Six Circles Credit Opportunities Fund

Fund Profile

Fund profile

Fund manager

Six Circles Trust

Total assets

$10.37 bn

Liabilities

$333.00 mm

Net assets

$10.04 bn

Number of holdings

3.00 k

Top 200 of 3001 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
FUTURE CONTRACT ON EURO-SCHATZ FUT DEC24 /EUR/ 0.00000000	155.45 mm	1.30 k contracts	1.55	Interest rate derivative	N/A	Germany
FUTURE CONTRACT ON US 2YR NOTE (CBT) DEC24 0.00000000	119.95 mm	576.00 contracts	1.20	Interest rate derivative	N/A	USA
UNITED STATES TREASURY NOTE 4.25000000	57.64 mm	57.33 mm shares	0.57	Debt	Long	USA
SPDR BLACKSTONE SENIOR LOAN ETF CL USD INC 0.00000000	56.60 mm	1.36 mm shares	0.56	Common equity	Long	USA
FUTURE CONTRACT ON US 10YR NOTE (CBT)DEC24 0.00000000	49.48 mm	433.00 contracts	0.49	Interest rate derivative	N/A	USA
VENTURE GLOBAL LNG INC REGD V/R /PERP/ 144A P/P 9.00000000	46.16 mm	45.53 mm shares	0.46	Debt	Long	USA
HUB INTERNATIONAL LTD REGD 144A P/P 7.37500000	41.40 mm	40.09 mm shares	0.41	Debt	Long	USA
MAUSER PACKAGING SOLUT REGD 144A P/P 7.87500000	37.48 mm	36.32 mm shares	0.37	Debt	Long	USA
HUB INTERNATIONAL LTD REGD 144A P/P 7.25000000	35.32 mm	33.88 mm shares	0.35	Debt	Long	USA
FUTURE CONTRACT ON US 5YR NOTE (CBT) DEC24 0.00000000	34.83 mm	317.00 contracts	0.35	Interest rate derivative	N/A	USA
PANTHER ESCROW ISSUER REGD 144A P/P 7.12500000	32.92 mm	31.38 mm shares	0.33	Debt	Long	USA
NIDDA HEALTHCARE HOLDING /EUR/ REGD REG S 7.50000000	32.92 mm	28.59 mm shares	0.33	Debt	Long	Germany
GACI FIRST INVESTMENT REGD REG S 5.25000000	32.72 mm	31.90 mm shares	0.33	Debt	Long	Cayman Islands
VENTURE GLOBAL LNG INC REGD 144A P/P 9.50000000	32.63 mm	29.05 mm shares	0.33	Debt	Long	USA
WI TREAS. NT/BD REGD 4.62500000	31.30 mm	30.83 mm shares	0.31	Debt	Long	USA
ALLIED UNIVERSAL HOLDCO REGD 144A P/P 7.87500000	30.27 mm	29.63 mm shares	0.30	Debt	Long	USA
ILIAD HOLDING SAS /EUR/ REGD REG S 6.87500000	30.15 mm	25.49 mm shares	0.30	Debt	Long	France
TRANSDIGM INC REGD 144A P/P 6.62500000	29.55 mm	28.36 mm shares	0.29	Debt	Long	USA
UKG INC REGD 144A P/P 6.87500000	28.53 mm	27.62 mm shares	0.28	Debt	Long	USA
EMRLD BOR / EMRLD CO-ISS REGD 144A P/P 6.62500000	28.03 mm	27.18 mm shares	0.28	Debt	Long	USA
UNITED STATES TREASURY NOTE 4.25000000	27.75 mm	26.85 mm shares	0.28	Debt	Long	USA
OMAN GOV INTERNTL BOND REGD REG S 6.25000000	27.21 mm	25.50 mm shares	0.27	Debt	Long	Oman
TIBX TIBCO Software Inc	26.90 mm	27.07 mm shares	0.27	Debt	Long	USA
ATHENAHEALTH GROUP INC REGD 144A P/P 6.50000000	26.65 mm	27.74 mm shares	0.27	Debt	Long	USA
TRANSDIGM INC REGD 144A P/P 6.37500000	26.63 mm	25.78 mm shares	0.27	Debt	Long	USA
