NPORT-P
false
0000855396
XXXXXXXX
S000007299
C000020055
LORD ABBETT SERIES FUND INC
811-05876
0000855396
549300MNKALF1QZZNY95
90 HUDSON STREET
JERSEY CITY
07302
201-827-2000
Bond-Debenture Portfolio
S000007299
549300AH5T7DR842HG66
2021-12-31
2021-09-30
N
1343930697.88
31022629.93
1312908067.95
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
8186494.32000000
0.00000000
0.00000000
3859456.48000000
USD
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAG2
615000.00000000
PA
USD
631912.50000000
0.048130750006
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BN2
1388000.00000000
PA
USD
1652275.20000000
0.125848506863
Long
DBT
CORP
US
N
2
2029-02-06
Fixed
5.32700000
N
N
N
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
Macy's Retail Holdings LLC
55617LAP7
864000.00000000
PA
USD
941090.40000000
0.071679839813
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.87500000
N
N
N
N
N
N
BROWN & BROWN INC
549300PC8KTJ71XKFY89
Brown & Brown Inc
115236AC5
1370000.00000000
PA
USD
1366809.17000000
0.104105474203
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.37500000
N
N
N
N
N
N
TELEDYNE FLIR LLC
5493000HDPX16EHNN346
Teledyne FLIR LLC
302445AE1
1137000.00000000
PA
USD
1147131.65000000
0.087373341515
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
2.50000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AS3
1234000.00000000
PA
USD
1281027.74000000
0.097571777588
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.25000000
N
N
N
N
N
N
FERGUSON FINANCE PLC
2138003A7ZEU931DZL61
Ferguson Finance PLC
314890AB0
1929000.00000000
PA
USD
2063399.89000000
0.157162556950
Long
DBT
CORP
GB
N
2
2030-06-02
Fixed
3.25000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
000000000
765000.00000000
PA
1074445.48000000
0.081837068887
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.87500000
N
N
N
N
N
N
Azul Investments LLP
549300C6XNC8IDH04C74
Azul Investments LLP
05502FAA6
1671000.00000000
PA
USD
1577148.29000000
0.120126330890
Long
DBT
CORP
US
N
2
2024-10-26
Fixed
5.87500000
N
N
N
N
N
N
ARCOR SAIC
529900B2ROYOJG45VO88
Arcor SAIC
03965PAC5
924000.00000000
PA
USD
910066.08000000
0.069316816783
Long
DBT
CORP
AR
N
2
2023-07-06
Fixed
6.00000000
N
N
N
N
N
N
PFP III
N/A
PFP 2019-6 Ltd
69346WAA5
740638.19000000
PA
USD
739988.78000000
0.056362573897
Long
ABS-CBDO
CORP
KY
N
2
2037-04-14
Floating
1.13500000
N
N
N
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742AG6
1670000.00000000
PA
USD
1928288.93000000
0.146871588123
Long
DBT
CORP
US
N
2
2047-07-15
Fixed
4.30000000
N
N
N
N
N
N
ITR Concession Co LLC
5493007GBY3OBTILCX44
ITR Concession Co LLC
450636AC9
785000.00000000
PA
USD
893806.81000000
0.068078400294
Long
DBT
CORP
US
N
2
2035-07-15
Fixed
5.18300000
N
N
N
N
N
N
REGL TRANSPRTN DIST CO SALES TAX REVENUE
N/A
Regional Transportation District Sales Tax Revenue
759136VN1
455000.00000000
PA
USD
443137.74000000
0.033752381512
Long
DBT
MUN
US
N
2
2037-11-01
Fixed
2.38700000
N
N
N
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
000000000
1071000.00000000
PA
1225556.77000000
0.093346731573
Long
DBT
NUSS
SN
N
2
2037-06-08
Fixed
5.37500000
N
N
N
N
N
N
Intuit Inc
VI90HBPH7XSFMB9E4M29
Intuit Inc
461202103
4645.00000000
NS
USD
2506023.95000000
0.190875813103
Long
EC
CORP
US
N
1
N
N
N
USIC Holdings, Inc.
5493009ZYUWB7X699U62
USIC Holdings, Inc. 2021 Term Loan
90290HAP7
1019299.00000000
PA
USD
1019936.06000000
0.077685261055
Long
LON
CORP
US
N
2
2028-05-12
Floating
4.25000000
N
N
N
N
N
N
VORNADO REALTY LP
549300BMOJ05INE4YK86
Vornado Realty LP
929043AL1
1218000.00000000
PA
USD
1261888.80000000
0.096114025863
Long
DBT
US
N
2
2031-06-01
Fixed
3.40000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AV6
897000.00000000
PA
USD
923282.10000000
0.070323438673
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
6.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2021-RENT
36260XAW6
100000.00000000
PA
USD
101268.97000000
0.007713332903
Long
ABS-MBS
CORP
US
N
2
2035-11-21
Floating
5.78400000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AP4
1608000.00000000
PA
USD
1823439.84000000
0.138885568952
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
8.37500000
N
N
N
N
N
N
MOUNTAIN VIEW CLO
N/A
Mountain View CLO 2017-1 LLC
62432HAL4
762493.00000000
PA
USD
763893.47000000
0.058183317526
Long
ABS-CBDO
CORP
KY
N
2
2029-10-16
Floating
1.87600000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CP9
1513000.00000000
PA
USD
1492196.25000000
0.113655806253
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.62500000
N
N
N
N
N
N
PDC Energy Inc
5493008W8H2T511J5Y59
PDC Energy Inc
69327R101
78884.00000000
NS
USD
3738312.76000000
0.284735302589
Long
EC
CORP
US
N
1
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137AE7
973000.00000000
PA
USD
1382660.92000000
0.105312851200
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
7.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761J3R8
1144000.00000000
PA
USD
1231932.62000000
0.093832359635
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.12500000
N
N
N
N
N
N
UNIVERSAL HEALTH SVCS
549300YGMGQDO0NMJD09
Universal Health Services Inc
913903AY6
1372000.00000000
PA
USD
1360288.09000000
0.103608784438
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.65000000
N
N
N
N
N
N
HUGHES SATELLITE SYSTEMS
N/A
Hughes Satellite Systems Corp
444454AD4
1111000.00000000
PA
USD
1254041.25000000
0.095516303129
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
5.25000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHW3
1090000.00000000
PA
USD
1171472.08000000
0.089227274064
Long
DBT
CORP
US
N
2
2029-07-30
Fixed
3.00000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDC3
2317000.00000000
PA
USD
2396287.74000000
0.182517557664
Long
DBT
CORP
MX
N
2
2030-01-23
Fixed
6.84000000
N
N
N
N
N
N
NEUBERGER BERMAN GRP/FIN
N/A
Neuberger Berman Group LLC / Neuberger Berman Finance Corp
64128XAE0
1377000.00000000
PA
USD
1591440.61000000
0.121214931102
Long
DBT
CORP
US
N
2
2045-04-15
Fixed
4.87500000
N
N
N
N
N
N
CROWNROCK LP/CROWNROCK F
N/A
CrownRock LP / CrownRock Finance Inc
228701AG3
1172000.00000000
PA
USD
1225150.20000000
0.093315764439
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
5.00000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAP4
1296000.00000000
PA
USD
1448413.22000000
0.110320993172
Long
DBT
CORP
US
N
2
2025-05-31
Fixed
4.75000000
N
N
N
N
N
N
American Homes 4 Rent
549300N4PXZ37U8QKI55
American Homes 4 Rent LP
02666TAB3
859000.00000000
PA
USD
1005903.82000000
0.076616470304
Long
DBT
US
N
2
2029-02-15
Fixed
4.90000000
N
N
N
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAN3
1159000.00000000
PA
USD
1303607.65000000
0.099291616970
Long
DBT
CORP
US
N
2
2028-08-20
Fixed
3.90000000
N
N
N
N
N
N
TEMASEK FINANCIAL I LTD
549300XMGMDF3VRJMF12
Temasek Financial I Ltd
87973PAW4
1480000.00000000
PA
USD
1355596.29000000
0.103251425068
Long
DBT
CORP
SG
N
2
2070-10-06
Fixed
2.50000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2020-VIV4
05608MAA4
829000.00000000
PA
USD
865956.82000000
0.065957155808
Long
ABS-MBS
CORP
US
N
2
2044-03-09
Fixed
2.84300000
N
N
N
N
N
N
ABU DHABI CRUDE OIL
549300DONDFW2383FV66
Abu Dhabi Crude Oil Pipeline LLC
00401MAB2
1779000.00000000
PA
USD
2105725.80000000
0.160386385871
Long
DBT
CORP
AE
N
2
2047-11-02
Fixed
4.60000000
N
N
N
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart Inc / PetSmart Finance Corp
71677KAB4
1214000.00000000
PA
USD
1326361.77000000
0.101024725369
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
Alnylam Pharmaceuticals Inc
529900S3ZI14OWRJII50
Alnylam Pharmaceuticals Inc
02043Q107
11000.00000000
NS
USD
2076910.00000000
0.158191578732
Long
EC
CORP
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BN5
3295000.00000000
PA
USD
3832790.49000000
0.291931368506
Long
DBT
CORP
US
N
2
2025-12-03
Fixed
5.20000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBK5
2297000.00000000
PA
USD
2314227.50000000
0.176267292165
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
4.75000000
N
N
N
N
N
N
AUTORIDAD CANAL DE PANAM
549300W1ISP1PW2J2P64
Autoridad del Canal de Panama
05330GAA2
1000000.00000000
PA
USD
1229809.00000000
0.093670610305
Long
DBT
CORP
PA
N
2
2035-07-29
Fixed
4.95000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: SPMK00FS0 CDS USD R F 3.00000 SPMK00FS0_FEE CMBX / Short: SPMK00FS0 CDS USD P V 01MEVENT SPMK00FS0_PRO CMBX
000000000
1200000.00000000
OU
Notional Amount
USD
-104411.11000000
-0.00795265963
N/A
DCR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Markit CMBX.NA.BBB-.10
137BERAJ6
Y
sell protection
2059-11-17
0.00000000
USD
-149949.22000000
USD
1200000.00000000
USD
45538.11000000
N
N
N
Expeditors International of Washington Inc
984500B055A804AB6E40
Expeditors International of Washington Inc
302130109
15634.00000000
NS
USD
1862478.42000000
0.141859012482
Long
EC
CORP
US
N
1
N
N
N
CROWDSTRIKE HOLDINGS INC
549300YBY08K9KM4HX32
Crowdstrike Holdings Inc
22788CAA3
7532000.00000000
PA
USD
7516182.80000000
0.572483556425
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.00000000
N
N
N
N
N
N
AMC Entertainment Holdings, Inc.
549300ZO77UNR6NRBR11
AMC Entertainment Holdings, Inc. 2019 Term Loan B
00164DAQ6
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2026-04-22
Floating
3.08300000
N
N
N
N
N
N
Rent-A-Center, Inc.
529900QUHE15UQNCCJ63
Rent-A-Center, Inc. 2021 First Lien Term Loan B
76009WAW0
471940.19000000
PA
USD
474299.89000000
0.036125902611
Long
LON
CORP
US
N
2
2028-02-17
Floating
3.75000000
N
N
N
N
N
N
CLEVELAND CLINIC FOUND
5493005LGDPOFHUC6Z36
Cleveland Clinic Foundation/The
18600TAA0
700000.00000000
PA
USD
1008536.49000000
0.076816992340
Long
DBT
CORP
US
N
2
2114-01-01
Fixed
4.85800000
N
N
N
N
N
N
MSCI Inc
549300HTIN2PD78UB763
MSCI Inc
55354G100
4070.00000000
NS
USD
2475943.80000000
0.188584704477
Long
EC
CORP
US
N
1
N
N
N
NorthRiver Midstream Finance LP
549300SOLNLY3BL6GF18
NorthRiver Midstream Finance LP 2018 Term Loan B
000000000
1579943.94000000
PA
USD
1578624.69000000
0.120238783547
Long
LON
CORP
CA
N
2
2025-10-01
Floating
3.39500000
N
N
N
N
N
N
Oaktree CLO Ltd
N/A
Oaktree CLO 2019-4 Ltd
67402CAU0
1460000.00000000
PA
USD
1460000.00000000
0.111203521072
Long
ABS-CBDO
CORP
KY
N
3
2032-10-20
Floating
0.00000000
N
N
N
N
N
N
Callon Petroleum Co
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123XAZ5
1761000.00000000
PA
USD
1687645.55000000
0.128542553069
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
6.37500000
N
N
N
N
N
N
CALIFORNIA ST UNIV REVENUE
N/A
California State University
13077DBY7
1975000.00000000
PA
USD
2306480.05000000
0.175677193727
Long
DBT
MUN
US
N
2
2047-11-01
Fixed
3.89900000
N
N
N
N
N
N
YAMANA GOLD INC
54930002VY22NXG01418
Yamana Gold Inc
98462YAE0
1153000.00000000
PA
USD
1127790.24000000
0.085900168300
Long
DBT
CORP
CA
N
2
2031-08-15
Fixed
2.63000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CQ7
1101000.00000000
PA
USD
1102376.25000000
0.083964466127
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
5.00000000
N
N
N
N
N
N
Pool Corp
5493005VZK1KMN6CO617
Pool Corp
73278L105
3193.00000000
NS
USD
1387071.13000000
0.105648762762
Long
EC
CORP
US
N
1
N
N
N
American Water Works Co Inc
549300DXHIJQMD5WFW18
American Water Works Co Inc
030420103
7072.00000000
NS
USD
1195450.88000000
0.091053662414
Long
EC
CORP
US
N
1
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411BF1
1920000.00000000
PA
USD
2072467.20000000
0.157853184894
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.25000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2020-SBX Mortgage Trust
12598EAF9
350000.00000000
PA
USD
352796.99000000
0.026871416103
Long
ABS-MBS
CORP
US
N
2
2038-01-10
Variable
2.05600000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAK8
3047000.00000000
PA
USD
3429322.33000000
0.261200491772
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
8.12500000
N
N
N
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166BR4
716000.00000000
PA
USD
1020547.85000000
0.077731859138
Long
DBT
US
N
2
2032-03-15
Fixed
7.37500000
N
N
N
N
N
N
ALFA DESARROLLO SPA
2549006BJAN34R520038
Alfa Desarrollo SpA
01538TAA3
1684000.00000000
PA
USD
1644847.00000000
0.125282724674
Long
DBT
CORP
CL
N
2
2051-09-27
Fixed
4.55000000
N
N
N
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
505742AP1
1154000.00000000
PA
USD
1147306.80000000
0.087386682130
Long
DBT
US
N
2
2029-06-15
Fixed
4.75000000
N
N
N
N
N
N
MASONITE INTERNATIONAL C
549300H0H07ZFT4JYM32
Masonite International Corp
575385AD1
952000.00000000
PA
USD
1003646.00000000
0.076444499390
Long
DBT
CORP
CA
N
2
2028-02-01
Fixed
5.37500000
N
N
N
N
N
N
HAWAIIAN BRAND INTELLECT
N/A
Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd
41984LAA5
1195347.00000000
PA
USD
1252125.98000000
0.095370423151
Long
DBT
CORP
KY
N
2
2026-01-20
Fixed
5.75000000
N
N
N
N
N
N
ALASKA AIRLINES 2020 TR
N/A
Alaska Airlines 2020-1 Class A Pass Through Trust
01166VAA7
1471813.92000000
PA
USD
1642756.28000000
0.125123481232
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.80000000
N
N
N
N
N
N
ANTOFAGASTA PLC
213800MY6QVH4FVLD628
Antofagasta PLC
03718NAA4
1164000.00000000
PA
USD
1124726.64000000
0.085666823706
Long
DBT
CORP
GB
N
2
2030-10-14
Fixed
2.37500000
N
N
N
N
N
N
Global Medical Response, Inc.
549300ZFWD4ZFCEJCQ87
Global Medical Response, Inc. 2020 Term Loan B
00169QAF6
1850257.66000000
PA
USD
1859740.23000000
0.141650453325
Long
LON
CORP
US
N
2
2025-10-02
Floating
5.75000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBT9
2783000.00000000
PA
USD
2901444.48000000
0.220993727651
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.12500000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)DEC21
000000000
-212.00000000
NC
USD
49291.06000000
0.003754342074
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 10 Year US Treasury Note
TYZ1 Comdty
2021-12-21
-27950478.56000000
USD
49291.06000000
N
N
N
Greywolf CLO Ltd
5493002TWMA4NNPZ2B66
Greywolf CLO III Ltd
39809CAN4
1398603.00000000
PA
USD
1402432.38000000
0.106818779946
Long
ABS-CBDO
CORP
KY
N
2
2033-04-15
Floating
1.42800000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-2021.91000000
-0.00015400240
N/A
DFE
JP
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
145817.59000000
USD
16000000.00000000
JPY
2021-11-08
-2021.91000000
N
N
N
MACQUARIE BANK LONDON
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd/London
556079AB7
1636000.00000000
PA
USD
1794422.06000000
0.136675377644
Long
DBT
CORP
AU
N
2
2027-03-08
Fixed
6.12500000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BL5
748000.00000000
PA
USD
799425.00000000
0.060889640296
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
STONEGATE PUB FIN
254900L5266ML3505282
Stonegate Pub Co Financing 2019 PLC
000000000
906000.00000000
PA
1267132.87000000
0.096513449869
Long
DBT
CORP
GB
Y
2
2025-07-13
Fixed
8.00000000
N
N
N
N
N
N
RBC Bearings Inc
N/A
RBC Bearings Inc
75524B104
7057.00000000
NS
USD
1497495.40000000
0.114059425526
Long
EC
CORP
US
N
1
N
N
N
WINDSTREAM ESCROW LLC
N/A
Windstream Escrow LLC / Windstream Escrow Finance Corp
97382WAA1
1122000.00000000
PA
USD
1173628.83000000
0.089391546799
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
7.75000000
N
N
N
N
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
United Rentals Inc
911363109
8012.00000000
NS
USD
2811651.16000000
0.214154458231
Long
EC
CORP
US
N
1
N
N
N
Halcyon Loan Advisors Funding Ltd
5493006GMMSBMRMTK635
Halcyon Loan Advisors Funding 2015-2 Ltd
40538KAQ5
465000.00000000
PA
USD
458184.96000000
0.034898480037
Long
ABS-CBDO
CORP
KY
N
2
2027-07-25
Floating
2.27500000
N
N
N
N
N
N
TWILIO INC
5493004W8TRGD63APX93
Twilio Inc
90138FAC6
4170000.00000000
PA
USD
4271122.50000000
0.325317712965
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.62500000
N
N
N
N
N
N
TEACHERS INSUR & ANNUITY
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BD8
724000.00000000
PA
USD
943457.68000000
0.071860147944
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.90000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAQ3
1228000.00000000
PA
USD
1243607.88000000
0.094721626773
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
3.25000000
N
N
N
N
N
N
COINBASE GLOBAL INC
5493004G3J2SC154DU06
Coinbase Global Inc
19260QAD9
704000.00000000
PA
USD
670120.00000000
0.051040892836
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
3.62500000
N
N
N
N
N
N
Winterfell Financing Sarl
549300SBK6ZRURB5KH49
Winterfell Financing Sarl EUR Term Loan B
000000000
806036.00000000
PA
927840.95000000
0.070670671667
Long
LON
CORP
LU
N
2
2028-05-04
Floating
3.50000000
N
N
N
N
N
N
FRONTERA GENERATION
N/A
FRONTERA GENERATION
000000000
9472.00000000
NS
USD
20720.00000000
0.001578175997
Long
EC
CORP
US
N
3
N
N
N
CAMPBELL SOUP CO
5493007JDSMX8Z5Z1902
Campbell Soup Co
134429BK4
2321000.00000000
PA
USD
2252615.77000000
0.171574524141
Long
DBT
CORP
US
N
2
2050-04-24
Fixed
3.12500000
N
N
N
N
N
N
National Mentor Holdings, Inc.
