0001752724-21-285391.txt : 20211229
0001752724-21-285391.hdr.sgml : 20211229
20211229121542
ACCESSION NUMBER: 0001752724-21-285391
CONFORMED SUBMISSION TYPE: NPORT-P/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210630
FILED AS OF DATE: 20211229
PERIOD START: 20211231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: LOOMIS SAYLES FUNDS II
CENTRAL INDEX KEY: 0000872649
IRS NUMBER: 043113285
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P/A
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-06241
FILM NUMBER: 211527310
BUSINESS ADDRESS:
STREET 1: 888 BOYLSTON STREET
STREET 2: 8TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02199
BUSINESS PHONE: 617-449-2810
MAIL ADDRESS:
STREET 1: 888 BOYLSTON STREET
STREET 2: 8TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02199
FORMER COMPANY:
FORMER CONFORMED NAME: LOOMIS SAYLES FUNDS I
DATE OF NAME CHANGE: 20031119
FORMER COMPANY:
FORMER CONFORMED NAME: LOOMIS SAYLES FUNDS
DATE OF NAME CHANGE: 20031015
FORMER COMPANY:
FORMER CONFORMED NAME: LOOMIS SAYLES FUNDS II
DATE OF NAME CHANGE: 20030718
0000872649
S000006706
Loomis Sayles Strategic Income Fund
C000018251
Class A
NEFZX
C000018253
Class C
NECZX
C000018254
Class Y
NEZYX
C000082999
Admin Class
NEZAX
C000125487
Class N
NEZNX
NPORT-P/A
1
primary_doc.xml
NPORT-P/A
false
0001752724-21-189964
0000872649
XXXXXXXX
S000006706
C000125487
C000082999
C000018254
C000018253
C000018251
LOOMIS SAYLES FUNDS II
811-06241
0000872649
5493007QOEDY6IHOTU14
888 BOYLSTON STREET
Suite 800
BOSTON
02199-8197
617-449-2822
Loomis Sayles Strategic Income Fund
S000006706
KYFRBC8QABICX3ZM7C76
2021-12-31
2021-06-30
N
5452387687.31
68090759.36
5384296927.95
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
9588618.00000000
USD
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAG2
2280000.00000000
PA
USD
2360210.40000000
0.043835071348
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
INEOS QUATTRO FINANCE 2
213800V48W4Y5MT5Q131
INEOS Quattro Finance 2 Plc
45674GAA2
905000.00000000
PA
USD
916973.15000000
0.017030508574
Long
DBT
CORP
GB
N
2
2026-01-15
Fixed
3.37500000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102CA3
25740000.00000000
PA
USD
25611300.00000000
0.475666560420
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.37500000
N
N
N
N
N
N
HILTON GRAND VAC BOR ESC
N/A
Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc
43284MAA6
5385000.00000000
PA
USD
5506162.50000000
0.102263351625
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.00000000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM 30 Ltd
50200YAW8
2965000.00000000
PA
USD
2964990.51000000
0.055067366262
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
6.32200000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
8120000.00000000
PA
USD
8359946.00000000
0.155265322694
Long
DBT
CORP
IL
N
2
2031-03-30
Fixed
5.87500000
N
N
N
N
N
N
DILLARDS INC
529900FGYKMWL6019P91
Dillard's Inc
254063AU4
1500000.00000000
PA
USD
1806795.00000000
0.033556748897
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
7.75000000
N
N
N
N
N
N
Cisco Systems Inc/Delaware
549300LKFJ962MZ46593
Cisco Systems Inc/Delaware
17275R102
275878.00000000
NS
USD
14621534.00000000
0.271558834805
Long
EC
CORP
US
N
1
N
N
N
Safeway Inc
549300NKZ6VCN5P3K723
Safeway Inc
786514BA6
2290000.00000000
PA
USD
2673575.00000000
0.049655043839
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
7.25000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXI Ltd
55819DAL0
990000.00000000
PA
USD
990050.09000000
0.018387732014
Long
ABS-CBDO
CORP
KY
N
2
2031-01-23
Floating
3.17300000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAG7
2645000.00000000
PA
USD
2682889.86000000
0.049828044327
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
3.00000000
N
N
N
N
N
N
Allison Transmission Inc
MWKQ3I0U1GXP2YDSZW75
Allison Transmission Inc
019736AE7
1210000.00000000
PA
USD
1256911.70000000
0.023344026468
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.75000000
N
N
N
N
N
N
WestRock MWV LLC
4DL8C98Z5G5IXZLH3578
WestRock MWV LLC
961548AV6
8750000.00000000
PA
USD
12378884.00000000
0.229907157158
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
8.20000000
N
N
N
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock Inc
09247X101
16898.00000000
NS
USD
14785243.06000000
0.274599325740
Long
EC
CORP
US
N
1
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312106
68588.00000000
NS
USD
14264246.36000000
0.264923100469
Long
EC
CORP
US
N
1
N
N
N
Accenture PLC
N/A
Accenture PLC
000000000
51712.00000000
NS
USD
15244180.48000000
0.283122953358
Long
EC
CORP
IE
N
1
N
N
N
China Evergrande Group
549300CUF7B1LAB15T90
China Evergrande Group
000000000
335000.00000000
PA
USD
234670.24000000
0.004358419365
Long
DBT
CORP
KY
N
2
2024-03-29
Fixed
9.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2012-GC8
17318UAH7
3065000.00000000
PA
USD
3077173.26000000
0.057150883414
Long
ABS-MBS
CORP
US
N
2
2045-09-10
Variable
5.03800000
N
N
N
N
N
N
VOLCAN CIA MINERA SAA-CM
549300XKJ91C4SZLG750
Volcan Cia Minera SAA
92863UAB2
1900000.00000000
PA
USD
1881000.00000000
0.034934923262
Long
DBT
CORP
PE
N
2
2026-02-11
Fixed
4.37500000
N
N
N
N
N
N
PELOTON INTERACTIVE INC
5493002YS021166W0339
Peloton Interactive Inc
70614WAA8
5830000.00000000
PA
USD
5636881.25000000
0.104691129137
Long
DBT
CORP
US
N
2
2026-02-15
None
0.00000000
N
N
N
N
Y
Peloton Interactive Inc
Peloton Interactive Inc
USD
XXXX
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBX8
80985000.00000000
PA
USD
80833153.13000000
1.501275917945
Long
DBT
UST
US
N
2
2023-04-30
Fixed
0.12500000
N
N
N
N
N
N
LUNDIN ENERGY FI
549300JSNI1KL271GM17
Lundin Energy Finance BV
55037AAA6
8530000.00000000
PA
USD
8543651.24000000
0.158677193221
Long
DBT
CORP
NL
N
2
2026-07-15
Fixed
2.00000000
N
N
N
N
N
N
China Evergrande Group
549300CUF7B1LAB15T90
China Evergrande Group
000000000
1645000.00000000
PA
USD
1097009.06000000
0.020374230371
Long
DBT
CORP
KY
N
2
2025-06-28
Fixed
8.75000000
N
N
N
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
Owl Rock Capital Corp
69121KAG9
8425000.00000000
PA
USD
8361784.70000000
0.155299471999
Long
DBT
CORP
US
N
2
2028-06-11
Fixed
2.87500000
N
N
N
N
N
N
KENBOURNE INVEST SA
222100QGH6Y9KFYZ4B27
Kenbourne Invest SA
48855KAC4
2580000.00000000
PA
USD
2593648.20000000
0.048170601189
Long
DBT
CORP
LU
N
2
2028-01-22
Fixed
4.70000000
N
N
N
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
Progressive Corp/The
743315103
151146.00000000
NS
USD
14844048.66000000
0.275691494333
Long
EC
CORP
US
N
1
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BG6
12300000.00000000
PA
USD
12881790.00000000
0.239247392414
Long
DBT
CORP
LR
N
2
2028-04-01
Fixed
5.50000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BG7
7440000.00000000
PA
USD
7555250.36000000
0.140320091204
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.85000000
N
N
N
N
N
N
Whiting Petroleum Corp
52990028CHK9KUB1B293
Whiting Petroleum Corp
966387508
158206.00000000
NS
USD
8630137.30000000
0.160283457905
Long
EC
CORP
US
N
1
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818108
65908.00000000
NS
USD
14495146.44000000
0.269211498436
Long
EC
CORP
US
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
85748.00000000
NS
USD
14126125.52000000
0.262357847440
Long
EC
CORP
US
N
1
N
N
N
RADIAN GROUP INC
54930005OUP720S5U385
Radian Group Inc
750236AX9
6220000.00000000
PA
USD
7019207.80000000
0.130364426292
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.62500000
N
N
N
N
N
N
Parallel Ltd
549300IVH7GEF68EFD31
Parallel 2015-1 Ltd
69915VAW0
1130000.00000000
PA
USD
1130549.18000000
0.020997155155
Long
ABS-CBDO
CORP
KY
N
2
2027-07-20
Floating
2.73800000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MP3
26680000.00000000
PA
USD
31153365.97000000
0.578596730211
Long
DBT
CORP
US
N
2
2031-03-31
Fixed
4.41200000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
35848.00000000
NS
USD
14354973.12000000
0.266608125667
Long
EC
CORP
US
N
1
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAF0
9350000.00000000
PA
USD
10089445.69000000
0.187386502360
Long
DBT
CORP
NO
N
2
2030-01-15
Fixed
3.75000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJB6
8355000.00000000
PA
USD
8613480.31000000
0.159974095508
Long
DBT
CORP
US
N
2
2031-04-29
Fixed
2.59200000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659T2C4
19940000.00000000
PA
USD
18833529.40000000
0.349786233040
Long
DBT
CORP
FR
N
2
2041-01-26
Fixed
2.82400000
N
N
N
N
N
N
AGL CLO 1 Ltd.
