0001752724-20-241956.txt : 20201123
0001752724-20-241956.hdr.sgml : 20201123
20201123162203
ACCESSION NUMBER: 0001752724-20-241956
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200930
FILED AS OF DATE: 20201123
PERIOD START: 20200930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: WESTERN ASSET HIGH INCOME OPPORTUNITY FUND INC.
CENTRAL INDEX KEY: 0000910068
IRS NUMBER: 133735236
STATE OF INCORPORATION: MD
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-07920
FILM NUMBER: 201337646
BUSINESS ADDRESS:
STREET 1: 620 EIGHTH AVENUE
STREET 2: 49TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10018
BUSINESS PHONE: 888-777-0102
MAIL ADDRESS:
STREET 1: 620 EIGHTH AVENUE
STREET 2: 49TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10018
FORMER COMPANY:
FORMER CONFORMED NAME: HIGH INCOME OPPORTUNITY FUND INC
DATE OF NAME CHANGE: 19941230
FORMER COMPANY:
FORMER CONFORMED NAME: SMITH BARNEY HIGH INCOME OPPORTUNITY FUND INC
DATE OF NAME CHANGE: 19930913
FORMER COMPANY:
FORMER CONFORMED NAME: SMITH BARNEY HIGH INCOME FUND INC
DATE OF NAME CHANGE: 19930802
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000910068
XXXXXXXX
Western Asset High Income Opportunity Fund Inc.
811-07920
0000910068
549300S7N70O2ERKYG47
620 Eighth Avenue
49thFloor
New York
10018
1-888-777-0102
Western Asset High Income Opportunity Fund Inc.
549300S7N70O2ERKYG47
2020-09-30
2020-09-30
N
686075800.23
17815327.02
668260473.21
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
570000.00000000
0.00000000
0.00000000
4634130.91000000
USD
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
410345AL6
856000.00000000
PA
USD
915385.00000000
0.136980269924
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.87500000
N
N
N
N
N
N
UNITED AIRLINES HOLDINGS
98450079DA0B78DD6764
United Airlines Holdings Inc
910047AJ8
3830000.00000000
PA
USD
3547537.50000000
0.530861489227
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
4.25000000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
2620000.00000000
PA
USD
2734625.00000000
0.409215434643
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCJ0
850000.00000000
PA
USD
888250.00000000
0.132919727502
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.50000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AB3
960000.00000000
PA
USD
998172.81000000
0.149368823986
Long
DBT
CORP
N/A
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BF0
750000.00000000
PA
USD
797343.75000000
0.119316311822
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.50000000
N
N
N
N
N
N
TRANSPORT DE GAS DEL SUR
5299002TRC7IFQYSW596
Transportadora de Gas del Sur SA
893870AX3
2420000.00000000
PA
USD
1957961.50000000
0.292993761937
Long
DBT
CORP
AR
N
2
2025-05-02
Fixed
6.75000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAB5
4660000.00000000
PA
USD
4289513.83000000
0.641892495810
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
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AN1
300000.00000000
PA
USD
277500.00000000
0.041525724043
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
3.80000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBJ3
1430000.00000000
PA
USD
1584618.75000000
0.237125913251
Long
DBT
CORP
US
N
2
2034-11-14
Fixed
5.40000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91911KAK8
700000.00000000
PA
USD
725200.00000000
0.108520558834
Long
DBT
CORP
CA
N
2
2024-03-15
Fixed
7.00000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599ED3
4970000.00000000
PA
USD
4594143.75000000
0.687478002092
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.62500000
N
N
N
N
N
N
GREIF INC
54930070FVGKR0Z1FI24
Greif Inc
397624AH0
1583000.00000000
PA
USD
1642924.47000000
0.245850912310
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
6.50000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AH4
930000.00000000
PA
USD
981731.25000000
0.146908471974
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.75000000
N
N
N
N
N
N
WYNN RESORTS FINANCE LLC
N/A
Wynn Resorts Finance LLC / Wynn Resorts Capital Corp
983133AB5
2840000.00000000
PA
USD
3011252.00000000
0.450610521004
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.75000000
N
N
N
N
N
N
WYNDHAM HOTELS & RESORTS
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts Inc
98311AAB1
1100000.00000000
PA
USD
1069062.50000000
0.159976916615
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.37500000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AS0
220000.00000000
PA
USD
190968.80000000
0.028577000683
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.37500000
N
N
N
N
N
N
ALLISON TRANSMISSION INC
MWKQ3I0U1GXP2YDSZW75
Allison Transmission Inc
019736AE7
1985000.00000000
PA
USD
2048271.88000000
0.306508010291
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.75000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397XW8
1950000.00000000
PA
USD
1952925.00000000
0.292240088751
Long
DBT
CORP
US
N
2
2021-03-18
Fixed
3.33600000
N
N
N
N
N
N
CARRIAGE SERVICES INC
N/A
Carriage Services Inc
143905AN7
5760000.00000000
PA
USD
6039705.60000000
0.903795128116
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.62500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48126HAA8
1390000.00000000
PA
USD
1429368.55000000
0.213893924196
Long
DBT
CORP
US
N
2
N/A
Fixed
6.00000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
1530000.00000000
PA
USD
1699256.25000000
0.254280526549
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AJ3
1070000.00000000
PA
USD
866700.00000000
0.129694937041
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
5.30000000
N
N
N
N
N
N
MICHAELS STORES INC
BV4WJ23XIGNG4UDYEK73
Michaels Stores Inc
594087AU2
1320000.00000000
PA
USD
1381630.80000000
0.206750339933
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
8.00000000
N
N
N
N
N
N
TC ZIRAAT BANKASI AS
213800K5KTZFSUS8MR51
TC Ziraat Bankasi AS
90014TAC5
2040000.00000000
PA
USD
1915111.20000000
0.286581546683
Long
DBT
CORP
TR
N
2
2023-09-29
Fixed
5.12500000
N
N
N
N
N
N
ROCKIES EXPRESS PIPELINE
W2ZGZGZKY5GGNY6F3V51
Rockies Express Pipeline LLC
77340RAM9
1140000.00000000
PA
USD
1180812.00000000
0.176699363098
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
6.87500000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands Inc
84762LAU9
1210000.00000000
PA
USD
1250535.00000000
0.187132869611
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.75000000
N
N
N
N
N
N
