0001752724-22-150212.txt : 20220628 0001752724-22-150212.hdr.sgml : 20220628 20220627173255 ACCESSION NUMBER: 0001752724-22-150212 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20220430 FILED AS OF DATE: 20220628 PERIOD START: 20221031 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: 221045783 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 2022-10-31 2022-04-30 N 348781897.08 111580705.84 237201191.24 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 100500000.00000000 0.00000000 0.00000000 0.00000000 4109121.92000000 0.00000000 0.00000000 1426155.31000000 EUR USD N HERENS HOLDCO SARL 2221002FZ55AMAUX4G64 Herens Holdco Sarl 427169AA5 1200000.00000000 PA USD 1054500.00000000 0.444559318816 Long DBT CORP LU N 2 2028-05-15 Fixed 4.75000000 N N N N N N INTELLIGENT PACKAGING N/A Intelligent Packaging Ltd Finco Inc / Intelligent Packaging Ltd Co-Issuer LLC 45827MAA5 600000.00000000 PA USD 565500.00000000 0.238405210801 Long DBT CORP CA N 2 2028-09-15 Fixed 6.00000000 N N N N N N Amentum Government Services Holdings LLC 5493008CT6B5L54YSE94 Amentum Government Services Holdings LLC 2020 2nd Lien Term Loan 02351UAB0 1500000.00000000 PA USD 1496250.00000000 0.630793628049 Long LON CORP US N 3 2028-01-31 Floating 10.00000000 N N N N N N LTR GROUP HOLDINGS LLC N/A LTR GROUP HOLDINGS LLC 000000000 2100.00000000 NS USD 21.00000000 0.000008853243 Long EC CORP US N 3 N N N Sprint Holdings LLC N/A SPRINT HOLDINGS LLC CLASS G 000000000 865.38000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N Change Healthcare Holdings LLC 549300GHXFJ3EKF50583 Change Healthcare Holdings LLC 2017 Term Loan B 15911AAC7 3371075.39000000 PA USD 3368783.06000000 1.420221813553 Long LON CORP US N 2 2024-03-01 Floating 3.50000000 N N N N N N ASTEROID PRIVATE MERGER 549300IWRY8V2R98AJ89 Asteroid Private Merger Sub Inc 04625PAA9 2250000.00000000 PA USD 2178393.75000000 0.918373865920 Long DBT CORP US N 2 2029-11-15 Fixed 8.50000000 N N N N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 Asbury Automotive Group Inc 043436AU8 61000.00000000 PA USD 56974.92000000 0.024019660146 Long DBT CORP US N 2 2028-03-01 Fixed 4.50000000 N N N N N N Ditech Holding Corporation Z4TM9IUZR644E7BFXU45 Ditech Holding Corporation 2013 Term Loan 93317CAL0 142617.37000000 PA USD 28523.47000000 0.012025011278 Long LON CORP US N 2 2022-06-30 None 0.00000000 Y Y N N N N JASON INC N/A JASON INC 000000000 27589.06000000 NS USD 289685.13000000 0.122126338609 Long EC CORP US N 2 N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 Standard Industries Inc/NJ 853496AG2 1200000.00000000 PA USD 1002000.00000000 0.422426209059 Long DBT CORP US N 2 2030-07-15 Fixed 4.37500000 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 US Foods Inc 90290MAE1 1150000.00000000 PA USD 1030612.75000000 0.434488859272 Long DBT CORP US N 2 2030-06-01 Fixed 4.62500000 N N N N N N CIENA CORP W0CZ7N0GH8UIGXDM1H41 Ciena Corp 171779AL5 1800000.00000000 PA USD 1643886.00000000 0.693034462182 Long DBT CORP US N 2 2030-01-31 Fixed 4.00000000 N N N N N N ACRISURE LLC / FIN INC N/A Acrisure LLC / Acrisure Finance Inc 00489LAA1 3178000.00000000 PA USD 3098597.67000000 1.306316234670 Long DBT CORP US N 2 2025-11-15 Fixed 7.00000000 N N N N N N PIKE CORP 549300P4EKEP6HK0NC58 Pike Corp 721283AA7 600000.00000000 PA USD 551337.00000000 0.232434330164 Long DBT CORP US N 2 2028-09-01 Fixed 5.50000000 N N N N N N Golden Nugget, LLC N/A Golden Nugget, LLC 2020 Initial Term Loan 51509HAC5 22650.19000000 PA USD 24235.70000000 0.010217360154 Long LON CORP US N 3 2023-10-04 Floating 13.00000000 N N N N N N CANPACK SA/CANPACK US N/A Canpack SA / Canpack US LLC 13806CAA0 375000.00000000 PA USD 322539.38000000 0.135977133299 Long DBT CORP XX N 2 2029-11-15 Fixed 3.87500000 N N N N N N TECHNICOLOR SA N/A TECHNICOLOR SA 000000000 1200000.00000000 PA 1234291.79000000 0.520356488745 Long DBT CORP US N 3 2029-05-31 Fixed 4.50000000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 CommScope Inc 203372AX5 615000.00000000 PA USD 515213.18000000 0.217205140204 Long DBT CORP US N 2 2029-09-01 Fixed 4.75000000 N N N N N N Owens & Minor Inc 549300LMT5KQQXCEZ733 Owens & Minor Inc 690732AE2 2223000.00000000 PA USD 2217109.05000000 0.934695579904 Long DBT CORP US N 2 2024-12-15 Fixed 4.37500000 N N N N N N TALLGRASS NRG PRTNR/FIN N/A Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 87470LAH4 750000.00000000 PA USD 766837.50000000 0.323285686716 Long DBT CORP US N 2 2025-10-01 Fixed 7.50000000 N N N N N N LTI Holdings, Inc. 5493003GUY3WBOTOAP97 LTI Holdings, Inc. 2018 Add On 1st Lien Term Loan 50217UAS6 584848.50000000 PA USD 574005.41000000 0.241990947431 Long LON CORP US N 2 2025-09-06 Floating 4.26400000 N N N N N N Zep Inc. NU75S1Y8UH3706J5CS61 Zep Inc. 2017 1st Lien Term Loan 98944EAN2 877733.56000000 PA USD 816292.21000000 0.344134953847 Long LON CORP US N 2 2024-08-12 Floating 5.00000000 N N N N N N STONEX GROUP INC 549300JUF07L8VF02M60 StoneX Group Inc 46116VAE5 1320000.00000000 PA USD 1382323.80000000 0.582764273979 Long DBT CORP US N 2 2025-06-15 Fixed 8.62500000 N N N N N N Dayco Products, LLC 549300KMSX88XFVFQO13 Dayco Products, LLC 2017 Term Loan B 239579BA2 948456.10000000 PA USD 941342.68000000 0.396854111515 Long LON CORP US N 2 2023-05-19 Floating 4.75800000 N N N N N N Oaktree CLO Ltd N/A Oaktree CLO 2019-4 Ltd 67400JAA1 1000000.00000000 PA USD 978912.00000000 0.412692699763 Long ABS-CBDO CORP KY N 2 2032-10-20 Floating 8.29300000 N N N N N N PMHC II INC 549300GYZ1T3S8OPH343 PMHC II Inc 69357VAA3 2150000.00000000 PA USD 1733588.00000000 0.730851304303 Long DBT CORP US N 2 2030-02-15 Fixed 9.00000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC 2739.77000000 0.001155040573 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 26297.33000000 EUR 30752.89000000 USD 2022-10-12 2739.77000000 N N N TENNECO INC 549300U0EXXFAQFAD785 Tenneco Inc 880349AS4 350000.00000000 PA USD 354105.50000000 0.149284874223 Long DBT CORP US N 2 2029-01-15 Fixed 7.87500000 N N N N N N SUNCOKE ENERGY INC 1KF1J2NXQE2PI0QOB943 SunCoke Energy Inc 86722AAD5 1692000.00000000 PA USD 1519128.36000000 0.640438756676 Long DBT CORP US N 2 2029-06-30 Fixed 4.87500000 N N N N N N TVC Albany, Inc. 213800NZ3NYANI524X07 TVC Albany, Inc. 2018 2nd Lien Term Loan 33941LAE6 1125000.00000000 PA USD 1085625.00000000 0.457681091028 Long LON CORP US N 3 2026-07-23 Floating 8.30000000 N N N N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 Olympus Water US Holding Corp 681639AB6 525000.00000000 PA USD 436398.38000000 0.183978156989 Long DBT CORP US N 2 2029-10-01 Fixed 6.25000000 N N N N N EG GLOBAL FINANCE PLC 549300TL8Q5207VYET27 eG Global Finance PLC 28228PAB7 1425000.00000000 PA USD 1426845.38000000 0.601533817153 Long DBT CORP GB N 2 2025-10-30 Fixed 8.50000000 N N N N N N Anchorage Capital CLO LTD 5493004RXURZCE1LR038 Anchorage Capital CLO 25 Ltd 03329XAA3 1500000.00000000 PA USD 1471783.50000000 0.620478966528 Long ABS-CBDO CORP KY N 2 2035-04-20 Floating 7.41100000 N N N N N N GTT Communications Inc 549300ETSL7K1ZX05H30 GTT Communications Inc 362393AA8 4000000.00000000 PA USD 350000.00000000 0.147554065040 Long DBT CORP US N 2 2024-12-31 None 0.00000000 Y Y N N N N CDK Global Inc 5493000L10CYRTHIJ385 CDK Global Inc 12508EAF8 890000.00000000 PA USD 895500.20000000 0.377527699299 Long DBT CORP US N 2 2027-06-01 Fixed 4.87500000 N N N N N N Traverse Midstream Partners LLC 549300DHTM8B2X5QMJ22 Traverse Midstream Partners LLC 2017 Term Loan 89435TAB0 1733668.90000000 PA USD 1731501.81000000 0.729971801974 Long LON CORP US N 2 