54930005OE1IFBESDA27
AGL CLO 12 Ltd
00120BAJ9
4955000.00000000
PA
USD
4954921.22000000
0.092025408076
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
2.98000000
N
N
N
N
N
N
GCA2014 Holddings Ltd
549300P7I2VS2S4LJI66
GCA2014 Holdings Ltd
36163UAA8
24147934.87000000
PA
USD
21733141.38000000
0.403639354790
Long
ABS-O
CORP
BM
Y
3
2030-01-05
Fixed
6.00000000
N
N
N
N
N
N
BANCO SANTANDER
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAK5
22800000.00000000
PA
USD
22845527.72000000
0.424299180110
Long
DBT
CORP
ES
N
2
2024-06-30
Fixed
0.70100000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599ED3
32720000.00000000
PA
USD
39264000.00000000
0.729231699614
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.62500000
N
N
N
N
N
N
UNITED AIR 2020-1 B PTT
N/A
United Airlines 2020-1 Class B Pass Through Trust
90932VAA3
3081337.50000000
PA
USD
3267850.86000000
0.060692248286
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.87500000
N
N
N
N
N
N
NextEra Energy Inc
N/A
NextEra Energy Inc
65339F101
198965.00000000
NS
USD
14580155.20000000
0.270790325925
Long
EC
CORP
US
N
1
N
N
N
DILLARDS INC
529900FGYKMWL6019P91
Dillard's Inc
254067AN1
3325000.00000000
PA
USD
3960008.50000000
0.073547364734
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
7.00000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBD9
4835000.00000000
PA
USD
5374328.10000000
0.099814853673
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
4.50000000
N
N
N
N
N
N
Palmer Square CLO Ltd
5493006ZPBFJJGSXB826
Palmer Square CLO 2015-1 Ltd
69689ABQ2
7615000.00000000
PA
USD
7614853.03000000
0.141427063401
Long
ABS-CBDO
CORP
KY
N
2
2034-05-21
Floating
2.13800000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAP0
6720000.00000000
PA
USD
7308611.39000000
0.135739382277
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.80000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDF6
12239000.00000000
PA
USD
10830291.10000000
0.201145873731
Long
DBT
CORP
MX
N
2
2060-01-28
Fixed
6.95000000
N
N
N
N
N
N
iHeartMedia Inc
N/A
iHeartMedia Inc
45174J509
461939.00000000
NS
USD
12440017.27000000
0.231042556464
Long
EC
CORP
US
N
1
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp
482480AF7
15170000.00000000
PA
USD
19349934.67000000
0.359377183853
Long
DBT
CORP
US
N
2
2034-11-01
Fixed
5.65000000
N
N
N
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742AB7
10800000.00000000
PA
USD
15673631.87000000
0.291098950888
Long
DBT
CORP
US
N
2
2036-12-01
Fixed
7.00000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBJ3
22815000.00000000
PA
USD
27556071.08000000
0.511785873787
Long
DBT
CORP
US
N
2
2034-11-14
Fixed
5.40000000
N
N
N
N
N
N
SANCHEZ ENERGY CORP
549300SB0HTIM17TVR61
SANCHEZ ENERGY CORP 06/21 FIXED 7.75
799ESCAH1
9520000.00000000
PA
USD
174216.00000000
0.003235631361
Long
DBT
CORP
US
N
3
2021-06-15
Fixed
7.75000000
Y
N
N
N
N
N
TELADOC HEALTH INC
549300I2PVFBC9MFAC61
Teladoc Health Inc
87918AAF2
25010000.00000000
PA
USD
27996194.00000000
0.519960068596
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
1.25000000
N
N
N
N
Y
Teladoc Health Inc
Teladoc Health Inc
USD
XXXX
N
N
N
GCA2014 Holddings Ltd
549300P7I2VS2S4LJI66
GCA2014 Holdings Ltd
36163UAB6
10967323.78000000
PA
USD
8225492.84000000
0.152768187751
Long
ABS-O
CORP
BM
Y
3
2030-01-05
Fixed
7.50000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
545478500.00000000
PA
27853499.33000000
0.517309867986
Long
DBT
NUSS
MX
N
2
2023-03-09
Fixed
6.75000000
N
N
N
N
N
N
JETBLUE AIRWAYS CORP
54930070J9H97ZO93T57
JetBlue Airways Corp
477143AN1
3695000.00000000
PA
USD
3682067.50000000
0.068385298011
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.50000000
N
N
N
N
N
JetBlue Airways Corp
JetBlue Airways Corp
USD
XXXX
N
N
N
Battalion Oil Corp
3XHTN2NNIMMPORDAMJ28
Battalion Oil Corp
07134L107
9229.00000000
NS
USD
123668.60000000
0.002296838410
Long
EC
CORP
US
N
1
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2021-4 LLC
693583AB2
2513000.00000000
PA
USD
2536803.14000000
0.047114844778
Long
ABS-MBS
CORP
US
N
2
2026-04-25
Variable
3.47400000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
91533BAF7
9700000.00000000
PA
USD
10258031.98000000
0.190517575781
Long
DBT
CORP
US
N
2
2050-06-22
Fixed
4.00000000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
6210000.00000000
PA
USD
6379036.20000000
0.118474821975
Long
DBT
CORP
IL
N
2
2028-03-30
Fixed
5.37500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-CCRE3 Mortgage Trust
12624PAJ4
2005000.00000000
PA
USD
2020854.34000000
0.037532371766
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Fixed
3.41600000
N
N
N
N
N
N
HTA GROUP LTD
213800WEFU8O8X6EPU13
HTA Group Ltd/Mauritius
40435WAB6
1200000.00000000
PA
USD
1276536.00000000
0.023708499309
Long
DBT
CORP
MU
N
2
2025-12-18
Fixed
7.00000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc
14879EAH1
3285000.00000000
PA
USD
3181128.30000000
0.059081591200
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.12500000
N
N
N
N
N
N
OVINTIV INC
N/A
Ovintiv Inc
292505AD6
1245000.00000000
PA
USD
1643542.79000000
0.030524742821
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
6.50000000
N
N
N
N
N
N
NexPoint Strategic Opportunities Fund
5493008KGR2NU3OXMR64
NexPoint Strategic Opportunities Fund
65340G205
170282.00000000
NS
USD
2343080.32000000
0.043516922475
Long
EC
RF
US
N
1
N
N
N
JAZZ SECURITIES DAC
6354009DV8VV7K6KOO02
Jazz Securities DAC
47216FAA5
1995000.00000000
PA
USD
2068416.00000000
0.038415711980
Long
DBT
CORP
IE
N
2
2029-01-15
Fixed
4.37500000
N
N
N
N
N
N
Hexion Holdings Corp
549300LBB370MUHGLV84
Hexion Holdings Corp
42830K103
664252.00000000
NS
USD
12288662.00000000
0.228231506628
Long
EC
CORP
US
N
2
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
36321PAE0
14530000.00000000
PA
USD
14422639.72000000
0.267864865422
Long
DBT
CORP
JE
N
2
2040-09-30
Fixed
2.94000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526BN8
1709000.00000000
PA
USD
1843019.78000000
0.034229534601
Long
DBT
CORP
DE
N
2
2032-12-01
Fixed
4.87500000
N
N
N
N
N
N
KENBOURNE INVEST SA
222100QGH6Y9KFYZ4B27
Kenbourne Invest SA
48855KAA8
5345000.00000000
PA
USD
5680184.95000000
0.105495388274
Long
DBT
CORP
LU
N
2
2024-11-26
Fixed
6.87500000
N
N
N
N
N
N
MBIA INSURANCE CO
5493004M1UUDNTDXS107
MBIA Insurance Corp
55276GAA3
12510000.00000000
PA
USD
3674812.50000000
0.068250554328
Long
DBT
CORP
US
N
3
2033-01-15
Fixed
11.50100000
N
Y
N
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457100
554466.00000000
NS
USD
14721072.30000000
0.273407512568
Long
EC
CORP
US
N
1
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BY9
9570000.00000000
PA
USD
9392923.13000000
0.174450318318
Long
DBT
CORP
US
N
2
2061-04-01
Fixed
3.85000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809HAD9
12640000.00000000
PA
USD
15778198.40000000
0.293041015589
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
5.60000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BH9
370000.00000000
PA
USD
393587.50000000
0.007309914465
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
7.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CF0
4190000.00000000
PA
USD
4275432.09000000
0.079405577872
Long
DBT
CORP
US
N
2
2059-03-01
Fixed
3.82500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCD1
40355000.00000000
PA
USD
40268299.70000000
0.747884082896
Long
DBT
UST
US
N
2
2023-05-31
Fixed
0.12500000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBA8
6575000.00000000
PA
USD
6887312.50000000
0.127914797273
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
N
BRASKEM NETHERLANDS
N/A
Braskem Netherlands Finance BV
10554TAE5
6735000.00000000
PA
USD
7374892.35000000
0.136970387196
Long
DBT
CORP
NL
N
2
2050-01-31
Fixed
5.87500000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TJH9
53485000.00000000
PA
USD
53249595.40000000
0.988979547609
Long
DBT
CORP
US
N
2
2024-06-18
Fixed
0.50000000
N
N
N
N
N
N
iHeartCommunications Inc
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBD8
4635000.00000000
PA
USD
4965243.75000000
0.092217123543
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
8.37500000
N
N
N
N
N
N
EMBRAER NETHERLANDS FINA
724500PBR8LR26XBSP67
Embraer Netherlands Finance BV
29082HAB8
3145000.00000000
PA
USD
3351437.80000000
0.062244668985
Long
DBT
CORP
NL
N
2
2027-02-01
Fixed
5.40000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR5 Trust
74333FAG4
2320000.00000000
PA
USD
2302407.67000000
0.042761528585
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
3.15800000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BU7
3905000.00000000
PA
USD
3992126.45000000
0.074143876227
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.80000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
264617.00000000
NS
USD
15088461.34000000
0.280230855428
Long
EC
CORP
US
N
1
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CR4
6209000.00000000
PA
USD
6496069.14000000
0.120648419411
Long
DBT
CORP
US
N
2
2059-08-01
Fixed
3.95000000
N
N
N
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599AT3
1226000.00000000
PA
USD
1681591.27000000
0.031231399243
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
7.75000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAB2
45450000.00000000
PA
USD
51509394.00000000
0.956659610145
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.37500000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAK7
5315000.00000000
PA
USD
5316436.06000000
0.098739652198
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
1.95000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BZ5
37210000.00000000
PA
USD
37823965.00000000
0.702486610715
Long
DBT
CORP
MX
N
2
2031-07-11
Fixed
3.87500000
N
N
N
N
N
N
Ascent Resources - Utica
549300EGLQ2M2CL7JZ89
Ascent Resources - Utica 2020 Fixed 2nd Lien Term Loan
000000000
12660000.00000000
PA
USD
13962967.20000000
0.259327585139
Long
LON
CORP
US
N
2
2025-11-01
Floating
10.00000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938CAB4
3030000.00000000
PA
USD
3268612.50000000
0.060706393866
Long
DBT
CORP
US
N
2
2024-10-25
Fixed
5.87500000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HH3
7860000.00000000
PA
USD
7935801.76000000
0.147387892350
Long
DBT
CORP
US
N
2
2044-02-15
Fixed
4.75000000
N
N
N
N
N
N
Jefferies Group LLC
NY9Q8VBNB6D1L6YV0J84
Jefferies Group LLC
472319AC6
14755000.00000000
PA
USD
19719391.90000000
0.366238938228
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
6.25000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBE6
1925000.00000000
PA
USD
2012395.00000000
0.037375260445
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
GE Capital International Funding Co Unlimited Co
36164QNA2
11150000.00000000
PA
USD
13363068.50000000
0.248185950344
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.41800000
