBT
CORP
US
N
2
2027-04-02
Fixed
4.70000000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AG2
545000.00000000
PA
USD
492189.50000000
0.218428442288
Long
DBT
CORP
US
N
2
2024-08-08
Fixed
3.20000000
N
N
N
N
N
N
SM Energy Co
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAL4
185000.00000000
PA
USD
53381.75000000
0.023690250399
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.63000000
N
N
N
N
N
N
BRF GMBH
5299002S6DY5RA2IOQ11
BRF GmbH
000000000
286000.00000000
PA
USD
242787.20000000
0.107746365787
Long
DBT
CORP
AT
N
2
2026-09-29
Fixed
4.35000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AJ8
191000.00000000
PA
USD
177026.44000000
0.078562442988
Long
DBT
US
N
2
2025-06-01
Fixed
5.25000000
N
N
N
N
N
N
CEMIG GERACAO E TRANSM
529900ZT0AVI5W1VFB58
Cemig Geracao e Transmissao SA
000000000
200000.00000000
PA
USD
191718.76000000
0.085082737653
Long
DBT
CORP
BR
N
2
2024-12-05
Fixed
9.25000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
30711XBM5
340721.67000000
PA
USD
325351.78000000
0.144387644395
Long
ABS-MBS
USGSE
US
N
2
2028-08-25
Floating
7.70000000
N
N
N
N
N
N
Ziggo BV
213800TQASLF9JXH5J59
Ziggo BV
98954NAA7
527000.00000000
PA
USD
526889.33000000
0.233827856161
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
5.50000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
3537620.00000000
PA
201343.71000000
0.089354187645
Long
DBT
NUSS
ZA
N
2
2023-02-28
Fixed
7.75000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
30711XX25
62841.30000000
PA
USD
62446.00000000
0.027712867720
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Floating
1.67000000
N
N
N
N
N
N
BANIJAY ENTERTAINMENT
969500CE0IE2EZ5VBG13
Banijay Entertainment SASU
060335AA4
295000.00000000
PA
USD
274565.35000000
0.121849169287
Long
DBT
CORP
FR
N
2
2025-03-01
Fixed
5.38000000
N
N
N
N
N
N
Regency Centers LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAT0
400000.00000000
PA
USD
424968.00000000
0.188596258681
Long
DBT
US
N
2
2024-06-15
Fixed
3.75000000
N
N
N
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance PLC
45262BAB9
367000.00000000
PA
USD
347204.02000000
0.154085435071
Long
DBT
CORP
GB
N
2
2026-07-26
Fixed
3.50000000
N
N
N
N
N
N
Scientific Games International, Inc.
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc. 2018 Term Loan B5
80875AAP6
514747.48000000
PA
USD
413512.09000000
0.183512248201
Long
LON
CORP
US
N
2
2024-08-14
Floating
4.37000000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BJ9
26000.00000000
PA
USD
19500.00000000
0.008653891691
Long
DBT
CORP
CA
N
2
2022-10-15
Fixed
6.00000000
N
N
N
N
N
N
FRONT RANGE BIDCO INC
N/A
Front Range BidCo Inc
98919VAA3
140000.00000000
PA
USD
135226.00000000
0.060011854249
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.00000000
N
N
N
N
N
N
Radnor Re LTD
N/A
Mortgage Insurance-Linked Notes Series 2020-1
750493AB4
962000.00000000
PA
USD
880057.99000000
0.390560334747
Long
ABS-MBS
CORP
US
N
2
2030-02-25
Floating
2.40000000
N
N
N
N
N
N
PDC Energy Inc
5493008W8H2T511J5Y59
PDC Energy Inc
69327RAJ0
304000.00000000
PA
USD
155544.64000000
0.069029049627
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
5.75000000
N
N
N
N
N
N
Spirit Realty LP
549300GTBVIBJRX5BW73
Spirit Realty LP
84861TAC2
303000.00000000
PA
USD
286780.41000000
0.127270082427
Long
DBT
US
N
2
2026-09-15
Fixed
4.45000000
N
N
N
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
26468.06000000
0.011746242283
N/A
DFE
XX
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
749975.93000000
USD
703882.20000000
EUR
2020-04-08
26468.06000000
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAC9
435000.00000000
PA
USD
405955.05000000
0.180158514577
Long
DBT
US
N
2
2025-02-15
Fixed
3.50000000
N
N
N
N
N
N
BRASKEM NETHERLANDS
N/A
Braskem Netherlands Finance BV
000000000
240000.00000000
PA
USD
189525.00000000
0.084109170400
Long
DBT
CORP
NL
N
2
2028-01-10
Fixed
4.50000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-11323.76000000
-0.00502536372
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
849089.56000000
USD
759473.24000000
EUR
2020-04-08
-11323.76000000
N
N
N
APX GROUP INC
549300OMQVKPRU98OE64
APX Group Inc
00213MAV6
147000.00000000
PA
USD
124927.95000000
0.055441689667
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
6.75000000
N
N
N
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
000000000
200000.00000000
PA
USD
181830.00000000
0.080694211602
Long
DBT
CORP
NO
N
2
2022-03-26
Variable
6.50000000
N
N
N
N
Y
DNB Bank ASA
DNB Bank ASA
USD
XXXX
N
N
N
Sabre GLBL Inc
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc
78573NAA0
923000.00000000
PA
USD
844545.00000000
0.374800049153
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
5.38000000
N
N
N
N
N
N
NFP Corp
VO2L9FZNXDJNQNEYH039
NFP Corp
65342RAA8
239000.00000000
PA
USD
235144.93000000
0.104354807999
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.88000000
N
N
N
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAA0
195000.00000000
PA
USD
181217.40000000
0.080422346266
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.88000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAJ5
954000.00000000
PA
USD
982610.46000000
0.436072025417
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
5.50000000
N
N
N
N
N
N
Truck Hero Inc
54930007KT5CX7XNSD31
Truck Hero Inc
897787AA5
184000.00000000
PA
USD
166536.56000000
0.073907146302
Long
DBT
CORP
US
N
2
2024-04-21
Fixed
8.50000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AC1
1182000.00000000
PA
USD
517822.38000000
0.229804040609
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.05000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX
46637WAQ6
100000.00000000
PA
USD
84450.04000000
0.037478025614
Long
ABS-MBS
CORP
US
N
2
2045-06-15
Variable
5.13000000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities
30711XJX3
22000.00000000
PA
USD
19480.79000000
0.008645366498
Long
ABS-MBS
USGSE
US
N
2
2029-10-25
Floating
3.95000000
N
N
N
N
N
N
PMT Credit Risk Transfer Trust
N/A
PMT Credit Risk Transfer Trust 2019-1R
73021CAA3
354490.65000000
PA
USD
340622.30000000
0.151164538044
Long
ABS-MBS
CORP
US
N
2
2024-03-27
Floating
3.61000000
N
N
N
N
N
N
Caesars Resort Collection, LLC (fka Caesars Growth Properties Holdings, LLC)
549300V3UCT773B1KR38
Caesars Resort Collection, LLC 2017 1st Lien Term Loan B
12769LAB5
430127.10000000
PA
USD
345822.19000000
0.153472193678
Long
LON
CORP
US
N
2
2024-12-23
Floating
3.74000000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436AS3
102000.00000000
PA
USD
87090.66000000
0.038649904562
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-4179.46000000
-0.00185479970
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
362456.20000000
USD
324794.35000000
EUR
2020-04-08
-4179.46000000
N
N
N
Ballyrock Ltd
N/A
Ballyrock CLO 2019-2 Ltd
05875MAA0
454300.00000000
PA
USD
439497.54000000
0.195044313322
Long
ABS-CBDO
CORP
KY
N
2
2030-11-20
Floating
3.15000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
868954.91000000
0.385632906452
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
15950000.00000000
BRL
3937299.43000000
USD
2020-04-08
868954.91000000
N
N
N
GFL Environmental Inc
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAC8
405000.00000000
PA
USD
408037.50000000
0.181082683641
Long
DBT
CORP
CA
N
2
2022-05-01
Fixed
5.63000000
N
N
N
N
N
N
Chobani, LLC (Chobani Idaho, LLC)
549300ISVDMZ91KNTR38
Chobani, LLC 2017 Term Loan B
17026YAD1
290499.88000000
PA
USD
257818.64000000
0.114417158285
Long
LON
CORP
US
N
2
2023-10-10
Floating
4.50000000
N
N
N
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
Altice Financing SA
000000000
106000.00000000
PA
104855.36000000
0.046533688651
Long
DBT
CORP
LU
N
2
2025-01-15
Fixed
2.25000000
N
N
N
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BM4
137000.00000000
PA
USD
143548.60000000
0.063705335222
Long
DBT
CORP
US
N
2
2026-02-06
Fixed
4.98000000
N
N
N
N
N
N
NGL ENRGY PART LP/FIN CO
N/A
NGL Energy Partners LP / NGL Energy Finance Corp
62913TAJ1
1060000.00000000
PA
USD
368530.20000000
0.163549765938
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
30711XWX8
14355.60000000
PA
USD
12387.29000000
0.005497346974
Long
ABS-MBS
USGSE
US
N
2
2030-05-25
Floating
3.45000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AF5
300000.00000000
PA
USD
284622.00000000
0.126312203127
Long
DBT
CORP
US
N
2
2023-05-30
Fixed
4.13000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BA1
200000.00000000
PA
USD
163000.00000000
0.072337658753
Long
DBT
NUSS
ZA
N
2
2029-09-30
Fixed
4.85000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AK1
210000.00000000
PA
USD
172200.00000000
0.076420520474
Long
DBT
CORP
CA
N
2
2023-04-01
Fixed
7.25000000
N
N
N
N
N
N
Marlette Funding Trust
549300ZOVOBV0NZDYW87
Marlette Funding Trust 2018-2
57109EAC3
880000.00000000
PA
USD
813989.62000000
0.361239897916
Long
ABS-O
CORP
US
N
2
2028-07-17
Fixed
4.37000000
N
N
N
N
N
N
CenturyLink Inc
8M3THTGWLTYZVE6BBY25
CenturyLink Inc
156700BA3
372000.00000000
PA
USD
407302.80000000
0.180756631630
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
7.50000000
N
N
N
N
N
N
IRB Holding Corp
549300HVW4WNWYBXN830
IRB Holding Corp 2020 Term Loan B
44988LAF4
480658.52000000
PA
USD
369208.23000000
0.163850668409
Long
LON
CORP
US
N
2
2025-02-05
Floating
3.95000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
30711XBF0
102054.47000000
PA
USD
100905.15000000
0.044780627651
Long
ABS-MBS
USGSE
US
N
2
2028-04-25
Floating
6.65000000
N
N
N
N
N
N
ALGECO GLOBAL FINANCE
5493000PLZTCKZAJDO03
Algeco Global Finance PLC
000000000
109000.00000000
PA
89027.19000000
0.039509315889
Long
DBT
CORP
GB
N
2
2023-02-15
Fixed
6.50000000
N
N
N
N
N
N
SCIENCE APPLICATIONS INT
549300LZPNZIXQGZPZ48
Science Applications International Corp
808625AA5
28000.00000000
PA
USD
26881.12000000
0.011929553898
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.88000000
N
N
N
N
N
N
VIRGOLINO DE OLIVEIRA FI
N/A
Virgolino de Oliveira Finance SA
92824BAA4
425000.00000000
PA
USD
7713.75000000
0.003423279847
Long
DBT
CORP
LU
N
2
2018-01-28
Fixed
10.50000000
Y
Y
N
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
Triumph Group Inc
896818AQ4
491000.00000000
PA
USD
437058.74000000
0.193961999934
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
6.25000000
N
N
N
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc. Term Loan B
18452RAD7
83580.00000000
PA
USD
70207.20000000
0.031157205372
Long
LON
CORP
US
N
3
2026-08-21
Floating
4.49000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
341.82000000
0.000151696064
N/A
DFE
XX
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
644208.00000000
USD
584314.06000000
EUR
2020-04-08
341.82000000
N
N
N
Air Medical Group Holdings, Inc.
549300ZFWD4ZFCEJCQ87
Global Medical Response, Inc. 2018 Term Loan B1
00169QAE9
1454760.93000000
PA
USD
1342016.96000000
0.595572790759
Long
LON
CORP
US
N
3
2022-04-28
Floating
4.93000000
N
N
N
N
N
N
GENESIS ENERGY LP/GENESI
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAF9
108000.00000000
PA
USD
75211.20000000
0.033377927116
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
5.63000000
N
N
N
N
N
N
GLENCORE FINANCE EUROPE
213800WHKNIC1JQQG433
Glencore Finance Europe Ltd
000000000
290000.00000000
PA
299281.46000000
0.132817914875
Long
DBT
CORP
JE
N
2
2023-09-13
Fixed
1.88000000
N
N
N
N
N
N
VMware Inc
549300BUDHS3LRWBE814
VMware Inc
928563AC9
818000.00000000
PA
USD
807881.34000000
0.358529108504
Long
DBT
CORP
US
N
2
2027-08-21
Fixed
3.90000000
N
N
N
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
570000.00000000
PA
USD
520659.38000000
0.231063070903
Long
DBT
NUSS
BH
N
2
2028-10-12
Fixed
7.00000000
N
N
N
N
N
N
VERITAS US INC/BERMUDA L
N/A
Veritas US Inc / Veritas Bermuda Ltd
92346LAB9
558000.00000000
PA
USD
502451.10000000
0.222982430749
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
7.50000000
N
N
N
N
N
N
Republic of Ecuador
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
253000.00000000
PA
USD
69575.00000000
0.030876641765
Long
DBT
NUSS
EC
N
2
2029-01-31
Fixed
10.75000000
N
N
N
N
N
N
CLEAR CHANNEL WORLDWIDE
N/A
Clear Channel Worldwide Holdings Inc
18453HAA4
159000.00000000
PA
USD
152277.48000000
0.067579118920
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.13000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AH8
491000.00000000
PA
USD
440672.50000000
0.195565748018
Long
DBT
CORP
CA
N
2
2022-05-15
Fixed
7.25000000
N
N
N
N
N
N
MOSAIC CO
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945CAF0
1130000.00000000
PA
USD
1181222.90000000
0.524214104613
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
3.25000000
N
N
N
N
N
N
Dana Inc
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825AE6
844000.00000000
PA
USD
747927.48000000
0.331922225893
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
5.50000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Long: IS214V8 TRS USD R F 1.00000 IS214V8 IBOXXTRS / Short: IS214V8 TRS USD P V 03MLIBOR IS214W9 IBOXXTRS
000000000
5466000.00000000
OU
Notional Amount
USD
499663.04000000
0.221745119504
N/A
DCR
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Markit iBoxx USD Liquid High Yield Index
Markit iBoxx USD Liquid High Yield Index
Y
equity-performance leg
2020-06-20
0.00000000
USD
0.00000000
USD
5466000.00000000
USD
499663.04000000
N
N
N
Adani Transmission Ltd
549300PLH866JQ6LXE52
Adani Transmission Ltd
000000000
273000.00000000
PA
USD
241243.28000000
0.107061190584
Long
DBT
CORP
IN
N
2
2026-08-03
Fixed
4.00000000
N
N
N
N
N
N
Ellie Mae, Inc.
