0001752724-20-124508.txt : 20200622
0001752724-20-124508.hdr.sgml : 20200622
20200622161555
ACCESSION NUMBER: 0001752724-20-124508
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200430
FILED AS OF DATE: 20200622
PERIOD START: 20201031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: CREDIT SUISSE HIGH YIELD BOND FUND
CENTRAL INDEX KEY: 0001061353
IRS NUMBER: 134009166
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-08777
FILM NUMBER: 20978971
BUSINESS ADDRESS:
STREET 1: ELEVEN MADISON AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10010
BUSINESS PHONE: 2123252000
MAIL ADDRESS:
STREET 1: ELEVEN MADISON AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10010
FORMER COMPANY:
FORMER CONFORMED NAME: DLJ HIGH YIELD BOND FUND
DATE OF NAME CHANGE: 19980508
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001061353
XXXXXXXX
CREDIT SUISSE HIGH YIELD BOND FUND
811-08777
0001061353
549300R9HE7C1IL42N58
ELEVEN MADISON AVENUE
NEW YORK
10010
212-325-2000
CREDIT SUISSE HIGH YIELD BOND FUND
549300R9HE7C1IL42N58
2020-10-31
2020-04-30
N
320224540.56
104124539.43
216100001.13
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
97000000.00000000
0.00000000
0.00000000
0.00000000
2632187.50000000
0.00000000
0.00000000
6898487.80000000
USD
EUR
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91911KAK8
2850000.00000000
PA
USD
2945617.50000000
1.363080742525
Long
DBT
CORP
CA
N
2
2024-03-15
Fixed
7.00000000
N
N
N
N
N
N
Duff & Phelps Corporation
549300FDREJLOIGXY104
Duff & Phelps Corporation 2020 2nd Lien Term Loan
24440EAF4
1298076.92000000
PA
USD
1148798.07000000
0.531604842199
Long
LON
CORP
US
N
3
2028-04-07
Floating
9.00000000
N
N
N
N
N
N
ENDO DAC/FIN LLC/FINCO
N/A
Endo Dac / Endo Finance LLC / Endo Finco Inc
29273DAA8
1350000.00000000
PA
USD
1309500.00000000
0.605969455415
Long
DBT
CORP
XX
N
2
2024-10-15
Fixed
5.88000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AK5
2200000.00000000
PA
USD
1964875.00000000
0.909243401076
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.88000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404121AJ4
1250000.00000000
PA
USD
1390850.00000000
0.643614064195
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.63000000
N
N
N
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAA4
925000.00000000
PA
USD
707347.50000000
0.327324153771
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.38000000
N
N
N
N
N
N
LDiscovery, LLC
N/A
LDiscovery, LLC Term Loan
50184DAG9
609560.94000000
PA
USD
515078.99000000
0.238352145907
Long
LON
CORP
US
N
2
2022-12-09
Floating
7.25000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91831AAB7
169000.00000000
PA
USD
167994.45000000
0.077739217548
Long
DBT
CORP
CA
N
2
2023-05-15
Fixed
5.88000000
N
N
N
N
N
N
UTEX Industries Inc.
N/A
UTEX Industries Inc. 1st Lien Term loan 2014
91759UAM7
1767267.93000000
PA
USD
489533.22000000
0.226530873410
Long
LON
CORP
US
N
2
2021-05-21
Floating
5.31000000
N
N
N
N
N
N
Stevens Holding Co Inc
N/A
Stevens Holding Co Inc
86024TAA5
1500000.00000000
PA
USD
1513950.00000000
0.700578432245
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
6.13000000
N
N
N
N
N
N
Ingevity Corp
5493009UTFC4B5IMGF87
Ingevity Corp
45688CAA5
2200000.00000000
PA
USD
1962620.00000000
0.908199902701
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
4.50000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-28899.70000000
-0.01337329932
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1080181.91000000
GBP
1334381.12000000
USD
2020-10-13
-28899.70000000
N
N
N
BCP Renaissance Parent LLC
N/A
BCP RENAISSANCE PARENT LLC TERM LOAN B2
000000000
992500.00000000
PA
USD
784075.00000000
0.362829706571
Long
LON
CORP
US
N
3
2024-11-01
Floating
4.95000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-906.99000000
-0.00041970846
N/A
DFE
GB
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
38218.55000000
USD
29563.44000000
GBP
2020-10-13
-906.99000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-318.81000000
-0.00014752892
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
137068.86000000
EUR
150336.17000000
USD
2020-10-13
-318.81000000
N
N
N
NAVIOS MARITIME HLDS/FIN
N/A
Navios Maritime Holdings Inc / Navios Maritime Finance II US Inc
639365AH8
3150000.00000000
PA
USD
1707457.50000000
0.790123781152
Long
DBT
CORP
XX
N
2
2022-08-15
Fixed
11.25000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-386.76000000
-0.00017897269
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
29080.67000000
GBP
36315.50000000
USD
2020-10-13
-386.76000000
N
N
N
GTT Communications Inc
549300ETSL7K1ZX05H30
GTT Communications Inc
362393AA8
4000000.00000000
PA
USD
2415000.00000000
1.117538170926
Long
DBT
CORP
US
N
2
2024-12-31
Fixed
7.88000000
N
N
N
N
N
N
INSTALLED BUILDING PRODU
549300I95Y9P9YM5FI86
Installed Building Products Inc
45780RAA9
1570000.00000000
PA
USD
1518347.00000000
0.702613138389
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.75000000
N
N
N
N
N
N
Golden Nugget Inc
91D14OD6M4H1RVBN7R43
Golden Nugget Inc
38113YAC3
180000.00000000
PA
USD
103725.00000000
0.047998611502
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
8.75000000
N
N
N
N
N
N
athenahealth, Inc.
549300Z86PUW4ENZCD61
Athenahealth, Inc. 2019 Term Loan B
04685YAK5
2233110.83000000
PA
USD
2076793.07000000
0.961033345275
Long
LON
CORP
US
N
3
2026-02-11
Floating
5.28000000
N
N
N
N
N
N
ABB Concise Optical Group LLC
5493006R7UTLUVVF4J23
ABB Concise Optical Group LLC 2016 Term Loan B
00037PAM3
1172658.22000000
PA
USD
900196.95000000
0.416564990880
Long
LON
CORP
US
N
2
2023-06-15
Floating
6.07000000
N
N
N
N
N
N
National CineMedia LLC
7LJEQIVQVLNGS4X6T547
National CineMedia LLC
63530QAH2
750000.00000000
PA
USD
387825.00000000
0.179465524281
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.75000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-136.23000000
-0.00006304025
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
55742.30000000
EUR
61131.19000000
USD
2020-10-13
-136.23000000
N
N
N
Mattel Inc
549300VELLG24KHTJ564
Mattel Inc
577081BB7
1822000.00000000
PA
USD
1858804.40000000
0.860159366163
Long
DBT
CORP
US
N
2
2025-12-31
Fixed
6.75000000
N
N
N
N
N
N
ASP Chromaflo Intermediate Holdings, Inc.
549300NWZNE7GRQDIF14
ASP Chromaflo Intermediate Holdings, Inc. 2016 2nd Lien Term Loan
00215KAB2
375000.00000000
PA
USD
291562.50000000
0.134920175139
Long
LON
CORP
US
N
2
2024-11-18
Floating
9.00000000
N
N
N
N
N
N
GENESIS ENERGY LP/GENESI
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAF9
2750000.00000000
PA
USD
2343825.00000000
1.084602030422
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
5.63000000
N
N
N
N
N
N
Dayco Products, LLC
549300KMSX88XFVFQO13
Dayco Products, LLC 2017 Term Loan B
239579BA2
968371.22000000
PA
USD
726278.42000000
0.336084412865
Long
LON
CORP
US
N
3
2023-05-19
Floating
5.86000000
N
N
N
N
N
N
Akorn, Inc.