N
N
N
N
N
N
DISH Network Corp
529900U350CWHH15G169
DISH Network Corp
25470MAD1
14660000.00000000
PA
USD
14211037.50000000
0.263934877481
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
2.37500000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
China Evergrande Group
549300CUF7B1LAB15T90
China Evergrande Group
000000000
1405000.00000000
PA
USD
1201977.53000000
0.022323760113
Long
DBT
CORP
KY
N
2
2022-04-11
Fixed
9.50000000
N
N
N
N
N
N
GCA2014 Holddings Ltd
549300P7I2VS2S4LJI66
GCA2014 Holdings Ltd
36163UAC4
42000000.00000000
PA
USD
2100000.00000000
0.039002306672
Long
ABS-O
CORP
BM
Y
3
2030-01-05
None
0.00000000
N
N
N
N
N
N
PIONEER ENERGY SERVICES
529900NHYED469G7XK29
Pioneer Energy Services Corp
723664AC2
10424449.00000000
PA
USD
7933005.69000000
0.147335962265
Long
DBT
CORP
US
Y
3
2025-11-15
Fixed
5.00000000
N
N
N
N
N
Pioneer Energy Services Corp
Pioneer Energy Services Corp
USD
XXXX
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
000000000
5325000.00000000
PA
USD
5781624.45000000
0.107379376125
Long
DBT
CORP
FR
N
2
2033-01-10
Fixed
4.00000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBT8
3515000.00000000
PA
USD
3615704.75000000
0.067152774046
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
4.00000000
N
N
N
N
N
N
iStar Inc
QFFLKWYYS3UPWD86E794
iStar Inc
45031U705
10425.00000000
NS
USD
268860.75000000
0.004993423535
Long
EP
US
N
1
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2021-5 LLC
69358DAA2
8510000.00000000
PA
USD
8499047.63000000
0.157848791471
Long
ABS-MBS
CORP
US
N
2
2026-06-25
Variable
1.79300000
N
N
N
N
N
N
Tobacco Settlement Financing Corp/VA
N/A
TOBACCO SETTLEMENT FING CORP VA
88880NAT6
66375000.00000000
PA
USD
69725636.55000000
1.294981266505
Long
DBT
MUN
US
N
2
2046-06-01
Fixed
6.70600000
N
N
N
N
N
N
JABIL INC
5493000CGCQY2OQU7669
Jabil Inc
466313AJ2
3990000.00000000
PA
USD
4317388.08000000
0.080184806628
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.60000000
N
N
N
N
N
N
ASCENT RESOURCES/ARU FIN
N/A
Ascent Resources Utica Holdings LLC / ARU Finance Corp
04364VAK9
6638000.00000000
PA
USD
9169334.92000000
0.170297720253
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
9.00000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAV8
11680000.00000000
PA
USD
13891024.00000000
0.257991418116
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.87500000
N
N
N
N
N
N
Cincinnati Bell Inc
549300JYVZOCUJOHL272
Cincinnati Bell Inc
14987RAA6
2160000.00000000
PA
USD
2270700.00000000
0.042172637029
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
8.00000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MBA0
2678000.00000000
PA
USD
2944185.03000000
0.054680955924
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.50000000
N
N
N
N
N
N
Colony American Finance Ltd
N/A
Corevest American Finance 2021-1 Trust
21873LAL7
5350000.00000000
PA
USD
5408058.20000000
0.100441306866
Long
ABS-O
CORP
US
N
2
2053-04-15
Fixed
3.24700000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAQ3
20885000.00000000
PA
USD
21921731.40000000
0.407141948026
Long
DBT
NUSS
MX
N
2
2041-08-14
Fixed
4.28000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
156700AZ9
1240000.00000000
PA
USD
1345400.00000000
0.024987477808
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.62500000
N
N
N
N
N
N
MINERALS TECHNOLOGIES IN
549300D3I1QU67GP6403
Minerals Technologies Inc
603158AA4
6275000.00000000
PA
USD
6528133.50000000
0.121243935603
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
EL PASO ENERGY CAP TRST
N/A
El Paso Energy Capital Trust I
283678209
242297.00000000
NS
USD
12175424.25000000
0.226128395460
Long
EP
CORP
US
N
1
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAC3
11820000.00000000
PA
USD
11916096.60000000
0.221312025682
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.50000000
N
N
N
N
N
N
ENEL GENERACION CHILE SA
549300PVHXUFEIE6LY50
Enel Generacion Chile SA/Cayman Islands
29244TAA9
3570000.00000000
PA
USD
4447466.02000000
0.082600682679
Long
DBT
CORP
CL
N
2
2027-02-01
Fixed
7.87500000
N
N
N
N
N
N
HILTON GRAND VACATIONS BWR LLC
N/A
HILTON GRAND VACATIONS BWR LLC 2021 TERM LOAN B
000000000
6025786.98000000
PA
USD
6027654.97000000
0.111948784598
Long
LON
CORP
US
N
2
2028-05-20
None
0.00000000
N
N
N
N
N
N
IHS NETHERLANDS HOLDCO
5493006Z6YQYCCN2XI74
IHS Netherlands Holdco BV
44963LAC0
7228000.00000000
PA
USD
7863919.44000000
0.146052856022
Long
DBT
CORP
NL
N
2
2027-09-18
Fixed
8.00000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAN9
1720000.00000000
PA
USD
1793100.00000000
0.033302398140
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
3.62500000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
036752103
37353.00000000
NS
USD
14261375.40000000
0.264869779487
Long
EC
CORP
US
N
1
N
N
N
TELECOM ITALIA CAPITAL
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAF5
16440000.00000000
PA
USD
19604700.00000000
0.364108819820
Long
DBT
CORP
LU
N
2
2033-11-15
Fixed
6.37500000
N
N
N
N
N
N
PULTE GROUP INC
N/A
PulteGroup Inc
745867AT8
47260000.00000000
PA
USD
62025441.80000000
1.151969191706
Long
DBT
CORP
US
N
2
2035-02-15
Fixed
6.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BZ7
1995000.00000000
PA
USD
1993331.42000000
0.037021201591
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
3.62500000
N
N
N
N
N
N
AMERICAN AIRLINES GROUP
N/A
American Airlines Group Inc
02376RAC6
20000000.00000000
PA
USD
20025400.00000000
0.371922281924
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
5.00000000
N
N
N
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
Carvana Co
146869AB8
3250000.00000000
PA
USD
3378895.00000000
0.062754618573
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.62500000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAR6
28355000.00000000
PA
USD
29618124.23000000
0.550083411563
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.25000000
N
N
N
N
N
N
Jazz Financing Lux S.a.r.l.
N/A
Jazz Financing Lux S.a.r.l. USD Term Loan
000000000
5210000.00000000
PA
USD
5224640.10000000
0.097034769254
Long
LON
CORP
LU
N
2
2028-04-21
Floating
4.00000000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
106741.00000000
NS
USD
14402563.13000000
0.267491992412
Long
EC
CORP
US
N
1
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAK4
5490000.00000000
PA
USD
5537708.10000000
0.102849233132
Long
ABS-O
CORP
US
N
2
2051-06-15
Fixed
2.37000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JT5
1635000.00000000
PA
USD
1607735.13000000
0.029859704089
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.25000000
N
N
N
N
N
N
Bunge Ltd
5493007M0RIN8HY3MM77
Bunge Ltd
000000000
37280.00000000
NS
USD
4326716.80000000
0.080358064532
Long
EP
CORP
BM
N
2
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDB9
865000.00000000
PA
USD
968800.00000000
0.017993064144
Long
DBT
CORP
US
N
2
2030-09-30
Fixed
5.70000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBC8
6470000.00000000
PA
USD
6388672.10000000
0.118653784987
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.12500000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAM1
810000.00000000
PA
USD
830015.10000000
0.015415477844
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.12500000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830109
37988.00000000
NS
USD
14372759.80000000
0.266938469262
Long
EC
CORP
US
N
1
N
N
N
SLAM 2021-1 LLC
N/A
Slam 2021-1 Ltd
78449AAA0
11100000.00000000
PA
USD
11115018.30000000
0.206433977336
Long
ABS-O
CORP
US
N
2
2046-06-15
Fixed
2.43400000
N
N
N
N
N
N
Benefit Street Partners CLO Ltd
N/A
Benefit Street Partners CLO XVI Ltd
08181VAU9
7130000.00000000
PA
USD
7092260.91000000
0.131721207149
Long
ABS-CBDO
CORP
KY
N
2
2032-01-17
Floating
2.00000000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
122806151.96000000
PA
USD
122806151.96000000
2.280820571438
Long
RA
CORP
US
N
2
Repurchase
N
0.00000000
2021-07-01
91867200.00000000
USD
125262397.07520000
USD
UST
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAX4
7670000.00000000
PA
USD
9796507.50000000
0.181945899921
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.37500000
N
N
N
N
N
N
Alta Wind Holdings LLC
N/A
Alta Wind Holdings LLC
021345AA1
21956057.19000000
PA
USD
24886354.08000000
0.462202482757
Long
DBT
CORP
US
N
2
2035-06-30
Fixed
7.00000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
58610.00000000
NS
USD
15877449.00000000
0.294884350036
Long
EC
CORP
US
N
1
N
N
N
Toorak Mortgage Corp.
N/A
Toorak Mortgage Corp 2021-1 Ltd
89053BAA2
8130000.00000000
PA
USD
8134272.32000000
0.151073992182
Long
ABS-MBS
CORP
US
N
2
2024-06-25
Variable
2.24000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BG8
1310000.00000000
PA
USD
1389255.00000000
0.025801975979
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.87500000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
58263.00000000
NS
USD
15739166.82000000
0.292316100516
Long
EC
US
N
1
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAJ9
2845000.00000000
PA
USD
3516332.43000000
0.065307178951
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.20000000
N
N
N
N
N
N
Jeld-Wen Inc
549300XWE6NM0N1HFW16
Jeld-Wen Inc
475795AD2
3255000.00000000
PA
USD
3382661.10000000
0.062824564567
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.87500000
N
N
N
N
N
N
Jabil Inc
5493000CGCQY2OQU7669
Jabil Inc
466313AH6
6335000.00000000
PA
USD
7042208.80000000
0.130791612985
Long
DBT
CORP
US
N
2
2028-01-12
Fixed
3.95000000
N
N
N
N
N
N
SANCHEZ ENERGY CORP
549300SB0HTIM17TVR61
SANCHEZ ENERGY CORP 01/23 6.125
799ESCAJ7
17908000.00000000
PA
USD
327716.40000000
0.006086521683
Long
DBT
CORP
US
N
3
2023-01-15
None
0.00000000
Y
N
N
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550AD3
3870000.00000000
PA
USD
4438386.90000000
0.082432060478
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
7.00000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300NPF57YF6WBDP72
Neuberger Berman CLO XX Ltd
64130TBC8
6010000.00000000
PA
USD
6016014.81000000
0.111732597412
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
1.85000000
N
N
N
N
N
N
2020 CASH EXCH TRUST
N/A
2020 Cash Mandatory Exchangeable Trust
901375105
11832.00000000
NS
USD
14909266.56000000
0.276902755540
Long
EP
CORP
US
N
2
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAN8
970000.00000000
PA
USD
1065612.90000000
0.019791124342
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.00000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBE9
740000.00000000
PA
USD
834720.00000000
0.015502859726
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.25000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAN9
2340000.00000000
PA
USD
2505079.72000000
0.046525660704
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.50000000
N
N
N
N
N
N
AGL CLO 1 Ltd.
