0001145549-20-074993.txt : 20201218
0001145549-20-074993.hdr.sgml : 20201218
20201218145941
ACCESSION NUMBER: 0001145549-20-074993
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20201031
FILED AS OF DATE: 20201218
PERIOD START: 20201031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: CALAMOS STRATEGIC TOTAL RETURN FUND
CENTRAL INDEX KEY: 0001275214
IRS NUMBER: 043785941
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21484
FILM NUMBER: 201400245
BUSINESS ADDRESS:
STREET 1: 2020 CALAMOS COURT
STREET 2: C/O CALAMOS ADVISORS LLC
CITY: NAPERVILLE
STATE: IL
ZIP: 60653
BUSINESS PHONE: 6302451046
MAIL ADDRESS:
STREET 1: 2020 CALAMOS COURT
STREET 2: C/O CALAMOS ADVISORS LLC
CITY: NAPERVILLE
STATE: IL
ZIP: 60653
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001275214
XXXXXXXX
Calamos Strategic Total Return Fund
811-21484
0001275214
54930048NQ2YBS3TXW78
2020 Calamos Court
Naperville
60563
6302457200
Calamos Strategic Total Return Fund
54930048NQ2YBS3TXW78
2020-10-31
2020-10-31
N
3013449163.970000000000
952432786.350000000000
2061016377.620000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
703000000.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
242000000.000000000000
87908.380000000000
USD
N
Consolidated Communications Inc
549300WW675Y48HDVX34
CONSOLIDATED COMMUNICATI
20903XAF0
710000.0000000000
PA
USD
730703.6000000000
0.0354535562
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
6.500
N
N
N
N
N
Continental Airlines 2010-1 Class A Pass Through Trust
N/A
CONTL AIRLINES 2010-A
21079VAA1
429981.2900000000
PA
USD
431477.6200000000
0.0209351864
Long
DBT
CORP
US
N
2
2022-07-12
Fixed
4.750
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP
316773DB3
550000.0000000000
PA
USD
556446.0000000000
0.0269986210
Long
EP
CORP
US
N
2
2099-12-31
Variable
4.500
N
N
N
N
N
N
First Quantum Minerals Ltd
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS L
335934AK1
800000.0000000000
PA
USD
805384.0000000000
0.0390770306
Long
DBT
CORP
CA
Y
2
2023-04-01
Fixed
7.250
N
N
N
N
N
N
Legacy LifePoint Health LLC
N/A
LIFEPOINT HEALTH INC
75915TAD4
877323.9400000000
PA
USD
853197.5300000000
0.0413969311
Long
LON
CORP
US
N
2
2025-11-16
Floating
3.898
N
N
N
N
N
N
Repligen Corp
54930006QJ0T5AUO1E71
REPLIGEN CORP
759916AB5
2540000.0000000000
PA
USD
3968927.8000000000
0.1925713858
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
0.375
N
N
N
N
Y
REPLIGEN CORP
REPLIGEN CORP
USD
XXXX
N
N
N
Level 3 Financing Inc
N/A
LEVEL 3 FINANCING INC
527298BH5
990000.0000000000
PA
USD
1018937.7000000000
0.0494386028
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.375
N
N
N
N
N
N
Level 3 Financing Inc
N/A
LEVEL 3 FINANCING INC
52729KAP1
303595.0500000000
PA
USD
293196.9200000000
0.0142258413
Long
LON
CORP
US
N
2
2027-03-01
Floating
1.899
N
N
N
N
N
N
AMG Capital Trust II
N/A
AMG CAPITAL TRUST II
00170F209
80250.0000000000
NS
USD
3751286.2500000000
0.1820114721
Long
EP
CORP
US
N
2
2037-10-15
Fixed
5.150
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206R102
264885.0000000000
NS
USD
7157192.7000000000
0.3472652026
Long
EC
CORP
US
N
1
N
N
Five9 Inc
254900MXP6EWY0SFFR59
FIVE9 INC
338307AC5
1355000.0000000000
PA
USD
1794724.6000000000
0.0870795894
Long
DBT
CORP
US
Y
2
2025-06-01
Fixed
0.500
N
N
N
N
Y
FIVE9 INC
FIVE9 INC
USD
XXXX
N
N
N
Fiverr International Ltd
549300Z8OREY6THCPF67
FIVERR INTERNATIONAL LTD
33835LAB1
2776000.0000000000
PA
USD
2865692.5600000000
0.1390426874
Long
DBT
CORP
IL
Y
2
2025-11-01
Fixed
0.000
N
N
N
N
Y
FIVERR INTERNATIONAL LTD
FIVERR INTERNATIONAL LTD
USD
XXXX
N
N
N
Acadia Healthcare Co Inc
5493005CW985Y9D0NC11
ACADIA HEALTHCARE CO INC
00404AAM1
2680000.0000000000
PA
USD
2758604.4000000000
0.1338467967
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
6.500
N
N
N
N
N
N
Acadia Healthcare Co Inc
5493005CW985Y9D0NC11
ACADIA HEALTHCARE CO INC
00404AAP4
591000.0000000000
PA
USD
611365.8600000000
0.0296633189
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
5.000
N
N
N
N
N
N
RingCentral Inc
549300C8EH0H1614VE84
RINGCENTRAL INC
76680RAE7
7650000.0000000000
PA
USD
8110683.0000000000
0.3935283139
Long
DBT
CORP
US
Y
2
2025-03-01
Fixed
0.000
N
N
N
N
Y
RINGCENTRAL INC
RINGCENTRAL INC
USD
XXXX
N
N
N
Rite Aid Corp
529900W353T1JY1DKT44
RITE AID CORP
767754AJ3
586000.0000000000
PA
USD
453956.6200000000
0.0220258618
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
7.700
N
N
N
N
N
N
Continental Resources Inc/OK
XXRTID9RYWOZ0UPIVR53
CONTINENTAL RESOURCES
212015AN1
1175000.0000000000
PA
USD
1098084.5000000000
0.0532787857
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
3.800
N
N
N
N
N
Continental Resources Inc/OK
XXRTID9RYWOZ0UPIVR53
CONTINENTAL RESOURCES
212015AS0
875000.0000000000
PA
USD
788445.0000000000
0.0382551545
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.375
N
N
N
N
N
Liberty Broadband Corp
549300MIX43II8JLN536
LIBERTY BROADBAND CORP
530307AA5
5995000.0000000000
PA
USD
6442526.7500000000
0.3125897892
Long
DBT
CORP
US
Y
2
2050-09-30
Fixed
2.750
N
N
N
N
N
LIBERTY BROADBAND CORP
LIBERTY BROADBAND CORP
USD
XXXX
N
N
N
Liberty Interactive LLC
549300SZUIU7Z32Q0664
LIBERTY INTERACTIVE LLC
530715AG6
1470000.0000000000
PA
USD
1063897.8000000000
0.0516200556
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.000
N
N
N
N
N
LIBERTY INTERACTIVE LLC
LIBERTY INTERACTIVE LLC
USD
XXXX
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206R300
5000.0000000000
NS
USD
131350.0000000000
0.0063730692
Long
EP
CORP
US
N
1
2066-11-01
Fixed
5.350
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206R706
13037.0000000000
NS
USD
329705.7300000000
0.0159972397
Long
EP
CORP
US
N
1
2049-12-31
Fixed
4.750
N
N
N
N
N
Acrisure LLC / Acrisure Finance Inc
N/A
ACRISURE LLC / FIN INC
00489LAA1
3918000.0000000000
PA
USD
3920585.8800000000
0.1902258479
Long
DBT
CORP
US
Y
2
2025-11-15
Fixed
7.000
N
N
N
N
N
Air Canada
4B4HI3CGXMBDC0G6BM51
AIR CANADA
008911BE8
8180000.0000000000
PA
USD
8951046.8000000000
0.4343025556
Long
DBT
CORP
CA
Y
2
2025-07-01
Fixed
4.000
N
N
N
N
N
AIR CANADA
AIR CANADA
USD
XXXX
N
N
N
Fly Leasing Ltd
549300LI58A0MHGHTZ98
FLY LEASING LTD
34407DAC3
3205000.0000000000
PA
USD
2652297.7500000000
0.1286888245
Long
DBT
CORP
IE
N
2
2024-10-15
Fixed
5.250
N
N
N
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
FORD MOTOR COMPANY
345370CV0
735000.0000000000
PA
USD
812189.7000000000
0.0394072414
Long
DBT
CORP
US
N
2
2023-04-21
Fixed
8.500
N
N
N
N
N
N
Rite Aid Corp
529900W353T1JY1DKT44
RITE AID CORP
767754CL6
2348000.0000000000
PA
USD
2356664.1200000000
0.1143447546
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
8.000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES
780153AY8
300000.0000000000
PA
USD
327813.0000000000
0.0159054049
Long
DBT
CORP
US
Y
2
2023-06-01
Fixed
10.875
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
ABBOTT LABORATORIES
002824100
139700.0000000000
NS
USD
14683867.0000000000
0.7124575602
Long
EC
CORP
US
N
1
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
ADOBE INC
00724F101
35170.0000000000
NS
USD
15724507.0000000000
0.7629491532
Long
EC
CORP
US
N
1
N
N
N
Coupa Software Inc
549300Q95ICR2GFL2K37
COUPA SOFTWARE INC
22266LAE6
5830000.0000000000
PA
USD
6825938.9000000000
0.3311928510
Long
DBT
CORP
US
Y
2
2026-06-15
Fixed
0.375
N
N
N
N
Y
COUPA SOFTWARE INC
COUPA SOFTWARE INC
USD
XXXX
N
N
N
Credit Acceptance Corp
N/A
CREDIT ACCEPTANC
225310AM3
1500000.0000000000
PA
USD
1559490.0000000000
0.0756660654
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.625
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC
345397A60
400000.0000000000
PA
USD
417856.0000000000
0.0202742688
Long
DBT
CORP
US
N
2
2025-06-16
Fixed
5.125
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC
345397WW9
1400000.0000000000
PA
USD
1390760.0000000000
0.0674793279
Long
DBT
CORP
US
N
2
2024-09-08
Fixed
3.664
N
N
N
N
N
N
Air Canada 2015-2 Class B Pass Through Trust
N/A
AIR CANADA 2015-2B PTT
009088AC9
360332.3200000000
PA
USD
295609.4300000000
0.0143428957
Long
DBT
CORP
CA
Y
2
2025-06-15
Fixed
5.000
N
N
N
N
N
N
Air Canada 2013-1 Class B Pass Through Trust
N/A
AIR CANADA 2013-1B PTT
009089AB9
34043.1800000000
PA
USD
31034.1000000000
0.0015057668
Long
DBT
CORP
CA
Y
2
2022-11-15
Fixed
5.375
N
N
N
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES
780153AZ5
600000.0000000000
PA
USD
686706.0000000000
0.0333188036
Long
DBT
CORP
US
Y
2
2025-06-01
Fixed
11.500
N
N
N
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES
780153BA9
11345000.0000000000
PA
USD
11816725.1000000000
0.5733445512
Long
DBT
CORP
US
Y
2
2023-06-15
Fixed
4.250
N
N
N
N
Y
ROYAL CARIBBEAN CRUISES
ROYAL CARIBBEAN CRUISES
USD
XXXX
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC
345397XL2
1400000.0000000000
PA
USD
1401092.0000000000
0.0679806340
Long
DBT
CORP
US
N
2
2025-08-04
Fixed
4.134
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC
345397XU2
600000.0000000000
PA
USD
605946.0000000000
0.0294003486
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
4.389
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC
345397ZX4
1600000.0000000000
PA
USD
1614848.0000000000
0.0783520217
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.063
N
N
N
N
N
N
Forestar Group Inc
549300BC2UB0GHV60V70
FORESTAR GROUP INC
346232AD3
1500000.0000000000
PA
USD
1580445.0000000000
0.0766827968
Long
DBT
CORP
US
Y
2
2024-04-15
Fixed
8.000
N
N
N
N
N
N
SEG Holding LLC / SEG Finance Corp
N/A
SEG HLD LLC/SEG FIN CORP
78397KAA0
724000.0000000000
PA
USD
736184.9200000000
0.0357195085
Long
DBT
CORP
US
Y
2
2028-10-15
Fixed
5.625
N
N
N
N
N
N
SESI LLC
XDZ56K6RXS5J1ESBZS35
SESI LLC
78412FAU8
1165000.0000000000
PA
USD
280671.8000000000
0.0136181257
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
7.750
N
N
N
N
N
N
Credit Acceptance Corp
N/A
CREDIT ACCEPTANC
225310AN1
1092000.0000000000
PA
USD
1093911.0000000000
0.0530762886
Long
DBT
CORP
US
Y
2
2024-12-31
Fixed
5.125
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG
22546DAB2
200000.0000000000
PA
USD
217996.0000000000
0.0105771115
Long
DBT
CORP
CH
Y
2
2049-12-29
Variable
7.500
N
N
N
N
N
N
SLM Corp
N/A
SLM CORP
78442PGD2
718000.0000000000
PA
USD
729617.2400000000
0.0354008463
Long
DBT
CORP
US
N
2
2025-10-29
Fixed
4.200
N
N
N
N
N
N
SM Energy Co
84BUTVXV5ODI6BXNMH43
SM ENERGY CO
78454LAT7
327000.0000000000
PA
USD
312428.8800000000
0.0151589712
Long
DBT
CORP
US
Y
2
2025-01-15
Fixed
10.000
N
N
N
N
N
Liberty Interactive LLC
549300SZUIU7Z32Q0664
LIBERTY INTERACTIVE LLC
530715AL5
790000.0000000000
PA
USD
582214.2000000000
0.0282488876
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.750
N
N
N
N
N
LIBERTY INTERACTIVE LLC
LIBERTY INTERACTIVE LLC
USD
XXXX
N
N
N
Liberty Media Corp
549300ZKUTPIBZLWLL89
LIBERTY MEDIA CORP
531229AB8
7750000.0000000000
PA
USD
8684572.5000000000
0.4213732891
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
1.375
N
N
N
N
Y
LIBERTY MEDIA CORP
LIBERTY MEDIA CORP
USD
XXXX
N
N
N
Forestar Group Inc
549300BC2UB0GHV60V70
FORESTAR GROUP INC
346232AE1
862000.0000000000
PA
USD
856138.4000000000
0.0415396214
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
5.000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN INC
35671DBC8
570000.0000000000
PA
USD
651179.4000000000
0.0315950619
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.450
N
N
N
N
N
N
Cumulus Media New Holdings Inc
5493001D9VBAVY1OKJ46
CUMULUS MEDIA NEW HLDGS
23110AAA4
2275000.0000000000
PA
USD
2120777.7500000000
0.1028996069
Long
DBT
CORP
US
Y
2
2026-07-01
Fixed
6.750
N
N
N
N
N
N
Cushman & Wakefield US Borrower LLC
N/A
CUSHMAN & WAKEFIELD US
23166MAA1
372000.0000000000
PA
USD
396946.3200000000
0.0192597363
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
6.750
N
N
N
N
N
N
DCP Midstream Operating LP
549300Y6CTBSE0QIPL28
DCP MIDSTREAM OPERATING
23311RAH9
1950000.0000000000
PA
USD
1462831.5000000000
0.0709762191
Long
DBT
CORP
US
Y
2
2043-05-21
Variable
5.850
N
N
N
N
N
N
Dana Financing Luxembourg Sarl
222100DKCE3D036DQU13
DANA FINANCING LUX SARL
235822AA1
2500000.0000000000
PA
USD
2621850.0000000000
0.1272115073
Long
DBT
CORP
LU
Y
2
2026-06-01
Fixed
6.500
N
N
N
N
N
N
Liberty Media Corp
549300ZKUTPIBZLWLL89
LIBERTY MEDIA CORP
531229AE2
15900000.0000000000
PA
USD
7445016.0000000000
0.3612303173
Long
DBT
CORP
US
N
2
2046-09-30
Fixed
2.250
N
N
N
N
Y
LIBERTY MEDIA CORP
LIBERTY MEDIA CORP
USD
XXXX
N
N
N
Liberty Media Corp-Liberty Formula One
N/A
LIBERTY MEDIA CORP
531229AF9