549300REUQNNF5W5TA64
Akorn, Inc. Term Loan B
00973DAB0
1866568.82000000
PA
USD
1583083.68000000
0.732569954521
Long
LON
CORP
US
N
2
2021-04-16
Floating
15.50000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
64072TAC9
800000.00000000
PA
USD
841680.00000000
0.389486346875
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
6.63000000
N
N
N
N
N
N
STARFRUIT FINCO/STAR US
N/A
Starfruit Finco BV / Starfruit US Holdco LLC
85529VAA2
950000.00000000
PA
USD
894425.00000000
0.413894028377
Long
DBT
CORP
XX
N
2
2026-10-01
Fixed
8.00000000
N
N
N
N
N
ENDO DAC/FIN LLC/FINCO
N/A
Endo Dac / Endo Finance LLC / Endo Finco Inc
29273EAA6
300000.00000000
PA
USD
216600.00000000
0.100231373839
Long
DBT
CORP
XX
N
2
2025-02-01
Fixed
6.00000000
N
N
N
N
N
N
Project Investor Holdings, LLC
N/A
PROJECT INVESTOR HOLDINGS, LLC LLC UNITS
000000000
5400.00000000
NS
USD
54.00000000
0.000024988431
Long
EC
CORP
US
N
3
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust Inc
85571BAP0
1125000.00000000
PA
USD
1065656.25000000
0.493131070998
Long
DBT
US
N
2
2021-02-01
Fixed
3.63000000
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
Zayo Group Holdings Inc
98919VAB1
600000.00000000
PA
USD
568332.00000000
0.262994908388
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.13000000
N
N
N
N
N
N
ATOTECH ALPHA 2 BV
52990021652PQB07L470
Atotech Alpha 2 BV
02073MAA7
2000000.00000000
PA
USD
1894600.00000000
0.876723734425
Long
DBT
CORP
NL
N
2
2023-06-01
Variable
8.75000000
N
N
Y
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-300.88000000
-0.00013923183
N/A
DFE
GB
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
7126.52000000
USD
5408.23000000
GBP
2020-10-13
-300.88000000
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAC0
1507000.00000000
PA
USD
832090.05000000
0.385048609740
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
6.63000000
N
N
N
N
N
N
Project Leopard Holdings, Inc.
N/A
Project Leopard Holdings, Inc. 2019 Term Loan
74338UAE1
729431.68000000
PA
USD
663782.83000000
0.307164658273
Long
LON
CORP
US
N
3
2023-07-07
Floating
5.70000000
N
N
N
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
CommScope Inc
20338QAA1
675000.00000000
PA
USD
650126.25000000
0.300845093290
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
8.25000000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
000000000
1000000.00000000
PA
1269234.02000000
0.587336424508
Long
DBT
CORP
GB
N
2
2027-04-15
Fixed
5.00000000
N
N
N
N
N
N
Zep Inc.
NU75S1Y8UH3706J5CS61
Zep Inc. 2017 1st Lien Term Loan
000000000
2455919.39000000
PA
USD
1858062.65000000
0.859816122297
Long
LON
CORP
US
N
2
2024-08-12
Floating
5.07000000
N
N
N
N
N
N
Talos Energy Inc
549300OKFHZ84SFJFT95
Talos Energy Inc
87484T108
32848.00000000
NS
USD
374138.72000000
0.173132215661
Long
EC
CORP
US
N
1
N
N
N
GRANITE MERGER SUB 2 INC
N/A
Granite Merger Sub 2 Inc
81112FAA9
300000.00000000
PA
USD
293130.00000000
0.135645533765
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
11.00000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AJ6
325000.00000000
PA
USD
323378.25000000
0.149642872887
Long
DBT
CORP
CA
N
2
2030-01-30
Fixed
5.25000000
N
N
N
N
N
N
POLYONE CORP
SM8L9RZYIB34LNTWO040
PolyOne Corp
73179PAM8
300000.00000000
PA
USD
304500.00000000
0.140906986768
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
5.75000000
N
N
N
N
N
N
Aston FinCo S.a.r.l.
N/A
Aston FinCo S.a.r.l. 2019 Term Loan B
04625CAC4
750000.00000000
PA
USD
695625.00000000
0.321899581842
Long
LON
CORP
US
N
2
2026-10-09
Floating
5.11000000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AE6
500000.00000000
PA
USD
441400.00000000
0.204257287224
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
4.75000000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust Inc
85571BAG0
970000.00000000
PA
USD
912430.50000000
0.422226050545
Long
DBT
US
N
2
2021-12-15
Fixed
5.00000000
N
N
N
N
N
N
Carestream Health, Inc.
5493008C1W5RQW9E4I05
Carestream Health, Inc. 1st Lien Term Loan
14173VAJ2
896578.46000000
PA
USD
823955.60000000
0.381284403374
Long
LON
CORP
US
N
2
2021-02-28
Floating
7.32000000
N
N
N
N
N
N
Bulldog Purchaser Inc.
N/A
Bulldog Purchaser Inc. 2018 2nd Lien Term Loan
12021UAE3
1959000.00000000
PA
USD
1449660.00000000
0.670828316714
Long
LON
CORP
US
N
2
2026-09-04
Floating
8.82000000
N
N
N
N
N
N
Ditech Holding Corporation
Z4TM9IUZR644E7BFXU45
Ditech Holding Corporation 2013 Term Loan
93317CAL0
214779.98000000
PA
USD
86628.28000000
0.040087126120
Long
LON
CORP
US
N
2
2022-06-30
Floating
11.75000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AT4
450000.00000000
PA
USD
457402.50000000
0.211662423696
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
5.38000000
N
N
N
N
N
N
ADIENT US LLC
213800SOTRCDGZUHL712
Adient US LLC
00688JAB3
300000.00000000
PA
USD
314250.00000000
0.145418786837
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
9.00000000
N
N
N
N
N
N
Cleveland-Cliffs Inc
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
185899AB7
2200000.00000000
PA
USD
1897940.00000000
0.878269315166
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
4.88000000
N
N
N
N
N
N
Prestige Brands Inc
549300JBVP4J6D42I235
Prestige Brands Inc
74112BAK1
550000.00000000
PA
USD
567985.00000000
0.262834334581
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
6.38000000
N
N
N
N
N
N
SIX FLAGS THEME PARKS
5493003MX0ZXTM8EVY68
Six Flags Theme Parks Inc
83001WAC8
400000.00000000
PA
USD
415920.00000000
0.192466449710
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
7.00000000
N
N
N
N
N
N
ACRISURE LLC / FIN INC
N/A
Acrisure LLC / Acrisure Finance Inc
00489LAA1
3530000.00000000
PA
USD
3146112.50000000
1.455859548148
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
7.00000000
N
N
N
N
N
N
VENATOR FIN SARL/VENATOR
N/A
Venator Finance Sarl / Venator Materials LLC
9226APAA3
2625000.00000000
PA
USD
1827656.25000000
0.845745599464
Long
DBT
CORP
XX
N
2
2025-07-15
Fixed
5.75000000
N
N
N
N
N
N
Acrisure, LLC
549300R0Z1Q47XRTGO22
Acrisure, LLC 2020 Term Loan B
00488PAL9
1945225.00000000
PA
USD
1806228.95000000
0.835830143708
Long
LON
CORP
US
N
2
2027-02-15
Floating
5.21000000
N
N
N
N
N
N
Gartner Inc
PP55B5R38BFB8O8HH686
Gartner Inc
366651AB3
1190000.00000000
PA
USD
1233375.50000000
0.570742940097
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.13000000
N
N
N
N
N
N
ALLEGHENY TECHNOLOGIES
ZW1LRE7C3H17O2ZN9B45
Allegheny Technologies Inc
01741RAH5
725000.00000000
PA
USD
603562.50000000
0.279297777345
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.88000000
N
N
N
N
N
Flex Acquisition Co Inc
549300HHED2KGPBEDW39
Flex Acquisition Co Inc
33936YAA3
2500000.00000000
PA
USD
2436750.00000000
1.127602955695
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
6.88000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AH0
1315000.00000000
PA
USD
1374306.50000000
0.635958580663
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.25000000
N
N
N
N
N
N
Anchorage Credit Opportunities CLO, LLC
549300QYWD7GXVL7MN11
Anchorage Credit Opportunities Clo 1 Ltd
03330GAA7
1500000.00000000
PA
USD
1163902.50000000
0.538594397924
Long
ABS-CBDO
CORP
KY
N
2
2032-01-20
Floating
9.29000000
N
N
N
N
N
N
TricorBraun Holdings, Inc.
549300R079EQZCNNVM25
TricorBraun Holdings, Inc. 2016 1st Lien Term Loan
89612HAC9
479994.65000000
PA
USD
436135.14000000
0.201820979971
Long
LON
CORP
US
N
2
2023-11-30
Floating
5.20000000
N
N
N
N
N
N
PriSo Acquisition Corp
N/A
PriSo Acquisition Corp
74273XAA0
3540000.00000000
PA
USD
2771076.60000000
1.282312163586
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
9.00000000
N
N
N
N
N
N
ACProducts, Inc.
