0001752724-23-107505.txt : 20230519
0001752724-23-107505.hdr.sgml : 20230519
20230519113607
ACCESSION NUMBER: 0001752724-23-107505
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230331
FILED AS OF DATE: 20230519
DATE AS OF CHANGE: 20230519
PERIOD START: 20230331
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: METROPOLITAN WEST FUNDS
CENTRAL INDEX KEY: 0001028621
IRS NUMBER: 000000000
FISCAL YEAR END: 0331
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-07989
FILM NUMBER: 23938802
BUSINESS ADDRESS:
STREET 1: METROPOLITAN WEST ASSET MANAGEMENT
STREET 2: 865 S. FIGUEROA STREET, SUITE 1800
CITY: LOS ANGELES
STATE: CA
ZIP: 90017
BUSINESS PHONE: 213-244-0000
MAIL ADDRESS:
STREET 1: METROPOLITAN WEST ASSET MANAGEMENT
STREET 2: 865 S. FIGUEROA STREET, SUITE 1800
CITY: LOS ANGELES
STATE: CA
ZIP: 90017
0001028621
S000001149
METROPOLITAN WEST HIGH YIELD BOND FUND
C000003068
CLASS I
MWHIX
C000003069
CLASS M
MWHYX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001028621
XXXXXXXX
S000001149
C000003068
C000003069
METROPOLITAN WEST FUNDS
811-07989
0001028621
549300KGDNJW6FXNDC82
865 South Figueroa Street
SUITE 1800
Los Angeles
90017
800-241-4671
Metropolitan West High Yield Bond Fund
S000001149
549300MPRM3I06G1YK96
2023-03-31
2023-03-31
N
498148288.35
4463078.93
493685209.42
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
4386390.23000000
EUR
USD
N
Bloomberg U.S. Corporate High Yield Index 2% Issuer Cap
LF89STAT
GRIFOLS ESCROW ISSUER
959800HLB3PGTGSLVV62
Grifols Escrow Issuer SA
000000000
375000.00000000
PA
318595.11000000
0.064534060150
Long
DBT
CORP
ES
N
2
2028-10-15
Fixed
3.87500000
N
N
N
N
N
N
TierPoint, LLC
549300L53HPEWRGN5U22
TierPoint LLC
88651BAL6
934016.14310000
PA
USD
894320.46000000
0.181151965449
Long
LON
CORP
US
N
2
2026-05-05
Floating
8.59029000
N
N
N
N
N
N
CONSOLIDATED COMMUNICATI
549300WW675Y48HDVX34
Consolidated Communications Inc
20903XAF0
1553000.00000000
PA
USD
1129495.10000000
0.228788523222
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.50000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CH0
2150000.00000000
PA
USD
1797937.50000000
0.364187029648
Long
DBT
CORP
US
N
2
N/A
Fixed
3.55000000
N
N
N
N
N
N
Titan Acquisition Limited(861)
N/A
Titan Acquisition Ltd/Canada
000000000
906450.41530000
PA
USD
862075.14000000
0.174620410648
Long
LON
CORP
CA
N
2
2025-03-28
Floating
8.15114000
N
N
N
N
N
N
UNIFRAX ESCROW ISS CORP
549300RRU6BWJLD0YT71
ASP Unifrax Holdings Inc
90473LAC6
2579000.00000000
PA
USD
1755988.85000000
0.355689985540
Long
DBT
CORP
US
N
2
2029-09-30
Fixed
7.50000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AM6
3000000.00000000
PA
USD
2940000.00000000
0.595521183114
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
PENN ENTERTAINMENT INC
N/A
Penn Entertainment Inc
707569AV1
2825000.00000000
PA
USD
2361248.00000000
0.478290204961
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.12500000
N
N
N
N
N
N
NEP Group Inc
N/A
NEP Group Inc
62908HAB1
875000.00000000
PA
USD
711668.13000000
0.144154233592
Long
LON
CORP
US
N
2
2026-10-19
Floating
11.84029000
N
N
N
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO-BOBL
000000000
-28.00000000
NC
-87207.95000000
-0.01766468760
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESOBLIGATION
Bundesobligation
2023-06-08
-3410715.97000000
USD
-87207.95000000
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
6629000.00000000
PA
USD
5511466.61000000
1.116392896695
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAA9
2414000.00000000
PA
USD
2238985.00000000
0.453524828631
Long
DBT
CORP
FR
N
2
2027-02-01
Fixed
8.12500000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAF3
300000.00000000
PA
USD
269156.18000000
0.054519798216
Long
DBT
CORP
US
N
2
2027-08-31
Fixed
3.37500000
N
N
N
N
N
N
ALTERYX INC
549300XWZG0JHL7I0827
Alteryx Inc
02156BAG8
800000.00000000
PA
USD
809176.00000000
0.163905254716
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
8.75000000
N
N
N
N
N
N
Hanesbrands Inc
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
410346AX8
800000.00000000
PA
USD
798000.00000000
0.161641463988
Long
LON
CORP
US
N
2
2030-03-08
Floating
8.51500600
N
N
N
N
N
N
Crown Finance US Inc
N/A
Crown Finance US Inc
22834KAL5
2704622.34000000
PA
USD
2747341.85000000
0.556496690113
Long
LON
CORP
US
N
2
2023-09-07
Floating
14.73117500
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AY4
710000.00000000
PA
USD
692430.92000000
0.140257578470
Long
DBT
CORP
CH
N
2
2026-07-15
Fixed
6.37300000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAL9
295000.00000000
PA
USD
262592.78000000
0.053190327558
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.87500000
N
N
N
N
N
N
PAPA JOHN'S INTERNATIONA
HZYLD3DK5XOX0WBVNB56
Papa John's International Inc
698813AA0
2400000.00000000
PA
USD
2065604.33000000
0.418405147771
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
3.87500000
N
N
N
N
N
N
US AIRWAYS 2010-1A PTT
N/A
US Airways 2010-1 Class A Pass Through Trust
90345KAA8
643922.32040000
PA
USD
644067.52000000
0.130461173985
Long
DBT
CORP
US
N
2
2023-04-22
Fixed
6.25000000
N
N
N
N
N
N
MODIVCARE ESCROW ISSUER
N/A
ModivCare Escrow Issuer Inc
60783XAA2
2300000.00000000
PA
USD
1975219.00000000
0.400096855711
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
FERTITTA ENTERTAINMENT
N/A
Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc
31556TAC3
4369000.00000000
PA
USD
3595822.44000000
0.728363412836
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.75000000
N
N
N
N
N
N
COHERENT CORP
549300O5C25A0MMHHU33
Coherent Corp
902104AC2
622000.00000000
PA
USD
564912.85000000
0.114427744485
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
5.00000000
N
N
N
N
N
N
VALARIS LTD
N/A
Valaris Ltd
000000000
111000.00000000
PA
USD
112764.90000000
0.022841458048
Long
DBT
CORP
BM
N
2
2028-04-30
Fixed
8.25000000
