0001752724-21-102256.txt : 20210520
0001752724-21-102256.hdr.sgml : 20210520
20210520105119
ACCESSION NUMBER: 0001752724-21-102256
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210331
FILED AS OF DATE: 20210520
PERIOD START: 20210930
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: 21943065
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
47thFloor
New York
10018
1-888-777-0102
Western Asset High Income Opportunity Fund Inc.
549300S7N70O2ERKYG47
2021-09-30
2021-03-31
N
523628784.71
8247534.79
515381249.92
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1312500.00000000
0.00000000
0.00000000
797158.89000000
RUB
USD
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
SPRINT COMMUNICATIONS
549300JKU50UT08ZWD77
Sprint Communications Inc
852061AM2
3770000.00000000
PA
USD
4003268.75000000
0.776758710298
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
11.50000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
110080000.00000000
PA
1490542.31000000
0.289211590493
Long
DBT
NUSS
RU
N
2
2023-01-25
Fixed
7.00000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50076QAE6
165000.00000000
PA
USD
185942.23000000
0.036078578727
Long
DBT
CORP
US
N
2
2042-06-04
Fixed
5.00000000
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAK9
1500000.00000000
PA
USD
2006100.00000000
0.389245825359
Long
DBT
CORP
KY
N
2
2039-11-10
Fixed
6.87500000
N
N
N
N
N
N
CORECIVIC INC
529900JFA3K6PTLT8B15
CoreCivic Inc
21871NAA9
820000.00000000
PA
USD
732875.00000000
0.142200555436
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
374422AG8
1000000.00000000
PA
USD
985303.00000000
0.191179442432
Long
DBT
NUSS
GH
N
2
2029-05-16
Fixed
7.62500000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZJ0
2510000.00000000
PA
USD
2538427.11000000
0.492533849532
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.62500000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
197677AH0
6265000.00000000
PA
USD
8587466.83000000
1.666235787843
Long
DBT
CORP
US
N
2
2095-11-15
Fixed
7.50000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
197677AG2
490000.00000000
PA
USD
592505.55000000
0.114964514151
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.69000000
N
N
N
N
N
N
SPRINT CAPITAL CORP
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AT9
5910000.00000000
PA
USD
8745322.50000000
1.696864699939
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAM7
1080000.00000000
PA
USD
1088100.00000000
0.211125259246
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
6.00000000
N
N
N
N
N
N
TRANSPORT DE GAS DEL SUR
5299002TRC7IFQYSW596
Transportadora de Gas del Sur SA
893870AX3
1920000.00000000
PA
USD
1662240.00000000
0.322526285203
Long
DBT
CORP
AR
N
2
2025-05-02
Fixed
6.75000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HX1
280362.00193800
PA
USD
101070.50000000
0.019610822088
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAL5
3510000.00000000
PA
USD
3746310.75000000
0.726900862338
Long
DBT
CORP
NL
N
2
2024-04-15
Fixed
6.00000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
90352JAF0
2690000.00000000
PA
USD
2956538.65000000
0.573660498991
Long
DBT
CORP
CH
N
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
GMAC CAPITAL TRUST I
N/A
GMAC CAPITAL TRUST I
361860208
130709.00000000
NS
USD
3330465.32000000
0.646213908735
Long
EP
CORP
US
N
1
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AS0
220000.00000000
PA
USD
231605.00000000
0.044938577031
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.37500000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
549300ZCZ76HYCS0H445
Frontier Communications Corp
35906ABF4
730000.00000000
PA
USD
744786.15000000
0.144511689184
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
490000.00000000
PA
USD
542368.75000000
0.105236414806
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48126HAC4
2520000.00000000
PA
USD
2718689.63000000
0.527510387780
Long
DBT
CORP
US
N
2
N/A
Fixed
6.10000000
N
N
N
N
N
N
SUBURBAN PROPANE PARTNRS
N/A
Suburban Propane Partners LP/Suburban Energy Finance Corp
864486AK1
3750000.00000000
PA
USD
3911718.75000000
0.758995161466
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.87500000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BK2
3710000.00000000
PA
USD
4043900.00000000
0.784642437152
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
8.00000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
156700BD7
2050000.00000000
PA
USD
2003208.75000000
0.388684832890
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.50000000
N
N
N
N
N
N
ROCKIES EXPRESS PIPELINE
W2ZGZGZKY5GGNY6F3V51
Rockies Express Pipeline LLC
77340RAM9
1140000.00000000
PA
USD
1234050.00000000
0.239444100884
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
6.87500000
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
387772.90000000
0.075240009228
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
NMG HLDCO/NEIMAN MARCUS
N/A
NMG Holding Co Inc / Neiman Marcus Group LLC
62929RAC2