N/A
ACProducts, Inc. 2020 Term Loan B
00489DAH4
505102.04000000
PA
USD
454591.84000000
0.210361794365
Long
LON
CORP
US
N
2
2025-08-18
Floating
8.19000000
N
N
N
N
N
N
Southern Graphics, Inc.
5493008I5XFLJGVXP632
Southern Graphics, Inc. 2nd Lien Term Loan
84302UAL6
850000.00000000
PA
USD
77915.25000000
0.036055182597
Long
LON
CORP
US
N
2
2023-12-31
Floating
8.95000000
N
N
N
N
N
N
EAGLE INT GLO/RUYI US FI
N/A
Eagle Intermediate Global Holding BV/Ruyi US Finance LLC
26963PAA2
2500000.00000000
PA
USD
1400000.00000000
0.647848215029
Long
DBT
CORP
XX
N
2
2025-05-01
Fixed
7.50000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AF4
1600000.00000000
PA
USD
1714848.00000000
0.793543725605
Long
DBT
CORP
CA
N
2
2029-05-30
Fixed
7.25000000
N
N
N
N
N
N
SPEEDWAY MOT/SPEEDWAY FD
N/A
Speedway Motorsports LLC / Speedway Funding II Inc
84779MAA2
2835000.00000000
PA
USD
2370768.75000000
1.097070216382
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
4.88000000
N
N
N
N
N
N
NATIONAL CINEMEDIA LLC
7LJEQIVQVLNGS4X6T547
National CineMedia LLC
63530QAJ8
375000.00000000
PA
USD
268912.50000000
0.124438916517
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
5.88000000
N
N
N
N
N
N
WeWork Cos Inc
549300D8U9TF7WBED521
WeWork Cos Inc
96208LAA9
2864000.00000000
PA
USD
1177820.00000000
0.545034703304
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.88000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
3021.52000000
0.001398204527
N/A
DFE
GB
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
70405.01000000
USD
58178.78000000
GBP
2020-10-13
3021.52000000
N
N
N
Advisor Group, Inc.
N/A
Advisor Group, Inc. 2019 Term Loan B
00775KAB4
1496250.00000000
PA
USD
1237077.06000000
0.572455832268
Long
LON
CORP
US
N
2
2026-07-31
Floating
5.40000000
N
N
N
N
N
N
SIX FLAGS ENTERTAINMENT
549300JYTDUAA4JQ3717
Six Flags Entertainment Corp
83001AAC6
600000.00000000
PA
USD
522210.00000000
0.241652011693
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
Polar US Borrower, LLC
549300VWTN2NKZWJ5F70
Polar US Borrower, LLC 2018 1st Lien Term Loan
80643UAB4
2468750.00000000
PA
USD
2153984.38000000
0.996753525560
Long
LON
CORP
US
N
2
2025-10-15
Floating
5.74000000
N
N
N
N
N
N
NUFARM AUSTRALIA/AMERICA
N/A
Nufarm Australia Ltd / Nufarm Americas Inc
67052NAA3
1000000.00000000
PA
USD
947100.00000000
0.438269317467
Long
DBT
CORP
AU
N
2
2026-04-30
Fixed
5.75000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-517.76000000
-0.00023959277
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
20454.89000000
GBP
25298.04000000
USD
2020-10-13
-517.76000000
N
N
N
Owens & Minor Inc
549300LMT5KQQXCEZ733
Owens & Minor Inc
690732AE2
2619000.00000000
PA
USD
2140508.70000000
0.990517671821
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
4.38000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
1366.40000000
0.000632299857
N/A
DFE
XX
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
71186.30000000
USD
66009.87000000
EUR
2020-10-13
1366.40000000
N
N
N
PIONEER ENERGY SERVICES
529900NHYED469G7XK29
Pioneer Energy Services Corp
723664AB4
2580000.00000000
PA
USD
35475.00000000
0.016416011020
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
6.13000000
Y
N
N
N
N
N
Independence Contract Drilling Inc
N/A
Independence Contract Drilling Inc
453415606
10716.15000000
NS
USD
83478.81000000
0.038629712893
Long
EC
CORP
US
N
1
N
N
N
LAREDO PETROLEUM INC
549300X0PTWU2QSLSL14
Laredo Petroleum Inc
516806AG1
1200000.00000000
PA
USD
496356.00000000
0.229688106156
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
10.13000000
N
N
N
N
N
N
Anixter Inc
5493000SM561KPBZQ714
Anixter Inc
035287AG6
2050000.00000000
PA
USD
2085465.00000000
0.965046269826
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
5.50000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBC1
898000.00000000
PA
USD
951520.80000000
0.440315037031
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.50000000
N
N
N
N
N
N
GO DADDY OPCO/FINCO
N/A
Go Daddy Operating Co LLC / GD Finance Co Inc
38016LAA3
1593000.00000000
PA
USD
1644214.95000000
0.760858371773
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.25000000
N
N
N
N
N
N
PES Holdings, LLC
N/A
PES Holdings, LLC 2018 Term Loan C
71571EAD1
2578985.16000000
PA
USD
606061.51000000
0.280454191036
Long
LON
CORP
US
N
3
2022-12-31
Floating
6.99000000
N
N
Y
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
633.55000000
0.000293174454
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
53672.47000000
EUR
59625.98000000
USD
2020-10-13
633.55000000
N
N
N
USS Ultimate Holdings, Inc.
N/A
USS Ultimate Holdings Inc 2nd Lien Term Loan
90352HAD9
1000000.00000000
PA
USD
765000.00000000
0.354002774641
Long
LON
CORP
US
N
2
2025-08-25
Floating
9.67000000
N
N
N
N
N
N
Sabra Health Care LP
549300OVKLRFSIQG0H81
Sabra Health Care LP
14162VAB2
253000.00000000
PA
USD
245650.25000000
0.113674339988
Long
DBT
US
N
2
2026-08-15
Fixed
5.13000000
N
N
N
N
N
N
MIDCONTINENT COMM & FIN
N/A
Midcontinent Communications / Midcontinent Finance Corp
59565XAC4
1555000.00000000
PA
USD
1582834.50000000
0.732454646794
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.38000000
N
N
N
N
N
N
Maravai Intermediate Holdings, LLC
N/A
Maravai Intermediate Holdings, LLC 2018 Term Loan
56589PAB1
1488664.98000000
PA
USD
1444005.03000000
0.668211486556
Long
LON
CORP
US
N
2
2025-08-01
Floating
5.75000000
N
N
N
N
N
N
CINEMARK USA INC
54930008H2137JSCPQ09
Cinemark USA Inc
172441BC0
1265000.00000000
PA
USD
1290300.00000000
0.597084679894
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
8.75000000
N
N
N
N
N
N
NEG Litigation Trust Interest
N/A
NEG LITIGATION TRUST INTEREST LITIGATION TRUST INTEREST
000000000
45.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
HARSCO CORP
KAO98FK89NPNNPQGUZ43
Harsco Corp
415864AM9
690000.00000000
PA
USD
654810.00000000
0.303012492631
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.75000000
N
N
N
N
N
N
SS&C Technologies Inc
549300KY09TR3J12JU49
SS&C Technologies Inc
78466CAC0
1500000.00000000
PA
USD
1544550.00000000
0.714738543231
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
678.87000000
0.000314146226
N/A
DFE
XX
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
75506.97000000
USD
69315.37000000
EUR
2020-10-13
678.87000000
N
N
N
IG Investment Holdings, LLC
549300E2BEZMEPIYGU19
IG Investment Holdings, LLC 2018 1st Lien Term Loan
44958AAJ6
1237405.56000000
PA
USD
1042514.18000000
0.482422107611
Long
LON
CORP
US
N
2
2025-05-23
Floating
5.45000000
N
N
N
N
N
N
RADIOLOGY PARTNERS INC
549300SFTAG2177WUZ08
Radiology Partners Inc
75041VAA2
2750000.00000000
PA
USD
2636562.50000000
1.220065935313
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
9.25000000
N
N
N
N
N
N
QTS LP/FINANCE
N/A
Qualitytech LP / QTS Finance Corp
74759BAD5
1676000.00000000
PA
USD
1698709.80000000
0.786075794131
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.75000000
N
N
N
N
N
N
GRANITE US HOLDINGS CORP
N/A
Granite US Holdings Corp
38748YAA0
150000.00000000
PA
USD
128565.00000000
0.059493289832
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
11.00000000
N
N
N
N
N
N
PES 5 PIK CNVRT 8 28 25 5.00
N/A
PES 5 PIK CNVRT 8 28 25 5.00
000000000
1292000.00000000
PA
USD
927914.40000000
0.429391205528
Long
ABS-MBS
CORP
US
N
3
2025-08-28
Fixed
5.00000000
N
N
N
N
N
N
PMHC II, Inc.