5493004QULJVJP3CNZ62
National Mentor Holdings, Inc. 2021 Term Loan
63689EAR6
1797503.14000000
PA
USD
1799750.02000000
0.137081191283
Long
LON
CORP
US
N
2
2028-03-02
Floating
4.50000000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BK4
1675000.00000000
PA
USD
1692252.50000000
0.128893449687
Long
DBT
CORP
CA
N
2
2026-08-15
Fixed
3.87500000
N
N
N
N
N
N
Pentair PLC
549300EVR9D56WPSRP15
Pentair PLC
000000000
36822.00000000
NS
USD
2674381.86000000
0.203699095563
Long
EC
CORP
IE
N
1
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBG0
1632000.00000000
PA
USD
1865868.37000000
0.142117214110
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
5.25000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: SPNW00IE1 CDS USD R F 3.00000 SPNW00IE1_FEE CMBX / Short: SPNW00IE1 CDS USD P V 01MEVENT SPNW00IE1_PRO CMBX
000000000
1200000.00000000
OU
Notional Amount
USD
-54851.45000000
-0.00417785916
N/A
DCR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Markit CMBX.NA.BBB-.12
137BERAL1
Y
sell protection
2061-08-17
0.00000000
USD
-82303.65000000
USD
1200000.00000000
USD
27452.20000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-1355.60000000
-0.00010325170
N/A
DFE
JP
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
100215.13000000
USD
11000000.00000000
JPY
2021-11-08
-1355.60000000
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599ED3
837000.00000000
PA
USD
1032648.75000000
0.078653545911
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.62500000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BU4
1201000.00000000
PA
USD
1239365.95000000
0.094398532559
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.75000000
N
N
N
N
N
N
Wind River CLO Ltd
N/A
Wind River 2021-2 CLO Ltd
97315VAJ6
390000.00000000
PA
USD
390039.51000000
0.029708059499
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
3.22300000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911363AM1
552000.00000000
PA
USD
566490.00000000
0.043147727843
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.87500000
N
N
N
N
N
N
Hardee's Funding
N/A
Hardee's Funding LLC
411707AD4
1299800.00000000
PA
USD
1387430.18000000
0.105676110450
Long
ABS-O
CORP
US
N
2
2048-06-20
Fixed
4.95900000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CL7
735000.00000000
PA
USD
700216.13000000
0.053333218607
Long
DBT
CORP
US
N
2
2047-02-15
Fixed
4.10000000
N
N
N
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
Kennedy-Wilson Inc
489399AM7
814000.00000000
PA
USD
833332.50000000
0.063472265906
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
5.00000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2020-NQM1
64830VAA1
277698.08000000
PA
USD
280303.39000000
0.021349810915
Long
ABS-MBS
CORP
US
N
2
2060-01-26
Variable
2.46400000
N
N
N
N
N
N
MET TRANSPRTN AUTH NY REVENUE
5493000TKYODLXADQD60
Metropolitan Transportation Authority
59259YBY4
525000.00000000
PA
USD
755288.21000000
0.057527882449
Long
DBT
MUN
US
N
2
2039-11-15
Fixed
6.66800000
N
N
N
N
N
N
Heartland Dental, LLC
5493008FRC0GRKBN1075
Heartland Dental, LLC 2018 1st Lien Term Loan
42236WAH0
1201692.23000000
PA
USD
1193322.44000000
0.090891545960
Long
LON
CORP
US
N
2
2025-04-30
Floating
3.58400000
N
N
N
N
N
N
Hilton Worldwide Holdings Inc
549300HVGPK36ICB0B89
Hilton Worldwide Holdings Inc
43300A203
23828.00000000
NS
USD
3147917.08000000
0.239766755711
Long
EC
CORP
US
N
1
N
N
N
COLONIAL ENTERPRISES INC
N/A
Colonial Enterprises Inc
19565CAA8
748000.00000000
PA
USD
806569.28000000
0.061433797208
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.25000000
N
N
N
N
N
N
Ahern Rentals Inc
N/A
Ahern Rentals Inc
008674AH6
1440000.00000000
PA
USD
1382400.00000000
0.105292977760
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
7.37500000
N
N
N
N
N
N
Carlyle Global Market Strategies
N/A
CARLYLE US CLO 2021-1 LTD
14316MAG6
970000.00000000
PA
USD
970055.87000000
0.073886046836
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
2.99100000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BK2
1250000.00000000
PA
USD
1270188.78000000
0.096746208741
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.40000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-1817.57000000
-0.00013843848
N/A
DFE
XX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
142162.94000000
USD
121000.00000000
EUR
2021-12-10
-1817.57000000
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BN3
1168000.00000000
PA
USD
1213260.00000000
0.092410126010
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2020-SBX Mortgage Trust
12598EAA0
450000.00000000
PA
USD
455487.48000000
0.034693021630
Long
ABS-MBS
CORP
US
N
2
2038-01-10
Fixed
1.67000000
N
N
N
N
N
N
TERRAFORM POWER OPERATIN
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAE3
1000000.00000000
PA
USD
1075000.00000000
0.081879304898
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
5.00000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAH2
1604000.00000000
PA
USD
1837863.20000000
0.139984150060
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
6.62500000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DH0
1079000.00000000
PA
USD
1188946.06000000
0.090558211121
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.62500000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2020-2
682696AD1
1583000.00000000
PA
USD
1674452.76000000
0.127537700534
Long
ABS-O
CORP
US
N
2
2035-09-14
Fixed
3.45000000
N
N
N
N
N
N
Planet Fitness Master Issuer LLC
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAB9
1885680.00000000
PA
USD
1943282.24000000
0.148013580496
Long
ABS-O
CORP
US
N
2
2048-09-05
Fixed
4.66600000
N
N
N
N
N
N
OCEANEERING INTL INC
549300L6PH74701W0R30
Oceaneering International Inc
675232AA0
1454000.00000000
PA
USD
1484897.50000000
0.113099883856
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
4.65000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-VOLT
05609VAA3
2630000.00000000
PA
USD
2635149.54000000
0.200710895479
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
0.80000000
N
N
N
N
N
N
UTEX
N/A
UTEX
000000000
8205.00000000
NS
USD
393840.00000000
0.029997530643
Long
EC
CORP
US
N
2
N
N
N
CQP HOLDCO LP/BIP-V CHIN
N/A
CQP Holdco LP / BIP-V Chinook Holdco LLC
12657NAA8
2120000.00000000
PA
USD
2257376.00000000
0.171937095605
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
5.50000000
N
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd
89680YAA3
1690000.00000000
PA
USD
1696496.83000000
0.129216726701
Long
DBT
CORP
BM
N
2
2026-04-15
Fixed
2.05000000
N
N
N
N
N
N
Planet Fitness Master Issuer LLC
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAC7
850844.98000000
PA
USD
866812.28000000
0.066022313455
Long
ABS-O
CORP
US
N
2
2049-12-05
Fixed
3.85800000
N
N
N
N
N
N
GCAT
N/A
GCAT 2019-NQM2 Trust
36167FAA7
276557.03000000
PA
USD
279023.86000000
0.021252353215
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.24700000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 9 Ltd
67690AAJ0
720000.00000000
PA
USD
720020.88000000
0.054841682946
Long
ABS-CBDO
CORP
KY
N
2
2035-07-19
Floating
2.08400000
N
N
N
N
N
N
WOLVERINE WORLD WIDE
549300OVC7PK14LQ8D87
Wolverine World Wide Inc
978097AG8
1287000.00000000
PA
USD
1301478.75000000
0.099129465479
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.00000000
N
N
N
N
N
N
MIAMI-DADE CNTY FL SPL OBLIG
549300QG0NBD9HULR263
County of Miami-Dade FL
59333NV67
575000.00000000
PA
USD
572369.49000000
0.043595549754
Long
DBT
MUN
US
N
2
2037-10-01
Fixed
2.78600000
N
N
N
N
N
N
WESTINGHOUSE AIR BRAKE
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp
960386AL4
1338000.00000000
PA
USD
1432617.66000000
0.109117895987
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.45000000
N
N
N
N
N
N
SiteOne Landscape Supply Inc
5299008LX7SBD4HIAU03
SiteOne Landscape Supply Inc
82982L103
6525.00000000
NS
USD
1301541.75000000
0.099134263987
Long
EC
CORP
US
N
1
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2016-GC36
17324TAM1
480000.00000000
PA
USD
500700.00000000
0.038136714384
Long
ABS-MBS
CORP
US
N
2
2049-02-10
Variable
4.90800000
N
N
N
N
N
N
ENDEAVOR ENERGY RESOURCE
N/A
Endeavor Energy Resources LP / EER Finance Inc
29260FAD2
1131000.00000000
PA
USD
1179661.28000000
0.089851019183
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
5.50000000
N
N
N
N
N
N
SEATTLE CHILDREN HOSP
549300WXE9O4DQMMXS47
Seattle Children's Hospital
81257VAB7
1022000.00000000
PA
USD
996837.45000000
0.075925913956
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.71900000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAD0
1117000.00000000
PA
USD
1213267.23000000
0.092410676696
Long
DBT
CORP
XX
N
2
2030-05-01
Fixed
3.40000000
N
N
N
N
N
N
Motion Finco Sarl
N/A
Motion Finco Sarl USD Term Loan B1
000000000
1392772.39000000
PA
USD
1351379.19000000
0.102930222076
Long
LON
CORP
US
N
2
2026-11-12
Floating
3.38200000
N
N
N
N
N
N
BANCO NACIONAL COM EXT
4469000001BL6VG3DH44
Banco Nacional de Comercio Exterior SNC/Cayman Islands
05973JAA8
965000.00000000
PA
USD
971031.25000000
0.073960338404
Long
DBT
CORP
MX
N
2
2031-08-11
Fixed
2.72000000
N
N
N
N
N
N
Sealed Air Corp
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211KAK6
1060000.00000000
PA
USD
1386734.40000000
0.105623115117
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
6.87500000
N
N
N
N
N
N
ROLLER BEARING CO OF AME
N/A
Roller Bearing Co of America Inc
775631AD6
681000.00000000
PA
USD
698876.25000000
0.053231164242
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.37500000
N
N
N
N
N
N
Peraton Corp.
549300EQPCK07ZW63836
Peraton Corp. Term Loan B
71360HAB3
1186762.35000000
PA
USD
1189545.31000000
0.090603854073
Long
LON
CORP
US
N
2
2028-02-01
Floating
4.50000000
N
N
N
N
N
N
OVINTIV INC
N/A
Ovintiv Inc
292505AD6
735000.00000000
PA
USD
992483.06000000
0.075594254024
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
6.50000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370BY5
400000.00000000
PA
USD
480508.00000000
0.036598754454
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.62500000
N
N
N
N
N
N
INDIANAPOLIS PWR & LIGHT
2T85JNP2R2B2GTSFND21
Indianapolis Power & Light Co
455434BT6
1608000.00000000
PA
USD
1869624.59000000
0.142403313349
Long
DBT
CORP
US
N
2
2046-05-01
Fixed
4.05000000
N
N
N
N
N
N
JAZZ SECURITIES DAC
6354009DV8VV7K6KOO02
Jazz Securities DAC
47216FAA5
1088000.00000000
PA
USD
1128854.40000000
0.085981221957
Long
DBT
CORP
IE
N
2
2029-01-15
Fixed
4.37500000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938CAH1
1609000.00000000
PA
USD
1759843.75000000
0.134041658586
Long
DBT
CORP
US
N
2
2025-06-25
Fixed
6.75000000
N
N
N
N
N
N
CENTENNIAL RESOURCE PROD
5493004CTVUMQLRPOE23
Centennial Resource Production LLC
15138AAC4
2838000.00000000
PA
USD
2895753.30000000
0.220560248709
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.87500000
N
N
N
N
N
N
Brown-Forman Corp
549300873K3LXF7ARU34
Brown-Forman Corp
115637209
18939.00000000
NS
USD
1269102.39000000
0.096663461896
Long
EC
CORP
US
N
1
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AQ2
1278000.00000000
PA
USD
1380048.30000000
0.105113856307
Long
DBT
US
N
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
N
Planet Fitness Master Issuer LLC
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAA1
1508350.00000000
PA
USD
1515010.42000000
0.115393488469
Long
ABS-O
CORP
US
N
2
2048-09-05
Fixed
4.26200000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AQ0
1257000.00000000
PA
USD
1310233.95000000
0.099796321005
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust 2019-WOLF
39152TAL4
2923000.00000000
PA
USD
2909543.68000000
0.221610617759
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
2.01700000
N
N
N
N
N
N
CENTENNIAL RESOURCE PROD
5493004CTVUMQLRPOE23
Centennial Resource Production LLC
15138AAA8
2211000.00000000
PA
USD
2173545.66000000
0.165552007262
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.37500000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAJ2
2136000.00000000
PA
USD
2307817.13000000
0.175779034826
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.25000000
N
N
N
N
N
N
VITERRA FINANCE BV
213800HBZGEIZLKJBI17
Viterra Finance BV
92852LAB5
1984000.00000000
PA
USD
2017745.44000000
0.153685203804
Long
DBT
CORP
NL
N
2
2031-04-21
Fixed
3.20000000
N
N
N
N
N
N
NYU HOSPITALS CENTER
N/A
NYU Langone Hospitals
62952EAE7
1191000.00000000
PA
USD
1410739.06000000
0.107451473141
Long
DBT
CORP
US
N
2
2047-07-01
Fixed
4.36800000
N
N
N
N
N
N
Treasury Wine Estates Ltd
529900LVOPJGAX6ILK66
Treasury Wine Estates Ltd
000000000
129441.00000000
NS
1141407.60000000
0.086937358971
Long
EC
CORP
AU
N
2
N
N
N
Atlas CC Acquisition Corp
6HHLXIOGCDNZ4IRAIW26
Atlas CC Acquisition Corp Term Loan C
04921TAC8
257852.11000000
PA
USD
259159.42000000
0.019739342481
Long
LON
CORP
US
N
2
2028-05-25
Floating
5.00000000
N
N
N
N
N
N
ADIENT GLOBAL HOLDINGS
213800VA38VCKE6M8790
Adient Global Holdings Ltd
00687YAA3
1158000.00000000
PA
USD
1186973.16000000
0.090407941650
Long
DBT
CORP
JE
N
2
2026-08-15
Fixed
4.87500000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CN4
963000.00000000
PA
USD
976466.69000000
0.074374338450
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.12500000
N
N
N
N
N
N
Hasbro Inc
549300NUB6D2R1ITYR45
Hasbro Inc
418056AU1
1761000.00000000
PA
USD
2132417.30000000
0.162419391887
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
5.10000000
N
N
N
N
N
N
UNIV OF NORTH CAROLINA NC AT CHAPEL HILL REVENUE
N/A
University of North Carolina at Chapel Hill
914713K68
855000.00000000
PA
USD
1009044.32000000
0.076855672124
Long
DBT
MUN
US
N
2
2034-12-01
Fixed
3.84700000
N
N
N
N
N
N
KKR Financial CLO Ltd
5493000WWM0GGYYSIJ83
KKR CLO 29 Ltd
48254GAE6
350000.00000000
PA
USD
348747.70000000
0.026562994661
Long
ABS-CBDO
CORP
KY
N
2
2032-01-15
Floating
2.12600000
N
N
N
N
N
N
HubSpot Inc
529900BLNVEW0MVKJB37
HubSpot Inc
443573100
3710.00000000
NS
USD
2508293.90000000
0.191048707920
Long
EC
CORP
US
N
1
N
N
N
GEORGETOWN UNIVERSITY
549300GCL3B0KVXSX752
Georgetown University/The
37310PAD3
1246000.00000000
PA
USD
1229163.21000000
0.093621422550
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
2.94300000
N
N
N
N
N
N
CoreLogic, Inc.
54930086CD8K2UIL0516
CoreLogic, Inc. Term Loan
21870FBA6
1658347.00000000
PA
USD
1658695.25000000
0.126337501496
Long
LON
CORP
US
N
2
2028-06-02
Floating
4.00000000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AF5
1812000.00000000
PA
USD
1855850.40000000
0.141354177440
Long
DBT
CORP
CA
N
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AU8
1014000.00000000
PA
USD
1043152.50000000
0.079453582887
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
KOHL'S CORPORATION
549300JF6LPRTRJ0FH50
Kohl's Corp
500255AV6
1411000.00000000
PA
USD
1692877.84000000
0.128941079830
Long
DBT
CORP
US
N
2
2045-07-17
Fixed
5.55000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Long: SPL000LB5 CDS USD R F 1.50000 SPL000LB5_FEE CMBX / Short: SPL000LB5 CDS USD P V 01MEVENT SPL000LB5_PRO CMBX
000000000
1000000.00000000
OU
Notional Amount
USD
9231.59000000
0.000703140625
N/A
DCR
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Markit CMBX.NA.AA.8
137BEPAH4
Y
sell protection
2057-10-17
5044.33000000
USD
0.00000000
USD
1000000.00000000
USD
4187.26000000
N
N
N
Sea Ltd
529900OM6JLLW44YKI15
Sea Ltd
81141R100
5847.00000000
NS
USD
1863614.31000000
0.141945529583
Long
EC
CORP
KY
N
1
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBA8
2282000.00000000
PA
USD
2342119.29000000
0.178391720423
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
N
IRB Holding Corp
549300HVW4WNWYBXN830
IRB Holding Corp 2020 Term Loan B
44988LAF4
1753460.18000000
PA
USD
1753460.18000000
0.133555442517
Long
LON
CORP
US
N
2
2025-02-05
Floating
3.75000000
N
N
N
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769G100
39795.00000000
NS
USD
4468182.60000000
0.340327149255
Long
EC
CORP
US
N
1
N
N
N
Porsche Automobil Holding SE
52990053Z17ZYM1KFV27
Porsche Automobil Holding SE
000000000
20954.00000000
NS
2072146.83000000
0.157828783338
Long
EP
CORP
DE
N
2
N
N
N
ACBL HLDG CORP
N/A
ACBL HLDG CORP
00085Q605
16904.00000000
NS
USD
547267.00000000
0.041683573538
Long
EP
CORP
US
N
2
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229AX4
1082000.00000000
PA
USD
1345250.60000000
0.102463427016
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
5.87500000
N
N
N
N
N
N
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
549300YUVD5TEXR6L889
New Jersey Transportation Trust Fund Authority
6461366S5
1075000.00000000
PA
USD
1227754.49000000
0.093514124863
Long
DBT
MUN
US
N
2
2042-06-15
Fixed
4.13100000
N
N
N
N
N
N
DALLAS TX CONVENTION CENTER HOTEL DEV CORP HOTEL REVENUE
N/A
Dallas Convention Center Hotel Development Corp
235417AA0
1210000.00000000
PA
USD
1704303.27000000
0.129811318218
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
7.08800000
N
N
N
N
N
N
UNITED OVERSEAS BANK LTD
IO66REGK3RCBAMA8HR66
United Overseas Bank Ltd
91127KAE2
1420000.00000000
PA
USD
1420795.90000000
0.108217470414
Long
DBT
CORP
SG
N
2
2031-10-14
Fixed
2.00000000
N
N
N
N
N
N
Cheniere Energy Inc
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411R208
27399.00000000
NS
USD
2676060.33000000
0.203826939244
Long
EC
CORP
US
N
1
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group
78486Q101
5459.00000000
NS
USD
3531317.92000000
0.268969168992
Long
EC
CORP
US
N
1
N
N
N
Chassix Holdings Inc
N/A
CHASSIX HOLDINGS INC
000000000
59475.00000000
NS
USD
446062.50000000
0.033975151108
Long
EC
CORP
US
N
3
N
N
N
Monongahela Power Co
N/A
Monongahela Power Co
610202BR3
1188000.00000000
PA
USD
1301582.48000000
0.099137366261
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.55000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates
12659XAA4
2420000.00000000
PA
USD
2420231.84000000
0.184341303026
Long
ABS-MBS
CORP
US
N
2
2023-08-15
Floating
3.79800000
N
N
N
N
N
N
RAYONIER LP
5493004X96PV3VY6KB95
Rayonier LP
75508XAA4
1674000.00000000
PA
USD
1668207.19000000
0.127061995483
Long
DBT
US
N
2
2031-05-17
Fixed
2.75000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT DEC21
000000000
-154.00000000
NC
USD
365081.92000000
0.027807119851
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CME Ultra Long Term US Treasury Bond Future
WNZ1 Comdty
2021-12-21
-29788706.92000000
USD
365081.92000000
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAB2
3713000.00000000
PA
USD
4232290.82000000
0.322360028345
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.37500000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBL4
1106000.00000000
PA
USD
1288530.53000000
0.098143241058
Long
DBT
US
N
2
2029-02-01
Fixed
4.37500000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Long: SPI400S24 CDS USD R F 1.50000 SPI400S24_FEE CMBX / Short: SPI400S24 CDS USD P V 01MEVENT SPI400S24_PRO CMBX
000000000
500000.00000000
OU
Notional Amount
USD
-7764.57000000
-0.00059140241
N/A
DCR
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Markit CMBX.NA.AA.7
137BEPAG6
Y
sell protection
2047-01-17
0.00000000
USD
-6135.77000000
USD
500000.00000000
USD
-1628.80000000
N
N
N
KAISER FOUNDATION HOSPIT
DW4Z57L3G4IRMHYZYK62
Kaiser Foundation Hospitals
48305QAD5
873000.00000000
PA
USD
1066151.48000000
0.081205341487
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
4.15000000
N
N
N
N
N
N
Callon Petroleum Co
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123XAT9
1005000.00000000
PA
USD
989322.00000000
0.075353486215
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
6.12500000
N
N
N
N
N
N
Mavis Tire Express Services Corp.
254900NVDM4GTLBL9E56
Mavis Tire Express Services Corp. 2021 Term Loan B
57777YAB2
1413958.24000000
PA
USD
1419020.21000000
0.108082221797
Long
LON
CORP
US
N
2
2028-05-04
Floating
4.75000000
N
N
N
N
N
N
Coty Inc.
549300BO9IWPF3S48F93
Coty Inc. 2018 USD Term Loan B
22207EBG8
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2025-04-07
Floating
2.33300000
N
N
N
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
Intuit Inc
46124HAD8
1150000.00000000
PA
USD
1121882.95000000
0.085450228952
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
1.65000000
N
N
N
N
N
N
KKR Industrial Portfolio Trust
N/A
KKR Industrial Portfolio Trust 2021-KDIP
48254CAQ8
570000.00000000
PA
USD
569926.47000000
0.043409472750
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Floating
1.63400000
N
N
N
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAG8
2338000.00000000
PA
USD
2232923.24000000
0.170074607240
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.15000000
N
N
N
N
N
N
JBS USA Lux S.A.
