NPORT-P false 0000798290 XXXXXXXX S000048474 C000152925 C000152924 HSBC Funds 811-04782 0000798290 213800JVHAGFQYZSO120 P.O. Box 8106 Boston 02266 800-782-8183 HSBC Strategic Income Fund S000048474 549300F1MBZXRV6C2J23 2020-10-31 2020-04-30 N 29112241.28 392086.77 28720154.51 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1.41 EUR USD N LAM RESEARCH CORPORATION 549300I4GMO6D34U1T02 512807AS7 250000.00000000 PA USD 279767.77000000 0.974116521213 Long DBT CORP US N 2 2026-03-15 Fixed 3.75000000 N N N N N N ANTERO RESOURCES CORPORATION APVBKPOULHUX7YZLKU17 03674PAL7 24000.00000000 PA USD 21465.00000000 0.074738455855 Long DBT CORP US N 2 2021-11-01 Fixed 5.37500000 N N N N N N TARGA RESOURCES PARTNERS LP 6OQWTZ1SPC04IFT4T704 87612BBG6 15000.00000000 PA USD 12764.40000000 0.044444050590 Long DBT CORP US N 2 2028-01-15 Fixed 5.00000000 N N N N N N SBA Communications Corporation 5299001HX8ZN8Y8QIT49 78388JAV8 20000.00000000 PA USD 20690.80000000 0.072042787906 Long DBT CORP US N 2 2024-09-01 Fixed 4.87500000 N N N N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 900123AY6 68000.00000000 PA USD 61370.00000000 0.213682694425 Long DBT NUSS TR N 2 2036-03-17 Fixed 6.87500000 N N N N N N Saudi Arabian Oil Company 5586006WD91QHB7J4X50 80414L2F1 200000.00000000 PA USD 203235.88000000 0.707642014701 Long DBT CORP SA Y 2 2049-04-16 Fixed 4.37500000 N N N N N N IQVIA INC. 549300PLWY28YB00C717 N/A 100000.00000000 PA 106282.73000000 0.370063224983 Long DBT CORP US Y 2 2028-01-15 Fixed 2.25000000 N N N N N N BUCKEYE PARTNERS, L.P. 549300C1PQJLVEIUBK50 118230AM3 100000.00000000 PA USD 73000.00000000 0.254176905540 Long DBT CORP US N 2 2043-11-15 Fixed 5.85000000 N N N N N N NATIONSTAR MORTGAGE HOLDINGS INC. N/A 63861CAA7 64000.00000000 PA USD 54598.40000000 0.190104826842 Long DBT CORP US Y 2 2027-01-15 Fixed 6.00000000 N N N N N N CONTINENTAL RESOURCES, INC. XXRTID9RYWOZ0UPIVR53 212015AQ4 110000.00000000 PA USD 76450.00000000 0.266189375733 Long DBT CORP US N 2 2044-06-01 Fixed 4.90000000 N N N N N N Republica Bolivariana de Venezuela 529900XM8PJTJK5OJI77 N/A 30000.00000000 PA USD 2400.00000000 0.008356501004 Long DBT NUSS VE N 2 2031-08-05 Fixed 11.95000000 Y N N N N N DISCOVER FINANCIAL SERVICES Z1YLO2USPORE63VVUL20 254709AK4 100000.00000000 PA USD 102374.10000000 0.356453862267 Long DBT CORP US N 2 2024-11-06 Fixed 3.95000000 N N N N N N DIAMOND SPORTS GROUP, LLC N/A 25277LAC0 185000.00000000 PA USD 101287.50000000 0.352670456437 Long DBT CORP US Y 2 2027-08-15 Fixed 6.62500000 N N N N N N GENESIS ENERGY, L.P. 549300VJ5D6MDK138782 37185LAF9 30000.00000000 PA USD 25350.00000000 0.088265541855 Long DBT CORP US N 2 2024-06-15 Fixed 5.62500000 N N N N N N HOWMET AEROSPACE INC. 549300HO5WFZUT5N2T22 013817AJ0 34000.00000000 PA USD 32480.20000000 0.113092009963 Long DBT CORP US N 2 2027-02-01 Fixed 5.90000000 N N N N N N VOC ESCROW LTD N/A 91832VAA2 203000.00000000 PA USD 159497.10000000 0.555349031790 Long DBT CORP BM Y 2 2028-02-15 Fixed 5.00000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CS2 42000.00000000 PA USD 29408.40000000 0.102396385053 Long DBT CORP US N 2 2029-08-15 Fixed 3.50000000 N N N N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KAW6 225000.00000000 PA USD 227509.27000000 0.792158934663 Long DBT CORP US N 2 2024-06-07 Fixed 3.50000000 N N N N N N Gaz Capital S.A. 213800568PRHV2JR9650 N/A 100000.00000000 PA USD 137131.60000000 0.477475147120 Long DBT CORP LU N 2 2037-08-16 Fixed 7.28800000 N N N N N N ASCENT RESOURCES UTICA HOLDINGS, LLC 549300EGLQ2M2CL7JZ89 04364VAG8 83000.00000000 PA USD 48140.00000000 0.167617482640 Long DBT CORP US Y 2 2026-11-01 Fixed 7.00000000 N N N N N N SM ENERGY COMPANY 84BUTVXV5ODI6BXNMH43 78454LAL4 136000.00000000 PA USD 38080.00000000 0.132589815931 Long DBT CORP US N 2 2025-06-01 Fixed 5.62500000 N N N N N N PULTEGROUP, INC. N/A 745867AW1 166000.00000000 PA USD 176582.50000000 0.614838266063 Long DBT CORP US N 2 2026-03-01 Fixed 5.50000000 N N N N N N CHENIERE CORPUS CHRISTI HOLDINGS, LLC 549300I7CIEWU1BBLQ53 16412XAH8 50000.00000000 PA USD 45859.34000000 0.159676508648 Long DBT CORP US Y 2 2029-11-15 Fixed 3.70000000 N N N N N N TRIVIUM PACKAGING FIN N/A AZ7426796 100000.00000000 PA 107296.25000000 0.373592175357 Long DBT CORP NL Y 2 2026-08-15 Fixed 3.75000000 N N N N N N SINCLAIR TELEVISION GROUP, INC. 549300CQGEN0CH65UD62 829259AY6 131000.00000000 PA USD 108730.00000000 0.378584314238 Long DBT CORP US Y 2 2030-03-01 Fixed 5.50000000 N N N N N N Clarios Global LP 549300474L1ZLXZY2P98 69867DAA6 94000.00000000 PA USD 94263.20000000 0.328212718936 Long DBT CORP CA Y 2 2026-05-15 Fixed 6.25000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 48128BAG6 220000.00000000 PA USD 197340.00000000 0.687113295060 Long DBT CORP US N 2 2199-12-31 Floating 4.60000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174467Y9 250000.00000000 PA USD 275318.02000000 0.958623046070 Long DBT