7150000.0000000000
PA
USD
8441933.5000000000
0.4096005054
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
1.000
N
N
N
N
Y
LIBERTY MEDIA CORP
LIBERTY MEDIA CORP
USD
XXXX
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN INC
35671DBJ3
515000.0000000000
PA
USD
588876.7500000000
0.0285721529
Long
DBT
CORP
US
N
2
2034-11-14
Fixed
5.400
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN INC
35671DCC7
780000.0000000000
PA
USD
814257.6000000000
0.0395075754
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
5.000
N
N
N
N
N
Air Transport Services Group Inc
5493000F3MSFGIXTQE27
AIR TRANSPORT SERVICES G
00922RAB1
4600000.0000000000
PA
USD
5094914.0000000000
0.2472039551
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
1.125
N
N
N
N
Y
AIR TRANSPORT SERVICES G
AIR TRANSPORT SERVICES G
USD
XXXX
N
N
N
Alaska Airlines 2020-1 Class A Pass Through Trust
N/A
ALASKA AIRLINES 2020 TR
01166VAA7
1400000.0000000000
PA
USD
1474312.0000000000
0.0715332501
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
4.800
N
N
N
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
LIVE NATION ENTERTAINMEN
538034AQ2
1883000.0000000000
PA
USD
2017935.7800000000
0.0979097402
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.500
N
N
N
N
Y
LIVE NATION ENTERTAINMEN
LIVE NATION ENTERTAINMEN
USD
XXXX
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC
539439AG4
200000.0000000000
PA
USD
211880.0000000000
0.0102803647
Long
DBT
CORP
GB
N
2
2049-04-30
Variable
7.500
N
N
N
N
N
N
Fresh Market Inc/The
529900QM5ZSBEBR6CS58
FRESH MARKET INC
35804HAA4
780000.0000000000
PA
USD
747271.2000000000
0.0362574120
Long
DBT
CORP
US
Y
2
2023-05-01
Fixed
9.750
N
N
N
N
N
N
Frontier Communications Corp
549300ZCZ76HYCS0H445
FRONTIER COMMUNICATNS DEFAULT
35906AAN8
2890000.0000000000
PA
USD
1159988.2000000000
0.0562823378
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
7.625
Y
Y
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
CHARLES SCHWAB CORP
808513AR6
125000.0000000000
PA
USD
130348.7500000000
0.0063244888
Long
EP
CORP
US
N
2
2099-12-31
Variable
5.000
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
CHARLES SCHWAB CORP
808513BD6
235000.0000000000
PA
USD
257780.9000000000
0.0125074649
Long
EP
CORP
US
N
2
2099-12-31
Variable
5.375
N
N
N
N
N
Datadog Inc
549300F6JNO0KRPO1K63
DATADOG INC
23804LAA1
4030000.0000000000
PA
USD
5093396.1000000000
0.2471303069
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
0.125
N
N
N
N
Y
DATADOG INC
DATADOG INC
USD
XXXX
N
N
N
DaVita Inc
M2XHYMU3TZNEZURC6H66
DAVITA INC
23918KAS7
1477000.0000000000
PA
USD
1502581.6400000000
0.0729048860
Long
DBT
CORP
US
Y
2
2030-06-01
Fixed
4.625
N
N
N
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
ADVANCED MICRO DEVICES
007903107
44250.0000000000
NS
USD
3331582.5000000000
0.1616475510
Long
EC
CORP
US
N
1
N
N
N
Affiliated Managers Group Inc
2JE75BUE3T1BLCYYGK54
AFFILIATED MANAGERS GROUP
008252108
35430.0000000000
NS
USD
2670359.1000000000
0.1295651567
Long
EC
CORP
US
N
1
N
N
Lonestar Resources America Inc
549300SMXPFO4S25OB75
LONESTAR RESOURCES AMERI
54238XAC2
1910000.0000000000
PA
USD
258041.0000000000
0.0125200849
Long
DBT
CORP
US
Y
2
2023-01-01
Fixed
11.250
Y
Y
N
N
N
N
Lumentum Holdings Inc
549300JLWRRC38DWEF52
LUMENTUM HOLDINGS INC
55024UAC3
3860000.0000000000
PA
USD
4353423.8000000000
0.2112270357
Long
DBT
CORP
US
Y
2
2026-12-15
Fixed
0.500
N
N
N
N
Y
LUMENTUM HOLDINGS INC
LUMENTUM HOLDINGS INC
USD
XXXX
N
N
N
Scientific Games International Inc
RLTHESQ0RNFQJWPBJN60
SCIENTIFIC GAMES INTERNA
80874YAW0
885000.0000000000
PA
USD
889823.2500000000
0.0431740019
Long
DBT
CORP
US
Y
2
2025-10-15
Fixed
5.000
N
N
N
N
N
Scientific Games International Inc
RLTHESQ0RNFQJWPBJN60
SCIENTIFIC GAMES INTERNATIO
80875AAP6
1930152.6700000000
PA
USD
1800620.1200000000
0.0873656386
Long
LON
CORP
US
N
2
2024-08-14
Floating
2.896
N
N
N
N
N
N
DaVita Inc
M2XHYMU3TZNEZURC6H66
DAVITA INC
23918KAT5
299000.0000000000
PA
USD
287790.4900000000
0.0139635227
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.750
N
N
N
N
N
N
Dean Foods Co
5RGFDMYH829UYJH0KY29
DEAN FOODS - DEFAULT
242370AD6
900000.0000000000
PA
USD
15309.0000000000
0.0007427889
Long
DBT
CORP
US
Y
2
2023-03-15
Fixed
6.500
Y
Y
N
N
N
N
Frontier Communications Corp
549300ZCZ76HYCS0H445
FRONTIER COMMUNICATNS DEFAULT
35906AAZ1
1820000.0000000000
PA
USD
764290.8000000000
0.0370831988
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
11.000
Y
Y
N
N
N
N
Frontier Communications Corp
549300ZCZ76HYCS0H445
FRONTIER COMMUNICATNS DEFAULT
35906ABA5
905000.0000000000
PA
USD
915000.2500000000
0.0443955837
Long
DBT
CORP
US
Y
2
2026-04-01
Fixed
8.500
Y
Y
N
N
N
N
Affiliated Managers Group Inc
2JE75BUE3T1BLCYYGK54
AFFILIATED MANAGERS GROU
008252843
6000.0000000000
NS
USD
155880.0000000000
0.0075632587
Long
EP
CORP
US
N
1
2060-09-30
Fixed
4.750
N
N
N
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
AGILENT TECHNOLOGIES INC
00846U101
55690.0000000000
NS
USD
5685392.1000000000
0.2758538050
Long
EC
CORP
US
N
1
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
AIR LEASE CORP
00912X500
6250.0000000000
NS
USD
143375.0000000000
0.0069565192
Long
EP
CORP
US
N
1
2049-12-31
Variable
6.150
N
N
N
N
N
N
Algonquin Power & Utilities Corp
549300K5VIUTJXQL7X75
ALGONQUIN PWR & UTILITY
015857709
5000.0000000000
NS
USD
133550.0000000000
0.0064798127
Long
EP
CORP
CA
N
1
2078-10-17
Variable
6.875
N
N
N
N
N
N
Dell International LLC / EMC Corp
N/A
DELL INT LLC / EMC CORP
24703DBB6
545000.0000000000
PA
USD
640702.0000000000
0.0310867011
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
5.850
N
N
N
N
N
N
Dell International LLC / EMC Corp
N/A
DELL INT LLC / EMC CORP
24703DBC4
925000.0000000000
PA
USD
1099991.5000000000
0.0533713129
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
6.100
N
N
N
N
N
N
Scripps Escrow Inc
N/A
SCRIPPS ESCROW INC
81104PAA7
1595000.0000000000
PA
USD
1558219.3000000000
0.0756044113
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.875
N
N
N
N
N
N
Sea Ltd
529900OM6JLLW44YKI15
SEA LTD
81141RAE0
3945000.0000000000
PA
USD
7462953.7500000000
0.3621006524
Long
DBT
CORP
SG
Y
2
2025-12-01
Fixed
2.375
N
N
N
N
Y
SEA LTD
SEA LTD
USD
XXXX
N
N
N
Alaska Airlines 2020-1 Class B Pass Through Trust
N/A
ALASKA AIR 2020-1 CL B
01166WAA5
1105000.0000000000
PA
USD
1155741.6000000000
0.0560762938
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
8.000
N
N
N
N
N
N
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
N/A
ALBERTSONS COS/SAFEWAY
013092AC5
1425000.0000000000
PA
USD
1480261.5000000000
0.0718219184
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
4.625
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY
816851BK4
125000.0000000000
PA
USD
130295.0000000000
0.0063218809
Long
EP
CORP
US
N
2
2099-12-31
Variable
4.875
N
N
N
N
N
N
Sensata Technologies Inc
N/A
SENSATA TECHNOLOGIES INC
81728UAB0
593000.0000000000
PA
USD
587823.1100000000
0.0285210305
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.750
N
N
N
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
ALIBABA GROUP HOLDING-SP ADR
01609W102
14720.0000000000
NS
USD
4485036.8000000000
0.2176128656
Long
CORP
CN
N
1
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
ALLSTATE CORP
020002838
2975.0000000000
NS
USD
79670.5000000000
0.0038655928
Long
EP
CORP
US
N
1
2049-12-31
Fixed
5.100
N
N
N
N
N
N
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
N/A
ALBERTSONS COS/SAFEWAY
013092AE1
848000.0000000000
PA
USD
901822.5600000000
0.0437562054
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
4.875
N
N
N
N
N
New Albertsons LP
N/A
NEW ALBERTSONS LP
013104AC8
751000.0000000000
PA
USD
844033.8800000000
0.0409523131
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
7.750
N
N
N
N
N
N
Shift4 Payments LLC / Shift4 Payments Finance Sub Inc
N/A
SHIFT4 PAYMENTS LLC/FIN
82453AAA5
591000.0000000000
PA
USD
598328.4000000000
0.0290307446
Long
DBT
CORP
US
Y
2
2026-11-01
Fixed
4.625
N
N
N
N
N
N
Shopify Inc
549300HGQ43STJLLP808
SHOPIFY INC
82509LAA5
1542000.0000000000
PA
USD
1674149.4000000000
0.0812293108
Long
DBT
CORP
CA
N
2
2025-11-01
Fixed
0.125
N
N
N
N
Y
SHOPIFY INC
SHOPIFY INC
USD
XXXX
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES INC
247361ZP6
297000.0000000000
PA
USD
283735.9800000000
0.0137667989
Long
DBT
CORP
US
N
2
2023-04-19
Fixed
3.800
N
N
N
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES INC
247361ZZ4
297000.0000000000
PA
USD
307543.5000000000
0.0149219338
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.375
N
N
N
N
N
N
MGIC Investment Corp
254900S8483WM4M98R28
MGIC INVESTMENT CORP
552848AG8
586000.0000000000
PA
USD
605361.4400000000
0.0293719859
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.250
N
N
N
N
N
N
M/I Homes Inc
5299005M71FH9CCSFB69
M/I HOMES INC
55305BAQ4
1295000.0000000000
PA
USD
1341930.8000000000
0.0651101473
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
5.625
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
ALPHABET INC-CL C
02079K107
10635.0000000000
NS
USD
17239441.3500000000
0.8364533896
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
ALPHABET INC-CL A
02079K305
34670.0000000000
NS
USD
56030533.7000000000
2.7185875041
Long
EC
CORP
US
N
1
N
N
N
DexCom Inc
549300YSK3QDSFR5EU59
DEXCOM INC
252131AJ6
9218000.0000000000
PA
USD
8920903.8600000000
0.4328400277
Long
DBT
CORP
US
Y
2
2025-11-15
Fixed
0.250
N
N
N
N
Y
DEXCOM INC
DEXCOM INC
USD
XXXX
N
N
N
Diamond Offshore Drilling Inc
F14FQJ2EEHW5VPYUHL14
DIAMOND OFFSHORE DEFAULT
25271CAP7
515000.0000000000
PA
USD
36199.3500000000
0.0017563834
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
7.875
Y
Y
N
N
N
N
Silicon Laboratories Inc
4PRDF8Q9TDHRVZKZSZ47
SILICON LABORATORIES INC
826919AC6
3524000.0000000000
PA
USD
3900856.5600000000
0.1892685862
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
0.625
N
N
N
N
Y
SILICON LABORATORIES INC
SILICON LABORATORIES INC
USD
XXXX
N
N
N
Silgan Holdings Inc
KAF673KJXD92C8KSLU49
SILGAN HOLDINGS INC
827048AV1
1328000.0000000000
PA
USD
1380110.7200000000
0.0669626275
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
4.125
N
N
N
N
N
N
Frontier Communications Corp
549300ZCZ76HYCS0H445
FRONTIER COMMUNICATIONS
35906ABE7
435000.0000000000
PA
USD
444126.3000000000
0.0215488972
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
5.875
N
N
N
N
N
Frontier Communications Corp
549300ZCZ76HYCS0H445
FRONTIER COMMUNICATNS DEFAULT
35906EAJ9
1528214.2900000000
PA
USD
1506421.9500000000
0.0730912169
Long
LON
CORP
US
N
2
2024-06-15
Floating
4.500
Y
Y
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209S103
58750.0000000000
NS
USD
2119700.0000000000
0.1028473147
Long
EC
CORP
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135106
34315.0000000000
NS
USD
104185487.2500000000
5.0550538259
Long
EC
CORP
US
N
1
N
N
New Albertsons LP
N/A
NEW ALBERTSONS LP
013104AL8
298000.0000000000
PA
USD
346928.6200000000
0.0168328900
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
8.000
N
N
N
N
N
N
Howmet Aerospace Inc
549300HO5WFZUT5N2T22
HOWMET AEROSPACE INC
013817AW1
1375000.0000000000
PA
USD
1449043.7500000000
0.0703072409
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.125
N
N
N
N
N
Dell International LLC / EMC Corp
N/A
DELL INT LLC / EMC CORP
25272KAK9
1405000.0000000000
PA
USD
1666807.7000000000
0.0808730934
Long
DBT
CORP
US
Y
2
2026-06-15
Fixed
6.020
N
N
N
N
N
N
Diamond Sports Group LLC / Diamond Sports Finance Co
N/A
DIAMOND SPORTS GR/DIAMON
25277LAA4
656000.0000000000
PA
USD
384993.2800000000
0.0186797778
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
5.375
N
N
N
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER
025537127
212530.0000000000
NS
USD
11346976.7000000000
0.5505524761
Long
EP
CORP
US
N
1
2022-03-15
Fixed
6.125
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO
025816109
65730.0000000000
NS
USD
5997205.2000000000
0.2909828988
Long
EC
CORP
US
N
1
N
N
N
Alcoa Nederland Holding BV
5493000UL1QLQLT1VQ42
ALCOA NEDERLAND HOLDING
013822AB7
1835000.0000000000
PA
USD
1932933.9500000000
0.0937854726
Long
DBT
CORP
NL
Y
2
2026-09-30
Fixed
7.000
N
N
N
N
N
N
Allegheny Technologies Inc
ZW1LRE7C3H17O2ZN9B45
ALLEGHENY TECHNOLOGIES
01741RAH5
600000.0000000000
PA
USD
565716.0000000000
0.0274483991
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.875
N
N
N
N
N
Simmons Foods Inc
5493002Z1TVWRIL6NM97
SIMMONS FOODS INC
82873LAB1
1185000.0000000000
PA
USD
1239190.0500000000
0.0601251918
Long
DBT
CORP
US
Y
2