P77IMDGVZE8EFBTF2M92
JBS USA Lux S.A. 2019 Term Loan B
46611VAU9
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
LU
N
2
2026-05-01
Floating
2.08400000
N
N
N
N
N
N
Genesis Sales Finance Master Trust
N/A
Genesis Sales Finance Master Trust
37186XAK1
1298000.00000000
PA
USD
1295572.87000000
0.098679633527
Long
ABS-O
CORP
US
N
2
2026-12-21
Fixed
1.20000000
N
N
N
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart Inc / PetSmart Finance Corp
71677KAA6
1455000.00000000
PA
USD
1496831.25000000
0.114008839349
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.75000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCG8
995000.00000000
PA
USD
982627.41000000
0.074843580749
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.45000000
N
N
N
N
N
N
HECLA MINING CO
5493009Y6HOBZD1QD537
Hecla Mining Co
422704AH9
1053000.00000000
PA
USD
1135634.18000000
0.086497616072
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
7.25000000
N
N
N
N
N
N
CLEAR CHANNEL WORLDWIDE
N/A
Clear Channel Worldwide Holdings Inc
18453HAA4
1148000.00000000
PA
USD
1189477.24000000
0.090598669399
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.12500000
N
N
N
N
N
N
Panera Bread Company
5493008627EIK5RECQ92
Panera Bread Company Term Loan A
69840VAP5
1755758.74000000
PA
USD
1729422.36000000
0.131724558803
Long
LON
CORP
US
N
2
2022-07-18
Floating
2.37500000
N
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd
89680YAC9
930000.00000000
PA
USD
939866.97000000
0.071586655070
Long
DBT
CORP
BM
N
2
2031-06-15
Fixed
3.15000000
N
N
N
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076BN8
1513000.00000000
PA
USD
1758198.79000000
0.133916367255
Long
DBT
CORP
US
N
2
2029-05-23
Fixed
4.60000000
N
N
N
N
N
N
Horizon Therapeutics Plc
529900P0GSQ79OOZEV53
Horizon Therapeutics Plc
000000000
11985.00000000
NS
USD
1312836.90000000
0.099994579365
Long
EC
CORP
IE
N
1
N
N
N
MOHEGAN GAMING & ENT
549300UB083Z2NRDHC48
Mohegan Gaming & Entertainment
608328BH2
2695000.00000000
PA
USD
2812502.00000000
0.214219263987
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
8.00000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JPMCC Commercial Mortgage Securities Trust 2017-JP5
46647TAZ1
821000.00000000
PA
USD
863788.88000000
0.065792030766
Long
ABS-MBS
CORP
US
N
2
2050-03-15
Variable
4.00900000
N
N
N
N
N
N
Vail Resorts Inc
529900PSZHRNU9HKH870
Vail Resorts Inc
91879Q109
7647.00000000
NS
USD
2554480.35000000
0.194566581801
Long
EC
CORP
US
N
1
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769GAA8
1045000.00000000
PA
USD
1059368.75000000
0.080688722680
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.62500000
N
N
N
N
N
N
SABAL TRAIL TRANS
5493002DWITGSZFUI977
Sabal Trail Transmission LLC
78516FAA7
1125000.00000000
PA
USD
1267623.36000000
0.096550808921
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.24600000
N
N
N
N
N
N
NVR INC
529900RWXR4JI3JYTV70
NVR Inc
62944TAF2
2122000.00000000
PA
USD
2222160.14000000
0.169254816406
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.00000000
N
N
N
N
N
N
VITERRA FINANCE BV
213800HBZGEIZLKJBI17
Viterra Finance BV
92852LAA7
2357000.00000000
PA
USD
2375166.98000000
0.180908857061
Long
DBT
CORP
NL
N
2
2026-04-21
Fixed
2.00000000
N
N
N
N
N
N
KAISER ALUMINUM CORP
N/A
Kaiser Aluminum Corp
483007AL4
1528000.00000000
PA
USD
1568110.00000000
0.119437913307
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
4.50000000
N
N
N
N
N
N
EFS Cogen Holdings I LLC
549300KDKPYR8NXXKI52
EFS Cogen Holdings I LLC 2020 Term Loan B
26844HAJ6
1093866.50000000
PA
USD
1098942.04000000
0.083702893357
Long
LON
CORP
US
N
2
2027-10-01
Floating
4.50000000
N
N
N
N
N
N
ACTIVISION BLIZZARD
549300TPQQDBP9GNOF40
Activision Blizzard Inc
00507VAQ2
1687000.00000000
PA
USD
1464056.76000000
0.111512511480
Long
DBT
CORP
US
N
2
2050-09-15
Fixed
2.50000000
N
N
N
N
N
N
Elmwood CLO VIII Ltd
N/A
Elmwood CLO VIII Ltd
29003EAE5
1080000.00000000
PA
USD
1080230.47000000
0.082277693036
Long
ABS-CBDO
CORP
KY
N
2
2034-01-20
Floating
2.08400000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DD4
613000.00000000
PA
USD
797819.50000000
0.060767354506
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
7.50000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BQ4
3182000.00000000
PA
USD
3217797.50000000
0.245089323354
Long
DBT
CORP
PA
N
2
2028-08-01
Fixed
4.00000000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05962GAJ8
1072000.00000000
PA
USD
1197022.00000000
0.091173329589
Long
DBT
CORP
MX
N
2
2028-01-10
Fixed
7.62500000
N
N
N
N
N
N
PENSKE AUTOMOTIVE GROUP
549300W7UTQ0M4C7LB15
Penske Automotive Group Inc
70959WAJ2
751000.00000000
PA
USD
773530.00000000
0.058917301133
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
3.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) DEC21
000000000
589.00000000
NC
USD
-67194.30000000
-0.00511797449
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year US Treasury Note Future
TUZ1 Comdty
2021-12-31
129679405.53000000
USD
-67194.30000000
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCN8
1513000.00000000
PA
USD
1632905.25000000
0.124373159847
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
6.75000000
N
N
N
N
N
N
Arch Capital Finance LLC
549300XG4URFY0200M65
Arch Capital Finance LLC
03939CAA1
1172000.00000000
PA
USD
1320273.07000000
0.100560968603
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.01100000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2021-2
30165XAG0
1224000.00000000
PA
USD
1225827.55000000
0.093367356018
Long
ABS-O
CORP
US
N
2
2028-07-17
Fixed
2.90000000
N
N
N
N
N
N
CHICAGO IL
T5UYO5SYLC8K73MJQX30
City of Chicago IL
167486SD2
475000.00000000
PA
USD
624970.75000000
0.047602019155
Long
DBT
MUN
US
N
2
2044-01-01
Fixed
6.31400000
N
N
N
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAK1
889000.00000000
PA
USD
959008.75000000
0.073044623108
Long
DBT
US
N
2
2025-06-15
Fixed
4.62500000
N
N
N
N
N
N
Crown Cork & Seal Co Inc
7HLDMDH0ZXNUH6PT7Z42
Crown Cork & Seal Co Inc
228255AH8
1295000.00000000
PA
USD
1609458.38000000
0.122587286900
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
7.37500000
N
N
N
N
N
N
BROOKLYN UNION GAS CO
83BQ1DXS6VA5GZFK8S35
Brooklyn Union Gas Co/The
114259AN4
1368000.00000000
PA
USD
1466908.77000000
0.111729739942
Long
DBT
CORP
US
N
2
2026-03-10
Fixed
3.40700000
N
N
N
N
N
N
THE MET
549300LS1O4XQ1SY7T11
Metropolitan Museum of Art/The
592189AA2
1975000.00000000
PA
USD
2213599.26000000
0.168602761612
Long
DBT
CORP
US
N
2
2045-07-01
Fixed
3.40000000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 8 Ltd
67707GAJ8
810000.00000000
PA
USD
810205.42000000
0.061710750339
Long
ABS-CBDO
CORP
KY
N
2
2034-01-18
Floating
2.08800000
N
N
N
N
N
N
GLOBAL BANK CORPORATION
5493005ROG3FS85TE513
Global Bank Corp
37954JAC0
1746000.00000000
PA
USD
1844212.50000000
0.140467755893
Long
DBT
CORP
PA
N
2
2029-04-16
Fixed
5.25000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DQ5
2773000.00000000
PA
USD
2769228.72000000
0.210923276930
Long
DBT
NUSS
CO
N
2
2049-05-15
Fixed
5.20000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAK6
1864000.00000000
PA
USD
1880310.00000000
0.143217186785
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.50000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BJ0
1155000.00000000
PA
USD
1334442.19000000
0.101640185065
Long
DBT
CORP
PA
N
2
2027-08-01
Fixed
9.87500000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAA1
889000.00000000
PA
USD
916825.70000000
0.069831675376
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.87500000
N
N
N
N
N
N
MCCORMICK & CO
549300JQQA6MQ4OJP259
McCormick & Co Inc/MD
579780AQ0
1046000.00000000
PA
USD
1070555.35000000
0.081540770152
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.50000000
N
N
N
N
N
N
IDEX CORP
549300U5Y5EL6PHYLF13
IDEX Corp
45167RAG9
1082000.00000000
PA
USD
1142391.98000000
0.087012336041
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.00000000
N
N
N
N
N
N
ENDEAVOR ENERGY RESOURCE
N/A
Endeavor Energy Resources LP / EER Finance Inc
29260FAE0
1114000.00000000
PA
USD
1173877.50000000
0.089410487196
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
5.75000000
N
N
N
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
Western Digital Corp
958102AM7
1570000.00000000
PA
USD
1740768.90000000
0.132588788392
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.75000000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281ABH1
1900000.00000000
PA
USD
2139970.00000000
0.162994656841
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
8.25000000
N
N
N
N
N
N
Cenovus Energy Inc
549300EIRQ0Z2B9C1W06
Cenovus Energy Inc
15135UAR0
1743000.00000000
PA
USD
2142124.18000000
0.163158733828
Long
DBT
CORP
CA
N
2
2047-06-15
Fixed
5.40000000
N
N
N
N
N
N
TRANSATLANTIC HOLDINGS
RN37QJVS1BV19MNIC295
Transatlantic Holdings Inc
893521AB0
934000.00000000
PA
USD
1445856.45000000
0.110126252195
Long
DBT
CORP
US
N
2
2039-11-30
Fixed
8.00000000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BBC1
998000.00000000
PA
USD
1075194.46000000
0.081894116293
Long
DBT
CORP
CL
N
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2021-RENT
36260XAS5
650000.00000000
PA
USD
651311.64000000
0.049608320330
Long
ABS-MBS
CORP
US
N
2
2035-11-21
Floating
2.83400000
N
N
N
N
N
N
Intellia Therapeutics Inc
5493002T5BCPE5DZC723
Intellia Therapeutics Inc
45826J105
11867.00000000
NS
USD
1591958.05000000
0.121254342848
Long
EC
CORP
US
N
1
N
N
N
Fontainebleau Miami Beach Trust
N/A
Fontainebleau Miami Beach Trust 2019-FBLU
34461LAA2
780000.00000000
PA
USD
817229.09000000
0.062245720774
Long
ABS-MBS
CORP
US
N
2
2036-12-10
Fixed
3.14400000
N
N
N
N
N
N
Virgin Media Bristol LLC
N/A
Virgin Media Bristol LLC USD Term Loan N
000000000
1775839.00000000
PA
USD
1766080.76000000
0.134516711650
Long
LON
CORP
US
N
2
2028-01-31
Floating
2.58400000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAN9
630000.00000000
PA
USD
657247.50000000
0.050060435764
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
3.62500000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AF6
1488000.00000000
PA
USD
1656066.94000000
0.126137311547
Long
DBT
CORP
IT
N
2
2032-06-19
Fixed
5.86100000
N
N
N
N
N
N
HELMERICH & PAYNE INC
254900NAOGHJ88RZ4C73
Helmerich & Payne Inc
423452AE1
1714000.00000000
PA
USD
1719472.80000000
0.130966732703
Long
DBT
CORP
US
N
2
2031-09-29
Fixed
2.90000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCF0
2039000.00000000
PA
USD
2161340.00000000
0.164622341256
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.25000000
N
N
N
N
N
N
LOUISVILLE GAS & ELEC
KO3GRIB3RPH1XDX50U72
Louisville Gas and Electric Co
546676AX5
1017000.00000000
PA
USD
1207399.56000000
0.091963755077
Long
DBT
CORP
US
N
2
2045-10-01
Fixed
4.37500000
N
N
N
N
N
N
CBRE Group Inc
52990016II9MJ2OSWA10
CBRE Group Inc
12504L109
20954.00000000
NS
USD
2040081.44000000
0.155386465343
Long
EC
CORP
US
N
1
N
N
N
HONOLULU CITY & CNTY HI WSTWTR SYS REVENUE
N/A
City & County Honolulu HI Wastewater System Revenue
438701Z56
390000.00000000
PA
USD
379107.57000000
0.028875408663
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
1.62300000
N
N
N
N
N
N
AMERICAN AIRLINES GROUP
N/A
American Airlines Group Inc
02376RAC6
1904000.00000000
PA
USD
1908760.00000000
0.145384132110
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
5.00000000
N
N
N
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
Carvana Co
146869AB8
1252000.00000000
PA
USD
1295863.82000000
0.098701794256
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.62500000
N
N
N
N
N
N
INVITATION HOMES OP
549300147YMUQB3GW319
Invitation Homes Operating Partnership LP
46188BAA0
1147000.00000000
PA
USD
1102329.97000000
0.083960941128
Long
DBT
US
N
2
2031-08-15
Fixed
2.00000000
N
N
N
N
N
N
Continental Resources Inc/OK
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015101
94830.00000000
NS
USD
4376404.50000000
0.333336705503
Long
EC
CORP
US
N
1
N
N
N
Square Inc
549300OHIIUWSTIZME52
Square Inc
852234103
8237.00000000
NS
USD
1975562.08000000
0.150472232460
Long
EC
CORP
US
N
1
N
N
N
SELECTIVE INSURANCE GROU
549300R3WGJWLE40R258
Selective Insurance Group Inc
816300AH0
1169000.00000000
PA
USD
1505289.57000000
0.114653082477
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
5.37500000
N
N
N
N
N
N
KLA CORP
549300H0BF5JCG96TJ81
KLA Corp
482480AG5
776000.00000000
PA
USD
883716.37000000
0.067309843817
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.10000000
N
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
Mattel Inc
577081BD3
512000.00000000
PA
USD
555520.00000000
0.042312178099
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.87500000
N
N
N
N
N
N
Churchill Downs Inc
529900FODTBQC8MIS994
Churchill Downs Inc
171484AE8
1137000.00000000
PA
USD
1191007.50000000
0.090715224399
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
URBAN ONE INC
549300PLGIGPBRQUP240
Urban One Inc
91705JAC9
1159000.00000000
PA
USD
1244198.09000000
0.094766581177
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.37500000
N
N
N
N
N
N
GAP INC/THE
T2ZG1WRWZ4BUCMQL9224
Gap Inc/The
364760AQ1
629000.00000000
PA
USD
629786.25000000
0.047968800358
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
3.87500000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAL6
1887000.00000000
PA
USD
2010051.27000000
0.153099163533
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
3.87500000
N
N
N
N
N
N
Perimeter Master Note Business Trust
5493005H6EB040833X54
Perimeter Master Note Business Trust
71384PAE1
2555000.00000000
PA
USD
2647399.02000000
0.201643899114
Long
ABS-O
CORP
US
N
2
2024-05-15
Fixed
4.23000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AU0
775000.00000000
PA
USD
865898.67000000
0.065952726709
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc. 2020 Term Loan F
89364MBR4
1223842.70000000
PA
USD
1210392.67000000
0.092191730673
Long
LON
CORP
US
N
2
2025-12-09
Floating
2.33400000
N
N
N
N
N
N
VIPER ENERGY PARTNERS LP
5299009LINL232255G03
Viper Energy Partners LP
92763MAA3
1155000.00000000
PA
USD
1206541.88000000
0.091898428340
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.37500000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CH1
377000.00000000
PA
USD
626056.67000000
0.047684730201
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
8.25000000
N
N
N
N
N
N
Bluemountain CLO Ltd
5493001GLQHON6UV2U40
BlueMountain CLO XXVIII Ltd
09630PAJ2
970000.00000000
PA
USD
970181.58000000
0.073895621763
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
3.02600000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
12853.40000000
0.000979002286
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
1797000.00000000
AUD
1312293.21000000
USD
2021-12-01
12853.40000000
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAT8
2201000.00000000
PA
USD
2401401.05000000
0.182907022100
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.62500000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BE6
1048000.00000000
PA
USD
1093850.00000000
0.083315048989
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229AW6
2705000.00000000
PA
USD
2985724.90000000
0.227413097145
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
4.70000000
N
N
N
N
N
N
SPRINGS WINDOWS FASHIONS LLC
N/A
SPRINGS WINDOWS FASHIONS LLC
000000000
1338742.00000000
PA
USD
1331218.27000000
0.101394629410
Long
LON
CORP
US
N
2
2028-10-06
None
0.00000000
N
N
N
N
N
N
Polaris Newco LLC
549300F7JH48O4IYRX29
Polaris Newco LLC USD Term Loan B
73108RAB4
1513174.00000000
PA
USD
1518220.44000000
0.115637985405
Long
LON
CORP
US
N
2
2028-06-02
Floating
4.50000000
N
N
N
N
N
N
CALIFORNIA RESOURCES CRP
5493003Q8F0T4F4YMR48
California Resources Corp
13057QAH0
1743000.00000000
PA
USD
1841618.94000000
0.140270212740
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
7.12500000
N
N
N
N
N
N
DIST OF COLUMBIA INCOME TAX SECURED REVENUE
549300HWFOZXPKGOX654
District of Columbia
25477GCY9
795000.00000000
PA
USD
1021440.80000000
0.077799872278
Long
DBT
MUN
US
N
2
2034-12-01
Fixed
5.59100000
N
N
N
N
N
N
Old Dominion Freight Line Inc
5299009TWK32WE417T96
Old Dominion Freight Line Inc
679580100
15421.00000000
NS
USD
4410097.58000000
0.335902999429
Long
EC
CORP
US
N
1
N
N
N
NSG HOLDINGS LLC/NSG HLD
N/A
NSG Holdings LLC / NSG Holdings Inc
62940QAA3
1076368.64000000
PA
USD
1163619.08000000
0.088629136221
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
7.75000000
N
N
N
N
N
N
TWILIO INC
5493004W8TRGD63APX93
Twilio Inc
90138FAD4
3004000.00000000
PA
USD
3079280.24000000
0.234538907572
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.87500000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDJ6
2221000.00000000
PA
USD
2335958.96000000
0.177922507830
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.12500000
N
N
N
N
N
N
IRB HOLDING CORP
549300HVW4WNWYBXN830
IRB Holding Corp
44988MAC9
843000.00000000
PA
USD
896087.93000000
0.068252145894
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.00000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AC1
2002000.00000000
PA
USD
2214712.50000000
0.168687553535
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
5.30000000
N
N
N
N
N
N
MT SINAI HOSPITAL
549300IJEDK5LH7YPT15
Mount Sinai Hospitals Group Inc
623115AE2
1566000.00000000
PA
USD
1731489.04000000
0.131881971195
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
3.73700000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2020-ACE
46591PAA0
550000.00000000
PA
USD
572759.55000000
0.043625259375
Long
ABS-MBS
CORP
US
N
2
2037-01-10
Fixed
3.28700000
N
N
N
N
N
N
Benefit Street Partners CLO Ltd
N/A
Benefit Street Partners CLO XIX Ltd
08182RAC7
578133.00000000
PA
USD
579787.04000000
0.044160520767
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
2.12600000
N
N
N
N
N
N
JBS USA LUX/JBS USA FIN
N/A
JBS USA LUX SA / JBS USA Finance Inc
472141AA8
2538000.00000000
PA
USD
2753755.38000000
0.209744722210
Long
DBT
CORP
XX
N
2
2028-02-15
Fixed
6.75000000
N
N
N
N
N
N
Ultimate Software Group Inc(The)
529900FKHWSTQ1GXK240
Ultimate Software Group Inc(The) Term Loan B
90385KAB7
1194620.00000000
PA
USD
1198305.40000000
0.091271082054
Long
LON
CORP
US
N
2
2026-05-04
Floating
3.83400000
N
N
N
N
N
N
Ausgrid Finance Pty Ltd
549300DN8D7YR73BKB57
Ausgrid Finance Pty Ltd
052113AB3
1217000.00000000
PA
USD
1370354.05000000
0.104375476353
Long
DBT
CORP
AU
N
2
2028-08-01
Fixed
4.35000000
N
N
N
N
N
N
Elmwood CLO VIII Ltd
N/A
Elmwood CLO VIII Ltd
29003EAG0
810000.00000000
PA
USD
813163.70000000
0.061936073046
Long
ABS-CBDO
CORP
KY
N
2
2034-01-20
Floating
3.13400000
N
N
N
N
N
N
BANGKOK BANK PCL/HK
549300CCL2BKJGMYXV60
Bangkok Bank PCL/Hong Kong
06000BAA0
1606000.00000000
PA
USD
1672247.50000000
0.127369732947
Long
DBT
CORP
TH
N
2
2025-09-23
Fixed
5.00000000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AD4
5656000.00000000
PA
USD
7246750.00000000
0.551961723513
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.87500000
N
N
N
N
N
N
CAESARS RESORT / FINCO
N/A
Caesars Resort Collection LLC / CRC Finco Inc
12770RAA1
619000.00000000
PA
USD
653339.03000000
0.049762740130
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
5.75000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CR5
1350000.00000000
PA
USD
1301062.50000000
0.099097761051
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.75000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AS8
1821000.00000000
PA
USD
1967544.98000000
0.149861595646
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.37500000
N
N
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAP2
1262000.00000000
PA
USD
1291972.50000000
0.098405404882
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.25000000
N
N
N
N
N
N
CONNECT FINCO SARL/CONNE
N/A
Connect Finco SARL / Connect US Finco LLC
20752TAA2
2264000.00000000
PA
USD
2371675.84000000
0.180642948116
Long
DBT
CORP
XX
N
2
2026-10-01
Fixed
6.75000000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant Inc
04621XAM0
1158000.00000000
PA
USD
1258908.11000000
0.095886996259
Long
DBT
CORP
US
N
2
2030-02-22
Fixed
3.70000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GAT9
1101000.00000000
PA
USD
1188861.23000000
0.090551749891
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.04300000
N
N
N
N
N
N
Genesee & Wyoming Inc. (New)
G617XSG94Z7G0RMW3L02
Genesee & Wyoming Inc. (New) Term Loan
55316HAB1
1714017.20000000
PA
USD
1705447.11000000
0.129898440845
Long
LON
CORP
US
N
2
2026-12-30
Floating
2.13200000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 9 Ltd
67690AAL5
640000.00000000
PA
USD
640003.46000000
0.048747012500
Long
ABS-CBDO
CORP
KY
N
2
2035-07-19
Floating
3.13400000
N
N
N
N
N
N
SCIH SALT HOLDINGS INC
N/A
SCIH Salt Holdings Inc
78433BAB4
824000.00000000
PA
USD
792086.48000000
0.060330688746
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
6.62500000
N
N
N
N
N
N
Tibco Software Inc.
04EEB871XLHVNY4RZJ65
Tibco Software Inc. 2020 Term Loan B3
88632NAP5
1182075.47000000
PA
USD
1176909.80000000
0.089641447770
Long
LON
CORP
US
N
2
2026-06-30
Floating
3.84000000
N
N
N
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAA4
2019000.00000000
PA
USD
1335063.75000000
0.101687527298
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.37500000
N
N
N
N
N
N
VERISIGN INC
LMPL4N8ZOJRMF0KOF759
VeriSign Inc
92343EAM4
613000.00000000
PA
USD
623782.67000000
0.047511526909
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.70000000
N
N
N
N
N
N
HUB International Ltd
549300JQT6ATTUNS5E06
HUB International Ltd
44332PAD3
573000.00000000
PA
USD
593055.00000000
0.045171098759
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
7.00000000
N
N
N
N
N
N
NORDSTROM INC
549300S3IZB5P35KNV16
Nordstrom Inc
655664AY6
1191000.00000000
PA
USD
1207620.93000000
0.091980616120
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
4.25000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAM8
1302000.00000000
PA
USD
1633535.79000000
0.124421186058
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
5.20000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BG8
1039000.00000000
PA
USD
1099802.28000000
0.083768415081
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.87500000
N
N
N
N
N
N
Entergy Arkansas LLC
549300A0I5ONUIFMLP35
Entergy Arkansas LLC
29364DAT7
1109000.00000000
PA
USD
1213972.57000000
0.092464400184
Long
DBT
CORP
US
N
2
2044-12-15
Fixed
4.95000000
N
N
N
N
N
N
Fluor Corp
CQ7WZ4NOFWT7FAE6Q943
Fluor Corp
343412AF9
2291000.00000000
PA
USD
2367393.40000000
0.180316768385
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.25000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
442233.48000000
0.033683506926
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
18074000.00000000
EUR
21405887.68000000
USD
2021-12-10
442233.48000000
N
N
N
PRESIDIO HOLDING INC
N/A
Presidio Holdings Inc
74101XAE0
322000.00000000
PA
USD
332867.50000000
0.025353450719
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.87500000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AG6
1745000.00000000
PA
USD
1818080.60000000
0.138477372817
Long
DBT
CORP
NL
N
2
2029-03-31
Fixed
4.12500000
N
N
N
N
N
N
Gray Television, Inc.
N/A
Gray Television, Inc. 2021 Second Lien Bridge Term Loan
000000000
3756758.00000000
PA
USD
3756758.00000000
0.286140217408
Long
LON
CORP
US
N
3
2022-08-12
None
0.00000000
N
N
N
N
N
N
Triumph Rail LLC
N/A
TRP - TRIP Rail Master Funding LLC
89683LAA8
1548398.21000000
PA
USD
1563130.91000000
0.119058671978
Long
ABS-O
CORP
US
N
2
2051-06-19
Fixed
2.15000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) DEC21
000000000
-123.00000000
NC
USD
-27142.41000000
-0.00206735038
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT US Long Bond Future
USZ1 Comdty
2021-12-21
-19556763.84000000
USD
-27142.41000000
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032WAH9
1245000.00000000
PA
USD
1323072.05000000
0.100774157939
Long
DBT
CORP
KY
N
2
2038-01-19
Fixed
3.92500000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AS0
2148000.00000000
PA
USD
2378910.00000000
0.181193950899
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.37500000
N
N
N
N
N
N
TENGIZCHEVROIL FIN CO IN
5493001VEV2XTJIBZH31
Tengizchevroil Finance Co International Ltd
88034QAC1
1185000.00000000
PA
USD
1203794.10000000
0.091689138743
Long
DBT
CORP
BM
N
2
2030-08-15
Fixed
3.25000000
N
N
N
N
N
N
Mirabela Nickel Ltd
N/A
MIRABELA NICKEL
000000000
15172.36000000
PA
USD
1.52000000
0.000000115773
Long
DBT
CORP
US
N
3
2044-09-10
None
0.00000000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAN8
1612000.00000000
PA
USD
1789432.03000000
0.136295303051
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.00000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BC5
1374000.00000000
PA
USD
1494988.26000000
0.113868464707
Long
DBT
CORP
LR
N
2
2023-06-15
Fixed
9.12500000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBE9
1145000.00000000
PA
USD
1287996.19000000
0.098102542092
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.25000000
N
N
N
N
N
N
Starfruit Finco B.V
549300K7VB5G6LULFT41
Starfruit Finco B.V 2018 USD Term Loan B
000000000
921572.87000000
PA
USD
916619.42000000
0.069815963689
Long
LON
CORP
US
N
2
2025-10-01
Floating
2.83200000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-UBS5 Mortgage Trust
12592KBE3
1161000.00000000
PA
USD
1242456.69000000
0.094633944320
Long
ABS-MBS
CORP
US
N
2
2047-09-10
Variable
4.19300000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAN9
1922000.00000000
PA
USD
2056731.99000000
0.156654684376
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.50000000
N
N
N
N
N
N
BEAZER HOMES USA
549300DUPYT2T0F60I45
Beazer Homes USA Inc
07556QBT1
1164000.00000000
PA
USD
1283810.52000000
0.097783733022
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
7.25000000
N
N
N
N
N
N
VMED O2 UK FINAN
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
92858RAA8
2494000.00000000
PA
USD
2490882.50000000
0.189722537381
Long
DBT
CORP
GB
N
2
2031-01-31
Fixed
4.25000000
N
N
N
N
N
N
KNDR 2021 KIND
N/A
KNDR 2021 KIND
482606AQ3
2420000.00000000
PA
USD
2429243.92000000
0.185027724278
Long
ABS-MBS
CORP
US
N
2
2038-08-15
Floating
3.33400000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAF5
1829000.00000000
PA
USD
2003195.94000000
0.152577015017
Long
DBT
CORP
NL
N
2
2028-04-06
Fixed
3.50000000
N
N
N
N
N
N
CELLNEX FINANCE
549300OUROMFTRFA7T23
Cellnex Finance Co SA
15118JAA3
871000.00000000
PA
USD
857024.81000000
0.065276833231
Long
DBT
CORP
ES
N
2
2041-07-07
Fixed
3.87500000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017CY3
1625000.00000000
PA
USD
1850682.75000000
0.140960574100
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
4.12500000
N
N
N
N
N
N
Adyen NV
724500973ODKK3IFQ447
Adyen NV
000000000
780.00000000
NS
2180382.14000000
0.166072720034
Long
EC
CORP
NL
Y
2
N
N
N
Bacardi Ltd
549300R32WTQNHNN5055
Bacardi Ltd
067316AD1
1749000.00000000
PA
USD
1834267.18000000
0.139710252741
Long
DBT
CORP
BM
N
2
2026-07-15
Fixed
2.75000000
N
N
N
N
N
N
Trimble Inc
549300E2MI7NSZFQWS19
Trimble Inc
896239100
16798.00000000
NS
USD
1381635.50000000
0.105234748245
Long
EC
CORP
US
N
1
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
10420.00000000
NS
USD
2158607.20000000
0.164414192638
Long
EC
CORP
US
N
1
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2020-NP1
14687PAJ4
1250000.00000000
PA
USD
1334237.50000000
0.101624594483
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
5.20000000
N
N
N
N
N
N
Alterra Mountain Company
549300C5O4FSVNUEI843
Alterra Mountain Company Term Loan B1
46124CAB3
1117837.07000000
PA
USD
1112247.88000000
0.084716356548
Long
LON
CORP
US
N
2
2024-07-31
Floating
2.83400000
N
N
N
N
N
N
TRANSPRTDRA DE GAS INTL
529900780HCVLCEM2440
Transportadora de Gas Internacional SA ESP
89387YAC5
1306000.00000000
PA
USD
1486293.30000000
0.113206197469
Long
DBT
CORP
CO
N
2
2028-11-01
Fixed
5.55000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48126HAC4
1088000.00000000
PA
USD
1183118.40000000
0.090114336935
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
6.10000000
N
N
N
N
N
N
TEXAS ST A & M UNIV PERM UNIV FUND
N/A
Permanent University Fund - Texas A&M University System
8821175V2
1070000.00000000
PA
USD
1158490.93000000
0.088238541469
Long
DBT
MUN
US
N
2
2047-07-01
Fixed
3.66000000
N
N
N
N
N
N
Regatta XII Funding Ltd.