2024-09-27 Floating 5.95000000 N N N N N N ACRISURE LLC / FIN INC N/A Acrisure LLC / Acrisure Finance Inc 00489LAD5 1000000.00000000 PA USD 1041340.00000000 0.439011285970 Long DBT CORP US N 2 2026-08-01 Fixed 10.12500000 N N N N N N WOLVERINE WORLD WIDE 549300OVC7PK14LQ8D87 Wolverine World Wide Inc 978097AG8 675000.00000000 PA USD 574539.75000000 0.242216216114 Long DBT CORP US N 2 2029-08-15 Fixed 4.00000000 N N N N N N NORTHERN OIL AND GAS INC OKFF0PIZDDMNH4UCYE51 Northern Oil and Gas Inc 665531AG4 895000.00000000 PA USD 891639.28000000 0.375900000897 Long DBT CORP US N 2 2028-03-01 Fixed 8.12500000 N N N N N N ALLIED UNIVERSAL N/A Allied Universal Holdco LLC / Allied Universal Finance Corp 019576AC1 1950000.00000000 PA USD 1601466.75000000 0.675151225686 Long DBT CORP US N 2 2029-06-01 Fixed 6.00000000 N N N N N N VIRGIN MEDIA SECURED FIN 213800X3RLP4NOTPY579 Virgin Media Secured Finance PLC 000000000 1000000.00000000 PA 1230120.72000000 0.518598036362 Long DBT CORP GB N 2 2027-04-15 Fixed 5.00000000 N N N N N N NFP CORP VO2L9FZNXDJNQNEYH039 NFP Corp 65342RAE0 950000.00000000 PA USD 865801.50000000 0.365007230981 Long DBT CORP US N 2 2028-08-15 Fixed 4.87500000 N N N N N N GLOBAL NET LEASE/GLOBAL N/A Global Net Lease Inc / Global Net Lease Operating Partnership LP 37892AAA8 1906000.00000000 PA USD 1715803.58000000 0.723353694401 Long DBT US N 2 2027-12-15 Fixed 3.75000000 N N N N N N JAZZ SECURITIES DAC 6354009DV8VV7K6KOO02 Jazz Securities DAC 47216FAA5 1600000.00000000 PA USD 1476040.00000000 0.622273434751 Long DBT CORP IE N 2 2029-01-15 Fixed 4.37500000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 126307AQ0 525000.00000000 PA USD 507417.75000000 0.213918719103 Long DBT CORP US N 2 2027-04-15 Fixed 5.50000000 N N N N N N SIX FLAGS THEME PARKS 5493003MX0ZXTM8EVY68 Six Flags Theme Parks Inc 83001WAC8 400000.00000000 PA USD 416026.00000000 0.175389507036 Long DBT CORP US N 2 2025-07-01 Fixed 7.00000000 N N N N N N API ESCROW CORP N/A APi Escrow Corp 00185PAA9 600000.00000000 PA USD 545865.00000000 0.230127427752 Long DBT CORP US N 2 2029-10-15 Fixed 4.75000000 N N N N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 Asbury Automotive Group Inc 043436AX2 300000.00000000 PA USD 266671.50000000 0.112424182444 Long DBT CORP US N 2 2032-02-15 Fixed 5.00000000 N N N N N N State Street Global Advisors 5493008BJIBKQ5KTIF74 State Street Navigator Securities Lending Government Money Market Portfolio 857492706 6431265.00000000 NS USD 6431265.00000000 2.711312268871 Long STIV RF US N 2 N N GRAFTECH FINANCE INC 1Z010BU876CF2HDBIN43 GrafTech Finance Inc 384311AA4 2547000.00000000 PA USD 2328149.03000000 0.981508152564 Long DBT CORP US N 2 2028-12-15 Fixed 4.62500000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 PURCHASED USD / SOLD GBP 000000000 1.00000000 NC 109546.48000000 0.046182938385 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1072843.02000000 GBP 1458325.60000000 USD 2022-10-12 109546.48000000 N N N WOOF Holdings, Inc N/A WOOF Holdings, Inc 2nd Lien Term Loan 98082EAD6 1500000.00000000 PA USD 1491255.00000000 0.628687820750 Long LON CORP US N 2 2028-12-21 Floating 8.17800000 N N N N N N Bausch Health Companies Inc. KOO0397YRO83WY5MGD97 Bausch Health Companies Inc. 2018 Term Loan B 000000000 1412546.36000000 PA USD 1407842.58000000 0.593522558904 Long LON CORP US N 2 2025-06-02 None 0.00000000 N N N N N N PENINSULA PACIFIC ENTERT N/A Peninsula Pacific Entertainment LLC / Peninsula Pacific Entertainment Finance In 70715XAA4 480000.00000000 PA USD 526814.40000000 0.222096017834 Long DBT CORP US N 2 2027-11-15 Fixed 8.50000000 N N N N N N William Morris Endeavor Entertainment, LLC 5493008R7J9HEQ30DZ33 William Morris Endeavor Entertainment, LLC 2018 1st Lien Term Loan 96925HAF9 2367554.50000000 PA USD 2326122.30000000 0.980653717563 Long LON CORP US N 2 2025-05-18 Floating 3.52000000 N N N N N N Electrical Components International, Inc. N/A Electrical Components International, Inc. 2021 Term Loan B 29279EAG7 1511093.73000000 PA USD 1480871.86000000 0.624310464993 Long LON CORP US N 3 2025-06-26 Floating 11.00000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 TransDigm Inc 893647BH9 1250000.00000000 PA USD 1261075.00000000 0.531647835918 Long DBT CORP US N 2 2027-03-15 Fixed 7.50000000 N N N N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 Rockies Express Pipeline LLC 77340RAT4 915000.00000000 PA USD 839329.50000000 0.353847084667 Long DBT CORP US N 2 2030-05-15 Fixed 4.80000000 N N N N N N TRINSEO OP / TRINSEO FIN N/A Trinseo Materials Operating SCA / Trinseo Materials Finance Inc 89668QAF5 600000.00000000 PA USD 528768.00000000 0.222919622467 Long DBT CORP LU N 2 2029-04-01 Fixed 5.12500000 N N N N N N United Natural Foods, Inc. 549300GKGW6WPZ282D40 United Natural Foods, Inc. Term Loan B 91116KAB1 772668.47000000 PA USD 769110.33000000 0.324243873304 Long LON CORP US N 2 2025-10-22 Floating 4.01400000 N N N N N N MOZART DEBT MERGER SUB N/A Mozart Debt Merger Sub Inc 62482BAA0 1200000.00000000 PA USD 1048644.00000000 0.442090528516 Long DBT CORP US N 2 2029-04-01 Fixed 3.87500000 N N N N N N CDI ESCROW ISSUER INC N/A CDI Escrow Issuer Inc 12511VAA6 1200000.00000000 PA USD 1158342.00000000 0.488337345164 Long DBT CORP US N 2 2030-04-01 Fixed 5.75000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC 28282.87000000 0.011923578398 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 631500.00000000 EUR 700985.65000000 USD 2022-10-12 28282.87000000 N N N Sprint Holdings LLC N/A SPRINT HOLDINGS LLC CLASS H 000000000 78.47000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N Vida Capital INC. 2549001PDYPC4244EX25 Vida Capital INC. 2019 Term Loan 92648EAB0 1336875.00000000 PA USD 1237718.98000000 0.521801333934 Long LON CORP US N 2 2026-10-01 Floating 6.76400000 N N N N N N Hornblower Sub, LLC N/A Hornblower Sub, LLC 2020 Repriced Term Loan B 44055EAG6 795032.13000000 PA USD 720299.11000000 0.303665890645 Long LON CORP US N 2 2025-04-27 Floating 5.50000000 N N N N N N Epicor Software Corporation JGNXVGGGXR4O1L5I7S73 Epicor Software Corporation 2020 2nd Lien Term Loan 29426NAQ7 1810000.00000000 PA USD 1851485.20000000 0.780554764637 Long LON CORP US N 2 2028-07-30 Floating 8.75000000 N N N N N N KAISER ALUMINUM CORP N/A Kaiser Aluminum Corp 483007AL4 600000.00000000 PA USD 518367.00000000 0.218534737237 Long DBT CORP US N 2 2031-06-01 Fixed 4.50000000 N N N N N N Polar US Borrower, LLC 549300VWTN2NKZWJ5F70 Polar US Borrower, LLC 2018 1st Lien Term Loan 80643UAB4 2268008.47000000 PA USD 2219813.29000000 0.935835641632 Long LON CORP US N 3 2025-10-15 Floating 5.26400000 N N N N N N ITT HOLDINGS LLC 549300TH2PHOLK31LB42 ITT Holdings LLC 45074JAA2 1460000.00000000 PA USD 1300422.00000000 0.548235863910 Long DBT CORP US N 2 2029-08-01 Fixed 6.50000000 N N N N N N EAGLE INT GLO/RUYI US FI N/A Eagle Intermediate Global Holding BV/Ruyi US Finance LLC 26963PAA2 2800000.00000000 PA USD 2529996.00000000 1.066603412391 Long DBT CORP XX N 2 2025-05-01 Fixed 7.50000000 N N N N N N COMMSCOPE TECH LLC M4TWC4QDOKW45N7T6Y12 CommScope Technologies LLC 20337YAA5 1690000.00000000 PA USD 1472412.50000000 0.620744142262 Long DBT CORP US N 2 2025-06-15 Fixed 6.00000000 N N N N N N Bulldog Purchaser Inc. N/A Bulldog Purchaser Inc. 2018 Term Loan 12021UAC7 1829472.80000000 PA USD 1758910.03000000 0.741526642764 Long LON CORP US N 2 2025-09-05 Floating 4.25800000 N N N N N N II-VI INC 549300O5C25A0MMHHU33 II-VI Inc 902104AC2 646000.00000000 PA USD 606493.87000000 0.255687531259 Long DBT CORP US N 2 2029-12-15 Fixed 5.00000000 