529900FJBZR4PG0LO239
Ellie Mae, Inc. Term Loan
28849TAC6
45770.00000000
PA
USD
39877.11000000
0.017697035431
Long
LON
CORP
US
N
3
2026-04-17
Floating
5.20000000
N
N
N
N
N
N
Seagate HDD Cayman
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WAL5
39000.00000000
PA
USD
38480.52000000
0.017077243708
Long
DBT
CORP
KY
N
2
2025-01-01
Fixed
4.75000000
N
N
N
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAL9
188000.00000000
PA
USD
188000.00000000
0.083432391691
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.25000000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165B202
275.00000000
NS
USD
4691.50000000
0.002082037583
Long
EP
CORP
US
N
1
N
N
N
Tonon Luxembourg SA
5493002IITPO16CQU448
Tonon Luxembourg SA
89031RAG1
100614.02000000
PA
USD
3028.48000000
0.001344007072
Long
DBT
CORP
LU
N
3
2024-10-31
Fixed
6.50000000
N
N
Y
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2019-2
30167LAJ8
270000.00000000
PA
USD
172409.82000000
0.076513636349
Long
ABS-O
CORP
US
N
2
2026-05-15
Fixed
4.68000000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
260000.00000000
PA
USD
168117.74000000
0.074608857095
Long
DBT
NUSS
LK
N
2
2022-07-25
Fixed
5.88000000
N
N
N
N
N
N
Eldorado Gold Corp
5493004PWQ01YDD1IH62
Eldorado Gold Corp
284902AE3
684000.00000000
PA
USD
669047.76000000
0.296916248789
Long
DBT
CORP
CA
N
2
2024-06-01
Fixed
9.50000000
N
N
N
N
N
N
iHeartCommunications Inc
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBC0
508000.00000000
PA
USD
484174.80000000
0.214871604045
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.38000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAF1
64000.00000000
PA
USD
62801.92000000
0.027870821214
Long
DBT
CORP
CA
N
2
2026-12-15
Fixed
5.13000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAL9
291000.00000000
PA
USD
278783.82000000
0.123721281209
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
5.00000000
N
N
N
N
N
N
Boardwalk Pipelines LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AE8
513000.00000000
PA
USD
465998.94000000
0.206805351541
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.95000000
N
N
N
N
N
N
MEDNAX Inc
N/A
MEDNAX Inc
58502BAA4
496000.00000000
PA
USD
403778.72000000
0.179192682572
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
5.25000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Long: IS1V2L5 CDS USD R F 5.00000 IS1V2L5 CMBX / Short: IS1V2L5 CDS USD P V 01MEVENT IS1V2M6 CMBX
000000000
786000.00000000
OU
Notional Amount
USD
-306356.60000000
-0.13595778642
N/A
DCR
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Markit CMBX.NA.BB.6
137BEMAE8
Y
sell protection
2063-05-11
0.00000000
USD
-149535.88000000
USD
786000.00000000
USD
-156820.72000000
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAN1
537000.00000000
PA
USD
545216.10000000
0.241961080912
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
4.75000000
N
N
N
N
N
N
GOLD FIELDS OROGEN HOLD
213800CLGJ2E9KGU2F20
Gold Fields Orogen Holdings BVI Ltd
000000000
242000.00000000
PA
USD
235042.50000000
0.104309350659
Long
DBT
CORP
VG
N
2
2020-10-07
Fixed
4.88000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
51000.00000000
PA
USD
9180.00000000
0.004073985934
Long
DBT
NUSS
LB
N
2
2026-11-27
Fixed
6.60000000
Y
N
N
N
N
N
Seagate HDD Cayman
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WAT8
536000.00000000
PA
USD
535394.32000000
0.237602279869
Long
DBT
CORP
KY
N
2
2024-03-01
Fixed
4.88000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
210000.00000000
PA
USD
38850.00000000
0.017241214985
Long
DBT
NUSS
LB
N
2
2022-10-04
Fixed
6.10000000
Y
N
N
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
300000.00000000
PA
USD
292406.25000000
0.129766770121
Long
DBT
NUSS
SV
N
2
2023-01-24
Fixed
7.75000000
N
N
N
N
N
N
Range Resources Corp
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281AAY5
178000.00000000
PA
USD
133453.72000000
0.059225335317
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
5.00000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAE7
208000.00000000
PA
USD
100776.00000000
0.044723312260
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.15000000
N
N
N
N
N
N
GRINDING MED/MOLY-COP
N/A
Grinding Media Inc / Moly-Cop AltaSteel Ltd
398545AA1
329000.00000000
PA
USD
307236.65000000
0.136348343216
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
7.38000000
N
N
N
N
N
N
Chesapeake Energy Corporation
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corporation 2019 Last Out Term Loan
16516FAH2
571000.00000000
PA
USD
219835.00000000
0.097560424613
Long
LON
CORP
US
N
2
2024-06-24
Floating
9.00000000
N
N
N
N
N
N
Meritor Inc
5LTG829X630QFHTFBO82
Meritor Inc
59001KAD2
400000.00000000
PA
USD
379592.00000000
0.168458874610
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
6.25000000
N
N
N
N
N
N
Sound Point CLO LTD
5493001QI7ZD0IPL4A34
SOUND POINT CLO XIX Ltd
83610JAA4
550000.00000000
PA
USD
503955.65000000
0.223650133966
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
2.83000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938CAF5
117000.00000000
PA
USD
114505.56000000
0.050816344323
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
6.50000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAB4
520000.00000000
PA
USD
521248.00000000
0.231324294171
Long
DBT
CORP
MX
N
2
2021-03-10
Fixed
6.50000000
N
N
N
N
N
N
Ply Gem Midco, Inc.
549300IW41QEWQ6T0H29
NCI Building Systems, Inc. 2018 Term Loan
72431HAB6
129017.62000000
PA
USD
109019.89000000
0.048381862577
Long
LON
CORP
US
N
3
2025-04-12
Floating
4.56000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAG6
392000.00000000
PA
USD
345136.40000000
0.153167847402
Long
DBT
CORP
US
N
2
2025-02-01
Variable
4.60000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAQ8
144000.00000000
PA
USD
143674.56000000
0.063761234925
Long
DBT
CORP
US
N
2
2020-05-01
Fixed
5.13000000
N
N
N
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX COS INC SR UNSECURED 04/25 3.5
872540AR0
167000.00000000
PA
USD
170694.04000000
0.075752191513
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.50000000
N
N
N
N
N
N
COLONY MORTGAGE CAPITAL LTD
N/A
CLNY Trust 2019-IKPR
12564NAN2
415000.00000000
PA
USD
281364.27000000
0.124866457353
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
3.43000000
N
N
N
N
N
N
SUNOCO LP/FINANCE CORP
N/A
Sunoco LP / Sunoco Finance Corp
86765LAJ6
1150000.00000000
PA
USD
1104023.00000000
0.489953613680
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
4.88000000
N
N
N
N
N
N
Kayne CLO
N/A
Kayne CLO 7 Ltd
48661CAE2
250000.00000000
PA
USD
115000.00000000
0.051035771513
Long
ABS-CBDO
CORP
KY
N
2
2033-04-17
Floating
3.41000000
N
N
N
N
N
N
GLP Capital LP / GLP Financing II Inc
5493006GWRDBCZYWTM57
GLP Capital LP / GLP Financing II Inc
361841AN9
13000.00000000
PA
USD
11513.19000000
0.005109430732
Long
DBT
US
N
2
2024-09-01
Fixed
3.35000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAJ4
235000.00000000
PA
USD
238600.20000000
0.105888219914
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
6.50000000
N
N
N
N
N
N
Enel Americas SA
549300LKH11TFCJLZK20
Enel Americas SA
29274FAF1
745000.00000000
PA
USD
696807.81000000
0.309235862432
Long
DBT
CORP
CL
N
2
2026-10-25
Fixed
4.00000000
N
N
N
N
N
N
NABORS INDUSTRIES LTD
N/A
Nabors Industries Ltd
629571AA8
356000.00000000
PA
USD
120488.20000000
0.053471376045
Long
DBT
CORP
BM
N
2
2026-01-15
Fixed
7.25000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
30711XGQ1
415000.00000000
PA
USD
257655.86000000
0.114344918260
Long
ABS-MBS
USGSE
US
N
2
2029-09-25
Floating
6.45000000
N
N
N
N
N
N
Bass Pro Group, LLC
N/A
Bass Pro Group, LLC Term Loan B
07014QAK7
130928.58000000
PA
USD
109325.36000000
0.048517426900
Long
LON
CORP
US
N
3
2024-09-25
Floating
6.07000000
N
N
N
N
N
N
Jefferies Finance LLC
549300SKVB18YSSIDT75
Jefferies Finance LLC 2019 Term Loan
47232UAB0
200235.63000000
PA
USD
165528.79000000
0.073459908741
Long
LON
CORP
US
N
2
2026-06-03
Floating
4.25000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
30711XEC4
153721.21000000
PA
USD
146563.43000000
0.065043284571
Long
ABS-MBS
USGSE
US
N
2
2029-05-25
Floating
5.30000000
N
N
N
N
N
N
Core & Main LP
549300ZSLF8Q660SCD17
Core & Main LP 2017 Term Loan B
40416VAB1
61760.27000000
PA
USD
54194.64000000
0.024051002298
Long
LON
CORP
US
N
3
2024-08-01
Floating
4.33000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
000000000
500000.00000000
PA
USD
496090.00000000
0.220159442521
Long
DBT
CORP
FR
N
2
2025-11-24
Fixed
4.75000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EAU2
309000.00000000
PA
USD
283374.63000000
0.125758633646
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
5.75000000
N
N
N
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
CommScope Inc
20338QAB9
1087000.00000000
PA
USD
1098522.20000000
0.487512417403
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
5.50000000
N
N
N
N
N
N
Ingram Micro Inc
549300KJMEWPKRQZHX63
Ingram Micro Inc
457153AG9
89000.00000000
PA
USD
72739.70000000
0.032281101818
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
5.45000000
N
N
N
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
Ball Corp
058498AS5
700000.00000000
PA
USD
705663.00000000
0.313165701159
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
4.00000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HAP6
891000.00000000
PA
USD
569144.07000000
0.252580058387
Long
DBT
CORP
BM
N
2
2024-12-15
Fixed
3.63000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AD3
397000.00000000
PA
USD
391398.33000000
0.173698397743
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
30711XBB9
518591.71000000
PA
USD
499431.72000000
0.221642462159
Long
ABS-MBS
USGSE
US
N
2
2025-07-25
Floating
5.95000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2019-R03
20753MAF5
65006.85000000
PA
USD
53222.32000000
0.023619497068
Long
ABS-MBS
USGSE
US
N
2
2031-09-25
Floating
3.10000000
N
N
N
N
N
N
thyssenkrupp AG
549300UDG16DOYUPR330
thyssenkrupp AG
000000000
343000.00000000
PA
334627.96000000
0.148504313986
Long
DBT
CORP
DE
N
2
2024-02-22
Fixed
2.88000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0MD8
950000.00000000
PA
USD
835998.67000000
0.371007279195
Long
ABS-MBS
USGSE
US
N
2
2029-07-25
Floating
4.20000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
11000.00000000
PA
USD
1980.00000000
0.000878702848
Long
DBT
NUSS
LB
N
2
2027-03-23
Fixed
6.85000000
Y
N
N
N
N
N
ENABLE MIDSTREAM PARTNER
549300TLGDBYE711G509
Enable Midstream Partners LP
292480AH3
1564000.00000000
PA
USD
867425.68000000
0.384954250514
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.90000000
N
N
N
N
N
N
CONNECT FINCO SARL/CONNE
N/A
Connect Finco SARL / Connect US Finco LLC
20752TAA2
279000.00000000
PA
USD
231525.36000000
0.102748481499
Long
DBT
CORP
XX
N
2
2026-10-01
Fixed
6.75000000
N
N
N
N
N
N
Commonwealth of Bahamas
549300W13SXC7EKNJC20
Bahamas Government International Bond
000000000
250000.00000000
PA
USD
279062.50000000
0.123844956416
Long
DBT
NUSS
BS
N
2
2028-11-21
Fixed
6.00000000
N
N
N
N
N
N
RITE AID CORP
529900W353T1JY1DKT44
Rite Aid Corp
767754CK8
145000.00000000
PA
USD
140332.45000000
0.062278042209
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
7.50000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91911KAJ1
439000.00000000
PA
USD
443227.57000000
0.196699660790
Long
DBT
CORP
CA
N
2
2022-03-15
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac - STACR
54930047IR7X5WWFY307
Freddie Mac Stacr Trust 2019-HQA1
35563MAH9
276606.87000000
PA
USD
233502.70000000
0.103626003868
Long
ABS-MBS
USGSE
US
N
2
2049-02-25
Floating
3.30000000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAM2
888000.00000000
PA
USD
887440.56000000
0.393836640449
Long
DBT
CORP
XX
N
2
2022-09-15
Fixed
4.25000000
N
N
N
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
000000000
386000.00000000
PA
USD
355120.00000000
0.157598462432
Long
DBT
CORP
FR
N
2
2025-09-29
Variable
8.00000000
N
N
N
N
Y
Societe Generale SA
Societe Generale SA
USD
XXXX
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
45824TAS4
182000.00000000
PA
USD
185640.00000000
0.082385048901
Long
DBT
CORP
LU
N
2
2022-09-30
Fixed
9.50000000
N
N
N
N
N
N
JEFFERIES FIN LLC / JFIN
N/A
Jefferies Finance LLC / JFIN Co-Issuer Corp
47232MAE2
223000.00000000
PA
USD
208364.51000000
0.092469943685
Long
DBT
CORP
US
N
2
2026-06-03
Fixed
6.25000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
3111.69000000
0.001380934781
N/A
DFE
XX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
729229.75000000
USD
663901.21000000
EUR
2020-04-08
3111.69000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
4246.32000000
0.001884471454
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
225053.44000000
EUR
252500.06000000
USD
2020-04-08
4246.32000000
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2011-GC5
36191YAL2
235630.00000000
PA
USD
224040.92000000
0.099426966980
Long
ABS-MBS
CORP
US
N
2
2044-08-10
Variable
5.39000000
N
N
N
N
N
N
HEALTHPEAK PROPERTIES
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
40414LAK5
58000.00000000
PA
USD
55261.24000000
0.024524347984
Long
DBT
US
N
2
2024-03-01
Fixed
4.20000000
N
N
N
N
N
N
HILTON GRAND VACA LLC/IN
N/A
Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc
43283QAB6
743000.00000000
PA
USD
673039.12000000
0.298687571719
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
6.13000000
N
N
N
N
N
N
Allied Universal
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AA5
120000.00000000
PA
USD
118207.20000000
0.052459092612
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
6.63000000
N
N
N
N
N
N
Viking Cruises Ltd
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAD9
132000.00000000
PA
USD
78971.64000000
0.035046770217
Long
DBT
CORP
BM
N
2
2027-09-15
Fixed
5.88000000
N
N
N
N
N
N
BRASKEM NETHERLANDS
N/A
Braskem Netherlands Finance BV
10554TAD7
517000.00000000
PA
USD
400998.13000000
0.177958686433
Long
DBT
CORP
NL
N
2
2030-01-31
Fixed
4.50000000
N
N
N
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884UAE9
128000.00000000
PA
USD
116257.28000000
0.051593738946
Long
DBT
US
N
2
2028-04-15
Fixed
4.95000000
N
N
N
N
N
N
MATTAMY GROUP CORP
5493008TNY7A82WCXU31
Mattamy Group Corp
57701RAJ1
695000.00000000
PA
USD
646433.40000000
0.286880237399
Long
DBT
CORP
CA
N
2
2027-12-15
Fixed
5.25000000
N
N
N
N
N
N
MGM China Holdings Ltd
529900VZFN87OS7WJM66
MGM China Holdings Ltd
55300RAB7
216000.00000000
PA
USD
179752.50000000
0.079772239294
Long
DBT
CORP
KY
N
2
2026-05-15
Fixed
5.88000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBJ0
520000.00000000
PA
USD
419286.40000000
0.186074825295
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.65000000
N
N
N
N
N
N
Staples Inc
XQM2JINI1UL7642TU573
Staples Inc
855030AN2
389000.00000000
PA
USD
343487.00000000
0.152435861302
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
67054KAA7
580000.00000000
PA
USD
579779.60000000
0.257299992987
Long
DBT
CORP
FR
N
2
2026-05-01
Fixed
7.38000000
N
N
N
N
N
N
Intrum AB
549300UNCO2FCUWXX470
Intrum AB
000000000
84881.13000000
PA
78681.83000000
0.034918155635
Long
DBT
CORP
SE
N
2
2022-07-15
Fixed
2.75000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCY4
678000.00000000
PA
USD
646906.92000000
0.287090380516
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
4.88000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-15833.59000000
-0.00702677809
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
406847.25000000
USD
354471.87000000
EUR
2020-04-08
-15833.59000000
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
30711XDK7
150010.36000000
PA
USD
143166.21000000
0.063535634625
Long
ABS-MBS
USGSE
US
N
2
2029-01-25
Floating
5.40000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Long: IS1AI58 CDS USD R F 3.00000 IS1AI58 CMBX-BBB--399385 / Short: IS1AI58 CDS USD P V 00MEVENT IS1AI69 CMBX-BBB--399385
000000000
315000.00000000
OU
Notional Amount
USD
-69525.75000000
-0.03085478514
N/A
DCR
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Markit CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-20771.87000000
USD
315000.00000000
USD
-48753.88000000
N
N
N
FIVE POINT OP CO LP/FIVE
N/A
Five Point Operating Co LP / Five Point Capital Corp
33834YAA6
460000.00000000
PA
USD
395572.40000000
0.175550805420
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
7.88000000
N
N
N
N
N
N
GMAC Capital Trust I
N/A
GMAC Capital Trust I
361860208
100.00000000
NS
USD
2051.00000000
0.000910211890
Long
EP
CORP
US
N
1
N
N
N
Sedgwick Claims Management Services, Inc. (Lightning Cayman Merger Sub, Ltd.)
549300BIN4DWJG5VWF64
Sedgwick Claims Management Services, Inc. 2019 Term Loan B
81527CAM9
367781.50000000
PA
USD
329624.17000000
0.146283685437
Long
LON
CORP
US
N
2
2026-09-03
Floating
4.99000000
N
N
N
N
N
N
Granite Generation LLC
549300ERB8DGZI3MXK42
GRANITE GENERATION LLC TERM LOAN B
38750BAB3
621442.50000000
PA
USD
515020.47000000
0.228560582882
Long
LON
CORP
US
N
2
2026-11-09
Floating
5.20000000
N
N
N
N
N
N
OWENS-BROCKWAY
V2UQUCDZJ9WY98W8QU33
Owens-Brockway Glass Container Inc
690872AA4
503000.00000000
PA
USD
507436.46000000
0.225194880261
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0LJ6
927936.00000000
PA
USD
860543.63000000
0.381900070241
Long
ABS-MBS
USGSE
US
N
2
2029-03-25
Floating
4.75000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CW3
1125000.00000000
PA
USD
618468.75000000
0.274469824461
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.90000000
N
N
N
N
N
N
SLM Corp
4K8SLPBF5DXXGPW03H93
SLM Corp
78442PGC4
449000.00000000
PA
USD
386952.69000000
0.171725470202
Long
DBT
CORP
US
N
2
2022-04-05
Fixed
5.13000000
N
N
N
N
N
N
WILLIAM CARTER
TGI2A0HXEYNQPU7TYV27
William Carter Co/The
96926JAC1
547000.00000000
PA
USD
528637.21000000
0.234603546634
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.63000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
90352JAF0
343000.00000000
PA
USD
320169.92000000
0.142087990282
Long
DBT
CORP
CH
N
2
2024-01-31
Variable
7.00000000
N
N
N
N
Y
UBS Group AG
UBS Group AG
USD
XXXX
N
N
N
KAR Auction Services Inc
5493004HKD20LBSG7D03
KAR Auction Services Inc
48238TAA7
679000.00000000
PA
USD
656131.28000000
0.291184052945
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.13000000
N
N
N
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
000000000
200000.00000000
PA
186390.00000000
0.082717890889
Long
DBT
CORP
ES
N
2
2023-09-24
Variable
5.88000000
N
N
N
N
Y
Banco Bilbao Vizcaya Argentaria SA
Banco Bilbao Vizcaya Argentaria SA
EUR
XXXX
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCZ3
273000.00000000
PA
USD
188370.00000000
0.083596593738
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
SMURFIT KAPPA ACQUISITIO
6354002XN4LUSDRPTR29
Smurfit Kappa Acquisitions ULC
000000000
334000.00000000
PA
362014.05000000
0.160657968177
Long
DBT
CORP
IE
N
2
2026-01-15
Fixed
2.88000000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
Valvoline Inc
92047WAD3
187000.00000000
PA
USD
175432.18000000
0.077854927430
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.25000000
N
N
N
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAJ4
200000.00000000
PA
USD
179836.00000000
0.079809295703
Long
DBT
US
N
2
2027-02-01
Fixed
5.75000000
N
N
N
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAC9
696000.00000000
PA
USD
668187.84000000
0.296534625479
Long
DBT
US
N
2
2024-05-01
Fixed
5.63000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac Stacr Remic Trust 2020-HQA2
35565LAH9
83000.00000000
PA
USD
53409.12000000
0.023702396913
Long
ABS-MBS
USGSE
US
N
2
2050-03-25
Floating
3.91000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: IS1RMP7 CDS USD R F 5.00000 IS1RMP7 CORPORATE / Short: IS1RMP7 CDS USD P V 03MEVENT IS1RMQ8 CORPORATE
000000000
200000.00000000
OU
Notional Amount
USD
-22289.45000000
-0.00989181980
N/A
DCR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Avis Budget Group, Inc.