N/A
Regata XII Funding LTD
75888HAQ4
1120000.00000000
PA
USD
1120000.00000000
0.085306810685
Long
ABS-CBDO
CORP
KY
N
3
2032-10-15
Floating
0.00000000
N
N
N
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
Chemours Co/The
163851AF5
1291000.00000000
PA
USD
1353548.95000000
0.103095485742
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.75000000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAG6
1230000.00000000
PA
USD
1270344.00000000
0.096758031351
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
4.10000000
N
N
N
N
N
N
UTEX Industries Inc.
N/A
UTEX Industries Inc. 2020 Second Out Term Loan
91759UAU9
54213.71000000
PA
USD
53400.50000000
0.004067344950
Long
LON
CORP
US
N
2
2025-12-03
Floating
5.75000000
N
N
Y
N
N
N
OMAN SOVEREIGN SUKUK
549300KM6RUZQLK8LU36
Oman Sovereign Sukuk Co
68204LAB0
1253000.00000000
PA
USD
1320638.19000000
0.100588778623
Long
DBT
NUSS
OM
N
2
2030-06-15
Fixed
4.87500000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KA8
2009000.00000000
PA
USD
2286259.30000000
0.174137044002
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45000000
N
N
N
N
N
N
National Mentor Holdings, Inc.
5493004QULJVJP3CNZ62
National Mentor Holdings, Inc. 2021 Term Loan C
63689EAT2
56686.82000000
PA
USD
56757.68000000
0.004323050591
Long
LON
CORP
US
N
2
2028-03-02
Floating
4.50000000
N
N
N
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co Inc
08652BAA7
1332000.00000000
PA
USD
1534148.13000000
0.116851146508
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
4.45000000
N
N
N
N
N
N
LAREDO PETROLEUM INC
549300X0PTWU2QSLSL14
Laredo Petroleum Inc
516806AG1
2908000.00000000
PA
USD
3148200.80000000
0.239788365754
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
10.12500000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BN1
1212000.00000000
PA
USD
1254420.00000000
0.095545151303
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
Truck Hero, Inc.
54930007KT5CX7XNSD31
Truck Hero, Inc. 2021 Term Loan B
89778PAG2
951766.26000000
PA
USD
950971.54000000
0.072432454580
Long
LON
CORP
US
N
2
2028-01-31
Floating
4.00000000
N
N
N
N
N
N
Astoria Energy LLC
549300BXD26J7I0IPB62
Astoria Energy LLC 2020 Term Loan B
04626LAE9
1496349.57000000
PA
USD
1503359.97000000
0.114506111029
Long
LON
CORP
US
N
2
2027-12-10
Floating
4.50000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAY1
3228000.00000000
PA
USD
3649173.30000000
0.277945835590
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017BA1
978000.00000000
PA
USD
1022875.32000000
0.077909135069
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
4.25000000
N
N
N
N
N
N
PARSLEY ENERGY LLC/FINAN
N/A
Parsley Energy LLC / Parsley Finance Corp
701885AH8
802000.00000000
PA
USD
858380.60000000
0.065380099410
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.62500000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
491798AH7
1924000.00000000
PA
USD
2086414.46000000
0.158915502991
Long
DBT
NUSS
KE
N
2
2048-02-28
Fixed
8.25000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAH0
684000.00000000
PA
USD
707734.80000000
0.053905891606
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
Marble Point CLO LTD
2549003LUS5LG1CTZP23
Marble Point CLO XVII Ltd
56606CAC7
651646.00000000
PA
USD
656676.19000000
0.050016920912
Long
ABS-CBDO
CORP
KY
N
2
2033-04-20
Floating
1.90400000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates 2019-ICE4
12653VAE6
3000000.00000000
PA
USD
3006479.70000000
0.228993923747
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
1.51400000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAG5
808000.00000000
PA
USD
867590.00000000
0.066081549895
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 8 Ltd
67707GAL3
650000.00000000
PA
USD
650155.94000000
0.049520294365
Long
ABS-CBDO
CORP
KY
N
2
2034-01-18
Floating
3.03800000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAE1
1247000.00000000
PA
USD
1335352.84000000
0.101709546357
Long
DBT
CORP
US
N
2
2030-06-05
Fixed
3.12500000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAQ4
1917000.00000000
PA
USD
2182229.33000000
0.166213414577
Long
DBT
US
N
2
2050-07-01
Fixed
4.15000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAZ9
3083000.00000000
PA
USD
3759434.96000000
0.286344112872
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.87500000
N
N
N
N
N
N
AI CANDELARIA SPAIN SLU
213800L5KA2MJ5FKRZ02
AI Candelaria Spain SLU
00870WAA4
1095000.00000000
PA
USD
1090067.03000000
0.083026912288
Long
DBT
CORP
ES
N
2
2033-06-15
Fixed
5.75000000
N
N
N
N
N
N
XYLEM INC
549300DF5MV96DRYLQ48
Xylem Inc/NY
98419MAJ9
1231000.00000000
PA
USD
1337295.29000000
0.101857496548
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
3.25000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW30
1626000.00000000
PA
USD
1676576.73000000
0.127699476522
Long
DBT
NUSS
EG
N
2
2023-02-21
Fixed
5.57700000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABE7
882000.00000000
PA
USD
938227.50000000
0.071461781894
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
CQP Holdco LP
549300LPL012JY5D4B69
CQP Holdco LP 2021 Term Loan B
000000000
1862351.00000000
PA
USD
1858859.09000000
0.141583339715
Long
LON
CORP
US
N
2
2028-06-05
Floating
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
1000000.00000000
PA
USD
1088710.00000000
0.082923551661
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
Warrior Met Coal Inc
549300152B1S9YKBYV79
Warrior Met Coal Inc
93627CAA9
1107000.00000000
PA
USD
1124988.75000000
0.085686787785
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
8.00000000
N
N
N
N
N
N
SQUARE INC
549300OHIIUWSTIZME52
Square Inc
852234AM5
2279000.00000000
PA
USD
2340487.42000000
0.178267426115
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.50000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AJ6
1109000.00000000
PA
USD
1035828.18000000
0.078895712905
Long
DBT
CORP
CA
N
2
2030-01-30
Fixed
5.25000000
N
N
N
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103H107
2156.00000000
NS
USD
1317445.36000000
0.100345590994
Long
EC
CORP
US
N
1
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AU3
1287000.00000000
PA
USD
1575765.16000000
0.120020982311
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
4.45000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AE0
1720000.00000000
PA
USD
1753402.40000000
0.133551041600
Long
DBT
NUSS
AO
N
2
2049-11-26
Fixed
9.12500000
N
N
N
N
N
N
Starwood Mortgage Residential Trust
N/A
Starwood Mortgage Residential Trust 2020-1
85573AAA3
360556.26000000
PA
USD
364111.99000000
0.027733243392
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
2.27500000
N
N
N
N
N
N
HOST HOTELS & RESORTS LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts LP
44107TAZ9
1746000.00000000
PA
USD
1815112.56000000
0.138251306722
Long
DBT
US
N
2
2030-09-15
Fixed
3.50000000
N
N
N
N
N
N
Smithfield Foods Inc
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248BB3
1021000.00000000
PA
USD
1173478.27000000
0.089380079127
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.20000000
N
N
N
N
N
N
Alloy Finco Limited
N/A
Alloy Finco Limited 2020 USD Term Loan B2
25769EAC1
656227.59000000
PA
USD
660535.72000000
0.050310888943
Long
LON
CORP
US
N
2
2024-03-06
Floating
8.50000000
N
N
N
N
N
N
WEX Inc.
T9M5IGROL1TL1G5OV478
WEX Inc. 2021 Term Loan
96208UAT8
853640.34000000
PA
USD
851211.73000000
0.064834069557
Long
LON
CORP
US
N
2
2028-03-31
Floating
2.33400000
N
N
N
N
N
N
Octagon Investment Partners 48 LTD
N/A
Octagon Investment Partners 48 Ltd
67577UAA3
2000000.00000000
PA
USD
2003339.80000000
0.152587972372
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Floating
1.63400000
N
N
N
N
N
N
Eaton Vance CDO Ltd
5493001O5CL3BBUIEH94
Eaton Vance CLO 2013-1 Ltd
27830BBU7
810000.00000000
PA
USD
819284.63000000
0.062402284668
Long
ABS-CBDO
CORP
KY
N
2
2034-01-15
Floating
3.52600000
N
N
N
N
N
N
Illumina Inc
SQ95QG8SR5Q56LSNF682
Illumina Inc
452327109
4635.00000000
NS
USD
1880002.35000000
0.143193754071
Long
EC
CORP
US
N
1
N
N
N
FLEX LTD
549300EAQH74YHD07T53
Flex Ltd
33938XAB1
1277000.00000000
PA
USD
1482189.11000000
0.112893594470
Long
DBT
CORP
SG
N
2
2030-05-12
Fixed
4.87500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAN0
1317000.00000000
PA
USD
1374776.79000000
0.104712342285
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
6.50000000
N
N
N
N
N
N
VERITAS US INC/BERMUDA L
N/A
Veritas US Inc / Veritas Bermuda Ltd
92346LAE3
1087000.00000000
PA
USD
1131838.75000000
0.086208530332
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.50000000
N
N
N
N
N
N
Birkenstock GmbH & Co. KG
5299000ZMFOERHT5OW39
Birkenstock GmbH & Co. KG USD Term Loan B
000000000
882243.86000000
PA
USD
882707.04000000
0.067232966385
Long
LON
CORP
US
N
2
2028-04-27
Floating
4.25000000
N
N
N
N
N
N
Applebees/IHOP Funding LLC
N/A
Applebee's Funding LLC / IHOP Funding LLC
03789XAE8
1089000.00000000
PA
USD
1148333.51000000
0.087464883340
Long
ABS-O
CORP
US
N
2
2049-06-07
Fixed
4.72300000
N
N
N
N
N
N
MADISON IAQ LLC
549300IXDNBXNHUPBU73
Madison IAQ LLC
55760LAB3
1372000.00000000
PA
USD
1384080.46000000
0.105420973013
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
5.87500000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAQ2
3011000.00000000
PA
USD
3421297.92000000
0.260589298178
Long
DBT
CORP
US
N
2
2051-03-24
Fixed
4.40000000
N
N
N
N
N
N
Patterson-UTI Energy Inc
254900XGFBKIXD6G0697
Patterson-UTI Energy Inc
703481AB7
796000.00000000
PA
USD
800381.09000000
0.060962462607
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.95000000
N
N
N
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
State of Illinois
452151LF8
3010000.00000000
PA
USD
3510635.54000000
0.267393858389
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
5.10000000
N
N
N
N
N
N
ARCHES BUYER INC
2549009ADY4208OH2Y47
Arches Buyer Inc
039524AB9
1140000.00000000
PA
USD
1163466.90000000
0.088617545158
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
6.12500000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BB9
2334000.00000000
PA
USD
2229483.48000000
0.169812611745
Long
DBT
NUSS
ZA
N
2
2049-09-30
Fixed
5.75000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAG6
2079000.00000000
PA
USD
1962316.13000000
0.149463330899
Long
DBT
NUSS
GH
N
2
2027-02-11
Fixed
6.37500000
N
N
N
N
N
N
ASP UNIFRAX HOLDINGS INC
N/A
ASP Unifrax Holdings Inc 2021 Unsecured Bridge Facility
000000000
1205000.00000000
PA
USD
1205000.00000000
0.091780988282
Long
LON
CORP
US
N
2
2029-08-02
None
0.00000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B36
1908000.00000000
PA
USD
1986705.00000000
0.151320952966
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
4.00000000
N
N
N
N
N
N
BANK OZK
549300VYK2WBD7SST478
Bank OZK
06417NA94
2069000.00000000
PA
USD
2073463.72000000
0.157929086629
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
2.75000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
122677.79000000
0.009343974113
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
3150000.00000000
GBP
4367131.65000000
USD
2021-12-07
122677.79000000
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2020-GSA2
36264KAD2
550000.00000000
PA
USD
449805.84000000
0.034260269319
Long
ABS-MBS
CORP
US
N
2
2053-12-12
Fixed
2.25000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAH7
1192000.00000000
PA
USD
1257560.00000000
0.095784315040
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.00000000
N
N
N
N
N
N
NORTHWESTERN MUTUAL LIFE
1DU7IM20QESYGDO4HO54
Northwestern Mutual Life Insurance Co/The
668138AA8
1456000.00000000
PA
USD
1664164.41000000
0.126754069886
Long
DBT
CORP
US
N
2
2047-09-30
Fixed
3.85000000
N
N
N
N
N
N
Lendmark Funding Trust
N/A
Lendmark Funding Trust 2021-1
52607MAA7
1472000.00000000
PA
USD
1482820.52000000
0.112941686946
Long
ABS-O
CORP
US
N
2
2031-11-20
Fixed
1.90000000
N
N
N
N
N
N
MERLIN ENTERTAINMENTS
549300ZTI0VEFO6WV007
Merlin Entertainments Ltd
59010QAB2
360000.00000000
PA
USD
372342.60000000
0.028360142578
Long
DBT
CORP
GB
N
2
2026-06-15
Fixed
5.75000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AE1
2535000.00000000
PA
USD
2734631.25000000
0.208288098516
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.87500000
N
N
N
N
N
N
DPL INC
N/A
DPL Inc
233293AQ2
1363000.00000000
PA
USD
1484341.08000000
0.113057503128
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.35000000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855RAK6
1131000.00000000
PA
USD
1183308.75000000
0.090128835284
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
3.87500000
N
N
N
N
N
N
MAXIM CRANE WORKS LLC
N/A
Maxim Crane Works Holdings Capital LLC
18911YAA3
1080000.00000000
PA
USD
1107000.00000000
0.084316642347
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
10.12500000
N
N
N
N
N
N
CSN RESOURCES SA
222100ZEX458NMOXZP08
CSN Resources SA
12644VAD0
1280000.00000000
PA
USD
1265600.00000000
0.096396696074
Long
DBT
CORP
LU
N
2
2031-06-10
Fixed
4.62500000
N
N
N
N
N
N
FIDELITY NATL FINANCIAL
549300CAZYIH39SYQ287
Fidelity National Financial Inc
31620RAH8
1693000.00000000
PA
USD
1928295.95000000
0.146872122814
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.50000000
N
N
N
N
N
N
Airbnb Inc
549300HMUDNO0RY56D37
Airbnb Inc
009066101
11288.00000000
NS
USD
1893562.00000000
0.144226549156
Long
EC
CORP
US
N
1
N
N
N
Kayne CLO
N/A
Kayne CLO 7 Ltd
48661CAA0
3316336.00000000
PA
USD
3326906.82000000
0.253399830590
Long
ABS-CBDO
CORP
KY
N
2
2033-04-17
Floating
1.33400000
N
N
N
N
N
N
MC BRAZIL DWNSTRM
213800T2A7R9TYNXZI63
MC Brazil Downstream Trading SARL
55292WAA8
1320000.00000000
PA
USD
1329147.60000000
0.101236913112
Long
DBT
CORP
LU
N
2
2031-06-30
Fixed
7.25000000
N
N
N
N
N
N
KAYNE CLO
N/A
KAYNE CLO I Ltd
48661AAQ9
410000.00000000
PA
USD
404415.68000000
0.030803046296
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
2.77600000
N
N
N
N
N
N
PROV ST JOSEPH HLTH OBL
N/A
Providence St Joseph Health Obligated Group
743820AA0
1160000.00000000
PA
USD
1211308.75000000
0.092261505551
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.53200000
N
N
N
N
N
N
Delta TopCo, Inc.
N/A
Delta TopCo, Inc. 2020 Term Loan B
24780DAC1
1449779.47000000
PA
USD
1453657.63000000
0.110720443074
Long
LON
CORP
US
N
2
2027-12-01
Floating
4.50000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CS7
186000.00000000
PA
USD
207390.00000000
0.015796231667
Long
DBT
CORP
US
N
2
2046-12-08
Fixed
5.29100000
N
N
N
N
N
N
SURGERY CENTER HOLDINGS
54930054EVI5HWPPW113
Surgery Center Holdings Inc
86881WAD4
1129000.00000000
PA
USD
1220731.25000000
0.092979187179
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
10.00000000
N
N
N
N
N
N
Pike Corporation
549300P4EKEP6HK0NC58
Pike Corporation 2021 Incremental Term Loan B
72108PAR5
896035.62000000
PA
USD
897307.99000000
0.068345073954
Long
LON
CORP
US
N
2
2028-01-21
Floating
3.09000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CW8
4063000.00000000
PA
USD
4890958.14000000
0.372528607249
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
9.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2020-SBX Mortgage Trust
12598EAH5
500000.00000000
PA
USD
502077.90000000
0.038241664611
Long
ABS-MBS
CORP
US
N
2
2038-01-10
Variable
2.39800000
N
N
N
N
N
N
CORPORACION INMOBILIARIA
4469000001BIRIFZJ959
Corp Inmobiliaria Vesta SAB de CV
21989DAA0
1186000.00000000
PA
USD
1204086.50000000
0.091711409914
Long
DBT
CORP
MX
N
2
2031-05-13
Fixed
3.62500000
N
N
N
N
N
N
Alaska Air Group Inc
529900G48RT4KWLC6C27
Alaska Air Group Inc
011659109
34651.00000000
NS
USD
2030548.60000000
0.154660379471
Long
EC
CORP
US
N
1
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BB2
1282000.00000000
PA
USD
1324190.62000000
0.100859355831
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.37500000
N
N
N
N
N
N
LAREDO PETROLEUM INC
549300X0PTWU2QSLSL14
Laredo Petroleum Inc
516806AH9
1442000.00000000
PA
USD
1447407.50000000
0.110244390702
Long
DBT
CORP
US
N
2
2029-07-31
Fixed
7.75000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAF3
1306000.00000000
PA
USD
1427360.61000000
0.108717483336
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
3.54000000
N
N
N
N
N
N
Palantir Technologies Inc
549300UVN46B3BBDHO85
Palantir Technologies Inc
69608A108
70219.00000000
NS
USD
1688064.76000000
0.128574482951
Long
EC
CORP
US
N
1
N
N
N
NGPL PipeCo LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62912XAF1
2012000.00000000
PA
USD
2285078.24000000
0.174047086447
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.87500000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SAK2
2340000.00000000
PA
USD
1719900.00000000
0.130999271158
Long
DBT
NUSS
LK
N
2
2022-07-25
Fixed
5.87500000
N
N
N
N
N
N
ALLISON TRANSMISSION INC
MWKQ3I0U1GXP2YDSZW75
Allison Transmission Inc
019736AG2
2455000.00000000
PA
USD
2390556.25000000
0.182081008438
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
3.75000000
N
N
N
N
N
N
HUNT COS INC
549300ODPWDNCH5TKM49
Hunt Cos Inc
445587AE8
2981000.00000000
PA
USD
2925449.07000000
0.222822080343
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AL8
1217000.00000000
PA
USD
1246580.61000000
0.094948050090
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
5.70000000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AL0
1917000.00000000
PA
USD
1829591.78000000
0.139354142507
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.75000000
N
N
N
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
Cable One Inc
12685JAC9
1926000.00000000
PA
USD
1921185.00000000
0.146330504541
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.00000000
N
N
N
N
N
N
Popular Inc
5493008CARDZMVQ3LO89
Popular Inc
733174AK2
1370000.00000000
PA
USD
1472750.00000000
0.112174647711
Long
DBT
CORP
PR
N
2
2023-09-14
Fixed
6.12500000
N
N
N
N
N
N
BANK OF IRELAND GROUP
635400C8EK6DRI12LJ39
Bank of Ireland Group PLC
06279JAB5
1201000.00000000
PA
USD
1201649.99000000
0.091525828756
Long
DBT
CORP
IE
N
2
2027-09-30
Fixed
2.02900000
N
N
N
N
N
N
BJ's Wholesale Club, Inc.
549300H2XDOGOSR9L398
BJ's Wholesale Club, Inc. 2017 1st Lien Term Loan
09179FAU6
908165.08000000
PA
USD
909708.96000000
0.069289616097
Long
LON
CORP
US
N
2
2024-02-03
Floating
2.08300000
N
N
N
N
N
N
AMERICAN CAMPUS CMNTYS
RDKVCX5HITZ2GPIR7153
American Campus Communities Operating Partnership LP
024836AG3
1916000.00000000
PA
USD
2139416.44000000
0.162952493950
Long
DBT
US
N
2
2031-01-30
Fixed
3.87500000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAV2
1043000.00000000
PA
USD
1222502.13000000
0.093114069434
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.12500000
N
N
N
N
N
N
Churchill Downs Inc
529900FODTBQC8MIS994
Churchill Downs Inc
171484AG3
671000.00000000
PA
USD
697001.25000000
0.053088351501
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
5.50000000
N
N
N
N
N
N
Rede D'or Finance Sarl
549300FDE772OLJUCP79
Rede D'or Finance Sarl
75735KAA7
1512000.00000000
PA
USD
1587615.12000000
0.120923555788
Long
DBT
CORP
LU
N
2
2028-01-17
Fixed
4.95000000
N
N
N
N
N
N
Motion Finco Sarl
N/A
Motion Finco Sarl Delayed Draw Term Loan B2
000000000
184362.05000000
PA
USD
178882.81000000
0.013624930363
Long
LON
CORP
US
N
2
2026-11-12
Floating
3.38200000
N
N
N
N
N
N
One New York Plaza Trust 2020-1NYP
N/A
One New York Plaza Trust 2020-1NYP
68249DAJ8
500000.00000000
PA
USD
505028.60000000
0.038466409974
Long
ABS-MBS
CORP
US
N
2
2026-01-15
Floating
2.83400000
N
N
N
N
N
N
Michaels Companies, Inc.
549300H9LWMBP7HYLR98
Michaels Companies, Inc. 2021 Term Loan B
59408UAB3
719687.27000000
PA
USD
721238.20000000
0.054934402309
Long
LON
CORP
US
N
2
2028-04-15
Floating
5.00000000
N
N
N
N
N
N
ESC GCB144A HERTZ CORP
N/A
ESC GCB144A HERTZ CORP
428ESCAB3
987000.00000000
PA
USD
24675.00000000
0.001879415672
Long
DBT
CORP
US
N
2
2024-10-15
None
0.00000000
N
N
N
N
N
N
BankUnited Inc
96OVUWEW5D4YX6PFXD91
BankUnited Inc
06652KAA1
1178000.00000000
PA
USD
1331447.43000000
0.101412083793
Long
DBT
CORP
US
N
2
2025-11-17
Fixed
4.87500000
N
N
N
N
N
N
Halcyon Loan Advisors Funding Ltd
549300IKIM3YK4H3N895
Halcyon Loan Advisors Funding 2017-2 Ltd
40490BAC2
679855.00000000
PA
USD
681042.84000000
0.051872850554
Long
ABS-CBDO
CORP
KY
N
2
2030-01-17
Floating
1.83400000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CE0
2523000.00000000
PA
USD
2686995.00000000
0.204659798015
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
DOLLAR GENERAL CORP
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677AG0
1350000.00000000
PA
USD
1485883.52000000
0.113174985840
Long
DBT
CORP
US
N
2
2030-04-03
Fixed
3.50000000
N
N
N
N
N
N
El Paso Electric Co
OZ8GM8L4AHPKSWZMW205
El Paso Electric Co
283677AZ5
1203000.00000000
PA
USD
1477428.13000000
0.112530965881
Long
DBT
CORP
US
N
2
2044-12-01
Fixed
5.00000000
N
N
N
N
N
N
SM Energy Co
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAN0
2506000.00000000
PA
USD
2562610.54000000
0.195185832318
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
6.75000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
2245828.00000000
PA
USD
1892132.55000000
0.144117672530
Long
DBT
NUSS
EC
N
2
2030-07-31
Variable
5.00000000
N
N
N
N
N
N
Brown Group Holding, LLC
N/A
Brown Group Holding, LLC Term Loan B
11565HAB2
1127278.42000000
PA
USD
1127892.79000000
0.085907979205
Long
LON
CORP
US
N
2
2028-06-07
Floating
3.25000000
N
N
N
N
N
N
DoorDash Inc
N/A
DoorDash Inc
25809K105
14213.00000000
NS
USD
2927593.74000000
0.222985432983
Long
EC
CORP
US
N
1
N
N
N
CHICAGO IL TRANSIT AUTH SALES TAX RECPTS REVENUE
N/A
Chicago Transit Authority
16772PAQ9
1030000.00000000
PA
USD
1415100.01000000
0.107783632726
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
6.20000000
N
N
N
N
N
N
Hershey Co/The
21X2CX66SU2BR6QTAD08
Hershey Co/The
427866108
15210.00000000
NS
USD
2574292.50000000
0.196075609773
Long
EC
CORP
US
N
1
N
N
N
MIAMI-DADE CNTY FL AVIATION REVENUE
N/A
County of Miami-Dade FL Aviation Revenue
59333P3W6
950000.00000000
PA
USD
1046119.39000000
0.079679561390
Long
DBT
MUN
US
N
2
2041-10-01
Fixed
4.28000000
N
N
N
N
N
N
PDC Energy Inc
5493008W8H2T511J5Y59
PDC Energy Inc
69327RAJ0
2368000.00000000
PA
USD
2468640.00000000
0.188028397437
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
5.75000000
N
N
N
N
N
N
FOOTHILL ESTRN TRANSPRTN CORRIDOR AGY CA TOLL ROAD REVENUE
N/A
Foothill-Eastern Transportation Corridor Agency
345105JE1
787000.00000000
PA
USD
831548.21000000
0.063336362255
Long
DBT
MUN
US
N
2
2049-01-15
Fixed
4.09400000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AX7
1216000.00000000
PA
USD
1210300.00000000
0.092184672296
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.75000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) DEC21
000000000
-1068.00000000
NC
USD
970002.46000000
0.073881978767
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 5 Year US Treasury Note
FVZ1 Comdty
2021-12-31
-132058659.24000000
USD
970002.46000000
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant Inc
04621XAN8
1575000.00000000
PA
USD
1563261.73000000
0.119068636118
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.65000000
N
N
N
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742AH4
755000.00000000
PA
USD
885185.34000000
0.067421730554
Long
DBT
CORP
US
N
2
2048-01-30
Fixed
4.40000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110L106
2190.00000000
NS
USD
1336644.60000000
0.101807935576
Long
EC
CORP
US
N
1
N
N
N
MET TRANSPRTN AUTH NY REVENUE
5493000TKYODLXADQD60
Metropolitan Transportation Authority
59261AG76
1000000.00000000
PA
USD
1371555.50000000
0.104466986949
Long
DBT
MUN
US
N
2
2049-11-15
Fixed
5.17500000
N
N
N
N
N
N
ACProducts, Inc.