DAE FUNDING LLC
635400SZTPQL3Y1P2C76
DAE Funding LLC
23371DAA2
3663000.00000000
PA
USD
3630948.75000000
0.543343336253
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
4.50000000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands Inc
84762LAS4
810000.00000000
PA
USD
834806.25000000
0.124922284568
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
6.12500000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
315370000.00000000
PA
4488761.60000000
0.671708380182
Long
DBT
NUSS
RU
N
2
2026-09-16
Fixed
7.75000000
N
N
N
N
N
N
L BRANDS INC
GR3KVMWVCR54YWQNXU90
L Brands Inc
501797AS3
3480000.00000000
PA
USD
3763654.80000000
0.563201768005
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.87500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JM4
3240000.00000000
PA
USD
3400492.10000000
0.508857284894
Long
DBT
CORP
US
N
2
N/A
Fixed
5.95000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397YT4
200000.00000000
PA
USD
191060.00000000
0.028590648057
Long
DBT
CORP
US
N
2
2027-11-02
Fixed
3.81500000
N
N
N
N
N
N
SALLY HOLDINGS/SALLY CAP
N/A
Sally Holdings LLC / Sally Capital Inc
79546VAL0
1590000.00000000
PA
USD
1614080.55000000
0.241534643257
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.62500000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AN9
1380000.00000000
PA
USD
1654275.00000000
0.247549431145
Long
DBT
CORP
CO
N
2
2030-04-29
Fixed
6.87500000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZJ0
2510000.00000000
PA
USD
2467346.34000000
0.369219254903
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.62500000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229BB1
1190000.00000000
PA
USD
1285200.00000000
0.192320218166
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.87500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BP3
3560000.00000000
PA
USD
3783158.60000000
0.566120360497
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HAR2
3480000.00000000
PA
USD
3901950.00000000
0.583896572732
Long
DBT
CORP
BM
N
2
2024-05-15
Fixed
12.25000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DAU9
550000.00000000
PA
USD
560694.75000000
0.083903623284
Long
DBT
CORP
US
N
2
2022-03-01
Fixed
3.55000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
3530000.00000000
PA
698341.17000000
0.104501343113
Long
DBT
NUSS
BR
N
2
2023-01-01
Fixed
10.00000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZZ4
720000.00000000
PA
USD
755945.56000000
0.113121393574
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.37500000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AK1
2710000.00000000
PA
USD
2710745.25000000
0.405642015152
Long
DBT
CORP
CA
N
2
2023-04-01
Fixed
7.25000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAF7
720000.00000000
PA
USD
743400.00000000
0.111244047763
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.00000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AC1
4751000.00000000
PA
USD
4954841.66000000
0.741453648485
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.00000000
N
N
N
N
N
N
CLARK EQUIPMENT CO
549300X1FKNY520VPF71
Clark Equipment Co
181396AE2
1970000.00000000
PA
USD
2048800.00000000
0.306587039355
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.87500000
N
N
N
N
N
N
VOC ESCROW LTD
N/A
VOC Escrow Ltd
91832VAA2
2900000.00000000
PA
USD
2574286.50000000
0.385222020933
Long
DBT
CORP
BM
N
2
2028-02-15
Fixed
5.00000000
N
N
N
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
45824TAR6
2910000.00000000
PA
USD
2958480.60000000
0.442713690035
Long
DBT
CORP
LU
N
2
2024-02-15
Variable
8.00000000
Y
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AT9
2070000.00000000
PA
USD
2225250.00000000
0.332991414157
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
9.50000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBJ0
490000.00000000
PA
USD
504001.75000000
0.075419955272
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.87500000
N
N
N
N
N
N
DONNELLEY FINANCIAL SOL
549300O1NPY4J56QCU04
Donnelley Financial Solutions Inc
25787GAC4
1680000.00000000
PA
USD
1765923.60000000
0.264256778725
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
8.25000000
N
N
N
N
N
N
CAESARS RESORT / FINCO
N/A
Caesars Resort Collection LLC / CRC Finco Inc
12770RAA1
1030000.00000000
PA
USD
1063475.00000000
0.159140790550
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
5.75000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAT4
7700000.00000000
PA
USD
8099065.82000000
1.211962422541
Long
DBT
CORP
IT
N
2
2024-06-26
Fixed
5.01700000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AS6
2620000.00000000
PA
USD
2773925.00000000
0.415096375022
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.37500000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
4344000.00000000
PA
788211.42000000
0.117949729424
Long
DBT
NUSS
BR
N
2
2021-01-01
Fixed
10.00000000
N
N
N
N
N
N
PAMPA ENERGIA SA
254900QNIK0CVURGML24
Pampa Energia SA
000000000
1400000.00000000
PA
USD
1198890.00000000
0.179404595672
Long
DBT
CORP
AR
N
2
2023-07-21
Fixed
7.37500000
N
N
N
N
N
N
MERCER INTL INC
549300Z5IAG39VRTY874
Mercer International Inc
588056AY7
1820000.00000000
PA
USD
1846162.50000000
0.276263908163
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
7.37500000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAF5
5160000.00000000
PA
USD
4975014.00000000
0.744472282806
Long
DBT
CORP
MX
N
2
2033-01-18
Fixed
5.12500000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAB2
1550000.00000000
PA
USD
1597401.95000000
0.239038820046
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.37500000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
20338QAA1
4760000.00000000
PA
USD
4956373.80000000
0.741682921360
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
8.25000000
N
N
N
N
N
N
INTERFACE SPECIAL HLDGS
N/A
Interface Special Holdings Inc
45875AAA2
2610297.00000000
PA
USD
39154.46000000
0.005859161445
Long
DBT
CORP
US
N
3
2023-11-01
Fixed
19.00000000
N
N
Y
N
N
N
MILEAGE PLUS HOLDINGS IN
N/A
Mileage Plus Holdings LLC
000000000
2210000.00000000
PA
USD
2250228.63000000
0.336729272523
Long
LON
CORP
US
N
2
2027-06-20
Floating
6.25000000
N
N
N
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAB2
980000.00000000
PA
USD
1058400.00000000
0.158381356137
Long
DBT
CORP
NL
N
2
2027-08-15
Fixed
8.50000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAW7
4610000.00000000
PA
USD
5031902.96000000
0.752985274713