N N N N N N Churchill Downs Inc 529900FODTBQC8MIS994 Churchill Downs Inc 171484AE8 332000.00000000 PA USD 310849.94000000 0.131049063613 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N AMN HEALTHCARE INC 549300H27NUKBFFQEE84 AMN Healthcare Inc 00175PAC7 1560000.00000000 PA USD 1413968.40000000 0.596105100740 Long DBT CORP US N 2 2029-04-15 Fixed 4.00000000 N N N N N N CommerceHub, Inc. 549300V3JZOSIRXFRG67 CommerceHub, Inc. 2020 2nd Lien Term Loan 20084XAJ3 900000.00000000 PA USD 839250.00000000 0.353813568815 Long LON CORP US N 2 2028-12-29 Floating 8.00600000 N N N N N N LTI Holdings, Inc. 5493003GUY3WBOTOAP97 LTI Holdings, Inc. 2018 2nd Lien Term Loan 50217UAV9 1222916.67000000 PA USD 1201515.63000000 0.506538615476 Long LON CORP US N 2 2026-09-06 Floating 7.51400000 N N N N N N Deerfield Dakota Holding, LLC 549300FDREJLOIGXY104 Deerfield Dakota Holding, LLC 2021 USD 2nd Lien Term Loan 24440EAG2 1298076.92000000 PA USD 1314302.88000000 0.554087807539 Long LON CORP US N 3 2028-04-07 Floating 7.51400000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC 69866.80000000 0.029454658146 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1170000.00000000 EUR 1316204.49000000 USD 2022-10-12 69866.80000000 N N N Atotech B.V. 549300RVASWYF4HCO804 Atotech B.V. 2021 USD Term Loan B 000000000 5265971.18000000 PA USD 5231637.05000000 2.205569467274 Long LON CORP NL N 2 2028-03-18 Floating 3.26400000 N N N N N N Finastra USA, Inc. 549300ZB2RO6QC7YTK71 Finastra USA, Inc. USD 1st Lien Term Loan 02034DAC1 687818.30000000 PA USD 668958.32000000 0.282021484168 Long LON CORP US N 2 2024-06-13 Floating 4.73900000 N N N N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 Rockies Express Pipeline LLC 77340RAR8 1770000.00000000 PA USD 1659180.30000000 0.699482279716 Long DBT CORP US N 2 2029-07-15 Fixed 4.95000000 N N N N N N JACOBS ENTERTAINMENT INC 5493004U9JIWY3HSUO63 Jacobs Entertainment Inc 469815AK0 1000000.00000000 PA USD 980985.00000000 0.413566641411 Long DBT CORP US N 2 2029-02-15 Fixed 6.75000000 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 US Foods Inc 90290MAD3 375000.00000000 PA USD 346927.50000000 0.146258751141 Long DBT CORP US N 2 2029-02-15 Fixed 4.75000000 N N N N N N GrafTech Finance, Inc. 1Z010BU876CF2HDBIN43 GrafTech Finance, Inc. 2018 Term Loan B 38431EAB4 354876.84000000 PA USD 353916.90000000 0.149205363661 Long LON CORP US N 2 2025-02-12 Floating 3.76400000 N N N N N N DIAMOND SPORTS GR/DIAMON N/A Diamond Sports Group LLC / Diamond Sports Finance Co 25277LAF3 925000.00000000 PA USD 338772.00000000 0.142820530634 Long DBT CORP US N 2 2026-08-15 Fixed 5.37500000 N N N N N N Anchorage Credit Funding Ltd. 549300VR9XUOV1E0U888 Anchorage Credit Funding 4 Ltd 03329VAG4 1250000.00000000 PA USD 1060396.25000000 0.447045077833 Long ABS-CBDO CORP KY N 2 2039-04-27 Fixed 6.65900000 N N N N N N CA MAGNUM HOLDINGS 549300ZRDHFR078MFZ78 CA Magnum Holdings 12674CAA1 350000.00000000 PA USD 336000.00000000 0.141651902439 Long DBT CORP MU N 2 2026-10-31 Fixed 5.37500000 N N N N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 Live Nation Entertainment Inc 538034AN9 400000.00000000 PA USD 395508.00000000 0.166739466160 Long DBT CORP US N 2 2026-03-15 Fixed 5.62500000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 01883LAA1 264000.00000000 PA USD 249947.28000000 0.105373534885 Long DBT CORP US N 2 2027-10-15 Fixed 6.75000000 N N N N N N ENDURANCE INTERNATIONAL 549300UTQC2651SB0W88 Endurance International Group Holdings Inc 29279XAA8 2375000.00000000 PA USD 1925341.25000000 0.811691222938 Long DBT CORP US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 PURCHASED EUR / SOLD USD 000000000 1.00000000 NC -2179.66000000 -0.00091890769 N/A DFE XX N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 35854.26000000 USD 31612.04000000 EUR 2022-10-12 -2179.66000000 N N N DORNOCH DEBT MERGER SUB N/A Dornoch Debt Merger Sub Inc 25830JAA9 2100000.00000000 PA USD 1724625.00000000 0.727072655488 Long DBT CORP US N 2 2029-10-15 Fixed 6.62500000 N N N N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 Vmed O2 UK Financing I PLC 92858RAA8 600000.00000000 PA USD 508056.00000000 0.214187794481 Long DBT CORP GB N 2 2031-01-31 Fixed 4.25000000 N N N N N N GRANITE US HOLDINGS CORP N/A Granite US Holdings Corp 38748YAA0 1950000.00000000 PA USD 2016085.50000000 0.849947459985 Long DBT CORP US N 2 2027-10-01 Fixed 11.00000000 N N N N N N CDK Global Inc 5493000L10CYRTHIJ385 CDK Global Inc 12508EAJ0 250000.00000000 PA USD 252237.50000000 0.106339052802 Long DBT CORP US N 2 2029-05-15 Fixed 5.25000000 N N N N N N Hornblower Sub, LLC N/A Hornblower Sub, LLC 2020 Term Loan 44055EAF8 1082474.23000000 PA USD 1120360.83000000 0.472325127940 Long LON CORP US N 2 2025-11-10 Floating 9.12500000 N N N N N N NEWS CORP 549300ITS31QK8VRBQ14 News Corp 65249BAB5 300000.00000000 PA USD 286962.00000000 0.120978313177 Long DBT CORP US N 2 2032-02-15 Fixed 5.12500000 N N N N N N Citco Funding LLC N/A Citco Funding LLC 2017 Term Loan 17302JAC1 1342582.84000000 PA USD 1340904.61000000 0.565302645821 Long LON CORP US N 2 2023-09-28 Floating 3.50600000 N N N N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 Live Nation Entertainment Inc 538034AK5 2200000.00000000 PA USD 2175503.00000000 0.917155174738 Long DBT CORP US N 2 2024-11-01 Fixed 4.87500000 N N N N N N NFP CORP VO2L9FZNXDJNQNEYH039 NFP Corp 65342RAD2 4055000.00000000 PA USD 3583504.88000000 1.510744891822 Long DBT CORP US N 2 2028-08-15 Fixed 6.87500000 N N N N N N Cedar Funding Ltd 549300PQ60B57EBTK013 Cedar Funding VI CLO Ltd 15032CAE3 1500000.00000000 PA USD 1438831.50000000 0.606586962096 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 7.78300000 N N N N N N NAVIOS MARITIME HLDS/FIN N/A Navios Maritime Holdings Inc / Navios Maritime Finance II US Inc 639365AH8 1342000.00000000 PA USD 1344475.99000000 0.566808279069 Long DBT CORP XX N 2 2022-08-15 Fixed 11.25000000 N N N N N N CPI CG INC N/A CPI CG Inc 12598FAA7 203000.00000000 PA USD 196778.05000000 0.082958289109 Long DBT CORP US N 2 2026-03-15 Fixed 8.62500000 N N N N N N ERO COPPER CORP 549300KL8A21SEIO8I47 ERO Copper Corp 296006AA7 2100000.00000000 PA USD 1887375.00000000 0.795685295732 Long DBT CORP CA N 2 2030-02-15 Fixed 6.50000000 N N N N N N WINNEBAGO INDUSTRIES 549300B7OYKYJLTE3G11 Winnebago Industries Inc 974637AC4 990000.00000000 PA USD 983565.00000000 0.414654325662 Long DBT CORP US N 2 2028-07-15 Fixed 6.25000000 N N N N N N HARSCO CORP KAO98FK89NPNNPQGUZ43 Harsco Corp 415864AM9 2735000.00000000 PA USD 2495837.93000000 1.052202949299 Long DBT CORP US N 2 2027-07-31 Fixed 5.75000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 Bausch Health Cos Inc 071734AJ6 325000.00000000 PA USD 225966.00000000 0.095263433888 Long DBT CORP CA N 2 2030-01-30 Fixed 5.25000000 N N N N N N OPEN TEXT HOLDINGS INC N/A Open Text Holdings Inc 683720AC0 650000.00000000 PA USD 564534.75000000 0.237998277769 Long DBT CORP US N 2 2031-12-01 Fixed 4.12500000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 126307BH9 900000.00000000 PA USD 746597.25000000 0.314752740530 Long DBT CORP US N 2 2031-11-15 Fixed 4.50000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 PURCHASED EUR / SOLD USD 000000000 1.00000000 NC -3151.42000000 -0.00132858523 N/A DFE XX N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 73081.70000000 USD 65647.08000000 EUR 2022-10-12 -3151.42000000 N N N PGT INNOVATIONS INC 549300LRW9WM59C1S579 PGT Innovations Inc 69336VAB7 2400000.00000000 PA USD 2108916.00000000 0.889083224656 Long DBT CORP US N 2 