549300GYZ1T3S8OPH343
PMHC II, Inc. 2018 1st Lien Term Loan
69346EAB3
2484183.51000000
PA
USD
2027714.79000000
0.938322433779
Long
LON
CORP
US
N
2
2025-03-31
Floating
4.50000000
N
N
N
N
N
N
Vida Capital INC.
2549001PDYPC4244EX25
Vida Capital INC. 2019 Term Loan
92648EAB0
1486875.00000000
PA
USD
1375359.38000000
0.636445799541
Long
LON
CORP
US
N
3
2026-10-01
Floating
6.76000000
N
N
N
N
N
N
KAISER ALUMINUM CORP
N/A
Kaiser Aluminum Corp
483007AJ9
900000.00000000
PA
USD
842085.00000000
0.389673760109
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.63000000
N
N
N
N
N
N
Altice Financing SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAE3
2300000.00000000
PA
USD
2408445.00000000
1.114504853033
Long
DBT
CORP
LU
N
2
2026-05-15
Fixed
7.50000000
N
N
N
N
N
N
SHELF DRILL HOLD LTD
54930078ZJ3XP4MRYB68
Shelf Drilling Holdings Ltd
822538AE4
3750000.00000000
PA
USD
1181250.00000000
0.546621931431
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
8.25000000
N
N
N
N
N
N
TRC Companies, Inc.
549300NDNIISP8W25590
TRC Companies, Inc. 2019 Term Loan
87290DAD9
1094633.29000000
PA
USD
996116.29000000
0.460951543170
Long
LON
CORP
US
N
3
2024-06-21
Floating
6.45000000
N
N
N
N
N
N
Ascend Performance Materials Operations LLC
549300NIMFUIRMMAGQ29
Ascend Performance Materials Operations LLC 2019 Term Loan B
04350TAB0
2238750.00000000
PA
USD
2059650.00000000
0.953100411490
Long
LON
CORP
US
N
3
2026-08-27
Floating
6.70000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-380.62000000
-0.00017613141
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
68089.67000000
EUR
74458.03000000
USD
2020-10-13
-380.62000000
N
N
N
TopBuild Corp
5493007YSKHOL4RWII46
TopBuild Corp
89055FAA1
1591000.00000000
PA
USD
1570476.10000000
0.726735812951
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
5.63000000
N
N
N
N
N
N
Project Investor Holdings, LLC
N/A
Project Investor Holdings, LLC Warrants
000000000
22499.00000000
NS
USD
0.00000000
0.000000
N/A
DE
US
N
3
N/A
N/A
Call
Purchased
Preferred Proppants LLC
Preferred Proppants LLC
1.00000000
1.00000000
USD
2022-02-20
XXXX
-11699.48000000
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
67054KAA7
650000.00000000
PA
USD
682272.50000000
0.315720729492
Long
DBT
CORP
FR
N
2
2026-05-01
Fixed
7.38000000
N
N
N
N
N
N
TEMPO ACQUISITION LLC/FI
N/A
Tempo Acquisition LLC / Tempo Acquisition Finance Corp
88023JAA4
2730000.00000000
PA
USD
2665162.50000000
1.233300548849
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
6.75000000
N
N
N
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix Inc
29444UAR7
420000.00000000
PA
USD
450597.00000000
0.208513187248
Long
DBT
US
N
2
2027-05-15
Fixed
5.38000000
N
N
N
N
N
N
SOLERA LLC / SOLERA FINA
N/A
Solera LLC / Solera Finance Inc
83422AAA1
3975000.00000000
PA
USD
3975795.00000000
1.839794067195
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
10.50000000
N
N
N
N
N
N
BCP Renaissance Parent LLC
549300GVXMQFQZDSJR97
BCP Renaissance Parent LLC 2017 Term Loan B
05549PAB7
2073075.00000000
PA
USD
1629955.22000000
0.754259699896
Long
LON
CORP
US
N
2
2024-10-31
Floating
4.95000000
N
N
N
N
N
N
Bulldog Purchaser Inc.
N/A
Bulldog Purchaser Inc. 2018 Term Loan
12021UAC7
1865894.56000000
PA
USD
1538196.83000000
0.711798621914
Long
LON
CORP
US
N
2
2025-09-05
Floating
4.82000000
N
N
N
N
N
N
JAMES HARDIE INTL FIN
635400G32A4Q1LVQ8M88
James Hardie International Finance DAC
47032FAB5
1970000.00000000
PA
USD
1880562.00000000
0.870227667823
Long
DBT
CORP
IE
N
2
2028-01-15
Fixed
5.00000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AR0
500000.00000000
PA
USD
424825.00000000
0.196587227107
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
COMPASS GROUP DIVERSIFIE
549300I6PTUQPX21TE93
Compass Group Diversified Holdings LLC
20451RAA0
3700000.00000000
PA
USD
3892770.00000000
1.801374354301
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
8.00000000
N
N
N
N
N
N
PANTHER BF AGGREGATOR 2
N/A
Panther BF Aggregator 2 LP / Panther Finance Co Inc
69867DAC2
3430000.00000000
PA
USD
2922874.50000000
1.352556448272
Long
DBT
CORP
XX
N
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
N
State Street Global Advisors
5493008BJIBKQ5KTIF74
State Street Navigator Securities Lending Government Money Market Portfolio
857492706
3116922.50000000
NS
USD
3116922.50000000
1.442351912865
Long
STIV
RF
US
N
N/A
N
N
Metro-Goldwyn-Mayer Inc.
8JA4NT75BITP5LG6P072
Metro-Goldwyn-Mayer Inc. 2018 2nd Lien Term Loan
591611AH1
2158450.70000000
PA
USD
1985774.64000000
0.918914682839
Long
LON
CORP
US
N
3
2026-07-03
Floating
5.50000000
N
N
N
N
N
N
Golden Nugget, LLC
N/A
Golden Nugget, LLC 2020 Incremental Term Loan
51509HAB7
300000.00000000
PA
USD
310999.50000000
0.143914622107
Long
LON
CORP
US
N
2
2023-10-04
Floating
13.00000000
N
N
N
N
N
N
Sprint Holdings LLC
N/A
SPRINT HOLDINGS LLC CLASS I SH CLASS I SHARES
000000000
191.64000000
NS
USD
1.92000000
0.000000888477
Long
EC
CORP
US
N
3
N
N
N
GATEWAY CASINOS & ENTERT
549300AK9XBIDV7T6V58
Gateway Casinos & Entertainment Ltd
36760BAE9
3405000.00000000
PA
USD
2885056.50000000
1.335056216989
Long
DBT
CORP
CA
N
2
2024-03-01
Fixed
8.25000000
N
N
N
N
N
N
Almonde, Inc.
549300ZB2RO6QC7YTK71
Almonde, Inc. USD 2nd Lien Term Loan
02034DAF4
2979090.91000000
PA
USD
2562018.18000000
1.185570646276
Long
LON
CORP
US
N
2
2025-06-13
Floating
8.25000000
N
N
N
N
N
N
SUMMIT MATERIALS LLC/FIN
N/A
Summit Materials LLC / Summit Materials Finance Corp
86614RAG2
595000.00000000
PA
USD
597439.50000000
0.276464366902
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
6.13000000
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20337YAA5
1950000.00000000
PA
USD
1747492.50000000
0.808649926359
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.00000000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436AT1
733000.00000000
PA
USD
618725.30000000
0.286314343713
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
Core & Main LP
549300ZSLF8Q660SCD17
Core & Main LP
14987KAA1
675000.00000000
PA
USD
652218.75000000
0.301813394997
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
6.13000000
N
N
N
N
N
N
Strategic Materials, Inc.