Long
DBT
CORP
IT
N
2
2026-01-15
Fixed
5.71000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AM3
640000.00000000
PA
USD
710592.00000000
0.106334584864
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.75000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAA9
3073000.00000000
PA
USD
3353088.59000000
0.501763717056
Long
DBT
CORP
FR
N
2
2027-02-01
Fixed
8.12500000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397XQ1
2000000.00000000
PA
USD
2000775.00000000
0.299400470356
Long
DBT
CORP
US
N
2
2021-01-15
Fixed
3.20000000
N
N
N
N
N
N
DIVERSIFIED HEALTHCARE T
N/A
Diversified Healthcare Trust
25525PAA5
700000.00000000
PA
USD
779548.00000000
0.116653315773
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
9.75000000
N
N
N
N
N
N
UNITED AIRLINES HOLDINGS
98450079DA0B78DD6764
United Airlines Holdings Inc
910047AH2
800000.00000000
PA
USD
701500.00000000
0.104974037538
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
5.00000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAV2
380000.00000000
PA
USD
442097.06000000
0.066156398249
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.12500000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAC3
920000.00000000
PA
USD
937894.00000000
0.140348567302
Long
DBT
CORP
CA
N
2
2024-05-15
Fixed
4.25000000
N
N
N
N
N
N
SUBURBAN PROPANE PARTNRS
N/A
Suburban Propane Partners LP/Suburban Energy Finance Corp
864486AK1
3750000.00000000
PA
USD
3864843.75000000
0.578343910037
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.87500000
N
N
N
N
N
N
FRONTDOOR INC
5493008RB0JZJI3QGZ06
frontdoor Inc
35905AAA7
3202000.00000000
PA
USD
3421529.12000000
0.512005311875
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.75000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBL5
670000.00000000
PA
USD
700150.00000000
0.104772020502
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.50000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724BM3
1250000.00000000
PA
USD
1177768.75000000
0.176243964324
Long
DBT
NUSS
UA
N
2
2032-09-25
Fixed
7.37500000
N
N
N
N
N
N
Party City Holdings
N/A
Party City Holdings
000000000
127129.00000000
NS
USD
330535.40000000
0.049462060566
Long
EC
CORP
US
N
2
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WAL5
670000.00000000
PA
USD
736424.91000000
0.110200279609
Long
DBT
CORP
KY
N
2
2025-01-01
Fixed
4.75000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAB4
1080000.00000000
PA
USD
1076630.40000000
0.161109394190
Long
DBT
CORP
US
N
2
2024-10-25
Fixed
5.87500000
N
N
N
N
N
N
ADIENT US LLC
213800SOTRCDGZUHL712
Adient US LLC
00688JAB3
1080000.00000000
PA
USD
1192725.00000000
0.178482051208
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
9.00000000
N
N
N
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAG1
300000.00000000
PA
USD
296212.50000000
0.044325904624
Long
DBT
CORP
KY
N
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAD9
4011000.00000000
PA
USD
3126073.13000000
0.467792613108
Long
DBT
CORP
BM
N
2
2027-09-15
Fixed
5.87500000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BV1
3190000.00000000
PA
USD
3773062.36000000
0.564609536439
Long
DBT
CORP
US
N
2
2044-06-24
Fixed
5.75000000
N
N
N
N
N
N
MAGELLAN HEALTH SRVCS
N/A
Magellan Health Inc
559079AK4
4105000.00000000
PA
USD
4239869.78000000
0.634463648528
Long
DBT
CORP
US
N
2
2024-09-22
Variable
4.90000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBT9
4321000.00000000
PA
USD
4552411.16000000
0.681233043476
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.12500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DC6
750000.00000000
PA
USD
680497.50000000
0.101831176207
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.55000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCX6
2500000.00000000
PA
USD
2584012.50000000
0.386677441445
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.25000000
N
N
N
N
N
N
Dreyfus Government Cash Management
549300F7IDB6WRO7VJ11
Dreyfus Government Cash Management
262006208
9482505.44000000
NS
USD
9482505.44000000
1.418983438366
Long
STIV
RF
US
N
1
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WAR2
400000.00000000
PA
USD
448951.17000000
0.067182062683
Long
DBT
CORP
KY
N
2
2027-06-01
Fixed
4.87500000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BK2
3710000.00000000
PA
USD
4038335.00000000
0.604305530836
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
8.00000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HAY7
2400000.00000000
PA
USD
2508000.00000000
0.375302760008
Long
DBT
CORP
BM
N
2
2026-02-01
Fixed
10.25000000
N
N
N
N
N
N
GMAC CAPITAL TRUST I
N/A
GMAC CAPITAL TRUST I
361860208
130709.00000000
NS
USD
3263803.73000000
0.488402929821
Long
EP
CORP
US
N
1
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC
06740L8C2
3400000.00000000
PA
USD
3741355.00000000
0.559864775785
Long
DBT
CORP
GB
N
2
2022-11-21
Fixed
7.62500000
N
N
N
N
N
N
WINDSTREAM SRVC / FIN
N/A
Windstream Services LLC / Windstream Finance Corp
97381LAE8
3780000.00000000
PA
USD
37800.00000000
0.005656477004
Long
DBT
CORP
US
N
2
2024-06-30
Fixed
10.50000000
Y
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAM7
1080000.00000000
PA
USD
1084158.00000000
0.162235841182
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
6.00000000
N
N
N
N
N
N
PAMPA ENERGIA SA
254900QNIK0CVURGML24
Pampa Energia SA
697660AA6
2280000.00000000
PA
USD
1717125.00000000
0.256954446482
Long
DBT
CORP
AR
N
2
2027-01-24
Fixed
7.50000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
197677AG2
490000.00000000
PA
USD
577536.05000000
0.086423793289
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.69000000
N
N
N
N
N
N
CORECIVIC INC
529900JFA3K6PTLT8B15
CoreCivic Inc
21871NAA9
880000.00000000
PA
USD
746376.40000000
0.111689442952
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AR6
500000.00000000
PA
USD
482812.50000000
0.072249148252
Long
DBT
CORP
CA
N
2
2026-03-01
Fixed
6.87500000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAT3
1453000.00000000
PA
USD
1736320.47000000
0.259826899780
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.87500000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAJ7
1400000.00000000
PA
USD
1399125.00000000
0.209368211362
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.75000000
N
N
N
N
N
N
SALLY HOLDINGS/SALLY CAP
N/A
Sally Holdings LLC / Sally Capital Inc
79546VAK2
1060000.00000000
PA
USD
1069937.50000000
0.160107853582