510000.00000000
PA
USD
520837.50000000
0.101058682301
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
7.12500000
N
N
N
N
N
N
PROVINCIA DE CORDOBA
5299006CLM2Z97AATT29
Provincia de Cordoba
74408DAD6
740000.00000000
PA
USD
440300.00000000
0.085431901154
Long
DBT
NUSS
AR
N
2
2027-06-01
Variable
3.00000000
N
N
N
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WAL5
670000.00000000
PA
USD
727971.75000000
0.141249172357
Long
DBT
CORP
KY
N
2
2025-01-01
Fixed
4.75000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
24736CBM5
621875.00000000
PA
USD
625070.82000000
0.121283189890
Long
LON
CORP
US
N
2
2023-04-29
Floating
5.75000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCX6
2500000.00000000
PA
USD
2643150.00000000
0.512853348935
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.25000000
N
N
N
N
N
N
SERVICE CORP INTL
549300RKVM2ME20JHZ15
Service Corp International/US
817565BT0
1975000.00000000
PA
USD
2367156.00000000
0.459301924617
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.50000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BL2
710000.00000000
PA
USD
779047.50000000
0.151159457221
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.00000000
N
N
N
N
N
N
ADIENT US LLC
213800SOTRCDGZUHL712
Adient US LLC
00688JAB3
1080000.00000000
PA
USD
1200150.00000000
0.232866445992
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
9.00000000
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
3082252.00000000
0.598052800810
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.75000000
N
N
N
N
N
N
SILVERSEA CRUISE FINANCE
N/A
Silversea Cruise Finance Ltd
82845LAA8
1438000.00000000
PA
USD
1491026.25000000
0.289305489912
Long
DBT
CORP
BS
N
2
2025-02-01
Fixed
7.25000000
N
N
N
N
N
N
UNITED AIRLINES HOLDINGS
98450079DA0B78DD6764
United Airlines Holdings Inc
910047AH2
800000.00000000
PA
USD
813500.00000000
0.157844314306
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
5.00000000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
984245AL4
1600000.00000000
PA
USD
1122248.00000000
0.217751033855
Long
DBT
CORP
AR
N
2
2025-07-28
Fixed
8.50000000
N
N
N
N
N
N
PROVINCIA DE BUENOS AIRE
549300L6AYROPOTQ4L07
Provincia de Buenos Aires/Government Bonds
11943AAD6
810000.00000000
PA
USD
311850.00000000
0.060508604076
Long
DBT
NUSS
AR
N
2
2021-06-09
Fixed
9.95000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A60
1650000.00000000
PA
USD
1784062.50000000
0.346163641047
Long
DBT
CORP
US
N
2
2025-06-16
Fixed
5.12500000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097AH4
1880000.00000000
PA
USD
2760253.60000000
0.535575091338
Long
DBT
CORP
GB
N
2
N/A
Fixed
7.64800000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91911KAP7
2200000.00000000
PA
USD
2394359.00000000
0.464580153114
Long
DBT
CORP
CA
N
2
2025-12-15
Fixed
9.00000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
11280000000.00000000
PA
787300.64000000
0.152760823200
Long
DBT
NUSS
ID
N
2
2021-07-15
Fixed
8.25000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAB5
4050000.00000000
PA
USD
3903390.00000000
0.757379124794
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
MICHAELS STORES INC
BV4WJ23XIGNG4UDYEK73
Michaels Stores Inc
594087AU2
1320000.00000000
PA
USD
1460830.80000000
0.283446632997
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
8.00000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAA9
2573000.00000000
PA
USD
2823211.39000000
0.547790861704
Long
DBT
CORP
FR
N
2
2027-02-01
Fixed
8.12500000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAJ7
1400000.00000000
PA
USD
1520225.00000000
0.294970956012
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.75000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
274000.00000000
PA
51130.85000000
0.009920975978
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
10.00000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBG9
950000.00000000
PA
USD
1054949.57000000
0.204693044258
Long
DBT
CORP
GB
N
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
SALLY HOLDINGS/SALLY CAP
N/A
Sally Holdings LLC / Sally Capital Inc
79546VAK2
1060000.00000000
PA
USD
1069720.20000000
0.207559006107
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
5.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HQ7
5510000.00000000
PA
USD
5867103.10000000
1.138400572568
Long
DBT
CORP
US
N
2
N/A
Fixed
6.30000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BU3
530000.00000000
PA
USD
554502.02000000
0.107590646746
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.70000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAH3
640000.00000000
PA
USD
696745.60000000
0.135190327569
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
6.50000000
N
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAE8
3620000.00000000
PA
USD
3884079.00000000
0.753632189879
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.87500000
N
N
N
N
N
N
PAMPA ENERGIA SA
254900QNIK0CVURGML24
Pampa Energia SA
697660AA6
1530000.00000000