54930005OE1IFBESDA27
AGL CLO 12 Ltd
00120BAE0
4475000.00000000
PA
USD
4454773.90000000
0.082736408478
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
1.73000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AS8
13520000.00000000
PA
USD
14741418.84000000
0.273785399231
Long
DBT
CORP
IT
N
2
2035-06-30
Fixed
5.45900000
N
N
N
N
N
N
AGL CLO 7 LTD
N/A
AGL CLO 7 Ltd
008511AS6
1245000.00000000
PA
USD
1245000.00000000
0.023122796098
Long
ABS-CBDO
CORP
KY
N
3
2034-07-15
Floating
0.00000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBN9
10840000.00000000
PA
USD
10978752.00000000
0.203903167802
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.70000000
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL IN
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922NAF0
3575000.00000000
PA
USD
3970490.17000000
0.073742035833
Long
DBT
CORP
US
N
2
2047-06-22
Fixed
4.70000000
N
N
N
N
N
N
Newmont Corp
549300VSP3RIX7FGDZ51
Newmont Corp
651639106
198433.00000000
NS
USD
12576683.54000000
0.233580794452
Long
EC
CORP
US
N
1
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBM1
13515000.00000000
PA
USD
13997485.50000000
0.259968677197
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.70000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92553PAP7
3956000.00000000
PA
USD
4577317.69000000
0.085012356325
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.37500000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CA0
4940000.00000000
PA
USD
5029940.06000000
0.093418697506
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
3.90000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBJ2
11210000.00000000
PA
USD
11616362.50000000
0.215745206021
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
4.65000000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
137373.00000000
NS
USD
14388448.02000000
0.267229839151
Long
EC
CORP
US
N
1
N
N
N
NGPL PipeCo LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62912XAC8
505000.00000000
PA
USD
722404.13000000
0.013416870199
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
7.76800000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAT4
19245000.00000000
PA
USD
20941693.86000000
0.388940174366
Long
DBT
CORP
IT
N
2
2024-06-26
Fixed
5.01700000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
78442FAZ1
32700000.00000000
PA
USD
31614033.00000000
0.587152481058
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.62500000
N
N
N
N
N
N
TWITTER INC
549300I8RX485XMK6836
Twitter Inc
90184LAM4
8280000.00000000
PA
USD
7897050.00000000
0.146668174242
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Twitter Inc
Twitter Inc
USD
XXXX
N
N
N
GMR HYDERABAD INTERNATIO
335800NSPGIN89SVOU83
GMR Hyderabad International Airport Ltd
36256WAC8
255000.00000000
PA
USD
259016.25000000
0.004810586293
Long
DBT
CORP
IN
N
2
2026-02-02
Fixed
4.75000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BN1
11785000.00000000
PA
USD
12344787.50000000
0.229273898991
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2021-3 LLC
69357PAA6
8085431.53000000
PA
USD
8172163.95000000
0.151777735502
Long
ABS-MBS
CORP
US
N
2
2026-04-25
Variable
1.86700000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAY1
15865000.00000000
PA
USD
17967112.50000000
0.333694681783
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BE7
29695000.00000000
PA
USD
30197879.78000000
0.560850937162
Long
DBT
CORP
US
N
2
2031-04-27
Fixed
2.85000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAH0
3415000.00000000
PA
USD
3534525.00000000
0.065645060948
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
Palmer Square CLO Ltd
N/A
Palmer Square CLO 2013-2 Ltd
69688AAU5
3330000.00000000
PA
USD
3329982.68000000
0.061846193190
Long
ABS-CBDO
CORP
KY
N
2
2031-10-17
Floating
2.85500000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAG5
18350000.00000000
PA
USD
19748453.50000000
0.366778685578
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
Palmer Square CLO Ltd
N/A
Palmer Square CLO 2013-2 Ltd
69688AAQ4
9695000.00000000
PA
USD
9695466.33000000
0.180069310064
Long
ABS-CBDO
CORP
KY
N
2
2031-10-17
Floating
1.65500000
N
N
N
N
N
N
GE CAPITAL FUNDING LLC
549300XAGH9TOLX5XM67
GE Capital Funding LLC
36166NAK9
40505000.00000000
PA
USD
48351546.78000000
0.898010407431
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.55000000
N
N
N
N
N
N
EXPEDIA GROUP INC
CI7MUJI4USF3V0NJ1H64
Expedia Group Inc
30212PBH7
3430000.00000000
PA
USD
3475666.57000000
0.064551911168
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.95000000
N
N
N
N
N
N
NATURA COSMETICOS SA
N/A
Natura Cosmeticos SA
63883KAB1
6110000.00000000
PA
USD
6262750.00000000
0.116315093387
Long
DBT
CORP
BR
N
2
2028-05-03
Fixed
4.12500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJF7
5895000.00000000
PA
USD
5731400.78000000
0.106446595659
Long
DBT
CORP
US
N
2
2031-07-23
Fixed
1.89800000
N
N
N
N
N
N
Invitation Homes Trust
N/A
Invitation Homes 2018-SFR2 Trust
46185HAC6
1975000.00000000
PA
USD
1979371.66000000
0.036761933572
Long
ABS-O
CORP
US
N
2
2037-06-17
Floating
1.15300000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAF7
2120000.00000000
PA
USD
2926645.22000000
0.054355197329
Long
DBT
CORP
US
N
2
2043-10-02
Fixed
6.25000000
N
N
N
N
N
N
ORBIA ADVANCE CORP SAB
549300MVHZ20SBIOEQ79
Orbia Advance Corp SAB de CV
68560EAB4
10239000.00000000
PA
USD
10302993.75000000
0.191352629468
Long
DBT
CORP
MX
N
2
2031-05-11
Fixed
2.87500000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
26975000.00000000
PA
USD
29699475.00000000
0.551594300935
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
SQUARE INC
549300OHIIUWSTIZME52
Square Inc
852234AM5
5770000.00000000
PA
USD
5820487.50000000
0.108101161170
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.50000000
N
N
N
N
N
N
BIOMARIN PHARMACEUTICAL
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061GAH4
8280000.00000000
PA
USD
8580564.00000000
0.159362756453
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
0.59900000
N
N
N
N
Y
BioMarin Pharmaceutical Inc
BioMarin Pharmaceutical Inc
USD
XXXX
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
600814AQ0
4225500.00000000
PA
USD
4619950.43000000
0.085804154039
Long
DBT
CORP
LU
N
2
2029-03-25
Fixed
6.25000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAC0
4310000.00000000
PA
USD
4410207.50000000
0.081908697811
Long
DBT
CORP
XX
N
2
2031-12-01
Fixed
3.75000000
N
N
N
N
N
N
Ovintiv Inc
N/A
Ovintiv Inc
012873AK1
325000.00000000
PA
USD
431505.20000000
0.008014141972
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
7.37500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBN0
250000000.00000000
PA
USD
249687500.00000000
4.637327832049
Long
DBT
UST
US
N
2
2023-02-28
Fixed
0.12500000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142103
103481.00000000
NS
USD
14592890.62000000
0.271026854857
Long
EC
CORP
US
N
1
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370BT6
1220000.00000000
PA
USD
1417823.00000000
0.026332555930
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.62500000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: S92373970 CDS USD R F 5.00000 892373970_FEE CCPCDX / Short: S92373970 CDS USD P V 03MEVENT 892373970_PRO CCPCDX
000000000
266000000.00000000
OU
Notional Amount
USD
27142108.00000000
0.504097533312
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.HY.S36.V1
2I65BRYP9
Y
sell protection
2026-06-20
22504039.38000000
USD
0.00000000
USD
266000000.00000000
USD
4638068.62000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659T2B6
9462000.00000000
PA
USD
9229234.80000000
0.171410212391
Long
DBT
CORP
FR
N
2
2035-08-12
Fixed
2.58800000
N
N
N
N
N
N
BRASKEM NETHERLANDS
N/A
Braskem Netherlands Finance BV
10554TAD7
1320000.00000000
PA
USD
1375334.40000000
0.025543435260
Long
DBT
CORP
NL
N
2
2030-01-31
Fixed
4.50000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2Q6
18860000.00000000
PA
USD
18842531.11000000
0.349953417542
Long
DBT
CORP
FR
N
2
2027-06-30
Fixed
1.67500000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
268690.00000000
NS
USD
14538815.90000000
0.270022550660
Long
EC
CORP
US
N
1
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
142342000.00000000
PA
30188316.80000000
0.560673328458
Long
DBT
NUSS
BR
N
2
2025-01-01
Fixed
10.00000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2021-GS2
52476DAB3
4025000.00000000
PA
USD
4069484.30000000
0.075580606984
Long
ABS-MBS
CORP
US
N
2
2061-04-25
Variable
3.50000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AP6
19175000.00000000
PA
USD
20133750.00000000
0.373934615223
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
4.62500000
N
N
N
N
N
N
EXPORT-IMPORT BANK KOREA
549300APVP4R32PI3Y06
Export-Import Bank of Korea
000000000
455800000.00000000
PA
6232707.87000000
0.115757135117
Long
DBT
NUSS
KR
N
2
2022-08-09
Fixed
6.75000000
N
N
N
N
N
N
Global Container Asset Ltd
N/A
Global Container Assets Ltd
37890RAF2
4758425.70000000
PA
USD
4771848.74000000
0.088625289501
Long
ABS-O
CORP
BM
N
2
2030-02-05
Fixed
4.50000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BH4
230000.00000000
PA
USD
229712.50000000
0.004266341605
Long
DBT
CORP
LR
N
2
2026-07-01
Fixed
4.25000000
N
N
N
N
N
N
ALPEK SA DE CV
549300PWKJTP62D4IQ66
Alpek SAB de CV
020564AE0
4205000.00000000
PA
USD
4255502.05000000
0.079035426666
Long
DBT
CORP
MX
N
2
2031-02-25
Fixed
3.25000000
N
N
N
N
N
N
Corning Inc
549300X2937PB0CJ7I56
Corning Inc
219350105
363031.00000000
NS
USD
14847967.90000000
0.275764284523
Long
EC
CORP
US
N
1
N
N
N
Wind River CLO Ltd
N/A
THL Credit Wind River 2018-3 CLO Ltd
88432UAJ5
400000.00000000
PA
USD
397198.12000000
0.007376972802
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
3.13800000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AN1
7620000.00000000
PA
USD
7524750.00000000
0.139753622444
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.62500000
N
N
N
N
N
N
Brex Inc
N/A
Brex Commercial Charge Card Master Trust
05601DAA1
975000.00000000
PA
USD
981215.14000000
0.018223644667
Long
ABS-O
CORP
US
N
2
2024-07-15
Fixed
2.09000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHD4
983000.00000000
PA
USD
1070594.55000000
0.019883646171
Long
DBT
CORP
US
N
2
2028-12-20
Fixed
3.41900000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT SEP21 XCBT 20210921
000000000
-68.00000000
NC
USD
-482688.14000000
-0.00896473850
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury Ultra Long Bond
WNU1 Comdty
2021-09-21
-12620061.86000000
USD
-482688.14000000
N
N
N
510 Assets Backed Trust
N/A
510 Asset Backed 2021-NPL1 Trust
33835CAA3
11250000.00000000
PA
USD
11249997.75000000
0.208940886814
Long
ABS-MBS
CORP
US
N
3
2061-06-25
Variable
2.24000000
N
N
N
N
N
N
OCP CLO Ltd
2549003HLFPQ7ATPYA23
OCP Clo 2019-17 Ltd
67113LAU0
8055000.00000000
PA
USD
8055000.00000000
0.149601704879
Long
ABS-CBDO
CORP
KY
N
3
2032-07-20
Floating
0.00000000
N
N
N
N
N
N
LIVONGO HEALTH
54930061HKCVF1H2O156
Livongo Health Inc
539183AA1
3735000.00000000
PA
USD
5933308.95000000
0.110196540595
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.87500000
N
N
N
N
Y
Teladoc Health Inc
Teladoc Health Inc
USD
XXXX
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DK8
540000.00000000
PA
USD
522374.40000000
0.009701812641
Long
DBT
CORP
US
N
2
2044-07-15
Fixed
4.50000000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2L8