CORP US N 2 2026-09-08 Fixed 4.35000000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XCU8 300000.00000000 PA USD 290460.98000000 1.011348946256 Long DBT CORP US N 2 2022-07-08 Fixed 3.55000000 N N N N N N TENET HEALTHCARE CORPORATION 0W9AIBT6U6ADJ2I8HK17 88033GDA5 94000.00000000 PA USD 92825.00000000 0.323205085709 Long DBT CORP US Y 2 2027-11-01 Fixed 5.12500000 N N N N N N NAVIENT CORPORATION 54930067J0ZNOEBRW338 63938CAK4 48000.00000000 PA USD 40416.00000000 0.140723476908 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N BUILDERS FIRSTSOURCE, INC. 549300W0SKP6L3H7DP63 12008RAN7 47000.00000000 PA USD 40330.70000000 0.140426472935 Long DBT CORP US Y 2 2030-03-01 Fixed 5.00000000 N N N N N N Northern Institutional Funds: US Government Portfolio; Shares N/A 665278404 2132522.09000000 NS USD 2132522.09000000 7.425176244290 Long STIV RF US N 1 N N N MATCH GROUP, INC. 549300BIJKT86CPCKK96 57665RAJ5 166000.00000000 PA USD 173885.00000000 0.605445907122 Long DBT CORP US Y 2 2029-02-15 Fixed 5.62500000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 48126HAC4 40000.00000000 PA USD 41000.00000000 0.142756892152 Long DBT CORP US N 2 2168-04-01 Fixed 6.10000000 N N N N N N ENLINK MIDSTREAM PARTNERS, LP 88CPW63VL7KHJWS0NY83 29336UAH0 51000.00000000 PA USD 13770.00000000 0.047945424510 Long DBT CORP US N 2 2168-12-15 Fixed 6.00000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 N/A 100000.00000000 PA 113845.46000000 0.396395708666 Long DBT FR N 2 2169-01-29 Floating 5.37500000 N N N N N N PT Perusahaan Listrik Negara (Persero) 254900OYVDRYS9J51J61 71568QAC1 200000.00000000 PA USD 198500.00000000 0.691152270545 Long DBT CORP ID N 2 2027-05-15 Fixed 4.12500000 N N N N N N VISTRA OPERATIONS COMPANY LLC 549300ZH5GKBTJZ7NM23 92840VAF9 105000.00000000 PA USD 107089.50000000 0.372872297614 Long DBT CORP US Y 2 2027-07-31 Fixed 5.00000000 N N N N N N JBS USA Lux S.A. P77IMDGVZE8EFBTF2M92 46590XAA4 180000.00000000 PA USD 189451.80000000 0.659647565384 Long DBT CORP LU Y 2 2029-04-15 Fixed 6.50000000 N N N N N N EG GLOBAL FINANCE PLC 549300TL8Q5207VYET27 28228PAB7 200000.00000000 PA USD 195000.00000000 0.678965706581 Long DBT CORP GB Y 2 2025-10-30 Fixed 8.50000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBN2 35000.00000000 PA USD 31489.50000000 0.109642515986 Long DBT CORP US N 2 2077-08-16 Fixed 5.25000000 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAG6 400000.00000000 PA USD 342522.41000000 1.192620359617 Long DBT CORP KY Y 2 2026-05-01 Fixed 4.37500000 N N N N N N DISCOVER BANK X05BVSK68TQ7YTOSNR22 25466AAJ0 250000.00000000 PA USD 248515.03000000 0.865298374051 Long DBT CORP US N 2 2026-07-27 Fixed 3.45000000 N N N N N N ALLY FINANCIAL INC. 549300JBN1OSM8YNAI90 02005NBF6 63000.00000000 PA USD 64575.00000000 0.224842105140 Long DBT CORP US N 2 2025-11-20 Fixed 5.75000000 N N N N N N NEW GOLD INC. 5493005G0GNCHP0H6L96 644535AF3 153000.00000000 PA USD 152235.00000000 0.530063304314 Long DBT CORP CA Y 2 2022-11-15 Fixed 6.25000000 N N N N N N ARDAGH PACKAGING FINANCE PLC 6354001JXMLKNZDZR978 N/A 100000.00000000 PA 105219.91000000 0.366362618151 Long DBT CORP IE Y 2 2026-08-15 Fixed 2.12500000 N N N N N N Cascades Inc. FPD41G4F3GH7OJ38TS94 14739LAB8 52000.00000000 PA USD 52234.00000000 0.181872280602 Long DBT CORP CA Y 2 2028-01-15 Fixed 5.37500000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBN1 500000.00000000 PA USD 520643.96000000 1.812817406043 Long DBT CORP US N 2 2030-10-15 Fixed 2.61000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119BV0 35000.00000000 PA USD 42072.60000000 0.146491551726 Long DBT CORP US N 2 2047-06-15 Fixed 5.50000000 N N N N N N PPL CAPITAL FUNDING, INC. 549300MROK5WY0D2NU17 69352PAM5 50000.00000000 PA USD 52835.42000000 0.183966350116 Long DBT CORP US N 2 2047-09-15 Fixed 4.00000000 N N N N N N ALLY FINANCIAL INC. 549300JBN1OSM8YNAI90 36186CBY8 200000.00000000 PA USD 243336.00000000 0.847265636803 Long DBT CORP US N 2 2031-11-01 Fixed 8.00000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NAS4 55000.00000000 PA USD 48208.05000000 0.167854424262 Long DBT CORP CA N 2 2077-07-15 Fixed 5.50000000 N N N N N N PETSMART, INC. N/A 716768AC0 150000.00000000 PA USD 151125.00000000 0.526198422600 Long DBT CORP US Y 2 2025-06-01 Fixed 5.87500000 N N N N N N CALPINE CORPORATION 43R4VPJBXTU2O15HEF41 131347CM6 125000.00000000 PA USD 121200.00000000 0.422003300705 Long DBT CORP US Y 2 2028-02-15 Fixed 4.50000000 N N N N N N PRIME SECURITY SERVICES BORROWER, LLC 549300O6QPZVWXV2DC15 74166MAB2 157000.00000000 PA USD 153811.33000000 0.535551888992 Long DBT CORP US Y 2 2024-04-15 Fixed 5.25000000 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAE9 35000.00000000 PA USD 29792.24000000 0.103732868114 Long DBT CORP US N 2 2028-04-15 Fixed 4.95000000 N N N N N N Kleopatra Holdings 1 S.C.A. 52990055N1BUZ4TRS050 N/A 286316.52000000 PA 124935.09000000 0.435008418762 Long DBT CORP LU N 2 