Avis Budget Group, Inc.
Y
sell protection
2023-12-20
14984.59000000
USD
0.00000000
USD
200000.00000000
USD
-37274.04000000
N
N
N
GFL Environmental Inc.
549300FYK4MBXWIVZU26
GFL Environmental Inc. Effective Date Incremental Term Loan
000000000
307559.22000000
PA
USD
296794.65000000
0.131714295162
Long
LON
CORP
CA
N
2
2025-05-30
Floating
4.00000000
N
N
N
N
N
N
PANTHER BF AGGREGATOR 2
N/A
Panther BF Aggregator 2 LP / Panther Finance Co Inc
69867DAC2
254000.00000000
PA
USD
221594.68000000
0.098341351800
Long
DBT
CORP
XX
N
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
N
POLARIS INTERMEDIATE
N/A
Polaris Intermediate Corp
73107GAA1
270000.00000000
PA
USD
213205.50000000
0.094618323333
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
8.50000000
N
N
Y
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0NE5
450000.00000000
PA
USD
353439.77000000
0.156852794307
Long
ABS-MBS
USGSE
US
N
2
2029-08-25
Floating
4.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) JUN20 XCBT 20200630
000000000
415.00000000
NC
USD
457218.97000000
0.202908894647
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
5 Year US Treasury Note
FVM0 Comdty
2020-06-30
51566921.66000000
USD
457218.97000000
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group Inc
69346VAA7
190000.00000000
PA
USD
176204.10000000
0.078197497280
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.50000000
N
N
N
N
N
N
Republic of Senegal
549300NP14ZLQGWIUZ97
Senegal Government International Bond
000000000
240000.00000000
PA
USD
235875.00000000
0.104678805266
Long
DBT
NUSS
SN
N
2
2021-05-13
Fixed
8.75000000
N
N
N
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long: IS1AJ44 CDS USD R F 3.00000 IS1AJ44 CMBX-BBB--399474 / Short: IS1AJ44 CDS USD P V 00MEVENT IS1AJ55 CMBX-BBB--399474
000000000
46000.00000000
OU
Notional Amount
USD
-10152.97000000
-0.00450577962
N/A
DCR
US
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Markit CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-3030.54000000
USD
46000.00000000
USD
-7122.43000000
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAL6
680000.00000000
PA
USD
476047.60000000
0.211264839504
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.75000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DAU9
88000.00000000
PA
USD
84971.92000000
0.037709630383
Long
DBT
CORP
US
N
2
2022-03-01
Fixed
3.55000000
N
N
N
N
N
N
Oaktown Re Ltd
2549008N2FD0KB1Y5E03
Oaktown Re III Ltd
67400KAC4
270000.00000000
PA
USD
221495.58000000
0.098297372278
Long
ABS-MBS
CORP
US
N
2
2029-07-25
Floating
3.50000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BS7
373000.00000000
PA
USD
392336.32000000
0.174114667685
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.88000000
N
N
N
N
N
N
Nouryon Finance B.V. (aka AkzoNobel)
549300K7VB5G6LULFT41
Starfruit Finco B.V 2018 USD Term Loan B
000000000
94053.80000000
PA
USD
83707.88000000
0.037148662935
Long
LON
CORP
NL
N
3
2025-10-01
Floating
3.86000000
N
N
N
N
N
N
DKT Finance ApS
529900CPZ2SMDPG5RV48
DKT Finance ApS
255882AA0
200000.00000000
PA
USD
190740.00000000
0.084648374421
Long
DBT
CORP
DK
N
2
2023-06-17
Fixed
9.38000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CK6
171000.00000000
PA
USD
169113.87000000
0.075050928948
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.75000000
N
N
N
N
N
N
Callon Petroleum Co
549300EFOWPEB0WLZW21
Callon Petroleum Co
144577AJ2
125000.00000000
PA
USD
22477.50000000
0.009975274384
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
8.25000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBZ5
614000.00000000
PA
USD
612913.22000000
0.272004339594
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
4.00000000
N
N
N
N
N
N
CITGO Petroleum Corp
YX52P86PXMLYDOTUQ225
CITGO Petroleum Corp
17302XAJ5
370000.00000000
PA
USD
335072.00000000
0.148701374195
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
6.25000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-25977.56000000
-0.01152856362
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
931539.31000000
USD
820933.39000000
EUR
2020-04-08
-25977.56000000
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAM7
731000.00000000
PA
USD
734918.16000000
0.326148828649
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
6.00000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AF6
1024000.00000000
PA
USD
934225.92000000
0.414599483433
Long
DBT
US
N
2
2023-11-01
Fixed
5.38000000
N
N
N
N
N
N
ALGECO GLOBAL FINANCE
5493000PLZTCKZAJDO03
Algeco Global Finance PLC
01551UAC8
806000.00000000
PA
USD
606297.38000000
0.269068300475
Long
DBT
CORP
GB
N
2
2023-02-15
Fixed
8.00000000
N
N
N
N
N
N
Veritas US Inc.
549300RFUWCPWS8FQ104
Veritas Bermuda Ltd. USD Repriced Term Loan B
000000000
98417.35000000
PA
USD
83654.75000000
0.037125084408
Long
LON
CORP
US
N
2
2023-01-27
Floating
5.95000000
N
N
N
N
N
N
Antero Resources Corp
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674XAC0
651000.00000000
PA
USD
350895.51000000
0.155723678898
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
5.13000000
N
N
N
N
N
N
Navistar, Inc.
4EW4JDYTYMZ6D6T42H76
Navistar International Corporation 2017 1st Lien Term Loan B
63937YAE1
280539.96000000
PA
USD
241264.37000000
0.107070550100
Long
LON
CORP
US
N
2
2024-11-06
Floating
4.28000000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GAW7
205000.00000000
PA
USD
203232.90000000
0.090192589985
Long
DBT
CORP
AU
N
2
2024-05-15
Fixed
5.13000000
N
N
N
N
N
N
GLENCORE FINANCE CANADA
5493005TTO0UJ33KCK70
Glencore Finance Canada Ltd
98417EAT7
610000.00000000
PA
USD
596061.50000000
0.264525726276
Long
DBT
CORP
CA
N
2
2022-10-25
Fixed
4.25000000
N
N
N
N
N
N
WPX ENERGY INC
ZXZE9GCS2BB547GJW219
WPX Energy Inc
98212BAL7
531000.00000000
PA
USD
287802.00000000
0.127723453156
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.50000000
N
N
N
N
N
N
Motion Acquisition Limited
N/A
Motion Finco Sarl Delayed Draw Term Loan B2
000000000
19774.26000000
PA
USD
15819.41000000
0.007020485167
Long
LON
CORP
GB
N
2
2026-11-04
Floating
4.70000000
N
N
N
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long: IS14VD9 CDS USD R F 5.00000 IS14VD9 CMBX-BB-318623 / Short: IS14VD9 CDS USD P V 00MEVENT IS14VE0 CMBX-BB-318623
000000000
1026271.00000000
OU
Notional Amount
USD
-399863.69000000
-0.17745523408
N/A
DCR
US
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Markit CMBX.NA.BB.6
137BEMAE8
Y
sell protection
2063-05-11
0.00000000
USD
-119403.02000000
USD
1026271.00000000
USD
-280460.67000000
N
N
N
FORESTAR GROUP INC
549300BC2UB0GHV60V70
Forestar Group Inc
346232AE1
303000.00000000
PA
USD
251517.27000000
0.111620677594
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.00000000
N
N
N
N
N
N
Presidio, Inc.
N/A
Presidio, Inc. 2020 Term Loan B
74101YAD0
111250.00000000
PA
USD
103462.50000000
0.045915552262
Long
LON
CORP
US
N
3
2027-01-22
Floating
5.28000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: BS1SM50 CDS USD R V 03MEVENT IS1SM61 CCPCDX / Short: BS1SM50 CDS USD R V 03MEVENT IS1SM61 CCPCDX
000000000
2752150.00000000
OU
Notional Amount
USD
108709.52000000
0.048244123687
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.HY.31.V4
2I65BRRE2
Y
buy protection
2023-12-20
0.00000000
USD
-183868.85000000
USD
2752150.00000000
USD
292578.37000000
N
N
N
Arconic Rolled Products Corp
549300B4YFWH3U74B152
ARCONIC ROLLED PRODUTS CORPRTN TERM LOAN B
000000000
150000.00000000
PA
USD
135000.00000000
0.059911557863
Long
LON
CORP
US
N
3
2027-02-04
None
0.00000000
N
N
N
N
N
N
Acadia Healthcare Company, Inc.
5493005CW985Y9D0NC11
Acadia Healthcare Company, Inc. 2018 Term Loan B4
00404DAG8
297629.30000000
PA
USD
270247.40000000
0.119932909203
Long
LON
CORP
US
N
2
2023-02-16
Floating
3.50000000
N
N
N
N
N
N
XPO Logistics Inc
54930096DB9LCLPN7H13
XPO Logistics Inc
983793AF7
1311000.00000000
PA
USD
1269428.19000000
0.563358670062
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
6.13000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
21804.44000000
0.009676577546
N/A
DFE
GB
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
303452.67000000
USD
261632.61000000
GBP
2020-05-15
21804.44000000
N
N
N
Honeywell Technologies Sarl (aka Garrett Motion Inc.)
549300YP11GTX4YFND06
Garrett LX III S.a r.l. 2018 USD Term Loan B
36641DAD2
289629.81000000
PA
USD
237496.44000000
0.105398383017
Long
LON
CORP
CH
N
3
2025-09-27
Floating
3.77000000
N
N
N
N
N
N
PANTHER BF AGGREGATOR 2
N/A
Panther BF Aggregator 2 LP / Panther Finance Co Inc
000000000
110000.00000000
PA
100756.59000000
0.044714698310
Long
DBT
CORP
XX
N
2
2026-05-15
Fixed
4.38000000
N
N
N
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
Long: IS1BNJ0 CDS USD R V 00MEVENT IS1BNK1 CMBX-BB-406145 / Short: IS1BNJ0 CDS USD P F 5.00000 IS1BNJ0 CMBX-BB-406145
000000000
540000.00000000
OU
Notional Amount
USD
210399.00000000
0.093372828613
N/A
DCR
US
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
Markit CMBX.NA.BB.6
137BEMAE8
Y
buy protection
2063-05-11
66409.49000000
USD
0.00000000
USD
540000.00000000
USD
143989.51000000
N
N
N
HONDURAS GOVERNMENT
N/A
Honduras Government International Bond
000000000
380000.00000000
PA
USD
400900.00000000
0.177915137388
Long
DBT
NUSS
HN
N
2
2027-01-19
Fixed
6.25000000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AS1
76000.00000000
PA
USD
64786.20000000
0.028751423481
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.13000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
120111BM0
295000.00000000
PA
USD
284701.55000000
0.126347506567
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.38000000
N
N
N
N
N
N
Newfield Exploration Co
T8W3X1PFLPW2YE0UIP44
Newfield Exploration Co
651290AP3
319000.00000000
PA
USD
216511.68000000
0.096085570699
Long
DBT
CORP
US
N
2
2022-01-30
Fixed
5.75000000
N
N
N
N
N
N
BELLEMEADE RE LT
254900I4ZKD8IMM1O953
Bellemeade Re 2019-2 Ltd
07877BAE0
341511.00000000
PA
USD
303749.14000000
0.134800623533
Long
ABS-MBS
CORP
BM
N
2
2029-04-25
Floating
2.95000000
N
N
N
N
N
N
BELLEMEADE RE LT
254900K56RF3Z7VQ3U81
Bellemeade Re 2019-1 Ltd
07876RAC0
184988.00000000
PA
USD
144595.46000000
0.064169920507
Long
ABS-MBS
CORP
BM
N
2
2029-03-25
Floating
3.65000000
N
N
N
N
N
N
Aldevron, L.L.C.
254900EZVEZ2H0CZ0E75
Aldevron, L.L.C. 2019 Term Loan B
01438KAG0
793571.43000000
PA
USD
738021.43000000
0.327526026724
Long
LON
CORP
US
N
3
2026-10-12
Floating
5.70000000
N
N
N
N
N
N
AIB Group PLC
635400AKJBGNS5WNQL34
AIB Group PLC
00135TAB0
614000.00000000
PA
USD
589587.36000000
0.261652572104
Long
DBT
CORP
IE
N
2
2025-04-10
Variable
4.26000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2012-C1
90269GAN1
140000.00000000
PA
USD
130347.28000000
0.057846730429
Long
ABS-MBS
CORP
US
N
2
2045-05-10
Variable
5.57000000
N
N
N
N
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
Carnival Corp
000000000
785000.00000000
PA
623367.41000000
0.276643797439
Long
DBT
CORP
PA
N
2
2022-11-07
Fixed
1.88000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)JUN20 XCBT 20200619
000000000
28.00000000
NC
USD
173508.23000000
0.077001098973
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
10 Year US Treasury Note
TYM0 Comdty
2020-06-19
3709741.77000000
USD
173508.23000000
N
N
N
Range Resources Corp
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281AAU3
12000.00000000
PA
USD
8583.12000000
0.003809096966
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
5.88000000
N
N
N
N
N
N
Radnor Re LTD
549300ED4YNDE7SVU538
Radnor Re 2018-1 Ltd
750496AB7
150000.00000000
PA
USD
151218.09000000
0.067108972955
Long
ABS-MBS
CORP
BM
N
2
2028-03-25
Floating
3.65000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2017-C4
17326FAF4
3201783.74000000
PA
USD
174776.73000000
0.077564045722
Long
ABS-MBS
CORP
US
N
2
2050-10-12
Variable
1.11000000
N
N
N
N
N
N
SILGAN HOLDINGS INC
KAF673KJXD92C8KSLU49
Silgan Holdings Inc
000000000
412000.00000000
PA
403929.50000000
0.179259597125
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
2.25000000
N
N
N
N
N
N
The Federal Republic of Nigeria
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
720000.00000000
PA
USD
554400.00000000
0.246036797625
Long
DBT
NUSS
NG
N
2
2025-11-21
Fixed
7.63000000
N
N
N
N
N
N
Dana Incorporated
KVWHW7YLZPFJM8QYNJ51
Dana Incorporated 2018 New Term B Advance
23582LAK7
409346.67000000
PA
USD
372505.47000000
0.165313948298
Long
LON
CORP
US
N
3
2026-02-27
Floating
3.24000000
N
N
N
N
N
N
Intertrust Group BV
724500E2H60ZHP192G28
Intertrust Group BV
000000000
156000.00000000
PA
165614.11000000
0.073497772846
Long
DBT
CORP
NL
N
2
2025-11-15
Fixed
3.38000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91911KAE2
173000.00000000
PA
USD
170842.69000000
0.075818160795
Long
DBT
CORP
CA
N
2
2023-03-01
Fixed
5.50000000
N
N
N
N
N
N
NIELSEN FINANCE LLC/CO
N/A
Nielsen Finance LLC / Nielsen Finance Co
65409QBA9
560000.00000000
PA
USD
551432.00000000
0.244719630930
Long
DBT
CORP
US
N
2
2020-10-01
Fixed
4.50000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAE5
391000.00000000
PA
USD
396403.62000000
0.175919691976
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
6.75000000
N
N
N
N
N
N
Avolon TLB Borrower 1 (US) LLC
635400O84AGITYFZQB55
Avolon TLB Borrower 1 (US) LLC Term B-3 Loan
05400KAE0
182760.25000000
PA
USD
162048.03000000
0.071915184636
Long
LON
CORP
US
N
2
2025-01-15
Floating
2.52288000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PAK4
601333.33000000
PA
USD
602836.66000000
0.267532469908
Long
DBT
NUSS
DO
N
2
2021-05-06
Fixed
7.50000000
N
N
N
N
N
N
Par Pharmaceutical Inc
549300KK5WR4MGN4YT97
Par Pharmaceutical Inc
69888XAA7
272000.00000000
PA
USD
270514.88000000
0.120051613970
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.50000000
N
N
N
N
N
N
Sabre GLBL Inc
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc
78573NAB8
166000.00000000
PA
USD
152715.02000000
0.067773294498
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
5.25000000
N
N
N
N
N
N
BELLEMEADE RE LT
254900KXN235YISGF415
Bellemeade Re 2019-4 Ltd
07876LAD1
884000.00000000
PA
USD
541988.00000000
0.240528484616
Long
ABS-MBS
CORP
BM
N
2
2029-10-25
Floating
3.80000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAD5
1070000.00000000
PA
USD
1038905.80000000
0.461055295935
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
4.25000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AA9
185000.00000000
PA
USD
199602.05000000
0.088581257542
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.50000000
N
N
N
N
N
N
Transocean Phoenix 2 Ltd
N/A
Transocean Phoenix 2 Ltd
893828AA1
238000.00000000
PA
USD
211267.84000000
0.093758410524
Long
DBT
CORP
KY
N
2
2024-10-15
Fixed
7.75000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
530000.00000000
PA
USD
508800.00000000
0.225800004747
Long
DBT
NUSS
UA
N
2
2021-09-01
Fixed
7.75000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAE1
193000.00000000
PA
USD
166719.19000000
0.073988195545
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
Government of Jamaica
N/A
Jamaica Government International Bond
470160CA8
240000.00000000
PA
USD
252600.00000000
0.112101181602
Long
DBT
NUSS
JM
N
2
2028-04-28
Fixed
6.75000000
N
N
N
N
N
N
Marlette Funding Trust
549300JRCMNFIBT50883
Marlette Funding Trust 2018-4
57109GAC8
752000.00000000
PA
USD
696711.23000000
0.309193001260
Long
ABS-O
CORP
US
N
2
2028-12-15
Fixed
4.91000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NAY6
136000.00000000
PA
USD
134150.40000000
0.059534514459
Long
DBT
CORP
US
N
2
2022-02-13
Fixed
4.13000000
N
N
N
N
N
N
Freddie Mac - STACR
5493003FQV7GR462GO02
Freddie Mac Stacr Remic Trust 2020-DNA1
35565HAH8
1821157.00000000
PA
USD
1174643.90000000
0.521294414693
Long
ABS-MBS
USGSE
US
N
2
2050-01-25
Floating
2.65000000
N
N
N
N
N
N
Gates Global LLC
549300XI79MQJV13DW27
Gates Global LLC Initial B-2 Dollar Term Loan
36740UAP7
354577.36000000
PA
USD
305645.68000000
0.135642287725
Long
LON
CORP
US
N
2
2024-04-01
Floating
3.75000000
N
N
N
N
N
N
Boxer Parent Company Inc. (aka BMC Software, Inc.)