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
5.50000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A60
1650000.00000000
PA
USD
1703625.00000000
0.254934276123
Long
DBT
CORP
US
N
2
2025-06-16
Fixed
5.12500000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AQ4
1050000.00000000
PA
USD
793101.75000000
0.118681529402
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
4.90000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBM4
1170000.00000000
PA
USD
1218262.50000000
0.182303540137
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.75000000
N
N
N
N
N
N
PETSMART INC
N/A
PetSmart Inc
71677HAG0
6100550.76530000
PA
USD
6094017.08000000
0.911922420119
Long
LON
CORP
US
N
2
2022-03-11
Floating
4.17990000
N
N
N
N
N
N
PARTY CITY HOLDINGS INC
5493005PYM1JS6EZN307
Party City Holdings Inc
702150AE3
1249311.00000000
PA
USD
936983.25000000
0.140212280624
Long
DBT
CORP
US
N
2
2025-07-15
Floating
5.75000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174UAF5
1339106.42510000
PA
USD
1273490.21000000
0.190567938858
Long
LON
CORP
US
N
2
2026-05-01
Floating
3.14900000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411AW5
1480000.00000000
PA
USD
1328300.00000000
0.198769799090
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
5.10000000
N
N
N
N
N
N
OASIS PETROLEUM INC
529900FA4V2YNIKZ0M71
Oasis Petroleum Inc
674215AD0
2730000.00000000
PA
USD
614250.00000000
0.091917751329
Long
DBT
CORP
US
N
2
2021-11-01
Fixed
6.50000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAL0
830000.00000000
PA
USD
957750.11000000
0.143319880255
Long
DBT
CORP
US
N
2
2035-07-15
Fixed
5.00000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LBD7
320000.00000000
PA
USD
351966.48000000
0.052669055571
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.25000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAF1
820000.00000000
PA
USD
843423.30000000
0.126211759308
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
6.37500000
N
N
N
N
N
N
WPX ENERGY INC
ZXZE9GCS2BB547GJW219
WPX Energy Inc
98212BAG8
810000.00000000
PA
USD
918252.45000000
0.137409361590
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
8.25000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDG2
700000.00000000
PA
USD
711392.50000000
0.106454373484
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.62500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DJ1
1070000.00000000
PA
USD
889277.00000000
0.133073410092
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
6.20000000
N
N
N
N
N
N
FRESNILLO PLC
549300JXWH1UV5J0XV81
Fresnillo PLC
358070AB6
1400000.00000000
PA
USD
1381366.00000000
0.206710714665
Long
DBT
CORP
GB
N
2
2050-10-02
Fixed
4.25000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BL2
2080000.00000000
PA
USD
2133736.80000000
0.319297173114
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.00000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBG9
1700000.00000000
PA
USD
1811372.13000000
0.271057798959
Long
DBT
CORP
GB
N
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AJ4
2290000.00000000
PA
USD
2699433.68000000
0.403949326380
Long
DBT
CORP
FR
N
2
N/A
Fixed
8.12500000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZH9
200000.00000000
PA
USD
200875.00000000
0.030059386729
Long
DBT
CORP
US
N
2
2021-10-12
Fixed
3.81300000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZU5
2580000.00000000
PA
USD
2303726.27000000
0.344734779678
Long
DBT
CORP
US
N
2
2024-10-28
Fixed
2.90000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
16516FAH2
3740000.00000000
PA
USD
2674100.00000000
0.400158337534
Long
LON
CORP
US
N
2
2024-06-23
Floating
9.00000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XAY1
11476000.00000000
PA
USD
12630772.50000000
1.890097201070
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAE5
2800000.00000000
PA
USD
2933000.00000000
0.438900715751
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
7.25000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAM8
3480000.00000000
PA
USD
3815277.64000000
0.570926725872
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
5.20000000
N
N
N
N
N
N
SENSATA TECH UK FIN CO
635400EUADS212PJER83
Sensata Technologies UK Financing Co PLC
81727TAA6
350000.00000000
PA
USD
367281.25000000
0.054960792194
Long
DBT
CORP
GB
N
2
2026-02-15
Fixed
6.25000000
N
N
N
N
N
N
TEVA PHARMACEUT FIN BV
549300Q840R30TDKVK53
Teva Pharmaceutical Finance Co BV
88165FAG7
3980000.00000000
PA
USD
3876539.90000000
0.580094148226
Long
DBT
CORP
CW
N
2
2022-12-18
Fixed
2.95000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
11280000000.00000000
PA
785241.13000000
0.117505248548
Long
DBT
NUSS
ID
N
2
2021-07-15
Fixed
8.25000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAL5
3510000.00000000
PA
USD
3588360.75000000
0.536970372160
Long
DBT
CORP
NL
N
2
2024-04-15
Fixed
6.00000000
N
N
N
N
N
N
SILVERSEA CRUISE FINANCE
N/A
Silversea Cruise Finance Ltd
82845LAA8
1438000.00000000
PA
USD
1459570.00000000
0.218413337091
Long
DBT
CORP
BS
N
2
2025-02-01
Fixed
7.25000000
N
N
N
N
N
N
VEON HOLDINGS BV
5493000XDKGUH5NQGE22
VEON Holdings BV
000000000
1530000.00000000
PA
USD
1662077.25000000
0.248716977381
Long
DBT
CORP
NL
N
2
2022-03-01
Fixed
7.50430000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAL4
6185000.00000000
PA
USD
6428070.50000000
0.961910925110
Long
DBT
CORP
N/A
N
2
2025-02-15
Fixed
6.00000000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AC2
2550000.00000000
PA
USD
2377875.00000000
0.355830562382
Long
DBT
CORP
CA
N
2
2024-03-31
Fixed
7.00000000
N
N
N
N
N
N
VEON HOLDINGS BV
5493000XDKGUH5NQGE22
VEON Holdings BV
92718WAB5
940000.00000000
PA
USD
1021145.50000000
0.152806508979
Long
DBT
CORP
NL
N
2
2022-03-01
Fixed
7.50430000
N
N
N
N
N
N
ARD FINANCE SA
6354006P6QPGGPVJW880
ARD Finance SA
00191AAD8
2073000.00000000
PA
USD
2064811.65000000
0.308983058668
Long
DBT
CORP
LU
N
2
2027-06-30
Fixed
6.50000000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
984245AL4
1600000.00000000
PA
USD
1166480.00000000
0.174554690388
Long
DBT
CORP
AR
N
2
2025-07-28
Fixed
8.50000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC
06739FFU0
2460000.00000000
PA
USD
2588540.83000000
0.387355070930
Long
DBT
CORP
GB
N
2
2021-06-12
Fixed
10.17900000
N
N
N
N
N
N
SPRINT CAPITAL CORP
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AT9
6910000.00000000
PA
USD
10121837.10000000
1.514654465702
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AAN3