PA
USD
1250010.00000000
0.242540837524
Long
DBT
CORP
AR
N
2
2027-01-24
Fixed
7.50000000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
92769XAM7
1290000.00000000
PA
USD
1340929.20000000
0.260181991527
Long
DBT
CORP
GB
N
2
2026-08-15
Fixed
5.50000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AS6
1870000.00000000
PA
USD
1970512.50000000
0.382340742955
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.37500000
N
N
N
N
N
N
NORTHERN OIL AND GAS INC
OKFF0PIZDDMNH4UCYE51
Northern Oil and Gas Inc
665531AG4
760000.00000000
PA
USD
757055.00000000
0.146892227863
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
8.12500000
N
N
N
N
N
N
WPX ENERGY INC
ZXZE9GCS2BB547GJW219
WPX Energy Inc
98212BAG8
810000.00000000
PA
USD
931500.00000000
0.180739986203
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
8.25000000
N
N
N
N
N
N
SPIRIT LOYALTY KY LTD/IP
N/A
Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd
84859BAA9
6610000.00000000
PA
USD
7485263.15000000
1.452373975801
Long
DBT
CORP
KY
N
2
2025-09-20
Fixed
8.00000000
N
N
N
N
N
N
VEON HOLDINGS BV
5493000XDKGUH5NQGE22
VEON Holdings BV
000000000
1530000.00000000
PA
USD
1619543.25000000
0.314241787075
Long
DBT
CORP
NL
N
2
2022-03-01
Fixed
7.50430000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411AW5
1480000.00000000
PA
USD
1449475.00000000
0.281243254430
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
5.10000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBT9
3321000.00000000
PA
USD
3515776.65000000
0.682170073231
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.12500000
N
N
N
N
N
N
JB POINDEXTER & CO INC
549300W6P81HOZZGPQ16
JB Poindexter & Co Inc
730481AJ7
2728000.00000000
PA
USD
2888270.00000000
0.560414256523
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.12500000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AC1
2900000.00000000
PA
USD
3152923.50000000
0.611765270950
Long
DBT
CORP
US
N
2
2030-02-01
Variable
5.30000000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281ABA6
750000.00000000
PA
USD
763593.75000000
0.148160948835
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
5.00000000
N
N
N
N
N
N
AMERICAN AXLE & MFG INC
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing Inc
02406PAU4
4523000.00000000
PA
USD
4698266.25000000
0.911609852071
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.50000000
N
N
N
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAE5
2800000.00000000
PA
USD
2873780.00000000
0.557602745626
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
7.25000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91911KAK8
630000.00000000
PA
USD
645120.00000000
0.125173354696
Long
DBT
CORP
CA
N
2
2024-03-15
Fixed
7.00000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DAU9
550000.00000000
PA
USD
560161.25000000
0.108688713469
Long
DBT
CORP
US
N
2
2022-03-01
Fixed
3.55000000
N
N
N
N
N
N
TC ZIRAAT BANKASI AS
213800K5KTZFSUS8MR51
TC Ziraat Bankasi AS
90014TAC5
2040000.00000000
PA
USD
2003877.72000000
0.388814633887
Long
DBT
CORP
TR
N
2
2023-09-29
Fixed
5.12500000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612G606
1250.00000000
NS
USD
1326311.13000000
0.257345631065
Long
EP
CORP
US
N
2
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/EUR FORWARD
000000000
1.00000000
NC
USD
5775.35000000
0.001120597616
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-120000.00000000
EUR
146554.80000000
USD
2021-04-19
5775.35000000
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BG6
1840000.00000000
PA
USD
1851500.00000000
0.359248614552
Long
DBT
CORP
LR
N
2
2028-04-01
Fixed
5.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EB7
4970000.00000000
PA
USD
5319391.00000000
1.032127381589
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.87500000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BN1
1820000.00000000
PA
USD
1870050.00000000
0.362847891786
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAB4
1080000.00000000
PA
USD
1136818.80000000
0.220578222466
Long
DBT
CORP
US
N
2
2024-10-25
Fixed
5.87500000
N
N
N
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAD8
220000.00000000
PA
USD
230175.00000000
0.044661112532
Long
DBT
CORP
KY
N
2
2027-10-01
Fixed
5.50000000
N
N
N
N
N
N
VEON HOLDINGS BV
5493000XDKGUH5NQGE22
VEON Holdings BV
92718WAB5
940000.00000000
PA
USD
995013.50000000
0.193063581601
Long
DBT
CORP
NL
N
2
2022-03-01
Fixed
7.50430000
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
513887.50000000
0.099710166033
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.87500000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AC1
2951000.00000000
PA
USD
3081950.63000000
0.597994325652
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.00000000
N
N
N
N
N
N
ARD FINANCE SA
6354006P6QPGGPVJW880
ARD Finance SA
00191AAD8
2073000.00000000
PA
USD
2179241.25000000
0.422840615629
Long
DBT
CORP
LU
N
2
2027-06-30
Fixed
6.50000000
N
N
N
N
N
N
COGENT COMMUNICATIONS GR
549300KFWFYF8Q1U0Y26