2029-10-01 Fixed 4.37500000 N N N N N N US Radiology Specialists, Inc. N/A US Radiology Specialists, Inc. 2020 Term Loan 90372AAJ7 2395280.96000000 PA USD 2390190.99000000 1.007663990853 Long LON CORP US N 2 2027-12-15 Floating 6.25600000 N N N N N N CNX MIDSTREAM PART LP N/A CNX Midstream Partners LP 12654AAA9 1200000.00000000 PA USD 1105614.01000000 0.466108118690 Long DBT CORP US N 2 2030-04-15 Fixed 4.75000000 N N N N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 Madison IAQ LLC 55760LAB3 600000.00000000 PA USD 489744.00000000 0.206467765798 Long DBT CORP US N 2 2029-06-30 Fixed 5.87500000 N N N N N N Strategic Materials, Inc. N/A Strategic Materials, Inc. 2nd Lien Term Loan 86274EAE7 800000.00000000 PA USD 444000.00000000 0.187182871080 Long LON CORP US N 3 2025-10-31 Floating 8.75000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 Sirius XM Radio Inc 82967NBJ6 300000.00000000 PA USD 271537.50000000 0.114475605531 Long DBT CORP US N 2 2028-07-15 Fixed 4.00000000 N N N N N N PAYSAFE FIN PLC/PAYSAFE N/A Paysafe Finance PLC / Paysafe Holdings US Corp 70452AAA1 300000.00000000 PA USD 244899.00000000 0.103245265641 Long DBT CORP XX N 2 2029-06-15 Fixed 4.00000000 N N N N N N Project Investor Holdings, LLC N/A PROJECT INVESTOR HOLDINGS, LLC 000000000 5400.00000000 NS USD 54.00000000 0.000022765484 Long EC CORP US N 3 N N N OPTION CARE HEALTH INC 549300DI3Q5ACSYJRI17 Option Care Health Inc 68404LAA0 300000.00000000 PA USD 270033.00000000 0.113841333843 Long DBT CORP US N 2 2029-10-31 Fixed 4.37500000 N N N N N N LCPR SR SECURED FIN DAC 549300LE5FM8IKMXSP90 LCPR Senior Secured Financing DAC 50201DAA1 1800000.00000000 PA USD 1792062.00000000 0.755502951157 Long DBT CORP IE N 2 2027-10-15 Fixed 6.75000000 N N N N N N CommScope Inc 549300Z6K4JXMFE8QY54 CommScope Inc 20338QAA1 150000.00000000 PA USD 129183.00000000 0.054461362240 Long DBT CORP US N 2 2027-03-01 Fixed 8.25000000 N N N N N N RYAN SPECIALTY GROUP 549300K52N7QBO3PYY45 Ryan Specialty Group LLC 78351MAA0 1200000.00000000 PA USD 1095936.00000000 0.462028033784 Long DBT CORP US N 2 2030-02-01 Fixed 4.37500000 N N N N N N Idemia Group 5493008QGYPD024OYL95 Idemia Group 2021 USD Term Loan B3 000000000 2403774.30000000 PA USD 2393558.26000000 1.009083574786 Long LON CORP US N 2 2026-01-09 Floating 5.50600000 N N N N N N Carestream Health, Inc. 5493008C1W5RQW9E4I05 Carestream Health, Inc. 2020 Extended Term Loan 14173VAN3 822732.24000000 PA USD 819441.31000000 0.345462561008 Long LON CORP US N 2 2023-05-08 Floating 7.75600000 N N N N N N AVIENT CORP SM8L9RZYIB34LNTWO040 Avient Corp 73179PAM8 300000.00000000 PA USD 303405.00000000 0.127910403153 Long DBT CORP US N 2 2025-05-15 Fixed 5.75000000 N N N N N N COMPASS GROUP DIVERSIFIE 549300I6PTUQPX21TE93 Compass Group Diversified Holdings LLC 20451RAC6 1150000.00000000 PA USD 979161.75000000 0.412797990128 Long DBT CORP US N 2 2032-01-15 Fixed 5.00000000 N N N N N N MERLIN ENTERTAINMENTS 549300ZTI0VEFO6WV007 Merlin Entertainments Ltd 59010QAB2 1817000.00000000 PA USD 1778679.47000000 0.749861103437 Long DBT CORP GB N 2 2026-06-15 Fixed 5.75000000 N N N N N N OSCAR ACQUISITIONCO LLC N/A Oscar AcquisitionCo LLC / Oscar Finance Inc 687785AB1 1750000.00000000 PA USD 1596367.50000000 0.673001468354 Long DBT CORP US N 2 2030-04-15 Fixed 9.50000000 N N N N N N GENESIS ENERGY LP/GENESI N/A Genesis Energy LP / Genesis Energy Finance Corp 37185LAF9 2750000.00000000 PA USD 2700280.00000000 1.138392259281 Long DBT CORP US N 2 2024-06-15 Fixed 5.62500000 N N N N N N CORELOGIC INC 54930086CD8K2UIL0516 CoreLogic Inc 21871DAD5 2400000.00000000 PA USD 2129832.00000000 0.897901055583 Long DBT CORP US N 2 2028-05-01 Fixed 4.50000000 N N N N N N MARBLE POINT CLO XXIII LTD. N/A Marble Point CLO XXIII Ltd 56607TAQ8 1500000.00000000 PA USD 1426761.00000000 0.601498243976 Long ABS-CBDO CORP KY N 2 2035-01-22 Floating 6.88600000 N N N N N N PES ENERGY N/A PES ENERGY 000000000 111570.00000000 NS USD 1115.70000000 0.000470360201 Long EC CORP US N 3 N N N SURGERY CENTER HOLDINGS 54930054EVI5HWPPW113 Surgery Center Holdings Inc 86881WAD4 775000.00000000 PA USD 810960.00000000 0.341886984530 Long DBT CORP US N 2 2027-04-15 Fixed 10.00000000 N N N N N N POWDR CORP 549300XIF5ZPMVRIGO50 Powdr Corp 73900LAA9 848000.00000000 PA USD 862746.72000000 0.363719387533 Long DBT CORP US N 2 2025-08-01 Fixed 6.00000000 N N N N N N Tacala, LLC 549300XTM341KBSTDI88 Tacala, LLC 2nd Lien Term Loan 873412AC4 300000.00000000 PA USD 295312.50000000 0.124498742378 Long LON CORP US N 2 2028-02-04 Floating 8.26400000 N N N N N N Akorn, Inc. N/A Akorn, Inc. 2020 Take Back Term Loan 00972HAB2 1176950.97000000 PA USD 1180628.94000000 0.497733141148 Long LON CORP US N 2 2025-10-01 Floating 8.50000000 N N N N N N Diamond Sports Group, LLC 5493002K6DHWNZH8YA34 Diamond Sports Group, LLC 2022 First Priority Term Loan 25277BAE8 177517.00000000 PA USD 181038.94000000 0.076322947221 Long LON CORP US N 2 2026-05-26 Floating 9.00000000 N N N N N N LAREDO PETROLEUM INC 549300X0PTWU2QSLSL14 Laredo Petroleum Inc 516806AH9 350000.00000000 PA USD 343423.50000000 0.144781524158 Long DBT CORP US N 2 2029-07-31 Fixed 7.75000000 N N N N N AqGen Ascensus, Inc. 549300K5MHNFPEU2RK82 AqGen Ascensus, Inc. 2021 2nd Lien Term Loan 000000000 2329439.36000000 PA USD 2310023.48000000 0.973866728039 Long LON CORP US N 2 2029-08-02 Floating 7.50000000 N N N N N N BCP RENAISSANCE PARENT LLC 549300GVXMQFQZDSJR97 BCP Renaissance Parent LLC 2022 Term Loan B3 05549PAC5 1080449.59000000 PA USD 1072351.62000000 0.452085259097 Long LON CORP US N 2 2026-10-31 Floating 4.50000000 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 1292818.75000000 0.545030462638 Long DBT US N 2 2027-02-01 Fixed 5.75000000 N N N N N N HILLENBRAND INC U246OE781574J2BUD366 Hillenbrand Inc 431571AD0 600000.00000000 PA USD 609477.00000000 0.256945168282 Long DBT CORP US N 2 2025-06-15 Fixed 5.75000000 N N N N N N PARK RIVER HOLDINGS INC N/A Park River Holdings Inc 70082LAB3 1000000.00000000 PA USD 802012.13000000 0.338114714267 Long DBT CORP US N 2 2029-08-01 Fixed 6.75000000 N N N N N N ECO MATERIAL TECH INC N/A Eco Material Technologies Inc 27900QAA4 1150000.00000000 PA USD 1114838.75000000 0.469997112650 Long DBT CORP US N 2 2027-01-31 Fixed 7.87500000 N N N N N N HERENS MIDCO SARL 222100BJH5XPZD1JHF79 Herens Midco Sarl 000000000 1200000.00000000 PA 1049274.62000000 0.442356387214 Long DBT CORP LU N 2 2029-05-15 Fixed 5.25000000 N N N N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 Asbury Automotive Group Inc 043436AW4 300000.00000000 PA USD 270501.00000000 0.114038634707 Long DBT CORP US N 2 2029-11-15 Fixed 4.62500000 N N N N N N NEW FORTRESS ENERGY INC N/A New Fortress Energy Inc 644393AB6 1450000.00000000 PA USD 1404919.50000000 0.592290237943 Long DBT CORP US N 2 2026-09-30 Fixed 6.50000000 N N N N N N Bright Bidco B.V. 549300IL6Q1JWU688H15 Bright Bidco B.V. 2018 Term Loan B 000000000 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP NL N 2 2024-06-30 Floating 4.77400000 N N N N N N GTCR AP Finance Inc N/A GTCR AP Finance Inc 40060QAA3 1200000.00000000 PA USD 1197084.00000000 0.504670315415 Long DBT CORP US N 2 2027-05-15 Fixed 8.00000000 N N N N N N Newmark Group Inc N/A Newmark Group Inc 65158NAB8 223000.00000000 PA USD 227578.19000000 0.095943105854 Long DBT CORP US N 2 2023-11-15 Fixed 6.12500000 N N N N N N FOUNDATION BUILDING M 549300ZVE6MONHB01I28 Foundation Building Materials Inc 350392AA4 2610000.00000000 PA USD 2126862.90000000 0.896649333370 Long DBT CORP US N 2 2029-03-01 Fixed 6.00000000 N N N N N N VIRTUSA