MEXICAN UDIBONOS /MXN/ REGD SER S 3.00000000	24.95 mm	521.25 mm shares	0.25	Debt	Long	Mexico
CLOUD SOFTWARE GRP INC REGD 144A P/P 9.00000000	24.79 mm	24.39 mm shares	0.25	Debt	Long	USA
MEDLINE BORROWER LP REGD 144A P/P 3.87500000	23.89 mm	25.23 mm shares	0.24	Debt	Long	USA
PINEWOOD FINCO PLC /GBP/ REGD REG S 6.00000000	23.64 mm	17.63 mm shares	0.24	Debt	Long	UK
REPUBLIC OF ARGENTINA REGD S/UP 3.50000000	23.12 mm	50.80 mm shares	0.23	Debt	Long	Argentina
DISH DISH Network CORP	22.98 mm	21.95 mm shares	0.23	Debt	Long	USA
FRONTIER COMMUNICATIONS REGD 144A P/P 8.75000000	22.15 mm	20.78 mm shares	0.22	Debt	Long	USA
VENTURE GLOBAL LNG INC REGD 144A P/P 9.87500000	21.77 mm	19.59 mm shares	0.22	Debt	Long	USA
BSQKZ Block, Inc.	21.42 mm	20.57 mm shares	0.21	Debt	Long	USA
OLYMPUS WTR US HLDG CORP REGD 144A P/P 9.75000000	21.42 mm	20.07 mm shares	0.21	Debt	Long	USA
WHITE CAP BUYER LLC REGD 144A P/P 6.87500000	21.18 mm	20.97 mm shares	0.21	Debt	Long	USA
CARNIVAL HLDGS BM LTD REGD 144A P/P 10.37500000	21.13 mm	19.56 mm shares	0.21	Debt	Long	Bermuda
REPUBLIC OF PANAMA REGD 8.87500000	21.08 mm	19.00 mm shares	0.21	Debt	Long	Panama
BRAND INDUSTRIAL SERVICE REGD 144A P/P 10.37500000	20.96 mm	19.58 mm shares	0.21	Debt	Long	USA
PETROLEOS MEXICANOS REGD SER WI 6.35000000	20.91 mm	30.20 mm shares	0.21	Debt	Long	Mexico
LEVEL 3 FINANCING INC REGD 144A P/P 11.00000000	20.62 mm	18.61 mm shares	0.21	Debt	Long	USA
CLOUD SOFTWARE GRP INC REGD 144A P/P 8.25000000	20.61 mm	19.72 mm shares	0.21	Debt	Long	USA
UNICREDIT SPA /EUR/ REGD V/R REG S 2.73100000	20.07 mm	18.42 mm shares	0.20	Debt	Long	Italy
CLARIOS GLOBAL LP/US FIN /EUR/ REGD REG S 4.37500000	19.74 mm	17.79 mm shares	0.20	Debt	Long	N/A
ARAB REPUBLIC OF EGYPT /EUR/ REGD REG S EMTN 4.75000000	19.55 mm	18.10 mm shares	0.19	Debt	Long	Egypt
HOWDEN UK REFINANCE / US REGD 144A P/P 7.25000000	19.53 mm	18.82 mm shares	0.19	Debt	Long	UK
REPUBLIC OF NIGERIA REGD REG S EMTN 8.37500000	19.46 mm	20.10 mm shares	0.19	Debt	Long	Nigeria
UNITI GROUP/CSL CAPITAL REGD 144A P/P 10.50000000	19.38 mm	18.16 mm shares	0.19	Debt	Long	USA
BELLIS ACQUISITION CO PL /GBP/ REGD REG S 8.12500000	19.23 mm	14.53 mm shares	0.19	Debt	Long	UK
GATWICK AIRPORT FINANCE /GBP/ REGD REG S 4.37500000	18.88 mm	14.44 mm shares	0.19	Debt	Long	UK
THC Tenet Healthcare Corporation	18.40 mm	19.18 mm shares	0.18	Debt	Long	USA
BARCLAYS PLC /GBP/ REGD V/R /PERP/ 9.25000000	17.94 mm	12.65 mm shares	0.18	Debt	Long	UK
REPUBLIC OF TURKIYE REGD SER 30Y 6.87500000	17.80 mm	17.80 mm shares	0.18	Debt	Long	Turkey
MARKET BIDCO FINCO PLC /GBP/ REGD REG S 5.50000000	17.72 mm	14.06 mm shares	0.18	Debt	Long	UK