N
N
Y
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAB9
4007000.00000000
PA
USD
3523516.70000000
0.713717290444
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
4.12500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NE7
120000.00000000
PA
USD
97968.35000000
0.019844295135
Long
DBT
CORP
US
N
2
2032-11-03
Fixed
2.52000000
N
N
N
N
N
N
Spin Holdco Inc
549300QAS44U2GUXGK45
Spin Holdco Inc
84850XAK8
2701875.00000000
PA
USD
2279220.69000000
0.461674898601
Long
LON
CORP
US
N
2
2028-03-04
Floating
8.98571000
N
N
N
N
N
N
American Airlines Inc
N/A
AAdvantage Loyalty IP Ltd
02376CBJ3
430000.00000000
PA
USD
437286.35000000
0.088575947112
Long
LON
CORP
KY
N
2
2028-04-20
Floating
9.55771000
N
N
N
N
N
N
Auris Luxembourg III SARL
213800VO63L2OE6QXG55
Auris Luxembourg III Sarl
000000000
1062992.82080000
PA
USD
965728.98000000
0.195616348550
Long
LON
CORP
LU
N
2
2026-02-27
Floating
8.58984000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCZ1
3284000.00000000
PA
USD
3222806.96000000
0.652806059105
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
4.87500000
N
N
N
N
N
N
CAESARS RESORT / FINCO
N/A
Caesars Resort Collection LLC / CRC Finco Inc
12770RAA1
4375000.00000000
PA
USD
4411954.44000000
0.893677662570
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
5.75000000
N
N
N
N
N
N
Intelsat SA/Luxembourg
N/A
Intelsat SA/Luxembourg
000000000
125435.00000000
NS
USD
3261310.00000000
0.660605166565
Long
EC
CORP
US
N
3
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAL5
2035000.00000000
PA
USD
1863551.25000000
0.377477634419
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.62500000
N
N
N
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block Inc
852234AP8
1030000.00000000
PA
USD
847175.00000000
0.171602264729
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.50000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Ultra 10-Year US Treasury Note
000000000
-111.00000000
NC
USD
-322789.29000000
-0.06538362580
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2023-06-21
-13123820.64000000
USD
-322789.29000000
N
N
N
SCRIPPS ESCROW INC
N/A
Scripps Escrow Inc
81104PAA7
650000.00000000
PA
USD
485264.00000000
0.098294214762
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.87500000
N
N
N
N
N
N
US AIRWAYS 2012-1A PTT
N/A
US Airways 2012-1 Class A Pass Through Trust
90345WAA2
1266957.22200000
PA
USD
1258114.37000000
0.254841414325
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.90000000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands Inc
84762LAV7
550000.00000000
PA
USD
482625.00000000
0.097759663605
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
VZ SECURED FINANCING BV
549300MG611MYCOWY949
VZ Secured Financing BV
91845AAA3
2576000.00000000
PA
USD
2104270.00000000
0.426237197276
Long
DBT
CORP
NL
N
2
2032-01-15
Fixed
5.00000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAH4
4679000.00000000
PA
USD
3597041.84000000
0.728610412336
Long
DBT
CORP
FR
N
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAY7
7675000.00000000
PA
USD
6680887.72000000
1.353268761656
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
2.45000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BR7
2650000.00000000
PA
USD
2678174.59000000
0.542486292661
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.75000000
N
N
N
N
N
N
PIKE CORP
549300P4EKEP6HK0NC58
Pike Corp
721283AA7
850000.00000000
PA
USD
744651.00000000
0.150835185213
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.50000000
N
N
N
N
N
N
PRESTIGE BRANDS INC
549300JBVP4J6D42I235
Prestige Brands Inc
74112BAM7
1646000.00000000
PA
USD
1396613.77000000
0.282895607028
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.75000000
N
N
N
N
N
N
TRITON WATER HOLDINGS IN
5493005IYCEL7QJFZZ63
Triton Water Holdings Inc
89680EAA7
4722000.00000000
PA
USD
3758523.12000000
0.761319773872
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
6.25000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AJ0
4215000.00000000
PA
USD
4164946.88000000
0.843644249519
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
3.87500000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
36962GX74
1300000.00000000
PA
USD
1097849.61000000
0.222378468921
Long
DBT
CORP
US
N
2
2036-08-15
Floating
5.34357000
N
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAH1
13071000.00000000
PA
USD
10556713.29000000
2.138349111654
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.50000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCE1
850000.00000000
PA
USD
717441.12000000
0.145323600203
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
INTELSAT WTS SERIES B WTS
N/A
INTELSAT WTS SERIES B WTS
000000000
16.00000000
NS
USD
22.67000000
0.000004591994
Long
EC
CORP
US
N
3
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229AY2
1560000.00000000
PA
USD
1276906.80000000
0.258647975599
Long
DBT
CORP
US
N
2
2046-04-01
Variable
6.00000000
N
N
N
N
N
N
GRAHAM PACKAGING/GPC CAP
549300YS0ZFT826HIK72
Graham Packaging Co Inc
384701AA6
1816000.00000000
PA
USD
1581954.76000000
0.320437949084
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
7.12500000
N
N
N
N
N
N
Iris Holding Inc
54930013SPZ2NB3I3V40
Iris Holding Inc
46271BAB6
910425.00000000
PA
USD
786097.36000000
0.159230486350
Long
LON
CORP
US
N
2
2028-06-28
Floating
9.52599000
N
N
N
N
N
N
CT Technologies Intermediate Holdings Inc
N/A
CT Technologies Intermediate Holdings Inc
12650JAR7
1029000.00000000
PA
USD
983739.44000000
0.199264515369
Long
LON
CORP
US
N
2
2025-12-16
Floating
9.09029000
N
N
N
N
N
N
JANE STREET GRP/JSG FIN
N/A
Jane Street Group / JSG Finance Inc
47077WAA6
4708000.00000000
PA
USD
4226737.27000000
0.856160401273
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.50000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401BB3
2070000.00000000
PA
USD
2463300.00000000
0.498961676995