CORP C77OMXDER63WLJCSKT03 Virtusa Corp 92837TAA0 3460000.00000000 PA USD 3118619.10000000 1.314756930054 Long DBT CORP US N 2 2028-12-15 Fixed 7.12500000 N N N N N N INTERTAPE POLYMER GROUP 549300ESFR3Z1YNR6O65 Intertape Polymer Group Inc 460919AB9 2895000.00000000 PA USD 2981690.78000000 1.257030272239 Long DBT CORP CA N 2 2029-06-15 Fixed 4.37500000 N N N N N N VISTAJET MALTA/XO MGMT N/A VistaJet Malta Finance PLC / XO Management Holding Inc 92840JAB5 1200000.00000000 PA USD 1051392.00000000 0.443249038718 Long DBT CORP XX N 2 2030-02-01 Fixed 6.37500000 N N N N N N VERTIV GROUP CORPORATION 549300ZT8RQ5VK10E643 Vertiv Group Corp 92535UAB0 1980000.00000000 PA USD 1727579.70000000 0.728318306905 Long DBT CORP US N 2 2028-11-15 Fixed 4.12500000 N N N N N N Jason Group, Inc N/A Jason Group, Inc 2nd Lien Term Loan 000000000 353857.90000000 PA USD 349434.68000000 0.147315735715 Long LON CORP US N 2 2026-02-28 Floating 9.00000000 N N Y N N N SONIC AUTOMOTIVE INC 549300NTLRGJ2JCBZU03 Sonic Automotive Inc 83545GBD3 300000.00000000 PA USD 258533.06000000 0.108993154144 Long DBT CORP US N 2 2029-11-15 Fixed 4.62500000 N N N N N N TopGolf International, Inc. 549300NYE472XA895T13 TopGolf International, Inc. Term Loan B 89071HAF6 997429.31000000 PA USD 1015258.36000000 0.428015708813 Long LON CORP US N 2 2026-02-08 Floating 7.00000000 N N N N N N SYNAPTICS INC 549300AJ3LI4FWNRQX29 Synaptics Inc 87157DAG4 1200000.00000000 PA USD 1059546.00000000 0.446686626850 Long DBT CORP US N 2 2029-06-15 Fixed 4.00000000 N N N N N N Proppants Holdings LLC N/A PROPPANTS HOLDINGS, LLC 000000000 89998.00000000 NS USD 899.98000000 0.000379416307 Long EC CORP US N 3 N N N STERICYCLE INC B8PTJH2P0AXSWSMP2136 Stericycle Inc 858912AG3 300000.00000000 PA USD 264954.00000000 0.111700113568 Long DBT CORP US N 2 2029-01-15 Fixed 3.87500000 N N N N N N Serta Simmons Bedding, LLC 549300M4F4V4WFPNI116 Serta Simmons Bedding, LLC 2020 Super Priority Second Out Term Loan 81753HAG6 1053731.26000000 PA USD 954569.88000000 0.402430474741 Long LON CORP US N 2 2023-08-10 Floating 8.50000000 N N N N N N SONIC AUTOMOTIVE INC 549300NTLRGJ2JCBZU03 Sonic Automotive Inc 83545GBE1 1725000.00000000 PA USD 1474771.50000000 0.621738656661 Long DBT CORP US N 2 2031-11-15 Fixed 4.87500000 N N N N N ENTEGRIS ESCROWCORPORATION IYX6OWO7BT5DKO3BYG52 ENTEGRIS ESCROWCORPORATION 29365BAA1 2000000.00000000 PA USD 1930340.00000000 0.813798611174 Long DBT CORP US N 2 2029-04-15 Fixed 4.75000000 N N N N N N W & T OFFSHORE INC 549300Q7EOY2YIO3YK85 W&T Offshore Inc 92922PAL0 1315000.00000000 PA USD 1307958.18000000 0.551412989607 Long DBT CORP US N 2 2023-11-01 Fixed 9.75000000 N N N N N N COMPASS GROUP DIVERSIFIE 549300I6PTUQPX21TE93 Compass Group Diversified Holdings LLC 20451RAB8 1750000.00000000 PA USD 1572812.50000000 0.663071079777 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N MEDNAX INC N/A MEDNAX Inc 58502BAE6 600000.00000000 PA USD 560055.00000000 0.236109691132 Long DBT CORP US N 2 2030-02-15 Fixed 5.37500000 N N N N N N KKR FINANCIAL CLO LTD 254900VCKMCY079T6M57 KKR Clo 16 Ltd 48251DAG1 1500000.00000000 PA USD 1464081.00000000 0.617231723140 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 8.17300000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 Altice France SA/France 02156LAE1 2485000.00000000 PA USD 2111926.95000000 0.890352590119 Long DBT CORP FR N 2 2029-01-15 Fixed 5.12500000 N N N N N N ATLAS LUXCO 4 / ALL UNI N/A Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl 049362AA4 1179000.00000000 PA USD 1036140.57000000 0.436819294449 Long DBT CORP XX N 2 2028-06-01 Fixed 4.62500000 N N N N N N RP ESCROW ISSUER LLC N/A RP Escrow Issuer LLC 74969PAA6 335000.00000000 PA USD 312012.30000000 0.131539094879 Long DBT CORP US N 2 2025-12-15 Fixed 5.25000000 N N N N N N Project Leopard Holdings, Inc. N/A Project Leopard Holdings, Inc. 2019 Term Loan 74338UAE1 714843.05000000 PA USD 714918.11000000 0.301397352290 Long LON CORP US N 2 2024-07-05 Floating 5.75000000 N N N N N N CLARIV SCI HLD CORP N/A Clarivate Science Holdings Corp 18064PAD1 600000.00000000 PA USD 529509.00000000 0.223232015502 Long DBT CORP US N 2 2029-07-01 Fixed 4.87500000 N N N N N N Technicolor SA N/A Technicolor SA 2020 PIK USD New Money Term Loan 87853EAE4 773125.00000000 PA USD 801150.78000000 0.337751583713 Long LON CORP US N 2 2024-06-30 Floating 6.44600000 N N Y N N N COMMSCOPE TECH LLC M4TWC4QDOKW45N7T6Y12 CommScope Technologies LLC 20338HAB9 1135000.00000000 PA USD 892575.35000000 0.376294632136 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 Builders FirstSource Inc 12008RAN7 300000.00000000 PA USD 277906.50000000 0.117160667932 Long DBT CORP US N 2 2030-03-01 Fixed 5.00000000 N N N N N N PACTIV EVERGREEN GROUP N/A Pactiv Evergreen Group Issuer Inc/Pactiv Evergreen Group Issuer LLC 76174LAA1 800000.00000000 PA USD 699124.00000000 0.294738823336 Long DBT CORP US N 2 2027-10-15 Fixed 4.00000000 N N N N N N WeWork Cos Inc 549300D8U9TF7WBED521 WeWork Cos Inc 96208LAA9 2467000.00000000 PA USD 2082197.34000000 0.877819090669 Long DBT CORP US N 2 2025-05-01 Fixed 7.87500000 N N N N N JAMES HARDIE INTL FIN 635400G32A4Q1LVQ8M88 James Hardie International Finance DAC 47032FAB5 1970000.00000000 PA USD 1902596.45000000 0.802102400942 Long DBT CORP IE N 2 2028-01-15 Fixed 5.00000000 N N N N N N MIWD HLDCO II/MIWD FIN N/A MIWD Holdco II LLC / MIWD Finance Corp 55337PAA0 2497000.00000000 PA USD 2162901.40000000 0.911842553864 Long DBT CORP US N 2 2030-02-01 Fixed 5.50000000 N N N N N N ARCOSA INC 549300WFHLTCZV7D6V29 Arcosa Inc 039653AA8 1550000.00000000 PA USD 1416227.25000000 0.597057393597 Long DBT CORP US N 2 2029-04-15 Fixed 4.37500000 N N N N N N COOPER-STANDARD AUTOMOTI ITCH5B3Q4RTX2PH9UN62 Cooper-Standard Automotive Inc 216762AF1 450000.00000000 PA USD 212392.35000000 0.089541013217 Long DBT CORP US N 2 2026-11-15 Fixed 5.62500000 N N N N N N API GROUP DE INC 549300XP4G7B4QYA0G83 APi Group DE Inc 001877AA7 710000.00000000 PA USD 634715.15000000 0.267585144358 Long DBT CORP US N 2 2029-07-15 Fixed 4.12500000 N N N N N N SIX FLAGS ENTERTAINMENT 549300JYTDUAA4JQ3717 Six Flags Entertainment Corp 83001AAB8 2150000.00000000 PA USD 2144216.50000000 0.903965316864 Long DBT CORP US N 2 2024-07-31 Fixed 4.87500000 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 Yum! Brands Inc 988498AR2 1825000.00000000 PA USD 1746880.88000000 0.736455357103 Long DBT CORP US N 2 2032-04-01 Fixed 5.37500000 N N N N N N ADAMS HOMES INC N/A Adams Homes Inc 00623PAA9 2010000.00000000 PA USD 1964362.47000000 0.828141907606 Long DBT CORP US N 2 2025-02-15 Fixed 7.50000000 N N N N N N TELENET FINANCE LUX NOTE 2138007RI9GLJPCC3E25 Telenet Finance Luxembourg Notes Sarl 000000000 2000000.00000000 PA USD 1930000.00000000 0.813655272939 Long DBT CORP LU N 2 2028-03-01 Fixed 5.50000000 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 1243977.75000000 0.524439925236 Long DBT CORP XX N 2 2024-10-15 Fixed 5.87500000 N N N N N N CARGO AIRCRAFT MANAGEMEN 549300GH5J7LOMV44F11 Cargo Aircraft Management Inc 14180LAA4 2900000.00000000 PA USD 2729784.50000000 1.150830856173 Long DBT CORP US N 2 2028-02-01 Fixed 4.75000000 N N N N N N ELASTIC NV 2549003I48WHHH937I59 Elastic NV 28415LAA1 3150000.00000000 PA USD 2823707.25000000 1.190427094922 Long DBT CORP NL N 2 2029-07-15 Fixed 4.12500000 N N N N N N Benefit Street Partners CLO Ltd 549300MYLNCW81S1Y182 Benefit Street Partners CLO X Ltd 08181MAG0 1250000.00000000 PA USD 1208157.50000000 0.509338715241 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 7.81300000 N N N N N