N/A
ACProducts, Inc. 2021 Term Loan B
00488YAB2
1743039.48000000
PA
USD
1742420.70000000
0.132714600704
Long
LON
CORP
US
N
2
2028-05-17
Floating
4.75000000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410GAD6
1936000.00000000
PA
USD
2008600.00000000
0.152988624948
Long
DBT
US
N
2
2027-02-15
Fixed
3.87500000
N
N
N
N
N
N
MIDAS OPCO HOLDINGS LLC
N/A
MIDAS OPCO HOLDINGS LLC
59565JAA9
1659000.00000000
PA
USD
1718724.00000000
0.130909699007
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.62500000
N
N
N
N
N
N
Claire's Stores, Inc.
549300N5HNYXI6JY7625
Claire's Stores, Inc. 2019 Term Loan B
17958DAL1
675156.93000000
PA
USD
669131.15000000
0.050965575300
Long
LON
CORP
US
N
2
2026-12-18
Floating
6.58400000
N
N
N
N
N
N
CYRUSONE LP/CYRUSONE FIN
N/A
CyrusOne LP / CyrusOne Finance Corp
23283PAT1
1373000.00000000
PA
USD
1291896.89000000
0.098399645911
Long
DBT
US
N
2
2030-11-01
Fixed
2.15000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
369604BQ5
1283000.00000000
PA
USD
1258697.77000000
0.095870975335
Long
DBT
CORP
US
N
2
2021-12-15
Variable
3.44600000
N
N
N
N
N
N
NEW YORK CITY NY INDL DEV AGY RENTAL REVENUE
549300XR20ZR5DHL9534
New York City Industrial Development Agency
64943QAA6
1135000.00000000
PA
USD
1531926.75000000
0.116681951112
Long
DBT
MUN
US
N
2
2029-03-01
Fixed
11.00000000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300JHVVT1NJ057H42
Dryden 61 Clo Ltd
26251CAY0
1110000.00000000
PA
USD
1114152.84000000
0.084861451246
Long
ABS-CBDO
CORP
KY
N
2
2032-01-17
Floating
3.23400000
N
N
N
N
N
N
TEACHERS INSUR & ANNUITY
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BF3
889000.00000000
PA
USD
1075522.58000000
0.081919108142
Long
DBT
CORP
US
N
2
2047-05-15
Fixed
4.27000000
N
N
N
N
N
N
HighTower Holdings LLC
N/A
HighTower Holdings LLC 2021 Term Loan B
43117LAG8
1817998.00000000
PA
USD
1820552.29000000
0.138665633523
Long
LON
CORP
US
N
2
2028-04-21
Floating
4.75000000
N
N
N
N
N
N
WMG ACQUISITION CORP
549300NAS11NXI33CP80
WMG Acquisition Corp
92933BAR5
590000.00000000
PA
USD
576725.00000000
0.043927294993
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.00000000
N
N
N
N
N
N
Sunrun Demeter Issuer LLC
N/A
Sunrun Demeter Issuer 2021-2
86772HAA5
1448000.00000000
PA
USD
1450620.88000000
0.110489143559
Long
ABS-O
CORP
US
N
2
2057-01-30
Fixed
2.27000000
N
N
N
N
N
N
TESLA INC
54930043XZGB27CTOV49
Tesla Inc
88160RAG6
206000.00000000
PA
USD
2571294.56000000
0.195847266291
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
2.00000000
N
N
N
N
Y
Tesla Inc
Tesla Inc
USD
XXXX
N
N
N
PENNSYLVANIA ST
N/A
Commonwealth of Pennsylvania
70914PMJ8
836000.00000000
PA
USD
1031363.25000000
0.078555633496
Long
DBT
MUN
US
N
2
2030-02-15
Fixed
5.45000000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAB8
1709000.00000000
PA
USD
1840567.37000000
0.140190118023
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.50000000
N
N
N
N
N
N
Signal Peak CLO, LLC
635400L44OLNOBHFTO08
Mariner Clo 2017-4 Ltd
56846GAG9
694000.00000000
PA
USD
697478.74000000
0.053124720384
Long
ABS-CBDO
CORP
KY
N
2
2029-10-26
Floating
3.17500000
N
N
N
N
N
N
SM Energy Co
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAP5
2149000.00000000
PA
USD
2207270.14000000
0.168120692825
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.62500000
N
N
N
N
N
N
COMSTOCK RESOURCES INC
I03QQGEA4SS774AURI46
Comstock Resources Inc
205768AT1
446000.00000000
PA
USD
464462.17000000
0.035376595006
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.87500000
N
N
N
N
N
N
Alloy Finco Limited
N/A
Alloy Finco Limited USD Holdco PIK Term Loan
000000000
1099395.98000000
PA
USD
1079332.00000000
0.082209259456
Long
LON
CORP
JE
N
2
2025-03-06
Floating
13.50000000
N
N
Y
N
N
N
BHMS Mortgage Trust
N/A
BHMS 2018-ATLS
05549GAA9
3300000.00000000
PA
USD
3313612.83000000
0.252387269976
Long
ABS-MBS
CORP
US
N
2
2035-07-15
Floating
1.33400000
N
N
N
N
N
N
Delta 2 (LUX) S.a.r.l.
549300BBG8Z3D6QSYP53
Delta 2 (LUX) S.a.r.l. 2018 USD Term Loan
000000000
1197613.00000000
PA
USD
1196301.61000000
0.091118459791
Long
LON
CORP
LU
N
2
2024-02-01
Floating
3.50000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAB9
889000.00000000
PA
USD
927893.75000000
0.070674693274
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
4.12500000
N
N
N
N
N
N
Snap Inc
549300JNC0L6VP8A2Q35
Snap Inc
83304A106
27018.00000000
NS
USD
1995819.66000000
0.152015187408
Long
EC
CORP
US
N
1
N
N
N
FLORIDA GAS TRANSMISSION
549300Q0UQF87NXNOC32
Florida Gas Transmission Co LLC
340711AW0
1145000.00000000
PA
USD
1261282.70000000
0.096067861169
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
4.35000000
N
N
N
N
N
N
SOCIEDAD QUIMICA Y MINER
TJ88LXZZW5PWIN93ZC81
Sociedad Quimica y Minera de Chile SA
833636AL7
1589000.00000000
PA
USD
1533782.25000000
0.116823278601
Long
DBT
CORP
CL
N
2
2051-09-10
Fixed
3.50000000
N
N
N
N
N
N
UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE
N/A
Regents of the University of California Medical Center Pooled Revenue
913366KB5
885000.00000000
PA
USD
906744.72000000
0.069063839436
Long
DBT
MUN
US
N
2
2050-05-15
Fixed
3.00600000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBQ9
1821000.00000000
PA
USD
1868532.89000000
0.142320162059
Long
DBT
CORP
IT
N
2
2032-06-01
Fixed
4.19800000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AF8
2132000.00000000
PA
USD
2289789.32000000
0.174405914313
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.87500000
N
N
N
N
N
N
Claires Holdings LLC
N/A
CLAIRES HOLDINGS
000000000
1067.22800000
NS
USD
302380.91000000
0.023031384860
Long
EC
CORP
US
N
3
N
N
N
Rite Aid Corp
529900W353T1JY1DKT44
Rite Aid Corp
767754AJ3
1042000.00000000
PA
USD
954742.92000000
0.072719708508
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
7.70000000
N
N
N
N
N
N
JETBLUE 2019-1 CLASS A
N/A
JetBlue 2019-1 Class A Pass Through Trust
477143AJ0
950304.15000000
PA
USD
963806.26000000
0.073410034070
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
2.95000000
N
N
N
N
N
N
AXIS SPECIALTY FINAN PLC
N/A
AXIS Specialty Finance PLC
05464HAB6
1595000.00000000
PA
USD
1908102.46000000
0.145334049396
Long
DBT
CORP
GB
N
2
2045-04-01
Fixed
5.15000000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAJ1
1147000.00000000
PA
USD
1179689.50000000
0.089853168610
Long
DBT
CORP
AT
N
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABF4
1549000.00000000
PA
USD
1628386.25000000
0.124028962099
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS 2019-BWAY Mortgage Trust
05492NAA1
1750000.00000000
PA
USD
1747324.78000000
0.133088128762
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
1.04000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2020-SDAL
95002GAA0
582000.00000000
PA
USD
582162.26000000
0.044341433662
Long
ABS-MBS
CORP
US
N
2
2037-02-15
Floating
1.09400000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAX9
1253000.00000000
PA
USD
1237337.50000000
0.094244032023
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.50000000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932AH0
2118000.00000000
PA
USD
2325323.10000000
0.177112408459
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.40000000
N
N
N
N
N
N
Central Japan Railway Co
353800YAR3OVUITHTG64
Central Japan Railway Co
153766AA8
1524000.00000000
PA
USD
1846788.96000000
0.140663996595
Long
DBT
CORP
JP
N
2
2045-11-24
Fixed
4.25000000
N
N
N
N
N
N
BLACKSTONE HOLDINGS FINA
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co LLC
09261BAD2
1609000.00000000
PA
USD
1547057.28000000
0.117834395093
Long
DBT
CORP
US
N
2
2032-01-30
Fixed
2.00000000
N
N
N
N
N
N
MONTEFIORE OBLIGATED GRP
N/A
Montefiore Obligated Group
61237WAE6
1553000.00000000
PA
USD
1808068.49000000
0.137714782484
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
5.24600000
N
N
N
N
N
N
PARK INTERMED HOLDINGS
N/A
Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer
70052LAB9
1138000.00000000
PA
USD
1204766.46000000
0.091763200288
Long
DBT
US
N
2
2028-10-01
Fixed
5.87500000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BV0
3862000.00000000
PA
USD
5016294.10000000
0.382075045652
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
5.50000000
N
N
N
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AH7
794000.00000000
PA
USD
799637.40000000
0.060905818123
Long
DBT
NUSS
BM
N
2
2050-08-20
Fixed
3.37500000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-5480.78000000
-0.00041745344
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
369682.81000000
USD
314000.00000000
EUR
2021-12-10
-5480.78000000
N
N
N
Messer Industries GmbH
529900HNC1EZT3TC1260
Messer Industries GmbH 2018 USD Term Loan
000000000
1060069.59000000
PA
USD
1055961.82000000
0.080429227740
Long
LON
CORP
US
N
2
2026-03-01
Floating
2.63200000
N
N
N
N
N
N
L Brands Inc
GR3KVMWVCR54YWQNXU90
L Brands Inc
501797AL8
2257000.00000000
PA
USD
2835356.25000000
0.215959998968
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
6.87500000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAB7
1695000.00000000
PA
USD
1828481.25000000
0.139269556996
Long
DBT
CORP
XX
N
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
36321PAC4
2201000.00000000
PA
USD
2223602.82000000
0.169364700719
Long
DBT
CORP
JE
N
2
2040-09-30
Fixed
3.25000000
N
N
N
N
N
N
UNIVERSAL HEALTH SVCS
549300YGMGQDO0NMJD09
Universal Health Services Inc
913903AV2
1146000.00000000
PA
USD
1152635.34000000
0.087792539945
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.65000000
N
N
N
N
N
N
KKR Financial CLO Ltd
54930088PYF0FHKY5C94
KKR CLO 18 Ltd
48251JAJ2
390000.00000000
PA
USD
390521.16000000
0.029744745236
Long
ABS-CBDO
CORP
KY
N
2
2030-07-18
Floating
3.73400000
N
N
N
N
N
N
RP ESCROW ISSUER LLC
N/A
RP Escrow Issuer LLC
74969PAA6
975000.00000000
PA
USD
1004303.63000000
0.076494588959
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
5.25000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2020-1
03464RAA1
302434.48000000
PA
USD
304204.93000000
0.023170314618
Long
ABS-MBS
CORP
US
N
2
2059-12-25
Variable
2.46600000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
000000000
3466000.00000000
PA
4645251.08000000
0.353813887917
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.62500000
N
N
N
N
N
N
Mariner Finance Issuance Trust
N/A
Mariner Finance Issuance Trust 2021-A
56848DAA7
2573000.00000000
PA
USD
2597264.42000000
0.197825307300
Long
ABS-O
CORP
US
N
2
2036-03-20
Fixed
1.86000000
N
N
N
N
N
N
WYNN LAS VEGAS LLC/CORP
N/A
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
983130AX3
1346000.00000000
PA
USD
1361398.24000000
0.103693341006
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
Chobani, LLC
549300ISVDMZ91KNTR38
Chobani, LLC 2020 Term Loan B
17026YAH2
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2027-10-20
Floating
4.50000000
N
N
N
N
N
N
SCIH SALT HOLDINGS INC
N/A
SCIH Salt Holdings Inc
78433BAA6
548000.00000000
PA
USD
551425.00000000
0.042000275073
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.87500000
N
N
N
N
N
N
STONEGATE PUB FIN
254900L5266ML3505282
Stonegate Pub Co Financing 2019 PLC
000000000
1221000.00000000
PA
1734079.28000000
0.132079261475
Long
DBT
CORP
GB
Y
2
2025-07-31
Fixed
8.25000000
N
N
N
N
N
N
REGENERON PHARMACEUTICAL
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886FAF4
1403000.00000000
PA
USD
1297944.20000000
0.098860250133
Long
DBT
CORP
US
N
2
2050-09-15
Fixed
2.80000000
N
N
N
N
N
N
NGPL PIPECO LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62928CAA0
1215000.00000000
PA
USD
1245809.57000000
0.094889322444
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
3.25000000
N
N
N
N
N
N
PINNACLE BIDCO PLC
2138006Z5V8OBL2A2Q06
Pinnacle Bidco PLC
000000000
1129000.00000000
PA
1349611.52000000
0.102795584317
Long
DBT
CORP
GB
N
2
2025-02-15
Fixed
5.50000000
N
N
N
N
N
N
Matador Resources Co
549300CI3Q2UUK5R4G79
Matador Resources Co
576485AE6
838000.00000000
PA
USD
867355.14000000
0.066063661361
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.87500000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
221597BV8
3251000.00000000
PA
USD
3263191.25000000
0.248546819816
Long
DBT
NUSS
CR
N
2
2045-03-12
Fixed
7.15800000
N
N
N
N
N
N
Hub International Limited
549300JQT6ATTUNS5E06
Hub International Limited 2018 Term Loan B
44332EAP1
1154623.35000000
PA
USD
1144826.37000000
0.087197755726
Long
LON
CORP
US
N
2
2025-04-25
Floating
2.87500000
N
N
N
N
N
N
PLAYTIKA HOLDING CORP
254900E35Z4TKA4UFG64
Playtika Holding Corp
72815LAA5
852000.00000000
PA
USD
855782.88000000
0.065182239403
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAC9
1381000.00000000
PA
USD
1463652.85000000
0.111481746950
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.75000000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300JHVVT1NJ057H42
Dryden 61 Clo Ltd
26251CAW4
522223.00000000
PA
USD
521535.02000000
0.039723651086
Long
ABS-CBDO
CORP
KY
N
2
2032-01-17
Floating
1.88400000
N
N
N
N
N
N
Texaco Capital Inc
N/A
Texaco Capital Inc
881685AX9
722000.00000000
PA
USD
1121302.40000000
0.085406010319
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
8.62500000
N
N
N
N
N
N
National Mentor Holdings, Inc.
5493004QULJVJP3CNZ62
National Mentor Holdings, Inc. 2021 Delayed Draw Term Loan
63689EAS4
83556.37000000
PA
USD
83660.82000000
0.006372176547
Long
LON
CORP
US
N
2
2028-03-02
Fixed
3.75000000
N
N
N
N
N
N
Residential Mortgage Loan Trust
N/A
Residential Mortgage Loan Trust 2020-1
76119CAA9
207159.03000000
PA
USD
208874.56000000
0.015909305845
Long
ABS-MBS
CORP
US
N
2
2024-02-25
Variable
2.37600000
N
N
N
N
N
N
Black Hills Corp
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AQ2
1155000.00000000
PA
USD
1335159.83000000
0.101694845404
Long
DBT
CORP
US
N
2
2033-05-01
Fixed
4.35000000
N
N
N
N
N
N
Domino's Pizza Inc
25490005ZWM1IF9UXU57
Domino's Pizza Inc
25754A201
4346.00000000
NS
USD
2072868.16000000
0.157883724733
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-2063.57000000
-0.00015717551
N/A
DFE
JP
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
172820.94000000
USD
19000000.00000000
JPY
2021-11-08
-2063.57000000
N
N
N
PORTLAND OR
254900RPNQMJF9NBMF52
City of Portland OR
736679KX8
550000.00000000
PA
USD
576355.45000000
0.043899147554
Long
DBT
MUN
US
N
2
2022-06-01
Fixed
7.70100000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2020-ACE
46591PAE2
490000.00000000
PA
USD
503429.82000000
0.038344636025
Long
ABS-MBS
CORP
US
N
2
2037-01-10
Fixed
3.64000000
N
N
N
N
N
N
Oaktree CLO Ltd
N/A
Oaktree CLO 2020-1 Ltd
67402FAQ2
935000.00000000
PA
USD
930017.39000000
0.070836444127
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
3.27600000
N
N
N
N
N
N
Ovintiv Inc
N/A
Ovintiv Inc
292505AE4
233000.00000000
PA
USD
320179.21000000
0.024387024332
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
6.62500000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
78442FET1
1728000.00000000
PA
USD
1852416.00000000
0.141092590198
Long
DBT
CORP
US
N
2
2024-03-25
Fixed
6.12500000
N
N
N
N
N
N
CABLE ONDA SA
5299008Q5GONPYNF9J32
Cable Onda SA
12686LAA7
1365000.00000000
PA
USD
1434396.60000000
0.109253392146
Long
DBT
CORP
PA
N
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: BP9F4GNY5 CDS USD R V 03MEVENT PRO_CCPCORP / Short: BP9F4GNY5 CDS USD P F 5.00000 FEE_CCPCORP
000000000
1400000.00000000
OU
Notional Amount
USD
256261.99000000
0.019518654523
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Rite Aid Corp
Rite Aid Corp
Y
buy protection
2026-12-20
251472.25000000
USD
0.00000000
USD
1400000.00000000
USD
4789.74000000
N
N
N
Harbor Freight Tools USA, Inc.
549300Y48HLCFTTB4249
Harbor Freight Tools USA, Inc. 2021 Term Loan B
41151PAP0
906467.13000000
PA
USD
907074.46000000
0.069088954675
Long
LON
CORP
US
N
2
2027-10-19
Floating
3.25000000
N
N
N
N
N
N
Republic of Angola
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AC4
1483000.00000000
PA
USD
1535320.24000000
0.116940422370
Long
DBT
NUSS
AO
N
2
2048-05-08
Fixed
9.37500000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCG8
1084000.00000000
PA
USD
1135490.00000000
0.086486634343
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
4.37500000
N
N
N
N
N
N
RADIATE HOLDCO / FINANCE
N/A
Radiate Holdco LLC / Radiate Finance Inc
75026JAE0
1399000.00000000
PA
USD
1428490.92000000
0.108803575427
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
6.50000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141G104
6773.00000000
NS
USD
2560397.19000000
0.195017248541
Long
EC
CORP
US
N
1
N
N
N
Hilton USA Trust
N/A
Hilton Orlando Trust 2018-ORL
432885AA9
557000.00000000
PA
USD
557606.91000000
0.042471131346
Long
ABS-MBS
CORP
US
N
2
2034-12-15
Floating
1.00400000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAV3
2131000.00000000
PA
USD
2208888.05000000
0.168243923845
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.37500000
N
N
N
N
N
N
Brown-Forman Corp
549300873K3LXF7ARU34
Brown-Forman Corp
115637AP5
1192000.00000000
PA
USD
1522445.11000000
0.115959764980
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
4.50000000
N
N
N
N
N
N
ASP UNIFRAX HOLDINGS INC
N/A
ASP Unifrax Holdings Inc 2021 Bridge Term Loan
000000000
1686000.00000000
PA
USD
1686000.00000000
0.128417216799
Long
LON
CORP
US
N
2
2028-08-02
None
0.00000000
N
N
N
N
N
N
TOPAZ SOLAR FARMS LLC
N/A
Topaz Solar Farms LLC
89054XAC9
2785641.00000000
PA
USD
3351487.48000000
0.255272060688
Long
DBT
CORP
US
N
2
2039-09-30
Fixed
5.75000000
N
N
N
N
N
N
Regatta XVIII Funding Ltd
N/A
Regatta XVIII Funding Ltd
75884EAC6
1060000.00000000
PA
USD
1060041.34000000
0.080739951705
Long
ABS-CBDO
CORP
KY
N
2
2034-01-15
Floating
1.57600000
N
N
N
N
N
N
MURPHY OIL CORP
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717AN2
1140000.00000000
PA
USD
1206975.00000000
0.091931417702
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.37500000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BD6
1091000.00000000
PA
USD
1215101.25000000
0.092550368122
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.37500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABV6
2457000.00000000
PA
USD
2566336.50000000
0.195469626750
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.37500000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAE0
324000.00000000
PA
USD
354172.50000000
0.026976184292
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
7.50000000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AE8
3885000.00000000
PA
USD
4083912.00000000
0.311058489142
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
7.12500000
N
N
N
N
N
N
HOME BANCSHARES INC
N/A
Home BancShares Inc/AR
436893AA9
1156000.00000000
PA
USD
1176423.56000000
0.089604412427
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.62500000
N
N
N
N
N
N
CIT Group Inc
N8O96ZZJQRFYQUJY7K79
CIT Group Inc
125581GX0
2793000.00000000
PA
USD
3379865.16000000
0.257433497630
Long
DBT
CORP
US
N
2
2028-03-09
Fixed
6.12500000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153AW2
1318000.00000000
PA
USD
1264449.66000000
0.096309078363
Long
DBT
CORP
LR
N
2
2028-03-15
Fixed
3.70000000
N
N
N
N
N
N
Gibson Brands
N/A
GIBSON BRANDS PRIVATE EQUITY
000000000
9449.00000000
NS
USD
1110257.50000000
0.084564755682
Long
EC
CORP
US
N
3
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329WAQ5
684000.00000000
PA
USD
798355.81000000
0.060808203520
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.75000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
1090000.00000000
PA
1320100.27000000
0.100547806980
Long
DBT
NUSS
CI
N
2
2031-10-17
Fixed
5.87500000
N
N
N
N
N
N
UNITED AIR 2020-1 A PTT
N/A
United Airlines 2020-1 Class A Pass Through Trust
90931GAA7
1087000.70000000
PA
USD
1218615.29000000
0.092818021287
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAD8
468000.00000000
PA
USD
487305.00000000
0.037116460161
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
7.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2021-RENT
36260XAU0
500000.00000000
PA
USD
501522.60000000
0.038199369189
Long
ABS-MBS
CORP
US
N
2
2035-11-21
Floating
3.73400000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AW9
1019000.00000000
PA
USD
988686.94000000
0.075305115730
Long
DBT
US
N
2
2032-05-18
Fixed
2.00000000
N
N
N
N
N
N
Cablevision Lightpath LLC
5493002ZVBLRLGES1R71
Cablevision Lightpath LLC Term Loan B
12687HAB3
590616.90000000
PA
USD
591945.79000000
0.045086613788
Long
LON
CORP
US
N
2
2027-11-30
Floating
3.75000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AX4
2290000.00000000
PA
USD
2641063.05000000
0.201161308584
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.50000000
N
N
N
N
N
N
Dexcom Inc
549300YSK3QDSFR5EU59
Dexcom Inc
252131107
3592.00000000
NS
USD
1964321.12000000
0.149616044561
Long
EC
CORP
US
N
1
N
N
N
UTEX Industries Inc.