Long
DBT
CORP
CH
N
2
2033-11-15
Fixed
9.01600000
N
N
N
N
N
N
SCIL IV LLC / SCIL USA H
N/A
SCIL IV LLC / SCIL USA Holdings LLC
78397UAA8
1189000.00000000
PA
USD
1095142.98000000
0.221830218751
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
5.37500000
N
N
N
N
N
N
H-FOOD HOLDNG/HEARTHSIDE
N/A
H-Food Holdings LLC / Hearthside Finance Co Inc
577088AA5
1287000.00000000
PA
USD
797746.95000000
0.161590206629
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
8.50000000
N
N
N
N
N
N
NORTHWEST FIBER LLC/NORT
N/A
Northwest Fiber LLC / Northwest Fiber Finance Sub Inc
667449AD4
1725000.00000000
PA
USD
1474875.00000000
0.298748062906
Long
DBT
CORP
US
N
2
2027-04-30
Fixed
4.75000000
N
N
N
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
000000000
2853000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
LU
N
3
2024-10-15
Fixed
8.50000000
Y
N
N
N
N
N
TELEFLEX INC
UUL85LWXB4NGSWWXIQ25
Teleflex Inc
879369AG1
2609000.00000000
PA
USD
2484159.35000000
0.503186909917
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.25000000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AQ4
1650000.00000000
PA
USD
1325332.52000000
0.268457003513
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
2.30000000
N
N
N
N
N
N
SCIH SALT HOLDINGS INC
N/A
SCIH Salt Holdings Inc
78433BAA6
272000.00000000
PA
USD
243129.92000000
0.049247965173
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.87500000
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAW0
1907000.00000000
PA
USD
1828891.00000000
0.370456915682
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.50000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCJ2
1300000.00000000
PA
USD
1397468.29000000
0.283068697083
Long
DBT
CORP
US
N
2
2032-11-09
Fixed
6.25000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BE6
4400000.00000000
PA
USD
4411000.00000000
0.893484332897
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCS7
7030000.00000000
PA
USD
6941914.10000000
1.406141802010
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.62500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDE9
524000.00000000
PA
USD
401411.25000000
0.081309150515
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
VZ SECURED FINANCING BV
549300MG611MYCOWY949
VZ Secured Financing BV
000000000
1260000.00000000
PA
1095850.84000000
0.221973601616
Long
DBT
CORP
NL
N
2
2032-01-15
Fixed
3.50000000
N
N
N
N
N
N
FIRSTCASH INC
549300V2X3UU7K0DG350
FirstCash Inc
31944TAA8
1424000.00000000
PA
USD
1315543.08000000
0.266474071918
Long
DBT
CORP
US
N
2
2030-01-01
Fixed
5.62500000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513CB9
2430000.00000000
PA
USD
2065500.00000000
0.418384014871
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAE8
1896000.00000000
PA
USD
1885666.04000000
0.381957167040
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.87500000
N
N
N
N
N
N
Hornblower Sub LLC (American Queen Sub LLC)
N/A
HORNBLOWER SUB LLC
44055EAF8
554681.13500000
PA
USD
554681.14000000
0.112355227464
Long
LON
CORP
US
N
2
2025-11-10
Floating
0.00000000
N
N
N
N
N
N
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
CDS W BCULC
000000000
1.00000000
NC
USD
20043.67000000
0.004060010228
N/A
DCR
CORP
US
N
3
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
Y
Default Event
2023-06-20
14327.74000000
USD
0.00000000
USD
1985000.00000000
USD
5715.93000000
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
000000000
4051000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
LU
N
3
2025-07-15
Fixed
9.75000000
Y
N
N
N
N
N
Elanco Animal Health Inc
549300SHPNDCE059M934
Elanco Animal Health Inc
28414BAF3
3489873.81070000
PA
USD
3419779.70000000
0.692704507801
Long
LON
CORP
US
N
2
2027-08-01
Floating
6.41200000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DR8
1300000.00000000
PA
USD
1336044.84000000
0.270626872044
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
5.25000000
N
N
N
N
N
N
HERTZ CORP/THE
549300PD0C69OJ0NLB27
Hertz Corp/The
428040DB2
4176000.00000000
PA
USD
3479526.72000000
0.704806758154
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
5.00000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAW1
865000.00000000
PA
USD
729178.59000000
0.147701121298
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAF5
885000.00000000
PA
USD
846551.18000000
0.171475904857
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
6.87500000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAC7
550000.00000000
PA
USD
462786.97000000
0.093741307450
Long
DBT
CORP
US
N
2
2033-11-01
Fixed
3.87500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505GB4
2040000.00000000
PA
USD
1741879.81000000
0.352832083433
Long
DBT
CORP
US
N
2
N/A
Fixed
4.37500000
N
N
N
N
N
N
SES GLOBAL AMERICAS HLDG
5299000YGN3VJ3R60481
SES GLOBAL Americas Holdings Inc
78413KAB8
1680000.00000000
PA
USD
1323197.97000000
0.268024632853
Long
DBT
CORP
US
N
2
2044-03-25
Fixed
5.30000000
N
N
N
N
N
N
New Trojan Parent Inc
254900KQOFMPF9290333
New Trojan Parent Inc
64900YAB8
1090724.62000000
PA
USD
747151.82000000
0.151341746875
Long
LON
CORP
US
N
2
2028-01-06
Floating
8.02443000
N
N
N
N
N
N
CANO HEALTH LLC
254900OGI2T8V1NXN639
Cano Health LLC
13782CAA8
4067000.00000000
PA
USD
2247017.50000000
0.455151877577
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.25000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BS1
1213000.00000000
PA
USD
670934.05000000
0.135903210628
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.62500000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAR2
2083000.00000000
PA
USD
1764471.76000000
0.357408268737
Long
DBT
CORP
KY
N
2
2027-11-18
Fixed
2.52800000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAA0
1596000.00000000
PA
USD
1392510.00000000
0.282064354659
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.87500000
N
N
N
N
N
N
Neptune Bidco Us Inc.