30245000.00000000
PA
USD
29337650.00000000
0.544874296358
Long
DBT
CORP
SA
N
2
2050-11-24
Fixed
3.25000000
N
N
N
N
N
N
Ovintiv Inc
N/A
Ovintiv Inc
698900AG2
360000.00000000
PA
USD
473713.42000000
0.008798055277
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
7.20000000
N
N
N
N
N
N
HILTON GRAND VAC BOR ESC
N/A
Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc
43284MAB4
1745000.00000000
PA
USD
1740428.10000000
0.032324147856
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
4.87500000
N
N
N
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599AY2
1859000.00000000
PA
USD
2472852.71000000
0.045927123691
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
6.50000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAW5
6568000.00000000
PA
USD
7052390.00000000
0.130980703597
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.87500000
N
N
N
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
600814AN7
1903500.00000000
PA
USD
1979640.00000000
0.036766917324
Long
DBT
CORP
LU
N
2
2028-01-15
Fixed
5.12500000
N
N
N
N
N
N
ANTARES HOLDINGS
N/A
Antares Holdings LP
03666HAB7
20000000.00000000
PA
USD
23882206.60000000
0.443552926585
Long
DBT
CORP
US
N
2
2025-05-18
Fixed
8.50000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LBB8
20380000.00000000
PA
USD
20686107.60000000
0.384193291655
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.87500000
N
N
N
N
N
N
TERMINIX CO LLC/THE
HZPA4EQ289DXC7NQGK91
Terminix Co LLC/The
817609AB6
5500000.00000000
PA
USD
6435000.00000000
0.119514211160
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
7.45000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCA2
540000.00000000
PA
USD
587730.60000000
0.010915642429
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.75000000
N
N
N
N
N
N
MARB BONDCO PLC
254900PVA1EU6QM1JN57
MARB BondCo PLC
566007AC4
14805000.00000000
PA
USD
14274981.00000000
0.265122469860
Long
DBT
CORP
GB
N
2
2031-01-29
Fixed
3.95000000
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL IN
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922NAG8
13830000.00000000
PA
USD
16827478.10000000
0.312528791134
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
5.62500000
N
N
N
N
N
N
Leonardo US Holdings Inc
529900WVR776KSXHSA85
Leonardo US Holdings Inc
583491AC9
9576000.00000000
PA
USD
11387108.88000000
0.211487386976
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
6.25000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BS2
3900000.00000000
PA
USD
4644512.30000000
0.086260330032
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.12500000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 3 LTD
67112RAU8
8250000.00000000
PA
USD
8250000.00000000
0.153223347642
Long
ABS-CBDO
CORP
KY
N
3
2035-07-02
Floating
0.00000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBF0
4298000.00000000
PA
USD
4842159.12000000
0.089931130931
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
4.62500000
N
N
N
N
N
N
WestRock MWV LLC
4DL8C98Z5G5IXZLH3578
WestRock MWV LLC
961548AY0
4865000.00000000
PA
USD
6941473.66000000
0.128920706879
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
7.95000000
N
N
N
N
N
N
NATL LIFE INSURANCE-VRMT
0JRPR7R1EOV4Z2M47L22
National Life Insurance Co
636792AA1
20000000.00000000
PA
USD
32060800.00000000
0.595450073222
Long
DBT
CORP
US
N
2
2039-09-15
Fixed
10.50000000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust
30227FAJ9
2085000.00000000
PA
USD
2093973.84000000
0.038890385653
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
2.32500000
N
N
N
N
N
N
Pertamina Persero PT
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370PAA9
6535000.00000000
PA
USD
8514011.43000000
0.158126707050
Long
DBT
CORP
ID
N
2
2044-05-30
Fixed
6.45000000
N
N
N
N
N
N
WESTERN DIGITAL CORP
549300QQXOOYEF89IC56
Western Digital Corp
958102AP0
13170000.00000000
PA
USD
14067206.25000000
0.261263567708
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
1.50000000
N
N
N
N
Y
Western Digital Corp
Western Digital Corp
USD
XXXX
N
N
N
NLV FINANCIAL CORP
UV78A3V7RXYC94JD0985
NLV Financial Corp
65486AAA1
8920000.00000000
PA
USD
11784390.40000000
0.218865908728
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
7.50000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377REP5
7500000.00000000
PA
USD
7542150.00000000
0.140076784414
Long
ABS-O
CORP
US
N
2
2025-09-22
Fixed
3.04000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92556HAC1
4600000.00000000
PA
USD
5808419.49000000
0.107877027729
Long
DBT
CORP
US
N
2
2050-05-19
Fixed
4.95000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DC6
14845000.00000000
PA
USD
15966215.09000000
0.296532960638
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.62500000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GAV2
28194000.00000000
PA
USD
32000190.00000000
0.594324392361
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
6.87500000
N
N
N
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
Owl Rock Capital Corp
69121KAD6
14750000.00000000
PA
USD
15935121.05000000
0.295955465741
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.25000000
N
N
N
N
N
N
AMERICAN AIRLINES GROUP
N/A
American Airlines Group Inc
02376RAE2
240000.00000000
PA
USD
221100.00000000
0.004106385716
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
3.75000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBX3
26645000.00000000
PA
USD
25877588.83000000
0.480612216901
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
1.95300000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAX9
135835000.00000000
PA
USD
135744797.41000000
2.521123913232
Long
DBT
UST
US
N
2
2022-11-30
Fixed
0.12500000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAY4
135000.00000000
PA
USD
174629.08000000
0.003243303301
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
5.87500000
N
N
N
N
N
N
DISH Network Corp
529900U350CWHH15G169
DISH Network Corp
25470MAB5
143750000.00000000
PA
USD
146696875.00000000
2.724531669835
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.37500000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
Lonestar Resources US Inc
N/A
Lonestar Resources US Inc
54240F202
500544.00000000
NS
USD
4955385.60000000
0.092034032786
Long
EC
CORP
US
Y
3
N
N
N
UNITED AIRLINES, INC.
K1OQBWM7XEOO08LDNP29
UNITED AIRLINES, INC. 2021 TERM LOAN B
90932RAJ3
5913488.53000000
PA
USD
5985751.36000000
0.111170528670
Long
LON
CORP
US
N
2
2028-04-21
Floating
4.50000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370BP4
1345000.00000000
PA
USD
1583952.70000000
0.029418004266
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
7.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505682
19083.00000000
NS
USD
27021528.00000000
0.501858058008
Long
EP
CORP
US
N
1
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
00652MAG7
14685000.00000000
PA
USD
15298532.69000000
0.284132411245
Long
DBT
CORP
IN
N
2
2027-08-04
Fixed
4.20000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
46793.00000000
NS
USD
14921819.77000000
0.277135900372
Long
EC
CORP
US
N
1
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAX9
21450000.00000000
PA
USD
21155062.50000000
0.392902969191
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.50000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
706451BG5
6586000.00000000
PA
USD
6360429.50000000
0.118129248537
Long
DBT
CORP
MX
N
2
2035-06-15
Fixed
6.62500000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAF8
13195000.00000000
PA
USD
13619879.00000000
0.252955570286
Long
DBT
US
N
2
2029-09-15
Fixed
4.87500000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAJ2
17065000.00000000
PA
USD
18743934.73000000
0.348122233614
Long
DBT
CORP
NO
N
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAN0
30640000.00000000
PA
USD
28550658.40000000
0.530257873628
Long
DBT
NUSS
MX
N
2
2061-05-24
Fixed
3.77100000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZR7
1500000.00000000
PA
USD
1679220.00000000
0.031187358766
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
5.11300000
N
N
N
N
N
N
Octagon Investment Partners 42, Ltd.
N/A
Octagon Investment Partners 42 Ltd
67576PAU1
7155000.00000000
PA
USD
7155000.00000000
0.132886430591
Long
ABS-CBDO
CORP
KY
N
3
2034-07-15
Floating
0.00000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAB7
3055000.00000000
PA
USD
3303218.75000000
0.061349119378
Long
DBT
CORP
XX
N
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HL4
7435000.00000000
PA
USD
7134653.51000000
0.132508544856
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.30000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAB1
780000.00000000
PA
USD
833260.44000000
0.015475752009
Long
DBT
CORP
IE
N
2
2027-07-21
Fixed
3.65000000
N
N
N
N
N
N
Organon & Co
549300AMCKY57OK2CO56
Organon & Co
68622V106
18625.00000000
NS
USD
563592.50000000
0.010467336915
Long
EC
CORP
US
N
1
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
125614.00000000
NS
USD
14562431.02000000
0.270461143114
Long
EC
CORP
US
N
1
N
N
N
AMC NETWORKS INC
549300VGG9K75226LR46
AMC Networks Inc
00164VAF0
5500000.00000000
PA
USD
5548125.00000000
0.103042701289
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.25000000
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20338HAB9
15295000.00000000
PA
USD
15658256.25000000
0.290813386771
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBH4
1180000.00000000
PA
USD
1282401.20000000
0.023817430895
Long
DBT
CORP
US
N
2
2045-02-15
Fixed
4.90000000
N
N
N
N
N
N
NEUROCRINE BIOSCIENCES
549300FECER0XBN49756
Neurocrine Biosciences Inc
64125CAD1
875000.00000000
PA
USD
1169787.50000000
0.021725909912
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
2.25000000
N
N
N
N
Y
Neurocrine Biosciences Inc
Neurocrine Biosciences Inc
USD
XXXX
N
N
N
PENN NATIONAL GA
N/A
Penn National Gaming Inc
707569AV1
3265000.00000000
PA
USD
3260918.75000000
0.060563501486
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.12500000
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
550000.00000000
PA
USD
603801.00000000
0.011214110367
Long
DBT
CORP
IL
N
2
2025-06-30
Fixed
6.12500000
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
10835000.00000000
PA
USD
12064772.50000000
0.224073312847
Long
DBT
CORP
IL
N
2
2027-06-30
Fixed
6.50000000
N
N
N
N
N
N
LUNDIN ENERGY FI
549300JSNI1KL271GM17
Lundin Energy Finance BV
55037AAB4
6160000.00000000
PA
USD
6222437.39000000
0.115566386350
Long
DBT
CORP
NL
N
2
2031-07-15
Fixed
3.10000000
N
N
N
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
International Finance Corp
45950VLJ3
525240000.00000000
PA
7158188.08000000
0.132945641293
Long
DBT
NUSS
XX
N
2
2022-11-25
Fixed
5.85000000
N
N
N
N
N
N
FENIX MARINE SER
549300TMJ045M7TR5G76
Fenix Marine Service Holdings Ltd
029103AD0
1234000.00000000
PA
USD
1357400.00000000
0.025210348132
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
8.00000000
N
N
N
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W202
116192.00000000
NS
USD
8435539.20000000
0.156669279441
Long
EP
US
N
2
N
N
N
Ovintiv Inc
N/A
Ovintiv Inc
292505AE4
2715000.00000000
PA
USD
3622568.54000000
0.067280251971
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
6.62500000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
78442FET1
11424000.00000000
PA
USD
12329466.24000000
0.228989344476
Long
DBT
CORP
US
N
2
2024-03-25
Fixed
6.12500000
N
N
N
N
N
N
Aruba Investments, Inc.