N/A
05988HAB3T/L BANFF MERGER SUB INC ZCP TERM LOAN
05988HAB3
1027795.96000000
PA
USD
848188.62000000
0.376417048786
Long
LON
CORP
US
N
2
2025-10-02
Floating
5.24000000
N
N
N
N
N
N
Carlson Travel Inc
5493002YB4LSO97BF704
Carlson Travel Inc
14282LAA1
816000.00000000
PA
USD
557866.56000000
0.247575219921
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
6.75000000
N
N
N
N
N
N
Sealed Air Corp
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211KAU4
305000.00000000
PA
USD
312460.30000000
0.138666543284
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
5.25000000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GAU1
980000.00000000
PA
USD
979500.20000000
0.434691725254
Long
DBT
CORP
AU
N
2
2022-05-15
Fixed
4.75000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAS0
20000.00000000
PA
USD
20088.80000000
0.008915194841
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.63000000
N
N
N
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
LifePoint Health Inc
53219LAS8
147000.00000000
PA
USD
140171.85000000
0.062206769645
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.38000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD RUB
000000000
1.00000000
NC
40518.06000000
0.017981482194
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
39050777.92000000
RUB
537297.44000000
USD
2020-05-20
40518.06000000
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
400000.00000000
PA
USD
331875.00000000
0.147282579747
Long
DBT
NUSS
OM
N
2
2023-01-17
Fixed
4.13000000
N
N
N
N
N
N
GARRET LX I / BORROWING
N/A
Garrett LX I Sarl / Garrett Borrowing LLC
000000000
256000.00000000
PA
177875.62000000
0.078939300000
Long
DBT
CORP
XX
N
2
2026-10-15
Fixed
5.13000000
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAD7
511000.00000000
PA
USD
448433.16000000
0.199009846023
Long
DBT
CORP
US
N
2
2024-06-30
Fixed
7.00000000
N
N
N
N
N
N
PMT CREDIT RISK TRANSFER TRUST
N/A
PMT Credit Risk Transfer Trust 2019-2R
69345WAA6
362842.89000000
PA
USD
338594.24000000
0.150264506681
Long
ABS-MBS
CORP
US
N
2
2023-05-27
Floating
4.36000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MK4
292000.00000000
PA
USD
247306.48000000
0.109751973974
Long
DBT
CORP
US
N
2
2025-01-30
Variable
4.70000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2019-R05
20754HAE8
442537.00000000
PA
USD
373848.00000000
0.165909748770
Long
ABS-MBS
USGSE
US
N
2
2039-07-25
Floating
2.95000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
545000.00000000
PA
USD
395806.25000000
0.175654585552
Long
DBT
NUSS
GH
N
2
2027-03-26
Fixed
7.88000000
N
N
N
N
N
N
BROOKFIELD PPTY REIT INC
N/A
Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL
11284DAA3
236000.00000000
PA
USD
191414.88000000
0.084947878955
Long
DBT
US
N
2
2026-05-15
Fixed
5.75000000
N
N
N
N
N
N
Triangle Re 2019-1 Ltd.
N/A
Mortgage Insurance-Linked Notes Series 2019-1
89600TAB9
905000.00000000
PA
USD
760154.03000000
0.337348238173
Long
ABS-MBS
CORP
BM
N
2
2029-11-26
Floating
3.85000000
N
N
N
N
N
N
Elevation CLO Ltd
N/A
Elevation CLO 2020-11 Ltd
28621YAG0
282100.00000000
PA
USD
170347.21000000
0.075598272064
Long
ABS-CBDO
CORP
KY
N
2
2033-04-15
Floating
5.17000000
N
N
N
N
N
N
Lamar Media Corp
N/A
Lamar Media Corp
513075BE0
671000.00000000
PA
USD
666980.71000000
0.295998914080
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
5.00000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPAY9
936000.00000000
PA
USD
942991.92000000
0.418489740590
Long
DBT
CORP
US
N
2
2022-09-30
Fixed
5.25000000
N
N
N
N
N
N
APX Group Inc
549300OMQVKPRU98OE64
APX Group Inc
00213MAK0
415000.00000000
PA
USD
395233.55000000
0.175400427409
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
7.88000000
N
N
N
N
N
N
Acadia Healthcare Company, Inc.
5493005CW985Y9D0NC11
Acadia Healthcare Company, Inc. Tranche B-3 Term Loan
00404DAF0
77575.12000000
PA
USD
70438.21000000
0.031259725142
Long
LON
CORP
US
N
2
2022-02-11
Floating
3.50000000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BF7
1150000.00000000
PA
USD
810577.50000000
0.359725635510
Long
DBT
CORP
CA
N
2
2023-01-15
Fixed
6.13000000
N
N
N
N
N
N
Apex Tool Group, LLC
549300LWC59TPOM4ZR02
Apex Tool Group, LLC 2019 Term Loan B
03759DAF5
932175.24000000
PA
USD
712722.54000000
0.316298649597
Long
LON
CORP
US
N
2
2024-08-01
Floating
6.50000000
N
N
N
N
N
N
BRF SA
254900MTXR9LUVQFU480
BRF SA
000000000
285000.00000000
PA
USD
236327.36000000
0.104879557802
Long
DBT
CORP
BR
N
2
2030-01-24
Fixed
4.88000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
100.16000000
0.000044449938
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
623468.57000000
USD
565293.74000000
EUR
2020-04-08
100.16000000
N
N
N
Welbilt, Inc. (fka Manitowoc Foodservice, Inc.)
549300UR3W71YLZWI068
Welbilt, Inc. 2018 Term Loan B
56356XAE9
57925.25000000
PA
USD
44481.96000000
0.019740618669
Long
LON
CORP
US
N
2
2025-10-23
Floating
3.49000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
000000000
427000.00000000
PA
442681.77000000
0.196457440580
Long
DBT
CORP
IT
N
2
2022-06-03
Variable
9.25000000
N
N
N
N
Y
UniCredit SpA
UniCredit SpA
EUR
XXXX
N
N
N
RITCHIE BROS AUCTIONEERS
5493002H8U24DJXQ4886
Ritchie Bros Auctioneers Inc
767744AA3
85000.00000000
PA
USD
85582.25000000
0.037980488318
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
5.38000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87299ATP9
235000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
3
2024-01-15
Fixed
6.50000000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953BX8
96000.00000000
PA
USD
96332.16000000
0.042751183540
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
7.75000000
N
N
N
N
N
N
eDreams ODIGEO SA
959800Y8LQ5MR2YZ4N96
eDreams ODIGEO SA
000000000
169000.00000000
PA
104536.83000000
0.046392328439
Long
DBT
CORP
LU
N
2
2023-09-01
Fixed
5.50000000
N
N
N
N
N
N
SABRA HEALTH CARE LP
549300OVKLRFSIQG0H81
Sabra Health Care LP
78572XAF8
371000.00000000
PA
USD
354520.18000000
0.157332268724
Long
DBT
US
N
2
2024-06-01
Fixed
4.80000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
119180.46000000
0.052891015003
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
9494569.79000000
ZAR
649543.33000000
USD
2020-04-08
119180.46000000
N
N
N
TPRO ACQUISITION CORP
N/A
TPro Acquisition Corp
89238QAB5
177000.00000000
PA
USD
161884.20000000
0.071842478633
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
11.00000000
N
N
N
N
N
N
Level 3 Financing Inc
N/A
Level 3 Financing Inc
527298BF9
322000.00000000
PA
USD
319630.08000000
0.141848415057
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
5.13000000
N
N
N
N
N
N
Team Health Holdings, Inc.
549300PVTQ4UDTTMQT11
Team Health Holdings, Inc. 1st Lien Term Loan
87817JAE8
534489.80000000
PA
USD
334056.13000000
0.148250541941
Long
LON
CORP
US
N
2
2024-02-06
Floating
3.75000000
N
N
N
N
N
N
XEROX CORPORATION
4KF48RN45X1OO8UBLY20
Xerox Corp
984121CQ4
798000.00000000
PA
USD
796547.64000000
0.353499333516
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.13000000
N
N
N
N
N
N
Acadia Healthcare Co Inc
5493005CW985Y9D0NC11
Acadia Healthcare Co Inc
00404AAJ8
578000.00000000
PA
USD
550203.98000000
0.244174648773
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
5.63000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BP1
225000.00000000
PA
USD
224844.75000000
0.099783698147
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.65000000
N
N
N
N
N
N
PulteGroup Inc
N/A
PulteGroup Inc
745867AW1
748000.00000000
PA
USD
745150.12000000
0.330689663194
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
5.50000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-CCRE3 Mortgage Trust
12624PAS4
100000.00000000
PA
USD
89670.48000000
0.039794801119
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Variable
4.75000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
000000000
309000.00000000
PA
326433.37000000
0.144867642483
Long
DBT
CORP
GB
N
2
2025-06-15
Variable
7.13000000
N
N
N
N
Y
Barclays PLC
Barclays PLC
GBP
XXXX
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-16180.88000000
-0.00718090169
N/A
DFE
XX
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
670658.73000000
USD
593314.28000000
EUR
2020-04-08
-16180.88000000
N
N
N
Nine Energy Service Inc
549300KRLJCZBPZMKT65
Nine Energy Service Inc
65441VAA9
283000.00000000
PA
USD
70778.30000000
0.031410653451
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
8.75000000
N
N
N
N
N
N
Marriott Ownership Resorts, Inc.
BW4532OH033VURR0IT68
Marriott Ownership Resorts, Inc. 2019 Refinancing Term Loan
57163KAH1
354464.29000000
PA
USD
308383.93000000
0.136857493824
Long
LON
CORP
US
N
3
2025-08-29
Floating
2.73938000
N
N
N
N
N
N
Lincoln Financing SARL
222100831I4WRVCLV609
Lincoln Financing SARL
000000000
327000.00000000
PA
298656.30000000
0.132540475545
Long
DBT
CORP
LU
N
2
2024-04-01
Fixed
3.63000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BD5
156000.00000000
PA
USD
151259.16000000
0.067127199382
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.50000000
N
N
N
N
N
N
Infor US Inc
CIOT8TLNSHRE7MIBDR09
Infor US Inc
45672NAG6
253000.00000000
PA
USD
248296.73000000
0.110191436345
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
6.50000000
N
N
N
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAA4
232000.00000000
PA
USD
231375.92000000
0.102682161624
Long
DBT
CORP
NL
N
2
2026-08-15
Fixed
5.50000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
61332.20000000
0.027218575179
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1426748.11000000
GBP
1835040.62000000
USD
2020-05-15
61332.20000000
N
N
N
Cleaver-Brooks Inc
549300TRZDD68CZBS255
Cleaver-Brooks Inc
185401AG1
72000.00000000
PA
USD
59649.12000000
0.026471642254
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
7.88000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAB3
1011000.00000000
PA
USD
832295.64000000
0.369363914038
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
4.95000000
N
N
N
N
N
N
AMC Networks Inc
549300VGG9K75226LR46
AMC Networks Inc
00164VAC7
599000.00000000
PA
USD
580317.19000000
0.257538569687
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
4.75000000
N
N
N
N
N
N
CITGO Petroleum Corporation
YX52P86PXMLYDOTUQ225
Citgo Petroleum Corporation 2019 Term Loan B
17302UAM4
298218.25000000
PA
USD
259449.88000000
0.115141085172
Long
LON
CORP
US
N
3
2024-03-28
Floating
6.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
5493007OD9MH69ES1S63
Wells Fargo Commercial Mortgage Trust 2016-LC24
95000HBJ0
2626918.45000000
PA
USD
203456.41000000
0.090291781336
Long
ABS-MBS
CORP
US
N
2
2049-10-15
Variable
1.67000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
000000000
410000.00000000
PA
428375.16000000
0.190108319892
Long
DBT
CORP
GB
N
2
2023-06-27
Variable
7.63000000
N
N
N
N
Y
Lloyds Banking Group PLC
Lloyds Banking Group PLC
GBP
XXXX
N
N
N
STARS GRP HLDS/STARS GRP
N/A
Stars Group Holdings BV / Stars Group US Co-Borrower LLC
85572NAA6
355000.00000000
PA
USD
336319.90000000
0.149255178884
Long
DBT
CORP
NL
N
2
2026-07-15
Fixed
7.00000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
202987.87000000
0.090083848289
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
13157942.33000000
EUR
14717355.87000000
USD
2020-04-08
202987.87000000
N
N
N
BELLEMEADE RE LT
254900SCWI9IDKK5LV64
Bellemeade Re 2019-3 Ltd
07877GAC3
853000.00000000
PA
USD
633406.75000000
0.281099149286
Long
ABS-MBS
CORP
BM
N
2
2029-07-25
Floating
2.90000000
N
N
N
N
N
N
Intelsat Jackson Holdings S.A.
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings S.A. 2017 Term Loan B5
000000000
90146.75000000
PA
USD
83160.38000000
0.036905688283
Long
LON
CORP
LU
N
2
2024-01-02
Fixed
6.63000000
N
N
N
N
N
N
SHEA HOMES LP/FNDG CP
N/A
Shea Homes LP / Shea Homes Funding Corp
82088KAE8
445000.00000000
PA
USD
382984.80000000
0.169964563007
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.75000000
N
N
N
N
N
N
Rockwood Service Corporation
549300PFYAJBMVGJ7074
Rockwood Service Corporation 2020 Term Loan
000000000
37083.00000000
PA
USD
31149.72000000
0.013823912979
Long
LON
CORP
US
N
3
2027-01-23
Floating
5.70000000
N
N
N
N
N
N
Univision Communications Inc.
549300YQDE2JSGTL8V47
Univision Communications Inc. Term Loan C5
914908AX6
285165.14000000
PA
USD
240251.63000000
0.106621106907
Long
LON
CORP
US
N
2
2024-03-15
Floating
3.75000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
78442FEQ7
506000.00000000
PA
USD
467296.06000000
0.207380999540
Long
DBT
CORP
US
N
2
2023-01-25
Fixed
5.50000000
N
N
N
N
N
N
Hub International Limited
549300JQT6ATTUNS5E06
HUB INTERNATIONAL LIMITED 2019 INCREMENTAL TERM LOAN B
44332EAT3
727500.00000000
PA
USD
682031.25000000
0.302678182955
Long
LON
CORP
US
N
3
2025-04-25
Floating
5.69000000
N
N
N
N
N
N
Playtika Holding Corp
N/A
Playtika Holding Corp Term Loan B
72814CAE8
1112912.50000000
PA
USD
1033150.06000000
0.458500960008
Long
LON
CORP
US
N
2
2024-12-10
Floating
7.07000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AC5
285000.00000000
PA
USD
283463.85000000
0.125798228529
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.63000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCR5
837000.00000000
PA
USD
766474.38000000
0.340153141986
Long
DBT
CORP
US
N
2
2024-01-17
Fixed
5.10000000
N
N
N
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long: IS14NO4 CDS USD R F 5.00000 IS14NO4 CMBX-BB-314317 / Short: IS14NO4 CDS USD P V 00MEVENT IS14NP5 CMBX-BB-314317
000000000
836000.00000000
OU
Notional Amount
USD
-325728.82000000
-0.14455497071
N/A
DCR
US
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Markit CMBX.NA.BB.6
137BEMAE8
Y
sell protection
2063-05-11
0.00000000
USD
-104906.21000000
USD
836000.00000000
USD
-220822.61000000
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
Long: IS1FK02 CDS EUR R F 5.00000 IS1FK02 CORPORATE / Short: IS1FK02 CDS EUR P V 03MEVENT IS1FK13 CORPORATE
000000000
410000.00000000
OU
Notional Amount
-44443.64000000
-0.01972361266
N/A
DCR
GB
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
International Game Technology PLC
International Game Technology PLC
Y
sell protection
2022-06-20
18547.57000000
EUR
0.00000000
EUR
410000.00000000
EUR
-64361.91000000
N
N
N
ROYAL BK SCOTLND GRP PLC
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group PLC
780097BB6
1050000.00000000
PA
USD
1040098.50000000
0.461584603453
Long
DBT
CORP
GB
N
2
2021-08-15
Variable
8.63000000
N
N
N
N
Y
Royal Bank of Scotland Group PLC
Royal Bank of Scotland Group PLC
USD
XXXX
N
N
N
Comstock Resources Inc
I03QQGEA4SS774AURI46
Comstock Resources Inc
22304LAA8
68000.00000000
PA
USD
43341.16000000
0.019234343816
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
7.50000000
N
N
N
N
N
N
WEATHERFORD INTL LTD
549300A2JKMG5PGOGF82
Weatherford International Ltd
947075AP2
109000.00000000
PA
USD
65297.54000000
0.028978350711
Long
DBT
CORP
BM
N
2
2024-12-01
Fixed
11.00000000
N
N
N
N
N
N
Radnor Re LTD
254900JBDDKUTX6TX151
Radnor RE 2019-1 Ltd
75049SAB9
271893.24000000
PA
USD
270913.39000000
0.120228468451
Long
ABS-MBS
CORP
BM
N
2
2029-02-25
Floating
2.90000000
N
N
N
N
N
N
KB Home
549300LGUCWQURMWLG09
KB Home
48666KAT6
144000.00000000
PA
USD
143017.92000000
0.063469825107
Long
DBT
CORP
US
N
2
2021-12-15
Fixed
7.00000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Long: IS1V431 CDS USD R F 5.00000 IS1V431 CMBX / Short: IS1V431 CDS USD P V 01MEVENT IS1V442 CMBX
000000000
84000.00000000
OU
Notional Amount
USD
-32740.40000000
-0.01452983977
N/A
DCR
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Markit CMBX.NA.BB.6
137BEMAE8
Y
sell protection
2063-05-11
0.00000000
USD
-16421.57000000
USD
84000.00000000
USD
-16318.83000000
N
N
N
Aramark Services Inc
42YMHYH0XMHJEXDUB065
Aramark Services Inc
038522AN8
195000.00000000
PA
USD
183514.50000000
0.081441774707
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
4.75000000
N
N
N
N
N
N
KAR Auction Services, Inc.