1470000.00000000
PA
USD
1638234.15000000
0.245149042278
Long
DBT
CORP
FR
N
2
N/A
Fixed
7.37500000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAB0
3790000.00000000
PA
USD
4218743.75000000
0.631302301890
Long
DBT
CORP
LU
N
2
2027-05-15
Fixed
10.50000000
N
N
N
N
N
N
SPRINT COMMUNICATIONS
549300JKU50UT08ZWD77
Sprint Communications Inc
852061AM2
3770000.00000000
PA
USD
4143135.75000000
0.619988150742
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
11.50000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAE4
1782000.00000000
PA
USD
1936811.25000000
0.289828790964
Long
DBT
CORP
CA
N
2
2027-05-01
Fixed
8.50000000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281ABA6
750000.00000000
PA
USD
713906.25000000
0.106830536687
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
5.00000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAZ2
10740000.00000000
PA
USD
11865015.00000000
1.775507526729
Long
DBT
CORP
NL
N
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
KCAD HOLDINGS I LIMITED
N/A
KCAD HOLDINGS I LIMITED
000000000
427421041.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
WESTERN DIGITAL CORP
549300QQXOOYEF89IC56
Western Digital Corp
958102AM7
1439000.00000000
PA
USD
1560422.82000000
0.233505179874
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.75000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBC8
4280000.00000000
PA
USD
4753539.20000000
0.711330295680
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
WW INTERNATIONAL INC
SGT8R1MU6ESIC7UJC518
WW International Inc
948626AA4
880000.00000000
PA
USD
922350.00000000
0.138022528187
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
8.62500000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00772BAF8
1000000.00000000
PA
USD
1019177.51000000
0.152512014529
Long
DBT
CORP
IE
N
2
2021-05-15
Fixed
4.50000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91831AAB7
88000.00000000
PA
USD
87628.64000000
0.013112946749
Long
DBT
CORP
CA
N
2
2023-05-15
Fixed
5.87500000
N
N
N
N
N
N
PARK INTERMED HOLDINGS
N/A
Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer
70052LAB9
1400000.00000000
PA
USD
1400000.00000000
0.209499148329
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.87500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GFD1
1880000.00000000
PA
USD
2737728.62000000
0.409679867320
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.75000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EL4
1760000.00000000
PA
USD
1956943.45000000
0.292841418646
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LBA3
2090000.00000000
PA
USD
2218130.86000000
0.331926090038
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.87500000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
92769XAM7
3440000.00000000
PA
USD
3592650.00000000
0.537612225176
Long
DBT
CORP
GB
N
2
2026-08-15
Fixed
5.50000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBN1
450000.00000000
PA
USD
482771.25000000
0.072242975509
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.87500000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HS2
4988400.00000000
PA
USD
2107599.00000000
0.315385853943
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.12500000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc
91911XAW4
1160000.00000000
PA
USD
1276191.40000000
0.190972151004
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
8.50000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBL8
1530000.00000000
PA
USD
1648246.05000000
0.246647245509
Long
DBT
CORP
US
N
2
2024-11-14
Fixed
4.55000000
N
N
N
N
N
N
SPIRIT LOYALTY KY LTD/IP
N/A
Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd
84859BAA9
5610000.00000000
PA
USD
5950919.70000000
0.890509006378
Long
DBT
CORP
KY
N
2
2025-09-20
Fixed
8.00000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HX1
280363.64193800
PA
USD
128546.73000000
0.019236021753
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAR6
1750000.00000000
PA
USD
1697475.59000000
0.254014064582
Long
DBT
CORP
IE
N
2
2027-10-15
Fixed
4.62500000
N
N
N
N
N
N
INTL LEASE FINANCE CORP
N/A
International Lease Finance Corp
459745GN9
600000.00000000
PA
USD
642317.35000000
0.096117812701
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
5.87500000
N
N
N
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAE6
490000.00000000
PA
USD
471012.50000000
0.070483369716
Long
DBT
CORP
KY
N
2
2029-12-15
Fixed
5.12500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HQ7
10010000.00000000
PA
USD
10492431.95000000
1.570111112452
Long
DBT
CORP
US
N
2
N/A
Fixed
6.30000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91911KAP7
2200000.00000000
PA
USD
2398660.00000000
0.358940876523
Long
DBT
CORP
CA
N
2
2025-12-15
Fixed
9.00000000
N
N
N
N
N
N
ROCKIES EXPRESS PIPELINE
W2ZGZGZKY5GGNY6F3V51
Rockies Express Pipeline LLC
77340RAD9
1080000.00000000
PA
USD
1150200.00000000
0.172118514577
Long
DBT
CORP
US
N
2
2038-07-15
Fixed
7.50000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AQ2
2270000.00000000
PA
USD
2612066.30000000
0.390875475165
Long
DBT
CORP
IT
N
2
2034-04-02
Fixed
7.29600000
N
N
N
N
N
N
HERCULES OFFSHORE INC ESCR
N/A
HERCULES OFFSHORE INC ESCROW
000000000
87452.00000000
NS
USD
66718.88000000
0.009983963241
Long
EC
CORP
US
N
3
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-89897.01000000
-0.01345239073
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-1970174.05000000
EUR
2220796.86000000
USD
2020-10-16
-89897.01000000
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZP6
5540000.00000000
PA
USD
5368596.00000000
0.803368778376
Long
DBT
CORP
US
N
2
2023-04-19
Fixed
3.80000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A86
2010000.00000000
PA
USD
1958493.75000000
0.293073409024
Long
DBT
CORP
US
N
2
2027-08-17
Fixed
4.12500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CW3
1330000.00000000
PA
USD
1130899.00000000
0.169230269533
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.90000000
N
N
N
N
N
N
CAESARS RESORT COLLECTIO
549300V3UCT773B1KR38
Caesars Resort Collection LLC
12769LAB5
2172151.89870000
PA
USD
2041520.86000000
0.305497772476
Long
LON
CORP
US
N
2
2024-12-22
Floating
2.97250000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBX0
14869000.00000000
PA
USD
15627319.00000000
2.338507157984
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
SERVICE CORP INTL
549300RKVM2ME20JHZ15
Service Corp International/US