N AMC ENTERTAINMENT HLDGS 549300ZO77UNR6NRBR11 AMC Entertainment Holdings Inc 00165CAP9 2374227.00000000 PA USD 1991465.99000000 0.839568292043 Long DBT CORP US N 2 2026-06-15 Fixed 10.00000000 N N N N N N EXC Holdings III Corp. 5493001KJFQIB7D17Q74 EXC Holdings III Corp. USD 2017 2nd Lien Term Loan 26929CAF3 2250000.00000000 PA USD 2257031.25000000 0.951526102462 Long LON CORP US N 2 2025-12-01 Floating 8.50000000 N N N N N N SERVICE CORP INTL 549300RKVM2ME20JHZ15 Service Corp International/US 817565CG7 589000.00000000 PA USD 531012.95000000 0.223866055319 Long DBT CORP US N 2 2031-05-15 Fixed 4.00000000 N N N N N N LSF11 A5 HOLDCO LLC 254900FPK7P5WNA66Y10 LSF11 A5 HoldCo LLC 50221DAA7 1200000.00000000 PA USD 1046856.00000000 0.441336738035 Long DBT CORP US N 2 2029-10-15 Fixed 6.62500000 N N N N N N MOZART DEBT MERGER SUB N/A Mozart Debt Merger Sub Inc 62482BAB8 2100000.00000000 PA USD 1830444.00000000 0.771684151513 Long DBT CORP US N 2 2029-10-01 Fixed 5.25000000 N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC 31097.54000000 0.013110195542 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 624000.00000000 EUR 695810.98000000 USD 2022-10-12 31097.54000000 N N N KKR Financial CLO Ltd 635400KULUKCVCJXZX78 KKR CLO 14 Ltd 48251AAD4 1500000.00000000 PA USD 1436839.50000000 0.605747168675 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 7.19400000 N N N N N N POLAR US BORROWER LLC N/A Polar US Borrower LLC / Schenectady International Group Inc 73103PAA5 1800000.00000000 PA USD 1470303.00000000 0.619854812833 Long DBT CORP US N 2 2026-05-15 Fixed 6.75000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 Bausch Health Cos Inc 071734AN7 600000.00000000 PA USD 533076.00000000 0.224735802216 Long DBT CORP CA N 2 2028-06-01 Fixed 4.87500000 N N N N N N KBR INC 254900OFQDXZRKRCV808 KBR Inc 48242WAC0 365000.00000000 PA USD 345060.05000000 0.145471465887 Long DBT CORP US N 2 2028-09-30 Fixed 4.75000000 N N N N N N ROCKCLIFF ENERGY II LLC 5493007AZNVKZ5HEMT23 Rockcliff Energy II LLC 77289KAA3 900000.00000000 PA USD 874237.50000000 0.368563705531 Long DBT CORP US N 2 2029-10-15 Fixed 5.50000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 126307AS6 750000.00000000 PA USD 690000.00000000 0.290892299652 Long DBT CORP US N 2 2028-02-01 Fixed 5.37500000 N N N N N N MURPHY OIL USA INC N32S6DTR2ZZ5222WHV58 Murphy Oil USA Inc 626738AF5 300000.00000000 PA USD 263958.00000000 0.111280216857 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 PURCHASED EUR / SOLD USD 000000000 1.00000000 NC -2637.19000000 -0.00111179458 N/A DFE XX N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 34140.52000000 USD 29573.76000000 EUR 2022-10-12 -2637.19000000 N N N LaserShip, Inc. N/A LaserShip, Inc. 2021 2nd Lien Term Loan 51809EAE5 600000.00000000 PA USD 597750.00000000 0.252001263937 Long LON CORP US N 2 2029-05-07 None 0.00000000 N N N N N N Reichhold Industries Inc N/A Reichhold Industries Inc 759219AB4 271655.00000000 PA USD 3667.34000000 0.001546088356 Long DBT CORP US N 3 2018-05-01 None 0.00000000 Y Y N N N N ARDAGH METAL PACKAGING N/A Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC 000000000 690000.00000000 PA 596795.49000000 0.251598858707 Long DBT CORP XX N 2 2029-09-01 Fixed 3.00000000 N N N N N N SPEEDWAY MOT/SPEEDWAY FD N/A Speedway Motorsports LLC / Speedway Funding II Inc 84779MAA2 3135000.00000000 PA USD 2958875.70000000 1.247411821387 Long DBT CORP US N 2 2027-11-01 Fixed 4.87500000 N N N N N N ORTHO-CLINICAL INC/SA N/A Ortho-Clinical Diagnostics Inc / Ortho-Clinical Diagnostics SA 68752DAC2 180000.00000000 PA USD 183839.40000000 0.077503573670 Long DBT CORP US N 2 2025-06-01 Fixed 7.37500000 N N N N N N ENDO LUX FIN CO I SARL N/A Endo Luxembourg Finance Co I Sarl / Endo US Inc 29280BAA3 600000.00000000 PA USD 525633.00000000 0.221597959627 Long DBT CORP LU N 2 2029-04-01 Fixed 6.12500000 N N N N N N SEAWORLD PARKS & ENTERTA 549300UZV72O3371JJ53 SeaWorld Parks & Entertainment Inc 81282UAC6 600000.00000000 PA USD 629022.00000000 0.265185008857 Long DBT CORP US N 2 2025-05-01 Fixed 8.75000000 N N N N N N DIAMOND BC BV 549300SWLHWJF3D4N658 Diamond BC BV 25257DAA6 1200000.00000000 PA USD 1033848.00000000 0.435852785812 Long DBT CORP NL N 2 2029-10-01 Fixed 4.62500000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 WESCO Distribution Inc 95081QAN4 750000.00000000 PA USD 780007.50000000 0.328837935392 Long DBT CORP US N 2 2025-06-15 Fixed 7.12500000 N N N N N N THOR INDUSTRIES 254900XZO1228PDSG060 Thor Industries Inc 885160AA9 300000.00000000 PA USD 253908.00000000 0.107043307275 Long DBT CORP US N 2 2029-10-15 Fixed 4.00000000 N N N N N N SUMMIT MATERIALS LLC/FIN N/A Summit Materials LLC / Summit Materials Finance Corp 86614RAN7 300000.00000000 PA USD 281802.00000000 0.118802944676 Long DBT CORP US N 2 2029-01-15 Fixed 5.25000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC 126683.84000000 0.053407758762 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1154065.34000000 EUR 1356047.20000000 USD 2022-10-12 126683.84000000 N N N UTEX INDUSTRIES COMMON N/A UTEX INDUSTRIES COMMON 000000000 15074.00000000 NS USD 1009958.00000000 0.425781166915 Long EC CORP US N 3 N N N Peraton Corp. 549300EQPCK07ZW63836 Peraton Corp. 2nd Lien Term Loan B1 71360HAG2 1213510.59000000 PA USD 1205319.39000000 0.508142216191 Long LON CORP US N 2 2029-02-01 Floating 8.50000000 N N N N N N HESS MIDSTREAM OPERATION N/A Hess Midstream Operations LP 428104AA1 1800000.00000000 PA USD 1744137.00000000 0.735298583823 Long DBT CORP US N 2 2028-06-15 Fixed 5.12500000 N N N N N N CPI International Inc. 5493003UP57IOOYDIV65 CPI International Inc. 2017 2nd Lien Add-On Term Loan 12632BAK2 999376.60000000 PA USD 949407.77000000 0.400254216699 Long LON CORP US N 3 2025-07-28 Floating 8.48900000 N N N N N N Serta Simmons Bedding, LLC 549300M4F4V4WFPNI116 Serta Simmons Bedding, LLC 2020 Super Priority First Out Term Loan 81753HAF8 1738807.34000000 PA USD 1731573.90000000 0.730002193896 Long LON CORP US N 2 2023-08-10 Floating 8.50000000 N N N N N N INSTALLED BUILDING PRODU 549300I95Y9P9YM5FI86 Installed Building Products Inc 45780RAA9 1570000.00000000 PA USD 1489485.45000000 0.627941808476 Long DBT CORP US N 2 2028-02-01 Fixed 5.75000000 N N N N N N GENESIS ENERGY LP/FIN N/A Genesis Energy LP / Genesis Energy Finance Corp 37185LAK8 1125000.00000000 PA USD 1050671.25000000 0.442945182740 Long DBT CORP US N 2 2026-05-15 Fixed 6.25000000 N N N N N N HESS MIDSTREAM OPERATION N/A Hess Midstream Operations LP 428102AF4 600000.00000000 PA USD 592038.00000000 0.249593181596 Long DBT CORP US N 2 2030-10-15 Fixed 5.50000000 N N N N N N GRIFOLS ESCROW ISSUER 959800HLB3PGTGSLVV62 Grifols Escrow Issuer SA 39843UAA0 1400000.00000000 PA USD 1279376.00000000 0.539363227187 Long DBT CORP ES N 2 2028-10-15 Fixed 4.75000000 N N N N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 Zayo Group Holdings Inc 98919VAB1 600000.00000000 PA USD 503289.00000000 0.212178108115 Long DBT CORP US N 2 2028-03-01 Fixed 6.12500000 N N N N N N Bulldog Purchaser Inc. N/A Bulldog Purchaser Inc. 2018 2nd Lien Term Loan 12021UAE3 959000.00000000 PA USD 920045.42000000 0.387875547837 Long LON CORP US N 2 2026-09-04 Floating 8.25800000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 126307AH0 1315000.00000000 PA USD 1286977.35000000 0.542567827451 Long DBT CORP US N 2 2024-06-01 Fixed 5.25000000 N N N N N N TRIMAS CORP 75G1WUQ8QK4P5MZOYD78 TriMas Corp 896215AH3 3570000.00000000 PA USD 3199898.10000000 1.349022778204 Long DBT CORP US N 2 2029-04-15 Fixed 4.12500000 N N N N N N