N/A
Aruba Investments, Inc. 2020 2nd Lien Term Loan
04317JAF5
7037600.00000000
PA
USD
7061035.21000000
0.131141266993
Long
LON
CORP
US
N
2
2028-11-24
Floating
8.50000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JJ7
4365000.00000000
PA
USD
3890353.44000000
0.072253694253
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.50000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9
46639EAN1
290000.00000000
PA
USD
285404.17000000
0.005300676649
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
4.56600000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABV6
27610000.00000000
PA
USD
28493343.30000000
0.529193387387
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.37500000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAE0
34335000.00000000
PA
USD
37733478.30000000
0.700806044037
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
7.50000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAK4
135000.00000000
PA
USD
139691.25000000
0.002594419510
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
OWL ROCK TECHNOLOGY FINA
254900G5EZJSOD3UKL16
Owl Rock Technology Finance Corp
691205AC2
7155000.00000000
PA
USD
7866281.70000000
0.146096729160
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.75000000
N
N
N
N
N
N
UNITED AIR 2020-1 A PTT
N/A
United Airlines 2020-1 Class A Pass Through Trust
90931GAA7
23872140.25000000
PA
USD
26554175.21000000
0.493178135703
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.87500000
N
N
N
N
N
N
Quicken Loans Inc
549300FGXN1K3HLB1R50
Quicken Loans LLC
74840LAB8
4360000.00000000
PA
USD
4578000.00000000
0.085025028546
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.25000000
N
N
N
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864AJ6
2110000.00000000
PA
USD
2195096.30000000
0.040768485270
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
4.00000000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AD5
5475000.00000000
PA
USD
6241500.00000000
0.115920427188
Long
DBT
CORP
GB
N
2
2027-01-15
Fixed
6.25000000
N
N
N
N
N
N
QUICKEN LOANS LLC/QUICKN
N/A
Quicken Loans LLC / Quicken Loans Co-Issuer Inc
74841CAB7
36940000.00000000
PA
USD
37216680.60000000
0.691207804807
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.87500000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290CA9
6090000.00000000
PA
USD
6286098.00000000
0.116748724747
Long
DBT
CORP
MX
N
2
2026-06-08
Fixed
5.12500000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AT2
35930000.00000000
PA
USD
39152921.00000000
0.727168681889
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
6.87500000
N
N
N
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199105
41003.00000000
NS
USD
14462168.13000000
0.268599007883
Long
EC
CORP
US
N
1
N
N
N
GMR HYDERABAD INTERNATIO
335800NSPGIN89SVOU83
GMR Hyderabad International Airport Ltd
36256WAA2
1240000.00000000
PA
USD
1204935.27000000
0.022378692819
Long
DBT
CORP
IN
N
2
2027-10-27
Fixed
4.25000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AS6
17880000.00000000
PA
USD
18916146.00000000
0.351320632073
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.37500000
N
N
N
N
N
N
MURPHY OIL USA INC
N32S6DTR2ZZ5222WHV58
Murphy Oil USA Inc
626738AF5
2555000.00000000
PA
USD
2525515.30000000
0.046905201065
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
Maps LTD
N/A
MAPS 2021-1 Trust
55292RAA9
15330000.00000000
PA
USD
15364078.59000000
0.285349764242
Long
ABS-O
CORP
US
N
2
2046-06-15
Fixed
2.52100000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441C204
142353.00000000
NS
USD
14053088.16000000
0.261001359101
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746804
7500.00000000
NS
USD
11446575.00000000
0.212591823095
Long
EP
CORP
US
N
1
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAS5
1325000.00000000
PA
USD
1540312.50000000
0.028607495474
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.87500000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PBD6
5370000.00000000
PA
USD
5799600.00000000
0.107713227513
Long
DBT
CORP
US
N
2
2026-02-15
None
0.00000000
N
N
N
N
Y
Expedia Group Inc
Expedia Group Inc
USD
XXXX
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBG5
117000000.00000000
PA
USD
116885742.48000000
2.170863606597
Long
DBT
UST
US
N
2
2023-01-31
Fixed
0.12500000
N
N
N
N
N
N
BANCO SANTANDER MEXICO
SCRYQ25DTVRHYYMM6P89
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand
05969BAD5
13200000.00000000
PA
USD
14977248.00000000
0.278165342669
Long
DBT
CORP
MX
N
2
2025-04-17
Fixed
5.37500000
N
N
N
N
N
N
PARAGON LITIGATION CLASS B
N/A
PARAGON LITIGATION CLASS B
000000000
225503.00000000
NS
USD
1761178.43000000
0.032709533919
Long
EC
CORP
US
Y
3
N
N
N
firstkey homes 2020-sfr1 trust
N/A
FirstKey Homes 2020-SFR1 Trust
33767WAN3
1965000.00000000
PA
USD
1964984.28000000
0.036494723569
Long
ABS-O
CORP
US
N
2
2028-08-17
Fixed
3.23800000
N
N
N
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
00652MAH5
4150000.00000000
PA
USD
3955697.00000000
0.073467289284
Long
DBT
CORP
IN
N
2
2031-02-02
Fixed
3.10000000
N
N
N
N
N
N
MARRIOTT OWNERSHIP RESOR
BW4532OH033VURR0IT68
Marriott Ownership Resorts Inc
57164PAH9
4155000.00000000
PA
USD
4212131.25000000
0.078229921313
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.50000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRUST
5493003CHVRASC16O965
WFRBS Commercial Mortgage Trust 2013-C15
92938CAH0
1725000.00000000
PA
USD
1722547.91000000
0.031992067544
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
4.64600000
N
N
N
N
N
N
Georgia-Pacific LLC
L2EVHWFHVAQK72TMH265
Georgia-Pacific LLC
373298BR8
15225000.00000000
PA
USD
21944314.11000000
0.407561366017
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.75000000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp
302635AG2
7225000.00000000
PA
USD
7470784.10000000
0.138751339310
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.40000000
N
N
N
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
Carvana Co
146869AF9
3665000.00000000
PA
USD
3784955.45000000
0.070296187239
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
CORPORATE OFFICE PROP LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAM8
1910000.00000000
PA
USD
1924412.31000000
0.035741199561
Long
DBT
US
N
2
2031-04-15
Fixed
2.75000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAW1
4510000.00000000
PA
USD
4633032.80000000
0.086047126709
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137206
57041.00000000
NS
USD
6620178.46000000
0.122953443106
Long
EP
CORP
US
N
1
N
N
N
LCM Ltd Partnership
N/A
LCM 30 Ltd
50200YAU2
980000.00000000
PA
USD
970812.79000000
0.018030446741
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
6.32200000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBG1
3925000.00000000
PA
USD
4037843.75000000
0.074992962015
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
Invitation Homes Trust
N/A
Invitation Homes 2018-SFR3 Trust
46187VAC3
960000.00000000
PA
USD
962835.84000000
0.017882294622
Long
ABS-O
CORP
US
N
2
2037-07-17
Floating
1.23200000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AM7
6740000.00000000
PA
USD
7104836.20000000
0.131954762062
Long
DBT
CORP
FR
N
2
2030-01-14
Fixed
3.25000000
N
N
N
N
N
N
OVINTIV INC
N/A
Ovintiv Inc
012873AH8
1495000.00000000
PA
USD
2037374.05000000
0.037839184526
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
8.12500000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAS7
1120000.00000000
PA
USD
1268960.00000000
0.023567793845
Long
DBT
CORP
US
N
2
2026-07-31
Fixed
6.62500000
N
N
N
N
N
N
HOVNANIAN ENTERPRISES
549300805N4EF0ROBT53
Hovnanian Enterprises Inc
442487112
208246.00000000
NS
USD
3858798.38000000
0.071667637049
Long
EP
CORP
US
N
1
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABW4
13640000.00000000
PA
USD
14111262.00000000
0.262081794314
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.50000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXIII Ltd
55820TAQ1
10665000.00000000
PA
USD
10664964.81000000
0.198075346748
Long
ABS-CBDO
CORP
KY
N
2
2031-07-27
Variable
3.17700000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CQ1
18505000.00000000
PA
USD
19661562.50000000
0.365164900136
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.75000000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAQ1
7670000.00000000
PA
USD
7905469.00000000
0.146824536346
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.62500000
N
N
N
N
N
N
NCL FINANCE LTD
N/A
NCL Finance Ltd
62888HAA7
2415000.00000000
PA
USD
2530799.25000000
0.047003337369
Long
DBT
CORP
BM
N
2
2028-03-15
Fixed
6.12500000
N
N
N
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
Carvana Co
146869AD4
6245000.00000000
PA
USD
6569240.40000000
0.122007394612
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.87500000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AT8
9380000.00000000
PA
USD
11232550.00000000
0.208616838007
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.75000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAA9
2655000.00000000
PA
USD
2810981.25000000
0.052207025125
Long
DBT
CORP
XX
N
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HN0
5515000.00000000
PA
USD
5243641.37000000
0.097387670854
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
4.25000000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding Ltd
12565EAG6
3095000.00000000
PA
USD
3095000.00000000
0.057481971024
Long
ABS-CBDO
CORP
KY
N
3
2034-07-15
Floating
0.00000000
N
N
N
N
N
N
OWENS-BROCKWAY
V2UQUCDZJ9WY98W8QU33
Owens-Brockway Glass Container Inc
69073TAT0
8750000.00000000
PA
USD
9515625.00000000
0.176729202110
Long
DBT
CORP
US
N
2
2027-05-13
Fixed
6.62500000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
130385.00000000
NS
USD
14578346.85000000
0.270756740296
Long
EC
CORP
US
N
1
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2019-GS3
52474WAA5
550340.29000000
PA
USD
554917.64000000
0.010306222844
Long
ABS-O
CORP
US
N
2
2059-04-25
Variable
3.75000000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410GAE4
16600000.00000000
PA
USD
16003497.26000000
0.297225384746
Long
DBT
US
N
2
2029-02-01
Fixed