5493004HKD20LBSG7D03
KAR Auction Services, Inc. Tranche B-6 Term Loan
48562RAL3
107238.90000000
PA
USD
98659.79000000
0.043784160869
Long
LON
CORP
US
N
3
2026-09-19
Floating
3.18750000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565ACA9
383000.00000000
PA
USD
350747.57000000
0.155658024707
Long
DBT
CORP
FR
N
2
2022-03-14
Variable
6.75000000
N
N
N
N
Y
BNP Paribas SA
BNP Paribas SA
USD
XXXX
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AW3
323000.00000000
PA
USD
263700.43000000
0.117027433855
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.35000000
N
N
N
N
N
N
CNH Industrial NV
549300WGC2HZ5J67V817
CNH Industrial NV
12594KAA0
854000.00000000
PA
USD
868039.76000000
0.385226772658
Long
DBT
CORP
NL
N
2
2023-08-15
Fixed
4.50000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
387.92000000
0.000172154752
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
416212.72000000
EUR
459507.17000000
USD
2020-04-08
387.92000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-6069.64000000
-0.00269364139
N/A
DFE
XX
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1339823.96000000
USD
1209109.65000000
EUR
2020-04-08
-6069.64000000
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21685WDF1
250000.00000000
PA
USD
254007.50000000
0.112725815066
Long
DBT
CORP
NL
N
2
2022-11-09
Fixed
3.95000000
N
N
N
N
N
N
CSN RESOURCES SA
222100ZEX458NMOXZP08
CSN Resources SA
000000000
366000.00000000
PA
USD
238357.50000000
0.105780512247
Long
DBT
CORP
LU
N
2
2026-04-17
Fixed
7.63000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAY5
326000.00000000
PA
USD
315731.00000000
0.140118045005
Long
DBT
CORP
NL
N
2
2028-01-27
Fixed
6.00000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428102AC1
195000.00000000
PA
USD
139871.55000000
0.062073499713
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.63000000
N
N
N
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
000000000
100000.00000000
PA
100776.33000000
0.044723458711
Long
DBT
CORP
NL
N
2
2026-08-15
Fixed
3.75000000
N
N
N
N
N
N
SM Energy Co
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAK6
115000.00000000
PA
USD
50154.95000000
0.022258231030
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
6.13000000
N
N
N
N
N
N
MPH Acquisition Holdings LLC
5493002WXOPRPTXWTU06
MPH Acquisition Holdings LLC Initial Term Loan
55328HAE1
532486.26000000
PA
USD
469029.87000000
0.208150445897
Long
LON
CORP
US
N
2
2023-06-07
Floating
4.20013000
N
N
N
N
N
N
FIAT CHRYSLER AUTOMOBILE
549300LKT9PW7ZIBDF31
Fiat Chrysler Automobiles NV
31562QAC1
456000.00000000
PA
USD
454463.28000000
0.201685948862
Long
DBT
CORP
NL
N
2
2020-04-15
Fixed
4.50000000
N
N
N
N
N
N
Arbor Pharmaceuticals, LLC
549300KF2BE7P33CQW43
Arbor Pharmaceuticals, Inc. Term Loan B
03879RAB8
385875.00000000
PA
USD
275418.28000000
0.122227690509
Long
LON
CORP
US
N
2
2023-07-05
Floating
6.00000000
N
N
N
N
N
N
Citigroup Capital XVIII
N/A
Citigroup Capital XVIII
000000000
643000.00000000
PA
745710.62000000
0.330938407106
Long
DBT
CORP
US
N
2
2067-06-28
Variable
1.44000000
N
N
N
N
N
N
MEDNAX Inc
N/A
MEDNAX Inc
58502BAC0
427000.00000000
PA
USD
342970.67000000
0.152206719563
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.25000000
N
N
N
N
N
N
California Resources Corporation
5493003Q8F0T4F4YMR48
California Resources Corporation Second Out Term Loan
000000000
545894.82000000
PA
USD
25733.48000000
0.011420243526
Long
LON
CORP
US
N
2
2021-12-31
Floating
11.99000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
30711XYX6
738000.00000000
PA
USD
637273.92000000
0.282815358021
Long
ABS-MBS
USGSE
US
N
2
2030-07-25
Floating
3.20000000
N
N
N
N
N
N
BFLD Trust
N/A
BFLD 2019-DPLO
054970AN8
160000.00000000
PA
USD
117382.93000000
0.052093290391
Long
ABS-MBS
CORP
US
N
2
2034-10-15
Floating
2.94000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AU8
208000.00000000
PA
USD
169520.00000000
0.075231165103
Long
DBT
NUSS
ZA
N
2
2028-10-12
Fixed
4.30000000
N
N
N
N
N
N
Cenovus Energy Inc
549300EIRQ0Z2B9C1W06
Cenovus Energy Inc
15135UAM1
830000.00000000
PA
USD
403089.50000000
0.178886814098
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
4.25000000
N
N
N
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAB2
271000.00000000
PA
USD
272341.45000000
0.120862226224
Long
DBT
CORP
NL
N
2
2027-08-15
Fixed
8.50000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
30711XBU7
127414.65000000
PA
USD
127265.72000000
0.056479167020
Long
ABS-MBS
USGSE
US
N
2
2028-08-25
Floating
7.90000000
N
N
N
N
N
N
Elevation CLO Ltd
N/A
Elevation CLO 2020-11 Ltd
28621YAE5
250000.00000000
PA
USD
172449.25000000
0.076531134961
Long
ABS-CBDO
CORP
KY
N
2
2033-04-15
Floating
3.52000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SS1WDT3 CDS EUR R F 5.00000 IS1WDT3 CCPITRAXX / Short: SS1WDT3 CDS EUR P V 03MEVENT IS1WDU4 CCPITRAXX
000000000
3928000.00000000
OU
Notional Amount
-80207.75000000
-0.03559534263
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
iTraxx Europe Crossover S32.V1
2I667KHC5
Y
sell protection
2024-12-20
322862.63000000
EUR
0.00000000
EUR
3928000.00000000
EUR
-439721.63000000
N
N
N
HighPoint Operating Corp
XE2KCQGOGYZ847CKN141
HighPoint Operating Corp
06846NAD6
231000.00000000
PA
USD
120307.11000000
0.053391010238
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
7.00000000
N
N
N
N
N
N
NOBLE HOLDING INTL LTD
549300GNEZBJHMST9U32
Noble Holding International Ltd
65504LAP2
45000.00000000
PA
USD
4632.30000000
0.002055765255
Long
DBT
CORP
KY
N
2
2024-01-15
Fixed
7.75000000
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 78 CLO Ltd
26253LAE2
250000.00000000
PA
USD
159500.00000000
0.070784396142
Long
ABS-CBDO
CORP
KY
N
2
2033-04-17
Floating
3.22000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92556HAA5
782000.00000000
PA
USD
780553.30000000
0.346401216284
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.75000000
N
N
N
N
N
N
AIB Group PLC
635400AKJBGNS5WNQL34
AIB Group PLC
000000000
290000.00000000
PA
USD
286018.30000000
0.126931866151
Long
DBT
CORP
IE
N
2
2023-10-12
Fixed
4.75000000
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 78 CLO Ltd
26253LAG7
443226.00000000
PA
USD
246876.88000000
0.109561322083
Long
ABS-CBDO
CORP
KY
N
2
2033-04-17
Floating
4.27000000
N
N
N
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229AV8
205000.00000000
PA
USD
208079.10000000
0.092343281776
Long
DBT
CORP
US
N
2
2023-04-01
Variable
3.85000000
N
N
N
N
N
N
Alliance Bernstein
5493006YWHO7MNK2U579
AB Fixed Income Shares, Inc. - Government Money Market Portfolio
018616748
4192404.29000000
NS
USD
4192404.29000000
1.860544238568
Long
STIV
RF
US
N
1
N
N
N
Samsonite Finco Sarl
222100JLR1QL2IJ49Q65
Samsonite Finco Sarl
000000000
100000.00000000
PA
71831.84000000
0.031878203248
Long
DBT
CORP
LU
N
2
2026-05-15
Fixed
3.50000000
N
N
N
N
N
N
Amentum Government Services Holdings LLC
N/A
Amentum Government Services Holdings LLC Term Loan B
57776DAB9
60000.00000000
PA
USD
55200.00000000
0.024497170326
Long
LON
CORP
US
N
3
2027-02-01
Floating
4.99000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAU7
359000.00000000
PA
USD
359071.80000000
0.159352229057
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
5.88000000
N
N
N
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
Kenya Government International Bond
000000000
572000.00000000
PA
USD
544830.00000000
0.241789733856
Long
DBT
NUSS
KE
N
2
2024-06-24
Fixed
6.88000000
N
N
N
N
N
N
Forestar Group Inc
549300BC2UB0GHV60V70
Forestar Group Inc
346232AD3
258000.00000000
PA
USD
259251.30000000
0.115052957489
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
8.00000000
N
N
N
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long: IS14NQ6 CDS USD R F 5.00000 IS14NQ6 CMBX-BB-314349 / Short: IS14NQ6 CDS USD P V 00MEVENT IS14NR7 CMBX-BB-314349
000000000
837000.00000000
OU
Notional Amount
USD
-326118.45000000
-0.14472788435
N/A
DCR
US
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Markit CMBX.NA.BB.6
137BEMAE8
Y
sell protection
2063-05-11
0.00000000
USD
-102288.71000000
USD
837000.00000000
USD
-223829.74000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
186597.87000000
0.082810141375
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
21258027.39000000
MXN
1080019.68000000
USD
2020-04-23
186597.87000000
N
N
N
Peabody Energy Corp
EJCO258LNNVSKAR2JX59
Peabody Energy Corp
70457LAA2
1430000.00000000
PA
USD
995523.10000000
0.441802517110
Long
DBT
CORP
US
N
2
2022-03-31
Fixed
6.00000000
N
N
N
N
N
N
Octagon Investment Partners 29, Ltd.
5493003U22XL00FIHD56
Octagon Investment Partners 29 Ltd
67591JAS1
520985.00000000
PA
USD
323687.98000000
0.143649267729
Long
ABS-CBDO
CORP
KY
N
2
2033-01-24
Floating
4.90000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAB8
932000.00000000
PA
USD
803840.68000000
0.356735906760
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.75000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SS1WSP4 CDS USD R F 5.00000 IS1WSP4 CCPCDX / Short: SS1WSP4 CDS USD R F 5.00000 IS1WSP4 CCPCDX
000000000
22319500.00000000
OU
Notional Amount
USD
-1136982.69000000
-0.50458077201
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.HY.S33.V1
2I65BRSB7
Y
sell protection
2024-12-20
1282411.88000000
USD
0.00000000
USD
22319500.00000000
USD
-2419394.57000000
N
N
N
Tenneco Inc
549300U0EXXFAQFAD785
Tenneco Inc
000000000
230000.00000000
PA
169033.45000000
0.075015239411
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
5.00000000
N
N
N
N
N
N
KB Home
549300LGUCWQURMWLG09
KB Home
48666KAV1
355000.00000000
PA
USD
358592.60000000
0.159139565216
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
7.63000000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585ABC5
1656000.00000000
PA
USD
1621108.08000000
0.719430448426
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.13000000
N
N
N
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners LP / GLP Finance Corp
37954FAD6
417000.00000000
PA
USD
341181.06000000
0.151412509763
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
7.00000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAW3
671000.00000000
PA
USD
692700.14000000
0.307412922366
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.13000000
N
N
N
N
N
N
Allison Transmission Inc
MWKQ3I0U1GXP2YDSZW75
Allison Transmission Inc
019736AD9
930000.00000000
PA
USD
898063.80000000
0.398551120878
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.00000000
N
N
N
N
N
N
TERRAFORM GLOBAL OPERATI
549300LC7QMVR79H5O86
Terraform Global Operating LLC
88104UAC7
268000.00000000
PA
USD
263318.04000000
0.116857733258
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.13000000
N
N
N
N
N
N
AVIS BUDGET CAR/FINANCE
N/A
Avis Budget Car Rental LLC / Avis Budget Finance Inc
053773BC0
69000.00000000
PA
USD
54821.19000000
0.024329058494
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.75000000
N
N
N
N
N
N
Marlette Funding Trust
549300ICATMFOKQ20083
Marlette Funding Trust 2018-3
57109FAC0
756000.00000000
PA
USD
631952.65000000
0.280453835239
Long
ABS-O
CORP
US
N
2
2028-09-15
Fixed
4.63000000
N
N
N
N
N
N
Newfield Exploration Co
T8W3X1PFLPW2YE0UIP44
Newfield Exploration Co
651290AQ1
1029000.00000000
PA
USD
512431.71000000
0.227411718849
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
5.63000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0TH2
462000.00000000
PA
USD
378839.49000000
0.168124918711
Long
ABS-MBS
USGSE
US
N
2
2030-07-25
Floating
2.75000000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
N/A
Costa Rica Government International Bond
000000000
1054000.00000000
PA
USD
866256.25000000
0.384435269972
Long
DBT
NUSS
CR
N
2
2025-04-30
Fixed
4.38000000
N
N
N
N
N
N
1011778 B.C. Unlimited Liability Company (New Red Finance, Inc.) (aka Burger King/Tim Hortons)
549300RHSHNRWI5LLA86
1011778 B.C. Unlimited Liability Company (New Red Finance, Inc.) (aka Burger King/Tim Hortons) Term B-4 Loan
000000000
1648613.14000000
PA
USD
1516724.09000000
0.673105948745
Long
LON
CORP
CA
N
3
2026-11-19
Floating
2.73938000
N
N
N
N
N
N
Republic of Ecuador
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
240000.00000000
PA
USD
75000.00000000
0.033284198812
Long
DBT
NUSS
EC
N
2
2022-03-28
Fixed
10.75000000
N
N
N
N
N
N
ZF NA CAPITAL
529900JYGMS9CW9IQX78
ZF North America Capital Inc
98877DAB1
907000.00000000
PA
USD
850448.55000000
0.377419981578
Long
DBT
CORP
US
N
2
2022-04-29
Fixed
4.50000000
N
N
N
N
N
N
GOEASY LTD
5493009DJVZG2P8YV435
goeasy Ltd
380355AD9
852000.00000000
PA
USD
793024.56000000
0.351935828247
Long
DBT
CORP
CA
N
2
2024-12-01
Fixed
5.38000000
N
N
N
N
N
N
OMEGA HLTHCARE INVESTORS
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936BJ8
325000.00000000
PA
USD
324031.50000000
0.143801718235
Long
DBT
US
N
2
2023-08-01
Fixed
4.38000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C24
46643GAL4
225000.00000000
PA
USD
194963.33000000
0.086522643159
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Variable
4.41000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2016-CD1 Mortgage Trust
12514MBD6
4505864.58000000
PA
USD
287972.06000000
0.127798923968
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Variable
1.40000000
N
N
N
N
N
N
PMT CREDIT RISK TRANSFER TRUST
N/A
PMT Credit Risk Transfer Trust 2020-1R
730151AA5
650598.55000000
PA
USD
487664.28000000
0.216420197993
Long
ABS-MBS
CORP
US
N
2
2023-02-27
Floating
4.00000000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00080QAD7
200000.00000000
PA
USD
215232.00000000
0.095517662385
Long
DBT
CORP
NL
N
2
2023-05-15
Fixed
7.75000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCQ3
329000.00000000
PA
USD
242637.50000000
0.107679930526
Long
DBT
CORP
MX
N
2
2027-01-23
Fixed
6.49000000
N
N
N
N
N
N
CIT GROUP INC
N8O96ZZJQRFYQUJY7K79
CIT Group Inc
125581884
700.00000000
NS
USD
12334.00000000
0.005473697442
Long
EP
CORP
US
N
1
N
N
N
SPX FLOW Inc
5493003YXEKRBINIEM78
SPX FLOW Inc
78469XAE7
264000.00000000
PA
USD
253410.96000000
0.112461076986
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.88000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AE1
589432.50000000
PA
USD
567069.43000000
0.251659355318
Long
ABS-O
CORP
US
N
2
2047-11-20
Fixed
3.63000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
000000000
600000.00000000
PA
595565.68000000
0.264305686657
Long
DBT
CORP
ES
N
2
2022-04-25
Variable
6.75000000
N
N
N
N
Y
Banco Santander SA
Banco Santander SA
EUR
XXXX
N
N
N
GTL TRADE FIN / GERDAU
N/A
GTL Trade Finance Inc / Gerdau Holdings Inc
36249SAA1
254000.00000000
PA
USD
251460.00000000
0.111595261780
Long
DBT
CORP
VG
N
2
2024-04-29
Fixed
5.89000000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
000000000
135000.00000000
PA
113157.48000000
0.050218080819
Long
DBT
CORP
GB
N
2
2024-07-15
Fixed
3.50000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
-4994.82000000
-0.00221664775
N/A
DFE
ZA
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
35831.72000000
USD
552043.01000000
ZAR
2020-04-08
-4994.82000000
N
N
N
Group 1 Automotive Inc
549300US8QAZJLWYAF63
Group 1 Automotive Inc
398905AK5
1377000.00000000
PA
USD
1259128.80000000
0.558787910804
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
30711XC36
328978.96000000
PA
USD
271792.02000000
0.120618395059
Long
ABS-MBS
USGSE
US
N
2
2030-08-25
Floating
3.15000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BP7
108000.00000000
PA
USD
109636.20000000
0.048655374371
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.19000000
N
N
N
N
N
N
MGM China Holdings Ltd
529900VZFN87OS7WJM66
MGM China Holdings Ltd
55300RAA9
214000.00000000
PA
USD
195007.50000000
0.086542245333
Long
DBT
CORP
KY
N
2
2024-05-15
Fixed
5.38000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
000000000
860000.00000000
PA
920038.69000000
0.408303342314
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
2.20000000
N
N
N
N
N
N
NIELSEN FINANCE LLC/CO
N/A
Nielsen Finance LLC / Nielsen Finance Co
65409QBB7
680000.00000000
PA
USD
632692.40000000
0.280782128387
Long
DBT
CORP
US
N
2
2022-04-15
Fixed
5.00000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057BZ6
258000.00000000
PA
USD
248683.62000000
0.110363133994
Long
DBT
CORP
US
N
2
2024-04-30
Fixed
4.50000000
N
N
N
N
N
N
Solera, LLC (Solera Finance, Inc.)