817565BT0
1975000.00000000
PA
USD
2357281.00000000
0.352748829910
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.50000000
N
N
N
N
N
N
WINDSTREAM SRVC / FIN
N/A
Windstream Services LLC / Windstream Finance Corp
97381LAF5
555000.00000000
PA
USD
5550.00000000
0.000830514480
Long
DBT
CORP
US
N
2
2025-06-30
Fixed
9.00000000
Y
N
N
N
N
N
METLIFE CAPITAL TRUST IV
N/A
MetLife Capital Trust IV
591560AA5
1010000.00000000
PA
USD
1395288.75000000
0.208794146285
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
7.87500000
N
N
N
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAD8
220000.00000000
PA
USD
213950.00000000
0.032015959132
Long
DBT
CORP
KY
N
2
2027-10-01
Fixed
5.50000000
N
N
N
N
N
N
BONCER
549300KPBYGYF7HCHO27
Argentina Treasury Bond BONCER
000000000
12806965.08013090
PA
88083.27000000
0.013180978605
Long
DBT
NUSS
AR
N
2
2021-08-05
Fixed
1.00000000
N
N
N
N
N
N
BERRY PETROLEUM CO LLC
DQ2XTZKV7SILNNV77403
Berry Petroleum Co LLC
08580BAA4
385000.00000000
PA
USD
300708.10000000
0.044998636318
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
7.00000000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAC0
2620000.00000000
PA
USD
2807578.90000000
0.420132420299
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
LifePoint Health Inc
53219LAT6
940000.00000000
PA
USD
991700.00000000
0.148400218141
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
6.75000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAH3
640000.00000000
PA
USD
679318.40000000
0.101654733031
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
6.50000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BU3
530000.00000000
PA
USD
560509.35000000
0.083875879611
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.70000000
N
N
N
N
N
N
MONTAGE RESOURCES CORP
54930070862I62NN3X72
Montage Resources Corp
27890GAB6
4500000.00000000
PA
USD
4584375.00000000
0.686016184374
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
8.87500000
N
N
N
N
N
N
OASIS PETROLEUM INC
529900FA4V2YNIKZ0M71
Oasis Petroleum Inc
674215AG3
250000.00000000
PA
USD
60000.00000000
0.008978534928
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
6.87500000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BG8
5155000.00000000
PA
USD
5419193.75000000
0.810940339471
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.87500000
N
N
N
N
N
N
MWO HOLDINGS LLC
N/A
MWO HOLDINGS LLC
000000000
848.00000000
NS
USD
86818.24000000
0.012991676671
Long
EC
CORP
US
N
3
N
N
N
MATCH GROUP HLD II LLC
549300BIJKT86CPCKK96
Match Group Holdings II LLC
57665RAG1
65000.00000000
PA
USD
68806.40000000
0.010296344428
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.00000000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAR1
1620000.00000000
PA
USD
1652400.00000000
0.247268851928
Long
DBT
CORP
N/A
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
60246000000.00000000
PA
4217624.88000000
0.631134871667
Long
DBT
NUSS
ID
N
2
2022-05-15
Fixed
7.00000000
N
N
N
N
N
N
IRB HOLDING CORP
549300HVW4WNWYBXN830
IRB Holding Corp
44988MAC9
1230000.00000000
PA
USD
1313670.75000000
0.196580645222
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.00000000
N
N
N
N
N
N
OASIS PETROLEUM INC
529900FA4V2YNIKZ0M71
Oasis Petroleum Inc
674215AE8
5680000.00000000
PA
USD
1334800.00000000
0.199742473707
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
6.87500000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097AH4
1880000.00000000
PA
USD
2871549.60000000
0.429705139704
Long
DBT
CORP
GB
N
2
N/A
Fixed
7.64800000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DAZ8
730000.00000000
PA
USD
753513.30000000
0.112757424718
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.87500000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAD3
5990000.00000000
PA
USD
5738959.10000000
0.858790745535
Long
DBT
CORP
NL
N
2
2023-07-21
Fixed
2.80000000
N
N
N
N
N
N
INTL LEASE FINANCE CORP
N/A
International Lease Finance Corp
459745GF6
3675000.00000000
PA
USD
3728407.67000000
0.557927308208
Long
DBT
CORP
US
N
2
2020-12-15
Fixed
8.25000000
N
N
N
N
N
N
ANA INTL/ANA HOLD
N/A
Anagram International Inc / Anagram Holdings LLC
03254TAC7
675311.00000000
PA
USD
580767.46000000
0.086907348748
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
10.00000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAK5
720000.00000000
PA
USD
769730.40000000
0.115184188031
Long
DBT
CORP
CA
N
2
2025-04-15
Fixed
5.75000000
N
N
N
N
N
N
ARCELORMITTAL
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LAP9
2960000.00000000
PA
USD
3744399.29000000
0.560320330187
Long
DBT
CORP
LU
N
2
2039-10-15
Variable
7.25000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71645WAS0
5120000.00000000
PA
USD
5632051.20000000
0.842792806964
Long
DBT
CORP
NL
N
2
2041-01-27
Fixed
6.75000000
N
N
N
N
N
N
TELECOM ITALIA CAPITAL
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAM0
2800000.00000000
PA
USD
3255000.00000000
0.487085519866
Long
DBT
CORP
LU
N
2
2034-09-30
Fixed
6.00000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XAW5
10820000.00000000
PA
USD
11111761.30000000
1.662788949139
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.87500000
N
N
N
N
N
N
PROVINCIA DE BUENOS AIRE
549300L6AYROPOTQ4L07
Provincia de Buenos Aires/Government Bonds
11943AAD6
810000.00000000
PA
USD
326025.00000000
0.048787114167
Long
DBT
NUSS
AR
N
2
2021-06-09
Fixed
9.95000000
N
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAC2
720000.00000000
PA
USD
734400.00000000
0.109897267523
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
5.75000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91831AAC5
7140000.00000000
PA
USD
7316715.00000000
1.094889686480
Long
DBT
CORP
CA
N
2
2025-04-15
Fixed
6.12500000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
110080000.00000000
PA
1485488.55000000
0.222291847199
Long
DBT
NUSS
RU
N
2
2023-01-25
Fixed
7.00000000
N
N
N
N
N
N
BLUE RACER MID LLC/FINAN
N/A
Blue Racer Midstream LLC / Blue Racer Finance Corp
095796AA6
1710000.00000000
PA
USD
1671995.25000000
0.250201129204
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
6.12500000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
90352JAF0
5500000.00000000
PA
USD
5875072.50000000
0.879159060804
Long
DBT
CORP
CH
N
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
PARTY CITY HOLDINGS INC
5493005PYM1JS6EZN307
Party City Holdings Inc
70215EAN3
908430.95910000
PA
USD
747184.46000000