Cogent Communications Group Inc
19240CAA1
670000.00000000
PA
USD
689262.50000000
0.133738373312
Long
DBT
CORP
US
N
2
2022-03-01
Fixed
5.37500000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BL5
670000.00000000
PA
USD
720618.50000000
0.139822413041
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AK4
4320000.00000000
PA
USD
4689338.40000000
0.909877571356
Long
DBT
CORP
CH
N
2
N/A
Fixed
7.25000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167DG9
260000.00000000
PA
USD
276087.50000000
0.053569566227
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
PETSMART INC
N/A
PetSmart Inc
000000000
1570000.00000000
PA
USD
1569345.31000000
0.304501824667
Long
LON
CORP
US
N
2
2028-02-12
Floating
4.50000000
N
N
N
N
N
N
IRB HOLDING CORP
549300HVW4WNWYBXN830
IRB Holding Corp
44988MAC9
1230000.00000000
PA
USD
1326216.75000000
0.257327318408
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.00000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAE4
1782000.00000000
PA
USD
1965768.75000000
0.381420307841
Long
DBT
CORP
CA
N
2
2027-05-01
Fixed
8.50000000
N
N
N
N
N
N
TEVA PHARMACEUT FIN BV
549300Q840R30TDKVK53
Teva Pharmaceutical Finance Co BV
88165FAG7
3980000.00000000
PA
USD
3997412.50000000
0.775622415565
Long
DBT
CORP
CW
N
2
2022-12-18
Fixed
2.95000000
N
N
N
N
N
N
JETBLUE AIRWAYS CORP
54930070J9H97ZO93T57
JetBlue Airways Corp
47714FAL8
1959750.00000000
PA
USD
2010376.22000000
0.390075545106
Long
LON
CORP
US
N
2
2024-06-17
Floating
6.25000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAW7
4610000.00000000
PA
USD
5170114.54000000
1.003163103198
Long
DBT
CORP
IT
N
2
2026-01-15
Fixed
5.71000000
N
N
N
N
N
N
UNITED AIRLINES HOLDINGS
98450079DA0B78DD6764
United Airlines Holdings Inc
910047AJ8
4850000.00000000
PA
USD
4940937.50000000
0.958695625959
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
4.25000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AK1
2710000.00000000
PA
USD
2761557.75000000
0.535828137020
Long
DBT
CORP
CA
N
2
2023-04-01
Fixed
7.25000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AA5
9585000.00000000
PA
USD
10380938.40000000
2.014225081260
Long
DBT
CORP
US
N
2
2050-02-01
Variable
6.50000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZM3
300000.00000000
PA
USD
299999.99000000
0.058209333390
Long
DBT
CORP
US
N
2
2021-04-19
Fixed
3.40000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAC5
6200000.00000000
PA
USD
6203875.00000000
1.203744800759
Long
DBT
CORP
NL
N
2
2021-07-21
Fixed
2.20000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAC3
474000.00000000
PA
USD
480034.02000000
0.093141537468
Long
DBT
CORP
CA
N
2
2024-05-15
Fixed
4.25000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HAY7
2400000.00000000
PA
USD
2821920.00000000
0.547540291859
Long
DBT
CORP
BM
N
2
2026-02-01
Fixed
10.25000000
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAF4
6060000.00000000
PA
USD
6255132.00000000
1.213690253762
Long
DBT
CORP
BM
N
2
2029-02-15
Fixed
7.00000000
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20337YAA5
60000.00000000
PA
USD
61284.00000000
0.011891003021
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.00000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BB5
620000.00000000
PA
USD
822019.21000000
0.159497306145
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
7.50000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71645WAS0
5120000.00000000
PA
USD
5692902.40000000
1.104600216031
Long
DBT
CORP
NL
N
2
2041-01-27
Fixed
6.75000000
N
N
N
N
N
N
GLOBAL AIR LEASE CO LTD
N/A
Global Aircraft Leasing Co Ltd
37960JAA6
5497928.00000000
PA
USD
5279385.36000000
1.024365042542
Long
DBT
CORP
KY
N
2
2024-09-15
Fixed
6.50000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BB6
1220000.00000000
PA
USD
1251683.40000000
0.242865529196
Long
DBT
CORP
GB
N
2
N/A
Fixed
8.62500000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AT9
2070000.00000000
PA
USD
2277000.00000000
0.441808855163
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
9.50000000
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAH6
2320000.00000000
PA
USD
3088500.00000000
0.599265107234
Long
DBT
CORP
KY
N
2
2036-11-21
Fixed
6.87500000
N
N
N
N
N
N
CARRIAGE SERVICES INC
N/A
Carriage Services Inc
143905AN7
2510000.00000000
PA
USD
2644435.60000000
0.513102795340
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.62500000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AQ2
2270000.00000000
PA
USD
2677033.70000000
0.519427841120
Long
DBT
CORP
IT
N
2
2034-04-02
Fixed
7.29600000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
GBP/USD FORWARD
000000000
1.00000000
NC
USD
-39708.58000000
-0.00770470016
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-1500000.00000000
GBP
2028322.50000000
USD
2021-04-19
-39708.58000000
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC
06739FFU0
2460000.00000000
PA
USD
2502336.38000000
0.485531124849
Long
DBT
CORP
GB
N
2
2021-06-12
Fixed
10.17900000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AN9