CZR Caesars Entertainment, Inc.	17.57 mm	16.82 mm shares	0.18	Debt	Long	USA
NWG NatWest Group plc	17.44 mm	15.99 mm shares	0.17	Debt	Long	UK
ARAB REPUBLIC OF EGYPT /EUR/ REGD REG S EMTN 6.37500000	17.43 mm	18.70 mm shares	0.17	Debt	Long	Egypt
INTERNATIONAL GAME TECH /EUR/ REGD REG S 3.50000000	17.24 mm	15.54 mm shares	0.17	Debt	Long	UK
T/L COTIVITI HOLDINGS INC REGD TERM LOAN ZCP 0.00000000	17.13 mm	17.06 mm shares	0.17	Loan	Long	USA
TK ELEVATOR US NEWCO INC REGD 144A P/P 5.25000000	16.97 mm	17.15 mm shares	0.17	Debt	Long	USA
WASTE PRO USA INC REGD 144A P/P 5.50000000	16.89 mm	16.98 mm shares	0.17	Debt	Long	USA
BLCO Bausch + Lomb Corporation	16.82 mm	15.90 mm shares	0.17	Debt	Long	Canada
CCO Clear Channel Outdoor Holdings, Inc.	16.75 mm	15.75 mm shares	0.17	Debt	Long	USA
QATAR ENERGY REGD REG S 3.12500000	16.61 mm	20.90 mm shares	0.17	Debt	Long	Qatar
ALLIANT HOLD / CO-ISSUER REGD 144A P/P 6.75000000	16.56 mm	16.63 mm shares	0.17	Debt	Long	USA
SVC Service Properties Trust	16.51 mm	15.19 mm shares	0.16	Debt	Long	USA
ARSENAL AIC PARENT LLC REGD 144A P/P 11.50000000	16.45 mm	14.56 mm shares	0.16	Debt	Long	USA
PACHELBEL BIDCO SPA /EUR/ REGD 144A P/P 7.12500000	16.42 mm	13.85 mm shares	0.16	Debt	Long	Italy
VERISURE HOLDING AB /EUR/ REGD REG S 3.87500000	16.34 mm	14.75 mm shares	0.16	Debt	Long	Sweden
REPUBLIC OF CHILE REGD 4.85000000	16.13 mm	15.80 mm shares	0.16	Debt	Long	Chile
LEVEL 3 FINANCING INC REGD 144A P/P 10.50000000	16.10 mm	14.96 mm shares	0.16	Debt	Long	USA
HEATHROW FINANCE PLC /GBP/ REGD REG S 6.62500000	16.06 mm	12.00 mm shares	0.16	Debt	Long	UK
LEVEL 3 FINANCING INC REGD 144A P/P 10.50000000	16.05 mm	14.73 mm shares	0.16	Debt	Long	USA
ALLIED UNIVERSAL REGD 144A P/P 6.00000000	15.98 mm	17.87 mm shares	0.16	Debt	Long	USA
CZR Caesars Entertainment, Inc.	15.93 mm	16.74 mm shares	0.16	Debt	Long	USA
ALLIANT HOLD / CO-ISSUER REGD 144A P/P 7.00000000	15.91 mm	15.48 mm shares	0.16	Debt	Long	USA
TRANSDIGM INC REGD 144A P/P 6.00000000	15.83 mm	15.61 mm shares	0.16	Debt	Long	USA
CVNA Carvana Co.	15.82 mm	13.43 mm shares	0.16	Debt	Long	USA
ALTICE FINANCING SA REGD 144A P/P 5.75000000	15.67 mm	19.45 mm shares	0.16	Debt	Long	Luxembourg
BOELS TOPHOLDING BV /EUR/ REGD REG S 5.75000000	15.60 mm	13.64 mm shares	0.16	Debt	Long	Netherlands
SMYRNA READY MIX CONCRET REGD 144A P/P 8.87500000	15.60 mm	14.46 mm shares	0.16	Debt	Long	USA
CCL Carnival Corporation & plc	15.55 mm	16.12 mm shares	0.15	Debt	Long	Panama
CHOBANI LLC/FINANCE CORP REGD 144A P/P 7.62500000	15.49 mm	14.75 mm shares	0.15	Debt	Long	USA
T/L ATHENAHEALTH INC REGD 0.00000000	15.44 mm	15.55 mm shares	0.15	Loan	Long	USA