0.111810362868
Long
LON
CORP
US
N
2
2022-08-19
Floating
3.25000000
N
N
N
N
N
N
DELTA AIR LINES 2007-1 B
N/A
Delta Air Lines 2007-1 Class B Pass Through Trust
247367BJ3
320886.21000000
PA
USD
302548.01000000
0.045273964588
Long
DBT
CORP
US
N
2
2022-08-10
Fixed
8.02100000
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAK9
1500000.00000000
PA
USD
1976925.00000000
0.295831502722
Long
DBT
CORP
KY
N
2
2039-11-10
Fixed
6.87500000
N
N
N
N
N
N
SKYMILES IP LTD
N/A
SkyMiles IP Ltd
24736CBS2
1860000.00000000
PA
USD
1878309.84000000
0.281074508413
Long
LON
CORP
KY
N
2
2027-10-20
Floating
4.75000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
197677AH0
6265000.00000000
PA
USD
7795508.18000000
1.166537374648
Long
DBT
CORP
US
N
2
2095-11-15
Fixed
7.50000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBC3
1300000.00000000
PA
USD
1279200.00000000
0.191422364673
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.00000000
N
N
N
N
N
N
CIT GROUP INC
N8O96ZZJQRFYQUJY7K79
CIT Group Inc
125581GQ5
1000000.00000000
PA
USD
1031440.00000000
0.154347001109
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
5.00000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAF6
3180000.00000000
PA
USD
2933550.00000000
0.438983018987
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.90000000
N
N
N
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAF2
360000.00000000
PA
USD
414225.00000000
0.061985560512
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.87500000
N
N
N
N
N
N
NGPL PIPECO LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62912XAC8
1520000.00000000
PA
USD
1941848.43000000
0.290582565907
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
7.76800000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
24736CBM5
7260675.00000000
PA
USD
7259847.28000000
1.086379872974
Long
LON
CORP
US
N
2
2023-04-29
Floating
5.75000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AC1
2900000.00000000
PA
USD
2826340.00000000
0.422939873493
Long
DBT
CORP
US
N
2
2030-02-01
Variable
5.05000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50076QAE6
165000.00000000
PA
USD
180940.71000000
0.027076374745
Long
DBT
CORP
US
N
2
2042-06-04
Fixed
5.00000000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281AAY5
405000.00000000
PA
USD
391969.13000000
0.058655142076
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
5.00000000
N
N
N
N
N
N
PETSMART INC
N/A
PetSmart Inc
716768AC0
6450000.00000000
PA
USD
6618345.00000000
0.990384029180
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.87500000
N
N
N
N
N
N
AMERICAN AXLE & MFG INC
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing Inc
02406PAU4
4523000.00000000
PA
USD
4384483.13000000
0.656103915429
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.50000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
374422AG8
2460000.00000000
PA
USD
2234602.50000000
0.334390943289
Long
DBT
NUSS
GH
N
2
2029-05-16
Fixed
7.62500000
N
N
N
N
N
N
COGENT COMMUNICATIONS GR
549300KFWFYF8Q1U0Y26
Cogent Communications Group Inc
19240CAA1
1170000.00000000
PA
USD
1197512.55000000
0.179198470956
Long
DBT
CORP
US
N
2
2022-03-01
Fixed
5.37500000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397WF6
1955000.00000000
PA
USD
1975136.50000000
0.295563867560
Long
DBT
CORP
US
N
2
2022-09-20
Fixed
4.25000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AD9
1845000.00000000
PA
USD
1918800.00000000
0.287133547010
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAE6
1590000.00000000
PA
USD
1612116.90000000
0.241240798255
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAP0
910000.00000000
PA
USD
952087.50000000
0.142472514561
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.50000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
GBP/USD FORWARD
000000000
1.00000000
NC
USD
-82467.19000000
-0.01234057576
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-1946691.41000000
GBP
2429648.03000000
USD
2020-10-16
-82467.19000000
N
N
N
TEVA PHARM FIN IV BV
549300P1YOE2RRPSGG38
Teva Pharmaceutical Finance IV BV
88166JAA1
150000.00000000
PA
USD
149966.25000000
0.022441286895
Long
DBT
CORP
CW
N
2
2021-11-10
Fixed
3.65000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CW8
3280000.00000000
PA
USD
3764767.60000000
0.563368289899
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
9.00000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCE1
380000.00000000
PA
USD
399494.00000000
0.059781180544
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AD0
760000.00000000
PA
USD
746092.00000000
0.111646884696
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
6.50000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CV0
1260000.00000000
PA
USD
1375409.70000000
0.205819400539
Long
DBT
CORP
US
N
2
2023-04-21
Fixed
8.50000000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281ABC2
6445000.00000000
PA
USD
6633322.90000000
0.992625355819
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
9.25000000
N
N
N
N
N
N
VIMPEL COM (VIP FIN IRL)
N/A
Vimpel Communications Via VIP Finance Ireland Ltd OJSC
918242AD0
3170000.00000000
PA
USD
3239740.00000000
0.484801979150
Long
DBT
CORP
IE
N
2
2021-02-02
Fixed
7.74800000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BB5
620000.00000000
PA
USD
817637.59000000
0.122353127676
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
7.50000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZM3
300000.00000000
PA
USD
298855.65000000
0.044721431534
Long
DBT
CORP
US
N
2
2021-04-19
Fixed
3.40000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BQ5
600000.00000000
PA
USD
479027.39000000
0.071682735879
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BB6
3220000.00000000
PA
USD
3307648.40000000
0.494963944839
Long
DBT
CORP
GB
N
2
N/A
Fixed
8.62500000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AK4
4320000.00000000
PA
USD
4684802.40000000
0.701044366352
Long
DBT
CORP
CH
N
2
N/A
Fixed
7.25000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAC5
6690000.00000000
PA
USD
6638988.75000000
0.993473206354
Long
DBT
CORP
NL
N
2
2021-07-21
Fixed
2.20000000
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAE7
1200000.00000000
PA
USD
1392000.00000000
0.208302010339
Long
DBT
CORP
BM
N
2
2025-05-15
Fixed
13.00000000
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20337YAA5
66000.00000000
PA
USD
66983.40000000
0.010023546608
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.00000000