549300VG15T3VCYZ4531
Neptune Bidco US Inc
64069JAC6
1335000.00000000
PA
USD
1204837.50000000
0.244049746075
Long
LON
CORP
US
N
2
2029-04-11
Floating
9.73503000
N
N
N
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners LP / GLP Finance Corp
37954FAJ3
3971000.00000000
PA
USD
3695611.15000000
0.748576436863
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.87500000
N
N
N
N
N
N
ACRISURE LLC / FIN INC
N/A
Acrisure LLC / Acrisure Finance Inc
00489LAH6
3540000.00000000
PA
USD
2947050.00000000
0.596949218604
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
6.00000000
N
N
N
N
N
N
CDK Global Inc
N/A
Central Parent Inc
15477BAB3
1241887.50000000
PA
USD
1239981.20000000
0.251168391586
Long
LON
CORP
US
N
2
2029-07-06
Floating
8.98928000
N
N
N
N
N
N
SCIENCE APPLICATIONS INT
549300LZPNZIXQGZPZ48
Science Applications International Corp
808625AA5
1795000.00000000
PA
USD
1685080.29000000
0.341326873450
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.87500000
N
N
N
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAF3
4581000.00000000
PA
USD
257681.25000000
0.052195456757
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.37500000
Y
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AK5
1650000.00000000
PA
USD
1611580.64000000
0.326438914767
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.75000000
N
N
N
N
N
N
MSILF Government Portfolio
549300BI6Y5SI6BYPB26
MSILF Government Portfolio
61747C707
13071000.00000000
NS
USD
13071000.00000000
2.647638566153
Long
STIV
RF
US
N
1
N
N
N
BLOOMIN' BRANDS INC/OSI
N/A
Bloomin' Brands Inc / OSI Restaurant Partners LLC
094234AA9
324000.00000000
PA
USD
290790.00000000
0.058901906407
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.12500000
N
N
N
N
N
N
MODIVCARE INC
549300EFZIFW7F7I0Q28
ModivCare Inc
743815AE2
2450000.00000000
PA
USD
2352085.75000000
0.476434315859
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
5.87500000
N
N
N
N
N
N
GRAY ESCROW II INC
N/A
Gray Escrow II Inc
389286AA3
3546000.00000000
PA
USD
2334893.77000000
0.472951938897
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.37500000
N
N
N
N
N
N
HOMER CITY HOLDINGS LLC (PLACEHOLDER)
N/A
HOMER CITY HOLDINGS LLC (PLACEHOLDER)
000000000
502908.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBQ7
1763000.00000000
PA
USD
1451033.02000000
0.293918673744
Long
DBT
CORP
US
N
2
2050-04-02
Fixed
5.28200000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AY3
4075000.00000000
PA
USD
2601480.00000000
0.526951172601
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
7.50000000
N
N
N
N
N
N
CDI ESCROW ISSUER INC
N/A
CDI Escrow Issuer Inc
12511VAA6
1075000.00000000
PA
USD
1029960.55000000
0.208626981393
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.75000000
N
N
N
N
N
N
OT MERGER CORP
N/A
OT Merger Corp
688777AA9
4618000.00000000
PA
USD
2781550.52000000
0.563425937606
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
7.87500000
N
N
N
N
N
N
GEN DIGITAL INC
YF6ZV0M6AU4FY94MK914
Gen Digital Inc
668771AK4
500000.00000000
PA
USD
503245.72000000
0.101936560058
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
6.75000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAQ6
5935000.00000000
PA
USD
4821950.57000000
0.976725751145
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
5.14100000
N
N
N
N
N
N
ARTERA SERVICES LLC
549300J2G34D0WX8Z443
Artera Services LLC
73939VAA2
2214000.00000000
PA
USD
1916867.67000000
0.388277313847
Long
DBT
CORP
US
N
2
2025-12-04
Fixed
9.03300000
N
N
N
N
N
N
HERENS HOLDCO SARL
2221002FZ55AMAUX4G64
Herens Holdco Sarl
427169AA5
3224000.00000000
PA
USD
2581712.46000000
0.522947094775
Long
DBT
CORP
LU
N
2
2028-05-15
Fixed
4.75000000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAP5
2117000.00000000
PA
USD
1671180.97000000
0.338511451854
Long
DBT
CORP
N/A
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
Hertz Global Holdings Inc
549300NBK3K85MH1EX16
Hertz Global Holdings Inc
42806J700
75000.00000000
NS
USD
1221750.00000000
0.247475512064
Long
EC
CORP
US
N
1
N
N
N
PRIMO WATER HOLDINGS INC
9845008F9A5F2E1D4832
Primo Water Holdings Inc
74168LAA4
2942000.00000000
PA
USD
2570677.85000000
0.520711943754
Long
DBT
CORP
US
N
2
2029-04-30
Fixed
4.37500000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBE4
3105000.00000000
PA
USD
2483285.85000000
0.503009975307
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
5.25000000
N
N
N
N
N
N
TRANSMONTAIGE PARTNERS
N/A
TransMontaigne Partners LP / TLP Finance Corp
89376VAA8
3139000.00000000
PA
USD
2718436.78000000
0.550641730424
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.12500000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
Valvoline Inc
92047WAG6
1975000.00000000
PA
USD
1679322.75000000
0.340160636364
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.62500000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAZ4
2500000.00000000
PA
USD
2026475.00000000
0.410479180119
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.62500000
N
N
N
N
N
N
Transcendia Holdings Inc
549300UW5W76GOEPRO14
Transcendia Holdings Inc
000000000
1594095.65260000
PA
USD
1211512.70000000
0.245401862742
Long
LON
CORP
US
N
2
2024-05-30
Floating
8.13486000
N
N
N
N
N
N
B&G FOODS INC
549300TRW1LZMDJZAQ78
B&G Foods Inc
05508WAB1
290000.00000000
PA
USD
250043.20000000
0.050648306902
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
5.25000000
N
N
N
N
N
N
SCRIPPS ESCROW II INC
N/A
Scripps Escrow II Inc
81105DAB1
1758000.00000000
PA
USD
1213020.00000000
0.245707178755
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.37500000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BR3
1375000.00000000
PA
USD
777356.00000000
0.157459851980
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.25000000
N
N
N
N
N
N
ATI INC
ZW1LRE7C3H17O2ZN9B45
ATI Inc
01741RAM4
613000.00000000
PA
USD
560895.00000000
0.113613895919
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
5.12500000
N
N
N
N
N
N
Intelsat Jackson Holdings SA
N/A
Intelsat Jackson Holdings SA
000000000
13135.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 YEAR US TREASURY NOTE
000000000
49.00000000
NC
USD
147283.71000000
0.029833526949
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2023-06-30
5218598.98000000
USD
147283.71000000
N
N
N
CINEWROLD WARRANTS
N/A
CINEWORLD FINANCE US INC
000000000
288340.00000000
NS
9804.24000000
0.001985929457
Long
EC
CORP
GB
N
2
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
2 YEAR US TREASURY NOTE
000000000
61.00000000
NC
USD
136212.90000000
0.027591043320
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2023-06-30
12457427.79000000
USD
136212.90000000
N
N
N
ProAmpac PG Borrower LLC
549300ZI6LTXYFEY1578
Proampac PG Borrower LLC
74274NAG8
2574313.75050000
PA
USD
2524114.63000000
0.511280180535
Long
LON
CORP
US
N
2
2025-11-03
Floating
8.98496500
N
N
N
N
N