549300F7JH48O4IYRX29
Solera, LLC USD Term Loan B
83421MAB4
672000.00000000
PA
USD
626640.00000000
0.278096137921
Long
LON
CORP
US
N
2
2023-03-03
Floating
4.36000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2019-R01
20754FAK8
600961.07000000
PA
USD
498031.16000000
0.221020908593
Long
ABS-MBS
USGSE
US
N
2
2031-07-25
Floating
3.40000000
N
N
N
N
N
N
Titan International Inc
54930043H7SFLNS88586
Titan International Inc
88830MAK8
285000.00000000
PA
USD
129828.90000000
0.057616678923
Long
DBT
CORP
US
N
2
2023-11-30
Fixed
6.50000000
N
N
N
N
N
N
CHEPLAPHARM ARZNEIMITTEL
529900ONXKBELT7EW052
Cheplapharm Arzneimittel GmbH
000000000
106000.00000000
PA
107795.58000000
0.047838526878
Long
DBT
CORP
DE
N
2
2027-02-11
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2018-R07
20753QAE9
699511.20000000
PA
USD
598034.51000000
0.265401327037
Long
ABS-MBS
USGSE
US
N
2
2031-04-25
Floating
3.35000000
N
N
N
N
N
N
SoFi Consumer Loan Program Trust
N/A
SoFi Consumer Loan Program 2019-3 Trust
83405TAD5
503000.00000000
PA
USD
415459.64000000
0.184376550086
Long
ABS-O
CORP
US
N
2
2028-05-25
Fixed
3.89000000
N
N
N
N
N
N
SPRINT SPECTRUM / SPEC I
N/A
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
85208NAD2
1385000.00000000
PA
USD
1405276.40000000
0.623646654463
Long
DBT
CORP
US
N
2
2025-03-20
Fixed
4.74000000
N
N
N
N
N
N
RR Donnelley & Sons Co
SU4X0P4WWRGOQDTSV032
RR Donnelley & Sons Co
257867AZ4
19000.00000000
PA
USD
18781.88000000
0.008335197706
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
7.00000000
N
N
N
N
N
N
ACRISURE LLC / FIN INC
N/A
Acrisure LLC / Acrisure Finance Inc
00489LAC7
396000.00000000
PA
USD
388939.32000000
0.172607115374
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
8.13000000
N
N
N
N
N
N
BANIJAY ENTERTAINMENT
969500CE0IE2EZ5VBG13
Banijay Entertainment SASU
000000000
110000.00000000
PA
109354.46000000
0.048530341169
Long
DBT
CORP
FR
N
2
2025-03-01
Fixed
3.50000000
N
N
N
N
N
N
Cenovus Energy Inc
549300EIRQ0Z2B9C1W06
Cenovus Energy Inc
15135UAJ8
30000.00000000
PA
USD
15941.70000000
0.007074756162
Long
DBT
CORP
CA
N
2
2023-09-15
Fixed
3.80000000
N
N
N
N
N
N
Goldentree Loan Opportunities IX Ltd
549300IOBSI2NBFBJX90
GoldenTree Loan Opportunities IX Ltd
38123HAW4
520000.00000000
PA
USD
402765.48000000
0.178743017484
Long
ABS-CBDO
CORP
KY
N
2
2029-10-29
Floating
4.77000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
68205LAA1
276000.00000000
PA
USD
211485.00000000
0.093854783812
Long
DBT
NUSS
OM
N
2
2025-02-01
Fixed
4.88000000
N
N
N
N
N
N
Eldorado Resorts Inc
5299000BKFWWVND5L441
Eldorado Resorts Inc
28470RAF9
252000.00000000
PA
USD
225862.56000000
0.100235391352
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
6.00000000
N
N
N
N
N
N
Sirius XM Radio Inc
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NAY4
850000.00000000
PA
USD
846855.00000000
0.375825202476
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
3.88000000
N
N
N
N
N
N
Wendy's Funding LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAD0
372427.50000000
PA
USD
339892.23000000
0.150840540777
Long
ABS-O
CORP
US
N
2
2048-03-15
Fixed
3.57000000
N
N
N
N
N
N
Intertrust Group BV
724500E2H60ZHP192G28
Intertrust Group BV
000000000
400000.00000000
PA
424651.57000000
0.188455830428
Long
DBT
CORP
NL
N
2
2025-11-15
Fixed
3.38000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CE3
312000.00000000
PA
USD
188438.64000000
0.083627055437
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
2.70000000
N
N
N
N
N
N
USIMINAS INTERNATIONAL
529900KLYX6QPXVIVP43
Usiminas International Sarl
91734JAA8
545000.00000000
PA
USD
416414.06000000
0.184800111487
Long
DBT
CORP
LU
N
2
2026-07-18
Fixed
5.88000000
N
N
N
N
N
N
NXP BV/NXP FUNDING LLC
N/A
NXP BV / NXP Funding LLC
62947QAU2
537000.00000000
PA
USD
542020.95000000
0.240543107474
Long
DBT
CORP
NL
N
2
2021-06-01
Fixed
4.13000000
N
N
N
N
N
N
Republic of Angola
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
710000.00000000
PA
USD
280450.00000000
0.124460714094
Long
DBT
NUSS
AO
N
2
2025-11-12
Fixed
9.50000000
N
N
N
N
N
N
ROYAL BK SCOTLND GRP PLC
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group PLC
780097AU5
900000.00000000
PA
USD
751383.00000000
0.333455748755
Long
DBT
CORP
GB
N
2
2027-09-30
Variable
3.77000000
N
N
N
N
N
N
Hanesbrands Inc
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
410345AJ1
1562000.00000000
PA
USD
1544146.34000000
0.685275650357
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
4.63000000
N
N
N
N
N
N
ADAMS HOMES INC
N/A
Adams Homes Inc
00623PAA9
435000.00000000
PA
USD
415372.80000000
0.184338011422
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
7.50000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAC7
360000.00000000
PA
USD
355784.40000000
0.157893316055
Long
DBT
CORP
GB
N
2
2022-01-11
Fixed
3.00000000
N
N
N
N
N
N
Dealer Tire, LLC
N/A
Dealer Tire, LLC 2020 Term Loan B
24228HAM0
129675.00000000
PA
USD
105036.75000000
0.046614187595
Long
LON
CORP
US
N
2
2025-12-12
Floating
5.24000000
N
N
N
N
N
N
Aramark Services Inc
42YMHYH0XMHJEXDUB065
Aramark Services Inc
038522AP3
506000.00000000
PA
USD
478615.28000000
0.212404348459
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.00000000
N
N
N
N
N
N
WYNN LAS VEGAS LLC/CORP
N/A
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
983130AV7
670000.00000000
PA
USD
623414.90000000
0.276664872994
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.50000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AF4
346000.00000000
PA
USD
359580.50000000
0.159577984683
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
6.75000000
N
N
N
N
N
N
West Corporation
5493005Z5DB0O5S30R71
West Corporation 2017 Term Loan
68162RAC5
511353.86000000
PA
USD
381342.14000000
0.169235568046
Long
LON
CORP
US
N
2
2024-10-10
Floating
5.45000000
N
N
N
N
N
N
VF UKRAINE (VFU FUNDING)
N/A
VF Ukraine PAT via VFU Funding PLC
918212AA9
206000.00000000
PA
USD
173040.00000000
0.076793303501
Long
DBT
CORP
UA
N
2
2025-02-11
Fixed
6.20000000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion SA
151191AZ6
399000.00000000
PA
USD
375060.00000000
0.166447621423
Long
DBT
CORP
CL
N
2
2024-08-01
Fixed
4.50000000
N
N
N
N
N
N
TOLL BROS FINANCE CORP
N/A
Toll Brothers Finance Corp
88947EAN0
867000.00000000
PA
USD
848186.10000000
0.376415930437
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
4.38000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
000000000
472000.00000000
PA
442202.14000000
0.196244585910
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
2.20000000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AB9
501000.00000000
PA
USD
463154.46000000
0.205543001703
Long
DBT
CORP
GB
N
2
2022-02-15
Fixed
6.25000000
N
N
N
N
N
N
Envision Healthcare Corp
549300OL60X0LPKY8N60
Envision Healthcare Corp
29373TAA2
147000.00000000
PA
USD
36375.15000000
0.016142902992
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
8.75000000
N
N
N
N
N
N
TOLL BROS FINANCE CORP
N/A
Toll Brothers Finance Corp
88947EAK6
237000.00000000
PA
USD
231698.31000000
0.102825234862
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
5.88000000
N
N
N
N
N
N
Marlette Funding Trust
549300Y3KZXU3NUCX480
Marlette Funding Trust 2019-2
57109HAC6
245000.00000000
PA
USD
181474.78000000
0.080536568760
Long
ABS-O
CORP
US
N
2
2029-07-16
Fixed
4.11000000
N
N
N
N
N
N
PENSKE AUTO GROUP INC
549300W7UTQ0M4C7LB15
Penske Automotive Group Inc
70959WAE3
1393000.00000000
PA
USD
1287870.29000000
0.571543077035
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
5.75000000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
000000000
506000.00000000
PA
USD
500439.06000000
0.222089508890
Long
DBT
CORP
GB
N
2
2024-01-26
Fixed
5.20000000
N
N
N
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV
67091GAC7
475000.00000000
PA
USD
449516.25000000
0.199490509795
Long
DBT
CORP
NL
N
2
2024-11-01
Fixed
5.25000000
N
N
N
N
N
N
INTRUM AB
549300UNCO2FCUWXX470
Intrum AB
000000000
115000.00000000
PA
91350.51000000
0.040540380486
Long
DBT
CORP
SE
N
2
2026-07-15
Fixed
3.50000000
N
N
N
N
N
N
WR Grace & Co-Conn
549300GJVOEHHLSO6K25
WR Grace & Co-Conn
383909AE8
1381000.00000000
PA
USD
1398069.16000000
0.620448158342
Long
DBT
CORP
US
N
2
2021-10-01
Fixed
5.13000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAT4
914000.00000000
PA
USD
888060.68000000
0.394111843081
Long
DBT
CORP
IT
N
2
2024-06-26
Fixed
5.02000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
30711XYS7
149874.83000000
PA
USD
148834.94000000
0.066051356443
Long
ABS-MBS
USGSE
US
N
2
2030-07-25
Floating
1.55000000
N
N
N
N
N
N
ARES CLO Ltd
549300VDFIIXSFET0S73
Ares XXXIV CLO Ltd
04015GAT6
643832.00000000
PA
USD
508622.13000000
0.225721067941
Long
ABS-CBDO
CORP
KY
N
2
2033-04-17
Floating
2.78000000
N
N
N
N
N
N
FRONT RANGE BIDCO INC
N/A
Front Range BidCo Inc
98919VAB1
59000.00000000
PA
USD
56077.14000000
0.024886435688
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.13000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
-64894.87000000
-0.02879965006
N/A
DFE
ZA
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
345797.35000000
USD
5028723.37000000
ZAR
2020-04-08
-64894.87000000
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CC3
302000.00000000
PA
USD
289165.00000000
0.128328337996
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
6.00000000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
92769XAM7
860000.00000000
PA
USD
873785.80000000
0.387776803828
Long
DBT
CORP
GB
N
2
2026-08-15
Fixed
5.50000000
N
N
N
N
N
N
Vistra Operations Co LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAA0
528000.00000000
PA
USD
544162.08000000
0.241493318095
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.50000000
N
N
N
N
N
N
BELLEMEADE RE LT
254900KXN235YISGF415
Bellemeade Re 2019-4 Ltd
07876LAC3
464864.00000000
PA
USD
351521.56000000
0.156001513201
Long
ABS-MBS
CORP
BM
N
2
2029-10-25
Floating
3.45000000
N
N
N
N
N
N
Diamond Sports Group, LLC
N/A
Diamond Sports Group, LLC Term Loan
25277BAB4
117677.89000000
PA
USD
90611.98000000
0.040212628762
Long
LON
CORP
US
N
3
2026-08-24
Floating
4.18000000
N
N
N
N
N
N
NORDIC AVIATION CAPITAL
N/A
NORDIC AVIATION CAPITAL
000000000
750000.00000000
PA
USD
705416.63000000
0.313056364785
Long
DBT
CORP
US
N
2
2023-02-27
Fixed
3.79000000
N
N
N
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long: IS1AAX0 CDS USD R F 3.00000 IS1AAX0 CMBX-BBB--398730 / Short: IS1AAX0 CDS USD P V 00MEVENT IS1AAY1 CMBX-BBB--398730
000000000
592000.00000000
OU
Notional Amount
USD
-130664.27000000
-0.05798740720
N/A
DCR
US
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Markit CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-41224.51000000
USD
592000.00000000
USD
-89439.76000000
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
085790BA0
323000.00000000
PA
USD
323684.76000000
0.143647838727
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
6.00000000
N
N
N
N
N
N
Greywolf CLO Ltd
5493006V5AX99BBCEZ73
GREYWOLF CLO VI Ltd
39809GAA3
550000.00000000
PA
USD
519130.70000000
0.230384659049
Long
ABS-CBDO
CORP
KY
N
2
2031-04-26
Floating
2.82000000
N
N
N
N
N
N
Brookfield WEC Holdings Inc.
5493002M6GRSU1IWMG57
Brookfield WEC Holdings Inc. 2020 Term Loan
11284EAL7
363639.37000000
PA
USD
341821.01000000
0.151696512737
Long
LON
CORP
US
N
3
2025-08-01
Floating
3.99000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
CB T-MOBILE USA INC REGD
87299ATB0
731000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
3
2023-03-01
Fixed
6.00000000
N
N
N
N
N
N
Specialty Building Products Holdings, LLC
549300ICFD46O3KMJC06
Specialty Building Products Holdings, LLC 2018 Term Loan B
84748EAD2
297753.95000000
PA
USD
249121.80000000
0.110557593597
Long
LON
CORP
US
N
2
2025-10-01
Floating
6.74000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
000000000
401000.00000000
PA
USD
387482.29000000
0.171960501024
Long
DBT
CORP
CH
N
2
2025-02-19
Variable
7.00000000
N
N
N
N
Y
UBS Group AG
UBS Group AG
USD
XXXX
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SAY2
656000.00000000
PA
USD
388338.88000000
0.172340646516
Long
DBT
NUSS
LK
N
2
2024-03-14
Fixed
6.85000000
N
N
N
N
N
N
Range Resources Corp
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281ABA6
543000.00000000
PA
USD
396400.86000000
0.175918467118
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
5.00000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AS9
1323000.00000000
PA
USD
1243659.69000000
0.551922885034
Long
DBT
CORP
GB
N
2
2024-09-11
Fixed
3.63000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013093AB5
257000.00000000
PA
USD
261016.91000000
0.115836516346
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
6.63000000
N
N
N
N
N
N
Envision Healthcare Corporation
549300OL60X0LPKY8N60
Envision Healthcare Corporation 2018 1st Lien Term Loan
29373UAC5
275089.28000000
PA
USD
138920.09000000
0.061651251928
Long
LON
CORP
US
N
2
2025-10-10
Floating
4.74000000
N
N
N
N
N
N
UPC Holding BV
213800G1DU7LKI6ZCD69
UPC Holding BV
90320LAG2
322000.00000000
PA
USD
305310.74000000
0.135493644931
Long
DBT
CORP
NL
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
F-BRASILE SPA/F-BRASILE
N/A
F-Brasile SpA / F-Brasile US LLC
30191BAB7
268000.00000000
PA
USD
259957.32000000
0.115366281623
Long
DBT
CORP
IT
N
2
2026-08-15
Fixed
7.38000000
N
N
N
N
N
N
Golden Nugget, Inc. (aka Landry's Inc.)