2024-01-15
Fixed
7.750
N
N
N
N
N
N
Sirius XM Radio Inc
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC
82967NBC1
1500000.0000000000
PA
USD
1634790.0000000000
0.0793196026
Long
DBT
CORP
US
Y
2
2029-07-01
Fixed
5.500
N
N
N
N
N
N
American Homes 4 Rent
549300ZJUO7A58PNUW40
AMERICAN HOMES 4 RENT
02665T868
5180.0000000000
NS
USD
140015.4000000000
0.0067935122
Long
EP
CORP
US
N
1
2049-12-31
Fixed
6.250
N
N
N
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GROUP
026874784
346890.0000000000
NS
USD
10923566.1000000000
0.5300086995
Long
EC
CORP
US
N
1
N
N
N
M/I Homes Inc
5299005M71FH9CCSFB69
M/I HOMES INC
55305BAS0
855000.0000000000
PA
USD
891799.2000000000
0.0432698745
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.950
N
N
N
N
N
N
MPH Acquisition Holdings LLC
5493002WXOPRPTXWTU06
MPH ACQUISITION HOLDINGS
553283AC6
591000.0000000000
PA
USD
580391.5500000000
0.0281604531
Long
DBT
CORP
US
Y
2
2028-11-01
Fixed
5.750
N
N
N
N
N
GCI Liberty Inc
N/A
GCI LIBERTY INC
36164VAA5
2320000.0000000000
PA
USD
3875768.8000000000
0.1880513344
Long
DBT
CORP
US
Y
2
2046-09-30
Fixed
1.750
N
N
N
N
Y
GCI LIBERTY INC
GCI LIBERTY INC
USD
XXXX
N
N
N
GFL Environmental Inc
549300FYK4MBXWIVZU26
GFL ENVIRONMENTAL INC
36168QAK0
591000.0000000000
PA
USD
595710.2700000000
0.0289037135
Long
DBT
CORP
CA
Y
2
2025-08-01
Fixed
3.750
N
N
N
N
N
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
N/A
ALLIANT HOLD / CO-ISSUER
01883LAA1
2500000.0000000000
PA
USD
2627775.0000000000
0.1274989868
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
6.750
N
N
N
N
N
N
Allison Transmission Inc
MWKQ3I0U1GXP2YDSZW75
ALLISON TRANSMISSION INC
019736AD9
380000.0000000000
PA
USD
383917.8000000000
0.0186275958
Long
DBT
CORP
US
Y
2
2024-10-01
Fixed
5.000
N
N
N
N
N
N
Sirius XM Radio Inc
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC
82967NBE7
1500000.0000000000
PA
USD
1548285.0000000000
0.0751224016
Long
DBT
CORP
US
Y
2
2024-07-15
Fixed
4.625
N
N
N
N
N
N
Delta Air Lines Inc / SkyMiles IP Ltd
N/A
DELTA AIR LINES/SKYMILES
830867AA5
148000.0000000000
PA
USD
150357.6400000000
0.0072953151
Long
DBT
CORP
US
Y
2
2025-10-20
Fixed
4.500
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAU4
135000.0000000000
PA
USD
112428.0000000000
0.0054549785
Long
EP
CORP
US
N
2
2099-12-31
Variable
6.875
N
N
N
N
N
MTS Systems Corp
549300E7ZL4ZDETLML64
MTS SYSTEMS CORP
553777AA1
900000.0000000000
PA
USD
913662.0000000000
0.0443306521
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.750
N
N
N
N
N
N
Diamond Sports Group LLC / Diamond Sports Finance Co
N/A
DIAMOND SPORTS GR/DIAMON
25277LAC0
825000.0000000000
PA
USD
343769.2500000000
0.0166795982
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
6.625
N
N
N
N
N
Dick's Sporting Goods Inc
529900SSBV5I4LWSK313
DICK'S SPORTING GOODS
253393AC6
3793000.0000000000
PA
USD
6800507.6300000000
0.3299589321
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
3.250
N
N
N
N
Y
DICK'S SPORTING GOODS
DICK'S SPORTING GOODS
USD
XXXX
N
N
N
Delta Air Lines Inc / SkyMiles IP Ltd
N/A
DELTA AIR LINES/SKYMILES
830867AB3
295000.0000000000
PA
USD
301873.5000000000
0.0146468268
Long
DBT
CORP
US
Y
2
2028-10-20
Fixed
4.750
N
N
N
N
N
N
Snap Inc
549300JNC0L6VP8A2Q35
SNAP INC
83304AAB2
4856000.0000000000
PA
USD
9036384.7200000000
0.4384431302
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
0.750
N
N
N
N
N
SNAP INC
SNAP INC
USD
XXXX
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER CORP
03027X100
70930.0000000000
NS
USD
16289074.5000000000
0.7903418273
Long
CORP
US
N
1
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162100
33115.0000000000
NS
USD
7183968.1000000000
0.3485643384
Long
EC
CORP
US
N
1
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC
36186CBY8
1899000.0000000000
PA
USD
2630266.9200000000
0.1276198942
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.000
N
N
N
N
N
N
G-III Apparel Group Ltd
529900O5KABM3R3SFM87
G-III APPAREL GROUP LTD
36237HAA9
1275000.0000000000
PA
USD
1295425.5000000000
0.0628537218
Long
DBT
CORP
US
Y
2
2025-08-15
Fixed
7.875
N
N
N
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
DISCOVER FINANCIAL SVS
254709AN8
135000.0000000000
PA
USD
132810.3000000000
0.0064439226
Long
EP
CORP
US
N
2
2099-12-31
Variable
5.500
N
N
N
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
DISCOVER FINANCIAL SVS
254709AQ1
245000.0000000000
PA
USD
262750.2500000000
0.0127485765
Long
EP
CORP
US
N
2
2099-12-31
Variable
6.125
N
N
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
SOUTHERN CO
842587DF1
247000.0000000000
PA
USD
251401.5400000000
0.0121979399
Long
DBT
CORP
US
N
2
2051-01-15
Variable
4.000
N
N
N
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
SOUTHWEST AIRLINES CO
844741BG2
23675000.0000000000
PA
USD
31548358.0000000000
1.5307184524
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
1.250
N
N
N
N
Y
SOUTHWEST AIRLINES CO
SOUTHWEST AIRLINES CO
USD
XXXX
N
N
N
Allison Transmission Inc
MWKQ3I0U1GXP2YDSZW75
ALLISON TRANSMISSION INC
019736AE7
1300000.0000000000
PA
USD
1349322.0000000000
0.0654687665
Long
DBT
CORP
US
Y
2
2027-10-01
Fixed
4.750
N
N
N
N
N
N
Allison Transmission Inc
MWKQ3I0U1GXP2YDSZW75
ALLISON TRANSMISSION INC
019736AF4
300000.0000000000
PA
USD
327969.0000000000
0.0159129740
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
5.875
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO
369604BQ5
250000.0000000000
PA
USD
204767.5000000000
0.0099352680
Long
EP
CORP
US
N
2
2049-12-29
Variable
5.000
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GENERAL MOTORS FINL CO
37045XCM6
125000.0000000000
PA
USD
125732.5000000000
0.0061005095
Long
EP
CORP
US
N
2
2099-12-31
Variable
6.500
N
N
N
N
N
Annaly Capital Management Inc
2DTL0G3FPRYUT58TI025
ANNALY CAPITAL MGMT
035710870
1240.0000000000
NS
USD
27912.4000000000
0.0013543027
Long
EP
CORP
US
N
1
2049-12-31
Variable
6.950
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
ANTHEM INC
036752103
18870.0000000000
NS
USD
5147736.0000000000
0.2497668653
Long
EC
CORP
US
N
1
N
N
N
American Airlines Group Inc
N/A
AMERICAN AIRLINES GROUP
02376RAC6
925000.0000000000
PA
USD
610416.7500000000
0.0296172683
Long
DBT
CORP
US
Y
2
2022-06-01
Fixed
5.000
N
N
N
N
N
N
American Airlines Group Inc
N/A
AMERICAN AIRLINES GROUP
02376RAE2
295000.0000000000
PA
USD
147125.3500000000
0.0071384852
Long
DBT
CORP
US
Y
2
2025-03-01
Fixed
3.750
N
N
N
N
N
N
Southwestern Energy Co
EFWMP121W54QV9MGOP87
SOUTHWESTERN ENERGY CO
845467AP4
295000.0000000000
PA
USD
309516.9500000000
0.0150176851
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
8.375
N
N
N
N
N
N
Speedway Motorsports LLC / Speedway Funding II Inc
N/A
SPEEDWAY MOT/SPEEDWAY FD
84779MAA2
1500000.0000000000
PA
USD
1433685.0000000000
0.0695620382
Long
DBT
CORP
US
Y
2
2027-11-01
Fixed
4.875
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833100
1347705.0000000000
NS
USD
146711166.3000000000
7.1183891546
Long
EC
CORP
US
N
1
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
APPLIED MATERIALS INC
038222105
322615.0000000000
NS
USD
19108486.4500000000
0.9271389911
Long
EC
CORP
US
N
1
N
N
N
OneMain Finance Corp
5493008I795YYBFWFU90
ONEMAIN FINANCE CORP
85172FAM1
2030000.0000000000
PA
USD
2236329.2000000000
0.1085061344
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.875
N
N
N
N
N
N
OneMain Finance Corp
5493008I795YYBFWFU90
ONEMAIN FINANCE CORP
85172FAN9
1500000.0000000000
PA
USD
1664355.0000000000
0.0807540890
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.125
N
N
N
N
N
N
American Airlines Group Inc
N/A
AMERICAN AIRLINES GROUP
02376RAF9
7915000.0000000000
PA
USD
6790357.6500000000
0.3294664576
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.500
N
N
N
N
Y
AMERICAN AIRLINES GROUP
AMERICAN AIRLINES GROUP
USD
XXXX
N
N
N
American Axle & Manufacturing Inc
RY5TAKFOBLDUGX31MS24
AMERICAN AXLE & MFG INC
02406PBA7
1243000.0000000000
PA
USD
1266194.3800000000
0.0614354351
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
6.875
N
N
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
AMERICAN INTL GROUP
026874DM6
250000.0000000000
PA
USD
275727.5000000000
0.0133782294
Long
DBT
CORP
US
N
2
2048-04-01
Variable
5.750
N
N
N
N
N
N
Amneal Pharmaceuticals LLC
54930037VIXE7LRZ1M66
AMNEAL PHARMACEUTICALS LLC
03167DAH7
2834079.7800000000
PA
USD
2712441.0800000000
0.1316069639
Long
LON
CORP
US
N
2
2025-05-04
Floating
3.716
N
N
N
N
N
N
OneMain Finance Corp
5493008I795YYBFWFU90
ONEMAIN FINANCE CORP
85172FAQ2
301000.0000000000
PA
USD
329850.8500000000
0.0160042809
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.625
N
N
N
N
N
N
OneMain Finance Corp
5493008I795YYBFWFU90
ONEMAIN FINANCE CORP
85172FAS8
400000.0000000000
PA
USD
440348.0000000000
0.0213655750
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
8.875
N
N
N
N
N
N
DISH Network Corp
529900U350CWHH15G169
DISH NETWORK CORP
25470MAD1
3049000.0000000000
PA
USD
2756235.0200000000
0.1337318349
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
2.375
N
N
N
N
N
DISH NETWORK CORP
DISH NETWORK CORP
USD
XXXX
N
N
N
DISH DBS Corp
N/A
DISH DBS CORP
25470XAY1
926000.0000000000
PA
USD
984078.7200000000
0.0477472538
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.750
N
N
N
N
N
Macy's Inc
529900NZQ81TIOW3CW52
MACY'S INC
55616PAA2
605000.0000000000
PA
USD
632013.2500000000
0.0306651251
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
8.375
N
N
N
N
N
Macy's Retail Holdings LLC
N/A
MACY'S RETAIL HLDGS LLC
55616XAF4
629000.0000000000
PA
USD
596071.8500000000
0.0289212573
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
3.875
N
N
N
N
N
AmWINS Group Inc
549300SJE7MUB8NMRG61
AMWINS GROUP INC
031921AA7
2383000.0000000000
PA
USD
2555553.0300000000
0.1239947949
Long
DBT
CORP
US
Y
2
2026-07-01
Fixed
7.750
N
N
N
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
APACHE CORP
037411AW5
1187000.0000000000
PA
USD
1092277.4000000000
0.0529970267
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
5.100
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GENERAL MOTORS FINL CO
37045XDB9
140000.0000000000
PA
USD
145195.4000000000
0.0070448446
Long
EP
CORP
US
N
2
2099-12-31
Variable
5.700
N
N
N
N
N
N
Genesis Energy LP / Genesis Energy Finance Corp
N/A
GENESIS ENERGY LP/FIN
37185LAK8
1173000.0000000000
PA
USD
942669.7200000000
0.0457380994
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.250
N
N
N
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
SPRINT CORP
85207UAF2
2435000.0000000000
PA
USD
2782596.2500000000
0.1350108752
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.875
N
N
N
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
SPRINT CORP
85207UAH8
4245000.0000000000
PA
USD
4889518.3500000000
0.2372382094
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.125
N
N
N
N
N
N
Macy's Retail Holdings LLC
N/A
MACY'S RETAIL HLDGS LLC
55617LAL6
600000.0000000000
PA
USD
462810.0000000000
0.0224554256
Long
DBT
CORP
US
Y
2
2034-07-15
Fixed
6.700
N
N
N
N
N
N
Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp
N/A
MAGNOLIA OIL GAS/MAG FIN
559665AA2
1800000.0000000000
PA
USD
1712034.0000000000
0.0830674622
Long
DBT
CORP
US
Y
2
2026-08-01
Fixed
6.000
N
N
N
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
APACHE CORP
037411BH7
593000.0000000000
PA
USD
563213.6100000000
0.0273269837
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.625
N
N
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
APACHE CORP
037411BJ3
667000.0000000000
PA
USD
626639.8300000000
0.0304044081
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.875
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS CORP
25470XBB0
300000.0000000000
PA
USD
302454.0000000000
0.0146749926
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.375
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC
25746UDD8
250000.0000000000
PA
USD
256505.0000000000
0.0124455585
Long
EP
CORP
US
N
2
2099-12-31
Variable
4.650
N
N
N
N
N
N
Mallinckrodt International Finance SA / Mallinckrodt CB LLC
N/A
MALLINCKRODT FIN/SB -DEFAULT-
561233AD9
1955000.0000000000
PA
USD
635375.0000000000
0.0308282363
Long
DBT
CORP
LU
Y
2
2023-10-15
Fixed
5.625
Y
Y
N
N
N
N
Markel Corp
549300SCNO12JLWIK605
MARKEL CORP
570535AW4
240000.0000000000
PA
USD
256118.4000000000
0.0124268008
Long
EP
CORP
US
N
2
2099-12-31
Variable
6.000
N
N
N
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
SPRINT CORP
85207UAK1
1400000.0000000000
PA
USD
1705382.0000000000
0.0827447088
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.625