2023-06-30 Variable 9.25000000 N N Y N N N TEGNA INC. 549300YC5EDBGX85AO10 87901JAC9 125000.00000000 PA USD 111742.19000000 0.389072384555 Long DBT CORP US Y 2 2029-09-15 Fixed 5.00000000 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAD1 35000.00000000 PA USD 29323.61000000 0.102101156836 Long DBT CORP US N 2 2027-06-01 Fixed 4.50000000 N N N N N N SERVICE CORPORATION INTERNATIONAL 549300RKVM2ME20JHZ15 817565CD4 65000.00000000 PA USD 66443.65000000 0.231348511641 Long DBT CORP US N 2 2027-12-15 Fixed 4.62500000 N N N N N N GENESIS ENERGY, L.P. 549300VJ5D6MDK138782 37185LAL6 112000.00000000 PA USD 95200.00000000 0.331474539828 Long DBT CORP US N 2 2028-02-01 Fixed 7.75000000 N N N N N N Arconic Corporation N/A 03966VAB3 43000.00000000 PA USD 43483.75000000 0.151405000223 Long DBT CORP US Y 2 2025-05-15 Fixed 6.00000000 N N N N N N MTS Systems Corporation 549300E7ZL4ZDETLML64 553777AA1 41000.00000000 PA USD 38027.50000000 0.132407017471 Long DBT CORP US Y 2 2027-08-15 Fixed 5.75000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GWZ3 40000.00000000 PA USD 44318.89000000 0.154312853660 Long DBT CORP US N 2 2029-05-01 Fixed 4.22300000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCK6 46000.00000000 PA USD 34270.46000000 0.119325472250 Long DBT CORP MX N 2 2028-02-12 Fixed 5.35000000 N N N N N N YUM! BRANDS, INC. 549300JE8XHZZ7OHN517 988498AL5 73000.00000000 PA USD 74460.00000000 0.259260443651 Long DBT CORP US Y 2 2030-01-15 Fixed 4.75000000 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAM3 50000.00000000 PA USD 53255.00000000 0.185427275405 Long DBT CORP US Y 2 2026-08-15 Fixed 5.37500000 N N N N N N TARGA RESOURCES PARTNERS LP 6OQWTZ1SPC04IFT4T704 87612BAM4 30000.00000000 PA USD 28338.00000000 0.098669385605 Long DBT CORP US N 2 2023-05-01 Fixed 5.25000000 N N N N N N BUILDERS FIRSTSOURCE, INC. 549300W0SKP6L3H7DP63 12008RAM9 127000.00000000 PA USD 130810.00000000 0.455464123476 Long DBT CORP US Y 2 2027-06-01 Fixed 6.75000000 N N N N N N Olin Corporation 549300GKK294V7W57P06 680665AK2 250000.00000000 PA USD 218300.00000000 0.760093403828 Long DBT CORP US N 2 2030-02-01 Fixed 5.00000000 N N N N N N QUATRIM N/A ZQ3918138 200000.00000000 PA 222262.40000000 0.773889986986 Long DBT CORP FR Y 2 2024-01-31 Fixed 5.87500000 N N N N N N TALEN ENERGY SUPPLY, LLC K5K33XN0PQAU1XF7NN66 87422VAG3 55000.00000000 PA USD 51744.00000000 0.180166161647 Long DBT CORP US Y 2 2028-01-15 Fixed 6.62500000 N N N N N N CHARLES RIVER LABORATORIES INTERNATIONAL, INC. 549300BSQ0R4UZ5KX287 159864AE7 36000.00000000 PA USD 36315.00000000 0.126444305817 Long DBT CORP US Y 2 2028-05-01 Fixed 4.25000000 N N N N N N PBF HOLDING COMPANY LLC 549300TILVIIV9FLL461 69318FAG3 38000.00000000 PA USD 29165.00000000 0.101548896576 Long DBT CORP US N 2 2025-06-15 Fixed 7.25000000 N N N N N N WARRIOR MET COAL, INC. 549300152B1S9YKBYV79 93627CAA9 216000.00000000 PA USD 202500.00000000 0.705079772218 Long DBT CORP US Y 2 2024-11-01 Fixed 8.00000000 N N N N N N DIVERSIFIED HEALTHCARE TRUST N/A 81721MAM1 230000.00000000 PA USD 197006.40000000 0.685951741420 Long DBT CORP US N 2 2028-02-15 Fixed 4.75000000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAL7 30000.00000000 PA USD 27833.27000000 0.096911978625 Long DBT CORP US N 2 2026-08-04 Fixed 3.70000000 N N N N N N KENNAMETAL INC. 549300GZDSG25XUV0Y08 489170AE0 335000.00000000 PA USD 332606.16000000 1.158093212500 Long DBT CORP US N 2 2028-06-15 Fixed 4.62500000 N N N N N N TRUCK HERO, INC. 54930007KT5CX7XNSD31 897787AA5 143000.00000000 PA USD 118647.10000000 0.413114420950 Long DBT CORP US Y 2 2024-04-21 Fixed 8.50000000 N N N N N N VODAFONE GROUP PUBLIC LIMITED COMPANY 213800TB53ELEUKM7Q61 92857WBK5 200000.00000000 PA USD 229191.06000000 0.798014717922 Long DBT CORP GB N 2 2028-05-30 Fixed 4.37500000 N N N N N N DELTA AIR LINES, INC. Q2CCMS6R0AS67HJMBN42 247361ZX9 99000.00000000 PA USD 101464.84000000 0.353287932224 Long DBT CORP US Y 2 2025-05-01 Fixed 7.00000000 N N N N N N GREIF, INC. 54930070FVGKR0Z1FI24 397624AH0 374000.00000000 PA USD 374000.00000000 1.302221406468 Long DBT CORP US Y 2 2027-03-01 Fixed 6.50000000 N N N N N N BLUE RACER MIDSTREAM, LLC N/A 095796AA6 164000.00000000 PA USD 139400.00000000 0.485373433320 Long DBT CORP US Y 2 2022-11-15 Fixed 6.12500000 N N N N N N TURKIYE IS BANKASI ANONIM SIRKETI 789000FIRX9MDN0KTM91 N/A 200000.00000000 PA USD 192000.00000000 0.668520080325 Long DBT CORP TR N 2 2024-04-25 Fixed 6.12500000 N N N N N N HOST HOTELS & RESORTS, L.P. FXB7X4WXVA8QPMNOGS12 44107TAW6 50000.00000000 PA USD 47920.34000000 0.166852653885 Long DBT CORP US N 2 2026-02-01 Fixed 4.50000000 N N N N N N PRUDENTIAL FINANCIAL, INC. 5PRBRS5FEH7NREC8OR45 744320AV4 300000.00000000 PA USD 304018.33000000 1.058553949959 Long DBT CORP US N 2 2045-05-15 Fixed 5.37500000 N N N N N N KINROSS GOLD CORPORATION 549300UEBMAQDN0K0R06 496902AQ0 50000.00000000 PA USD 52546.00000000 0.182958625733 