N
ADMI Corp
5493008U1LYGMQWO7N12
ADMI Corp
00709LAH0
1886500.00000000
PA
USD
1752473.61000000
0.354977944763
Long
LON
CORP
US
N
2
2027-12-23
Floating
8.11257500
N
N
N
N
N
N
NATHAN'S FAMOUS INC
54930034SKNSF1JIE673
Nathan's Famous Inc
632347AC4
372000.00000000
PA
USD
367815.00000000
0.074503953730
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
6.62500000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBB0
2552000.00000000
PA
USD
1457336.75000000
0.295195546107
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.37500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDD1
425000.00000000
PA
USD
300236.30000000
0.060815332173
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
WASH MULTIFAM ACQ INC
549300AS7PRY5PHG6L12
WASH Multifamily Acquisition Inc
93710WAA3
668000.00000000
PA
USD
632685.53000000
0.128155658287
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
VMED O2 UK FINAN
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
92858RAB6
2050000.00000000
PA
USD
1767551.00000000
0.358031994127
Long
DBT
CORP
GB
N
2
2031-07-15
Fixed
4.75000000
N
N
N
N
N
N
NGL ENRGY OP/FIN CORP
N/A
NGL Energy Operating LLC / NGL Energy Finance Corp
62922LAA6
2173000.00000000
PA
USD
2099654.73000000
0.425302336374
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
7.50000000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AF3
1300000.00000000
PA
USD
1340625.00000000
0.271554621126
Long
DBT
CORP
CA
N
2
2027-12-01
Fixed
6.90000000
N
N
N
N
N
N
ALLISON TRANSMISSION INC
MWKQ3I0U1GXP2YDSZW75
Allison Transmission Inc
019736AG2
1665000.00000000
PA
USD
1424157.75000000
0.288474866742
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
3.75000000
N
N
N
N
N
N
180 MEDICAL INC
254900ZB648OPWVFVX59
180 Medical Inc
682357AA6
3986000.00000000
PA
USD
3537575.00000000
0.716564914747
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.87500000
N
N
N
N
N
N
CINEMARK USA INC
54930008H2137JSCPQ09
Cinemark USA Inc
172441BF3
3655000.00000000
PA
USD
3199038.75000000
0.647991612663
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.25000000
N
N
N
N
N
N
AXALTA COATING SYSTEMS
549300G80QONCHILSF69
Axalta Coating Systems LLC
05453GAC9
3451000.00000000
PA
USD
2993214.98000000
0.606300315036
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.37500000
N
N
N
N
N
N
Fidelity Government Portfolio
549300FQDFZGLUOCWN51
Fidelity Government Portfolio
316175108
20386.51000000
NS
USD
20386.51000000
0.004129455290
Long
STIV
RF
US
N
1
N
N
N
GRIFOLS ESCROW ISSUER
959800HLB3PGTGSLVV62
Grifols Escrow Issuer SA
39843UAA0
2689000.00000000
PA
USD
2207812.00000000
0.447210481066
Long
DBT
CORP
ES
N
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
N
eResearch Technology Inc
2549003SUFVGC903CK03
eResearchTechnology Inc
29481PAH4
850326.60000000
PA
USD
804625.80000000
0.162983574279
Long
LON
CORP
US
N
2
2027-02-04
Floating
9.34029000
N
N
N
N
N
N
SIMMONS FOOD INC/SIMMONS
N/A
Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed
82873MAA1
4974000.00000000
PA
USD
4044004.41000000
0.819146357402
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.62500000
N
N
N
N
N
N
Zayo Group Holdings Inc
529900Z6OTS7RT0V0I47
Zayo Group Holdings Inc
98919XAB7
1800000.00000000
PA
USD
1472319.00000000
0.298230324082
Long
LON
CORP
US
N
2
2027-03-09
Floating
7.84029000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAN1
805000.00000000
PA
USD
706387.50000000
0.143084598550
Long
DBT
CORP
US
N
2
N/A
Fixed
3.65000000
N
N
N
N
N
N
BLACKSTONE PP EUR HOLD
213800Y3B5GQFBGVHP79
Blackstone Property Partners Europe Holdings Sarl
000000000
635000.00000000
PA
511409.06000000
0.103590111723
Long
DBT
CORP
LU
N
2
2029-03-12
Fixed
1.75000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAH9
7835000.00000000
PA
USD
7534574.68000000
1.526190077448
Long
DBT
CORP
N/A
N
2
2033-04-01
Fixed
5.75000000
N
N
N
N
N
N
Open Text Corporation
549300HP7ONDQODZJV16
Open Text Corp
000000000
1841000.00000000
PA
USD
1838505.45000000
0.372404401614
Long
LON
CORP
CA
N
2
2030-01-31
Floating
8.21761000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-19190.91000000
-0.00388727667
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-3407000.00000000
EUR
3685041.94000000
USD
2023-04-13
-19190.91000000
N
N
N
CARRIAGE SERVICES INC
N/A
Carriage Services Inc
143905AP2
2100000.00000000
PA
USD
1731087.35000000
0.350645981886
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.25000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAC0
1789000.00000000
PA
USD
1483339.24000000
0.300462564341
Long
DBT
CORP
N/A
N
2
2031-12-01
Fixed
3.75000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BP1
1150000.00000000
PA
USD
1023546.00000000
0.207327661527
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.62500000
N
N
N
N
N
N
PACTIV EVERGREEN GROUP
N/A
Pactiv Evergreen Group Issuer LLC / Pactiv Evergreen Group Issuer Inc
69527AAA4
1698000.00000000
PA
USD
1488275.78000000
0.301462501124
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.37500000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDD9
963000.00000000
PA
USD
952851.31000000
0.193007870565
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.62500000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc
14879EAK4
3667000.00000000
PA
USD
3225969.91000000
0.653446740644
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.50000000
N
N
N
N
N
N
Crown Finance US Inc
N/A
Crown Finance US Inc
22834KAB7
2261536.93800000
PA
USD
356904.45000000
0.072293932082
Long
LON
CORP
US
N
2
2025-02-28
Floating
9.00000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAR2
8170000.00000000
PA
USD
7879638.20000000
1.596085531761
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
ROCKIES EXPRESS PIPELINE
W2ZGZGZKY5GGNY6F3V51
Rockies Express Pipeline LLC
77340RAM9
2984000.00000000
PA
USD
2491640.00000000
0.504702177107
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
6.87500000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AZ1
3520000.00000000
PA
USD
3608000.00000000
0.730830077781
Long
DBT
CORP
CH
N
2
2033-08-12
Fixed
6.53700000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc
14879EAE8
1921000.00000000
PA
USD
1877777.50000000
0.380359278376
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.00000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCN1
1205000.00000000
PA
USD
988100.00000000
0.200147782665
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.50000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AN1
2595000.00000000
PA
USD
2191866.75000000
0.443980639520
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.62500000
N
N
N
N
N
N
Aveanna Healthcare LLC
5493006D6JRLPIY8YV18
Aveanna Healthcare LLC
05549DAJ7
1350562.48450000
PA
USD
1153279.07000000
0.233606161982
Long
LON
CORP
US
N
2
2028-07-17
Floating
8.70343000
N
N
N
N
N
N
Clydesdale Acquisition Holdings, Inc.