N
N
N
N
N
N
Standard Industries Inc/NJ
54930064UHXCIUWVI755
STANDARD INDUSTRIES INC
853496AC1
575000.0000000000
PA
USD
595826.5000000000
0.0289093530
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
5.000
N
N
N
N
N
N
Arch Capital Group Ltd
549300AYR4P8AFKDCE43
ARCH CAPITAL GROUP LTD
03939A206
13585.0000000000
NS
USD
346281.6500000000
0.0168014992
Long
EP
CORP
BM
N
1
2049-12-31
Fixed
5.250
N
N
N
N
N
N
Assurant Inc
H3F39CAXWQRVWURFXL38
ASSURANT INC
04621X207
31880.0000000000
NS
USD
3847597.2000000000
0.1866844554
Long
EP
CORP
US
N
1
2021-03-15
Fixed
6.500
N
N
N
N
N
N
MasTec Inc
549300TMDIT8WREDOF45
MASTEC INC
576323AP4
598000.0000000000
PA
USD
615198.4800000000
0.0298492766
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.500
N
N
N
N
N
Mattel Inc
549300VELLG24KHTJ564
MATTEL INC
577081BB7
1390000.0000000000
PA
USD
1462335.6000000000
0.0709521582
Long
DBT
CORP
US
Y
2
2025-12-31
Fixed
6.750
N
N
N
N
N
N
ChampionX Corp
549300EP2909K6DYYP38
CHAMPIONX CORP
03755LAC8
915000.0000000000
PA
USD
876066.7500000000
0.0425065400
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.375
N
N
N
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ARCELORMITTAL
03938LAP9
900000.0000000000
PA
USD
1100889.0000000000
0.0534148594
Long
DBT
CORP
LU
N
2
2039-10-15
Fixed
7.250
N
N
N
N
N
N
Standard Industries Inc/NJ
54930064UHXCIUWVI755
STANDARD INDUSTRIES INC
853496AG2
302000.0000000000
PA
USD
312823.6800000000
0.0151781268
Long
DBT
CORP
US
Y
2
2030-07-15
Fixed
4.375
N
N
N
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
STANLEY BLACK & DECKER I
854502AM3
100000.0000000000
PA
USD
104380.0000000000
0.0050644915
Long
DBT
CORP
US
N
2
2060-03-15
Variable
4.000
N
N
N
N
N
N
Donnelley Financial Solutions Inc
549300O1NPY4J56QCU04
DONNELLEY FINANCIAL SOL
25787GAC4
1500000.0000000000
PA
USD
1579290.0000000000
0.0766267564
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
8.250
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP
26441CBG9
330000.0000000000
PA
USD
351242.1000000000
0.0170421790
Long
EP
CORP
US
N
2
2099-12-31
Variable
4.875
N
N
N
N
N
N
Mattel Inc
549300VELLG24KHTJ564
MATTEL INC
577081BD3
1505000.0000000000
PA
USD
1636491.8500000000
0.0794021759
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
5.875
N
N
N
N
N
Meredith Corp
549300YC8BC386CCTS24
MEREDITH CORP
589433AB7
290000.0000000000
PA
USD
240839.2000000000
0.0116854578
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
6.875
N
N
N
N
N
Axis Capital Holdings Ltd
N/A
AXIS CAPITAL HLDGS LTD
05461T305
10100.0000000000
NS
USD
257348.0000000000
0.0124864607
Long
EP
CORP
BM
N
1
2049-12-31
Fixed
5.500
N
N
N
N
N
N
BP PLC
213800LH1BZH3DI6G760
BP PLC-SPONS ADR
055622104
475000.0000000000
NS
USD
7353000.0000000000
0.3567657239
Long
CORP
GB
N
1
N
N
N
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
N/A
ARDAGH PKG FIN/HLDGS USA
03969AAL4
507000.0000000000
PA
USD
525485.2200000000
0.0254964117
Long
DBT
CORP
IE
Y
2
2025-02-15
Fixed
6.000
N
N
N
N
N
N
Ares Capital Corp
WEQ82666OJYSI5GUAB47
ARES CAPITAL CORP
04010LAT0
7500000.0000000000
PA
USD
7628100.0000000000
0.3701135072
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
3.750
N
N
N
N
Y
ARES CAPITAL CORP
ARES CAPITAL CORP
USD
XXXX
N
N
N
Staples Inc
XQM2JINI1UL7642TU573
STAPLES INC
855031AQ3
1694807.1000000000
PA
USD
1562612.1500000000
0.0758175513
Long
LON
CORP
US
N
2
2026-04-16
Floating
5.218
N
N
N
N
N
N
Starwood Property Trust Inc
BUGSFQZERKRBFWIG5267
STARWOOD PROPERTY TRUST
85571BAL9
1500000.0000000000
PA
USD
1461240.0000000000
0.0708989999
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.750
N
N
N
N
N
N
Ares Capital Corp
WEQ82666OJYSI5GUAB47
ARES CAPITAL CORP
04010LAW3
3000000.0000000000
PA
USD
3115560.0000000000
0.1511661932
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
4.625
N
N
N
N
Y
ARES CAPITAL CORP
ARES CAPITAL CORP
USD
XXXX
N
N
N
Arrow Bidco LLC
549300YHZN08M0H3O128
ARROW BIDCO LLC
042728AA3
1490000.0000000000
PA
USD
1249454.4000000000
0.0606232155
Long
DBT
CORP
US
Y
2
2024-03-15
Fixed
9.500
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
060505104
1019405.0000000000
NS
USD
24159898.5000000000
1.1722322424
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
060505682
500.0000000000
NS
USD
733450.0000000000
0.0355868109
Long
EP
CORP
US
N
1
2049-12-31
Fixed
7.250
N
N
N
N
N
N
Ashtead Capital Inc
213800J1134IW58IC398
ASHTEAD CAPITAL INC
045054AJ2
1205000.0000000000
PA
USD
1265177.7000000000
0.0613861061
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
4.000
N
N
N
N
N
N
Ashton Woods USA LLC / Ashton Woods Finance Co
N/A
ASHTON WOODS USA/FINANCE
045086AH8
661000.0000000000
PA
USD
740234.0700000000
0.0359159722
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
9.875
N
N
N
N
N
N
Gentiva Health Services Inc
549300STP29LPEN7S547
GENTIVA HEALTH SERVICES
37249UAU0
1941074.3000000000
PA
USD
1904679.1600000000
0.0924145572
Long
LON
CORP
US
N
2
2025-07-02
Floating
3.399
N
N
N
N
N
N
Dun & Bradstreet Corp/The
RI37BMPWE56BCJ747E14
DUN & BRADSTREET CORP
26483NAN0
1233800.0000000000
PA
USD
1217347.2800000000
0.0590653861
Long
LON
CORP
US
N
2
2026-02-06
Floating
3.890
N
N
N
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT CORP
26884LAG4
850000.0000000000
PA
USD
1057230.0000000000
0.0512965356
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
8.750
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
STATE STREET CORP
857477BA0
800000.0000000000
PA
USD
822480.0000000000
0.0399065242
Long
EP
CORP
US
N
2
2099-12-31
Variable
5.625
N
N
N
N
N
N
Station Casinos LLC
5493004E7Q60TX54WL62
STATION CASINOS LLC
857691AF6
1491000.0000000000
PA
USD
1485453.4800000000
0.0720738319
Long
DBT
CORP
US
Y
2
2025-10-01
Fixed
5.000
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06055H400
4340.0000000000
NS
USD
108500.0000000000
0.0052643929
Long
EP
CORP
US
N
1
2049-12-31
Fixed
4.375
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
BANK OF NEW YORK MELLON CORP
064058100
71870.0000000000
NS
USD
2469453.2000000000
0.1198172526
Long
EC
CORP
US
N
1
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
BAXTER INTERNATIONAL INC
071813109
149780.0000000000
NS
USD
11618434.6000000000
0.5637235456
Long
EC
CORP
US
N
1
N
N
N
W R Berkley Corp
SQOAGCLKBDWNVYV1OV80
BERKLEY (WR) CORPORATION
084423706
2700.0000000000
NS
USD
72171.0000000000
0.0035017189
Long
EP
CORP
US
N
1
2058-03-30
Fixed
5.700
N
N
N
N
N
N
Genworth Mortgage Holdings Inc
N/A
GENWORTH MORTGAGE HLDING
37255LAA5
593000.0000000000
PA
USD
619418.1500000000
0.0300540140
Long
DBT
CORP
US
Y
2
2025-08-15
Fixed
6.500
N
N
N
N
N
N
Global Aircraft Leasing Co Ltd
N/A
GLOBAL AIR LEASE CO LTD
37960JAA6
1015525.0000000000
PA
USD
681661.0000000000
0.0330740215
Long
DBT
CORP
KY
Y
2
2024-09-15
Fixed
6.500
N
N
Y
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT CORP
26884LAH2
500000.0000000000
PA
USD
557110.0000000000
0.0270308381
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
7.875
N
N
N
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT CORP
26884LAJ8
3190000.0000000000
PA
USD
4103297.0000000000
0.1990909458
Long
DBT
CORP
US
Y
2
2026-05-01
Fixed
1.750
N
N
N
N
Y
EQT CORP
EQT CORP
USD
XXXX
N
N
N
Go Daddy Operating Co LLC / GD Finance Co Inc
N/A
GO DADDY OPCO/FINCO
38016LAA3
301000.0000000000
PA
USD
316317.8900000000
0.0153476650
Long
DBT
CORP
US
Y
2
2027-12-01
Fixed
5.250
N
N
N
N
N
N
goeasy Ltd
5493009DJVZG2P8YV435
GOEASY LTD
380355AD9
2400000.0000000000
PA
USD
2448504.0000000000
0.1188008027
Long
DBT
CORP
CA
Y
2
2024-12-01
Fixed
5.375
N
N
N
N
N
N
ESH Hospitality Inc
54930042FMK7X7SQ2896
ESH HOSPITALITY INC
26907YAA2
820000.0000000000
PA
USD
823714.6000000000
0.0399664267
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
5.250
N
N
N
N
N
N
ESH Hospitality Inc
54930042FMK7X7SQ2896
ESH HOSPITALITY INC
26907YAB0
600000.0000000000
PA
USD
589860.0000000000
0.0286198599
Long
DBT
CORP
US
Y
2
2027-10-01
Fixed
4.625
N
N
N
N
N
N
Station Casinos LLC
5493004E7Q60TX54WL62
STATION CASINOS LLC
857691AG4
1725000.0000000000
PA
USD
1626571.5000000000
0.0789208430
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
4.500
N
N
N
N
N
N
STL Holding Co LLC
984500BC2I63E7F48656
STL HOLDING CO LLC
861036AA9
879000.0000000000
PA
USD
876011.4000000000
0.0425038544
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
7.500
N
N
N
N
N
N
Meredith Corp
549300YC8BC386CCTS24
MEREDITH CORP
589433AC5
1180000.0000000000
PA
USD
1220214.4000000000
0.0592044980
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
6.500
N
N
N
N
N
N
Meritage Homes Corp
52990044W9UMFJO2FB97
MERITAGE HOMES CORP
59001AAQ5
3280000.0000000000
PA
USD
3497988.8000000000
0.1697215431
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
7.000
N
N
N
N
N
N
Meritor Inc
5LTG829X630QFHTFBO82
MERITOR INC
59001KAD2
1867000.0000000000
PA
USD
1903462.5100000000
0.0923555257
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
6.250
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
METLIFE INC
59156RAP3
2990000.0000000000
PA
USD
3746709.2000000000
0.1817893948
Long
DBT
CORP
US
N
2
2066-12-15
Fixed
6.400
N
N
N
N
N
N
Edgewell Personal Care Co
549300CY8QZDL4Z3RU59
EDGEWELL PERSONAL CARE
28035QAA0
588000.0000000000
PA
USD
619328.6400000000
0.0300496710
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
5.500
N
N
N
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
CAESARS ENTERTAIN INC
28470RAH5
605000.0000000000
PA
USD
621940.0000000000
0.0301763735
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
6.250
N
N
N
N
N
N
Talen Energy Supply LLC
K5K33XN0PQAU1XF7NN66
TALEN ENERGY SUPPLY LLC
87422VAE8
600000.0000000000
PA
USD
417414.0000000000
0.0202528231
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
10.500
N
N
N
N
N
N
Talen Energy Supply LLC
K5K33XN0PQAU1XF7NN66
TALEN ENERGY SUPPLY LLC
87422VAF5
300000.0000000000
PA
USD
301125.0000000000
0.0146105098
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
7.250
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
METLIFE INC
59156RCA4
285000.0000000000
PA
USD
286715.7000000000
0.0139113742
Long
EP
CORP
US
N
2
2099-12-31
Variable
3.850
N
N
N
N
N
N
Michaels Stores Inc
BV4WJ23XIGNG4UDYEK73
MICHAELS STORES INC
594088AQ9
0.0100000000
PA
USD
0.0100000000
0.0000000005
Long
LON
CORP
US
N
2
2023-01-30
Floating
3.500
N
N
N
N
N
N
Golden Nugget Inc
91D14OD6M4H1RVBN7R43
GOLDEN NUGGET INC
38113YAC3
1030000.0000000000
PA
USD
847267.7000000000
0.0411092172
Long
DBT
CORP
US
Y
2
2025-10-01
Fixed
8.750
N
N
N
N
N
Golden Nugget Inc
91D14OD6M4H1RVBN7R43
GOLDEN NUGGET INC
38113YAE9
1425000.0000000000
PA
USD
1208784.7500000000
0.0586499342
Long
DBT
CORP
US
Y
2
2024-10-15
Fixed
6.750
N
N
N
N
N
Microchip Technology Inc
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY INC
595017AF1
6950000.0000000000
PA
USD
10936728.5000000000
0.5306473359
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
1.625
N
N
N
N
Y
MICROCHIP TECHNOLOGY INC
MICROCHIP TECHNOLOGY INC
USD
XXXX
N
N
N
Middleby Corp/The
JDFO86U9VQRBKW5KYA35
MIDDLEBY CORP
596278AA9
8240000.0000000000
PA
USD
8505904.8000000000
0.4127043769
Long
DBT
CORP
US
Y
2
2025-09-01
Fixed
1.000
N
N
N
N
Y
MIDDLEBY CORP
MIDDLEBY CORP
USD
XXXX
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
CAESARS ENTERTAIN INC
28470RAK8
605000.0000000000
PA
USD
632787.6500000000
0.0307026988
Long
DBT
CORP
US
Y
2
2027-07-01
Fixed
8.125
N
N
N
N
N
Embarq Corp
N/A
EMBARQ CORP
29078EAA3
5681000.0000000000
PA
USD
6665460.4900000000
0.3234064786
Long
DBT
CORP
US
N
2
2036-06-01
Fixed
7.995
N
N
N
N
N
N
W R Berkley Corp
SQOAGCLKBDWNVYV1OV80
BERKLEY (WR) CORPORATION
084423805
14550.0000000000
NS
USD
388630.5000000000
0.0188562548
Long
EP
CORP
US
N
1
2059-12-30
Fixed
5.100
N
N
N
N
N
N
W R Berkley Corp
SQOAGCLKBDWNVYV1OV80
BERKLEY (WR) CORPORATION
084423888
2500.0000000000
NS
USD
64125.0000000000
0.0031113290
Long
EP
CORP
US
N
1
2060-09-30
Fixed
4.250
N
N
N
N
N
N
Tandem Diabetes Care Inc
549300JEPFOD0K4D3I05
TANDEM DIABETES CARE INC
875372AA2
3215000.0000000000
PA
USD
4046624.0500000000
0.1963411885
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
1.500
N
N
N
N
Y
TANDEM DIABETES CARE INC
TANDEM DIABETES CARE INC
USD
XXXX
N
N
N
Taylor Morrison Communities Inc
549300O1Z08HI2MRK572
TAYLOR MORRISON COMM
87724RAB8
901000.0000000000
PA
USD
998163.8400000000
0.0484306603
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
5.750
N
N
N
N
N
N
Team Health Holdings Inc
549300PVTQ4UDTTMQT11
TEAM HEALTH HOLDINGS INC
87817JAE8