N/A
UTEX Industries Inc. 2020 First Out Exit Term Loan A
000000000
47349.32000000
PA
USD
47822.81000000
0.003642510177
Long
LON
CORP
US
N
2
2025-12-03
Floating
8.50000000
N
N
N
N
N
N
DOVER CORP
549300FMC2ALGA7N9E80
Dover Corp
260003AP3
1320000.00000000
PA
USD
1407222.84000000
0.107183653932
Long
DBT
CORP
US
N
2
2029-11-04
Fixed
2.95000000
N
N
N
N
N
N
Four Seasons Hotels Limited
5493009FUVX8LHYY2202
Four Seasons Hotels Limited New 1st Lien Term Loan
35100DAR7
1503291.47000000
PA
USD
1500472.80000000
0.114286204543
Long
LON
CORP
CA
N
2
2023-11-30
Floating
2.08700000
N
N
N
N
N
N
ESC 144A HERTZ CORP
N/A
ESC 144A HERTZ CORP
428ESCAD9
1887000.00000000
PA
USD
122655.00000000
0.009342238271
Long
DBT
CORP
US
N
2
2028-01-15
None
0.00000000
N
N
N
N
N
N
SWITCH LTD
5493002D70VTFFLT8L43
Switch Ltd
87105NAA8
1106000.00000000
PA
USD
1123972.50000000
0.085609383279
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
3.75000000
N
N
N
N
N
N
QUICKEN LOANS LLC/QUICKN
N/A
Quicken Loans LLC / Quicken Loans Co-Issuer Inc
74841CAB7
1102000.00000000
PA
USD
1113020.00000000
0.084775166454
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.87500000
N
N
N
N
N
N
LogMeIn, Inc.
549300D12V5KRBV00592
LogMeIn, Inc. Term Loan B
54142KAD3
3982633.77000000
PA
USD
3985441.53000000
0.303558309015
Long
LON
CORP
US
N
2
2027-08-31
Floating
4.83300000
N
N
N
N
N
N
MASSACHUSETTS ST SCH BLDG AUTH SALES TAX REVENUE
N/A
Massachusetts School Building Authority
576000KV4
1220000.00000000
PA
USD
1683379.67000000
0.128217634661
Long
DBT
MUN
US
N
2
2039-08-15
Fixed
5.71500000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-1962.39000000
-0.00014946895
N/A
DFE
JP
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
136770.84000000
USD
15000000.00000000
JPY
2021-11-08
-1962.39000000
N
N
N
Allfunds Group Plc
9598005U8TZQ8Q64SC71
Allfunds Group Plc
000000000
73522.00000000
NS
1429055.31000000
0.108846563204
Long
EC
CORP
GB
N
1
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
Macy's Retail Holdings LLC
55616XAM9
846000.00000000
PA
USD
833149.26000000
0.063458309103
Long
DBT
CORP
US
N
2
2034-12-15
Fixed
4.50000000
N
N
N
N
N
N
PATTERSON-UTI ENERGY INC
254900XGFBKIXD6G0697
Patterson-UTI Energy Inc
703481AC5
1562000.00000000
PA
USD
1604630.78000000
0.122219584079
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.15000000
N
N
N
N
N
N
AUST & NZ BANKING GRP/UK
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd/United Kingdom
05254HAA2
1026000.00000000
PA
USD
1197798.57000000
0.091232478437
Long
DBT
CORP
AU
N
2
2026-06-15
Fixed
6.75000000
N
N
N
N
N
N
MedRisk, Inc.
N/A
MedRisk, Inc. 2021 Term Loan B
54317EAB0
1004196.00000000
PA
USD
1004557.51000000
0.076513926185
Long
LON
CORP
US
N
2
2028-05-10
Floating
4.50000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAD4
1747000.00000000
PA
USD
1803893.31000000
0.137396772404
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.90000000
N
N
N
N
N
N
DELTA AIR LINES 2019-1AA
N/A
Delta Air Lines 2019-1 Class AA Pass Through Trust
24737BAA3
1949000.00000000
PA
USD
2059590.55000000
0.156872411730
Long
DBT
CORP
US
N
2
2024-04-25
Fixed
3.20400000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CX6
1510000.00000000
PA
USD
2139254.75000000
0.162940178541
Long
DBT
CORP
US
N
2
2030-04-22
Fixed
9.62500000
N
N
N
N
N
N
KLABIN AUSTRIA GMBH
984500578YEA8DD41B09
Klabin Austria GmbH
49836AAC8
302000.00000000
PA
USD
288413.02000000
0.021967495443
Long
DBT
CORP
AT
N
2
2031-01-12
Fixed
3.20000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAS5
2136000.00000000
PA
USD
2464410.00000000
0.187706211894
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.87500000
N
N
N
N
N
N
WYNN LAS VEGAS LLC/CORP
N/A
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
983130AV7
1640000.00000000
PA
USD
1674850.00000000
0.127567957032
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.50000000
N
N
N
N
N
N
Lululemon Athletica Inc
549300D9GZ4BMLDW5T40
Lululemon Athletica Inc
550021109
10001.00000000
NS
USD
4047404.70000000
0.308277845098
Long
EC
CORP
US
N
1
N
N
N
TCI-Flatiron CLO Ltd
N/A
TCI-Flatiron Clo 2018-1 Ltd
87232AAN4
250000.00000000
PA
USD
248160.00000000
0.018901551910
Long
ABS-CBDO
CORP
KY
N
2
2032-01-29
Floating
1.53000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZX9
2118000.00000000
PA
USD
2470925.22000000
0.188202455321
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
Fontainebleau Miami Beach Trust
N/A
Fontainebleau Miami Beach Trust 2019-FBLU
34461LAG9
800000.00000000
PA
USD
838684.48000000
0.063879909071
Long
ABS-MBS
CORP
US
N
2
2036-12-10
Fixed
3.44700000
N
N
N
N
N
N
FEDEX 2020-1 CLASS AA
N/A
FedEx Corp 2020-1 Class AA Pass Through Trust
314353AA1
1870338.11000000
PA
USD
1855217.36000000
0.141305960812
Long
DBT
CORP
US
N
2
2034-02-20
Fixed
1.87500000
N
N
N
N
N
N
Autodesk Inc
FRKKVKAIQEF3FCSTPG55
Autodesk Inc
052769AE6
1446000.00000000
PA
USD
1586495.40000000
0.120838270304
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.50000000
N
N
N
N
N
N
U.S. Renal Care, Inc.
54930058SS5MF69JGN89
U.S. Renal Care, Inc. 2019 Term Loan B
90290PAN4
1171990.92000000
PA
USD
1171990.92000000
0.089266792444
Long
LON
CORP
US
N
2
2026-06-26
Floating
5.08400000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389X105
22672.00000000
NS
USD
1975411.36000000
0.150460752601
Long
EC
CORP
US
N
1
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29134WAB3
1107000.00000000
PA
USD
1198404.99000000
0.091278667505
Long
DBT
NUSS
AE
N
2
2026-05-03
Fixed
3.12500000
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AY2
2118000.00000000
PA
USD
2108483.78000000
0.160596452369
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.25000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BV2
1466000.00000000
PA
USD
1541132.50000000
0.117383123588
Long
DBT
CORP
CA
N
2
2026-06-15
Fixed
7.12500000
N
N
N
N
N
N
SERVICENOW INC
549300HJTQM36M0E1G39
ServiceNow Inc
81762PAE2
1297000.00000000
PA
USD
1217396.59000000
0.092725196814
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
1.40000000
N
N
N
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
Hasbro Inc
418056AZ0
2327000.00000000
PA
USD
2571627.18000000
0.195872600890
Long
DBT
CORP
US
N
2
2029-11-19
Fixed
3.90000000
N
N
N
N
N
N
Edwards Lifesciences Corp
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corp
28176E108
27391.00000000
NS
USD
3100935.11000000
0.236188289621
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38145GAH3
1020000.00000000
PA
USD
1102737.34000000
0.083991969195
Long
DBT
CORP
US
N
2
2026-11-16
Fixed
3.50000000
N
N
N
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411BA2
698000.00000000
PA
USD
757071.74000000
0.057663728213
Long
DBT
CORP
US
N
2
2043-04-15
Fixed
4.75000000
N
N
N
N
N
N
COSTAR GROUP INC
N/A
CoStar Group Inc
22160NAA7
1100000.00000000
PA
USD
1119590.67000000
0.085275633331
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.80000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582AD4
1473000.00000000
PA
USD
2176507.22000000
0.165777579796
Long
DBT
CORP
NL
N
2
2038-12-15
Fixed
6.37500000
N
N
N
N
N
N
Battalion CLO LTD
549300QOOT46OWR6Z544
Battalion Clo XVI Ltd
07133MAC0
1713690.00000000
PA
USD
1718627.48000000
0.130902347388
Long
ABS-CBDO
CORP
KY
N
2
2032-12-19
Floating
2.13400000
N
N
N
N
N
N
H&E EQUIPMENT SERVICES
254900KVLRCDMQRYY541
H&E Equipment Services Inc
404030AJ7
1801000.00000000
PA
USD
1796227.35000000
0.136812880798
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
3.87500000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-25.03000000
-0.00000190645
N/A
DFE
AU
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
52812.51000000
USD
73000.00000000
AUD
2021-12-01
-25.03000000
N
N
N
MELCO RESORTS FINANCE
N/A
Melco Resorts Finance Ltd
58547DAE9
1262000.00000000
PA
USD
1292433.13000000
0.098440489593
Long
DBT
CORP
KY
N
2
2028-07-21
Fixed
5.75000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAW1
827000.00000000
PA
USD
848708.75000000
0.064643425592
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
Petco Health and Wellness Company, Inc.
N/A
Petco Health and Wellness Company, Inc. 2021 Term Loan B
000000000
1574001.44000000
PA
USD
1575543.96000000
0.120004134216
Long
LON
CORP
US
N
2
2028-03-03
Floating
4.00000000
N
N
N
N
N
N
KKR Industrial Portfolio Trust
N/A
KKR Industrial Portfolio Trust 2021-KDIP
48254CAN5
350000.00000000
PA
USD
350137.76000000
0.026668871076
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Floating
1.33400000
N
N
N
N
N
N
Cantor Commercial Real Estate Lending
N/A
CF Trust 2019-BOSS
15725PAA4
1340000.00000000
PA
USD
1235711.15000000
0.094120158156
Long
ABS-MBS
CORP
US
N
2
2021-12-15
Floating
4.75000000
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE TRUST
N/A
CREDIT SUISSE MORTGAGE TRUST
12658RAA8
4500000.00000000
PA
USD
4516398.90000000
0.343999630305
Long
ABS-MBS
CORP
US
N
2
2026-05-15
Variable
3.80000000
N
N
N
N
N
N
AVIS BUDGET CAR/FINANCE
N/A
Avis Budget Car Rental LLC / Avis Budget Finance Inc
053773BF3
1601000.00000000
PA
USD
1694234.24000000
0.129044392471
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
5.37500000
N
N
N
N
N
N
Blackstone Group Inc/The
5299004LW4QWGZUB8Y96
Blackstone Group Inc/The
09260D107
27509.00000000
NS
USD
3200397.06000000
0.243763987603
Long
EC
CORP
US
N
1
N
N
N
Tiffany & Co
549300EJG9IEYQL5XT21
Tiffany & Co
886546AD2
1816000.00000000
PA
USD
2440323.78000000
0.185871641706
Long
DBT
CORP
US
N
2
2044-10-01
Fixed
4.90000000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
N/A
Match Group Holdings II LLC
57665RAL0
2271000.00000000
PA
USD
2367517.50000000
0.180326220684
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.12500000
N
N
N
N
N
N
NEXSTAR BROADCASTING INC
5493006PK6I4I2OOT688
Nexstar Media Inc
65336YAN3
1280000.00000000
PA
USD
1329452.80000000
0.101260159218
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
4.75000000
N
N
N
N
N
N
AVIS BUDGET CAR/FINANCE
N/A
Avis Budget Car Rental LLC / Avis Budget Finance Inc
053773BG1
284000.00000000
PA
USD
293198.76000000
0.022332009921
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.75000000
N
N
N
N
N
N
VERTICAL HOLDCO GMBH
2549008GCHWX9EEMIS56
Vertical Holdco GmbH
000000000
600300.00000000
PA
740046.68000000
0.056366983954
Long
DBT
CORP
DE
N
2
2028-07-15
Fixed
6.62500000
N
N
N
N
N
N
Moncler SpA
815600EBD7FB00525B20
Moncler SpA
000000000
19466.00000000
NS
1187242.86000000
0.090428483835
Long
EC
CORP
IT
N
2
N
N
N
OCP CLO Ltd
N/A
OCP CLO 2021-21 Ltd
671000AG2
620000.00000000
PA
USD
620033.60000000
0.047225972262
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
2.07600000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDL7
1873000.00000000
PA
USD
1868683.65000000
0.142331644965
Long
DBT
CORP
US
N
2
2031-06-10
Fixed
2.70000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDE9
1389000.00000000
PA
USD
1348337.03000000
0.102698510498
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
561.47000000
0.000042765370
N/A
DFE
AU
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
89104.94000000
USD
124000.00000000
AUD
2021-12-01
561.47000000
N
N
N
Univision Communications Inc.
5K413SV73898TLR2XR43
Univision Communications Inc. 2021 Term Loan B
000000000
1469512.00000000
PA
USD
1469247.49000000
0.111907872749
Long
LON
CORP
US
N
2
2028-05-05
None
0.00000000
N
N
N
N
N
N
CANARY WHARF GROUP
2138002C1D5FMEDILF18
Canary Wharf Group Investment Holdings PLC
000000000
875000.00000000
PA
1202493.20000000
0.091590053359
Long
DBT
CORP
GB
N
2
2028-04-23
Fixed
3.37500000
N
N
N
N
N
N
NY & PRESBYTERIAN HOSPIT
19EOSPKL8HML7MY3UE63
New York and Presbyterian Hospital/The
649322AD6
1020000.00000000
PA
USD
1288538.58000000
0.098143854200
Long
DBT
CORP
US
N
2
2056-08-01
Fixed
4.06300000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAC6
1042000.00000000
PA
USD
1172050.07000000
0.089271297710
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
4.15000000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2021-I Ltd
12563EAG8
920000.00000000
PA
USD
923440.16000000
0.070335477596
Long
ABS-CBDO
CORP
KY
N
2
2033-04-25
Floating
3.07500000
N
N
N
N
N
N
Regatta XVIII Funding Ltd
N/A
Regatta XVIII Funding Ltd
75884EAE2
1060000.00000000
PA
USD
1060110.88000000
0.080745248344
Long
ABS-CBDO
CORP
KY
N
2
2034-01-15
Floating
2.87600000
N
N
N
N
N
N
NEXSTAR BROADCASTING INC
5493006PK6I4I2OOT688
Nexstar Media Inc
65343HAA9
1122000.00000000
PA
USD
1188450.45000000
0.090520462095
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.62500000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAA2
934000.00000000
PA
USD
898433.28000000
0.068430783687
Long
DBT
CORP
LU
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
ACBL HLDG CORP
N/A
ACBL HLDG CORP
00085Q407
13709.00000000
NS
USD
366715.75000000
0.027931563446
Long
EP
CORP
US
N
2
N
N
N
PRECISION DRILLING CORP
549300WF2OE8T5BP4B84
Precision Drilling Corp
740212AM7
1295000.00000000
PA
USD
1354570.00000000
0.103173255848
Long
DBT
CORP
CA
N
2
2029-01-15
Fixed
6.87500000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-AFC1 Trust
12597MAA3
791855.00000000
PA
USD
799704.26000000
0.060910910635
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
2.24000000
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
Zayo Group Holdings Inc
98919VAB1
1183000.00000000
PA
USD
1200957.94000000
0.091473117525
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.12500000
N
N
N
N
N
N
SAN ANTONIO TX ELEC & GAS REVENUE
5493002G2FEH20Q4GQ04
City of San Antonio TX Electric & Gas Systems Revenue
796253U91
980000.00000000
PA
USD
1372970.30000000
0.104574747731
Long
DBT
MUN
US
N
2
2041-02-01
Fixed
5.71800000
N
N
N
N
N
N
TCI-Flatiron CLO Ltd
N/A
TCI-Flatiron Clo 2018-1 Ltd
87232AAS3
250000.00000000
PA
USD
250029.03000000
0.019043909935
Long
ABS-CBDO
CORP
KY
N
2
2032-01-29
Floating
2.88000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CQ1
2581000.00000000
PA
USD
2708449.78000000
0.206293939851
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.75000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BC5
2462000.00000000
PA
USD
2751285.00000000
0.209556561282
Long
DBT
CORP
PA
N
2
2023-04-01
Fixed
11.50000000
N
N
N
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
Carvana Co
146869AD4
1760000.00000000
PA
USD
1819760.80000000
0.138605348266
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.87500000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: BPP002I05 CDS USD R V 03MEVENT P_SPP002I05 CCPCDX / Short: BPP002I05 CDS USD P F 1.00000 F_SPP002I05 CCPCDX
000000000
17120000.00000000
OU
Notional Amount
USD
678754.15000000
0.051698528371
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.EM.S36.V1
2I65BZEB4
Y
buy protection
2026-12-20
588787.50000000
USD
0.00000000
USD
17120000.00000000
USD
89966.65000000
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AT8
2285000.00000000
PA
USD
2764850.00000000
0.210589763860
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.75000000
N
N
N
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
Devon Energy Corp
25179M103
140001.00000000
NS
USD
4971435.51000000
0.378658310612
Long
EC
CORP
US
N
1
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B12 Mortgage Trust
08162FAU7
2892000.00000000
PA
USD
2883063.72000000
0.219593724067
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Variable
4.38800000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50076QAE6
813000.00000000
PA
USD
998747.55000000
0.076071400152
Long
DBT
CORP
US
N
2
2042-06-04
Fixed
5.00000000
N
N
N
N
N
N
Vulcan Materials Co
549300Q8LSNHAVWBNI21
Vulcan Materials Co
929160AV1
1186000.00000000
PA
USD
1440645.66000000
0.109729363020
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
4.50000000
N
N
N
N
N
N
NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
549300C8XO7EXTX2XU71
New York State Dormitory Authority
64990FXE9
310000.00000000
PA
USD
330922.58000000
0.025205312396
Long
DBT
MUN
US
N
2
2043-02-15
Fixed
3.19000000
N
N
N
N
N
N
WESTERN ALLIANCE BANCORP
5493003VJXZ5JXT9S762
Western Alliance Bancorp
957638AD1
893000.00000000
PA
USD
912748.64000000
0.069521138782
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.00000000
N
N
N
N
N
N
Regatta XVI Funding Ltd.
254900XPJFGKL5R4O429
Regatta XVI Funding Ltd
75888TAE5
2300000.00000000
PA
USD
2303746.01000000
0.175468950662
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
2.17600000
N
N
N
N
N
N
ATLANTIC CITY ELECTRIC
549300S5TW3VP5V06B73
Atlantic City Electric Co
048303CH2
1149000.00000000
PA
USD
1303722.18000000
0.099300340353
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.00000000
N
N
N
N
N
N
AMPHENOL CORP
549300D3L3G0R4U4VT04
Amphenol Corp
032095AJ0
1875000.00000000
PA
USD
1966512.53000000
0.149782957238
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.80000000
N
N
N
N
N
N
Select Medical Corporation
549300X05KS0JKR8CB50
Select Medical Corporation 2017 Term Loan B
816194AV6
1821939.00000000
PA
USD
1813968.02000000
0.138164130778
Long
LON
CORP
US
N
2
2025-03-06
Floating
2.34000000
N
N
N
N
N
N
ARCHES BUYER INC
2549009ADY4208OH2Y47
Arches Buyer Inc
039524AA1
1200000.00000000
PA
USD
1218180.00000000
0.092784866643
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.25000000
N
N
N
N
N
N
MADISON IAQ LLC
549300IXDNBXNHUPBU73
Madison IAQ LLC
55760LAA5
1177000.00000000
PA
USD
1178488.91000000
0.089761723518
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
4.12500000
N
N
N
N
N
N
TOLL BROS FINANCE CORP
N/A
Toll Brothers Finance Corp
88947EAS9
1084000.00000000
PA
USD
1219500.00000000
0.092885406813
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.87500000
N
N
N
N
N
N
Oaktree CLO Ltd
N/A
Oaktree CLO 2021-1 Ltd
67402JAJ0
425000.00000000
PA
USD
425057.16000000
0.032375241677
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
3.37800000
N
N
N
N
N
N
REVLON ROLL UP RIGHTS
N/A
REVLON ROLL UP RIGHTS
000000000
148511.75000000
NS
USD
19120.89000000
0.001456376913
N/A
DE
US
N
2
N/A
N/A
Revlon Inc
Revlon Inc
2099-12-31
XXXX
-29764.72000000
N
N
N
Deephaven Residential Mortgage Trust
N/A
Deephaven Residential Mortgage Trust 2020-1
24381RAA7
425442.25000000
PA
USD
427918.49000000
0.032593180013
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.33900000
N
N
N
N
N
N
MOUNTAIN VIEW CLO
N/A
Mountain View CLO 2016-1 LLC
62432FAR5
530000.00000000
PA
USD
530220.11000000
0.040385166558
Long
ABS-CBDO
CORP
KY
N
2
2033-04-14
Floating
3.83300000
N
N
N
N
N
N
Carlyle Global Market Strategies
N/A
CARLYLE US CLO 2021-1 LTD
14316MAE1
750000.00000000
PA
USD
750588.60000000
0.057169928216
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
1.99100000
N
N
N
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK Hynix Inc
78392BAC1
1331000.00000000
PA
USD
1293007.35000000
0.098484226090
Long
DBT
CORP
KR
N
2
2031-01-19
Fixed
2.37500000
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
Quanta Services Inc
74762EAF9
914000.00000000
PA
USD
946161.41000000
0.072066082393
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.90000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CS2
3381000.00000000
PA
USD
3443108.97000000
0.262250575958
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.50000000
N
N
N
N
N
N
RADIATE HOLDCO / FINANCE
N/A
Radiate Holdco LLC / Radiate Finance Inc
75026JAC4
635000.00000000
PA
USD
656431.25000000
0.049998264617
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
4.50000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABG2
1194000.00000000
PA
USD
1259962.53000000
0.095967308051
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
6.75000000
N
N
N
N
N
N
Datadog Inc
549300F6JNO0KRPO1K63
Datadog Inc
23804L103
18525.00000000
NS
USD
2618508.75000000
0.199443419834
Long
EC
CORP
US
N
1
N
N
N
ACBL HLDG CORP
N/A
ACBL HLDG CORP
00085Q209
3684.00000000
NS
USD
92560.50000000
0.007050036652
Long
EC
CORP
US
N
2
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-1
92536PAA2
398090.23000000
PA
USD
403375.51000000
0.030723819880
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.41700000
N
N
N
N
N
N
UNITED STATES STEEL CORP
JNLUVFYJT1OZSIQ24U47
United States Steel Corp
912909AU2
2294000.00000000
PA
USD
2448799.12000000
0.186517181193
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.87500000
N
N
N
N
N
N
CINEMARK USA INC
54930008H2137JSCPQ09
Cinemark USA Inc
172441BF3
1303000.00000000
PA
USD
1285331.32000000
0.097899567485
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.25000000
N
N
N
N
N
N
TERRAFORM POWER OPERATIN
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAG8
1484000.00000000
PA
USD
1554490.00000000
0.118400521555
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
Penn National Gaming Inc
N/A
Penn National Gaming Inc
707569AS8
1136000.00000000
PA
USD
1171500.00000000
0.089229400641
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.62500000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAL5
1448000.00000000
PA
USD
1454588.40000000
0.110791336842
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
3.25000000
N
N
N
N
N
N
EDWARDS LIFESCIENCES COR
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corp
28176EAD0
1411000.00000000
PA
USD
1618335.78000000
0.123263450008
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.30000000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AN3
1799000.00000000
PA
USD
1806374.91000000
0.137585787923
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.25000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GVR2
1100000.00000000
PA
USD
1218758.02000000
0.092828892574
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
4.25000000
N
N
N
N
N
N
Medline Industries, Inc.