N/A
Strategic Materials, Inc. 2nd Lien Term Loan
86274EAE7
800000.00000000
PA
USD
160000.00000000
0.074039796003
Long
LON
CORP
US
N
3
2025-10-31
Floating
9.51000000
N
N
N
N
N
N
Infor US Inc
CIOT8TLNSHRE7MIBDR09
Infor US Inc
000000000
1800000.00000000
PA
1968957.01000000
0.911132345999
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
5.75000000
N
N
N
N
N
N
Sensata Technologies BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAJ2
1800000.00000000
PA
USD
1799640.00000000
0.832781115497
Long
DBT
CORP
NL
N
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
Cinemark USA Inc
54930008H2137JSCPQ09
Cinemark USA Inc
172441AZ0
1000000.00000000
PA
USD
846250.00000000
0.391601108549
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
4.88000000
N
N
N
N
N
N
Hyland Software, Inc.
N/A
Hyland Software, Inc. 2017 2nd Lien Term Loan
44908XAS7
1000000.00000000
PA
USD
940835.00000000
0.435370196705
Long
LON
CORP
US
N
2
2025-07-07
Floating
7.75000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1680.07000000
0.000777450250
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
65581.53000000
EUR
73761.97000000
USD
2020-10-13
1680.07000000
N
N
N
Newmark Group Inc
N/A
Newmark Group Inc
65158NAB8
1100000.00000000
PA
USD
1015657.17000000
0.469994060476
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
6.13000000
N
N
N
N
N
N
WireCo WorldGroup, Inc.
5493008NQ1Q5T2GZOJ37
WireCo WorldGroup, Inc. 2016 2nd Lien Term Loan
97654QAG2
2475000.00000000
PA
USD
1794375.00000000
0.830344743460
Long
LON
CORP
US
N
3
2024-09-30
Floating
10.07000000
N
N
N
N
N
N
Sprint Holdings LLC
N/A
SPRINT HOLDINGS LLC CLASS H CLASS H
000000000
78.47000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-6373.59000000
-0.00294937064
N/A
DFE
XX
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
142693.11000000
USD
124026.17000000
EUR
2020-10-13
-6373.59000000
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp
65342RAB6
450000.00000000
PA
USD
421875.00000000
0.195222118368
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
8.00000000
N
N
N
N
N
N
VAIL RESORTS INC
529900PSZHRNU9HKH870
Vail Resorts Inc
91879QAL3
920000.00000000
PA
USD
953350.00000000
0.441161496999
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.25000000
N
N
N
N
N
N
CPI International Inc.
5493003UP57IOOYDIV65
CPI International Inc. 2017 2nd Lien Add-On Term Loan
12632BAK2
1000000.00000000
PA
USD
885000.00000000
0.409532621643
Long
LON
CORP
US
N
3
2025-07-28
Floating
8.25000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
64072TAA3
840000.00000000
PA
USD
911946.00000000
0.422001848788
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
10.88000000
N
N
N
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAA1
2000000.00000000
PA
USD
2088500.00000000
0.966450712206
Long
DBT
CORP
IE
N
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
TALOS PRODUCTION LLC/FIN
N/A
Talos Production LLC / Talos Production Finance Inc
87484JAF7
2717756.00000000
PA
USD
1622636.22000000
0.750872841978
Long
DBT
CORP
US
N
2
2022-04-03
Fixed
11.00000000
N
N
N
N
N
N
Lithia Motors Inc
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AC7
1403000.00000000
PA
USD
1367644.40000000
0.632875702382
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
5.25000000
N
N
N
N
N
N
TVC Albany, Inc.
213800NZ3NYANI524X07
TVC Albany, Inc. 2018 2nd Lien Term Loan
33941LAE6
1125000.00000000
PA
USD
984375.00000000
0.455518276192
Long
LON
CORP
US
N
3
2026-07-23
Floating
7.90000000
N
N
N
N
N
N
Dynacast International LLC
X7KHAIMGSSPZ1XIJIL51
Dynacast International LLC 2nd Lien Term Loan
26779LAB3
2045000.00000000
PA
USD
1092367.43000000
0.505491635487
Long
LON
CORP
US
N
2
2023-01-30
Floating
9.95000000
N
N
N
N
N
N
Churchill Downs Inc
529900FODTBQC8MIS994
Churchill Downs Inc
171484AE8
2500000.00000000
PA
USD
2339125.00000000
1.082427111415
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
AMC ENTERTAINMENT HOLDIN
549300ZO77UNR6NRBR11
AMC Entertainment Holdings Inc
00165CAB0
1490000.00000000
PA
USD
342700.00000000
0.158583988064
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
5.88000000
N
N
N
N
N
N
Airxcel, Inc.
549300A4MOMQ8PMPXC81
Airxcel, Inc. 2018 2nd Lien Term Loan
00956TAB6
2000000.00000000
PA
USD
1420000.00000000
0.657103189530
Long
LON
CORP
US
N
2
2026-04-27
Floating
9.15000000
N
N
N
N
N
N
WILLIAMS SCOTSMAN INTL
549300V3TCHCBOBTGH07
Williams Scotsman International Inc
96950GAA0
1665000.00000000
PA
USD
1699632.00000000
0.786502541005
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
7.88000000
N
N
N
N
N
N
Winebow Group, Inc. (The)
N/A
Winebow Group, Inc. (The) 2nd Lien Term Loan
97382TAD2
2000000.00000000
PA
USD
1250000.00000000
0.578435906276
Long
LON
CORP
US
N
2
2022-01-02
Floating
8.50000000
N
N
N
N
N
N
MW Industries, Inc.
549300CPM0Q4FQM7PL18
MW Industries, Inc. 2nd Lien Term Loan
42329DAE7
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2025-09-29
Floating
9.45000000
N
N
N
N
N
N
William Morris Endeavor Entertainment, LLC
5493008R7J9HEQ30DZ33
William Morris Endeavor Entertainment, LLC 2018 1st Lien Term Loan
96925HAF9
2418904.90000000
PA
USD
1828692.10000000
0.846224937731
Long
LON
CORP
US
N
2
2025-05-18
Floating
3.73000000
N
N
N
N
N
N
SURGERY CENTER HOLDINGS
54930054EVI5HWPPW113
Surgery Center Holdings Inc
86881WAD4
775000.00000000
PA
USD
722377.50000000
0.334279267109
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
10.00000000
N
N
N
N
N
N
Ziggo BV
213800TQASLF9JXH5J59
Ziggo BV
98954NAA7
2922000.00000000
PA
USD
2985845.70000000
1.381696290785
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
5.50000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BH9
1250000.00000000
PA
USD
1143687.50000000
0.529239932447
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
7.50000000
N
N
N
N
N
N
Proppants Holdings LLC
N/A
PROPPANTS HOLDINGS, LLC LLC UNITS
000000000
89998.00000000
NS
USD
250194.44000000
0.115777158117
Long
EC
CORP
US
N
3
N
N
N
Jacobs Entertainment Inc
5493004U9JIWY3HSUO63
Jacobs Entertainment Inc
469815AH7
2200000.00000000
PA
USD
1682560.00000000
0.778602494771
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
7.88000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAS4
200000.00000000
PA
USD
204375.01000000
0.094574275303
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.25000000
N
N
N
N
N
N
UCI International Holdings, Inc.