1380000.00000000
PA
USD
1682785.80000000
0.326512809742
Long
DBT
CORP
CO
N
2
2030-04-29
Fixed
6.87500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JM4
2740000.00000000
PA
USD
2959200.00000000
0.574176883706
Long
DBT
CORP
US
N
2
N/A
Fixed
5.95000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BW9
1030000.00000000
PA
USD
1135747.08000000
0.220370275437
Long
DBT
CORP
US
N
2
2024-06-24
Fixed
4.55000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HAR2
3480000.00000000
PA
USD
4219952.40000000
0.818802081110
Long
DBT
CORP
BM
N
2
2024-05-15
Fixed
12.25000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CW8
3280000.00000000
PA
USD
3976672.00000000
0.771598113167
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
9.00000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DJ1
1070000.00000000
PA
USD
1102100.00000000
0.213841694895
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
6.20000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAL0
830000.00000000
PA
USD
956754.56000000
0.185640156708
Long
DBT
CORP
US
N
2
2035-07-15
Fixed
5.00000000
N
N
N
N
N
N
INTERFACE SPECIAL HLDGS
N/A
Interface Special Holdings Inc
45875AAA2
2734286.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
3
2023-11-01
Fixed
19.00000000
N
N
Y
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
000000000
300000.00000000
PA
USD
322125.00000000
0.062502273811
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.87500000
N
N
N
N
N
N
TECK RESOURCES LIMITED
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742AS4
1050000.00000000
PA
USD
1262997.03000000
0.245060725471
Long
DBT
CORP
CA
N
2
2040-08-15
Fixed
6.00000000
N
N
N
N
N
N
FRONTDOOR INC
5493008RB0JZJI3QGZ06
frontdoor Inc
35905AAA7
3202000.00000000
PA
USD
3414132.50000000
0.662447945192
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.75000000
N
N
N
N
N
N
DAE FUNDING LLC
635400SZTPQL3Y1P2C76
DAE Funding LLC
23371DAA2
3663000.00000000
PA
USD
3695051.25000000
0.716954924257
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
4.50000000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AD0
760000.00000000
PA
USD
785992.00000000
0.152506906318
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
6.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DC6
750000.00000000
PA
USD
794265.00000000
0.154112125756
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.55000000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281ABH1
620000.00000000
PA
USD
664562.50000000
0.128945804703
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
8.25000000
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
286706.65000000
PA
USD
299450.36000000
0.058102688067
Long
DBT
CORP
US
N
2
2022-08-10
Fixed
8.02100000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281ABG3
6445000.00000000
PA
USD
7010677.65000000
1.360289620759
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
9.25000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
67054KAA7
10819000.00000000
PA
USD
11266365.65000000
2.186025520282
Long
DBT
CORP
FR
N
2
2026-05-01
Fixed
7.37500000
N
N
N
N
N
N
BLUE RACER MID LLC/FINAN
N/A
Blue Racer Midstream LLC / Blue Racer Finance Corp
095796AH1
730000.00000000
PA
USD
788104.35000000
0.152916767950
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
7.62500000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBC8
4280000.00000000
PA
USD
5156800.80000000
1.000579823344
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZX9
6330000.00000000
PA
USD
7297138.61000000
1.415871961025
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
HAWAIIAN BRAND INTELLECT
N/A
Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd
41984LAA5
1290000.00000000
PA
USD
1372366.50000000
0.266281805985
Long
DBT
CORP
KY
N
2
2026-01-20
Fixed
5.75000000
N
N
N
N
N
N
FULL HOUSE RESORTS INC
5493009DKIWW0H901Y82
Full House Resorts Inc
359678AC3
960000.00000000
PA
USD
1025088.00000000
0.198898970453
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
8.25000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAZ2
7740000.00000000
PA
USD
8459510.40000000
1.641408258704
Long
DBT
CORP
NL
N
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BF0
750000.00000000
PA
USD
801281.25000000
0.155473496586
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.50000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AJ3
1070000.00000000
PA
USD
1076462.80000000
0.208867280322
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
5.30000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAF5
3410000.00000000
PA
USD
3516715.95000000
0.682352326660
Long
DBT
CORP
MX
N
2
2033-01-18
Fixed
5.12500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EL4
1760000.00000000
PA
USD
1975600.00000000
0.383327876267
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZP6
4660000.00000000
PA
USD
4762718.52000000
0.924115598062
Long
DBT
CORP
US
N
2
2023-04-19
Fixed
3.80000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
78015EAM0