Ascend Performance Materials Operations LLC 549300NIMFUIRMMAGQ29 Ascend Performance Materials Operations LLC 2021 Term Loan B 04350TAC8 2194101.55000000 PA USD 2195472.86000000 0.925574129085 Long LON CORP US N 2 2026-08-27 Floating 5.50000000 N N N N N N IMOLA MERGER CORP N/A Imola Merger Corp 45258LAA5 1800000.00000000 PA USD 1676295.00000000 0.706697547021 Long DBT CORP US N 2 2029-05-15 Fixed 4.75000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 PURCHASED EUR / SOLD USD 000000000 1.00000000 NC -2089.11000000 -0.00088073335 N/A DFE XX N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 30664.77000000 USD 26825.41000000 EUR 2022-10-12 -2089.11000000 N N N MOTION BONDCO DAC 635400KFD3IETNQLA755 Motion Bondco DAC 61978XAA5 1000000.00000000 PA USD 922195.00000000 0.388781774315 Long DBT CORP IE N 2 2027-11-15 Fixed 6.62500000 N N N N N Femur Buyer, Inc. N/A Femur Buyer, Inc. 2021 Revolver 000000000 918774.84000000 PA USD 807355.02000000 0.340367186091 Long LON CORP US N 3 2024-03-05 Floating 6.50600000 N N N N N N CNX Resources Corp 549300JK3KH8PWM3B226 CNX Resources Corp 12653CAC2 250000.00000000 PA USD 255868.75000000 0.107869926226 Long DBT CORP US N 2 2027-03-14 Fixed 7.25000000 N N N N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 Madison IAQ LLC 55760LAA5 600000.00000000 PA USD 529503.00000000 0.223229486003 Long DBT CORP US N 2 2028-06-30 Fixed 4.12500000 N N N N N N ESC CB144A HIGH RIDGE N/A ESC CB144A HIGH RIDGE 429ESCAA4 2000000.00000000 PA USD 22500.00000000 0.009485618466 Long DBT CORP US N 3 2025-03-15 None 0.00000000 N Y N N N N SUBURBAN PROPANE PARTNRS N/A Suburban Propane Partners LP/Suburban Energy Finance Corp 864486AL9 300000.00000000 PA USD 273247.50000000 0.115196512535 Long DBT CORP US N 2 2031-06-01 Fixed 5.00000000 N N N N N N BOYNE USA INC N/A Boyne USA Inc 103557AC8 1200000.00000000 PA USD 1114650.00000000 0.469917538850 Long DBT CORP US N 2 2029-05-15 Fixed 4.75000000 N N N N N N Anchorage Capital CLO LTD 549300H5Q0HJ2EHSSX26 Anchorage Capital CLO 15 Ltd 03329GAG7 1000000.00000000 PA USD 972953.00000000 0.410180486410 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 8.46300000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 WESCO Distribution Inc 95081QAP9 750000.00000000 PA USD 780525.00000000 0.329056104617 Long DBT CORP US N 2 2028-06-15 Fixed 7.25000000 N N N N N N TruGreen Limited Partnership 549300QNRP2MNHR3QM19 TruGreen Limited Partnership 2020 2nd Lien Term Loan 89787RAK8 600000.00000000 PA USD 604500.00000000 0.254846949477 Long LON CORP US N 3 2028-11-02 Floating 9.26400000 N N N N N N Bausch Health Companies Inc. KOO0397YRO83WY5MGD97 Bausch Health Companies Inc. Term Loan B 000000000 1980000.00000000 PA USD 1972080.00000000 0.831395487388 Long LON CORP US N 2 2025-11-27 Floating 3.51400000 N N N N N N GEMS MENASA KY LTD/GEMS N/A GEMS MENASA Cayman Ltd / GEMS Education Delaware LLC 36166LAA5 3065000.00000000 PA USD 3061490.58000000 1.290672514752 Long DBT CORP XX N 2 2026-07-31 Fixed 7.12500000 N N N N N N Sprint Holdings LLC N/A SPRINT HOLDINGS LLC CLASS I SH 000000000 191.64000000 NS USD 1000.36000000 0.000421734812 Long EC CORP US N 3 N N N EMBECTA CORP N/A Embecta Corp 29082KAA3 1000000.00000000 PA USD 904210.00000000 0.381199603287 Long DBT CORP US N 2 2030-02-15 Fixed 5.00000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC 3973.67000000 0.001675231890 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 71387.87000000 EUR 80019.31000000 USD 2022-10-12 3973.67000000 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 ISTAR INC QFFLKWYYS3UPWD86E794 iStar Inc 45031UCF6 300000.00000000 PA USD 292116.00000000 0.123151152181 Long DBT US N 2 2024-10-01 Fixed 4.75000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 First Quantum Minerals Ltd 335934AR6 2150000.00000000 PA USD 2163835.25000000 0.912236249189 Long DBT CORP CA N 2 2026-03-01 Fixed 6.87500000 N N N N N N AKORN 549300REUQNNF5W5TA64 AKORN 000000000 68836.00000000 NS USD 533479.00000000 0.224905700182 Long EC CORP US N 2 N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 Altice France SA/France 02156LAH4 300000.00000000 PA USD 256090.50000000 0.107963412266 Long DBT CORP FR N 2 2029-10-15 Fixed 5.50000000 N N N N N N SENSATA TECHNOLOGIES BV PUCKW5P5O3XMOZVH7T53 Sensata Technologies BV 81725WAK9 345000.00000000 PA USD 307981.50000000 0.129839777949 Long DBT CORP NL N 2 2029-04-15 Fixed 4.00000000 N N N N N N EMERGENT BIOSOLUTIONS 549300YW6TUOX8BE5103 Emergent BioSolutions Inc 29089QAC9 1064000.00000000 PA USD 904937.32000000 0.381506229066 Long DBT CORP US N 2 2028-08-15 Fixed 3.87500000 N N N N N N Viant Medical Holdings, Inc. N/A Viant Medical Holdings, Inc. 2019 Term Loan 58506PAJ0 987341.75000000 PA USD 979936.69000000 0.413124691691 Long LON CORP US N 3 2025-07-02 Floating 7.25000000 N N N N N N FERTITTA ENTERTAINMENT N/A Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc 31556TAA7 1800000.00000000 PA USD 1635615.00000000 0.689547548833 Long DBT CORP US N 2 2029-01-15 Fixed 4.62500000 N N N N N N ATLAS LUXCO 4 / ALL UNI N/A Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl 019579AA9 471000.00000000 PA USD 417381.36000000 0.175960903829 Long DBT CORP US N 2 2028-06-01 Fixed 4.62500000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 First Quantum Minerals Ltd 335934AK1 200000.00000000 PA USD 200177.00000000 0.084391228793 Long DBT CORP CA N 2 2023-04-01 Fixed 7.25000000 N N N N N N PENSKE AUTOMOTIVE GROUP 549300W7UTQ0M4C7LB15 Penske Automotive Group Inc 70959WAK9 600000.00000000 PA USD 512718.00000000 0.216153214627 Long DBT CORP US N 2 2029-06-15 Fixed 3.75000000 N N N N N N GO DADDY OPCO/FINCO N/A Go Daddy Operating Co LLC / GD Finance Co Inc 38016LAA3 388000.00000000 PA USD 384302.83000000 0.162015556494 Long DBT CORP US N 2 2027-12-01 Fixed 5.25000000 N N N N N N PARK RIVER HOLDINGS INC N/A Park River Holdings Inc 70082LAA5 1410000.00000000 PA USD 1084088.36000000 0.457033269661 Long DBT CORP US N 2 2029-02-01 Fixed 5.62500000 N N N N N N Bausch Health Cos Inc B3BS7ACMDUWISF18KY76 Bausch Health Cos Inc 071734AF4 1600000.00000000 PA USD 1210024.00000000 0.510125599991 Long DBT CORP CA N 2 2029-05-30 Fixed 7.25000000 N N N N N N SEAWORLD PARKS & ENTERTA 549300UZV72O3371JJ53 SeaWorld Parks & Entertainment Inc 81282UAG7 2275000.00000000 PA USD 2073002.75000000 0.873942807438 Long DBT CORP US N 2 2029-08-15 Fixed 5.25000000 N N N N N N AUTOMATION TOOLING SYSTE 5493005KP4RP3IU7HQ41 ATS Automation Tooling Systems Inc 001940AC9 1775000.00000000 PA USD 1608673.63000000 0.678189524087 Long DBT CORP CA N 2 2028-12-15 Fixed 4.12500000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 PURCHASED GBP / SOLD USD 000000000 1.00000000 NC -4975.45000000 -0.00209756535 N/A DFE GB N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 67835.49000000 USD 50000.00000000 GBP 2022-10-12 -4975.45000000 N N N ISTAR INC QFFLKWYYS3UPWD86E794 iStar Inc 45031UCJ8 2100000.00000000 PA USD 2046313.50000000 0.862691072208 Long DBT US N 2 2026-02-15 Fixed 5.50000000 N N N N N N Battalion CLO LTD 549300WYAEH0STKIKE49 Battalion CLO 18 Ltd 07134PAE8 1250000.00000000 PA USD 1205932.50000000 0.508400692971 Long ABS-CBDO CORP KY N 2 2036-10-15 Floating 7.75400000 N N N N N N Palmer Square Credit Funding N/A Palmer Square Credit Funding 2019-1 Ltd 69700TAN4 1500000.00000000 PA USD 1467748.50000000 0.618777878950 Long ABS-CBDO CORP KY N 2 2037-04-20 Fixed 5.45900000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A Clarios Global LP / Clarios US Finance Co 69867DAC2 4030000.00000000 PA USD 4032579.20000000 