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings Inc
18972FAC6
2189000.00000000
PA
USD
2142757.38000000
0.434033132675
Long
LON
CORP
US
N
2
2029-04-13
Floating
9.08202000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAJ4
5307000.00000000
PA
USD
5230118.92000000
1.059403607846
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.75000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B51
300000.00000000
PA
USD
257583.27000000
0.052175610102
Long
DBT
CORP
US
N
2
2028-02-16
Fixed
2.90000000
N
N
N
N
N
N
SPX Flow, Inc.
5493003YXEKRBINIEM78
SPX FLOW Inc
000000000
429170.92000000
PA
USD
410665.07000000
0.083183587874
Long
LON
CORP
US
N
2
2029-04-05
Floating
9.40702000
N
N
N
N
N
N
EMBECTA CORP
549300RPG8GXVDHNXZ62
Embecta Corp
29082KAB1
4174000.00000000
PA
USD
3804751.10000000
0.770683631472
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.75000000
N
N
N
N
N
N
WMG ACQUISITION CORP
549300NAS11NXI33CP80
WMG Acquisition Corp
92933BAT1
1223000.00000000
PA
USD
1086293.06000000
0.220037594660
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.75000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAE3
4000000.00000000
PA
USD
4045000.00000000
0.819348022346
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.25000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
22546DAB2
1095000.00000000
PA
USD
46537.50000000
0.009426553421
Long
DBT
CORP
CH
N
2
N/A
Fixed
7.50000000
N
N
N
N
N
N
COGENT COMMUNICATIONS GR
549300KFWFYF8Q1U0Y26
Cogent Communications Group Inc
19240CAE3
1750000.00000000
PA
USD
1737090.74000000
0.351862017912
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
7.00000000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229BB1
3865000.00000000
PA
USD
3800068.00000000
0.769735031046
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.87500000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAR2
1450000.00000000
PA
USD
1527952.94000000
0.309499436249
Long
DBT
CORP
NL
N
2
2031-09-15
Fixed
8.12500000
N
N
N
N
N
N
HEALTHEQUITY INC
529900LRJU1RAFQHM467
HealthEquity Inc
42226AAA5
1380000.00000000
PA
USD
1235857.84000000
0.250333171101
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
UPBOUND GROUP INC
529900QUHE15UQNCCJ63
Upbound Group Inc
76009NAL4
4111000.00000000
PA
USD
3463517.50000000
0.701563958958
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.37500000
N
N
N
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
45824TBC8
3664000.00000000
PA
USD
3373523.39000000
0.683334911727
Long
DBT
CORP
LU
N
2
2030-03-15
Fixed
6.50000000
N
N
N
N
N
N
AMERICAN ASSETS TRUST LP
549300V1TI0SMG9Z6U69
American Assets Trust LP
02401LAA2
3431000.00000000
PA
USD
2758063.94000000
0.558668537637
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.37500000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBM9
4164000.00000000
PA
USD
3241611.54000000
0.656615081462
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
3.87500000
N
N
N
N
N
N
Plaze Inc
54930069WJQSNERFIV02
Plaze Inc
72819QAN2
2278100.42560000
PA
USD
2099656.82000000
0.425302759721
Long
LON
CORP
US
N
2
2026-08-03
Floating
8.48757500
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCL5
5650000.00000000
PA
USD
4512824.50000000
0.914109722934
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
4.50000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EAZ1
4479000.00000000
PA
USD
3660595.73000000
0.741483775521
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
5.25000000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855RAK6
7217000.00000000
PA
USD
6312475.35000000
1.278643805719
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
3.87500000
N
N
N
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Cos Inc/The
55916AAB0
3171000.00000000
PA
USD
2222696.60000000
0.450225479230
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
7.87500000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAG4
1045000.00000000
PA
USD
1005812.50000000
0.203735595235
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
11.75000000
N
N
N
N
N
N
WR GRACE HOLDING LLC
549300WNOVFRGYOAEB12
WR Grace Holdings LLC
92943GAA9
2450000.00000000
PA
USD
2082500.00000000
0.421827504706
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.62500000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
902973BC9
3515000.00000000
PA
USD
2744309.25000000
0.555882412038
Long
DBT
CORP
US
N
2
N/A
Fixed
3.70000000
N
N
N
N
N
N
TRANSOCEAN TITAN FIN LTD
N/A
Transocean Titan Financing Ltd
89386MAA6
2975000.00000000
PA
USD
3041937.50000000
0.616169462231
Long
DBT
CORP
KY
N
2
2028-02-01
Fixed
8.37500000
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
Zayo Group Holdings Inc
98919VAA3
2683000.00000000
PA
USD
2041494.70000000
0.413521543900
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.00000000
N
N
N
N
N
N
EVERI HOLDINGS INC
5299006DK5S7BG10K532
Everi Holdings Inc
30034TAA1
1723000.00000000
PA
USD
1550700.00000000
0.314107040359
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.00000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EBA5
3717000.00000000
PA
USD
3230163.88000000
0.654296263765
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.12500000
N
N
N
N
N
N
B&G FOODS INC
549300TRW1LZMDJZAQ78
B&G Foods Inc
05508RAE6
1150000.00000000
PA
USD
1076687.50000000
0.218091909471
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.25000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAJ9
6154000.00000000
PA
USD
4606720.21000000
0.933129071339
Long
DBT
CORP
US
N
2
N/A
Fixed
6.62500000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAE1
1628000.00000000
PA
USD
1248513.20000000
0.252896618366
Long
DBT
CORP
FR
N
2
2029-01-15
Fixed
5.12500000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AQ0
1733000.00000000
PA
USD
1283875.72000000
0.260059587668
Long
DBT
CORP
CA
N
2
2028-09-30
Fixed