1480000.00000000
PA
USD
1407850.00000000
0.273166709153
Long
LON
CORP
LR
N
2
2022-04-05
Floating
1.55160000
N
N
N
N
N
N
L BRANDS INC
GR3KVMWVCR54YWQNXU90
L Brands Inc
501797AS3
2680000.00000000
PA
USD
2979691.00000000
0.578152775341
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.87500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CW3
1330000.00000000
PA
USD
1317085.70000000
0.255555610570
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.90000000
N
N
N
N
N
N
PARTY CITY HOLDINGS INC
5493005PYM1JS6EZN307
Party City Holdings Inc
702150AG8
1030000.00000000
PA
USD
1062831.25000000
0.206222335439
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
8.75000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B36
1310000.00000000
PA
USD
1301144.40000000
0.252462502312
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
4.00000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AQ4
1050000.00000000
PA
USD
1051989.75000000
0.204118747075
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
4.90000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AM3
640000.00000000
PA
USD
700800.00000000
0.135977007333
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.75000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAB2
1550000.00000000
PA
USD
1624030.31000000
0.315112416342
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.37500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EF8
800000.00000000
PA
USD
884860.00000000
0.171690374870
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.12500000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
315370000.00000000
PA
4386650.30000000
0.851146660977
Long
DBT
NUSS
RU
N
2
2026-09-16
Fixed
7.75000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91831AAC5
6350000.00000000
PA
USD
6516370.00000000
1.264378554906
Long
DBT
CORP
CA
N
2
2025-04-15
Fixed
6.12500000
N
N
N
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
410345AL6
756000.00000000
PA
USD
811755.00000000
0.157505730005
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.87500000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAL4
3935000.00000000
PA
USD
4058952.50000000
0.787563090552
Long
DBT
CORP
N/A
N
2
2025-02-15
Fixed
6.00000000
N
N
N
N
N
N
ARCELORMITTAL
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LAP9
2960000.00000000
PA
USD
4056875.39000000
0.787160066577
Long
DBT
CORP
LU
N
2
2039-10-15
Variable
7.25000000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAB0
3590000.00000000
PA
USD
4044476.05000000
0.784754208778
Long
DBT
CORP
LU
N
2
2027-05-15
Fixed
10.50000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDE7
2050000.00000000
PA
USD
2216224.25000000
0.430016468457
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
45824TAR6
2910000.00000000
PA
USD
3016680.60000000
0.585329908774
Long
DBT
CORP
LU
N
2
2024-02-15
Variable
8.00000000
Y
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/GBP FORWARD
000000000
1.00000000
NC
USD
-27292.35000000
-0.00529556517
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-1286562.27000000
GBP
1746474.83000000
USD
2021-04-19
-27292.35000000
N
N
N
Magnetite CLO Ltd
549300Z6VW568TT64K70
Magnetite XII Ltd
55953GCG8
3400000.00000000
PA
USD
3376560.40000000
0.655157788632
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
5.92125000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281AAS8
790000.00000000
PA
USD
783285.00000000
0.151981664082
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.87500000
N
N
N
N
N
N
SPRINT CAPITAL CORP
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AD4
2190000.00000000
PA
USD
2765630.55000000
0.536618386957
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.87500000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAV2
380000.00000000
PA
USD
447284.74000000
0.086787158063
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.12500000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAM8
3480000.00000000
PA
USD
4033482.38000000
0.782621094699
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
5.20000000
N
N
N
N
N
N
NGPL PIPECO LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62912XAC8
1520000.00000000
PA
USD
2021321.28000000
0.392199227331
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
7.76800000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AAN3
1470000.00000000
PA
USD
1706221.65000000
0.331060093913
Long
DBT
CORP
FR
N
2
N/A
Fixed
7.37500000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HS2
998400.00000000
PA
USD
336011.52000000
0.065196690809
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.12500000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAB7
1850000.00000000
PA
USD
1970065.00000000
0.382253914030
Long
DBT
CORP
N/A
N
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAA9
2010000.00000000
PA
USD
2094299.40000000
0.406359253528
Long
DBT
CORP
N/A
N
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
Dreyfus Government Cash Management
5493000Q69I5Q3QZIA91