2655091.2500000000
PA
USD
2175926.9300000000
0.1055754313
Long
LON
CORP
US
N
2
2024-02-06
Floating
3.750
N
N
N
N
N
N
Teladoc Health Inc
549300I2PVFBC9MFAC61
TELADOC HEALTH INC
87918AAE5
2045000.0000000000
PA
USD
2393774.7500000000
0.1161453531
Long
DBT
CORP
US
Y
2
2027-06-01
Fixed
1.250
N
N
N
N
Y
TELADOC HEALTH INC
TELADOC HEALTH INC
USD
XXXX
N
N
N
Laboratory Corp of America Holdings
OZ7UA8IXAIFILY2VZH07
LABORATORY CRP OF AMER HLDGS
50540R409
56350.0000000000
NS
USD
11257039.5000000000
0.5461887456
Long
EC
CORP
US
N
1
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
LAM RESEARCH CORP
512807108
56750.0000000000
NS
USD
19413040.0000000000
0.9419158533
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC
38144GAC5
500000.0000000000
PA
USD
480580.0000000000
0.0233176216
Long
EP
CORP
US
N
2
2099-12-31
Variable
4.400
N
N
N
N
N
N
WR Grace & Co-Conn
549300GJVOEHHLSO6K25
WR GRACE & CO-CONN
383909AG3
299000.0000000000
PA
USD
311859.9900000000
0.0151313688
Long
DBT
CORP
US
Y
2
2027-06-15
Fixed
4.875
N
N
N
N
N
N
Mineral Resources Ltd
5299007V1ACKFFX2P066
MINERAL RESOURCES LTD
603051AA1
295000.0000000000
PA
USD
323396.7000000000
0.0156911271
Long
DBT
CORP
AU
Y
2
2027-05-01
Fixed
8.125
N
N
N
N
N
N
Moog Inc
549300WM2I4U7OBAHG07
MOOG INC
615394AM5
722000.0000000000
PA
USD
742093.2600000000
0.0360061797
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
4.250
N
N
N
N
N
N
Ovintiv Inc
N/A
OVINTIV INC
292505AD6
285000.0000000000
PA
USD
267301.5000000000
0.0129694020
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
6.500
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC
29250NBC8
200000.0000000000
PA
USD
204326.0000000000
0.0099138465
Long
DBT
CORP
CA
N
2
2080-07-15
Variable
5.750
N
N
N
N
N
Moss Creek Resources Holdings Inc
54930037SLMSPWKYIX36
MOSS CREEK RESOURCES HLD
61965RAA3
540000.0000000000
PA
USD
270475.2000000000
0.0131233892
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
7.500
N
N
N
N
N
N
Moss Creek Resources Holdings Inc
54930037SLMSPWKYIX36
MOSS CREEK RESOURCES HLD
61965RAB1
600000.0000000000
PA
USD
311898.0000000000
0.0151332131
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
10.500
N
N
N
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BLACKROCK INC
09247X101
10715.0000000000
NS
USD
6420535.1500000000
0.3115227623
Long
EC
CORP
US
N
1
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
BOSTON SCIENTIFIC CORP
101137206
90115.0000000000
NS
USD
9334111.7000000000
0.4528887689
Long
EP
CORP
US
N
1
2023-06-01
Fixed
5.500
N
N
N
N
N
N
Graham Packaging Co Inc
N/A
GRAHAM PACKAGING/GPC CAP
384701AA6
673000.0000000000
PA
USD
707289.3500000000
0.0343175026
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
7.125
N
N
N
N
N
N
Granite US Holdings Corp
N/A
GRANITE US HOLDINGS CORP
38740TAB7
900900.0000000000
PA
USD
846846.0000000000
0.0410887565
Long
LON
CORP
US
N
2
2026-09-30
Floating
5.390
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
ORANGE
F6866T100
205085.0000000000
NS
2303026.8700000000
0.1117422887
Long
EC
CORP
FR
N
2
N
N
N
Legg Mason Inc
OWUNCC6U1ZJXMZKFBJ36
LEGG MASON INC
524901600
10250.0000000000
NS
USD
263527.5000000000
0.0127862885
Long
EP
CORP
US
N
1
2056-09-15
Fixed
5.450
N
N
N
N
N
Encompass Health Corp
549300FVRPM9DRQZRG64
ENCOMPASS HEALTH CORP
29261AAA8
600000.0000000000
PA
USD
615618.0000000000
0.0298696316
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.500
N
N
N
N
N
N
Encompass Health Corp
549300FVRPM9DRQZRG64
ENCOMPASS HEALTH CORP
29261AAB6
600000.0000000000
PA
USD
625614.0000000000
0.0303546351
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.750
N
N
N
N
N
N
Energizer Holdings Inc
5493000D6NN0V57UME20
ENERGIZER HOLDINGS INC
29272WAD1
886000.0000000000
PA
USD
895923.2000000000
0.0434699699
Long
DBT
CORP
US
Y
2
2029-03-31
Fixed
4.375
N
N
N
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
ENERGY TRANSFER OPERATNG
29273RBA6
2610000.0000000000
PA
USD
1348848.0000000000
0.0654457681
Long
DBT
CORP
US
N
2
2066-11-01
Floating
3.232
N
N
N
N
N
N
Granite US Holdings Corp
N/A
GRANITE US HOLDINGS CORP
38748YAA0
600000.0000000000
PA
USD
624870.0000000000
0.0303185364
Long
DBT
CORP
US
Y
2
2027-10-01
Fixed
11.000
N
N
N
N
N
Graphic Packaging International LLC
SO75N4VY5NXGQSK8YQ65
GRAPHIC PACKAGING INTERN
38869AAA5
750000.0000000000
PA
USD
817485.0000000000
0.0396641681
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
4.750
N
N
N
N
N
N
Telecom Italia Capital SA
549300777DJZOR5C4L39
TELECOM ITALIA CAPITAL
87927VAM0
880000.0000000000
PA
USD
1027065.6000000000
0.0498329665
Long
DBT
CORP
LU
N
2
2034-09-30
Fixed
6.000
N
N
N
N
N
N
Telesat Canada / Telesat LLC
N/A
TELESAT CANADA/TELESAT L
87952VAP1
976000.0000000000
PA
USD
996252.0000000000
0.0483378983
Long
DBT
CORP
CA
Y
2
2027-06-01
Fixed
4.875
N
N
N
N
N
N
Murphy Oil Corp
QBKYQD0ODE7DC7PDIN91
MURPHY OIL CORP
626717AM4
600000.0000000000
PA
USD
474132.0000000000
0.0230047662
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.875
N
N
N
N
N
N
NCL Corp Ltd
UNZWILHE4KMRP9K2L524
NCL CORPORATION LTD
62886HAS0
1505000.0000000000
PA
USD
2144248.7500000000
0.1040384139
Long
DBT
CORP
US
Y
2
2024-05-15
Fixed
6.000
N
N
N
N
N
NCL CORPORATION LTD
NCL CORPORATION LTD
USD
XXXX
N
N
N
Great Lakes Dredge & Dock Corp
549300H65E3MZ1CX0P05
GREAT LAKES DREDGE&DOCK
390607AE9
1500000.0000000000
PA
USD
1545465.0000000000
0.0749855759
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
8.000
N
N
N
N
N
N
Greystar Real Estate Partners LLC
254900HGC806SXAS4M46
GREYSTAR REAL ESTATE PAR
39807UAB2
1891000.0000000000
PA
USD
1924224.8700000000
0.0933629102
Long
DBT
CORP
US
Y
2
2025-12-01
Fixed
5.750
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO
110122108
151745.0000000000
NS
USD
8869495.2500000000
0.4303456948
Long
EC
CORP
US
N
1
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
BROADCOM INC
11135F200
19390.0000000000
NS
USD
23073906.1000000000
1.1195401623
Long
EP
CORP
US
N
1
2022-09-30
Fixed
8.000
N
N
N
N
N
N
EnerSys
7ZS3DE5PN30BYUJFWP05
ENERSYS
29275YAC6
575000.0000000000
PA
USD
592198.2500000000
0.0287333112
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
4.375
N
N
N
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
ENERGY TRANSFER OPERATNG
29278NAM5
575000.0000000000
PA
USD
629234.0000000000
0.0305302766
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5.875
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP
88033GAV2
1575000.0000000000
PA
USD
1570212.0000000000
0.0761862942
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
6.875
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP
88033GCS7
1600000.0000000000
PA
USD
1628640.0000000000
0.0790212061
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.625
N
N
N
N
N
N
NCL Corp Ltd
UNZWILHE4KMRP9K2L524
NCL CORPORATION LTD
62886HAW1
2439000.0000000000
PA
USD
2805215.8500000000
0.1361083726
Long
DBT
CORP
US
Y
2
2025-08-01
Fixed
5.375
N
N
N
N
N
NCL CORPORATION LTD
NCL CORPORATION LTD
USD
XXXX
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG ENERGY INC
629377CC4
810000.0000000000
PA
USD
853221.6000000000
0.0413980990
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.625
N
N
N
N
N
N
Brookfield Finance Inc
N/A
BROOKFIELD FINANCE INC
11271L102
7000.0000000000
NS
USD
175350.0000000000
0.0085079382
Long
EP
CORP
CA
N
1
2080-10-16
Fixed
4.625
N
N
N
N
N
N
CIT Group Inc
N8O96ZZJQRFYQUJY7K79
CIT GROUP INC
125581884
8000.0000000000
NS
USD
204000.0000000000
0.0098980291
Long
EP
CORP
US
N
1
2049-12-31
Fixed
5.625
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
LENNAR CORP-A
526057104
38550.0000000000
NS
USD
2707366.5000000000
0.1313607465
Long
EC
CORP
US
N
1
N
N
N
Eli Lilly and Co
FRDRIPF3EKNDJ2CQJL29
ELI LILLY & CO
532457108
109850.0000000000
NS
USD
14331031.0000000000
0.6953380456
Long
EC
CORP
US
N
1
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP
88033GCX6
2710000.0000000000
PA
USD
2817749.6000000000
0.1367165070
Long
DBT
CORP
US
Y
2
2027-02-01
Fixed
6.250
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP
88033GCY4
1520000.0000000000
PA
USD
1544274.4000000000
0.0749278083
Long
DBT
CORP
US
Y
2
2026-01-01
Fixed
4.875
N
N
N
N
N
N
EnLink Midstream Partners LP
88CPW63VL7KHJWS0NY83
ENLINK MIDSTREAM PARTNER
29336UAF4
1285000.0000000000
PA
USD
1098893.4500000000
0.0533180358
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.850
N
N
N
N
N
N
EnLink Midstream Partners LP
88CPW63VL7KHJWS0NY83
ENLINK MIDSTREAM PARTNER
29336UAH0
1775000.0000000000
PA
USD
768078.0000000000
0.0372669528
Long
EP
CORP
US
N
2
2099-12-31
Variable
6.000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX CORP
126408103
322640.0000000000
NS
USD
25469201.6000000000
1.2357593019
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650100
26830.0000000000
NS
USD
1504894.7000000000
0.0730171151
Long
EC
CORP
US
N
1
N
N
N
Group 1 Automotive Inc
549300US8QAZJLWYAF63
GROUP 1 AUTOMOTIVE INC
398905AN9
297000.0000000000
PA
USD
297822.6900000000
0.0144502826
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.000
N
N
N
N
N
N
Guess? Inc
549300QVH3ZK2DW0KP86
GUESS INC
401617AD7
1108000.0000000000
PA
USD
920160.7600000000
0.0446459703
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
2.000
N
N
N
N
Y
GUESS INC
GUESS INC
USD
XXXX
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORP
539830109
37640.0000000000
NS
USD
13178893.2000000000
0.6394366073
Long
EC
CORP
US
N
1
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
LOWE'S COS INC
548661107
105270.0000000000
NS
USD
16643187.0000000000
0.8075232774
Long
EC
CORP
US
N
1
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CO
14040H782
5724.0000000000
NS
USD
141783.4800000000
0.0068792990
Long
EP
CORP
US
N
1
2049-12-31
Fixed
4.800
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CO
14040H824
16635.0000000000
NS
USD
418370.2500000000
0.0202992201
Long
EP
CORP
US
N
1
2049-12-31
Fixed
5.000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG ENERGY INC
629377CG5
7455000.0000000000
PA
USD
7818654.9000000000
0.3793591834
Long
DBT
CORP
US
N
2
2048-06-01
Fixed
2.750
N
N
N
N
Y
NRG ENERGY INC
NRG ENERGY INC
USD
XXXX
N
N
N
NanoString Technologies Inc
549300G4CK0Y3WRDMY89
NANOSTRING TECHNOLOGIES
63009RAC3
2865000.0000000000
PA
USD
3130700.1000000000
0.1519007871
Long
DBT
CORP
US
Y
2
2025-03-01
Fixed
2.625
N
N
N
N
Y
NANOSTRING TECHNOLOGIES
NANOSTRING TECHNOLOGIES
USD
XXXX
N
N
N
Ashton Woods USA LLC / Ashton Woods Finance Co
N/A
ASHTON WOODS USA/FINANCE
045086AK1
856000.0000000000
PA
USD
867264.9600000000
0.0420794793
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
6.625
N
N
N
N
N
N
AssuredPartners Inc
549300HNDSDQWQ3L2P80
ASSUREDPARTNERS INC
04624VAA7
2700000.0000000000
PA
USD
2760777.0000000000
0.1339522107
Long
DBT
CORP
US
Y
2
2025-08-15
Fixed
7.000
N
N
N
N
N
N
Natera Inc
N/A
NATERA INC
632307AA2
1844000.0000000000
PA
USD
3562700.2000000000
0.1728613241
Long
DBT
CORP
US
Y
2
2027-05-01
Fixed
2.250
N
N
N
N
Y
NATERA INC
NATERA INC
USD
XXXX
N
N
N
National Rural Utilities Cooperative Finance Corp
4NYF266XZC35SCTGX023
NATIONAL RURAL UTIL COOP
637432NK7
65000.0000000000
PA
USD
70903.3000000000
0.0034402104
Long
DBT
CORP
US
N
2
2046-04-20
Variable
5.250
N
N
N
N
N
N
Entercom Media Corp
549300S5JUSXRHNCHD80
ENTERCOM MEDIA CORP
29365DAA7
1662000.0000000000
PA
USD
1450261.2000000000
0.0703663113
Long
DBT
CORP
US
Y
2
2027-05-01
Fixed
6.500
N
N
N
N
N
N
Envista Holdings Corp
549300BX623VURJZ5269
ENVISTA HOLDINGS CORP
29415FAA2
3673000.0000000000
PA
USD
5332645.0500000000
0.2587386062
Long
DBT
CORP
US
Y
2
2025-06-01
Fixed
2.375
N
N
N
N
N
ENVISTA HOLDINGS CORP
ENVISTA HOLDINGS CORP
USD
XXXX
N
N
Nationwide Financial Services Inc
5493001H7AZNDS6BKJ36
NATIONWIDE FINANCIAL SER
638612AJ0
120000.0000000000
PA
USD
140271.6000000000
0.0068059430
Long
DBT
CORP
US
N
2
2087-05-15
Fixed
6.750
N
N
N
N
N
N
Nationstar Mortgage Holdings Inc
N/A
NATIONSTAR MTG HLD INC
63861CAA7
1425000.0000000000
PA
USD
1426738.5000000000
0.0692249958
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
6.000
N
N
N
N
N
N
Guitar Center Inc
N/A
GUITAR CENTER INC
40203CAA2
2160000.0000000000
PA
USD
1879567.2000000000
0.0911961312
Long
DBT
CORP
US
Y
2
2021-10-15
Fixed
9.500
N
N
N
N
N
N
Gulfport Energy Corp
549300FJX18IDUFPHD40
GULFPORT ENERGY CORP
402635AH9
1080000.0000000000
PA
USD
601020.0000000000
0.0291613403
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
6.000
N
N
N
N
N
N
Navistar International Corp
WNDD3CRVXJGC8I7GX671
NAVISTAR INTL CORP
63934EAT5