BFU6OK7LIKHO5ZXU3397
Medline Industries, Inc. Unsecured Bridge Term Loan
000000000
2586617.00000000
PA
USD
2586617.00000000
0.197014327441
Long
LON
CORP
US
N
3
2022-08-04
None
0.00000000
N
N
N
N
N
N
LEGACY LIFEPOINT HEALTH
N/A
Legacy LifePoint Health LLC
53219LAS8
1635000.00000000
PA
USD
1632956.25000000
0.124377044353
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.37500000
N
N
N
N
N
N
NEP/NCP Holdco, Inc.
N/A
NEP/NCP Holdco, Inc. 2018 1st Lien Term Loan
62908HAD7
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2025-10-20
Floating
3.33400000
N
N
N
N
N
N
XIAOMI BEST TIME INTL
254900IGJCVEY8WNJT74
Xiaomi Best Time International Ltd
98422HAE6
1186000.00000000
PA
USD
1208762.81000000
0.092067589460
Long
DBT
CORP
HK
N
2
2051-07-14
Fixed
4.10000000
N
N
N
N
N
N
WISCONSIN ST GEN FUND ANNUAL APPROP REVENUE
549300VTAT608CNZ5827
State of Wisconsin
977100DR4
790000.00000000
PA
USD
873163.85000000
0.066506092186
Long
DBT
MUN
US
N
2
2037-05-01
Fixed
3.29400000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: BP5000G29 CDS USD R V 03MEVENT SP5000G29_PRO CCPCDX / Short: BP5000G29 CDS USD P F 5.00000 SP5000G29_FEE CCPCDX
000000000
32906000.00000000
OU
Notional Amount
USD
-3078616.88000000
-0.23448838156
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.HY.S36.V1
2I65BRYP9
Y
buy protection
2026-06-20
0.00000000
USD
-3126062.43000000
USD
32906000.00000000
USD
47445.55000000
N
N
N
Staples Inc
XQM2JINI1UL7642TU573
Staples Inc
855030AN2
1299000.00000000
PA
USD
1319141.00000000
0.100474742459
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EF8
4380000.00000000
PA
USD
5263555.50000000
0.400908154081
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.12500000
N
N
N
N
N
N
ALFA BANK (ALFA BOND)
54930015QM0G7XTNYR27
Alfa Bank AO Via Alfa Bond Issuance PLC
01538RAG4
2361000.00000000
PA
USD
2417723.03000000
0.184150215008
Long
DBT
CORP
IE
N
2
2031-10-26
Fixed
5.50000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2017-MARK
46648GAA3
1000000.00000000
PA
USD
1007446.20000000
0.076733948445
Long
ABS-MBS
CORP
US
N
2
2032-06-05
Fixed
3.39200000
N
N
N
N
N
N
OVINTIV INC
N/A
Ovintiv Inc
292505AG9
1948000.00000000
PA
USD
2685010.57000000
0.204508650342
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
6.50000000
N
N
N
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807AT5
808000.00000000
PA
USD
1090404.00000000
0.083052578213
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.87500000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-3199.54000000
-0.00024369870
N/A
DFE
JP
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
236867.52000000
USD
26000000.00000000
JPY
2021-11-08
-3199.54000000
N
N
N
CALLON PETROLEUM
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123XBD3
691000.00000000
PA
USD
683475.01000000
0.052058101148
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
8.00000000
N
N
N
N
N
N
Range Resources Corp
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281ABA6
911000.00000000
PA
USD
946301.25000000
0.072076733558
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
5.00000000
N
N
N
N
N
N
FAGE INTL / FAGE USA
N/A
FAGE International SA / FAGE USA Dairy Industry Inc
30257WAA4
1241000.00000000
PA
USD
1278093.49000000
0.097348285169
Long
DBT
CORP
LU
N
2
2026-08-15
Fixed
5.62500000
N
N
N
N
N
N
Octagon Investment Partners XXI Ltd
549300XIS9D4AHDX5A35
Octagon Investment Partners XXI Ltd
67590QBP1
900000.00000000
PA
USD
894383.73000000
0.068122342442
Long
ABS-CBDO
CORP
KY
N
2
2031-02-14
Floating
2.87500000
N
N
N
N
N
N
Southwestern Energy Co
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AL3
1106000.00000000
PA
USD
1219165.92000000
0.092859961010
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
6.45000000
N
N
N
N
N
N
RAIN CII CARBON LLC/CII
N/A
Rain CII Carbon LLC / CII Carbon Corp
75079RAC2
293000.00000000
PA
USD
300691.25000000
0.022902688873
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.25000000
N
N
N
N
N
N
Saudi Arabian Oil Co
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2F1
1441000.00000000
PA
USD
1640419.99000000
0.124945533510
Long
DBT
CORP
SA
N
2
2049-04-16
Fixed
4.37500000
N
N
N
N
N
N
GENTING NY LLC/GENNY CAP
N/A
Genting New York LLC / GENNY Capital Inc
37255JAA0
1306000.00000000
PA
USD
1295794.67000000
0.098696527322
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
3.30000000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
491798AG9
1918000.00000000
PA
USD
2112423.82000000
0.160896552589
Long
DBT
NUSS
KE
N
2
2028-02-28
Fixed
7.25000000
N
N
N
N
N
N
QATAR PETROLEUM
254900QTESJKJ3P87J26
Qatar Petroleum
74730DAD5
2264000.00000000
PA
USD
2291213.28000000
0.174514372782
Long
DBT
CORP
QA
N
2
2051-07-12
Fixed
3.30000000
N
N
N
N
N
N
Southwestern Energy Co
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AN9
1120000.00000000
PA
USD
1211336.00000000
0.092263581096
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
7.75000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
32773.16000000
0.002496226567
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
213500000.00000000
JPY
1951546.80000000
USD
2021-11-08
32773.16000000
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAY7
988000.00000000
PA
USD
994175.00000000
0.075723123672
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
2.45000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCE3
1375000.00000000
PA
USD
1426562.50000000
0.108656693855
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.12500000
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust 2019-WOLF
39152TAA8
3317000.00000000
PA
USD
3319807.51000000
0.252859098899
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
1.11800000
N
N
N
N
N
N
Revlon Consumer Products Corporation
2MKZBE7NMX7EJWQLHS95
Revlon Consumer Products Corporation 2020 Term Loan B2
761520BF1
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2025-06-30
Floating
4.25000000
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
Zayo Group Holdings Inc
98919VAA3
1051000.00000000
PA
USD
1047300.48000000
0.079769521230
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.00000000
N
N
N
N
N
N
USAA CAPITAL CORP
5493007XLF4LU3U2W757
USAA Capital Corp
90327QD55
1129000.00000000
PA
USD
1138498.62000000
0.086715791287
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.12500000
N
N
N
N
N
N
CH ROBINSON WORLDWIDE
529900WNWN5L0OVDHA79
CH Robinson Worldwide Inc
12541WAA8
1736000.00000000
PA
USD
1967822.58000000
0.149882739548
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.20000000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
N/A
Match Group Holdings II LLC
57665RAG1
1647000.00000000
PA
USD
1726014.83000000
0.131465018163
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.00000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AB3
1773000.00000000
PA
USD
1977990.59000000
0.150657204284
Long
DBT
CORP
XX
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
LEVI STRAUSS & CO
MB0UERO0RDFKU8258G77
Levi Strauss & Co
52736RBJ0
1907000.00000000
PA
USD
1928453.75000000
0.146884141934
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.50000000
N
N
N
N
N
N
PARTNERRE FINANCE B LLC
549300O0FAGHK2F79881
PartnerRe Finance B LLC
70213BAB7
1237000.00000000
PA
USD
1365555.70000000
0.104010001411
Long
DBT
CORP
US
N
2
2029-07-02
Fixed
3.70000000
N
N
N
N
N
N
TECHNIPFMC PLC
549300D5I93QWCJTCK36
TechnipFMC PLC
87854XAE1
1172000.00000000
PA
USD
1257309.95000000
0.095765269533
Long
DBT
CORP
GB
N
2
2026-02-01
Fixed
6.50000000
N
N
N
N
N
N
Kayne CLO
N/A
Kayne CLO 10 Ltd
48662LAG6
370000.00000000
PA
USD
369378.10000000
0.028134346114
Long
ABS-CBDO
CORP
KY
N
2
2034-04-23
Floating
2.94700000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT
549300N4PXZ37U8QKI55
American Homes 4 Rent LP
02666TAD9
1385000.00000000
PA
USD
1408012.51000000
0.107243800565
Long
DBT
US
N
2
2051-07-15
Fixed
3.37500000
N
N
N
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp
482480100
7220.00000000
NS
USD
2415162.20000000
0.183955164794
Long
EC
CORP
US
N
1
N
N
N
GO DADDY OPCO/FINCO
N/A
Go Daddy Operating Co LLC / GD Finance Co Inc
38016LAA3
1235000.00000000
PA
USD
1289031.25000000
0.098181379295
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.25000000
N
N
N
N
N
N
ON SEMICONDUCTOR CORP
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp
682189AQ8
98000.00000000
PA
USD
101307.50000000
0.007716267610
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.87500000
N
N
N
N
N
N
NEWS CORP
549300ITS31QK8VRBQ14
News Corp
65249BAA7
1559000.00000000
PA
USD
1603821.25000000
0.122157924774
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.87500000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCH6
1277000.00000000
PA
USD
1382352.50000000
0.105289359837
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.62500000
N
N
N
N
N
N
MURPHY OIL USA INC
N32S6DTR2ZZ5222WHV58
Murphy Oil USA Inc
626738AE8
1180000.00000000
PA
USD
1250800.00000000
0.095269427504
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.75000000
N
N
N
N
N
N
Marble Point CLO LTD
2549003LUS5LG1CTZP23
Marble Point CLO XVII Ltd
56606CAA1
2050466.00000000
PA
USD
2052213.61000000
0.156310533852
Long
ABS-CBDO
CORP
KY
N
2
2033-04-20
Floating
1.43400000
N
N
N
N
N
N
MIDWEST GMNG BOR/MWG FIN
N/A
Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp
59833DAB6
1773000.00000000
PA
USD
1808460.00000000
0.137744602546
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.87500000
N
N
N
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
00652MAE2
1680000.00000000
PA
USD
1768537.53000000
0.134703835948
Long
DBT
CORP
IN
N
2
2029-07-03
Fixed
4.37500000
N
N
N
N
N
N
ALCON FINANCE CORP
549300CUZUI9VU7XNK42
Alcon Finance Corp
01400EAD5
1552000.00000000
PA
USD
1585894.25000000
0.120792482635
Long
DBT
CORP
US
N
2
2030-05-27
Fixed
2.60000000
N
N
N
N
N
N
ALLEGION PLC
984500560CAC2E6FB757
Allegion PLC
01748TAB7
918000.00000000
PA
USD
994177.04000000
0.075723279052
Long
DBT
CORP
IE
N
2
2029-10-01
Fixed
3.50000000
N
N
N
N
N
N
SEAWORLD PARKS & ENTERTA
549300UZV72O3371JJ53
SeaWorld Parks & Entertainment Inc
81282UAG7
1320000.00000000
PA
USD
1352175.00000000
0.102990836373
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.25000000
N
N
N
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044101
34335.00000000
NS
USD
1388164.05000000
0.105732006976
Long
EC
CORP
US
N
1
N
N
N
Palmer Square CLO Ltd
N/A
Palmer Square CLO 2021-1 Ltd
69701WAG1
510000.00000000
PA
USD
510086.65000000
0.038851665432
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
2.83400000
N
N
N
N
N
N
BX Trust
N/A
BX 2021-MFM1
05608VAE6
400000.00000000
PA
USD
400816.40000000
0.030528900673
Long
ABS-MBS
CORP
US
N
2
2034-01-15
Floating
1.03400000
N
N
N
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
Kennedy-Wilson Inc
489399AL9
814000.00000000
PA
USD
829262.50000000
0.063162267050
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.75000000
N
N
N
N
N
N
Avant Loans Funding Trust
N/A
Avant Loans Funding Trust 2021-REV1
05353LAA3
1367000.00000000
PA
USD
1368886.19000000
0.104263674160
Long
ABS-O
CORP
US
N
2
2030-07-15
Fixed
1.21000000
N
N
N
N
N
N
MEMPHIS-SHELBY CNTY TN INDL DEV BRD ECON DEV GROWTH ENGINE T
N/A
Memphis-Shelby County Industrial Development Board
58611YAD6
1415000.00000000
PA
USD
1264149.96000000
0.096286251174
Long
DBT
MUN
US
N
2
2045-07-01
Fixed
7.00000000
Y
N
N
N
N
N
Life Financial Services Trust
N/A
Life 2021-BMR Mortgage Trust
53218CAJ9
1200000.00000000
PA
USD
1204609.92000000
0.091751277138
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Floating
1.83400000
N
N
N
N
N
N
ANTERO RESOURCES CORP
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674XAS5
1170000.00000000
PA
USD
1233648.00000000
0.093963014632
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.37500000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBC3
1198000.00000000
PA
USD
1293840.00000000
0.098547646372
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
Atlas CC Acquisition Corp
6HHLXIOGCDNZ4IRAIW26
Atlas CC Acquisition Corp Term Loan B
04921TAB0
1267772.89000000
PA
USD
1274200.50000000
0.097051768597
Long
LON
CORP
US
N
2
2028-05-25
Floating
5.00000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AU3
645000.00000000
PA
USD
780627.50000000
0.059457894962
Long
DBT
US
N
2
2030-12-15
Fixed
4.90000000
N
N
N
N
N
N
Avis Budget Car Rental, LLC
XN8R4HH1TVC1XOCL5P21
Avis Budget Car Rental, LLC 2020 Term Loan B
05377JAR3
1224858.70000000
PA
USD
1201384.28000000
0.091505590477
Long
LON
CORP
US
N
2
2027-08-06
Floating
1.84000000
N
N
N
N
N
N
PORT OF SEATTLE WA REVENUE
549300T9UCDUJ3GZL429
Port of Seattle WA
735389ZE1
1105000.00000000
PA
USD
1203490.64000000
0.091666025168
Long
DBT
MUN
US
N
2
2036-05-01
Fixed
3.75500000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
69867DAC2
1643000.00000000
PA
USD
1749795.00000000
0.133276277502
Long
DBT
CORP
XX
N
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBC0
2395000.00000000
PA
USD
2477867.00000000
0.188731188457
Long
DBT
CORP
AU
N
2
2031-04-01
Fixed
4.37500000
N
N
N
N
N
N
Apex Credit CLO LLC
N/A
Apex Credit CLO 2017-II LLC
03753LAE6
522163.00000000
PA
USD
523442.66000000
0.039868949911
Long
ABS-CBDO
CORP
KY
N
2
2029-09-20
Floating
1.97200000
N
N
N
N
N
N
PULTE GROUP INC
N/A
PulteGroup Inc
745867AP6
1715000.00000000
PA
USD
2255653.75000000
0.171805917342
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
6.37500000
N
N
N
N
N
N
Northern Natural Gas Co
5493007M02M6CT9EXE41
Northern Natural Gas Co
665501AL6
811000.00000000
PA
USD
946141.09000000
0.072064534684
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
4.30000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT DEC21
000000000
12.00000000
NC
USD
-37892.04000000
-0.00288611525
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Ultra 10-Year US Treasury Note Futures
UXYZ1 Comdty
2021-12-21
1780892.04000000
USD
-37892.04000000
N
N
N
HONOLULU CITY & CNTY HI WSTWTR SYS REVENUE
N/A
City & County Honolulu HI Wastewater System Revenue
4387012B9
260000.00000000
PA
USD
258406.75000000
0.019682014019
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
2.57400000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Long: SPP800N63 CDS USD R F 3.00000 SPP800N63_FEE CMBX / Short: SPP800N63 CDS USD P V 01MEVENT SPP800N63_PRO CMBX
000000000
1200000.00000000
OU
Notional Amount
USD
-92138.30000000
-0.00701787903
N/A
DCR
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Markit CMBX.NA.BBB-.9
137BERAI8
Y
sell protection
2058-09-17
0.00000000
USD
-127937.59000000
USD
1200000.00000000
USD
35799.29000000
N
N
N
Ascension Health
N/A
Ascension Health
04351LAB6
1017000.00000000
PA
USD
1221637.01000000
0.093048176016
Long
DBT
CORP
US
N
2
2046-11-15
Fixed
3.94500000
N
N
N
N
N
N
Nexstar Broadcasting, Inc.
5493006PK6I4I2OOT688
Nexstar Broadcasting, Inc. 2018 Term Loan B3
65336RAU2
1020603.39000000
PA
USD
1020782.00000000
0.077749693593
Long
LON
CORP
US
N
2
2024-01-17
Floating
2.33400000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAC4
1265000.00000000
PA
USD
1338528.13000000
0.101951398020
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
8.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2021-ROSS MZ
36261TAA2
4000000.00000000
PA
USD
4010912.80000000
0.305498374022
Long
ABS-MBS
CORP
US
N
2
2026-06-15
Floating
9.58400000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BL0
5007000.00000000
PA
USD
5151251.67000000
0.392354331255
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.50000000
N
N
N
N
N
N
Signature Bank/New York NY
VLP5AP0XK2GM6GKD1007
Signature Bank/New York NY
82669G104
14260.00000000
NS
USD
3882712.80000000
0.295733790871
Long
EC
CORP
US
N
1
N
N
N
LUKOIL SECURITIES BV
724500IVNQ6LF8OFIO42
Lukoil Securities BV
54988LAB2
1150000.00000000
PA
USD
1210432.50000000
0.092194764397
Long
DBT
CORP
NL
N
2
2030-05-06
Fixed
3.87500000
N
N
N
N
N
N
Leggett & Platt Inc
DKOVQUCDW4ZLYCUD4T55
Leggett & Platt Inc
524660AZ0
974000.00000000
PA
USD
1108824.68000000
0.084455622375
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.40000000
N
N
N
N
N
N
Lear Corp
549300UPNBTXA1SYTQ33
Lear Corp
521865BA2
1100000.00000000
PA
USD
1231744.69000000
0.093818045609
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.25000000
N
N
N
N
N
N
VTR COMUNICACIONES SPA
213800XDZJKMC1AEUV94
VTR Comunicaciones SpA
918367AA1
327000.00000000
PA
USD
347414.61000000
0.026461457468
Long
DBT
CORP
CL
N
2
2028-01-15
Fixed
5.12500000
N
N
N
N
N
N
MURPHY OIL CORP
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717AM4
1175000.00000000
PA
USD
1224350.00000000
0.093254815770
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.87500000
N
N
N
N
N
N
BLACKSTONE PRIVATE CRE
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAC1
1798000.00000000
PA
USD
1793209.57000000
0.136583026167
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
2.62500000
N
N
N
N
N
N
QUICKEN LOANS LLC/QUICKN
N/A
Quicken Loans LLC / Quicken Loans Co-Issuer Inc
74841CAA9
1828000.00000000
PA
USD
1850850.00000000
0.140973312997
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.62500000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
000000000
1020000.00000000
PA
1418903.74000000
0.108073350650
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.62500000
N
N
N
N
N
N
Southwestern Energy Co
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467109
564791.00000000
NS
USD
3128942.14000000
0.238321495341
Long
EC
CORP
US
N
1
N
N
N
Apidos CLO
549300KJKTO0Q1OATW69
Apidos CLO XXXV
03768UAD1
680000.00000000
PA
USD
680116.48000000
0.051802292681
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
2.84900000
N
N
N
N
N
N
Frontera Generation Holdings LLC
N/A
Frontera Generation Holdings LLC 2021 Term Loan
64440DAB1
133964.73000000
PA
USD
142002.61000000
0.010815883721
Long
LON
CORP
US
N
3
2026-06-30
Floating
14.00000000
N
N
N
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411AW5
2518000.00000000
PA
USD
2823257.14000000
0.215038448534
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
5.10000000
N
N
N
N
N
N
ENCINO ACQUISITION PARTN
549300BUKUEKT2UE4T49
Encino Acquisition Partners Holdings LLC
29254BAA5
1265000.00000000
PA
USD
1295075.38000000
0.098641741308
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
8.50000000
N
N
N
N
N
N
Alcoa Corp
549300T12EZ1F6PWWU29
Alcoa Corp
013872106
68673.00000000
NS
USD
3360856.62000000
0.255985678056
Long
EC
CORP
US
N
1
N
N
N
COMSTOCK RESOURCES INC
I03QQGEA4SS774AURI46
Comstock Resources Inc
205768AS3
1213000.00000000
PA
USD
1311556.25000000
0.099897036358
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.75000000
N
N
N
N
N
N
CAESARS RESORT / FINCO
N/A
Caesars Resort Collection LLC / CRC Finco Inc
12652AAA1
0.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.25000000
N
N
N
N
N
N
Cornerstone OnDemand, Inc.