11.00000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BD8
900000.00000000
PA
USD
447750.00000000
0.090695445489
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.62500000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAM2
1190000.00000000
PA
USD
1020258.40000000
0.206661731105
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
3.62500000
N
N
N
N
N
N
ASSUREDPARTNERS INC
549300HNDSDQWQ3L2P80
AssuredPartners Inc
04624VAB5
3117000.00000000
PA
USD
2697249.20000000
0.546350011815
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.62500000
N
N
N
N
N
N
SK INVICTUS INTERMEDIATE
N/A
SK Invictus Intermediate II Sarl
29977LAA9
4120000.00000000
PA
USD
3425038.40000000
0.693769700741
Long
DBT
CORP
LU
N
2
2029-10-30
Fixed
5.00000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35908MAE0
1450000.00000000
PA
USD
1420984.44000000
0.287832086699
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
8.62500000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
000000000
900000.00000000
PA
999553.09000000
0.202467700252
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.62500000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAJ0
677000.00000000
PA
USD
614431.66000000
0.124458186770
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.25000000
N
N
N
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
000000000
6350000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
LU
N
3
2023-08-01
Fixed
5.50000000
Y
N
N
N
N
N
WYNDHAM HOTELS & RESORTS
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts Inc
98311AAB1
3054000.00000000
PA
USD
2817509.66000000
0.570709757197
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.37500000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A78
1836000.00000000
PA
USD
1803870.00000000
0.365388706321
Long
DBT
CORP
US
N
2
2023-11-17
Fixed
3.37000000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
01883LAA1
3440000.00000000
PA
USD
3203500.00000000
0.648895275546
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
LogMein Inc
549300D12V5KRBV00592
GoTo Group Inc
54142KAD3
1193000.00000000
PA
USD
687627.31000000
0.139284567752
Long
LON
CORP
US
N
2
2027-08-31
Floating
9.38486000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDM9
2568000.00000000
PA
USD
2325606.48000000
0.471070721914
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.25000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
156700BD7
5800000.00000000
PA
USD
2639000.00000000
0.534551157224
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.50000000
N
N
N
N
N
N
Patriot Container Corp
549300V4U8NYJ3YQD526
Patriot Container Corp
40435YAB2
740000.00000000
PA
USD
684500.00000000
0.138651105388
Long
LON
CORP
US
N
2
2025-03-20
Floating
0.00000000
N
N
N
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO-BUND
000000000
-4.00000000
NC
-21405.73000000
-0.00433590668
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESREPUB. DEUTSCHLAND
Bundesrepublik Deutschland Bundesanleihe
2023-06-08
-554946.09000000
USD
-21405.73000000
N
N
N
SINCLAIR TELEVISION GROU
549300CQGEN0CH65UD62
Sinclair Television Group Inc
829259BA7
1565000.00000000
PA
USD
1263659.25000000
0.255964575378
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.12500000
N
N
N
N
N
N
GLOBAL SWITCH FINANCE
635400GVJAKOJNEUMF33
Global Switch Finance BV
000000000
975000.00000000
PA
870849.86000000
0.176397802361
Long
DBT
CORP
NL
N
2
2030-10-07
Fixed
1.37500000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABG2
1650000.00000000
PA
USD
1309225.50000000
0.265194394123
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
6.75000000
N
N
N
N
N
N
ADT SEC CORP
5493009JEEDYLVRA0J13
ADT Security Corp/The
00101JAH9
169000.00000000
PA
USD
168594.75000000
0.034150253396
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
4.12500000
N
N
N
N
N
N
Kenan Advantage Group Inc (The)
549300GVUXCXDWYPIY65
Kenan Advantage Group Inc/The
48853UBH2
4000000.00000000
PA
USD
3738340.00000000
0.757231516899
Long
LON
CORP
US
N
2
2027-09-01
Floating
12.09029000
N
N
N
N
N
N
DirectV Financing LLC
N/A
Directv Financing LLC
25460HAB8
640100.00000000
PA
USD
617478.87000000
0.125075424221
Long
LON
CORP
US
N
2
2027-08-02
Floating
9.84029000
N
N
N
N
N
N
UNIFRAX ESCROW ISS CORP
549300RRU6BWJLD0YT71
ASP Unifrax Holdings Inc
90473LAA0
1971000.00000000
PA
USD
1577391.28000000
0.319513578673
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
5.25000000
N
N
N
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
Cable One Inc
12685JAC9
7101000.00000000
PA
USD
5822820.00000000
1.179460086892
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.00000000
N
N
N
N
N
N
1375209 BC LTD
N/A
1375209 BC Ltd
68251PAA5
2579000.00000000
PA
USD
2559657.50000000
0.518479681213
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
9.00000000
N
N
N
N
N
N
ORGANON & CO/ORG
N/A
Organon & Co / Organon Foreign Debt Co-Issuer BV
68622TAB7
2313000.00000000
PA
USD
2058171.01000000
0.416899467662
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
5.12500000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AX5
3850000.00000000
PA
USD
3236887.50000000
0.655658188302
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.75000000
N
N
N
N
N
N
CHOBANI LLC/FINANCE CORP
N/A
Chobani LLC / Chobani Finance Corp Inc
17027NAB8
700000.00000000
PA
USD
638669.50000000
0.129367760632
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.62500000
N
N
N
N
N
N
Intelsat Jackson Holdings SA
N/A
Intelsat Jackson Holdings SA
000000000
13135.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAA4
556000.00000000
PA
USD
533320.76000000
0.108028506794
Long
DBT
CORP
NL
N
2
2026-08-15
Fixed
5.50000000
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp
058498AX4
3154000.00000000
PA
USD
2613730.71000000
0.529432654681
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
3.12500000