Long DBT CORP CA N 2 2027-07-15 Fixed 4.50000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCG5 97000.00000000 PA USD 78667.00000000 0.273908693536 Long DBT CORP MX N 2 2027-03-13 Fixed 6.50000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BN3 200000.00000000 PA USD 250098.85000000 0.870813037976 Long DBT CORP US N 2 2048-04-01 Fixed 5.75000000 N N N N N N BRANDYWINE OPERATING PARTNERSHIP, L.P. IXBXSCONLDQ1ZI73YU71 105340AQ6 35000.00000000 PA USD 35914.49000000 0.125049779894 Long DBT CORP US N 2 2027-11-15 Fixed 3.95000000 N N N N N N CLEVELAND-CLIFFS INC. 549300TM2WLI2BJMDD86 185899AJ0 22000.00000000 PA USD 21780.00000000 0.075835246611 Long DBT CORP US Y 2 2025-10-17 Fixed 9.87500000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CN3 61000.00000000 PA USD 36447.50000000 0.126905654310 Long DBT CORP US N 2 2048-03-15 Fixed 4.20000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FAF8 500000.00000000 PA USD 550872.35000000 1.918068894121 Long DBT CORP US Y 2 2025-04-15 Fixed 4.70000000 N N N N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137LAH8 225000.00000000 PA USD 261092.06000000 0.909090025644 Long DBT CORP US N 2 2029-01-25 Fixed 4.70900000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765LAQ0 17000.00000000 PA USD 16575.00000000 0.057712085059 Long DBT CORP US N 2 2027-04-15 Fixed 6.00000000 N N N N N N ANTERO RESOURCES CORPORATION APVBKPOULHUX7YZLKU17 03674XAC0 275000.00000000 PA USD 191812.50000000 0.667867228685 Long DBT CORP US N 2 2022-12-01 Fixed 5.12500000 N N N N N N OWENS-BROCKWAY GLASS CONTAINER INC. V2UQUCDZJ9WY98W8QU33 690872AA4 50000.00000000 PA USD 50500.00000000 0.175834708627 Long DBT CORP US Y 2 2022-01-15 Fixed 5.00000000 N N N N N N ENERGY TRANSFER OPERATING, L.P. 5493008K8W3OKZE54J59 29278NAE3 25000.00000000 PA USD 23472.84000000 0.081729504595 Long DBT CORP US N 2 2048-06-15 Fixed 6.00000000 N N N N N N AIRCASTLE LIMITED 549300PNK8AKY3OIKP58 00928QAN1 100000.00000000 PA USD 95363.09000000 0.332042398890 Long DBT CORP BM N 2 2022-02-15 Fixed 5.50000000 N N N N N N JABIL INC. 5493000CGCQY2OQU7669 466313AH6 183000.00000000 PA USD 180062.45000000 0.626955018425 Long DBT CORP US N 2 2028-01-12 Fixed 3.95000000 N N N N N N THE MANITOWOC COMPANY, INC. 2RTSLGQ89VMY18RHX631 563571AL2 34000.00000000 PA USD 30600.00000000 0.106545387801 Long DBT CORP US Y 2 2026-04-01 Fixed 9.00000000 N N N N N N EMBARQ CORPORATION N/A 29078EAA3 150000.00000000 PA USD 154500.00000000 0.537949752137 Long DBT CORP US N 2 2036-06-01 Fixed 7.99500000 N N N N N N NAVIENT CORPORATION 54930067J0ZNOEBRW338 63938CAF5 150000.00000000 PA USD 145125.00000000 0.505307170090 Long DBT CORP US N 2 2022-06-15 Fixed 6.50000000 N N N N N N BBVA Bancomer SA (Houston Branch) N/A P16259AB2 150000.00000000 PA USD 152700.00000000 0.531682376384 Long DBT CORP US N 2 2021-03-10 Fixed 6.50000000 N N N N N N PBF HOLDING COMPANY LLC 549300TILVIIV9FLL461 69318FAH1 178000.00000000 PA USD 126718.20000000 0.441216985639 Long DBT CORP US Y 2 2028-02-15 Fixed 6.00000000 N N N N N N NEW GOLD INC. 5493005G0GNCHP0H6L96 644532AA1 18000.00000000 PA USD 17280.00000000 0.060166807229 Long DBT CORP CA Y 2 2025-05-15 Fixed 6.37500000 N N N N N N SILVERSEA CRUISE FINANCE LTD N/A 82845LAA8 48000.00000000 PA USD 43080.00000000 0.149999193023 Long DBT CORP BS Y 2 2025-02-01 Fixed 7.25000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAB9 200000.00000000 PA USD 216517.81000000 0.753888040277 Long DBT CORP GB N 2 2026-03-24 Fixed 4.65000000 N N N N N N DCP MIDSTREAM OPERATING, LP 549300Y6CTBSE0QIPL28 26439XAC7 55000.00000000 PA USD 42900.00000000 0.149372455447 Long DBT CORP US N 2 2030-08-16 Fixed 8.12500000 N N N N N N NRG ENERGY, INC. 5E2UPK5SW04M13XY7I38 629377CL4 70000.00000000 PA USD 71765.08000000 0.249877067948 Long DBT CORP US Y 2 2029-06-15 Fixed 4.45000000 N N N N N N SABRA HEALTH CARE LIMITED PARTNERSHIP 549300OVKLRFSIQG0H81 14162VAB2 145000.00000000 PA USD 140438.53000000 0.488989465398 Long DBT CORP US N 2 2026-08-15 Fixed 5.12500000 N N N N N N DELL INTERNATIONAL L.L.C. N/A 25272KAU7 4000.00000000 PA USD 4000.00000000 0.013927501673 Long DBT CORP US Y 2 2021-06-15 Fixed 5.87500000 N N N N N N SERVICE CORPORATION INTERNATIONAL 549300RKVM2ME20JHZ15 817565CE2 55000.00000000 PA USD 57200.00000000 0.199163273930 Long DBT CORP US N 2 2029-06-01 Fixed 5.12500000 N N N N N N ENCOMPASS HEALTH CORPORATION 549300FVRPM9DRQZRG64 421924BK6 18000.00000000 PA USD 18090.00000000 0.062987126318 Long DBT CORP US N 2 2024-11-01 Fixed 5.75000000 N N N N N N IRON MOUNTAIN INCORPORATED SQL3F6CKNNBM3SQGHX24 46284VAF8 55000.00000000 PA USD 52662.50000000 0.183364264219 Long DBT CORP US Y 2 2029-09-15 Fixed 4.87500000 N N N N N N EOG RESOURCES, INC. XWTZDRYZPBUHIQBKDB46 26875PAU5 55000.00000000 PA USD 61347.33000000 0.213603760309 Long DBT CORP US N 2 2030-04-15 Fixed 4.37500000 N N N N N N FMG RESOURCES (AUGUST 2006) PTY LTD 549300EFD6S2NFE9D745 30251GBA4 150000.00000000 PA USD 146550.00000000 0.510268842561 Long DBT CORP AU Y 2 2027-09-15 Fixed 4.50000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZR7 500000.00000000 PA USD 430000.00000000 1.497206429896 Long DBT CORP US N 2 2029-05-03 Fixed 5.11300000 N N N N N N RAYONIER A.M. PRODUCTS INC. 549300ZGRDDK1QM6MM16 75508EAA6 124000.00000000 PA USD 65974.20000000 0.229713945226 Long DBT CORP US Y 2 2024-06-01 Fixed 5.50000000 N N N N N N TRONOX INCORPORATED 549300EPZ4YXC7E5P181 897051AB4 30000.00000000 PA USD 30112.50000000 0.104847973535 Long DBT CORP US Y 2 2025-05-01 Fixed 6.