Dreyfus Government Cash Management
262006208
10051277.76000000
NS
USD
10051277.76000000
1.950260658795
Long
STIV
RF
US
N
1
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
20338QAA1
4760000.00000000
PA
USD
5099173.80000000
0.989398392120
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
8.25000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BV1
3190000.00000000
PA
USD
3917772.50000000
0.760169777346
Long
DBT
CORP
US
N
2
2044-06-24
Fixed
5.75000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XAY1
8126000.00000000
PA
USD
8979230.00000000
1.742250033619
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
KINDER MORGAN INC/DELAWA
549300WR7IX8XE0TBO16
Kinder Morgan Inc
28368EAE6
6920000.00000000
PA
USD
9734754.36000000
1.888845269693
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
7.75000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAG4
650000.00000000
PA
USD
829757.50000000
0.160998775203
Long
DBT
CORP
US
N
2
2030-02-01
Variable
8.50000000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
984245AQ3
1530000.00000000
PA
USD
929796.30000000
0.180409415387
Long
DBT
CORP
AR
N
2
2027-07-21
Fixed
6.95000000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc
91911XAW4
1160000.00000000
PA
USD
1288516.40000000
0.250012277357
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
8.50000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBX0
12669000.00000000
PA
USD
13412036.85000000
2.602352501586
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
WW INTERNATIONAL INC
SGT8R1MU6ESIC7UJC518
WW International Inc
948626AA4
880000.00000000
PA
USD
917246.00000000
0.177974266650
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
8.62500000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAT3
703000.00000000
PA
USD
851205.34000000
0.165160323572
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.87500000
N
N
N
N
N
N
DIVERSIFIED HEALTHCARE T
N/A
Diversified Healthcare Trust
25525PAA5
700000.00000000
PA
USD
793275.00000000
0.153920034949
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
9.75000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZH9
200000.00000000
PA
USD
202498.00000000
0.039290913286
Long
DBT
CORP
US
N
2
2021-10-12
Fixed
3.81300000
N
N
N
N
N
N
VIKING OCEAN CRUISES SHI
N/A
Viking Ocean Cruises Ship VII Ltd
92682RAA0
1050000.00000000
PA
USD
1063440.00000000
0.206340451881
Long
DBT
CORP
BM
N
2
2029-02-15
Fixed
5.62500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GFD1
1880000.00000000
PA
USD
2662024.03000000
0.516515498073
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.75000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
81761LAB8
860000.00000000
PA
USD
910390.87000000
0.176644158114
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.50000000
N
N
N
N
N
N
SALLY HOLDINGS/SALLY CAP
N/A
Sally Holdings LLC / Sally Capital Inc
79546VAL0
1590000.00000000
PA
USD
1642072.50000000
0.318613162635
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.62500000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAW3
1040000.00000000
PA
USD
1071590.00000000
0.207921805491
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.12500000
N
N
N
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WAH4
1370000.00000000
PA
USD
1459974.75000000
0.283280532659
Long
DBT
CORP
KY
N
2
2023-06-01
Fixed
4.75000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167DF1
230000.00000000
PA
USD
239837.10000000
0.046535860595
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.50000000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AJ4
2290000.00000000
PA
USD
2766606.25000000
0.536807703118
Long
DBT
CORP
FR
N
2
N/A
Fixed
8.12500000
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
496608.75000000
0.096357550857
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.87500000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281AAY5
405000.00000000
PA
USD
413181.00000000
0.080169971271
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
5.00000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZU5
2580000.00000000
PA
USD
2581504.76000000
0.500892254112
Long
DBT
CORP
US
N
2
2024-10-28
Fixed
2.90000000
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
729750.60000000
0.141594324611
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.50000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAF6
3180000.00000000
PA
USD
3249562.50000000
0.630516244140
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
411930.00000000
0.079927238343
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.87500000
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
1921796.85000000
0.372888390933
Long
DBT
CORP
IE
N
2
2027-10-15
Fixed
4.62500000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC
06740L8C2
488000.00000000
PA
USD
535710.53000000
0.103944512937
Long
DBT
CORP
GB
N
2
2022-11-21
Fixed
7.62500000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DAZ8
730000.00000000
PA
USD
761630.90000000
0.147780094855