N/A
UCI INTERNATIONAL HOLDINGS, IN COMMON STOCK
000000000
109693.00000000
NS
USD
2413246.00000000
1.116726509662
Long
EC
CORP
US
N
3
N
N
N
Boyd Gaming Corp
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BQ3
825000.00000000
PA
USD
752482.50000000
0.348210317475
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.00000000
N
N
N
N
N
N
Taseko Mines Ltd
549300XKUO1JSLU7KX54
Taseko Mines Ltd
876511AC0
3925000.00000000
PA
USD
2068671.25000000
0.957274983425
Long
DBT
CORP
CA
N
2
2022-06-15
Fixed
8.75000000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
443201AA6
600000.00000000
PA
USD
612490.09000000
0.283429008235
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.88000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BG8
445000.00000000
PA
USD
448048.25000000
0.207333756435
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.88000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZX9
1000000.00000000
PA
USD
1027424.85000000
0.475439539392
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
AMC ENTERTAINMENT HLDGS
549300ZO77UNR6NRBR11
AMC Entertainment Holdings Inc
00165CAD6
2995000.00000000
PA
USD
726287.50000000
0.336088614623
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
6.13000000
N
N
N
N
N
N
PRESIDIO HOLDING INC
N/A
Presidio Holdings Inc
74101XAE0
235000.00000000
PA
USD
232579.50000000
0.107625867091
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.88000000
N
N
N
N
N
N
Boyne USA Inc
N/A
Boyne USA Inc
103557AA2
1950000.00000000
PA
USD
1964235.00000000
0.908947241892
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.25000000
N
N
N
N
N
N
Golden Nugget Inc
91D14OD6M4H1RVBN7R43
Golden Nugget Inc
38113YAE9
3250000.00000000
PA
USD
2555312.50000000
1.182467601405
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
6.75000000
N
N
N
N
N
N
PRESIDIO HOLDING INC
N/A
Presidio Holdings Inc
74101XAF7
1700000.00000000
PA
USD
1688185.00000000
0.781205456350
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
8.25000000
N
N
N
N
N
N
Serta Simmons Bedding, LLC
549300M4F4V4WFPNI116
Serta Simmons Bedding, LLC 2nd Lien Term Loan
81753HAD3
2750000.00000000
PA
USD
673750.00000000
0.311776953483
Long
LON
CORP
US
N
2
2024-11-08
Floating
9.02000000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAL4
1000000.00000000
PA
USD
1007120.00000000
0.466043495943
Long
DBT
CORP
XX
N
2
2025-02-15
Fixed
6.00000000
N
N
N
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAJ4
1250000.00000000
PA
USD
1269562.50000000
0.587488428209
Long
DBT
US
N
2
2027-02-01
Fixed
5.75000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
75229.96000000
0.034812568073
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
3072989.18000000
EUR
3452810.64000000
USD
2020-10-13
75229.96000000
N
N
N
NFP Corp
VO2L9FZNXDJNQNEYH039
NFP Corp
65342RAA8
3910000.00000000
PA
USD
3758487.50000000
1.739235298633
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.88000000
N
N
N
N
N
N
White Forest Resource Inc
N/A
White Forest Resource Inc
000000000
10.00000000
NS
USD
0.10000000
0.000000046274
Long
EC
CORP
US
N
3
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AN9
400000.00000000
PA
USD
354840.00000000
0.164201757586
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.63000000
N
N
N
N
N
N
EXC Holdings III Corp.
5493001KJFQIB7D17Q74
EXC Holdings III Corp. USD 2017 2nd Lien Term Loan
26929CAF3
1200000.00000000
PA
USD
1012686.00000000
0.468619155346
Long
LON
CORP
US
N
2
2025-12-01
Floating
8.94000000
N
N
N
N
N
N
MERLIN ENTERTAINMENTS
549300ZTI0VEFO6WV007
Merlin Entertainments Ltd
59010QAB2
1300000.00000000
PA
USD
1237730.00000000
0.572757979420
Long
DBT
CORP
GB
N
2
2026-06-15
Fixed
5.75000000
N
N
N
N
N
N
W & T OFFSHORE INC
549300Q7EOY2YIO3YK85
W&T Offshore Inc
92922PAL0
2500000.00000000
PA
USD
840625.00000000
0.388998146970
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
9.75000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-2515.55000000
-0.00116406755
N/A
DFE
XX
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
140305.25000000
USD
125363.77000000
EUR
2020-10-13
-2515.55000000
N
N
N
Tronox Inc
549300EPZ4YXC7E5P181
Tronox Inc
897051AA6
1250000.00000000
PA
USD
1139125.00000000
0.527128641389
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
6.50000000
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20338HAB9
1750000.00000000
PA
USD
1511650.00000000
0.699514110178
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
TELENET FINANCE LUX NOTE
2138007RI9GLJPCC3E25
Telenet Finance Luxembourg Notes Sarl
000000000
1600000.00000000
PA
USD
1656000.00000000
0.766311888635
Long
DBT
CORP
LU
N
2
2028-03-01
Fixed
5.50000000
N
N
N
N
N
N
Hornblower Sub, LLC
N/A
Hornblower Sub, LLC 2018 Term Loan B
44055EAB7
1547299.20000000
PA
USD
1057323.70000000
0.489275194109
Long
LON
CORP
US
N
2
2025-04-28
Floating
5.95000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AQ0
525000.00000000
PA
USD
548277.19000000
0.253714570630
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
BMC East LLC
N/A
BMC East LLC
055604AA0
2225000.00000000
PA
USD
2129992.50000000
0.985651313679
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.50000000
N
N
N
N
N
N
Sequa Mezzanine Holdings L.L.C.
N/A
Sequa Mezzanine Holdings L.L.C. 1st Lien Term Loan
81733HAB2
1896719.82000000
PA
USD
1594031.79000000
0.737636178465
Long
LON
CORP
US
N
2
2021-11-28
Floating
6.74000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AS6
750000.00000000
PA
USD
774975.00000000
0.358618693173
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.38000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAU9
550000.00000000
PA
USD
561040.74000000
0.259620887119
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
Jason Incorporated
5493001K2LAUEUOFK975
Jason Incorporated 1st Lien Term Loan
47117FAG2
1759374.95000000
PA
USD
870890.60000000
0.403003514782
Long
LON
CORP
US
N
2
2021-06-30
Floating
5.50000000
N
N
N
N
N
N
ENDO DAC/FIN LLC/FINCO
N/A
Endo Dac / Endo Finance LLC / Endo Finco Inc
29273EAC2
410000.00000000
PA
USD
309898.50000000
0.143405135761
Long
DBT
CORP
XX
N
2
2023-07-15
Fixed
6.00000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAF1
625000.00000000
PA
USD
653906.25000000
0.302594283470
Long
DBT
CORP
CA
N
2
2026-12-15
Fixed
5.13000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAL0
750000.00000000
PA
USD
831030.00000000
0.384558072954
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.88000000
N
N
N
N
N
N
KORN/FERRY INTERNATIONAL
549300FOD20OM0GT5G40
Korn Ferry
50067PAA7
925000.00000000
PA
USD
873662.50000000
0.404286207973
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.63000000
N
N
N
N
N
N
SIX FLAGS ENTERTAINMENT
549300JYTDUAA4JQ3717
Six Flags Entertainment Corp
83001AAB8
2150000.00000000
PA
USD
1903610.00000000
0.880893100437
Long
DBT
CORP
US
N
2
2024-07-31
Fixed
4.88000000
N
N
N
N
N
N
Boing US Holdco Inc.
549300KRQP1DPPSQS384
Boing US Holdco Inc. 2017 2nd Lien Term Loan
09738NAE9
1500000.00000000
PA
USD
1147500.00000000
0.531004161961
Long
LON
CORP
GB
N
2
2025-10-03
Floating
8.50000000
N
N
N
N
N
N
WEX Inc
T9M5IGROL1TL1G5OV478
WEX Inc
96208TAA2
550000.00000000
PA
USD
534765.00000000
0.247461821935
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
4.75000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAT3
800000.00000000
PA
USD
908400.00000000
0.420360941809
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.88000000
N
N
N
N
N
N
Huntsman Corp
5299000V56320A7RIQ67
Huntsman Corp
447011107
4893.00000000
NS
USD
82251.33000000
0.038061698088
Long
EC
CORP
US
N
1
N
N
N
LTR GROUP HOLDINGS LLC
N/A
LTR GROUP HOLDINGS LLC LLC UNITS
000000000
2100.00000000
NS
USD
7917.00000000
0.003663581655
Long
EC
CORP
US
N
3
N
N
N
Delphi Technologies PLC
549300SEU65CJHRH6V04
Delphi Technologies PLC
24718PAA5
1000000.00000000
PA
USD
941250.00000000
0.435562237426
Long
DBT
CORP
JE
N
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-1426.70000000
-0.00066020360
N/A
DFE
XX
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
89359.77000000
USD
80003.23000000
EUR
2020-10-13
-1426.70000000
N
N
N
Reichhold Industries Inc
N/A
Reichhold Industries Inc
759219AB4
271655.00000000
PA
USD
3667.34000000
0.001697056909
Long
DBT
CORP
US
N
3
2018-05-01
None
0.00000000
Y
N
Y
N
N
N
Epicor Software Corp
JGNXVGGGXR4O1L5I7S73
Epicor Software Corp
29426LAJ7
1529000.00000000
PA
USD
1529042.22000000
0.707562337808
Long
DBT
CORP
US
N
2
2023-06-30
Floating
8.70000000
N
N
N
N
N
N
SALLY HOLDINGS/SALLY CAP
N/A
Sally Holdings LLC / Sally Capital Inc
79546VAM8
300000.00000000
PA
USD
305625.00000000
0.141427579084
Long
DBT
CORP
US
N
2
2025-04-30
Fixed
8.75000000
N
N
N
N
N
N
ACRISURE LLC / FIN INC
N/A
Acrisure LLC / Acrisure Finance Inc
00489LAD5
1000000.00000000
PA
USD
1000950.00000000
0.463188336310
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
10.13000000
N
N
N
N
N
N
HORIZON THERAPEUTICS USA
N/A
Horizon Therapeutics USA Inc
44055PAA4
1250000.00000000
PA
USD
1305812.50000000
0.604263069491
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
5.50000000
N
N
N
N
N
N
Sotera Health Holdings, LLC
549300OVT7MBXFLOFU20
Sotera Health Holdings, LLC 2019 Term Loan
83600VAD3
997500.00000000
PA
USD
962961.56000000
0.445609234134
Long
LON
CORP
US
N
2
2026-12-11
Floating
5.50000000
N
N
N
N
N
N
LBM Borrower, LLC
N/A
LBM Borrower, LLC 2018 1st Lien Term Loan
50179UAJ2
2468270.44000000
PA
USD
2280064.82000000
1.055097088420
Long
LON
CORP
US
N
2
2022-08-19
Floating
4.82000000
N
N
N
N
N
N
United Natural Foods, Inc.