SOFTBANK GROUP CORP /EUR/ REGD REG S 5.00000000	15.24 mm	13.54 mm shares	0.15	Debt	Long	Japan
WYNN MACAU LTD REGD 144A P/P 5.62500000	15.20 mm	15.64 mm shares	0.15	Debt	Long	Cayman Islands
KINGDOM OF BAHRAIN REGD REG S EMTN 4.25000000	15.16 mm	15.70 mm shares	0.15	Debt	Long	Bahrain
ROSSINI SARL /EUR/ REGD 144A P/P 6.75000000	15.11 mm	12.91 mm shares	0.15	Debt	Long	Luxembourg
LORCA TELECOM BONDCO /EUR/ REGD REG S 4.00000000	15.10 mm	13.65 mm shares	0.15	Debt	Long	Spain
JERROLD FINCO PLC /GBP/ REGD REG S 5.25000000	15.07 mm	11.46 mm shares	0.15	Debt	Long	UK
ENCORE CAPITAL GROUP INC /EUR/ REGD REG S 4.87500000	15.03 mm	13.50 mm shares	0.15	Debt	Long	USA
VENTURE GLOBAL LNG INC REGD 144A P/P 8.37500000	15.01 mm	14.21 mm shares	0.15	Debt	Long	USA
WR GRACE HOLDING LLC REGD 144A P/P 5.62500000	14.83 mm	15.79 mm shares	0.15	Debt	Long	USA
ABERTIS FINANCE BV /EUR/ REGD V/R /PERP/ REG S 2.62500000	14.81 mm	13.90 mm shares	0.15	Debt	Long	Netherlands
CLARIV SCI HLD CORP REGD 144A P/P 4.87500000	14.77 mm	15.36 mm shares	0.15	Debt	Long	USA
JERROLD FINCO PLC /GBP/ REGD REG S 7.87500000	14.68 mm	10.76 mm shares	0.15	Debt	Long	UK
OPTICS BIDCO SPA /EUR/ REGD REG S EMTN 2.37500000	14.64 mm	13.71 mm shares	0.15	Debt	Long	Italy
REPUBLIC OF GUATEMALA REGD REG S 4.37500000	14.52 mm	14.90 mm shares	0.14	Debt	Long	Guatemala
BLUEMOUNTAIN CLO 2016-2 LTD SER 2016-2A CL A1R2 V/R REGD 144A P/P 6.51002000	14.51 mm	14.50 mm shares	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BAYER AG /EUR/ REGD V/R REG S 7.00000000	14.51 mm	12.20 mm shares	0.14	Debt	Long	Germany
ALTICE FINANCING SA /EUR/ REGD REG S 4.25000000	14.51 mm	16.24 mm shares	0.14	Debt	Long	Luxembourg
UNIVISION COMMUNICATIONS REGD 144A P/P 6.62500000	14.48 mm	14.45 mm shares	0.14	Debt	Long	USA
UNITED GROUP BV /EUR/ REGD REG S 5.25000000	14.46 mm	13.26 mm shares	0.14	Debt	Long	Netherlands
BOOST NEWCO BORROWER LLC /GBP/ REGD REG S 8.50000000	14.29 mm	9.87 mm shares	0.14	Debt	Long	N/A
HMPT Home Point Capital Inc	14.26 mm	14.33 mm shares	0.14	Debt	Long	USA
RHP HOTEL PPTY/RHP FINAN REGD 144A P/P 6.50000000	14.24 mm	13.78 mm shares	0.14	Debt	Long	USA
TELECOM ITALIA SPA /EUR/ REGD REG S EMTN 1.62500000	14.24 mm	13.98 mm shares	0.14	Debt	Long	Italy
TECHEM VERWALTUNGSGES /EUR/ REGD REG S 6.00000000	14.23 mm	12.77 mm shares	0.14	Debt	Long	Germany
SOUTHERN GAS CORRIDOR REGD REG S 6.87500000	14.22 mm	13.90 mm shares	0.14	Debt	Long	Azerbaijan
LOTTOMATICA SPA/ROMA /EUR/ REGD 144A P/P 5.37500000	14.19 mm	12.31 mm shares	0.14	Debt	Long	Italy
VISTRA OPERATIONS CO LLC REGD 144A P/P 4.37500000	14.18 mm	14.65 mm shares	0.14	Debt	Long	USA