N/A
Golden Nugget, Inc. (aka Landry's Inc.) Initial B Term Loan
51508PAG9
1136656.62000000
PA
USD
880908.88000000
0.390937950640
Long
LON
CORP
US
N
3
2023-10-04
Floating
3.69513000
N
N
N
N
N
N
Allied Universal Holdco LLC (f/k/a USAGM Holdco, LLC)
N/A
Allied Universal Holdco LLC 2019 Term Loan B
01957TAC1
578015.89000000
PA
USD
531774.62000000
0.235995895676
Long
LON
CORP
US
N
3
2026-07-10
Floating
5.24000000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc. 2020 Term Loan F
89364MBR4
674467.10000000
PA
USD
612078.89000000
0.271634072852
Long
LON
CORP
US
N
2
2025-12-09
Floating
3.24000000
N
N
N
N
N
N
The Federal Republic of Nigeria
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
700000.00000000
PA
USD
539000.00000000
0.239202442135
Long
DBT
NUSS
NG
N
2
2025-11-21
Fixed
7.63000000
N
N
N
N
N
N
Tervita Corp
N/A
Tervita Corp
88158UAA6
1031000.00000000
PA
USD
722040.23000000
0.320433740883
Long
DBT
CORP
CA
N
2
2021-12-01
Fixed
7.63000000
N
N
N
N
N
N
Stars Group Holdings B.V.
549300RNFXC8F8RT6R13
Stars Group Holdings B.V. (The) 2018 USD Incremental Term Loan
000000000
165316.44000000
PA
USD
157187.83000000
0.069758279795
Long
LON
CORP
NL
N
2
2025-07-10
Floating
4.95000000
N
N
N
N
N
N
Meredith Corp
549300YC8BC386CCTS24
Meredith Corp
589433AB7
715000.00000000
PA
USD
628356.30000000
0.278857813527
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
6.88000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-56850.56000000
-0.02522967122
N/A
DFE
BR
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
3125810.30000000
USD
15953198.03000000
BRL
2020-04-08
-56850.56000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1030.69000000
0.000457409211
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
88092.71000000
EUR
98204.70000000
USD
2020-04-08
1030.69000000
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
00652MAC6
546000.00000000
PA
USD
504538.13000000
0.223908632368
Long
DBT
CORP
IN
N
2
2022-01-19
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
30711XR63
1078137.60000000
PA
USD
883716.29000000
0.392183849208
Long
ABS-MBS
USGSE
US
N
2
2030-12-25
Floating
3.50000000
N
N
N
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAA4
217000.00000000
PA
USD
176247.40000000
0.078216713358
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.38000000
N
N
N
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV
000000000
300000.00000000
PA
311153.29000000
0.138086506208
Long
DBT
CORP
NL
N
2
2023-04-15
Fixed
5.00000000
N
N
N
N
N
N
HECLA MINING CO
5493009Y6HOBZD1QD537
Hecla Mining Co
422704AH9
298000.00000000
PA
USD
262266.82000000
0.116391213052
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
7.25000000
N
N
N
N
N
N
CALLON PETROLEUM CO
549300EFOWPEB0WLZW21
Callon Petroleum Co
144577AH6
273000.00000000
PA
USD
65238.81000000
0.028952286964
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
6.25000000
N
N
N
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long: IS1BNH8 CDS USD R V 00MEVENT IS1BNI9 CMBX-BB-406092 / Short: IS1BNH8 CDS USD P F 5.00000 IS1BNH8 CMBX-BB-406092
000000000
1190000.00000000
OU
Notional Amount
USD
463657.06000000
0.205766050214
N/A
DCR
US
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Markit CMBX.NA.BB.6
137BEMAE8
Y
buy protection
2063-05-11
148137.09000000
USD
0.00000000
USD
1190000.00000000
USD
315519.97000000
N
N
N
Level 3 Financing Inc
N/A
Level 3 Financing Inc
527298BD4
742000.00000000
PA
USD
745650.64000000
0.330911788623
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
5.38000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
549300ITPIHLG0LHEC09
Hilcorp Energy I LP / Hilcorp Finance Co
431318AN4
469000.00000000
PA
USD
218910.44000000
0.097150114762
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
5.00000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/VA
00130HBZ7
829000.00000000
PA
USD
821364.91000000
0.364512972832
Long
DBT
CORP
US
N
2
2021-03-15
Fixed
4.00000000
N
N
N
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
Western Digital Corp
958102AM7
460000.00000000
PA
USD
466605.60000000
0.207074580768
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.75000000
N
N
N
N
N
N
EUROPCAR MOBILITY
969500XCGTMV08D76N87
Europcar Mobility Group
000000000
400000.00000000
PA
198521.89000000
0.088101894073
Long
DBT
CORP
FR
N
2
2026-04-30
Fixed
4.00000000
N
N
N
N
N
N
ADT SEC CORP
5493009JEEDYLVRA0J13
ADT Security Corp/The
00101JAH9
539000.00000000
PA
USD
527088.10000000
0.233916068164
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
4.13000000
N
N
N
N
N
N
Freddie Mac - STACR
5493007222WHFWMBOC78
Freddie Mac STACR Trust 2019-DNA1
35563KAH3
355952.00000000
PA
USD
313167.28000000
0.138980293456
Long
ABS-MBS
USGSE
US
N
2
2049-01-25
Floating
3.60000000
N
N
N
N
N
N
U.S. Renal Care, Inc.
54930058SS5MF69JGN89
U.S. Renal Care, Inc. 2019 Term Loan B
90290PAN4
831820.00000000
PA
USD
718933.71000000
0.319055100492
Long
LON
CORP
US
N
2
2026-06-26
Floating
6.00000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
30711XBH6
131394.66000000
PA
USD
121680.77000000
0.054000625871
Long
ABS-MBS
USGSE
US
N
2
2028-04-25
Floating
6.50000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SS1RLD8 CDS USD R F 5.00000 IS1RLD8 CCPCDX / Short: SS1RLD8 CDS USD P V 03MEVENT IS1RLE9 CCPCDX
000000000
2752150.00000000
OU
Notional Amount
USD
-108709.52000000
-0.04824412368
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.HY.S31.V3
2I65BRQY9
Y
sell protection
2023-12-20
80677.52000000
USD
0.00000000
USD
2752150.00000000
USD
-189387.04000000
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAH2
161000.00000000
PA
USD
123986.10000000
0.055023706699
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
6.13000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AH2
79000.00000000
PA
USD
70754.77000000
0.031400211088
Long
DBT
US
N
2
2026-04-15
Fixed
5.38000000
N
N
N
N
N
N
Parexel International Corporation
549300GCZVUYB6P2OA17
Parexel International Corporation Term Loan B
69946EAT8
297253.23000000
PA
USD
252293.68000000
0.111965240058
Long
LON
CORP
US
N
2
2024-09-27
Floating
3.74000000
N
N
N
N
N
N
KOC Holding AS
7890005U0H950VH19H45
KOC Holding AS
49989AAC3
200000.00000000
PA
USD
184375.00000000
0.081823655415
Long
DBT
CORP
TR
N
2
2025-03-11
Fixed
6.50000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAG6
224000.00000000
PA
USD
163100.00000000
0.072382037685
Long
DBT
NUSS
GH
N
2
2027-02-11
Fixed
6.38000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0EW5
250000.00000000
PA
USD
239979.25000000
0.106500227573
Long
ABS-MBS
USGSE
US
N
2
2027-10-25
Floating
4.25000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KAP1
230000.00000000
PA
USD
219792.60000000
0.097541607946
Long
DBT
CORP
US
N
2
2027-07-13
Fixed
4.40000000
N
N
N
N
N
N
Terex Corp
YAWJZJYEQ7M1SYMOS462
Terex Corp
880779AZ6
929000.00000000
PA
USD
873129.94000000
0.387485740166
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.63000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
383000.00000000
PA
USD
373681.61000000
0.165835906666
Long
DBT
CORP
FR
N
2
2021-03-30
Variable
7.63000000
N
N
N
N
Y
BNP Paribas SA
BNP Paribas SA
USD
XXXX
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SS21GL2 CDS EUR R F 5.00000 IS21GL2 CCPITRAXX / Short: SS21GL2 CDS EUR P V 03MEVENT IS21GM3 CCPITRAXX
000000000
2179000.00000000
OU
Notional Amount
-68068.24000000
-0.03020795777
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
iTraxx Europe Crossover S33.V1
2I667KHL5
Y
sell protection
2025-06-20
0.00000000
EUR
-62206.05000000
EUR
2179000.00000000
EUR
678.51000000
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp
65342RAB6
122000.00000000
PA
USD
113649.10000000
0.050436256524
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
8.00000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CR4
87000.00000000
PA
USD
41907.03000000
0.018597892242
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.20000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AL5
534000.00000000
PA
USD
296172.42000000
0.131438156135
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities
30711XEP5
416923.81000000
PA
USD
381405.49000000
0.169263682100
Long
ABS-MBS
USGSE
US
N
2
2029-07-25
Floating
4.50000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2019-R07
20753WAF3
970000.00000000
PA
USD
781561.30000000
0.346848555916
Long
ABS-MBS
USGSE
US
N
2
2039-10-25
Floating
3.05000000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AQ4
231000.00000000
PA
USD
189068.88000000
0.083906749216
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.95000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938CAE8
137000.00000000
PA
USD
134276.44000000
0.059590449664
Long
DBT
CORP
US
N
2
2023-09-25
Fixed
7.25000000
N
N
N
N
N
N
QEP Resources Inc
Q6JQDZPXKEDQKVK58165
QEP Resources Inc
74733VAC4
588000.00000000
PA
USD
229178.88000000
0.101707138741
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
5.25000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAG9
530000.00000000
PA
USD
526279.40000000
0.233557175743
Long
DBT
US
N
2
2026-08-01
Fixed
5.25000000
N
N
N
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
CommScope Inc
20338QAA1
285000.00000000
PA
USD
277168.20000000
0.123004286312
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
8.25000000
N
N
N
N
N
N
UNIVERSAL HEALTH SVCS
549300YGMGQDO0NMJD09
Universal Health Services Inc
913903AR1
480000.00000000
PA
USD
476942.40000000
0.211661942185
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
4.75000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AM3
200000.00000000
PA
USD
210626.00000000
0.093473568789
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.75000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912X500
1775.00000000
NS
USD
27636.75000000
0.012264894420
Long
EP
CORP
US
N
1
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAB7
294000.00000000
PA
USD
295034.88000000
0.130933328035
Long
DBT
US
N
2
2021-06-01
Fixed
4.38000000
N
N
N
N
N
N
REYNOLDS GRP ISS/REYNOLD
N/A
Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
761735AT6
1433000.00000000
PA
USD
1419658.77000000
0.630029396629
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
5.13000000
N
N
N
N
N
N
Denbury Resources Inc
549300KCWA5W52MS5559
Denbury Resources Inc
247916AF6
165000.00000000
PA
USD
48274.05000000
0.021423507702
Long
DBT
CORP
US
N
2
2021-05-15
Fixed
9.00000000
N
N
N
N
N
N
IQVIA Inc
549300PLWY28YB00C717
IQVIA Inc
000000000
248000.00000000
PA
267039.39000000
0.118509228635
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.25000000
N
N
N
N
N
N
Qwest Corp
549300R2L4N683OO1509
Qwest Corp
74913GAX3
265000.00000000
PA
USD
267917.65000000
0.118898991041
Long
DBT
CORP
US
N
2
2021-12-01
Fixed
6.75000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Long: IS1V3P6 CDS USD R F 5.00000 IS1V3P6 CMBX / Short: IS1V3P6 CDS USD P V 01MEVENT IS1V3Q7 CMBX
000000000
126000.00000000
OU
Notional Amount
USD
-49110.60000000
-0.02179475965
N/A
DCR
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Markit CMBX.NA.BB.6
137BEMAE8
Y
sell protection
2063-05-11
0.00000000
USD
-24477.18000000
USD
126000.00000000
USD
-24633.42000000
N
N
N
CROWN EURO HOLDINGS SA
85OKW2SW05RZFQS1W718
Crown European Holdings SA
000000000
116000.00000000
PA
125410.87000000
0.055656004405
Long
DBT
CORP
FR
N
2
2023-02-01
Fixed
2.25000000
N
N
N
N
N
N
ARD FINANCE SA
6354006P6QPGGPVJW880
ARD Finance SA
000000000
251000.00000000
PA
214502.75000000
0.095194029025
Long
DBT
CORP
LU
N
2
2027-06-30
Variable
5.00000000
N
N
Y
N
N
N
Pitney Bowes Inc.
549300N2O26NW4ST6W55
Pitney Bowes Inc. Term Loan B
000000000
296000.00000000
PA
USD
251600.00000000
0.111657392284
Long
LON
CORP
US
N
3
2025-01-17
Floating
6.49000000
N
N
N
N
N
N
Marlette Funding Trust
549300FK0U6W6777SM18
Marlette Funding Trust 2019-1
57109XAC1
344000.00000000
PA
USD
303480.21000000
0.134681275272
Long
ABS-O
CORP
US
N
2
2029-04-16
Fixed
4.42000000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2011-C4
92936CAY5
25353.00000000
PA
USD
23239.51000000
0.010313446282
Long
ABS-MBS
CORP
US
N
2
2044-06-15
Variable
5.22000000
N
N
N
N
N
N
PetSmart, Inc.
N/A
PetSmart, Inc. Consenting Term Loan
71677HAG0
524228.44000000
PA
USD
501361.60000000
0.222498922287
Long
LON
CORP
US
N
2
2022-03-11
Floating
5.00000000
N
N
N
N
N
N
REALOGY GROUP/CO-ISSUER
N/A
Realogy Group LLC / Realogy Co-Issuer Corp
75606DAG6
285000.00000000
PA
USD
240380.40000000
0.106678253657
Long
DBT
US
N
2
2027-04-01
Fixed
9.38000000
N
N
N
N
N
N
DaVita Inc
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAQ1
790000.00000000
PA
USD
788064.50000000
0.349734606605
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
5.13000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBE7
267000.00000000
PA
USD
270863.49000000
0.120206323364
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.63000000
N
N
N
N
N
N
Colfax Corp
635400OP2DYYYMOIYL17
Colfax Corp
15723RAA2
278000.00000000
PA
USD
268670.32000000
0.119233017946
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
6.00000000
N
N
N
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
60937FAB4
260000.00000000
PA
USD
232212.50000000
0.103053426891
Long
DBT
NUSS
MN
N
2
2022-12-05
Fixed
5.13000000
N
N
N
N
N
N
CIT Group Inc
N8O96ZZJQRFYQUJY7K79
CIT Group Inc
125581GQ5
108000.00000000
PA
USD
106276.32000000
0.047164295519
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
5.00000000
N
N
N
N
N
N
CONSOLIDATED ENERGY FIN
549300PUNIS0USNSL750
Consolidated Energy Finance SA
20914UAD8
205000.00000000
PA
USD
177634.55000000
0.078832315709
Long
DBT
CORP
LU
N
2
2025-06-15
Fixed
6.88000000
N
N
N
N
N
N
Avaya Inc.
J6LB5QIFSP2MFEFG4U76
Avaya, Inc. 2018 Term Loan B
05349UBC5
252526.42000000
PA
USD
214016.14000000
0.094978076705
Long
LON
CORP
US
N
2
2024-12-15
Floating
4.95000000
N
N
N
N
N
N
Intelsat Jackson Holdings S.A.
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings S.A. 2017 Term Loan B4
000000000
53750.00000000
PA
USD
49127.50000000
0.021802259695
Long
LON
CORP
LU
N
2
2024-01-02
Floating
6.43000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAY1
145000.00000000
PA
USD
149062.90000000
0.066152522656
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284PAQ7
521000.00000000
PA
USD
523657.10000000
0.232393427016
Long
DBT
US
N
2
2023-08-15
Fixed
6.00000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAF4
249000.00000000
PA
USD
122246.55000000
0.054251712991
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.85000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AB3
424000.00000000
PA
USD
407866.80000000
0.181006928805
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
5.50000000
N
N
N
N
N
N
HERTZ CORP
549300PD0C69OJ0NLB27
Hertz Corp/The
428040CN7
145000.00000000
PA
USD
101569.60000000
0.045075503463
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
6.25000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAC4
204000.00000000
PA
USD
113570.88000000
0.050401543323
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.50000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PBP2
19200000.00000000
PA
390697.67000000
0.173387452320
Long
DBT
NUSS
DO
N
2
2022-02-04
Fixed
16.95000000
N
N
N
N
N
N
Transocean Sentry Ltd
N/A
Transocean Sentry Ltd
89385AAA3
530000.00000000
PA
USD
445597.50000000
0.197751410407
Long
DBT
CORP
KY
N
2
2023-05-15
Fixed
5.38000000
N
N
N
N
N
N
MTS Systems Corporation
549300E7ZL4ZDETLML64
MTS Systems Corporation 2017 Term Loan B
55377VAK6
159684.50000000
PA
USD
143716.05000000
0.063779647744
Long
LON
CORP
US
N
3
2023-07-05
Floating
4.24000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2019-R02
20753KAB8
231651.33000000
PA
USD
191703.98000000
0.085076178447
Long
ABS-MBS
USGSE
US
N
2
2031-08-25
Floating
3.25000000
N
N
N
N
N
N
QEP Resources Inc
Q6JQDZPXKEDQKVK58165
QEP Resources Inc
74733VAB6
328000.00000000
PA
USD
148092.00000000
0.065721647608
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
5.38000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2019-R06
20754JAB0
708787.00000000
PA
USD
547985.77000000
0.243190230871
Long
ABS-MBS
USGSE
US
N
2
2039-09-25
Floating
3.05000000
N
N
N
N
N
N
Freddie Mac - STACR
5493005RUXPCBST1N217
Freddie Mac Stacr Trust 2018-HQA2
35563XAH5
602036.00000000
PA
USD
490783.78000000
0.217804598769
Long
ABS-MBS
USGSE
US
N
2
2048-10-25
Floating
3.25000000
N
N
N
N
N
N
Townsquare Media, Inc.