N
N
N
N
N
N
KINDER MORGAN INC/DELAWA
549300WR7IX8XE0TBO16
Kinder Morgan Inc
28368EAE6
6920000.00000000
PA
USD
9646047.02000000
1.443456168171
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
7.75000000
N
N
N
N
N
N
ADIENT GLOBAL HOLDINGS
213800VA38VCKE6M8790
Adient Global Holdings Ltd
00687YAA3
5339000.00000000
PA
USD
5095408.13000000
0.762488331162
Long
DBT
CORP
JE
N
2
2026-08-15
Fixed
4.87500000
N
N
N
N
N
N
JETBLUE AIRWAYS CORP
54930070J9H97ZO93T57
JetBlue Airways Corp
47714FAL8
2010000.00000000
PA
USD
1998442.50000000
0.299051429811
Long
LON
CORP
US
N
2
2024-06-17
Floating
6.25000000
N
N
N
N
N
N
1011778 BC ULC
549300RHSHNRWI5LLA86
1011778 BC ULC
000000000
1016081.08480000
PA
USD
978613.09000000
0.146441863499
Long
LON
CORP
CA
N
2
2026-11-19
Floating
1.90580000
N
N
N
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
000000000
300000.00000000
PA
USD
320812.50000000
0.048007103945
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.87500000
N
N
N
N
N
N
SPRINT CAPITAL CORP
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AD4
2190000.00000000
PA
USD
2741606.25000000
0.410260124593
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.87500000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BW9
1030000.00000000
PA
USD
1141980.75000000
0.170888567524
Long
DBT
CORP
US
N
2
2024-06-24
Fixed
4.55000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LBG0
970000.00000000
PA
USD
1115970.44000000
0.166996326243
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
5.50000000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281AAS8
790000.00000000
PA
USD
715029.00000000
0.106998547522
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.87500000
N
N
N
N
N
N
ENERGIZER HOLDINGS INC
5493000D6NN0V57UME20
Energizer Holdings Inc
29272WAA7
560000.00000000
PA
USD
602462.00000000
0.090153768500
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
6.37500000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932RAE4
3750000.00000000
PA
USD
3515625.00000000
0.526086030962
Long
LON
CORP
US
N
2
2024-04-01
Floating
2.02040000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
67054KAA7
11419000.00000000
PA
USD
11977960.05000000
1.792408878002
Long
DBT
CORP
FR
N
2
2026-05-01
Fixed
7.37500000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
274000.00000000
PA
55525.90000000
0.008309020543
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
10.00000000
N
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAE8
4230000.00000000
PA
USD
4372762.50000000
0.654350013999
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.87500000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZX9
6530000.00000000
PA
USD
7179993.52000000
1.074430376752
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
CENTRAL GARDEN & PET CO
5493004DVZLD37DJ0H83
Central Garden & Pet Co
153527AL0
400000.00000000
PA
USD
408958.00000000
0.061197394787
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
6.12500000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
1150000.00000000
PA
USD
1016697.75000000
0.152140937667
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
3.15000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48126HAC4
2520000.00000000
PA
USD
2651552.14000000
0.396784225058
Long
DBT
CORP
US
N
2
N/A
Fixed
6.10000000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
984245AQ3
1530000.00000000
PA
USD
1023570.00000000
0.153169316611
Long
DBT
CORP
AR
N
2
2027-07-21
Fixed
6.95000000
N
N
N
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
GE Capital International Funding Co Unlimited Co
36164Q6M5
600000.00000000
PA
USD
642810.91000000
0.096191670130
Long
DBT
CORP
IE
N
2
2025-11-15
Fixed
3.37300000
N
N
N
N
N
N
SAGA PLC
2138004WWUJN94K2LH95
Saga PLC
000000000
2200000.00000000
PA
2372736.57000000
0.355061636161
Long
DBT
CORP
GB
N
2
2024-05-12
Fixed
3.37500000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAW3
1040000.00000000
PA
USD
1082837.60000000
0.162038253556
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.12500000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDE7
2050000.00000000
PA
USD
2206650.75000000
0.330208180561
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAH9
3010000.00000000
PA
USD
2927225.00000000
0.438036531764
Long
DBT
CORP
KY
N
2
2028-08-26
Fixed
5.62500000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AA5
9585000.00000000
PA
USD
8895263.40000000
1.331107218906
Long
DBT
CORP
US
N
2
2050-02-01
Variable
6.25000000
N
N
N
N
N
N
JB POINDEXTER & CO INC
549300W6P81HOZZGPQ16
JB Poindexter & Co Inc
730481AJ7
3478000.00000000
PA
USD
3700383.32000000
0.553733681452
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.12500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Z78
1500000.00000000
PA
USD
1603710.93000000
0.239982910001
Long
DBT
UST
US
N
2
2027-01-31
Fixed
1.50000000
N
N
N
N
N
N
XPO LOGISTICS INC
54930096DB9LCLPN7H13
XPO Logistics Inc
983793AD2
776000.00000000
PA
USD
779666.60000000
0.116671063343
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
6.50000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAY5
2650000.00000000
PA
USD
2947595.00000000
0.441084744372
Long
DBT
CORP
NL
N
2
2028-01-27
Fixed
5.99900000
N
N
N
N
N
N
TECK RESOURCES LIMITED
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742AS4
1050000.00000000
PA
USD
1192537.66000000
0.178454017229
Long
DBT
CORP
CA
N
2
2040-08-15
Fixed
6.00000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAX4
1875000.00000000
PA
USD
2308593.75000000
0.345463160331
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.37500000
N
N
N
N
N
N
GLOBAL AIR LEASE CO LTD
N/A
Global Aircraft Leasing Co Ltd
37960JAA6
5305600.00000000
PA
USD
2977768.00000000
0.445599899945
Long
DBT
CORP
KY
N
2
2024-09-15
Fixed
6.50000000
N
N
N
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WAH4
1370000.00000000
PA
USD
1490458.52000000
0.223035564686
Long
DBT
CORP
KY
N
2
2023-06-01
Fixed
4.75000000
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAH6
2320000.00000000
PA
USD
3023041.20000000
0.452374683404
Long
DBT
CORP
KY
N
2
2036-11-21
Fixed
6.87500000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAG4
650000.00000000
PA
USD
767812.50000000
0.114897189162
Long
DBT
CORP
US
N
2
2030-02-01
Variable
8.75000000
N
N
N
N
N
N
2020-11-20
Western Asset High Income Opportunity Fund Inc.
Christopher Berarducci
Christopher Berarducci
Principal Financial Officer