1880000.0000000000
PA
USD
1946326.4000000000
0.0944352709
Long
DBT
CORP
US
Y
2
2025-11-01
Fixed
6.625
N
N
N
N
N
N
Navistar International Corp
WNDD3CRVXJGC8I7GX671
NAVISTAR INTL CORP
63934EAW8
590000.0000000000
PA
USD
654174.3000000000
0.0317403737
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
9.500
N
N
N
N
N
N
Tennant Co
JYAIRLT8DVP6DP8UT336
TENNANT CO
880345AB9
985000.0000000000
PA
USD
1021504.1000000000
0.0495631239
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.625
N
N
N
N
N
N
Team Health Holdings Inc
549300PVTQ4UDTTMQT11
TEAM HEALTH HOLDINGS INC
88047PAA2
1251000.0000000000
PA
USD
770503.4100000000
0.0373846331
Long
DBT
CORP
US
Y
2
2025-02-01
Fixed
6.375
N
N
N
N
N
N
Navistar Inc
4EW4JDYTYMZ6D6T42H76
NAVISTAR INC
63937YAE1
1004459.4900000000
PA
USD
997177.1600000000
0.0483827868
Long
LON
CORP
US
N
2
2024-11-06
Floating
3.716
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
NAVIENT CORP
63938CAF5
575000.0000000000
PA
USD
591790.0000000000
0.0287135030
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
6.500
N
N
N
N
N
N
Etsy Inc
54930089Q7XT501AEA40
ETSY INC
29786AAK2
11035000.0000000000
PA
USD
11496152.6500000000
0.5577904560
Long
DBT
CORP
US
Y
2
2027-09-01
Fixed
0.125
N
N
N
N
Y
ETSY INC
ETSY INC
USD
XXXX
N
N
N
Exact Sciences Corp
549300VM3X1FYD4N9Z14
EXACT SCIENCES CORP
30063PAB1
5500000.0000000000
PA
USD
7292945.0000000000
0.3538518703
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.375
N
N
N
N
Y
EXACT SCIENCES CORP
EXACT SCIENCES CORP
USD
XXXX
N
N
N
TerraForm Power Operating LLC
5493000S2OLR3UT5BE13
TERRAFORM POWER OPERATIN
88104LAE3
1500000.0000000000
PA
USD
1649715.0000000000
0.0800437599
Long
DBT
CORP
US
Y
2
2028-01-31
Fixed
5.000
N
N
N
N
N
N
Teva Pharmaceutical Finance Co BV
549300Q840R30TDKVK53
TEVA PHARMACEUT FIN BV
88165FAG7
2609000.0000000000
PA
USD
2530312.5600000000
0.1227701336
Long
DBT
CORP
CW
N
2
2022-12-18
Fixed
2.950
N
N
N
N
N
N
Aviation Capital Group LLC
549300ODEK8HY3445C77
AVIATION CAPITAL GROUP
05367AAD5
295000.0000000000
PA
USD
300015.0000000000
0.0145566529
Long
DBT
CORP
US
Y
2
2021-04-06
Fixed
6.750
N
N
N
N
N
N
Aviation Capital Group LLC
549300ODEK8HY3445C77
AVIATION CAPITAL GROUP
05369AAA9
1307000.0000000000
PA
USD
1157622.9700000000
0.0561675774
Long
DBT
CORP
US
Y
2
2027-11-01
Fixed
3.500
N
N
N
N
N
N
Gulfport Energy Corp
549300FJX18IDUFPHD40
GULFPORT ENERGY CORP
402635AL0
1000000.0000000000
PA
USD
556300.0000000000
0.0269915371
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.375
N
N
N
N
N
N
H&E Equipment Services Inc
N/A
H&E EQUIPMENT SERVICES
404030AH1
1830000.0000000000
PA
USD
1900015.8000000000
0.0921882922
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.625
N
N
N
N
N
N
Teva Pharmaceutical Finance Netherlands III BV
5493004T21MOAFINJP35
TEVA PHARMACEUTICALS NE
88167AAD3
2530000.0000000000
PA
USD
2403828.9000000000
0.1166331780
Long
DBT
CORP
NL
N
2
2023-07-21
Fixed
2.800
N
N
N
N
N
N
Teva Pharmaceutical Finance Netherlands III BV
5493004T21MOAFINJP35
TEVA PHARMACEUTICALS NE
88167AAL5
2380000.0000000000
PA
USD
2403942.8000000000
0.1166387044
Long
DBT
CORP
NL
N
2
2024-04-15
Fixed
6.000
N
N
N
N
N
Aviation Capital Group LLC
549300ODEK8HY3445C77
AVIATION CAPITAL GROUP
05369AAC5
606000.0000000000
PA
USD
607139.2800000000
0.0294582463
Long
DBT
CORP
US
Y
2
2023-05-01
Fixed
3.875
N
N
N
N
N
N
Avolon Holdings Funding Ltd
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FNDG LTD
05401AAD3
600000.0000000000
PA
USD
612222.0000000000
0.0297048586
Long
DBT
CORP
IE
Y
2
2024-05-15
Fixed
5.250
N
N
N
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM RESORTS INTERNATIONAL
552953101
164780.0000000000
NS
USD
3389524.6000000000
0.1644588872
Long
EC
CORP
US
N
1
N
N
Magellan Midstream Partners LP
MZF5TI8NFVZZNUSKDL39
MAGELLAN MIDSTREAM PARTNERS
559080106
21360.0000000000
NS
USD
759134.4000000000
0.0368330115
Long
DBT
CORP
US
N
1
N
N
N
HB Fuller Co
JSMX3Z5FOYM8V0Q52357
H.B. FULLER CO
40410KAA3
886000.0000000000
PA
USD
902612.5000000000
0.0437945331
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.250
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119AJ8
1450000.0000000000
PA
USD
1956238.5000000000
0.0949162035
Long
DBT
CORP
US
N
2
2033-11-06
Fixed
7.500
N
N
N
N
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP
143658300
59260.0000000000
NS
USD
812454.6000000000
0.0394200943
Long
EC
CORP
US
N
1
N
N
Celanese Corp
549300FHJQTDPPN41627
CELANESE CORP
150870103
33220.0000000000
NS
USD
3770802.2000000000
0.1829583812
Long
EC
CORP
US
N
1
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TRANSDIGM INC
893647BE6
1490000.0000000000
PA
USD
1555217.3000000000
0.0754587551
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
6.250
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TRANSDIGM INC
893647BH9
875000.0000000000
PA
USD
905388.7500000000
0.0439292361
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
7.500
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA INC
404121AG0
4905000.0000000000
PA
USD
5346793.3500000000
0.2594250782
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
5.875
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC
404280AT6
200000.0000000000
PA
USD
209842.0000000000
0.0101814814
Long
DBT
CORP
GB
N
2
2049-12-29
Variable
6.375
N
N
N
N
N
N
HAT Holdings I LLC / HAT Holdings II LLC
N/A
HAT HOLDINGS I LLC/HAT
418751AB9
295000.0000000000
PA
USD
311570.1500000000
0.0151173059
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
6.000
N
N
N
N
N
N
Herc Holdings Inc
549300TP80QLITMSBP82
HERC HOLDINGS INC
42704LAA2
1500000.0000000000
PA
USD
1544445.0000000000
0.0749360857
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.500
N
N
N
N
N
N
Avolon Holdings Funding Ltd
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FNDG LTD
05401AAH4
510000.0000000000
PA
USD
479073.6000000000
0.0232445314
Long
DBT
CORP
IE
Y
2
2025-02-15
Fixed
2.875
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP CAPITAL MARKETS PLC
05565QDU9
135000.0000000000
PA
USD
140598.4500000000
0.0068218017
Long
DBT
CORP
GB
N
2
2099-12-31
Variable
4.375
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
MARATHON PETROLEUM CORP
56585A102
100220.0000000000
NS
USD
2956490.0000000000
0.1434481566
Long
EC
CORP
US
N
1
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
MARSH & MCLENNAN COS
571748102
132475.0000000000
NS
USD
13705863.5000000000
0.6650050746
Long
EC
CORP
US
N
1
N
N
N
Hess Midstream Operations LP
N/A
HESS MIDSTREAM OPERATION
428104AA1
302000.0000000000
PA
USD
303818.0400000000
0.0147411754
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
5.125
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP CAPITAL MARKETS PLC
05565QDV7
120000.0000000000
PA
USD
125514.0000000000
0.0060899079
Long
DBT
CORP
GB
N
2
2099-12-31
Variable
4.875
N
N
N
N
N
BW Gas & Convenience Holdings LLC
N/A
BW GAS & CONVENIENCE HOL
05604YAB0
1764015.7100000000
PA
USD
1759887.9100000000
0.0853893219
Long
LON
CORP
US
N
2
2024-11-18
Floating
7.250
N
N
N
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
MASCO CORP
574599106
233120.0000000000
NS
USD
12495232.0000000000
0.6062655365
Long
EC
CORP
US
N
1
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
MASTERCARD INC - A
57636Q104
72315.0000000000
NS
USD
20873001.6000000000
1.0127528256
Long
EC
CORP
US
N
1
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TRANSDIGM INC
89364MBR4
305344.1200000000
PA
USD
288073.8600000000
0.0139772718
Long
LON
CORP
US
N
2
2025-12-09
Floating
2.390
N
N
N
N
N
N
TransDigm UK Holdings PLC
549300JTYP71LZZSE903
TRANSDIGM UK HOLDINGS
89365DAA1
1200000.0000000000
PA
USD
1195632.0000000000
0.0580117661
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
6.875
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
MCDONALD'S CORP
580135101
62500.0000000000
NS
USD
13312500.0000000000
0.6459191758
Long
EC
CORP
US
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
MERCK & CO. INC.
58933Y105
251550.0000000000
NS
USD
18919075.5000000000
0.9179488191
Long
EC
CORP
US
N
1
N
N
N
Holly Energy Partners LP / Holly Energy Finance Corp
N/A
HOLLY NRG PRTNR/FIN CORP
435765AH5
286000.0000000000
PA
USD
268042.0600000000
0.0130053338
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.000
N
N
N
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
SERVICE PROPERTIES TRUST
44106MAV4
550000.0000000000
PA
USD
480920.0000000000
0.0233341183
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.250
N
N
N
N
N
N
Transocean Inc
DOL4HJ22ADYSIWES4H94
TRANSOCEAN INC
893830BQ1
639000.0000000000
PA
USD
213611.3100000000
0.0103643674
Long
DBT
CORP
US
Y
2
2027-01-30
Fixed
11.500
N
N
N
N
N
N
Tricida Inc
549300QVPFFJC8SZXG25
TRICIDA INC
89610FAA9
1985000.0000000000
PA
USD
855852.6000000000
0.0415257544
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
3.500
N
N
N
N
Y
TRICIDA INC
TRICIDA INC
USD
XXXX
N
N
N
Boxer Parent Co Inc
5493006T045HLTF7YX04
BOXER PARENT CO INC
05988HAB3
1400259.0000000000
PA
USD
1364006.2900000000
0.0661812446
Long
LON
CORP
US
N
2
2025-10-02
Floating
4.484
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
060505FQ2
240000.0000000000
PA
USD
234734.4000000000
0.0113892545
Long
EP
CORP
US
N
2
2099-12-31
Variable
4.300
N
N
N
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENERGY INC
15189T206
84885.0000000000
NS
USD
4894553.9900000000
0.2374825374
Long
SN
CORP
US
N
2
2049-12-31
Variable
4.566
N
N
N
N
N
N
Chevron Corp
N/A
CHEVRON CORP
166764100
237650.0000000000
NS
USD
16516675.0000000000
0.8013849467
Long
EC
CORP
US
N
1
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918104
609950.0000000000
NS
USD
123496576.5000000000
5.9920230543
Long
EC
CORP
US
N
1
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC
595112103
158425.0000000000
NS
USD
7975114.5000000000
0.3869505641
Long
EC
CORP
US
N
1
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06368B5P9
220000.0000000000
PA
USD
225066.6000000000
0.0109201752
Long
DBT
CORP
CA
N
2
2099-12-31
Variable
4.800
N
N
N
N
N
Bank OZK
549300VYK2WBD7SST478
BANK OZK
063904AA4
70000.0000000000
PA
USD
70730.8000000000
0.0034318408
Long
DBT
CORP
US
N
2
2026-07-01
Variable
5.500
N
N
N
N
N
N
Expedia Group Inc
N/A
EXPEDIA GROUP INC
30212PAS4
436000.0000000000
PA
USD
479787.4800000000
0.0232791687
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
6.250
N
N
N
N
N
N
Expedia Group Inc
N/A
EXPEDIA GROUP INC
30212PAU9
715000.0000000000
PA
USD
765436.1000000000
0.0371387684
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
7.000
N
N
N
N
N
N
Fair Isaac Corp
RI6HET5SJUEY30V1PS26
FAIR ISAAC CORP
303250AF1
586000.0000000000
PA
USD
607201.4800000000
0.0294612642
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
4.000
N
N
N
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
SERVICE PROPERTIES TRUST
44106MAZ5
1500000.0000000000
PA
USD
1332180.0000000000
0.0646370410
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.350
N
N
N
N
N
N
Howmet Aerospace Inc
549300HO5WFZUT5N2T22
HOWMET AEROSPACE INC
443201AA6
511000.0000000000
PA
USD
568891.1900000000
0.0276024585
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.875
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
BANK OF NY MELLON CORP
064058AH3
400000.0000000000
PA
USD
428812.0000000000
0.0208058512
Long
EP
CORP
US
N
2
2099-12-31
Variable
4.700
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
BANK OF NY MELLON CORP
064058AJ9
62000.0000000000
PA
USD
61713.5600000000
0.0029943265
Long
EP
CORP
US
N
2
2099-12-31
Variable
3.700
N
N
N
N
N
N
Cisco Systems Inc
8E6NF1YAL0WT6CWXXV93
CISCO SYSTEMS INC
17275R102
247515.0000000000
NS
USD
8885788.5000000000
0.4311362392
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967424
311925.0000000000
NS
USD
12919933.5000000000
0.6268719473
Long
EC
CORP
US
N
1
N
N
N
Navient Corp
54930067J0ZNOEBRW338
NAVIENT CORP
63938CAH1
1240000.0000000000
PA
USD
1262791.2000000000
0.0612703137
Long
DBT
CORP
US
N
2
2025-06-25
Fixed
6.750
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
NAVIENT CORP
63938CAK4
2555000.0000000000
PA
USD
2388388.4500000000
0.1158840112
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.000
N
N
N
N
N
N
HUB International Ltd
549300JQT6ATTUNS5E06
HUB INTERNATIONAL LTD
44332PAD3
5150000.0000000000
PA
USD
5288226.0000000000
0.2565834050
Long
DBT
CORP
US
Y
2
2026-05-01
Fixed
7.000
N
N
N
N
N
N
Hudbay Minerals Inc
549300WI524AL577IX21
HUDBAY MINERALS INC
443628AH5
915000.0000000000
PA
USD
941233.0500000000
0.0456683926
Long
DBT
CORP
CA