3.12500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300V2DF3KW9L1CV04
Wells Fargo Commercial Mortgage Trust 2013-LC12
94988QAQ4
1550000.00000000
PA
USD
1556188.07000000
0.028902344926
Long
ABS-MBS
CORP
US
N
2
2046-07-15
Variable
4.43500000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBC5
185000.00000000
PA
USD
186887.51000000
0.003470973322
Long
DBT
CORP
US
N
2
2043-01-31
Fixed
4.30000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAM1
6590000.00000000
PA
USD
7437474.00000000
0.138132686579
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.87500000
N
N
N
N
N
N
CLARIVATE PLC
549300WDHIIODXFO0R55
Clarivate PLC
000000000
115400.00000000
NS
USD
12082380.00000000
0.224400328616
Long
EP
CORP
JE
N
1
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCY0
29835000.00000000
PA
USD
32303885.93000000
0.599964793217
Long
DBT
CORP
US
N
2
2030-06-21
Fixed
3.60000000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BG2
11670000.00000000
PA
USD
17672756.25000000
0.328227742386
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
1.25000000
N
N
N
N
Y
Southwest Airlines Co
Southwest Airlines Co
USD
XXXX
N
N
N
BIOMARIN PHARMACEUTICAL
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061GAK7
27195000.00000000
PA
USD
27247408.84000000
0.506053236004
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
1.25000000
N
N
N
N
N
BioMarin Pharmaceutical Inc
BioMarin Pharmaceutical Inc
USD
XXXX
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AG8
3975000.00000000
PA
USD
4117106.25000000
0.076465066936
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.87500000
N
N
N
N
N
N
PIONEER ENERGY SERVICES CORP COMMON STOCK
529900NHYED469G7XK29
PIONEER ENERGY SERVICES CORP COMMON STOCK
723664207
60638.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
Y
3
N
N
N
HIGHWOODS PROPERTIES
ZIIGTYKL9T0X3HLTDX53
Highwoods Properties Inc
431284207
1596.00000000
NS
USD
1995000.00000000
0.037052191338
Long
EP
US
N
2
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAH3
7860000.00000000
PA
USD
7970040.00000000
0.148023782986
Long
DBT
CORP
US
N
2
2025-12-15
None
0.00000000
N
N
N
N
Y
Uber Technologies Inc
Uber Technologies Inc
USD
XXXX
N
N
N
PALO ALTO NETWORKS
549300QXR2YVZV231H43
Palo Alto Networks Inc
697435AF2
23210000.00000000
PA
USD
31565600.00000000
0.586252957858
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.37500000
N
N
N
N
Y
Palo Alto Networks Inc
Palo Alto Networks Inc
USD
XXXX
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAY7
16660000.00000000
PA
USD
16778595.38000000
0.311620915497
Long
DBT
US
N
2
2031-07-15
Fixed
2.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
164431.00000000
NS
USD
15076678.39000000
0.280012016271
Long
EC
CORP
US
N
1
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-981452.38000000
-0.01822805081
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
75391000.00000000
BRL
14063648.40000000
USD
2021-09-02
-981452.38000000
N
N
N
OVINTIV INC
N/A
Ovintiv Inc
292505AG9
540000.00000000
PA
USD
718930.03000000
0.013352347383
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
6.50000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AR6
2630000.00000000
PA
USD
2751269.30000000
0.051098023322
Long
DBT
CORP
CA
N
2
2026-03-01
Fixed
6.87500000
N
N
N
N
N
N
Southwestern Energy Co
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AL3
1110000.00000000
PA
USD
1228770.00000000
0.022821363985
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
6.45000000
N
N
N
N
N
N
TRINET GROUP INC
5299003FJVBETSFKE990
TriNet Group Inc
896288AA5
9620000.00000000
PA
USD
9485320.00000000
0.176166361679
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.50000000
N
N
N
N
N
N
CENTRAL BANK OF ICELAND
549300K5GD3JPA2LLG98
CENTRAL BANK OF ICELAND 06/17 1
000000000
1693051726.00000000
PA
13685649.71000000
0.254177098572
Long
STIV
NUSS
IS
N
2
2050-01-01
None
0.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CY9
2795000.00000000
PA
USD
3309713.11000000
0.061469736054
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
LIQUID TELECOM FINANCE
635400MXAVJRJJCWVI87
Liquid Telecommunications Financing Plc
536333AB3
490000.00000000
PA
USD
502049.10000000
0.009324320458
Long
DBT
CORP
GB
N
2
2026-09-04
Fixed
5.50000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR4
74333EAG7
9252000.00000000
PA
USD
9234877.32000000
0.171515008246
Long
ABS-O
CORP
US
N
2
2038-05-17
Fixed
3.40700000
N
N
N
N
N
N
SENSATA TECHNOLOGIES BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAK9
5200000.00000000
PA
USD
5278433.16000000
0.098033842312
Long
DBT
CORP
NL
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AX8
8090000.00000000
PA
USD
8120599.37000000
0.150820050949
Long
DBT
CORP
GB
N
2
2030-09-10
Fixed
2.62500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CQ6
2660000.00000000
PA
USD
2743923.00000000
0.050961583967
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.75000000
N
N
N
N
N
N
Elmwood CLO VIII Ltd
N/A
Elmwood CLO VIII Ltd
29003EAQ8
2890000.00000000
PA
USD
2887343.80000000
0.053625270646
Long
ABS-CBDO
CORP
KY
N
2
2034-01-20
Floating
2.96600000
N
N
N
N
N
N
AIR CANADA 2020-2A PTT
N/A
Air Canada 2020-2 Class A Pass Through Trust
00909DAA1
16395410.91000000
PA
USD
17754754.43000000
0.329750655797
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
5.25000000
N
N
N
N
N
N
NORTHWEST AIR 2002-1 G2
N/A
Northwest Airlines 2002-1 Class G-2 Pass Through Trust
667294BB7
120263.94000000
PA
USD
121893.52000000
0.002263870689
Long
DBT
CORP
US
N
2
2021-11-20
Fixed
6.26400000
N
N
N
N
N
N
IONIS PHARMACEUTICALS IN
549300SI4ZGLG0BLUZ92
Ionis Pharmaceuticals Inc
462222AC4
5015000.00000000
PA
USD
4913195.50000000
0.091250456015
Long
DBT
CORP
US
N
2
2026-04-01
None
0.00000000
N
N
N
N
Y
Ionis Pharmaceuticals Inc
Ionis Pharmaceuticals Inc
USD
XXXX
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BV5
71120000.00000000
PA
USD
70342414.46000000
1.306436390884
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.70000000
N
N
N
N
N
N
ANTARES HOLDINGS
N/A
Antares Holdings LP
03666HAA9
1020000.00000000
PA
USD
1104821.69000000
0.020519330653
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
6.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMC3
27835000.00000000
PA
USD
27965004.48000000
0.519380800394
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAK8
6980000.00000000
PA
USD
7091019.69000000
0.131698154557
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
3.12500000
N
N
N
N
N
N
522 Funding CLO LTD
N/A
ASSURANT CLO LTD
33835NAG6
6730000.00000000
PA
USD
6730000.00000000
0.124993106622
Long
ABS-CBDO
CORP
KY
N
3
2031-10-20
Floating
3.20100000
N
N
N
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2021-NPL1 LLC
91790CAA4
369015.84000000
PA
USD
369983.77000000
0.006871533553
Long
ABS-O
CORP
US
N
2
2050-12-26
Variable
2.28900000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377REQ3
5000000.00000000
PA
USD
5075250.00000000
0.094260217590
Long
ABS-O
CORP
US
N
2
2026-08-20
Fixed
3.34000000
N
N
N
N
N
N
MARVELL TECHNOLOGY INC
N/A
Marvell Technology Inc
573874AG9
5655000.00000000
PA
USD
5860677.84000000
0.108847597345
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.95000000
N
N
N
N
N
N
BHARTI AIRTEL LTD
335800KQ1FPKOQ84OR26
Bharti Airtel Ltd
08860HAC8
6300000.00000000
PA
USD
6249758.13000000
0.116073801531
Long
DBT
CORP
IN
N
2
2031-06-03
Fixed
3.25000000
N
N
N
N
N
N
AIG CLO Ltd
N/A
AIG CLO
00141YAG0
9390000.00000000
PA
USD
9389448.81000000
0.174385791416
Long
ABS-CBDO
CORP
KY
N
2
2034-04-22
Floating
3.13400000
N
N
N
N
N
N
Elmwood CLO V Ltd
N/A
Elmwood CLO V Ltd
29003BAP6
5230000.00000000
PA
USD
5230000.00000000
0.097134316141
Long
ABS-CBDO
CORP
KY
N
3
2034-10-20
Floating
0.00000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AY4
12330000.00000000
PA
USD
12283762.50000000
0.228140510532
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
2.50000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
124857AK9
4469000.00000000
PA
USD
5420560.04000000
0.100673497627
Long
DBT
CORP
US
N
2
2044-08-15
Fixed
4.90000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBC3
12590000.00000000
PA
USD
13750798.00000000
0.255387066946
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBN1
1425000.00000000
PA
USD
1524832.79000000
0.028319998142
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.80000000
N
N
N
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAW1
3585000.00000000
PA
USD
3620850.00000000
0.067248334340
Long
DBT
CORP
BM
N
2
2026-06-15
Fixed
5.25000000
N
N
N
N
N
N
Benefit Street Partners CLO Ltd
N/A
Benefit Street Partners CLO XVI Ltd
08181VAW5
1505000.00000000
PA
USD
1504994.43000000
0.027951549666
Long
ABS-CBDO
CORP
KY
N
2
2032-01-17
Floating
3.00000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
115898.00000000
NS
USD
15873390.08000000
0.294808965634
Long
EC
CORP
US
N
1
N
N
N
Avon Products Inc
5493007RY69UEB1F1B45
Avon Products Inc
054303AZ5
11880000.00000000
PA
USD
15406578.00000000
0.286139085681
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
8.45000000
N
N
N
N
N
N
Marks & Spencer PLC
213800CN1RI3UCIZWB95
Marks & Spencer PLC
57069PAA0
6365000.00000000
PA
USD
7523111.75000000
0.139723196002
Long
DBT
CORP
GB
N
2
2037-12-01
Fixed
7.12500000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBC0
9590000.00000000
PA
USD
10259669.70000000
0.190547992380
Long
DBT
CORP
AU
N
2
2031-04-01
Fixed
4.37500000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300UHUHCR3388B324
Neuberger Berman CLO XVI-S Ltd
64131TAU8
3480000.00000000
PA
USD
3479964.50000000
0.064631734589
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
3.10000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CB9
415000.00000000
PA
USD
425869.14000000
0.007909466095
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
3.85000000
N
N
N
N
N
N
Leonardo US Holdings Inc
529900WVR776KSXHSA85
Leonardo US Holdings Inc
583491AB1
8815000.00000000
PA
USD
11384396.20000000
0.211437005654
Long
DBT
CORP
US
N
2
2039-07-15
Fixed
7.37500000
N
N
N
N
N
N
PULTE GROUP INC
N/A
PulteGroup Inc
745867AP6
13190000.00000000
PA
USD
17420824.40000000
0.323548731303
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