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 060505EL4 35000.00000000 PA USD 37275.00000000 0.129786906219 Long DBT CORP US N 2 2168-04-23 Variable 6.50000000 N N N N N N WYNDHAM DESTINATIONS, INC. T4VNTWMFQ7JQB65L7T35 98310WAQ1 125000.00000000 PA USD 106250.00000000 0.369949263201 Long DBT CORP US Y 2 2030-03-01 Fixed 4.62500000 N N N N N N GRAY TELEVISION, INC. 529900TM5726KDN7UU35 389284AA8 21000.00000000 PA USD 21151.20000000 0.073645843348 Long DBT CORP US Y 2 2027-05-15 Fixed 7.00000000 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES, INC. MGCJBT4MKTQBVLNUIS88 015271AM1 55000.00000000 PA USD 59047.64000000 0.205596526228 Long DBT CORP US N 2 2024-01-15 Fixed 4.00000000 N N N N N N SPRINT CORPORATION 549300ZTTY7CXOLJ6539 85207UAF2 90000.00000000 PA USD 101232.00000000 0.352477212351 Long DBT CORP US N 2 2023-09-15 Fixed 7.87500000 N N N N N N SPRINT SPECTRUM CO LLC N/A 85208NAD2 300000.00000000 PA USD 315750.00000000 1.099402163348 Long DBT CORP US Y 2 2025-03-20 Fixed 4.73800000 N N N N N N SCIENTIFIC GAMES INTERNATIONAL, INC. RLTHESQ0RNFQJWPBJN60 80874YAW0 150000.00000000 PA USD 130995.00000000 0.456108270428 Long DBT CORP US Y 2 2025-10-15 Fixed 5.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 060505FQ2 60000.00000000 PA USD 53850.00000000 0.187498991278 Long DBT CORP US N 2 2168-07-28 Fixed 4.30000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAN5 200000.00000000 PA USD 215002.65000000 0.748612441918 Long DBT CORP GB N 2 2026-01-12 Fixed 4.37500000 N N N N N N BAUSCH HEALTH COMPANIES INC. B3BS7ACMDUWISF18KY76 071734AJ6 59000.00000000 PA USD 58410.00000000 0.203376343186 Long DBT CORP CA Y 2 2030-01-30 Fixed 5.25000000 N N N N N N Cascades Inc. FPD41G4F3GH7OJ38TS94 14739LAA0 52000.00000000 PA USD 52000.00000000 0.181057521754 Long DBT CORP CA Y 2 2026-01-15 Fixed 5.12500000 N N N N N N THE DEMOCRATIC SOCIALIST REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 Y2029SAF1 100000.00000000 PA USD 87000.00000000 0.302923161397 Long DBT NUSS LK N 2 2020-10-04 Fixed 6.25000000 N N N N N N NOVA Chemicals Corporation 5493007M1XGU5E55ZJ25 66977WAR0 237000.00000000 PA USD 189600.00000000 0.660163579321 Long DBT CORP CA Y 2 2027-06-01 Fixed 5.25000000 N N N N N N PTC INC. 54930050SSMU8SKDJ030 69370CAC4 39000.00000000 PA USD 38220.00000000 0.133077278489 Long DBT CORP US Y 2 2028-02-15 Fixed 4.00000000 N N N N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 143658BC5 55000.00000000 PA USD 57457.75000000 0.200060727319 Long DBT CORP PA Y 2 2023-04-01 Fixed 11.50000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119BU2 50000.00000000 PA USD 54046.70000000 0.188183876173 Long DBT CORP US N 2 2027-02-15 Fixed 4.50000000 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546AU8 250000.00000000 PA USD 259611.70000000 0.903935596549 Long DBT CORP US N 2 2023-04-06 Fixed 3.70000000 N N N N N N ARCHROCK PARTNERS, L.P. 549300YFKOM2XNCKQU76 03959KAA8 30000.00000000 PA USD 22500.00000000 0.078342196913 Long DBT CORP US Y 2 2027-04-01 Fixed 6.87500000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JBD9 100000.00000000 PA USD 105747.96000000 0.368201222466 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N JACOBS ENTERTAINMENT, INC. 5493004U9JIWY3HSUO63 469815AH7 150000.00000000 PA USD 113625.00000000 0.395628094411 Long DBT CORP US Y 2 2024-02-01 Fixed 7.87500000 N N N N N N ROCKIES EXPRESS PIPELINE LLC W2ZGZGZKY5GGNY6F3V51 77340RAR8 70000.00000000 PA USD 62300.00000000 0.216920838564 Long DBT CORP US Y 2 2029-07-15 Fixed 4.95000000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XBT2 80000.00000000 PA USD 72747.80000000 0.253298776560 Long DBT CORP US N 2 2027-01-17 Fixed 4.35000000 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAQ4 35000.00000000 PA USD 36618.75000000 0.127501925476 Long DBT CORP US Y 2 2027-12-15 Fixed 4.25000000 N N N N N N THE ROYAL BANK OF SCOTLAND GROUP PUBLIC LIMITED COMPANY 2138005O9XJIJN4JPN90 780097BM2 200000.00000000 PA USD 199321.71000000 0.694013362395 Long DBT CORP GB N 2 2029-11-01 Fixed 3.75400000 N N N N N N Sultanate of Oman 549300SZ20F0QTKNQC75 N/A 400000.00000000 PA USD 305735.20000000 1.064531877408 Long DBT NUSS OM N 2 2027-03-08 Fixed 5.37500000 N N N N N N IAMGOLD CORPORATION 254900E7II30XAB9LA72 450913AE8 39000.00000000 PA USD 39307.32000000 0.136863191269 Long