REPUBLIC OF ANGOLA REGD REG S EMTN 8.00000000	14.17 mm	15.60 mm shares	0.14	Debt	Long	Angola
UNITED STATES TREASURY NOTE 4.37500000	14.12 mm	13.50 mm shares	0.14	Debt	Long	USA
CLARIOS GLOBAL LP/US FIN REGD 144A P/P 8.50000000	14.01 mm	13.97 mm shares	0.14	Debt	Long	N/A
MEDLINE BORROWER LP REGD 144A P/P 5.25000000	13.93 mm	14.22 mm shares	0.14	Debt	Long	USA
REPUBLIC OF PANAMA REGD 7.50000000	13.90 mm	12.70 mm shares	0.14	Debt	Long	Panama
SHIFT4 PAYMENTS LLC/FIN REGD 144A P/P 6.75000000	13.89 mm	13.30 mm shares	0.14	Debt	Long	USA
BHC Bausch Health Companies Inc.	13.80 mm	24.76 mm shares	0.14	Debt	Long	Canada
REPUBLIC OF GHANA REGD REG S 10.75000000	13.80 mm	20.10 mm shares	0.14	Debt	Long	Ghana
UNITED STATES TREASURY NOTE 3.75000000	13.79 mm	13.70 mm shares	0.14	Debt	Long	USA
WYNN RESORTS FINANCE LLC REGD 144A P/P 5.12500000	13.70 mm	13.87 mm shares	0.14	Debt	Long	USA
VODAFONE GROUP PLC /GBP/ REGD V/R REG S EMTN 8.00000000	13.68 mm	9.32 mm shares	0.14	Debt	Long	UK
ARDAGH METAL PACKAGING REGD 144A P/P 4.00000000	13.67 mm	15.37 mm shares	0.14	Debt	Long	N/A
PEU FIN LTD /EUR/ REGD REG S 7.25000000	13.67 mm	11.79 mm shares	0.14	Debt	Long	UK
REPUBLIC OF CHILE REGD 4.95000000	13.67 mm	13.50 mm shares	0.14	Debt	Long	Chile
VIKING CRUISES LTD REGD 144A P/P 9.12500000	13.65 mm	12.44 mm shares	0.14	Debt	Long	Bermuda
FED REPUBLIC OF BRAZIL REGD 7.12500000	13.61 mm	13.15 mm shares	0.14	Debt	Long	Brazil
VMED O2 UK FINAN /GBP/ REGD REG S 4.50000000	13.59 mm	11.79 mm shares	0.14	Debt	Long	UK
TELEFONICA EUROPE BV /EUR/ REGD V/R /PERP/ REG S SER . 6.75000000	13.50 mm	11.00 mm shares	0.13	Debt	Long	Netherlands
ROYAL CARIBBEAN CRUISES REGD 144A P/P 6.00000000	13.43 mm	13.10 mm shares	0.13	Debt	Long	Liberia
RENO DE MEDICI SPA /EUR/ REGD V/R REG S 8.48100000	13.43 mm	13.20 mm shares	0.13	Debt	Long	Italy
CVNA Carvana Co.	13.34 mm	12.26 mm shares	0.13	Debt	Long	USA
BULGARIA /EUR/ REGD REG S 3.62500000	13.23 mm	11.70 mm shares	0.13	Debt	Long	Bulgaria
ELECTRICITE DE FRANCE SA /EUR/ REGD V/R /PERP/ REG S 3.37500000	13.18 mm	13.00 mm shares	0.13	Debt	Long	France
TGI Triumph Group, Inc.	13.14 mm	12.53 mm shares	0.13	Debt	Long	USA
VMED O2 UK FINAN /EUR/ REGD REG S 3.25000000	13.08 mm	12.70 mm shares	0.13	Debt	Long	UK
STAR PARENT INC REGD 144A P/P 9.00000000	13.06 mm	12.17 mm shares	0.13	Debt	Long	USA
MATTERHORN TELECOM SA /EUR/ REGD 3.12500000	13.04 mm	11.86 mm shares	0.13	Debt	Long	Luxembourg
BUBBLES BIDCO SPA /EUR/ REGD 144A P/P 6.50000000	13.04 mm	11.71 mm shares	0.13	Debt	Long	Italy
MCFE McAfee Corp.	13.02 mm	13.35 mm shares	0.13	Debt	Long	USA
BOOST NEWCO BORROWER LLC REGD 144A P/P 7.50000000	12.99 mm	12.11 mm shares	0.13	Debt	Long	USA