549300XBA8C68H0DR538
Townsquare Media, Inc. Additional Term B Loan
89223EAD5
396888.80000000
PA
USD
339339.92000000
0.150595431499
Long
LON
CORP
US
N
3
2022-04-01
Floating
4.00000000
N
N
N
N
N
N
Geopark Ltd
529900ZR5QI19AH4KZ07
Geopark Ltd
000000000
304000.00000000
PA
USD
172520.00000000
0.076562533056
Long
DBT
CORP
BM
N
2
2024-09-21
Fixed
6.50000000
N
N
N
N
N
N
KB Home
549300LGUCWQURMWLG09
KB Home
48666KAR0
363000.00000000
PA
USD
360353.73000000
0.159921135897
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
7.50000000
N
N
N
N
N
N
PANTHER BF AGGREGATOR 2
N/A
Panther BF Aggregator 2 LP / Panther Finance Co Inc
69867DAA6
282000.00000000
PA
USD
264499.08000000
0.117381866194
Long
DBT
CORP
XX
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
ALLIANCE DATA SYSTEMS CO
549300G8S4PO686J7H97
Alliance Data Systems Corp
018581AK4
1075000.00000000
PA
USD
811732.50000000
0.360238212172
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
4.75000000
N
N
N
N
N
N
AMERICAN AXLE & MFG INC
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing Inc
02406PAR1
70000.00000000
PA
USD
56798.70000000
0.025206656308
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
6.25000000
N
N
N
N
N
N
Calpine Corp
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CJ3
62000.00000000
PA
USD
58864.04000000
0.026123232137
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
5.50000000
N
N
N
N
N
N
CenturyLink Inc
8M3THTGWLTYZVE6BBY25
CenturyLink Inc
156700AR7
464000.00000000
PA
USD
470960.00000000
0.209007016972
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
6.45000000
N
N
N
N
N
N
CenturyLink Inc
8M3THTGWLTYZVE6BBY25
CenturyLink Inc
156700AS5
260000.00000000
PA
USD
263166.80000000
0.116790614562
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
5.80000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Long: IS211R3 TRS USD R F 1.00000 IS211R3 IBOXXTRS / Short: IS211R3 TRS USD P V 03MLIBOR IS211S4 IBOXXTRS
000000000
1784000.00000000
OU
Notional Amount
USD
100173.07000000
0.044455738367
N/A
DCR
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Markit iBoxx USD Liquid High Yield Index
Markit iBoxx USD Liquid High Yield Index
Y
equity-performance leg
2020-06-20
0.00000000
USD
0.00000000
USD
1784000.00000000
USD
100173.07000000
N
N
N
athenahealth, Inc.
549300Z86PUW4ENZCD61
Athenahealth, Inc. 2019 Term Loan B
04685YAK5
534329.85000000
PA
USD
496926.76000000
0.220530787670
Long
LON
CORP
US
N
3
2026-02-11
Floating
5.28000000
N
N
N
N
N
N
Oasis Petroleum Inc
529900FA4V2YNIKZ0M71
Oasis Petroleum Inc
674215AG3
173000.00000000
PA
USD
34380.29000000
0.015257605434
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
6.88000000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAB2
583000.00000000
PA
USD
571573.20000000
0.253658080332
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
5.25000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0UD9
237935.85000000
PA
USD
200389.45000000
0.088930697250
Long
ABS-MBS
USGSE
US
N
2
2030-09-25
Floating
3.25000000
N
N
N
N
N
N
GATES GLOBAL/GATES CORP
N/A
Gates Global LLC / Gates Corp
36740LAA0
1143000.00000000
PA
USD
1011555.00000000
0.448917303069
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.25000000
N
N
N
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAE9
152000.00000000
PA
USD
126772.56000000
0.056260307880
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
3.00000000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AR3
362000.00000000
PA
USD
317068.56000000
0.140711639845
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
5.13000000
N
N
N
N
N
N
TEGNA Inc
549300YC5EDBGX85AO10
TEGNA Inc
364725BB6
1398000.00000000
PA
USD
1370040.00000000
0.608009116555
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
4.88000000
N
N
N
N
N
N
DIVERSIFIED HEALTHCARE T
N/A
Diversified Healthcare Trust
81721MAG4
250000.00000000
PA
USD
261622.50000000
0.116105270719
Long
DBT
US
N
2
2021-12-15
Fixed
6.75000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-4433.37000000
-0.00196748224
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
309796.70000000
EUR
337299.65000000
USD
2020-04-08
-4433.37000000
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAC0
58000.00000000
PA
USD
38731.82000000
0.017188767963
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
6.63000000
N
N
N
N
N
N
TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AME
54930002F1MQXJG7J014
TIAA CLO II Ltd
87271RAA7
500000.00000000
PA
USD
477174.50000000
0.211764945686
Long
ABS-CBDO
CORP
KY
N
2
2029-04-20
Floating
3.10000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBF5
173000.00000000
PA
USD
154402.50000000
0.068522180096
Long
DBT
CORP
NL
N
2
2030-01-15
Fixed
5.09000000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BM2
26000.00000000
PA
USD
18594.68000000
0.008252120346
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
7.50000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAQ4
169000.00000000
PA
USD
165635.21000000
0.073507136800
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
HARSCO CORP
KAO98FK89NPNNPQGUZ43
Harsco Corp
415864AM9
379000.00000000
PA
USD
350518.15000000
0.155556210561
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.75000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938C405
100.00000000
NS
USD
1730.00000000
0.000767755519
Long
EP
CORP
US
N
1
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2011-GC5
36191YAJ7
210000.00000000
PA
USD
203254.17000000
0.090202029384
Long
ABS-MBS
CORP
US
N
2
2044-08-10
Variable
5.39000000
N
N
N
N
N
N
ZF NA CAPITAL
529900JYGMS9CW9IQX78
ZF North America Capital Inc
98877DAC9
400000.00000000
PA
USD
335244.00000000
0.148777705957
Long
DBT
CORP
US
N
2
2025-04-29
Fixed
4.75000000
N
N
N
N
N
N
Panther BF Aggregator 2 L P
549300474L1ZLXZY2P98
Panther BF Aggregator 2 LP USD Term Loan B
000000000
129350.00000000
PA
USD
117708.50000000
0.052237774879
Long
LON
CORP
CA
N
3
2026-04-30
Floating
4.44000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AJ5
387000.00000000
PA
USD
359093.43000000
0.159361828220
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
5.75000000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GAY3
135000.00000000
PA
USD
134730.00000000
0.059791734747
Long
DBT
CORP
AU
N
2
2023-03-15
Fixed
5.13000000
N
N
N
N
N
N
BWay Holding Company
549300DNGHXL0OMHW304
BWAY Holding Company 2017 Term Loan B
05604XAP1
796649.87000000
PA
USD
645788.28000000
0.286593940034
Long
LON
CORP
US
N
2
2024-04-03
Floating
5.08000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JPMCC Commercial Mortgage Securities Trust 2017-JP7
465968AG0
1122140.09000000
PA
USD
60908.08000000
0.027030355253
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Variable
1.07000000
N
N
N
N
N
N
Bunge Ltd Finance Corp
549300QHC068L40NNM71
Bunge Ltd Finance Corp
120568AX8
1127000.00000000
PA
USD
1008394.52000000
0.447514715807
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.25000000
N
N
N
N
N
N
Alphabet Holding Company, Inc. (aka Nature's Bounty)
5493000J3OND4HN47659
Alphabet Holding Company, Inc. 2017 2nd Lien Term Loan
18913EAD9
455222.22000000
PA
USD
330036.11000000
0.146466500009
Long
LON
CORP
US
N
2
2025-09-26
Floating
8.74000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
18945700.00000000
PA
908201.63000000
0.403050181535
Long
DBT
NUSS
MX
N
2
2024-12-05
Fixed
10.00000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
520000.00000000
PA
USD
515937.50000000
0.228967551000
Long
DBT
NUSS
DO
N
2
2026-01-29
Fixed
6.88000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135FAE1
390000.00000000
PA
USD
385526.70000000
0.171092631073
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.25000000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
000000000
787000.00000000
PA
USD
815780.59000000
0.362034711270
Long
DBT
CORP
NL
N
2
2022-04-27
Fixed
6.25000000
N
N
N
N
N
N
Gulfport Energy Corp
549300FJX18IDUFPHD40
Gulfport Energy Corp
402635AH9
400000.00000000
PA
USD
97244.00000000
0.043155848391
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
6.00000000
N
N
N
N
N
N
HERTZ CORP
549300PD0C69OJ0NLB27
Hertz Corp/The
428040CS6
350000.00000000
PA
USD
192146.50000000
0.085272564096
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
5.50000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAZ5
1392000.00000000
PA
USD
1021755.84000000
0.453444326891
Long
DBT
US
N
2
2024-10-01
Fixed
4.35000000
N
N
N
N
N
N
Regionalcare Hospital Partners Holdings, Inc.
549300G8ZVHRTBBBSZ90
RegionalCare Hospital Partners Holdings, Inc. 2018 Term Loan B
75915TAD4
672348.05000000
PA
USD
620664.66000000
0.275444345861
Long
LON
CORP
US
N
2
2025-11-17
Floating
4.74000000
N
N
N
N
N
N
BI-LO, LLC
N/A
BI-LO Holding LLC Exit Term Loan B
088612AM8
905804.02000000
PA
USD
722831.61000000
0.320784946873
Long
LON
CORP
US
N
2
2024-05-31
Floating
9.74000000
N
N
N
N
N
N
MARRIOTT OWNERSHIP/ILG
N/A
Marriott Ownership Resorts Inc / ILG LLC
57165PAB1
380000.00000000
PA
USD
327430.80000000
0.145310291262
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
6.50000000
N
N
N
N
N
N
IHO Verwaltungs GmbH
529900JL0HDVGZMUJF32
IHO Verwaltungs GmbH
000000000
280752.00000000
PA
241563.50000000
0.107203300799
Long
DBT
CORP
DE
N
2
2025-05-15
Fixed
3.63000000
N
N
Y
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
-16781.82000000
-0.00744759244
N/A
DFE
ZA
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
90020.83000000
USD
1311126.71000000
ZAR
2020-04-08
-16781.82000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
9404.71000000
0.004173709832
N/A
DFE
RU
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
382630.51000000
USD
30817061.02000000
RUB
2020-05-20
9404.71000000
N
N
N
EMPRESA ELECTRICA COCHRA
5493000S11JF8TJHYT07
Empresa Electrica Cochrane SpA
29246XAB6
274000.00000000
PA
USD
243431.88000000
0.108032467884
Long
DBT
CORP
CL
N
2
2027-05-14
Fixed
5.50000000
N
N
N
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884UAA7
650000.00000000
PA
USD
603629.00000000
0.267884101936
Long
DBT
US
N
2
2023-07-15
Fixed
5.25000000
N
N
N
N
N
N
Motion Acquisition Limited
N/A
Motion Finco Sarl USD Term Loan B1
000000000
206403.07000000
PA
USD
165122.46000000
0.073279583828
Long
LON
CORP
GB
N
2
2026-11-13
Floating
4.70000000
N
N
N
N
N
N
Equate Petrochemical BV
635400Y3Z5R4NJSMQ630
Equate Petrochemical BV
29441WAB1
505000.00000000
PA
USD
483221.88000000
0.214448708329
Long
DBT
CORP
NL
N
2
2022-03-03
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
30711XDA9
788204.15000000
PA
USD
740804.23000000
0.328761003637
Long
ABS-MBS
USGSE
US
N
2
2029-01-25
Floating
5.20000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
485000.00000000
PA
USD
434075.00000000
0.192637847996
Long
DBT
NUSS
EG
N
2
2027-01-31
Fixed
7.50000000
N
N
N
N
N
N
LPL Holdings Inc
549300Z5YF8CCRMYUL26
LPL Holdings Inc
50212YAB0
385000.00000000
PA
USD
369711.65000000
0.164074080827
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
5.75000000
N
N
N
N
N
N
Garda World Security Corporation
N/A
Garda World Security Corporation 2019 1st Lien Term Loan B
000000000
194783.03000000
PA
USD
183096.05000000
0.081256071067
Long
LON
CORP
CA
N
3
2026-10-30
Floating
6.39000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397XZ1
792000.00000000
PA
USD
704880.00000000
0.312818214123
Long
DBT
CORP
US
N
2
2023-05-04
Fixed
3.10000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BOBL FUTURE JUN20 XEUR 20200608
000000000
-39.00000000
NC
43787.50000000
0.019432424740
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Euro-Bobl (FGBM)
OEM0 Comdty
2020-06-08
-5312892.17000000
EUR
43787.50000000
N
N
N
Seaworld Parks & Entertainment, Inc. (f/k/a SW Acquisitions Co., Inc.)
549300UZV72O3371JJ53
SeaWorld Parks & Entertainment, Inc. Term Loan B5
78488CAG5
1017193.47000000
PA
USD
828382.02000000
0.367627091290
Long
LON
CORP
US
N
2
2024-03-31
Floating
3.99000000
N
N
N
N
N
N
PI UK Holdco II Limited
549300N8UN7DUDH51357
PI UK Holdco II Limited Facility B1
000000000
400923.42000000
PA
USD
335272.21000000
0.148790225254
Long
LON
CORP
GB
N
2
2025-01-03
Floating
4.70013000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057BN3
650000.00000000
PA
USD
639600.00000000
0.283847647476
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
4.75000000
N
N
N
N
N
N
Sirius XM Radio Inc
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NAL2
130000.00000000
PA
USD
130141.70000000
0.057755496222
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
4.63000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBF6
357000.00000000
PA
USD
334537.56000000
0.148464195432
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
6.63000000
N
N
N
N
N
N
Talen Energy Supply LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply LLC
87422VAF5
394000.00000000
PA
USD
350459.06000000
0.155529987051
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.25000000
N
N
N
N
N
N
AXALTA COATING SYSTEMS
549300G80QONCHILSF69
Axalta Coating Systems LLC
05453GAA3
300000.00000000
PA
USD
281277.00000000
0.124827727860
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
4.88000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Long: IS1AH40 CDS USD R F 3.00000 IS1AH40 CMBX-BBB--399299 / Short: IS1AH40 CDS USD P V 00MEVENT IS1AH51 CMBX-BBB--399299
000000000
1052000.00000000
OU
Notional Amount
USD
-232193.93000000
-0.10304518572
N/A
DCR
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Markit CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-71217.33000000
USD
1052000.00000000
USD
-160976.60000000
N
N
N
Intrum AB
549300UNCO2FCUWXX470
Intrum AB
000000000
224714.20000000
PA
208302.17000000
0.092442277859
Long
DBT
CORP
SE
N
2
2022-07-15
Fixed
2.75000000
N
N
N
N
N
N
Whatabrands LLC
254900HMMX4HTWIP0085
WHATABRANDS LLC 2020 TERM LOAN B
96244UAD9
206655.15000000
PA
USD
169544.02000000
0.075241824923
Long
LON
CORP
US
N
3
2026-08-02
Floating
3.77000000
N
N
N
N
N
N
Westlake Chemical Corp
GOXNEVUM0LL78B1OS344
Westlake Chemical Corp
960413AT9
843000.00000000
PA
USD
765949.80000000
0.339920338985
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.60000000
N
N
N
N
N
N
AMC Networks Inc
549300VGG9K75226LR46
AMC Networks Inc
00164VAD5
711000.00000000
PA
USD
691810.11000000
0.307017936560
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
5.00000000
N
N
N
N
N
N
MTN MAURITIUS INVSTMENTS
2549009PQD415OQIR074
MTN Mauritius Investments Ltd
55377XAC0
408000.00000000
PA
USD
381990.00000000
0.169523081394
Long
DBT
CORP
MU
N
2
2022-02-13
Fixed
5.37000000
N
N
N
N
N
N
Granite US Holdings Corporation
N/A
Granite Holdings US Acquisition Co. Term Loan B
38740TAB7
553220.00000000
PA
USD
387254.00000000
0.171859188361
Long
LON
CORP
US
N
3
2026-09-30
Floating
6.32000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW63
380000.00000000
PA
USD
350550.00000000
0.155570345251
Long
DBT
NUSS
EG
N
2
2024-03-01
Fixed
6.20000000
N
N
N
N
N
N
CIT Group Inc
N8O96ZZJQRFYQUJY7K79
CIT Group Inc
125581GW2
746000.00000000
PA
USD
727081.44000000
0.322670976028
Long
DBT
CORP
US
N
2
2025-03-07
Fixed
5.25000000
N
N
N
N
N
N
AMERICAN AXLE & MFG INC
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing Inc
02406PAU4
211000.00000000
PA
USD
161864.43000000
0.071833704918
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.50000000
N
N
N
N
N
N
PARK AEROSPACE HOLDINGS
635400CPI3EOIFF6OC33
Park Aerospace Holdings Ltd
70014LAC4
155000.00000000
PA
USD
129186.30000000
0.057331499908
Long
DBT
CORP
KY
N
2
2023-03-15
Fixed
4.50000000
N
N
N
N
N
N
NEPTUNE ENERGY BONDCO
549300CPMT8I2QBRYF88
Neptune Energy Bondco PLC
64073KAA1
235000.00000000
PA
USD
131957.20000000
0.058561195728
Long
DBT
CORP
GB
N
2
2025-05-15
Fixed
6.63000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
17184.80000000
0.007626430663
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
576723.28000000
USD
538405.00000000
EUR
2020-04-08
17184.80000000
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAL7
509000.00000000
PA
USD
458013.47000000
0.203261485259
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.25000000
N
N
N
N
N
N
2020-04-28
AB BOND FUND, INC.
Joseph Mantineo
Joseph Mantineo
Treasurer and Chief Financial Officer