549300GKGW6WPZ282D40
United Natural Foods, Inc. Term Loan B
91116KAB1
1711956.86000000
PA
USD
1557007.64000000
0.720503300258
Long
LON
CORP
US
N
2
2025-10-22
Floating
4.65000000
N
N
N
N
N
N
CARGO AIRCRAFT MANAGEMEN
549300GH5J7LOMV44F11
Cargo Aircraft Management Inc
14180LAA4
2600000.00000000
PA
USD
2444000.00000000
1.130957883951
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.75000000
N
N
N
N
N
N
Entegris Inc
IYX6OWO7BT5DKO3BYG52
Entegris Inc
29362UAB0
2625000.00000000
PA
USD
2643637.50000000
1.223339882543
Long
DBT
CORP
US
N
2
2026-02-10
Fixed
4.63000000
N
N
N
N
N
N
ANIXTER INC
5493000SM561KPBZQ714
Anixter Inc
035287AJ0
250000.00000000
PA
USD
254325.00000000
0.117688569491
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
6.00000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-753.32000000
-0.00034859786
N/A
DFE
XX
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
101457.16000000
USD
91622.33000000
EUR
2020-10-13
-753.32000000
N
N
N
Oberthur Technologies S.A.
N/A
Oberthur Technologies S.A. 2016 USD Term Loan B1
000000000
2453347.08000000
PA
USD
2125678.04000000
0.983654802815
Long
LON
CORP
FR
N
2
2024-01-10
Floating
5.20000000
N
N
N
N
N
N
Southern Graphics, Inc.
5493008I5XFLJGVXP632
Southern Graphics, Inc. 2018 Term Loan B
84302UAN2
596954.32000000
PA
USD
323635.80000000
0.149762053821
Long
LON
CORP
US
N
2
2022-12-31
Floating
4.70000000
N
N
N
N
N
N
OMNIMAX INTERNATIONAL
549300TV2USM8SJHZ613
Omnimax International Inc
29843XAC1
4900000.00000000
PA
USD
3661280.00000000
1.694252651945
Long
DBT
CORP
US
N
2
2020-08-15
Fixed
12.00000000
N
N
N
N
N
N
Alera Group Holdings, Inc.
549300BPCKH0Q3R2H875
Alera Group Holdings, Inc. 2018 Term Loan B
01449KAB8
1244792.58000000
PA
USD
1163881.06000000
0.538584476591
Long
LON
CORP
US
N
3
2025-08-01
Floating
5.07000000
N
N
N
N
N
N
ESH Hospitality Inc
54930042FMK7X7SQ2896
ESH Hospitality Inc
26907YAA2
3000000.00000000
PA
USD
2835600.00000000
1.312170284670
Long
DBT
US
N
2
2025-05-01
Fixed
5.25000000
N
N
N
N
N
N
EG GLOBAL FINANCE PLC
549300TL8Q5207VYET27
eG Global Finance PLC
28228PAB7
1425000.00000000
PA
USD
1396785.00000000
0.646360477878
Long
DBT
CORP
GB
N
2
2025-10-30
Fixed
8.50000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
1736.14000000
0.000803396571
N/A
DFE
GB
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
24680.69000000
USD
20931.11000000
GBP
2020-10-13
1736.14000000
N
N
N
Nuvei Technologies Corp.
549300LFEQ1JJA1BQB79
Nuvei Technologies Corp. USD Term Loan
000000000
1390807.73000000
PA
USD
1300405.23000000
0.601760862193
Long
LON
CORP
CA
N
3
2025-09-29
Floating
6.00000000
N
N
N
N
N
N
PES ENERGY CLASS A COMMON
N/A
PES ENERGY CLASS A COMMON
000000000
111570.00000000
NS
USD
7028.91000000
0.003252619140
Long
EC
CORP
US
N
2
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436AS3
61000.00000000
PA
USD
51602.95000000
0.023879199319
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
2108.94000000
0.000975909296
N/A
DFE
GB
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
33749.68000000
USD
28412.22000000
GBP
2020-10-13
2108.94000000
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-665.14000000
-0.00030779268
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
67533.97000000
EUR
73562.73000000
USD
2020-10-13
-665.14000000
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAA4
500000.00000000
PA
USD
514850.00000000
0.238246181077
Long
DBT
CORP
NL
N
2
2026-08-15
Fixed
5.50000000
N
N
N
N
N
N
TriMas Corp
75G1WUQ8QK4P5MZOYD78
TriMas Corp
896215AG5
3400000.00000000
PA
USD
3343730.00000000
1.547306794315
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.88000000
N
N
N
N
N
N
Zekelman Industries Inc
549300S5LMRAKDWWI425
Zekelman Industries Inc
98932KAA0
800000.00000000
PA
USD
805000.00000000
0.372512723642
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
9.88000000
N
N
N
N
N
N
Symphony Credit Opportunities Fund Ltd
549300BBEZQ877IZGG13
SCOF-2 Ltd
78410BAQ8
1500000.00000000
PA
USD
1318933.50000000
0.610334795512
Long
ABS-CBDO
CORP
KY
N
2
2028-07-15
Floating
4.28000000
N
N
N
N
N
N
COOPER-STANDARD AUTOMOTI
ITCH5B3Q4RTX2PH9UN62
Cooper-Standard Automotive Inc
216762AF1
2450000.00000000
PA
USD
1610066.50000000
0.745056220074
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
5.63000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
2220.82000000
0.001027681623
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
65164.80000000
EUR
73844.69000000
USD
2020-10-13
2220.82000000
N
N
N
GCI LLC
549300N3IE9H88Q20221
GCI LLC
36166TAA8
135000.00000000
PA
USD
140710.50000000
0.065113604472
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
6.63000000
N
N
N
N
N
N
LTI Holdings, Inc.