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.87500000
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAD9
991000.00000000
PA
USD
970560.63000000
0.188318963903
Long
DBT
CORP
BM
N
2
2027-09-15
Fixed
5.87500000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/GBP FORWARD
000000000
1.00000000
NC
USD
5760.11000000
0.001117640581
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-599511.05000000
USD
439019.87000000
GBP
2021-04-19
5760.11000000
N
N
N
METLIFE CAPITAL TRUST IV
N/A
MetLife Capital Trust IV
591560AA5
1010000.00000000
PA
USD
1406172.50000000
0.272841221953
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
7.87500000
N
N
N
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart Inc / PetSmart Finance Corp
71677KAB4
500000.00000000
PA
USD
541850.00000000
0.105135761164
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/EUR FORWARD
000000000
1.00000000
NC
USD
5349.14000000
0.001037899613
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-100174.05000000
EUR
122869.54000000
USD
2021-04-19
5349.14000000
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
2620000.00000000
PA
USD
2875450.00000000
0.557926777593
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZZ4
720000.00000000
PA
USD
842743.26000000
0.163518416731
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.37500000
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAE7
1200000.00000000
PA
USD
1413000.00000000
0.274165969409
Long
DBT
CORP
BM
N
2
2025-05-15
Fixed
13.00000000
N
N
N
N
N
N
MAGELLAN HEALTH SRVCS
N/A
Magellan Health Inc
559079AK4
2055000.00000000
PA
USD
2210409.38000000
0.428888202732
Long
DBT
CORP
US
N
2
2024-09-22
Variable
4.90000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAT4
3630000.00000000
PA
USD
3966869.52000000
0.769696127015
Long
DBT
CORP
IT
N
2
2024-06-26
Fixed
5.01700000
N
N
N
N
N
N
Party City Holdings
N/A
Party City Holdings
000000000
127129.00000000
NS
USD
737348.20000000
0.143068495432
Long
EC
CORP
US
N
1
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397WF6
1955000.00000000
PA
USD
2025458.20000000
0.393001918543
Long
DBT
CORP
US
N
2
2022-09-20
Fixed
4.25000000
N
N
N
N
N
N
HERCULES OFFSHORE INC ESCR
N/A
HERCULES OFFSHORE INC ESCROW
000000000
87452.00000000
NS
USD
51695.33000000
0.010030502663
Long
EC
CORP
US
N
3
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XAW5
9670000.00000000
PA
USD
10127245.95000000
1.965000851616
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.87500000
N
N
N
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
GE Capital International Funding Co Unlimited Co
36164Q6M5
600000.00000000
PA
USD
650996.10000000
0.126313500947
Long
DBT
CORP
IE
N
2
2025-11-15
Fixed
3.37300000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AN1
300000.00000000
PA
USD
308062.50000000
0.059773711218
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
3.80000000
N
N
N
N
N
N
ENDO LUX FIN CO I SARL
N/A
Endo Luxembourg Finance Co I Sarl / Endo US Inc
29280BAA3
1150000.00000000
PA
USD
1161500.00000000
0.225367143290
Long
DBT
CORP
LU
N
2
2029-04-01
Fixed
6.12500000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands Inc
84762LAU9
1210000.00000000
PA
USD
1249325.00000000
0.242407926208
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.75000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
1150000.00000000
PA
USD
1101125.00000000
0.213652514555
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
3.15000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAD3
2460000.00000000
PA
USD
2452128.00000000
0.475789136756
Long
DBT
CORP
NL
N
2
2023-07-21
Fixed
2.80000000
N
N
N
N
N
N
H&E EQUIPMENT SERVICES
N/A
H&E Equipment Services Inc
404030AJ7
1800000.00000000
PA
USD
1752750.00000000
0.340088041672
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
3.87500000
N
N
N
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAB2
980000.00000000
PA
USD
1065235.50000000
0.206688834753
Long
DBT
CORP
NL
N
2
2027-08-15
Fixed
8.50000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBC3
1300000.00000000
PA
USD
1406990.00000000
0.272999842392
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.00000000
N
N
N
N
N
N
VOC ESCROW LTD
N/A
VOC Escrow Ltd
91832VAA2
1250000.00000000
PA
USD
1237731.25000000
0.240158377937
Long
DBT
CORP
BM
N
2
2028-02-15
Fixed
5.00000000
N
N
N
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WAR2
400000.00000000
PA
USD
440250.00000000
0.085422199598
Long
DBT
CORP
KY
N
2
2027-06-01
Fixed
4.87500000
N
N
N
N
N
N
ADIENT GLOBAL HOLDINGS
213800VA38VCKE6M8790
Adient Global Holdings Ltd
00687YAA3
3529000.00000000
PA
USD
3651915.07000000
0.708585163035
Long
DBT
CORP
JE
N
2
2026-08-15
Fixed
4.87500000
N
N
N
N
N
N
SAGA PLC
2138004WWUJN94K2LH95
Saga PLC
000000000
2640000.00000000
PA
3457497.94000000
0.670862189987
Long
DBT
CORP
GB
N
2
2024-05-12
Fixed
3.37500000
N
N
N
N
N
N
2021-05-19
Western Asset High Income Opportunity Fund Inc.
Christopher Berarducci
Christopher Berarducci
Principal Financial Officer