549300Z402F16H5EGH48
Cornerstone OnDemand, Inc. 2021 Term Loan B
21926BAD4
950522.28000000
PA
USD
950346.43000000
0.072384841954
Long
LON
CORP
US
N
2
2027-04-22
Floating
3.33400000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AW0
1100000.00000000
PA
USD
1328335.93000000
0.101175090809
Long
DBT
CORP
GB
N
2
2030-04-01
Fixed
5.62500000
N
N
N
N
N
N
OCEANEERING INTL INC
549300L6PH74701W0R30
Oceaneering International Inc
675232AB8
2094000.00000000
PA
USD
2129325.78000000
0.162183920716
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
6.00000000
N
N
N
N
N
N
Frontera Generation Holdings LLC
N/A
Frontera Generation Holdings LLC 2021 2nd Lien Term Loan
64440DAD7
129376.00000000
PA
USD
73420.88000000
0.005592233134
Long
LON
CORP
US
N
2
2028-07-28
Floating
2.50000000
N
N
N
N
N
N
OFFICE CHERIFIEN DES PHO
213800D26TAPVTCVWG40
OCP SA
67091TAD7
1943000.00000000
PA
USD
1941944.95000000
0.147911723402
Long
DBT
CORP
MA
N
2
2031-06-23
Fixed
3.75000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFU8
1137000.00000000
PA
USD
1273764.01000000
0.097018522552
Long
DBT
CORP
US
N
2
2026-03-03
Fixed
4.45000000
N
N
N
N
N
N
GRUBHUB HOLDINGS INC
N/A
GrubHub Holdings Inc
40010PAA6
1218000.00000000
PA
USD
1265197.50000000
0.096366038939
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
5.50000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BX8
82000.00000000
PA
USD
83032.79000000
0.006324341515
Long
DBT
CORP
CA
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864AG2
1139000.00000000
PA
USD
1164627.50000000
0.088705944340
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.75000000
N
N
N
N
N
N
Equifax Inc
5493004MCF8JDC86VS77
Equifax Inc
294429105
8376.00000000
NS
USD
2122645.92000000
0.161675137187
Long
EC
CORP
US
N
1
N
N
N
MEMORIAL SLOAN-KETTERING
549300IZ71UAMEHWL382
Memorial Sloan-Kettering Cancer Center
586054AC2
1478000.00000000
PA
USD
1879835.74000000
0.143181063921
Long
DBT
CORP
US
N
2
2055-07-01
Fixed
4.20000000
N
N
N
N
N
N
Applebees/IHOP Funding LLC
N/A
Applebee's Funding LLC / IHOP Funding LLC
03789XAD0
1598850.00000000
PA
USD
1633852.02000000
0.124445272284
Long
ABS-O
CORP
US
N
2
2049-06-07
Fixed
4.19400000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAH3
1167000.00000000
PA
USD
1236961.65000000
0.094215404733
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.00000000
N
N
N
N
N
N
Bain Capital Credit CLO, Limited
549300WZ8E2KQS66KT95
Bain Capital Credit CLO 2019-2
05682LAG2
260000.00000000
PA
USD
260167.41000000
0.019816117849
Long
ABS-CBDO
CORP
KY
N
2
2032-10-17
Floating
4.03400000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2016-P3
29429CAM7
828000.00000000
PA
USD
689183.73000000
0.052492916055
Long
ABS-MBS
CORP
US
N
2
2049-04-15
Variable
2.80400000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAL4
2447000.00000000
PA
USD
2569350.00000000
0.195699155388
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.87500000
N
N
N
N
N
N
AEROPUERTO INTL TOCUMEN
254900FO1PHX49ZIGB14
Aeropuerto Internacional de Tocumen SA
00787CAE2
1935000.00000000
PA
USD
2033036.78000000
0.154849896167
Long
DBT
CORP
PA
N
2
2061-08-11
Fixed
5.12500000
N
N
N
N
N
N
Waste Pro USA Inc
549300BY1QXU5BI3UF28
Waste Pro USA Inc
94107JAA1
1143000.00000000
PA
USD
1156018.77000000
0.088050244965
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.50000000
N
N
N
N
N
N
GOODMAN US FIN THREE
N/A
Goodman US Finance Three LLC
38239JAA9
769000.00000000
PA
USD
833359.81000000
0.063474346021
Long
DBT
US
N
2
2028-03-15
Fixed
3.70000000
N
N
N
N
N
N
QUEST DIAGNOSTICS INC
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc
74834LBC3
896000.00000000
PA
USD
936855.57000000
0.071357286383
Long
DBT
CORP
US
N
2
2031-06-30
Fixed
2.80000000
N
N
N
N
N
N
One New York Plaza Trust 2020-1NYP
N/A
One New York Plaza Trust 2020-1NYP
68249DAG4
1380000.00000000
PA
USD
1391443.79000000
0.105981814261
Long
ABS-MBS
CORP
US
N
2
2026-01-15
Floating
2.28400000
N
N
N
N
N
N
FARMERS INS EXCH
549300UWG2TLX1GZVT44
Farmers Insurance Exchange
309601AE2
1230000.00000000
PA
USD
1406176.79000000
0.107103979656
Long
DBT
CORP
US
N
2
2057-11-01
Fixed
4.74700000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
443201AB4
1302000.00000000
PA
USD
1314824.70000000
0.100145983720
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.00000000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AS0
2470000.00000000
PA
USD
2273721.45000000
0.173182076148
Long
DBT
CORP
US
N
2
2078-01-22
Fixed
6.37500000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAN9
1617000.00000000
PA
USD
1875720.00000000
0.142867581195
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.12500000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust 2021-1
96043FAH6
3118000.00000000
PA
USD
3125124.01000000
0.238030680615
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
3.91000000
N
N
N
N
N
N
FMC CORP
CKDHZ2X64EEBQCSP7013
FMC Corp
302491AU9
1050000.00000000
PA
USD
1134353.85000000
0.086400097439
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.45000000
N
N
N
N
N
N
PFP III
N/A
PFP 2019-6 Ltd
69346WAG2
1995000.00000000
PA
USD
1995897.75000000
0.152021135273
Long
ABS-CBDO
CORP
KY
N
2
2037-04-14
Floating
2.18500000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938CAJ7
1172000.00000000
PA
USD
1294919.36000000
0.098629857764
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.75000000
N
N
N
N
N
N
SEG HLD LLC/SEG FIN CORP
N/A
SEG Holding LLC / SEG Finance Corp
78397KAA0
1140000.00000000
PA
USD
1189875.00000000
0.090628965503
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
5.62500000
N
N
N
N
N
N
FGI Operating Company, LLC
N/A
FGI Operating Company, LLC Exit Term Loan
30252KAF4
82670.14000000
PA
USD
10375.10000000
0.000790238117
Long
LON
CORP
US
N
3
2022-05-16
Floating
10.13200000
N
N
N
N
N
N
OCP CLO Ltd
N/A
OCP CLO 2019-16 Ltd
67570QAR2
500000.00000000
PA
USD
500084.45000000
0.038089829913
Long
ABS-CBDO
CORP
KY
N
2
2033-04-10
Floating
3.26900000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Mortgage Trust 2018-C2
05491UBJ6
1011000.00000000
PA
USD
1138239.41000000
0.086696048092
Long
ABS-MBS
CORP
US
N
2
2051-12-15
Variable
5.13500000
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp
058498AW6
2889000.00000000
PA
USD
2807746.88000000
0.213857081736
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.87500000
N
N
N
N
N
N
EMPRESA DE TRANSMISION
254900RX1DOMC83TZ320
Empresa de Transmision Electrica SA
29247QAA2
1205000.00000000
PA
USD
1348870.98000000
0.102739179758
Long
DBT
CORP
PA
N
2
2049-05-02
Fixed
5.12500000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-3074.05000000
-0.00023414053
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
158497.84000000
USD
134000.00000000
EUR
2021-12-10
-3074.05000000
N
N
N
MERSIN ULUSLARARASI LIMA
635400DAFN6NT43HM530
Mersin Uluslararasi Liman Isletmeciligi AS
590454AB0
1675000.00000000
PA
USD
1754937.70000000
0.133667980480
Long
DBT
CORP
TR
N
2
2024-11-15
Fixed
5.37500000
N
N
N
N
N
N
AIA GROUP LTD
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
00131LAJ4
1304000.00000000
PA
USD
1407387.97000000
0.107196231355
Long
DBT
CORP
HK
N
2
2030-04-07
Fixed
3.37500000
N
N
N
N
N
N
Foundation Building Materials Holding Company LLC
549300ZVE6MONHB01I28
Foundation Building Materials Holding Company LLC 2021 Term Loan
35039KAB2
680688.01000000
PA
USD
676797.88000000
0.051549525554
Long
LON
CORP
US
N
2
2028-02-03
Floating
3.75000000
N
N
N
N
N
N
Blackhawk Network Holdings, Inc
549300LFU3K8UIR03132
Blackhawk Network Holdings, Inc 2018 1st Lien Term Loan
09238FAK7
1207099.65000000
PA
USD
1199555.28000000
0.091366281408
Long
LON
CORP
US
N
2
2025-06-15
Floating
3.08400000
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust 2021-OVA
78449RAL9
2310000.00000000
PA
USD
2248199.42000000
0.171238144915
Long
ABS-MBS
CORP
US
N
2
2041-07-15
Fixed
2.85100000
N
N
N
N
N
N
CF Industries Inc
5FVKT86LAD2F40NPC183
CF Industries Inc
12527GAH6
1047000.00000000
PA
USD
1194487.30000000
0.090980269613
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
4.50000000
N
N
N
N
N
N
HighTower Holdings LLC
N/A
HighTower Holdings LLC 2021 Delayed Draw Term Loan
43117LAH6
382356.00000000
PA
USD
382893.21000000
0.029163748730
Long
LON
CORP
US
N
2
2028-04-21
Fixed
4.00000000
N
N
N
N
N
N
WASHINGTON MUTUAL BANK F
N/A
Washington Mutual Bank / Debt not acquired by JPMorgan
93933WAA4
1250000.00000000
PA
USD
125.00000000
0.000009520849
Long
DBT
CORP
US
N
3
2011-06-15
None
0.00000000
Y
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AH0
4006000.00000000
PA
USD
3806561.29000000
0.289933574400
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
5.00000000
N
N
N
N
N
N
SkyMiles IP Ltd.
2549008L7P4I8VB90936
SkyMiles IP Ltd. 2020 Skymiles Term Loan B
24736CBS2
1317000.00000000
PA
USD
1402525.98000000
0.106825909158
Long
LON
CORP
KY
N
2
2027-10-20
Floating
4.75000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300EIRQ0Z2B9C1W06
Cenovus Energy Inc
15135UAX7
810000.00000000
PA
USD
788252.61000000
0.060038675154
Long
DBT
CORP
CA
N
2
2052-02-15
Fixed
3.75000000
N
N
N
N
N
N
RegionalCare Hospital Partners Holdings, Inc.
549300G8ZVHRTBBBSZ90
RegionalCare Hospital Partners Holdings, Inc. 2018 Term Loan B
75915TAD4
971170.75000000
PA
USD
971000.80000000
0.073958019125
Long
LON
CORP
US
N
2
2025-11-16
Floating
3.83500000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
N/A
Hertz Vehicle Financing III LP
42806MAH2
5000000.00000000
PA
USD
5043069.50000000
0.384114442062
Long
ABS-O
CORP
US
N
2
2027-12-27
Fixed
4.34000000
N
N
N
N
N
N
JOHNS HOPKINS UNIVERSITY
549300Z1XKWYKTIOM958
Johns Hopkins University
478115AF5
692000.00000000
PA
USD
706572.74000000
0.053817381220
Long
DBT
CORP
US
N
2
2060-01-01
Fixed
2.81300000
N
N
N
N
N
N
TRONOX INC
549300EPZ4YXC7E5P181
Tronox Inc
897051AC2
1090000.00000000
PA
USD
1085912.50000000
0.082710475052
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.62500000
N
N
N
N
N
N
Medline Industries, Inc.
BFU6OK7LIKHO5ZXU3397
Medline Industries, Inc. Bridge Term Loan
000000000
2398781.00000000
PA
USD
2398781.00000000
0.182707461288
Long
LON
CORP
US
N
3
2022-08-04
None
0.00000000
N
N
N
N
N
N
Hudson River Trading LLC
549300SMOBUC8O5UOE10
Hudson River Trading LLC 2021 Term Loan
44413EAF5
1962558.31000000
PA
USD
1954148.75000000
0.148841247738
Long
LON
CORP
US
N
2
2028-03-20
Floating
3.08400000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AQ2
904000.00000000
PA
USD
968238.24000000
0.073747603784
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.37500000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300EIRQ0Z2B9C1W06
Cenovus Energy Inc
15135UAS8
589000.00000000
PA
USD
671144.11000000
0.051118896012
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
5.37500000
N
N
N
N
N
N
COINBASE GLOBAL INC
5493004G3J2SC154DU06
Coinbase Global Inc
19260QAC1
1353000.00000000
PA
USD
1301694.24000000
0.099145878662
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
3.37500000
N
N
N
N
N
N
Cooper Cos Inc/The
QJKMVPIGLH7530PCUE20
Cooper Cos Inc/The
216648402
2980.00000000
NS
USD
1231663.80000000
0.093811884477
Long
EC
CORP
US
N
1
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-14702.08000000
-0.00111981031
N/A
DFE
JP
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
994310.17000000
USD
109000000.00000000
JPY
2021-11-08
-14702.08000000
N
N
N
One New York Plaza Trust 2020-1NYP
N/A
One New York Plaza Trust 2020-1NYP
68249DAE9
600000.00000000
PA
USD
603311.04000000
0.045952268458
Long
ABS-MBS
CORP
US
N
2
2026-01-15
Floating
1.58400000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAB0
1789000.00000000
PA
USD
1958686.65000000
0.149186885038
Long
DBT
CORP
LU
N
2
2027-05-15
Fixed
10.50000000
N
N
N
N
N
N
VERTICAL US NEWCO INC
549300C2AFWPAYWS5574
Vertical US Newco Inc Term Loan B
000000000
1426259.35000000
PA
USD
1430616.57000000
0.108965479375
Long
LON
CORP
US
N
2
2027-07-29
Floating
4.00000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AR4
2044000.00000000
PA
USD
2238619.46000000
0.170508470063
Long
DBT
CORP
NL
N
2
2026-11-16
Fixed
5.75000000
N
N
N
N
N
N
BX Trust
N/A
BX 2021-MFM1
05608VAG1
250000.00000000
PA
USD
250627.05000000
0.019089459202
Long
ABS-MBS
CORP
US
N
2
2034-01-15
Floating
1.28400000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates 2019-ICE4
12653VAG1
924000.00000000
PA
USD
928009.05000000
0.070683475306
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
1.68400000
N
N
N
N
N
N
Verde CLO Ltd
N/A
VERDE CLO Ltd
92338BAU9
2000000.00000000
PA
USD
2003021.80000000
0.152563751331
Long
ABS-CBDO
CORP
KY
N
2
2032-04-15
Floating
3.37600000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-BOLT
46653HAJ4
2110000.00000000
PA
USD
2112510.90000000
0.160903185193
Long
ABS-MBS
CORP
US
N
2
2033-08-15
Floating
6.78400000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAD1
901000.00000000
PA
USD
904153.50000000
0.068866474513
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
5.12500000
N
N
N
N
N
N
Novavax Inc
529900J4GJHPEPQ23205
Novavax Inc
670002401
13334.00000000
NS
USD
2764271.54000000
0.210545704416
Long
EC
CORP
US
N
1
N
N
N
GLOBAL AIR LEASE CO LTD
N/A
Global Aircraft Leasing Co Ltd
37960JAA6
2082930.00000000
PA
USD
2049082.39000000
0.156072038859
Long
DBT
CORP
KY
N
2
2024-09-15
Fixed
6.50000000
N
N
Y
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AE6
1571000.00000000
PA
USD
1655755.45000000
0.126113586352
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
4.75000000
N
N
N
N
N
N
ZEBRA BUYER LLC
N/A
ZEBRA BUYER LLC TERM LOAN B
000000000
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2028-04-21
None
0.00000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
197677AG2
1240000.00000000
PA
USD
1493034.40000000
0.113719645453
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.69000000
N
N
N
N
N
N
AI Candelaria Spain SLU
213800L5KA2MJ5FKRZ02
AI Candelaria Spain SLU
001355AA4
1300000.00000000
PA
USD
1412957.00000000
0.107620406522
Long
DBT
CORP
ES
N
2
2028-12-15
Fixed
7.50000000
N
N
N
N
N
N
SM Energy Co
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAL4
493000.00000000
PA
USD
496648.20000000
0.037828101763
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.62500000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300MYVO80EQUJK294
Neuberger Berman Loan Advisers CLO 35 Ltd
64133CAA7
750000.00000000
PA
USD
751369.65000000
0.057229418292
Long
ABS-CBDO
CORP
KY
N
2
2033-01-19
Floating
1.47400000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABF1
1099000.00000000
PA
USD
1214059.00000000
0.092470983280
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
Hospitality Mortgage Trust
N/A
HPLY Trust 2019-HIT
40443RAA9
1042951.49000000
PA
USD
1044385.76000000
0.079547516349
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Floating
1.08400000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAC0
1277000.00000000
PA
USD
1345753.68000000
0.102501745008
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
7.75000000
N
N
N
N
N
N
LENNOX INTERNATIONAL INC
S7DWAC87RDMPBF77GJ92
Lennox International Inc
526107AF4
1111000.00000000
PA
USD
1103799.26000000
0.084072852238
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
1.70000000
N
N
N
N
N
N
Magenta Buyer LLC
N/A
Magenta Buyer LLC 2021 USD 1st Lien Term Loan
55910RAB9
1342371.00000000
PA
USD
1344048.96000000
0.102371901948
Long
LON
CORP
US
N
2
2028-07-27
Floating
5.75000000
N
N
N
N
N
N
GAP INC/THE
T2ZG1WRWZ4BUCMQL9224
Gap Inc/The
364760AP3
629000.00000000
PA
USD
631358.75000000
0.048088572643
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.62500000
N
N
N
N
N
N
TRP LLC
N/A
TRP 2021 LLC
87267CAA6
1095494.48000000
PA
USD
1101231.80000000
0.083877297038
Long
ABS-O
CORP
US
N
2
2051-06-19
Fixed
2.07000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CA6
725000.00000000
PA
USD
946922.50000000
0.072124052179
Long
DBT
CORP
US
N
2
2031-07-16
Fixed
7.45000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AY6
1101000.00000000
PA
USD
1180707.59000000
0.089930713263
Long
DBT
CORP
GB
N
2
2050-09-10
Fixed
3.95000000
N
N
N
N
N
N
KKR Industrial Portfolio Trust
N/A
KKR Industrial Portfolio Trust 2021-KDIP
48254CAS4
626000.00000000
PA
USD
628046.27000000
0.047836271657
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Floating
2.13400000
N
N
N
N
N
N
Carlyle Global Market Strategies
N/A
CARLYLE US CLO 2019-4 LTD
14317VAJ9
1140510.00000000
PA
USD
1146196.01000000
0.087302076815
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
2.82600000
N
N
N
N
N
N
INGEVITY CORP
5493009UTFC4B5IMGF87
Ingevity Corp
45688CAB3
1275000.00000000
PA
USD
1273406.25000000
0.096991273120
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
3.87500000
N
N
N
N
N
N
American Money Management Corporation
549300YZO1X7UK2OVY35
AMMC CLO XII Ltd
00176CAU5
391000.00000000
PA
USD
381832.22000000
0.029082936522
Long
ABS-CBDO
CORP
KY
N
2
2030-11-10
Floating
2.82800000
N
N
N
N
N
N
Lear Corp
549300UPNBTXA1SYTQ33
Lear Corp
521865AZ8
1025000.00000000
PA
USD
1276155.82000000
0.097200699055
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
5.25000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BC1
952000.00000000
PA
USD
997494.74000000
0.075975977629
Long
DBT
CORP
US
N
2
2051-04-27
Fixed
3.87500000
N
N
N
N
N
N
PTC Inc
54930050SSMU8SKDJ030
PTC Inc
69370CAC4
1077000.00000000
PA
USD
1106617.50000000
0.084287508547
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.00000000
N
N
N
N
N
N
Zaxby's Funding LLC
N/A
ZAXBY'S FUNDING LLC
98920MAA0
1592000.00000000
PA
USD
1626419.20000000
0.123879138204
Long
ABS-O
CORP
US
N
2
2051-07-30
Fixed
3.23800000
N
N
N
N
N
N
TECK RESOURCES LIMITED
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742BG9
691000.00000000
PA
USD
751046.60000000
0.057204812609
Long
DBT
CORP
CA
N
2
2030-07-15
Fixed
3.90000000
N
N
N
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAC0
2255000.00000000
PA
USD
990350.90000000
0.075431854230
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
6.62500000
N
N
N
N
N
N
RealPage, Inc
5493001RSFZX4122A604
RealPage, Inc 1st Lien Term Loan
75605VAD4
1404258.00000000
PA
USD
1401477.57000000
0.106746055128
Long
LON
CORP
US
N
2
2028-04-24
Floating
3.75000000
N
N
N
N
N
N
Cedar Funding Ltd
N/A
Cedar Funding XIV CLO Ltd
15034AAE5
600000.00000000
PA
USD
599996.10000000
0.045699780102
Long
ABS-CBDO
CORP
KY
N
2
2033-07-15
Floating
1.93800000
N
N
N
N
N
N
Team Health Holdings, Inc.
549300PVTQ4UDTTMQT11
Team Health Holdings, Inc. 1st Lien Term Loan
87817JAE8
1299271.30000000
PA
USD
1270037.70000000
0.096734701461
Long
LON
CORP
US
N
2
2024-02-06
Floating
3.75000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
36186CBY8
1543000.00000000
PA
USD
2227428.36000000
0.169656079840
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.00000000
N
N
N
N
N
N
COSTCO WHOLESALE CORP
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160KAQ8
1511000.00000000
PA
USD
1482925.24000000
0.112949663133
Long
DBT
CORP
US
N
2
2032-04-20
Fixed
1.75000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AA8
2501000.00000000
PA
USD
2491621.25000000
0.189778805601
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
4.00000000
N
N
N
N
N
N
Centuri Group, Inc
N/A
Centuri Group, Inc Term Loan B
000000000
1282978.00000000
PA
USD
1284049.29000000
0.097801919368
Long
LON
CORP
US
N
2
2028-08-27
Floating
3.00000000
N
N
N
N
N
N
LIFE TIME INC
549300PALKE96VYH4X17
Life Time Inc
53190FAA3
1438000.00000000
PA
USD
1490127.50000000
0.113498236196
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.75000000
N
N
N
N
N
N
Upstart Holdings Inc
549300WNB47JRNENIC75
Upstart Holdings Inc
91680M107
4358.00000000
NS
USD
1379045.52000000
0.105037477768
Long
EC
CORP
US
N
1
N
N
N
Triton Water Holdings, Inc
N/A
Triton Water Holdings, Inc Term Loan
89678QAB2
1147695.00000000
PA
USD
1147626.14000000
0.087411005234
Long
LON
CORP
US
N
2
2028-03-31
Floating
4.00000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CY9
1017000.00000000
PA
USD
999741.51000000
0.076147106899
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
4.40000000
N
N
N
N
N
N
Drive Chassis HoldCo, LLC
5493002KRH4K9TQNG877
Drive Chassis HoldCo, LLC 2019 2nd Lien Term Loan
000000000
1300000.00000000
PA
USD
1321131.50000000
0.100626352465
Long
LON
CORP
US
N
2
2026-04-10
Floating
6.86900000
N
N
N
N
N
N
Regionalcare/Lifepoint
N/A
RegionalCare Hospital Partners Holdings Inc / LifePoint Health Inc
53219LAR0
996000.00000000
PA
USD
1053270.00000000
0.080224200438
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
9.75000000
N
N
N
N
N
N
UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE
N/A
Regents of the University of California Medical Center Pooled Revenue
913366EP1
600000.00000000
PA
USD
927645.06000000
0.070655751354
Long
DBT
MUN
US
N
2
2048-05-15
Fixed
6.54800000
N
N
N
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466LAF1
1580000.00000000
PA
USD
1774660.00000000
0.135170164866
Long
DBT
CORP
US
N
2
2028-04-11
Fixed
3.70000000
N
N
N
N
N
N
Webster Financial Corp
KMRURHT0VWKYS6Z5KU67
Webster Financial Corp
947890AJ8
1622000.00000000
PA
USD
1794104.00000000
0.136651152033
Long
DBT
CORP
US
N
2
2029-03-25
Fixed
4.10000000
N
N
N
N
N
N
CHICAGO IL
T5UYO5SYLC8K73MJQX30
City of Chicago IL
167486MM8
405000.00000000
PA
USD
561650.03000000
0.042779082839
Long
DBT
MUN
US
N
2
2035-01-01
Fixed
7.78100000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAL8
1608000.00000000
PA
USD
1656895.90000000
0.126200450773
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.70000000
N
N
N
N
N
N
OHIO UNIV GEN RECPTS ATHENS
549300P1K3IH2L5SFY61
Ohio University
677704A65
1000000.00000000
PA
USD
1482515.90000000
0.112918485017
Long
DBT
MUN
US
N
2
2114-12-01
Fixed
5.59000000
N
N
N
N
N
N
Atrium Hotel Portfolio Trust
N/A
Atrium Hotel Portfolio Trust 2018-ATRM
04965KAA8
2083000.00000000
PA
USD
2086991.24000000
0.158959434475
Long
ABS-MBS
CORP
US
N
2
2035-06-15
Floating
1.03400000
N
N
N
N
N
N
AG ISSUER LLC
N/A
AG Issuer LLC
00119LAA9
1204000.00000000
PA
USD
1264428.76000000
0.096307486477
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.25000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300EIRQ0Z2B9C1W06
Cenovus Energy Inc
15135UAW9
753000.00000000
PA
USD
739483.89000000
0.056324118043
Long
DBT
CORP
CA
N
2
2032-01-15
Fixed
2.65000000
N
N
N
N
N
N
PATTERN ENERGY OP LP/PAT
N/A
Pattern Energy Operations LP / Pattern Energy Operations Inc
70339PAA7
673000.00000000
PA
USD
702443.75000000
0.053502889284
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.50000000
N
N
N
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AG9
896000.00000000
PA
USD
891520.00000000
0.067904221305
Long
DBT
NUSS
BM
N
2
2030-08-20
Fixed
2.37500000
N
N
N
N
N
N
Kayne CLO
N/A
Kayne CLO 5 Ltd
48661LAA0
2300000.00000000
PA
USD
2302959.18000000
0.175409020343
Long
ABS-CBDO
CORP
KY
N
2
2032-07-24
Floating
1.47500000
N
N
N
N
N
N
RESORTS WORLD/RWLV CAP
N/A
Resorts World Las Vegas LLC / RWLV Capital Inc
76120HAA5
1300000.00000000
PA
USD
1327660.06000000
0.101123611958
Long
DBT
CORP
US
N
2
2029-04-16
Fixed
4.62500000
N
N
N
N
N
N
AMC Networks Inc
549300VGG9K75226LR46
AMC Networks Inc
00164VAE3
1317000.00000000
PA
USD
1351571.25000000
0.102944850671
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
4.75000000
N
N
N
N
N
N
GOODMAN US FIN FOUR
N/A
Goodman US Finance Four LLC
38239KAA6
1137000.00000000
PA
USD
1320985.44000000
0.100615227543
Long
DBT
US
N
2
2037-10-15
Fixed
4.50000000
N
N
N
N
N
N
UPC BROADBAND FINCO BV
213800MNFBDEQRS6HZ22
UPC Broadband Finco BV
90320BAA7
2867000.00000000
PA
USD
2938990.37000000
0.223853477767
Long
DBT
CORP
NL
N
2
2031-07-15
Fixed
4.87500000
N
N
N
N
N
N
UNION ELECTRIC CO
QMPJLLDULY5C1M8PNY21
Union Electric Co
906548CS9
1064000.00000000
PA
USD
1011066.19000000
0.077009671482
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
2.62500000
N
N
N
N
N
N
TEREX CORP
YAWJZJYEQ7M1SYMOS462
Terex Corp
880779BA0
1235000.00000000
PA
USD
1281312.50000000
0.097593466844
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.00000000
N
N
N
N
N
N
2021-10-29
LORD ABBETT SERIES FUND INC
Michael Hebert
Michael Hebert
Chief Financial Officer
XXXX