5493003GUY3WBOTOAP97
LTI Holdings, Inc. 2018 Add On 1st Lien Term Loan
50217UAS6
596969.70000000
PA
USD
482715.67000000
0.223376060840
Long
LON
CORP
US
N
2
2025-09-06
Floating
3.90000000
N
N
N
N
N
N
RBS GLOBAL & REXNORD LLC
N/A
RBS Global Inc / Rexnord LLC
75524DAP5
2300000.00000000
PA
USD
2256875.00000000
1.044366028782
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.88000000
N
N
N
N
N
N
CEDAR FAIR LP
549300TUVLNQQ6BVKH61
Cedar Fair LP
150190AC0
1575000.00000000
PA
USD
1361823.75000000
0.630182204016
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.25000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-675.98000000
-0.00031280888
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
29752.22000000
GBP
36873.83000000
USD
2020-10-13
-675.98000000
N
N
N
CROWN AMER/CAP CORP VI
N/A
Crown Americas LLC / Crown Americas Capital Corp VI
228187AB6
650000.00000000
PA
USD
672490.00000000
0.311193890089
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
4.75000000
N
N
N
N
N
N
Oaktree CLO Ltd
N/A
Oaktree CLO 2019-4 Ltd
67400JAA1
1000000.00000000
PA
USD
730978.00000000
0.338259137518
Long
ABS-CBDO
CORP
KY
N
2
2032-10-20
Variable
8.37000000
N
N
N
N
N
N
Sally Holdings, LLC
3GM3SMNQ8UJOJU9DFN26
Sally Holdings, LLC Term Loan B2
79546KAF7
1000000.00000000
PA
USD
940000.00000000
0.434983801519
Long
LON
CORP
US
N
3
2024-07-05
Fixed
4.50000000
N
N
N
N
N
N
WILLIAMS SCOTSMAN INTL
549300V3TCHCBOBTGH07
Williams Scotsman International Inc
96950GAB8
1753000.00000000
PA
USD
1761414.40000000
0.815092267834
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
6.88000000
N
N
N
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
CommScope Inc
20338QAD5
250000.00000000
PA
USD
251800.00000000
0.116520128960
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.00000000
N
N
N
N
N
N
GTCR AP Finance Inc
N/A
GTCR AP Finance Inc
40060QAA3
1200000.00000000
PA
USD
1130520.00000000
0.523146688611
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
8.00000000
N
N
N
N
N
N
KAR Auction Services Inc
5493004HKD20LBSG7D03
KAR Auction Services Inc
48238TAA7
1950000.00000000
PA
USD
1670955.00000000
0.773232295817
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.13000000
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc
78573NAC6
300000.00000000
PA
USD
317880.00000000
0.147098564709
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
9.25000000
N
N
N
N
N
N
Sprint Holdings LLC
N/A
SPRINT HOLDINGS LLC CLASS G CLASS G
000000000
865.38000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
AG ISSUER LLC
N/A
AG Issuer LLC
00119LAA9
1190000.00000000
PA
USD
1058409.80000000
0.489777785500
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.25000000
N
N
N
N
N
N
ATOTECH ALPHA 3 BV
N/A
Atotech Alpha 3 BV / Alpha US Bidco Inc
02079UAA3
2100000.00000000
PA
USD
2005080.00000000
0.927848213565
Long
DBT
CORP
NL
N
2
2025-02-01
Fixed
6.25000000
N
N
N
N
N
N
Western Dental Services Inc.
N/A
Western Dental Services Inc. Term Loan
74049LAL5
1140403.22000000
PA
USD
921822.13000000
0.426572015353
Long
LON
CORP
US
N
2
2023-06-30
Floating
6.70000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BE6
1940000.00000000
PA
USD
1907893.00000000
0.882875053226
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
CEDAR FAIR/CAN/MAGNUM/MI
N/A
Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op
150190AB2
2000000.00000000
PA
USD
1791600.00000000
0.829060615748
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.38000000
N
N
N
N
N
N
Jeld-Wen Inc
549300XWE6NM0N1HFW16
Jeld-Wen Inc
475795AD2
2500000.00000000
PA
USD
2224000.00000000
1.029153164447
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.88000000
N
N
N
N
N
N
GrafTech Finance, Inc.
1Z010BU876CF2HDBIN43
GrafTech Finance, Inc. 2018 Term Loan B
38431EAB4
2292296.07000000
PA
USD
2085989.42000000
0.965288944512
Long
LON
CORP
US
N
3
2025-02-12
Floating
4.50000000
N
N
N
N
N
N
CoreCivic Inc
529900JFA3K6PTLT8B15
CoreCivic Inc
21871NAA9
50000.00000000
PA
USD
42315.00000000
0.019581212299
Long
DBT
US
N
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
GEMS MENASA KY LTD/GEMS
N/A
GEMS MENASA Cayman Ltd / GEMS Education Delaware LLC
36166LAA5
2465000.00000000
PA
USD
2366400.00000000
1.095048582890
Long
DBT
CORP
XX
N
2
2026-07-31
Fixed
7.13000000
N
N
N
N
N
N
Almonde, Inc.
549300ZB2RO6QC7YTK71
Almonde, Inc. USD 1st Lien Term Loan
02034DAC1
249326.90000000
PA
USD
218091.23000000
0.100921438620
Long
LON
CORP
US
N
2
2024-06-13
Floating
4.50000000
N
N
N
N
N
N
iStar Inc
QFFLKWYYS3UPWD86E794
iStar Inc
45031UCD1
1500000.00000000
PA
USD
1368075.00000000
0.633074961983
Long
DBT
US
N
2
2022-09-15
Fixed
5.25000000
N
N
N
N
N
N
Vantage Specialty Chemicals, Inc.
54930057U5S5AY44VU09
Vantage Specialty Chemicals, Inc. 2017 2nd Lien Term Loan
92211YAB3
2000000.00000000
PA
USD
1360000.00000000
0.629338266028
Long
LON
CORP
US
N
2
2025-10-27
Floating
9.86000000
N
N
N
N
N
N
STARFRUIT FINCO/STAR US
N/A
Starfruit Finco BV / Starfruit US Holdco LLC
000000000
1200000.00000000
PA
1256856.58000000
0.581608779929
Long
DBT
CORP
XX
N
2
2026-10-01
Fixed
6.50000000
N
N
N
N
N
N
LTI Holdings, Inc.
5493003GUY3WBOTOAP97
LTI Holdings, Inc. 2018 2nd Lien Term Loan
50217UAV9
1222916.67000000
PA
USD
654260.42000000
0.302758175186
Long
LON
CORP
US
N
2
2026-09-06
Floating
7.15000000
N
N
N
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAL4
460000.00000000
PA
USD
455400.00000000
0.210735769374
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.50000000
N
N
N
N
N
N
KKR Financial CLO Ltd
254900VCKMCY079T6M57
KKR Clo 16 Ltd
48251DAE6
1500000.00000000
PA
USD
875626.50000000
0.405195046469
Long
ABS-CBDO
CORP
KY
N
2
2029-01-20
Floating
7.89000000
N
N
N
N
N
N
Traverse Midstream Partners LLC
549300DHTM8B2X5QMJ22
Traverse Midstream Partners LLC 2017 Term Loan
89435TAB0
1930402.00000000
PA
USD
1474692.00000000
0.682411842799
Long
LON
CORP
US
N
2
2024-09-27
Floating
5.00000000
N
N
N
N
N
N
AMN Healthcare Inc
549300H27NUKBFFQEE84
AMN Healthcare Inc
00175PAA1
1400000.00000000
PA
USD
1397200.00000000
0.646552518599
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.13000000
N
N
N
N
N
N
ADAMS HOMES INC
N/A
Adams Homes Inc
00623PAA9
600000.00000000
PA
USD
549750.00000000
0.254396111580
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
7.50000000
N
N
N
N
N
N
Surgery Center Holdings, Inc.
54930054EVI5HWPPW113
Surgery Center Holdings, Inc. 2020 Term Loan B
86880NAW3
207532.67000000
PA
USD
208570.33000000
0.096515654284
Long
LON
CORP
US
N
2
2024-09-03
Floating
9.00000000
N
N
N
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAK8
1125000.00000000
PA
USD
947362.50000000
0.438390789007
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
HIGH RIDGE BRANDS CO
549300ZIF8QP562GOD97
High Ridge Brands Co
42979BAA2
2000000.00000000
PA
USD
30000.00000000
0.013882461750
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
8.88000000
Y
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AR6
2150000.00000000
PA
USD
1895547.50000000
0.877162188842
Long
DBT
CORP
CA
N
2
2026-03-01
Fixed
6.88000000
N
N
N
N
N
N
CDK Global Inc
5493000L10CYRTHIJ385
CDK Global Inc
12508EAF8
890000.00000000
PA
USD
892937.00000000
0.413205458274
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
4.88000000
N
N
N
N
N
N
MOTION BONDCO DAC
635400KFD3IETNQLA755
Motion Bondco DAC
61978XAA5
1000000.00000000
PA
USD
805000.00000000
0.372512723642
Long
DBT
CORP
IE
N
2
2027-11-15
Fixed
6.63000000
N
N
N
N
N
N
NORBORD INC
549300VL705RQ5PHI407
Norbord Inc
65548PAF3
800000.00000000
PA
USD
733680.00000000
0.339509484573
Long
DBT
CORP
CA
N
2
2027-07-15
Fixed
5.75000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAE9
2750000.00000000
PA
USD
2778050.00000000
1.285539095545
Long
DBT
CORP
CA
N
2
2025-10-15
Fixed
5.00000000
N
N
N
N
N
N
2020-05-29
CREDIT SUISSE HIGH YIELD BOND FUND
Kristen Li
Kristen Li
Assistant Treasurer