1.700067010169 Long DBT CORP US N 2 2027-05-15 Fixed 8.50000000 N N N N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 Asbury Automotive Group Inc 043436AV6 733000.00000000 PA USD 655140.74000000 0.276196226745 Long DBT CORP US N 2 2030-03-01 Fixed 4.75000000 N N N N N N HOLLY NRG PRTNR/FIN CORP N/A Holly Energy Partners LP / Holly Energy Finance Corp 435765AJ1 600000.00000000 PA USD 612693.00000000 0.258300979348 Long DBT CORP US N 2 2027-04-15 Fixed 6.37500000 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 1722405.55000000 PA USD 1708195.70000000 0.720146341200 Long LON CORP US N 2 2026-10-09 Floating 5.01400000 N N N N N N KAISER ALUMINUM CORP N/A Kaiser Aluminum Corp 483007AJ9 600000.00000000 PA USD 551481.00000000 0.232495038122 Long DBT CORP US N 2 2028-03-01 Fixed 4.62500000 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 Boyd Gaming Corp 103304BV2 500000.00000000 PA USD 452950.00000000 0.190956039315 Long DBT CORP US N 2 2031-06-15 Fixed 4.75000000 N N N N N N State Street Global Advisors 549300BZ5TGIFZUZDZ37 State Street Institutional US Government Money Market Fund 857492706 5781022.02000000 NS USD 5781022.02000000 2.437180854690 Long STIV RF US N 1 N N N CROWN AMER/CAP CORP VI N/A Crown Americas LLC / Crown Americas Capital Corp VI 228187AB6 650000.00000000 PA USD 647858.25000000 0.273126052450 Long DBT CORP US N 2 2026-02-01 Fixed 4.75000000 N N N N N N Amentum Government Services Holdings LLC 5493008CT6B5L54YSE94 Amentum Government Services Holdings LLC 2022 Term Loan 57776DAE3 400000.00000000 PA USD 398400.00000000 0.167958684320 Long LON CORP US N 2 2029-02-15 Floating 4.77700000 N N N N N N PRESIDIO HOLDING INC N/A Presidio Holdings Inc 74101XAF7 850000.00000000 PA USD 826591.00000000 0.348476749074 Long DBT CORP US N 2 2028-02-01 Fixed 8.25000000 N N N N N N Finastra USA, Inc. 549300ZB2RO6QC7YTK71 Finastra USA, Inc. USD 2nd Lien Term Loan 02034DAF4 3510504.52000000 PA USD 3386180.00000000 1.427556068457 Long LON CORP US N 2 2025-06-13 Floating 8.48900000 N N N N N N LCM INVESTMENTS HOLDINGS 549300P5V78NNQTG4428 LCM Investments Holdings II LLC 50190EAA2 600000.00000000 PA USD 526515.00000000 0.221969795871 Long DBT CORP US N 2 2029-05-01 Fixed 4.87500000 N N N N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 CNX Resources Corp 12653CAJ7 800000.00000000 PA USD 791372.00000000 0.333629015884 Long DBT CORP US N 2 2029-01-15 Fixed 6.00000000 N N N N N N HEALTHEQUITY INC 529900LRJU1RAFQHM467 HealthEquity Inc 42226AAA5 1050000.00000000 PA USD 960750.00000000 0.405035908537 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N RADIOLOGY PARTNERS INC 549300SFTAG2177WUZ08 Radiology Partners Inc 75041VAA2 2750000.00000000 PA USD 2616405.00000000 1.103031981552 Long DBT CORP US N 2 2028-02-01 Fixed 9.25000000 N N N N N N MINERVA MERGER SUB INC N/A Minerva Merger Sub Inc 60337JAA4 2400000.00000000 PA USD 2212500.00000000 0.932752482579 Long DBT CORP US N 2 2030-02-15 Fixed 6.50000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 Altice France SA/France 02156LAF8 300000.00000000 PA USD 254463.00000000 0.107277285864 Long DBT CORP FR N 2 2029-07-15 Fixed 5.12500000 N N N N N N EUR NEW MONEY TRANCHE N/A EUR NEW MONEY TRANCHE 000000000 600000.00000000 PA 668378.50000000 0.281777041888 Long DBT CORP FR N 2 2024-06-30 Fixed 6.00000000 N N N N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 Live Nation Entertainment Inc 538034AR0 500000.00000000 PA USD 470375.00000000 0.198302123838 Long DBT CORP US N 2 2027-10-15 Fixed 4.75000000 N N N N N N TRONOX INC 549300EPZ4YXC7E5P181 Tronox Inc 897051AC2 1200000.00000000 PA USD 1075416.00000000 0.453377149742 Long DBT CORP US N 2 2029-03-15 Fixed 4.62500000 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 1951250.00000000 0.822613912602 Long LON CORP US N 2 2025-10-27 Floating 9.25000000 N N N N N N Jason Group, Inc N/A Jason Group, Inc Term Loan 000000000 493436.88000000 PA USD 483568.14000000 0.203864127946 Long LON CORP US N 3 2025-08-28 Floating 4.00000000 N N Y N N N LAMB WESTON HLD 5493005SMYID1D2OY946 Lamb Weston Holdings Inc 513272AE4 600000.00000000 PA USD 539391.00000000 0.227398099132 Long DBT CORP US N 2 2032-01-31 Fixed 4.37500000 N N N N N N LCPR SR SECURED FIN DAC 549300LE5FM8IKMXSP90 LCPR Senior Secured Financing DAC 50201DAD5 300000.00000000 PA USD 273600.00000000 0.115345120557 Long DBT CORP IE N 2 2029-07-15 Fixed 5.12500000 N N N N N N GYP HOLDINGS III CORP 549300055I1KJWZH9690 GYP Holdings III Corp 36261NAA5 3000000.00000000 PA USD 2662500.00000000 1.122464851918 Long DBT CORP US N 2 2029-05-01 Fixed 4.62500000 N N N N N N WILLIAMS SCOTSMAN INTL 549300V3TCHCBOBTGH07 Williams Scotsman International Inc 96950GAE2 865000.00000000 PA USD 819851.33000000 0.345635418487 Long DBT CORP US N 2 2028-08-15 Fixed 4.62500000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 Novelis Corp 670001AE6 182000.00000000 PA USD 167644.75000000 0.070676183843 Long DBT CORP US N 2 2030-01-30 Fixed 4.75000000 N N N N N N TASEKO MINES LTD 549300XKUO1JSLU7KX54 Taseko Mines Ltd 876511AF3 825000.00000000 PA USD 819814.88000000 0.345620051785 Long DBT CORP CA N 2 2026-02-15 Fixed 7.00000000 N N N N N N WHITE CAP BUYER LLC N/A White Cap Buyer LLC 96350RAA2 2300000.00000000 PA USD 2110399.50000000 0.889708643100 Long DBT CORP US N 2 2028-10-15 Fixed 6.87500000 N N N N N N ZIPRECRUITER INC 549300HLOVNNFCY2IV80 ZipRecruiter Inc 98980BAA1 750000.00000000 PA USD 702247.50000000 0.296055637970 Long DBT CORP US N 2 2030-01-15 Fixed 5.00000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 Bausch Health Cos Inc 071734AL1 600000.00000000 PA USD 417765.00000000 0.176122639948 Long DBT CORP CA N 2 2031-02-15 Fixed 5.25000000 N N N N N N ATKORE INC 52990002TI38AM4RPV48 Atkore Inc 047649AA6 1725000.00000000 PA USD 1529290.13000000 0.644722786595 Long DBT CORP US N 2 2031-06-01 Fixed 4.25000000 N N N N N N DIAMOND SPORTS GR/DIAMON N/A Diamond Sports Group LLC / Diamond Sports Finance Co 25277LAC0 1507000.00000000 PA USD 316470.00000000 0.133418385609 Long DBT CORP US N 2 2027-08-15 Fixed 6.62500000 N N N N N N PES Holdings, LLC N/A PES Holdings, LLC 2018 Term Loan C 71571EAD1 2610447.74000000 PA USD 94628.73000000 0.039893867946 Long LON CORP US N 2 2022-12-31 Floating 3.00000000 N Y Y N N N Venture CDO Ltd 549300Q6VG2813TG2830 Venture 41 Clo Ltd 92326KAA7 1000000.00000000 PA USD 967448.00000000 0.407859671759 Long ABS-CBDO CORP KY N 2 2034-01-20 Floating 8.77300000 N N N N N N ABG Intermediate Holdings 2 LLC 54930020NXD0RJB64985 ABG Intermediate Holdings 2 LLC 2021 2nd Lien Term Loan 00076VAY6 1200000.00000000 PA USD 1192500.00000000 0.502737778746 Long LON CORP US N 2 2029-12-20 Floating 6.80100000 N N N N N N AG ISSUER LLC N/A AG Issuer LLC 00119LAA9 2090000.00000000 PA USD 2045827.85000000 0.862486330403 Long DBT CORP US N 2 2028-03-01 Fixed 6.25000000 N N N N N N MAJORDRIVE HOLDINGS IV L N/A MajorDrive Holdings IV LLC 56085RAA8 2400000.00000000 PA USD 1905120.00000000 0.803166286830 Long DBT CORP US N 2 2029-06-01 Fixed 6.37500000 N N N N N N UPC BROADBAND FINCO BV 213800MNFBDEQRS6HZ22 UPC Broadband Finco BV 90320BAA7 900000.00000000 PA USD 792508.50000000 0.334108145012 Long DBT CORP NL N 2 2031-07-15 Fixed 4.87500000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 PURCHASED EUR / SOLD USD 000000000 1.00000000 NC -3162.01000000 -0.00133304979 N/A DFE XX N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 34033.89000000 USD 28980.99000000 EUR 2022-10-12 -3162.01000000 N N N 2022-05-13 CREDIT SUISSE HIGH YIELD BOND FUND Omar Tariq Omar Tariq Director