DBT CORP CA Y 2 2025-04-15 Fixed 7.00000000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773CR9 50000.00000000 PA USD 41750.00000000 0.145368298716 Long DBT CORP US N 2 2168-09-30 Variable 4.57913000 N N N N N N YUM! BRANDS, INC. 549300JE8XHZZ7OHN517 988498AM3 24000.00000000 PA USD 26163.00000000 0.091096306570 Long DBT CORP US Y 2 2025-04-01 Fixed 7.75000000 N N N N N N Performance Food Group, Inc. 549300OMUOGBYK0FFO76 69346VAA7 36000.00000000 PA USD 34200.72000000 0.119082646258 Long DBT CORP US Y 2 2027-10-15 Fixed 5.50000000 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15137TAA8 35000.00000000 PA USD 37086.35000000 0.129130050421 Long DBT CORP US Y 2 2026-06-01 Fixed 5.37500000 N N N N N N GFL ENVIRONMENTAL INC. 549300FYK4MBXWIVZU26 36168QAF1 18000.00000000 PA USD 18720.00000000 0.065180707831 Long DBT CORP CA Y 2 2026-12-15 Fixed 5.12500000 N N N N N N NAVISTAR INTERNATIONAL CORPORATION WNDD3CRVXJGC8I7GX671 63934EAW8 130000.00000000 PA USD 136175.00000000 0.474144385095 Long DBT CORP US Y 2 2025-05-01 Fixed 9.50000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CH6 84000.00000000 PA USD 60060.00000000 0.209121437626 Long DBT CORP US N 2 2026-04-15 Fixed 3.40000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967KJ9 40000.00000000 PA USD 43920.22000000 0.152924734387 Long DBT CORP US N 2 2026-03-09 Fixed 4.60000000 N N N N N N CENTRAL GARDEN & PET COMPANY 5493004DVZLD37DJ0H83 153527AL0 31000.00000000 PA USD 31310.00000000 0.109017519348 Long DBT CORP US N 2 2023-11-15 Fixed 6.12500000 N N N N N N NAVIENT CORPORATION 54930067J0ZNOEBRW338 63938CAB4 170000.00000000 PA USD 154700.00000000 0.538646127220 Long DBT CORP US N 2 2024-10-25 Fixed 5.87500000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBR3 30000.00000000 PA USD 26025.30000000 0.090616852325 Long DBT CORP US N 2 2078-02-15 Fixed 5.37500000 N N N N N N MICRON TECHNOLOGY, INC. B3DXGBC8GAIYWI2Z0172 595112BR3 165000.00000000 PA USD 167930.62000000 0.584713497768 Long DBT CORP US N 2 2023-04-24 Fixed 2.49700000 N N N N N N PLAINS ALL AMERICAN PIPELINE, L.P. 5521FA2ITF25TVH63740 726503AE5 9000.00000000 PA USD 6032.97000000 0.021006049942 Long DBT CORP US N 2 2168-11-15 Fixed 6.12500000 N N N N N N GLOBAL AIRCRAFT LEASING CO., LTD N/A 37960JAA6 300000.00000000 PA USD 181410.00000000 0.631647019645 Long DBT CORP KY Y 2 2024-09-15 Fixed 6.50000000 N N Y N N N PACKAGING CORPORATION OF AMERICA 549300XZP8MFZFY8TJ84 695156AU3 35000.00000000 PA USD 36205.54000000 0.126063179734 Long DBT CORP US N 2 2029-12-15 Fixed 3.00000000 N N N N N N STEEL DYNAMICS, INC. 549300HGGKEL4FYTTQ83 858119BK5 55000.00000000 PA USD 52131.93000000 0.181516885578 Long DBT CORP US N 2 2030-04-15 Fixed 3.45000000 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816BJ7 48000.00000000 PA USD 41880.00000000 0.145820942521 Long DBT CORP US N 2 2168-05-15 Fixed 5.11963000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAD9 200000.00000000 PA USD 205091.97000000 0.714104688846 Long DBT CORP GB Y 2 2023-04-26 Fixed 3.62200000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBB7 110000.00000000 PA USD 105050.00000000 0.365771012699 Long DBT CORP MX N 2 2022-01-24 Fixed 4.87500000 N N N N N N FIRST QUANTUM MINERALS LTD. 549300I7UVBGWRYMYZ18 335934AL9 212000.00000000 PA USD 187090.00000000 0.651424072021 Long DBT CORP CA Y 2 2025-04-01 Fixed 7.50000000 N N N N N N ADIENT US LLC 213800SOTRCDGZUHL712 00688JAA5 144000.00000000 PA USD 143280.00000000 0.498883109943 Long DBT CORP US Y 2 2026-05-15 Fixed 7.00000000 N N N N N N HEALTHPEAK PROPERTIES, INC. PZ9HF5U52KPF0MH0QN75 40414LAQ2 60000.00000000 PA USD 60194.68000000 0.209590376608 Long DBT CORP US N 2 2026-07-15 Fixed 3.25000000 N N N N N N Provincia de Buenos Aires 549300L6AYROPOTQ4L07 N/A 174000.00000000 PA USD 47850.00000000 0.166607738768 Long DBT AR N 2 2023-02-15 Fixed 6.50000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CW8 52000.00000000 PA USD 50570.00000000 0.176078439906 Long DBT CORP US N 2 2025-04-22 Fixed 9.00000000 N N N N N N LABL ESCROW ISSUER, LLC N/A 50168AAB6 269000.00000000 PA USD 277957.70000000 0.967814082975 Long DBT CORP US Y 2 2026-07-15 Fixed 6.75000000 N N N N N N OWENS-BROCKWAY GLASS CONTAINER INC. V2UQUCDZJ9WY98W8QU33 69073TAS2 226000.00000000 PA USD 229390.00000000 0.798707402218 Long DBT CORP US Y 2 2025-08-15 Fixed 6.37500000 N N N N N N WESTERN MIDSTREAM OPERATING, LP L6D8A6MLSY454J2JXJ60 958667AB3 500000.00000000 PA USD 456250.00000000 1.588605659628 Long DBT CORP US N 2 2025-02-01 Fixed 3.10000000 N N N N N N ARD Finance S.A. 6354006P6QPGGPVJW880 00191AAD8 200000.00000000 PA USD 185640.00000000 0.646375352665 Long DBT CORP LU Y 2 2027-06-30 Fixed 6.50000000 N N Y N N N PEABODY ENERGY CORPORATION EJCO258LNNVSKAR2JX59 70457LAA2 150000.00000000 PA USD 111000.00000000 0.386488171438 Long DBT CORP US Y 2 2022-03-31 Fixed 6.00000000 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAG0 