Y
2
2029-04-01
Fixed
6.125
N
N
N
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
MONDELEZ INTERNATIONAL INC-A
609207105
250885.0000000000
NS
USD
13327011.2000000000
0.6466232556
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
617446448
290930.0000000000
NS
USD
14008279.5000000000
0.6796782234
Long
EC
CORP
US
N
1
N
N
N
Tronox Finance PLC
N/A
TRONOX FINANCE PLC
89705PAA3
525000.0000000000
PA
USD
525000.0000000000
0.0254728689
Long
DBT
CORP
GB
Y
2
2025-10-01
Fixed
5.750
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP
89832QAD1
415000.0000000000
PA
USD
418315.8500000000
0.0202965806
Long
EP
CORP
US
N
2
2099-12-31
Variable
4.800
N
N
N
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
CITIZENS FINANCIAL GROUP
174610402
11275.0000000000
NS
USD
285257.5000000000
0.0138406227
Long
EP
CORP
US
N
1
2049-12-31
Fixed
5.000
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE
191216100
459960.0000000000
NS
USD
22105677.6000000000
1.0725619573
Long
EC
CORP
US
N
1
N
N
N
Hughes Satellite Systems Corp
N/A
HUGHES SATELLITE SYSTEMS
444454AD4
345000.0000000000
PA
USD
370919.8500000000
0.0179969385
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
5.250
N
N
N
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
HUNTINGTON BANCSHARES
446150AL8
70000.0000000000
PA
USD
66530.1000000000
0.0032280238
Long
EP
CORP
US
N
2
2099-12-31
Variable
5.700
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA
064159VJ2
400000.0000000000
PA
USD
418708.0000000000
0.0203156076
Long
DBT
CORP
CA
N
2
2099-12-31
Variable
4.900
N
N
N
N
N
N
HighPoint Operating Corp
XE2KCQGOGYZ847CKN141
HIGHPOINT OPERATING CORP
06846NAD6
313000.0000000000
PA
USD
70622.1900000000
0.0034265710
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
7.000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP-CLASS A
20030N101
411425.0000000000
NS
USD
17378592.0000000000
0.8432049444
Long
EC
CORP
US
N
1
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
COSTCO WHOLESALE CORP
22160K105
41820.0000000000
NS
USD
14955668.4000000000
0.7256452963
Long
EC
CORP
US
N
1
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP
89832QAE9
125000.0000000000
PA
USD
133822.5000000000
0.0064930343
Long
EP
CORP
US
N
2
2099-12-31
Variable
4.950
N
N
N
N
N
N
Bally's Corp
549300NS4D5IK406VT62
TWIN RIVER WORLDWIDE HLD
90171VAA3
1500000.0000000000
PA
USD
1520985.0000000000
0.0737978124
Long
DBT
CORP
US
Y
2
2027-06-01
Fixed
6.750
N
N
N
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
HUNTINGTON BANCSHARES
446150AT1
125000.0000000000
PA
USD
139948.7500000000
0.0067902784
Long
EP
CORP
US
N
2
2099-12-31
Variable
5.625
N
N
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
HUNTINGTON BANCSHARES
446150AV6
350000.0000000000
PA
USD
348005.0000000000
0.0168851157
Long
EP
CORP
US
N
2
2099-12-31
Variable
4.450
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC
64072UAK8
594011.2500000000
PA
USD
577081.9300000000
0.0279998711
Long
LON
CORP
US
N
2
2027-04-15
Floating
2.640
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
NETFLIX INC
64110LAS5
610000.0000000000
PA
USD
687226.0000000000
0.0333440339
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.875
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC
071734AH0
1300000.0000000000
PA
USD
1285466.0000000000
0.0623704893
Long
DBT
CORP
US
Y
2
2028-01-30
Fixed
5.000
N
N
N
N
N
N
Beacon Roofing Supply Inc
549300HDXQWWCBOYXP31
BEACON ROOFING SUPPLY IN
073685AD1
1480000.0000000000
PA
USD
1454751.2000000000
0.0705841650
Long
DBT
CORP
US
Y
2
2025-11-01
Fixed
4.875
N
N
N
N
N
N
MORGAN STANLEY INSTITUTIONAL L MSILF GOVERNMENT PORT INST
N/A
MORGAN STANLEY INSTITUTIONAL L MSILF GOVERNMENT PORT INST
61747C707
12037641.8300000000
NS
USD
12037641.8300000000
0.5840633758
Long
DBT
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61762V804
26375.0000000000
NS
USD
705531.2500000000
0.0342322001
Long
EP
CORP
US
N
1
2049-12-31
Fixed
4.875
N
N
N
N
N
Crown Castle International Corp
54930012H97VSM0I2R19
CROWN CASTLE INTL CORP
22822V101
122605.0000000000
NS
USD
19150901.0000000000
0.9291969345
Long
CORP
US
N
1
N
N
N
Cumulus Media Inc
N/A
CUMULUS MEDIA INC-CL A
231082801
8050.0000000000
NS
USD
40733.0000000000
0.0019763550
Long
EC
CORP
US
N
1
N
N
N
Motors Liquidation Co GUC Trust
N/A
MOTORS LIQUIDATION CO
62010U101
22573.0000000000
NS
USD
32843.7200000000
0.0015935691
Long
CORP
US
N
2
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
NETFLIX INC
64110L106
32360.0000000000
NS
USD
15394946.4000000000
0.7469589552
Long
EC
CORP
US
N
1
N
N
N
II-VI Inc
549300O5C25A0MMHHU33
II-VI INC
902104AB4
2170000.0000000000
PA
USD
2602025.3000000000
0.1262496178
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
0.250
N
N
N
N
N
II-VI INC
II-VI INC
USD
XXXX
N
N
N
US Airways 2012-2 Class B Pass Through Trust
N/A
US AIRWAYS 2012-2B PTT
90345WAE4
488817.5600000000
PA
USD
442849.1600000000
0.0214869307
Long
DBT
CORP
US
N
2
2022-12-03
Fixed
6.750
N
N
N
N
N
N
NextEra Energy Inc
N/A
NEXTERA ENERGY INC (NXEGU)
65339F739
94060.0000000000
NS
USD
4639979.8000000000
0.2251306613
Long
EP
CORP
US
N
1
2023-09-01
Fixed
6.219
N
N
N
N
N
N
NextEra Energy Inc
N/A
NEXTERA ENERGY INC
65339F796
382660.0000000000
NS
USD
21811620.0000000000
1.0582943560
Long
EP
CORP
US
N
1
2022-09-01
Fixed
4.872
N
N
N
N
N
N
Match Group Financeco 2 Inc
549300IPGK4BWL134U96
MATCH GROUP FINANCECO 2
44932FAA5
3000000.0000000000
PA
USD
4494390.0000000000
0.2180666805
Long
DBT
CORP
US
Y
2
2026-06-15
Fixed
0.875
N
N
N
N
N
MATCH GROUP FINANCECO 2
MATCH GROUP FINANCECO 2
USD
XXXX
N
N
N
Match Group Financeco 3 Inc
5493003IEL8HSZKWUI17
MATCH GROUP FINANCECO 3
44932KAA4
2500000.0000000000
PA
USD
3980875.0000000000
0.1931510610
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
2.000
N
N
N
N
N
MATCH GROUP FINANCECO 3
MATCH GROUP FINANCECO 3
USD
XXXX
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
BERRY GLOBAL INC
08579JBF8
2073750.0000000000
PA
USD
2010780.5800000000
0.0975625716
Long
LON
CORP
US
N
2
2026-07-01
Floating
2.140
N
N
N
N
N
N
Big River Steel LLC / BRS Finance Corp
N/A
BIG RIVER STEEL/BRS FIN
08949LAB6
591000.0000000000
PA
USD
609427.3800000000
0.0295692643
Long
DBT
CORP
US
Y
2
2029-01-31
Fixed
6.625
N
N
N
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE ENERGY COMPANY
233331107
122123.0000000000
NS
USD
15072420.6600000000
0.7313100868
Long
EC
CORP
US
N
1
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE ENERGY CO
233331842
135145.0000000000
NS
USD
6430199.1000000000
0.3119916547
Long
EP
CORP
US
N
1
2022-11-01
Fixed
6.250
N
N
N
N
N
N
ILFC E-Capital Trust II
N/A
ILFC E-CAPITAL TRUST II
44965UAA2
2448000.0000000000
PA
USD
1386718.5600000000
0.0672832383
Long
SN
CORP
US
Y
2
2065-12-21
Variable
3.230
N
N
N
N
N
N
INEOS Group Holdings SA
213800WOJR3Q33H3EB73
INEOS GROUP HOLDINGS SA
44986UAD1
1100000.0000000000
PA
USD
1117853.0000000000
0.0542379484
Long
DBT
CORP
LU
Y
2
2024-08-01
Fixed
5.625
N
N
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE INC -CL B
654106103
162800.0000000000
NS
USD
19549024.0000000000
0.9485137630
Long
EC
CORP
US
N
1
N
N
Nokia Oyj
549300A0JPRWG1KI7U06
NOKIA CORP-SPON ADR
654902204
1520000.0000000000
NS
USD
5122400.0000000000
0.2485375689
Long
CORP
FI
N
1
N
N
Bloomin' Brands Inc
E1UJ2GO305B5FXGV7N04
BLOOMIN BRANDS INC
094235AA6
1187000.0000000000
PA
USD
1681159.9700000000
0.0815694620
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
5.000
N
N
N
N
Y
BLOOMIN BRANDS INC
BLOOMIN BRANDS INC
USD
XXXX
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
BOOKING HOLDINGS INC
09857LAM0
15201000.0000000000
PA
USD
19150523.8200000000
0.9291786338
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
0.750
N
N
N
N
N
BOOKING HOLDINGS INC
BOOKING HOLDINGS INC
USD
XXXX
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP AG
90352JAF0
200000.0000000000
PA
USD
215380.0000000000
0.0104501838
Long
DBT
CORP
CH
Y
2
2099-12-31
Variable
7.000
N
N
N
N
N
N
Under Armour Inc
549300D4549QKWETZ406
UNDER ARMOUR INC
904311AB3
4160000.0000000000
PA
USD
5991897.6000000000
0.2907253754
Long
DBT
CORP
US
Y
2
2024-06-01
Fixed
1.500
N
N
N
N
Y
UNDER ARMOUR INC
UNDER ARMOUR INC
USD
XXXX
N
N
N
Northern Trust Corp
549300GLF98S992BC502
NORTHERN TRUST CORP
665859104
43760.0000000000
NS
USD
3425095.2000000000
0.1661847638
Long
EC
CORP
US
N
1
N
N
N
Northern Trust Corp
549300GLF98S992BC502
NORTHERN TRUST CORP
665859856
2700.0000000000
NS
USD
71496.0000000000
0.0034689681
Long
EP
CORP
US
N
1
2049-12-31
Fixed
4.700
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
NETFLIX INC
64110LAV8
910000.0000000000
PA
USD
1040575.9000000000
0.0504884828
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
4.875
N
N
N
N
N
N
New Fortress Energy Inc
N/A
NEW FORTRESS ENERGY INC
644393AA8
591000.0000000000
PA
USD
610455.7200000000
0.0296191591
Long
DBT
CORP
US
Y
2
2025-09-15
Fixed
6.750
N
N
N
N
N
N
UAL 2007-1 Pass Through Trust
N/A
UAL 2007 PASS TRUST
909287AA2
462066.7100000000
PA
USD
431394.7200000000
0.0209311641
Long
DBT
CORP
US
N
2
2024-01-02
Fixed
6.636
N
N
N
N
N
N
United Airlines 2019-2 Class B Pass Through Trust
N/A
UNITED AIR 2019-2 B PTT
90932KAA7
739000.0000000000
PA
USD
582575.8700000000
0.0282664357
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
3.500
N
N
N
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BORGWARNER INC
099724AM8
1445000.0000000000
PA
USD
1680535.0000000000
0.0815391386
Long
DBT
CORP
US
Y
2
2025-10-01
Fixed
5.000
N
N
N
N
N
N
Boyd Gaming Corp
254900787YGRYS2A1Z35
BOYD GAMING CORP
103304BQ3
1500000.0000000000
PA
USD
1541250.0000000000
0.0747810651
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.000
N
N
N
N
N
N
United Airlines 2014-2 Class B Pass Through Trust
N/A
UNITED AIR 2014-2 B PTT
90932QAB2
1209768.0300000000
PA
USD
1132802.5900000000
0.0549632988
Long
DBT
CORP
US
N
2
2024-03-03
Fixed
4.625
N
N
N
N
N
N
United Natural Foods Inc
549300GKGW6WPZ282D40
UNITED NATURAL FOODS INC
911163AA1
886000.0000000000
PA
USD
896782.6200000000
0.0435116688
Long
DBT
CORP
US
Y
2
2028-10-15
Fixed
6.750
N
N
N
N
N
N
Icahn Enterprises LP / Icahn Enterprises Finance Corp
N/A
ICAHN ENTERPRISES/FIN
451102BZ9
1455000.0000000000
PA
USD
1508558.5500000000
0.0731948842
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.250
N
N
N
N
N
N
iHeartCommunications Inc
54930076J6KDZL504O62
IHEARTCOMMUNICATIONS INC
45174UAF5
1156262.5000000000
PA
USD
1088742.5500000000
0.0528255167
Long
LON
CORP
US
N
2
2026-05-01
Floating
3.140
N
N
N
N
N
N
Brink's Co/The
XFP140TFNOQMIVFTVQ13
BRINK'S CO/THE
109696AB0
910000.0000000000
PA
USD
947555.7000000000
0.0459751660
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
5.500
N
N
N
N
N
N
Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL
N/A
BROOKFIELD PPTY REIT INC
11284DAA3
2975000.0000000000
PA
USD
2471719.2500000000
0.1199272008
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
5.750
N
N
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE ENERGY CO
233331859
5100.0000000000
NS
USD
135507.0000000000
0.0065747658
Long
EP
CORP
US
N
1
2077-12-01
Fixed
5.250
N
N
N
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
DANAHER CORP
235851300
9980.0000000000
NS
USD
15667502.2000000000
0.7601832945
Long
EP
CORP
US
N
1
2022-04-15
Fixed
4.750
N
N
N
N
N
N
Bruin E&P Partners LLC
549300NZ4QCWC7W8KP34
BRUIN E&P PARTNERS LLC
11680JAA0
896000.0000000000
PA
USD
1720.3200000000
0.0000834695
Long
DBT
CORP
US
Y
2
2023-08-01
Fixed
8.875
Y
Y
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
BUCKEYE PARTNERS LP
118230AM3
600000.0000000000
PA
USD
533568.0000000000
0.0258885861
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.850
N
N
N
N
N
N
United Rentals North America Inc
NGIZXNT70J2LYT3FBI09
UNITED RENTALS NORTH AM
911363AM1
297000.0000000000
PA
USD
301137.2100000000
0.0146111022
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.875
N
N
N
N
N
United Rentals North America Inc
NGIZXNT70J2LYT3FBI09
UNITED RENTALS NORTH AM
911365BE3
640000.0000000000
PA
USD
674304.0000000000
0.0327170617
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.875
N
N
N
N
N
N
United Shore Financial Services LLC
549300HW662MN1WU8550
UNITED SHORE FINAN SERVI
91153LAA5
886000.0000000000
PA
USD
892148.8400000000
0.0432868389
Long
DBT
CORP
US
Y
2
2025-11-15
Fixed
5.500
N
N
N
N
N
N
United States Cellular Corp
N/A
US CELLULAR CORP
911684AD0
2545000.0000000000
PA
USD
3359400.0000000000
0.1629972491
Long
DBT
CORP
US
N
2
2033-12-15
Fixed
6.700