6.37500000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAR0
3575000.00000000
PA
USD
3704972.77000000
0.068810706756
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
3.12500000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust
74333HAN5
5465000.00000000
PA
USD
5464016.30000000
0.101480590188
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
3.42200000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BL0
6485000.00000000
PA
USD
6760612.50000000
0.125561658104
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.50000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AL9
1810000.00000000
PA
USD
1877875.00000000
0.034876884115
Long
DBT
CORP
CA
N
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
QUICKEN LOANS LLC/QUICKN
N/A
Quicken Loans LLC / Quicken Loans Co-Issuer Inc
74841CAA9
11965000.00000000
PA
USD
11815437.50000000
0.219442531831
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.62500000
N
N
N
N
N
N
Automatic Data Processing Inc
HGBOLILQXWER4SAL2I23
Automatic Data Processing Inc
053015103
74726.00000000
NS
USD
14842078.12000000
0.275654896425
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBD2
109525000.00000000
PA
USD
109430876.41000000
2.032407905328
Long
DBT
UST
US
N
2
2022-12-31
Fixed
0.12500000
N
N
N
N
N
N
Bain Capital Credit CLO, Limited
N/A
Bain Capital Credit CLO 2017-2 Ltd
05683HAU9
3025000.00000000
PA
USD
3025000.00000000
0.056181894135
Long
ABS-CBDO
CORP
KY
N
3
2034-07-25
Floating
0.00000000
N
N
N
N
N
N
Willis Engine Securitization Trust
N/A
Willis Engine Structured Trust VI
97064GAA1
9318728.55000000
PA
USD
9389224.73000000
0.174381629684
Long
ABS-O
CORP
US
N
2
2046-05-15
Fixed
3.10400000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
39862000.00000000
PA
USD
53679406.12000000
0.996962218806
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
Palmer Square CLO Ltd
5493006ZPBFJJGSXB826
Palmer Square CLO 2015-1 Ltd
69689ABL3
970000.00000000
PA
USD
969903.00000000
0.018013549642
Long
ABS-CBDO
CORP
KY
N
2
2034-05-21
Floating
1.83500000
N
N
N
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864AG2
1980000.00000000
PA
USD
2007225.00000000
0.037279240481
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.75000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863BA7
13790000.00000000
PA
USD
14097093.51000000
0.261818649651
Long
DBT
CORP
GB
N
2
2031-03-17
Fixed
2.87500000
N
N
N
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-Mobile US Inc
872590104
184918.00000000
NS
USD
26781673.94000000
0.497403362005
Long
EC
CORP
US
N
1
N
N
N
AMER AIRLINE 17-2B PTT
N/A
American Airlines 2017-2 Class B Pass Through Trust
02377DAA0
813723.87000000
PA
USD
789072.19000000
0.014655064543
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.70000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAN9
4075000.00000000
PA
USD
4746193.25000000
0.088148802220
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.12500000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT SEP21 XCBT 20210921
000000000
-4688.00000000
NC
USD
-10140500.29000000
-0.18833471529
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US 10 Year Ultra Bond
UXYU1 Comdty
2021-09-21
-679947749.71000000
USD
-10140500.29000000
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938CAJ7
950000.00000000
PA
USD
1060437.50000000
0.019695004086
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.75000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAS0
23110000.00000000
PA
USD
26315946.77000000
0.488753631572
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.30000000
N
N
N
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166AW4
2840000.00000000
PA
USD
3669724.15000000
0.068156050810
Long
DBT
US
N
2
2027-10-01
Fixed
6.95000000
N
N
N
N
N
N
HTA GROUP LTD
213800WEFU8O8X6EPU13
HTA Group Ltd/Mauritius
000000000
20720000.00000000
PA
USD
22041521.60000000
0.409366754749
Long
DBT
CORP
MU
N
2
2025-12-18
Fixed
7.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJL4
9275000.00000000
PA
USD
9039000.96000000
0.167877089264
Long
DBT
CORP
US
N
2
2031-10-24
Fixed
1.92200000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM 30 Ltd
50200YAS7
5980000.00000000
PA
USD
5962558.13000000
0.110739771780
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
6.32200000
N
N
N
N
N
N
SPLUNK INC
549300XGDSGBP6UEI867
Splunk Inc
848637AF1
2885000.00000000
PA
USD
2811071.88000000
0.052208708353
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
1.12500000
N
N
N
N
Y
Splunk Inc
Splunk Inc
USD
XXXX
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBP9
31380000.00000000
PA
USD
32692939.20000000
0.607190495574
Long
DBT
CORP
GB
N
2
2035-09-23
Fixed
3.56400000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AN5
5670000.00000000
PA
USD
5379722.71000000
0.099915045213
Long
DBT
CORP
FR
N
2
2041-01-11
Fixed
2.81100000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
186252.00000000
NS
USD
14484818.04000000
0.269019673948
Long
EC
CORP
US
N
1
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 3 LTD
67112RAY0
6450000.00000000
PA
USD
6450000.00000000
0.119792799065
Long
ABS-CBDO
CORP
KY
N
3
2035-07-02
Floating
0.00000000
N
N
N
N
N
N
CINC BELL TEL
N/A
Cincinnati Bell Telephone Co LLC
171875AD9
350000.00000000
PA
USD
386694.00000000
0.007181884750
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
6.30000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAT3
6520000.00000000
PA
USD
8002843.60000000
0.148633028733
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.87500000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BX0
2395000.00000000
PA
USD
2633542.00000000
0.048911529866
Long
DBT
CORP
MX
N
2
2030-09-17
Fixed
5.20000000
N
N
N
N
N
N
IQOR US Inc.
549300LKMK4MMQCMDH78
IQOR US Inc.
942AEX002
23768.00000000
NS
USD
318800.18000000
0.005920924946
Long
EC
CORP
US
N
2
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-LC4 Mortgage Trust
126192AF0
2570000.00000000
PA
USD
2579524.16000000
0.047908282075
Long
ABS-MBS
CORP
US
N
2
2044-12-10
Variable
4.93400000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CK9
6000000.00000000
PA
USD
6318281.04000000
0.117346445126
Long
DBT
CORP
US
N
2
2049-05-01
Fixed
3.90000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABF1
25025000.00000000
PA
USD
27973445.50000000
0.519537571466
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CK3
6610000.00000000
PA
USD
6721364.55000000
0.124832724493
Long
DBT
CORP
DE
N
2
2032-05-28
Fixed
3.03500000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BZ1
16025000.00000000
PA
USD
20426937.86000000
0.379379854665
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
5.25000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAU0
1305000.00000000
PA
USD
1585048.30000000
0.029438352327
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.37500000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBE1
11340000.00000000
PA
USD
12013614.37000000
0.223123177097
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
4.70000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBD2
1025000.00000000
PA
USD
1209265.95000000
0.022459124490
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
5.00000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
639057AC2
13265000.00000000
PA
USD
13263340.02000000
0.246333740458
Long
DBT
CORP
GB
N
2
2027-06-14
Fixed
1.64200000
N
N
N
N
N
N
ArcelorMittal
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LAS3
22016000.00000000
PA
USD
30578945.31000000
0.567928287001
Long
DBT
CORP
LU
N
2
2041-03-01
Fixed
7.00000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BZ9
3580000.00000000
PA
USD
3696332.10000000
0.068650227679
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
China Evergrande Group
549300CUF7B1LAB15T90
China Evergrande Group
000000000
1800000.00000000
PA
USD
1539900.00000000
0.028599834307
Long
DBT
CORP
KY
N
2
2022-03-23
Fixed
8.25000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-RPL4 Trust
12662GAC2
13665317.50000000
PA
USD
13734832.97000000
0.255090555996
Long
ABS-MBS
CORP
US
N
2
2060-12-27
Variable
1.79600000
N
N
N
N
N
N
KVK CLO Ltd
5493007VGL59COTLZY21
KVK CLO 2013-1 Ltd
482739AJ8
2195000.00000000
PA
USD
2194982.00000000
0.040766362430
Long
ABS-CBDO
CORP
KY
N
2
2028-01-14
Floating
3.13600000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
639907.00000000
NS
USD
42758585.74000000
0.794134987579
Long
EC
CORP
US
N
1
N
N
N
Ziggo BV
213800TQASLF9JXH5J59
Ziggo BV
98954NAA7
4915000.00000000
PA
USD
5106685.00000000
0.094844044976
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
5.50000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
36186CBY8
6000000.00000000
PA
USD
8622289.74000000
0.160137708885
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.00000000
N
N
N
N
N
N
ATHENE GLOBAL FU
549300LM1QSI4MSIL320
Athene Global Funding
04685A2Z3
9880000.00000000
PA
USD
9881093.22000000
0.183516870488
Long
DBT
CORP
US
N
2
2026-06-29
Fixed
1.60800000
N
N
N
N
N
N
GENM CAPITAL LABUAN
254900DWSHIWTSE0YG58
Genm Capital Labuan Ltd
37231BAA6
12960000.00000000
PA
USD
12901161.60000000
0.239607171978
Long
DBT
CORP
MY
N
2
2031-04-19
Fixed
3.88200000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
639057AB4
14965000.00000000
PA
USD
14971734.25000000
0.278062938399
Long
DBT
CORP
GB
N
2
2035-11-28
Fixed
3.03200000
N
N
N
N
N
N
AMER AIRLINE 16-3 B PTT
N/A
American Airlines 2016-3 Class B Pass Through Trust
023771S41
1415848.31000000
PA
USD
1360007.25000000
0.025258771353
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.75000000
N
N
N
N
N
N
TELECOM ITALIA CAPITAL
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAM0
30646000.00000000
PA
USD
35357822.50000000
0.656684112580
Long
DBT
CORP
LU
N
2
2034-09-30
Fixed
6.00000000
N
N
N
N
N
N
GO DADDY OPCO/FINCO
N/A
Go Daddy Operating Co LLC / GD Finance Co Inc
38016LAC9
10550000.00000000
PA
USD
10481425.00000000
0.194666548673
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBU9
18750000.00000000
PA
USD
17981465.25000000
0.333961248620
Long
DBT
CORP
US
N
2
2031-11-19
Fixed
1.76400000
N
N
N
N
N
N
2021-12-20
LOOMIS SAYLES FUNDS II
John Sgroi
John Sgroi
Assistant Treasurer