200000.00000000 PA USD 211357.54000000 0.735920623011 Long DBT CORP GB N 2 2028-11-03 Floating 3.82300000 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546AV6 200000.00000000 PA USD 209593.42000000 0.729778176948 Long DBT CORP US N 2 2025-04-09 Fixed 3.85000000 N N N N N N SABRA HEALTH CARE LIMITED PARTNERSHIP 549300OVKLRFSIQG0H81 78572XAF8 50000.00000000 PA USD 48308.11000000 0.168202820716 Long DBT CORP US N 2 2024-06-01 Fixed 4.80000000 N N N N N N KAISER ALUMINUM CORPORATION N/A 483007AK6 30000.00000000 PA USD 30562.50000000 0.106414817473 Long DBT CORP US Y 2 2025-05-01 Fixed 6.50000000 N N N N N N DIAMOND SPORTS GROUP, LLC N/A 25277LAA4 185000.00000000 PA USD 140600.00000000 0.489551683822 Long DBT CORP US Y 2 2026-08-15 Fixed 5.37500000 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAC3 100000.00000000 PA USD 84673.78000000 0.294823553162 Long DBT CORP US N 2 2026-12-15 Fixed 4.75000000 N N N N N N PLASTIPAK HOLDINGS, INC. N/A 727610AN7 159000.00000000 PA USD 141955.20000000 0.494270321389 Long DBT CORP US Y 2 2025-10-15 Fixed 6.25000000 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816BL2 300000.00000000 PA USD 256875.00000000 0.894406748092 Long DBT CORP US N 2 2168-09-15 Floating 4.02550000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967KU4 70000.00000000 PA USD 75524.45000000 0.262966725940 Long DBT CORP US N 2 2028-07-25 Fixed 4.12500000 N N N N N N Republica Argentina 549300KPBYGYF7HCHO27 040114HQ6 83000.00000000 PA USD 20875.33000000 0.072685298377 Long DBT NUSS AR N 2 2028-01-11 Fixed 5.87500000 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAC9 150000.00000000 PA USD 129351.80000000 0.450386852741 Long DBT CORP IE N 2 2025-01-15 Fixed 3.50000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MK4 95000.00000000 PA USD 82650.00000000 0.287777003327 Long DBT CORP US N 2 2199-12-31 Fixed 4.70000000 N N N N N N EQUINIX, INC. 549300EVUN2BTLJ3GT74 29444UAQ9 200000.00000000 PA USD 207720.00000000 0.723255161902 Long DBT CORP US N 2 2026-01-15 Fixed 5.87500000 N N N N N N WOLVERINE ESCROW, LLC N/A 97789LAB2 133000.00000000 PA USD 92208.90000000 0.321059902264 Long DBT CORP US Y 2 2026-11-15 Fixed 9.00000000 N N N N N N U.S. DOLLAR N/A N/A 1162994.00000000 OU Contract Amount USD 10695.71000000 0.037241129730 N/A DFE US N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 1162994.00000000 EUR 1285109.65000000 USD 2020-05-05 10695.71000000 N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 N/A 100000.00000000 PA 114153.35000000 0.397467743288 Long DBT CORP US N 2 2021-10-12 Fixed 4.75000000 N N N N N N DELL INTERNATIONAL L.L.C. N/A 25272KAK9 50000.00000000 PA USD 54097.99000000 0.188362461563 Long DBT CORP US Y 2 2026-06-15 Fixed 6.02000000 N N N N N N WPX ENERGY, INC. ZXZE9GCS2BB547GJW219 98212BAJ2 98000.00000000 PA USD 85260.00000000 0.296864698169 Long DBT CORP US N 2 2027-10-15 Fixed 5.25000000 N N N N N N ENLINK MIDSTREAM PARTNERS, LP 88CPW63VL7KHJWS0NY83 29336UAG2 80000.00000000 PA USD 32500.00000000 0.113160951096 Long DBT CORP US N 2 2047-06-01 Fixed 5.45000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CP8 57000.00000000 PA USD 49590.00000000 0.172666201996 Long DBT CORP US N 2 2022-08-15 Fixed 2.70000000 N N N N N N WOLVERINE ESCROW, LLC N/A 97789LAC0 96000.00000000 PA USD 67440.00000000 0.234817678214 Long DBT CORP US Y 2 2024-11-15 Fixed 8.50000000 N N N N N N WRKCO INC. 549300JEB576INN13W07 92940PAE4 70000.00000000 PA USD 75126.18000000 0.261579999417 Long DBT CORP US N 2 2028-06-01 Fixed 3.90000000 N N N N N N DELL INTERNATIONAL L.L.C. N/A 24703DBB6 250000.00000000 PA USD 272551.00000000 0.948988627150 Long DBT CORP US Y 2 2025-07-15 Fixed 5.85000000 N N N N N N Republica Argentina 549300KPBYGYF7HCHO27 040114HR4 170000.00000000 PA USD 39526.70000000 0.137627045099 Long DBT NUSS AR N 2 2048-01-11 Fixed 6.87500000 N N N N N N LEVEL 3 FINANCING, INC. N/A 527298BN2 100000.00000000 PA USD 99080.00000000 0.344984216451 Long DBT CORP US Y 2 2027-09-15 Fixed 4.62500000 N N N N N N SUNOCO LOGISTICS PARTNERS OPERATIONS L.P. 5493006LL0CKP8WQW329 86765BAV1 40000.00000000 PA USD 36126.69000000 0.125788633857 Long DBT CORP US N 2 2047-10-01 Fixed 5.40000000 N N N N N N FREEPORT-MCMORAN INC. 549300IRDTHJQ1PVET45 35671DCC7 100000.00000000 PA USD 97035.00000000 0.337863781221 Long DBT CORP US N 2 2027-09-01 Fixed 5.00000000 N N N N N N Commerzbank Aktiengesellschaft 851WYGNLUQLFZBSYGB56 N/A 100000.00000000 PA 108860.25000000 0.379037828512 Long DBT CORP DE N 2 2027-03-30 Fixed 4.00000000 N N N N N N CK HUTCHISON CAPITAL SECURITIES (17) LIMITED 2549005DONFYBXB2FX49 12561AAA1 200000.00000000 PA USD 194499.82000000 0.677224142134 Long DBT CORP KY Y 2 2168-11-12 Fixed 4.00000000 N N N N N N REFINITIV US HOLDINGS INC. 549300NF240HXJO7N016 31740LAA1 136000.00000000 PA USD 144955.60000000 0.504717340394 Long DBT CORP US Y 2 2026-05-15 Fixed 6.25000000 N N N N N N ENERGY TRANSFER OPERATING, L.P. 