ALTICE FRANCE SA /EUR/ REGD REG S 4.25000000	12.95 mm	16.66 mm shares	0.13	Debt	Long	France
HILCORP ENERGY I/HILCORP REGD 144A P/P 8.37500000	12.90 mm	11.97 mm shares	0.13	Debt	Long	USA
ALTICE FINANCING SA REGD 144A P/P 9.62500000	12.86 mm	13.21 mm shares	0.13	Debt	Long	Luxembourg
TELEFONICA EUROPE BV /EUR/ REGD V/R /PERP/ REG S 2.37600000	12.71 mm	12.50 mm shares	0.13	Debt	Long	Netherlands
TRANSDIGM INC REGD 144A P/P 6.75000000	12.69 mm	12.33 mm shares	0.13	Debt	Long	USA
DOMINICAN REPUBLIC REGD REG S 6.00000000	12.56 mm	12.30 mm shares	0.13	Debt	Long	Dominican Republic
ROYAL CARIBBEAN CRUISES REGD 144A P/P 5.62500000	12.51 mm	12.33 mm shares	0.12	Debt	Long	Liberia
REPUBLIC OF POLAND REGD 5.50000000	12.48 mm	12.20 mm shares	0.12	Debt	Long	Poland
CQP HOLDCO LP/BIP-V CHIN REGD P/P 5.50000000	12.27 mm	12.51 mm shares	0.12	Debt	Long	USA
MILLER HOMES GROUP FIN /GBP/ REGD REG S 7.00000000	12.25 mm	9.42 mm shares	0.12	Debt	Long	UK
INTESA SANPAOLO SPA /EUR/ REGD V/R /PERP/ REG S EMTN 5.87500000	12.23 mm	11.11 mm shares	0.12	Debt	Long	Italy
FORTRESS TRANS & INFRAST REGD 144A P/P 7.00000000	12.17 mm	11.56 mm shares	0.12	Debt	Long	USA
REPUBLIC OF COLOMBIA REGD 7.50000000	12.14 mm	11.70 mm shares	0.12	Debt	Long	Colombia
NGL ENRGY OP/FIN CORP REGD 144A P/P 8.37500000	12.13 mm	11.78 mm shares	0.12	Debt	Long	USA
REPUBLIC OF ECUADOR REGD S/UP REG S 5.50000000	12.13 mm	21.40 mm shares	0.12	Debt	Long	Ecuador
VST Vistra Corp.	12.13 mm	11.88 mm shares	0.12	Debt	Long	USA
THC Tenet Healthcare Corporation	12.06 mm	11.57 mm shares	0.12	Debt	Long	USA
ALLWYN ENTERTAINMENT FIN /EUR/ REGD REG S 7.25000000	12.05 mm	10.19 mm shares	0.12	Debt	Long	UK
GRIFOLS SA /EUR/ REGD REG S 3.87500000	12.05 mm	11.65 mm shares	0.12	Debt	Long	Spain
NCL CORPORATION LTD REGD 144A P/P 5.87500000	12.02 mm	12.01 mm shares	0.12	Debt	Long	Bermuda
ILIAD HOLDING SAS REGD 144A P/P 6.50000000	11.94 mm	11.81 mm shares	0.12	Debt	Long	France
ALLIANT HOLD / CO-ISSUER REGD 144A P/P 5.87500000	11.94 mm	12.42 mm shares	0.12	Debt	Long	USA
ALBION FINANCING 1SARL / /EUR/ REGD REG S 5.25000000	11.92 mm	10.58 mm shares	0.12	Debt	Long	Luxembourg
REPUBLIC OF TURKIYE REGD SER 30Y 5.75000000	11.83 mm	14.60 mm shares	0.12	Debt	Long	Turkey
COOPERATIEVE RABOBANK UA /EUR/ REGD V/R /PERP/ REG S 4.87500000	11.82 mm	11.00 mm shares	0.12	Debt	Long	Netherlands
VIRGIN MEDIA VENDOR FIN /GBP/ REGD 4.87500000	11.81 mm	9.56 mm shares	0.12	Debt	Long	Ireland
EUROBANK SA /EUR/ REGD V/R REG S EMTN 4.87500000	11.80 mm	10.15 mm shares	0.12	Debt	Long	Greece
SIRIUS XM RADIO INC REGD 144A P/P 5.00000000	11.75 mm	11.95 mm shares	0.12	Debt	Long	USA
SCI Service Corporation International	11.70 mm	11.63 mm shares	0.12	Debt	Long	USA