N
N
N
N
N
N
CLEARWATER PAPER CORP
549300HCVV19GXN4P292
Clearwater Paper Corp
18538RAJ2
2671000.00000000
PA
USD
2401755.69000000
0.486495370769
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.75000000
N
N
N
N
N
N
Naked Juice LLC
549300Y5TU1XQ1KVLJ64
Naked Juice LLC
62984CAB9
2241000.00000000
PA
USD
1718096.27000000
0.348014531773
Long
LON
CORP
US
N
2
2030-01-24
Floating
10.89833000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058AL4
2515000.00000000
PA
USD
2095613.19000000
0.424483689203
Long
DBT
CORP
US
N
2
N/A
Fixed
3.75000000
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton Inc
09951LAB9
2816000.00000000
PA
USD
2547650.69000000
0.516047603085
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.00000000
N
N
N
N
N
N
PRIME HEALTHCARE SERVICE
N/A
Prime Healthcare Services Inc
74165HAB4
4053000.00000000
PA
USD
3607170.00000000
0.730661954454
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
7.25000000
N
N
N
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869PAM6
3150000.00000000
PA
USD
3094875.00000000
0.626892388296
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
4.12500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-14835.24000000
-0.00300499988
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-485000.00000000
EUR
512477.04000000
USD
2023-04-13
-14835.24000000
N
N
N
ARCHROCK PARTNERS LP/FIN
N/A
Archrock Partners LP / Archrock Partners Finance Corp
03959KAC4
531000.00000000
PA
USD
512415.00000000
0.103793873144
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
6.25000000
N
N
N
N
N
N
NATIONAL CINEMEDIA LLC
7LJEQIVQVLNGS4X6T547
National CineMedia LLC
63530QAH2
2251000.00000000
PA
USD
54271.61000000
0.010993161019
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.75000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAG0
2990000.00000000
PA
USD
2892452.51000000
0.585890047910
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.62500000
N
N
N
N
N
N
Schenectady International Group Inc
549300VWTN2NKZWJ5F70
Polar US Borrower LLC
80643UAB4
1000000.00000000
PA
USD
836960.00000000
0.169533132455
Long
LON
CORP
US
N
2
2025-10-15
Floating
9.02138000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAR1
2313000.00000000
PA
USD
1825835.94000000
0.369838088150
Long
DBT
CORP
N/A
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
CDS W BERRY
000000000
1.00000000
NC
USD
98716.31000000
0.019995800586
N/A
DCR
CORP
US
N
2
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
BERRY GLOBAL INC
Berry Global Inc
Y
Default Event
2023-12-20
88504.98000000
USD
0.00000000
USD
3995000.00000000
USD
10211.33000000
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MY4
1670000.00000000
PA
USD
1386622.33000000
0.280871758671
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
2.56100000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BQ5
1430000.00000000
PA
USD
1429923.34000000
0.289642734421
Long
DBT
CORP
US
N
2
N/A
Floating
8.19629000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABF4
1763000.00000000
PA
USD
1532176.60000000
0.310354973324
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
ROLLS-ROYCE PLC
X57JK1U580XATGR67572
Rolls-Royce PLC
000000000
400000.00000000
PA
362175.47000000
0.073361620540
Long
DBT
CORP
GB
N
2
2028-05-09
Fixed
1.62500000
N
N
N
N
N
N
ADTALEM GLOBAL EDUCATION
549300Z467EZLMODV621
Adtalem Global Education Inc
00737WAA7
1259000.00000000
PA
USD
1195297.12000000
0.242117263631
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.50000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCD3
1050000.00000000
PA
USD
910875.00000000
0.184505223697
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
NEXSTAR MEDIA INC
5493006PK6I4I2OOT688
Nexstar Media Inc
65336YAN3
1534000.00000000
PA
USD
1365148.52000000
0.276522061822
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
4.75000000
N
N
N
N
N
N
City Brewing Company LLC
N/A
City Brewing Co LLC
17776EAB1
1189481.01000000
PA
USD
502983.94000000
0.101883534366
Long
LON
CORP
US
N
2
2028-04-05
Floating
8.32971000
N
N
N
N
N
N
WASTE PRO USA INC
549300BY1QXU5BI3UF28
Waste Pro USA Inc
94107JAA1
6420000.00000000
PA
USD
5910813.75000000
1.197283944751
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.50000000
N
N
N
N
N
N
ROCKIES EXPRESS PIPELINE
W2ZGZGZKY5GGNY6F3V51
Rockies Express Pipeline LLC
77340RAT4
650000.00000000
PA
USD
572000.00000000
0.115863305014
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.80000000
N
N
N
N
N
N
Tacala Investment Corp
549300XTM341KBSTDI88
Tacala Investment Corp
000000000
1249500.00000000
PA
USD
1145641.56000000
0.232059121509
Long
LON
CORP
US
N
2
2028-02-04
Floating
12.34029000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AR8
342000.00000000
PA
USD
194239.56000000
0.039344820605
Long
DBT
CORP
CA
N
2
2030-10-15
Fixed
14.00000000
N
N
N
N
N
N
ZEP INC
NU75S1Y8UH3706J5CS61
ZEP INC
98944EAN2
1720346.66120000
PA
USD
1489940.63000000
0.301799730186
Long
LON
CORP
US
N
2
2024-08-12
Floating
9.15914000
N
N
N
N
N
N
OLYMPUS WTR US HLDG CORP
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp
16308NAA2
1385000.00000000
PA
USD
1301165.29000000
0.263561732288
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
7.12500000
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp
058498AY2
1250000.00000000
PA
USD
1296875.00000000
0.262692698759
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
6.87500000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAK6
2020000.00000000
PA
USD
1757824.20000000
0.356061750779
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.62500000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855RAL4
5150000.00000000
PA
USD
4380521.14000000
0.887310589099
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
3.87500000
N
N
N
N
N
N
2023-05-18
METROPOLITAN WEST FUNDS
Eric Chan
Eric Chan
Managing Director