5493008K8W3OKZE54J59 29278NAA1 50000.00000000 PA USD 35000.00000000 0.121865639642 Long DBT CORP US N 2 2169-02-15 Fixed 6.25000000 N N N N N N MINERAL RESOURCES LIMITED 5299007V1ACKFFX2P066 603051AA1 74000.00000000 PA USD 76127.50000000 0.265066470911 Long DBT CORP AU Y 2 2027-05-01 Fixed 8.12500000 N N N N N N HERC HOLDINGS INC. 549300TP80QLITMSBP82 42704LAA2 180000.00000000 PA USD 168732.00000000 0.587503803091 Long DBT CORP US Y 2 2027-07-15 Fixed 5.50000000 N N N N N N REFINITIV US HOLDINGS INC. 549300NF240HXJO7N016 31740LAC7 204000.00000000 PA USD 221340.00000000 0.770678305100 Long DBT CORP US Y 2 2026-11-15 Fixed 8.25000000 N N N N N N CLEVELAND-CLIFFS INC. 549300TM2WLI2BJMDD86 185899AC5 127000.00000000 PA USD 79375.00000000 0.276373861332 Long DBT CORP US Y 2 2027-06-01 Fixed 5.87500000 N N N N N N GO DADDY OPERATING COMPANY, LLC 5493005GJOH8HLL11157 38016LAA3 100000.00000000 PA USD 102750.00000000 0.357762699236 Long DBT CORP US Y 2 2027-12-01 Fixed 5.25000000 N N N N N N DOMINION DIAMOND MINES ULC 549300514YCQANUHXW83 66727WAA0 162000.00000000 PA USD 16605.00000000 0.057816541321 Long DBT CORP CA Y 2 2022-11-01 Fixed 7.12500000 N N N N N N BAUSCH HEALTH COMPANIES INC. B3BS7ACMDUWISF18KY76 071734AH0 78000.00000000 PA USD 74669.40000000 0.259989548364 Long DBT CORP CA Y 2 2028-01-30 Fixed 5.00000000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XCN4 40000.00000000 PA USD 37433.17000000 0.130337634454 Long DBT CORP US N 2 2021-11-06 Floating 2.83738000 N N N N N N Lowe`s Companies, Inc. WAFCR4OKGSC504WU3E95 548661DR5 300000.00000000 PA USD 328944.83000000 1.145344917575 Long DBT CORP US N 2 2029-04-05 Fixed 3.65000000 N N N N N N PRIME SECURITY SERVICES BORROWER, LLC 549300O6QPZVWXV2DC15 74166MAE6 53000.00000000 PA USD 47567.50000000 0.165624108963 Long DBT CORP US Y 2 2028-01-15 Fixed 6.25000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RGD8 40000.00000000 PA USD 39205.04000000 0.136507065051 Long DBT CORP US N 2 2024-06-12 Floating 1.96413000 N N N N N N DELL INTERNATIONAL L.L.C. N/A 24703DAZ4 200000.00000000 PA USD 206971.95000000 0.720650544995 Long DBT CORP US Y 2 2026-10-01 Fixed 4.90000000 N N N N N N ENABLE MIDSTREAM PARTNERS, LP 549300TLGDBYE711G509 292480AL4 245000.00000000 PA USD 188057.69000000 0.654793448045 Long DBT CORP US N 2 2028-05-15 Fixed 4.95000000 N N N N N N BNP PARIBAS CARDIF S.A. 969500VRSFWX7S1P2M29 N/A 200000.00000000 PA 229386.63000000 0.798695668298 Long DBT CORP FR N 2 2168-11-25 Fixed 4.03200000 N N N N N N SABRE GLBL INC. F2TJC7HPPHLHU1AQMP98 78573NAB8 32000.00000000 PA USD 29600.00000000 0.103063512383 Long DBT CORP US Y 2 2023-11-15 Fixed 5.25000000 N N N N N N DELL INC. 3E70L4WYANTIWWIPHC81 247025AE9 28000.00000000 PA USD 30940.00000000 0.107729225444 Long DBT CORP US N 2 2028-04-15 Fixed 7.10000000 N N N N N N WRKCO INC. 549300JEB576INN13W07 92940PAB0 50000.00000000 PA USD 55598.67000000 0.193587642366 Long DBT CORP US N 2 2026-03-15 Fixed 4.65000000 N N N N N N SELECT MEDICAL CORPORATION N/A 816196AT6 178000.00000000 PA USD 169990.00000000 0.591884002367 Long DBT CORP US Y 2 2026-08-15 Fixed 6.25000000 N N N N N N ZAYO GROUP HOLDINGS, INC. 529900Z6OTS7RT0V0I47 98919VAA3 30000.00000000 PA USD 29094.90000000 0.101304817109 Long DBT CORP US Y 2 2027-03-01 Fixed 4.00000000 N N N N N N LIFEPOINT HEALTH, INC. 549300G8ZVHRTBBBSZ90 53219LAS8 28000.00000000 PA USD 26320.00000000 0.091642961011 Long DBT CORP US Y 2 2027-02-15 Fixed 4.37500000 N N N N N N MARATHON PETROLEUM CORPORATION 3BNYRYQHD39K4LCKQF12 56585ABG6 120000.00000000 PA USD 120319.75000000 0.418938379868 Long DBT CORP US N 2 2023-05-01 Fixed 4.50000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CX6 18000.00000000 PA USD 17685.00000000 0.061576966773 Long DBT CORP US N 2 2030-04-22 Fixed 9.62500000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DJ1 125000.00000000 PA USD 89375.00000000 0.311192615516 Long DBT CORP US N 2 2040-03-15 Fixed 6.20000000 N N N N N N Commscope Finance LLC 549300NGP3QQM94T9A69 20338QAD5 124000.00000000 PA USD 123993.80000000 0.431730964249 Long DBT CORP US Y 2 2026-03-01 Fixed 6.00000000 N N N N N N CLEARWATER PAPER CORPORATION 549300HCVV19GXN4P292 18538RAH6 340000.00000000 PA USD 318750.00000000 1.109847789603 Long DBT CORP US Y 2 2025-02-01 Fixed 5.37500000 N N N N N N CLEVELAND-CLIFFS INC. 549300TM2WLI2BJMDD86 185899AG6 79000.00000000 PA USD 68927.50000000 0.239996967899 Long DBT CORP US Y 2 2026-03-15 Fixed 6.75000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119BX6 65000.00000000 PA USD 69864.67000000 0.243260077085 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N U.S. DOLLAR N/A N/A 1162994.00000000 OU Contract Amount USD -10085.11000000 -0.03511509660 N/A DFE US N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 1162994.00000000 EUR 1265015.79000000 USD 2020-06-02 -10085.11000000 N N N 2020-06-01 HSBC Funds Lauren Stuntebeck Lauren Stuntebeck Treasurer