HUNGARY REGD SER 30Y 7.62500000	11.69 mm	9.80 mm shares	0.12	Debt	Long	Hungary
HUSKY INJECTION / TITAN REGD 144A P/P 9.00000000	11.68 mm	11.21 mm shares	0.12	Debt	Long	Canada
NGD New Gold Inc.	11.67 mm	11.44 mm shares	0.12	Debt	Long	Canada
TEN Tenneco Inc.	11.65 mm	12.55 mm shares	0.12	Debt	Long	USA
1011778 BC / NEW RED FIN REGD 144A P/P 4.00000000	11.62 mm	12.60 mm shares	0.12	Debt	Long	Canada
BCS Barclays PLC	11.60 mm	10.31 mm shares	0.12	Debt	Long	UK
Legacy Lifepoint Health, Inc.	11.58 mm	10.26 mm shares	0.12	Debt	Long	USA
CIDRON AIDA FINCO SARL /EUR/ REGD REG S 5.00000000	11.57 mm	10.70 mm shares	0.12	Debt	Long	Luxembourg
FERTITTA ENTERTAINMENT REGD 144A P/P 6.75000000	11.55 mm	12.40 mm shares	0.12	Debt	Long	USA
KALU Kaiser Aluminum Corporation	11.52 mm	12.61 mm shares	0.11	Debt	Long	USA
INTELSAT JACKSON HLDG REGD 144A P/P 6.50000000	11.52 mm	12.04 mm shares	0.11	Debt	Long	Luxembourg
CZR Caesars Entertainment, Inc.	11.49 mm	11.11 mm shares	0.11	Debt	Long	USA
CAB /EUR/ REGD REG S 3.37500000	11.42 mm	11.09 mm shares	0.11	Debt	Long	France
TRANSOCEAN INC REGD 144A P/P 8.25000000	11.41 mm	11.52 mm shares	0.11	Debt	Long	Cayman Islands
CHURCHILL DOWNS INC REGD 144A P/P 5.75000000	11.41 mm	11.41 mm shares	0.11	Debt	Long	USA
ZF FINANCE GMBH /EUR/ REGD REG S EMTN 3.75000000	11.41 mm	10.90 mm shares	0.11	Debt	Long	Germany
SCHAEFFLER AG /EUR/ REGD REG S EMTN 2.75000000	11.35 mm	10.30 mm shares	0.11	Debt	Long	Germany
CPNLQ Calpine Corp	11.32 mm	11.48 mm shares	0.11	Debt	Long	USA
BANIJAY ENTERTAINMENT /EUR/ REGD REG S 7.00000000	11.30 mm	9.66 mm shares	0.11	Debt	Long	France
VALARIS LTD REGD 144A P/P 8.37500000	11.26 mm	10.93 mm shares	0.11	Debt	Long	Bermuda
CHS/COMMUNITY HEALTH SYS REGD 144A P/P 5.62500000	11.23 mm	11.41 mm shares	0.11	Debt	Long	USA
ORGANON & CO/ORGANON FOR REGD 144A P/P 5.12500000	11.20 mm	11.88 mm shares	0.11	Debt	Long	USA
KINGDOM OF JORDAN REGD REG S 5.75000000	11.17 mm	11.40 mm shares	0.11	Debt	Long	Jordan
PINNACLE BIDCO PLC /GBP/ REGD REG S 10.00000000	11.15 mm	7.82 mm shares	0.11	Debt	Long	UK
NOVELIS CORP REGD 144A P/P 4.75000000	10.98 mm	11.31 mm shares	0.11	Debt	Long	USA
BANCO DE SABADELL SA /EUR/ REGD V/R REG S EMTN 6.00000000	10.96 mm	9.20 mm shares	0.11	Debt	Long	Spain
FRONTIER COMMUNICATIONS REGD 144A P/P 5.00000000	10.93 mm	11.01 mm shares	0.11	Debt	Long	USA
VAR ENERGI ASA /EUR/ REGD V/R REG S 7.86200000	10.92 mm	8.94 mm shares	0.11	Debt	Long	Norway
NATIONAL BANK GREECE SA /EUR/ REGD V/R REG S EMTN SER GMTN 5.87500000	10.90 mm	9.40 mm shares	0.11	Debt	Long	Greece
CLGX Corelogic, Inc.	10.83 mm	11.47 mm shares	0.11	Debt	Long	USA