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN CORP
666807102
37050.0000000000
NS
USD
10737831.0000000000
0.5209968789
Long
EC
CORP
US
N
1
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
NUCOR CORP
670346105
82000.0000000000
NS
USD
3916320.0000000000
0.1900188685
Long
EC
CORP
US
N
1
N
N
N
Inphi Corp
549300DCMERAAZFGT726
INPHI CORP
45772FAE7
3415000.0000000000
PA
USD
4379020.3500000000
0.2124689739
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
0.750
N
N
N
N
Y
INPHI CORP
INPHI CORP
USD
XXXX
N
N
N
Innophos Holdings Inc
XQ0331QX53IRX25OY417
INNOPHOS HOLDINGS INC
45778EAG9
875600.0000000000
PA
USD
862466.0000000000
0.0418466350
Long
LON
CORP
US
N
2
2027-02-07
Floating
3.890
N
N
N
N
N
N
NuStar Energy LP
5493003BMLTUIEG2LG44
NUSTAR ENERGY LP
67058H201
31109.0000000000
NS
USD
582671.5700000000
0.0282710791
Long
EP
CORP
US
N
1
2049-12-31
Variable
8.500
N
N
N
N
N
N
NuStar Energy LP
5493003BMLTUIEG2LG44
NUSTAR ENERGY LP
67058H300
82205.0000000000
NS
USD
1360492.7500000000
0.0660107685
Long
EP
CORP
US
N
1
2049-12-31
Variable
7.625
N
N
N
N
N
N
Installed Building Products Inc
549300I95Y9P9YM5FI86
INSTALLED BUILDING PRODU
45780RAA9
301000.0000000000
PA
USD
317527.9100000000
0.0154063749
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.750
N
N
N
N
N
N
Insulet Corp
549300TZTYD2PYN92D43
INSULET CORPORATION
45784PAK7
5015000.0000000000
PA
USD
6162432.0000000000
0.2989996619
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
0.375
N
N
N
N
Y
INSULET CORPORATION
INSULET CORPORATION
USD
XXXX
N
N
N
Intelsat Jackson Holdings SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON-DEFAULT
45824TAP0
585000.0000000000
PA
USD
344787.3000000000
0.0167289937
Long
DBT
CORP
LU
N
2
2023-08-01
Fixed
5.500
Y
Y
N
N
N
N
Intelsat Jackson Holdings SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HLDG-DEFAULT
45824TAR6
935000.0000000000
PA
USD
950399.4500000000
0.0461131440
Long
DBT
CORP
LU
Y
2
2024-02-15
Fixed
8.000
Y
Y
N
N
N
N
Intelsat Jackson Holdings SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON-DEFAULT
45824TAY1
1495000.0000000000
PA
USD
928185.7000000000
0.0450353384
Long
DBT
CORP
LU
Y
2
2025-07-15
Fixed
9.750
Y
Y
N
N
N
N
International Game Technology PLC
549300UQ6KHRCZDRGZ76
INTERNATIONAL GAME TECH
460599AD5
1500000.0000000000
PA
USD
1596570.0000000000
0.0774651777
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
6.250
N
N
N
N
N
Univar Solutions USA Inc/Washington
5493008FTB9VZW6CVA82
UNIVAR SOLUTIONS USA INC
91337CAA4
906000.0000000000
PA
USD
940899.1200000000
0.0456521904
Long
DBT
CORP
US
Y
2
2027-12-01
Fixed
5.125
N
N
N
N
N
N
VFH Parent LLC
549300FRO9M476YHHY64
VFH PARENT LLC
91820UAQ3
1296141.2400000000
PA
USD
1283588.1100000000
0.0622793746
Long
LON
CORP
US
N
2
2026-03-01
Floating
3.438
N
N
N
N
N
N
International Game Technology PLC
549300UQ6KHRCZDRGZ76
INTERNATIONAL GAME TECH
460599AE3
374000.0000000000
PA
USD
373113.6200000000
0.0181033797
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
5.250
N
N
N
N
N
N
StoneX Group Inc
549300JUF07L8VF02M60
STONEX GROUP INC
46116VAE5
1225000.0000000000
PA
USD
1310333.5000000000
0.0635770542
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
8.625
N
N
N
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NUSTAR LOGISTICS LP
67059T204
55975.0000000000
NS
USD
1048971.5000000000
0.0508958352
Long
EP
CORP
US
N
1
2043-01-15
Variable
6.971
N
N
N
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA CORP
67066G104
53055.0000000000
NS
USD
26599654.8000000000
1.2906086089
Long
EC
CORP
US
N
1
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC
46284VAE1
2625000.0000000000
PA
USD
2710995.0000000000
0.1315368005
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
5.250
N
N
N
N
N
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
N/A
JBS USA/FOOD/FINANCE
46590XAA4
480000.0000000000
PA
USD
540230.4000000000
0.0262118441
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
6.500
N
N
N
N
N
N
VOC Escrow Ltd
N/A
VOC ESCROW LTD
91832VAA2
1200000.0000000000
PA
USD
1044192.0000000000
0.0506639351
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
5.000
N
N
N
N
N
N
Bausch Health Americas Inc
KOO0397YRO83WY5MGD97
BAUSCH HEALTH AMERICAS
91911XAW4
3285000.0000000000
PA
USD
3595366.8000000000
0.1744462994
Long
DBT
CORP
US
Y
2
2027-01-31
Fixed
8.500
N
N
N
N
N
N
New Gold Inc
5493005G0GNCHP0H6L96
NEW GOLD INC
644532AA1
1093000.0000000000
PA
USD
1135058.6400000000
0.0550727618
Long
DBT
CORP
CA
Y
2
2025-05-15
Fixed
6.375
N
N
N
N
N
N
New Gold Inc
5493005G0GNCHP0H6L96
NEW GOLD INC
644535AH9
300000.0000000000
PA
USD
324291.0000000000
0.0157345183
Long
DBT
CORP
CA
Y
2
2027-07-15
Fixed
7.500
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
BUCKEYE PARTNERS LP
118230AQ4
900000.0000000000
PA
USD
837072.0000000000
0.0406145244
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.950
N
N
N
N
N
N
Burlington Stores Inc
5299003Z37DVGKKC1W09
BURLINGTON STORES INC
122017AA4
7785000.0000000000
PA
USD
8913280.0500000000
0.4324701224
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
2.250
N
N
N
N
Y
BURLINGTON STORES INC
BURLINGTON STORES INC
USD
XXXX
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
DANAHER CORP
235851409
1896.0000000000
NS
USD
2529719.0400000000
0.1227413361
Long
EP
CORP
US
N
1
2023-04-15
Fixed
5.000
N
N
N
N
N
Denbury Inc
549300KCWA5W52MS5559
DENBURY INC
24790A101
66007.0000000000
NS
USD
1095056.1300000000
0.0531318500
Long
EC
CORP
US
N
1
N
N
Oaktree Capital Group LLC
254900T1ODNFOK2L6090
OAKTREE CAPITAL GRP LLC
674001409
10000.0000000000
NS
USD
267900.0000000000
0.0129984411
Long
EP
CORP
US
N
1
2049-12-31
Fixed
6.550
N
N
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG INDUSTRIES INC
693506107
96625.0000000000
NS
USD
12534195.0000000000
0.6081560116
Long
EC
CORP
US
N
1
N
N
N
Vector Group Ltd
549300TUIF4WWN6NDN50
VECTOR GROUP LTD
92240MBF4
1585000.0000000000
PA
USD
1585110.9500000000
0.0769091875
Long
DBT
CORP
US
Y
2
2025-02-01
Fixed
6.125
N
N
N
N
N
N
VICI Properties LP / VICI Note Co Inc
N/A
VICI PROPERTIES / NOTE
92564RAB1
638000.0000000000
PA
USD
664036.7800000000
0.0322188988
Long
DBT
CORP
US
Y
2
2029-12-01
Fixed
4.625
N
N
N
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
NEWELL BRANDS INC
651229AW6
1122000.0000000000
PA
USD
1197544.2600000000
0.0581045485
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
4.700
N
N
N
N
N
N
Newfield Exploration Co
T8W3X1PFLPW2YE0UIP44
NEWFIELD EXPLORATION CO
651290AP3
285000.0000000000
PA
USD
287716.0500000000
0.0139599109
Long
DBT
CORP
US
N
2
2022-01-30
Fixed
5.750
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAPITAL
65339KAV2
265000.0000000000
PA
USD
287034.7500000000
0.0139268544
Long
DBT
CORP
US
N
2
2077-12-01
Variable
4.800
N
N
N
N
N
N
NexBank Capital Inc
549300H29S945S4X7A03
NEXBANK CAPITAL INC
65341TAC1
565000.0000000000
PA
USD
571152.8500000000
0.0277121937
Long
DBT
CORP
US
Y
2
2027-09-30
Variable
6.375
N
N
N
N
N
N
JW Aluminum Continuous Cast Co
5493008HJ8BWQC8XAF08
JW ALUMINUM CONT CAST CO
46648XAA6
900000.0000000000
PA
USD
946422.0000000000
0.0459201591
Long
DBT
CORP
US
Y
2
2026-06-01
Fixed
10.250
N
N
N
N
N
N
JBS USA LUX SA / JBS USA Finance Inc
N/A
JBS USA LUX/JBS USA FIN
472141AA8
1475000.0000000000
PA
USD
1624107.7500000000
0.0788013025
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
6.750
N
N
N
N
N
N
Denbury Inc
549300KCWA5W52MS5559
DENBURY INC
24790A119
6263.0000000000
NS
USD
21137.6300000000
0.0010255925
N/A
EC
CORP
US
N
2
N
N
N
Denbury Inc
549300KCWA5W52MS5559
DENBURY INC
24790A127
2279.0000000000
NS
USD
4273.1300000000
0.0002073312
N/A
EC
CORP
US
N
2
N
N
N
VICI Properties LP / VICI Note Co Inc
N/A
VICI PROPERTIES / NOTE
92564RAD7
1141000.0000000000
PA
USD
1146294.2400000000
0.0556179103
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
3.750
N
N
N
N
N
N
VICI Properties LP / VICI Note Co Inc
N/A
VICI PROPERTIES / NOTE
92564RAE5
570000.0000000000
PA
USD
577809.0000000000
0.0280351484
Long
DBT
CORP
US
Y
2
2030-08-15
Fixed
4.125
N
N
N
N
N
N
Jazz Investments I Ltd
N/A
JAZZ INVESTMENTS I LTD
472145AE1
8035000.0000000000
PA
USD
9641678.6000000000
0.4678118381
Long
DBT
CORP
IE
Y
2
2026-06-15
Fixed
2.000
N
N
N
N
Y
JAZZ INVESTMENTS I LTD
JAZZ INVESTMENTS I LTD
USD
XXXX
N
N
N
Jefferies Finance LLC / JFIN Co-Issuer Corp
N/A
JEFFERIES FIN LLC / JFIN
47232MAE2
2475000.0000000000
PA
USD
2536083.0000000000
0.1230501139
Long
DBT
CORP
US
Y
2
2026-06-03
Fixed
6.250
N
N
N
N
N
N
Nine Energy Service Inc
549300KRLJCZBPZMKT65
NINE ENERGY SERVICE INC
65441VAA9
540000.0000000000
PA
USD
161038.8000000000
0.0078135624
Long
DBT
CORP
US
Y
2
2023-11-01
Fixed
8.750
N
N
N
N
N
N
Mclaren Finance PLC
213800BKPDWMWX3GSG36
MCLAREN FIN PLC-DEFAULT
65489DAA2
1365000.0000000000
PA
USD
1262420.2500000000
0.0612523153
Long
DBT
CORP
GB
Y
2
2022-08-01
Fixed
5.750
N
N
N
N
N
N
Viking Cruises Ltd
549300IJP90T4MV2GL84
VIKING CRUISES LTD
92676XAE7
290000.0000000000
PA
USD
327888.5000000000
0.0159090681
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
13.000
N
N
N
N
N
N
Vine Oil & Gas LP / Vine Oil & Gas Finance Corp
N/A
VINE OIL & GAS LP / FIN
927375AA3
1450000.0000000000
PA
USD
1067403.0000000000
0.0517901270
Long
DBT
CORP
US
Y
2
2023-04-15
Fixed
8.750
N
N
N
N
N
N
PS Business Parks Inc
N/A
PS BUSINESS PARKS INC
69360J578
5300.0000000000
NS
USD
138913.0000000000
0.0067400241
Long
EP
CORP
US
N
1
2049-12-31
Fixed
5.200
N
N
N
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PAYPAL HOLDINGS INC
70450Y103
27590.0000000000
NS
USD
5135326.7000000000
0.2491647692
Long
EC
CORP
US
N
1
N
N
N
JELD-WEN Inc
549300XWE6NM0N1HFW16
JELD-WEN INC
475795AC4
1450000.0000000000
PA
USD
1473475.5000000000
0.0714926633
Long
DBT
CORP
US
Y
2
2025-12-15
Fixed
4.625
N
N
N
N
N
N
JetBlue 2020-1 Class B Pass Through Trust
N/A
JETBLUE 2020-1 CLASS B
477164AB3
1134000.0000000000
PA
USD
1175629.1400000000
0.0570412323
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
7.750
N
N
N
N
N
N
Entercom Media Corp
549300S5JUSXRHNCHD80
ENTERCOM MEDIA CORP
124847AC8
1015000.0000000000
PA
USD
858507.3000000000
0.0416545598
Long
DBT
CORP
US
Y
2
2024-11-01
Fixed
7.250
N
N
N
N
N
CCO Holdings LLC / CCO Holdings Capital Corp
N/A
CCO HLDGS LLC/CAP CORP
1248EPBM4
1410000.0000000000
PA
USD
1463678.7000000000
0.0710173250
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
5.750
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448108
112795.0000000000
NS
USD
15034445.5500000000
0.7294675439
Long
EC
CORP
US
N
1
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081103
288990.0000000000
NS
USD
10253365.2000000000
0.4974907192
Long
EC
CORP
US
N
1
N
N
N
Diamond Offshore Drilling Inc
F14FQJ2EEHW5VPYUHL14
DIAMOND OFFSHORE DRILLING
25271C102
60000.0000000000
NS
USD
11670.0000000000
0.0005662255
Long
EC
CORP
US
N
1
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
DIGITAL REALTY TRUST INC
253868830
5000.0000000000
NS
USD
138750.0000000000
0.0067321154
Long
EP
CORP
US
N
1
2049-12-31
Fixed
5.850
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
48128BAG6
555000.0000000000
PA
USD
547052.4000000000
0.0265428458
Long
EP
CORP
US
N
2
2099-12-31
Variable
4.600
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
JP MORGAN CHASE BANK NA
48128DAC1
9400000.0000000000
PA
USD
12335808.0000000000
0.5985303239
Long
DBT
CORP
US
Y
2
2023-01-01
Fixed
0.125
N
N
N
N
N
JP MORGAN CHASE BANK NA
JP MORGAN CHASE BANK NA
USD
XXXX
N
N
Viper Energy Partners LP
5299009LINL232255G03
VIPER ENERGY PARTNERS LP
92763MAA3
600000.0000000000
PA
USD
612600.0000000000
0.0297231990
Long
DBT
CORP
US
Y
2
2027-11-01
Fixed
5.375
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC
92857WBQ2
125000.0000000000
PA
USD
148411.2500000000
0.0072008768
Long
DBT
CORP
GB
N
2
2079-04-04
Variable
7.000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTERNATIONAL
718172109
147500.0000000000
NS
USD
10475450.0000000000
0.5082662182
Long
EC
CORP
US
N
1
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
PIONEER NATURAL RESOURCES CO
723787107
26500.0000000000
NS
USD
2108340.0000000000
0.1022961303
Long
EC
CORP
US
N
1
N
N
N
CCO Holdings LLC / CCO Holdings Capital Corp
N/A
CCO HLDGS LLC/CAP CORP
1248EPBT9
3900000.0000000000
PA
USD
4100109.0000000000
0.1989362649
Long
DBT
CORP
US
Y
2
2027-05-01
Fixed
5.125
N
N
N
N
N
N
CCO Holdings LLC / CCO Holdings Capital Corp
N/A
CCO HLDGS LLC/CAP CORP
1248EPBX0
620000.0000000000
PA
USD
652779.4000000000
0.0316726935
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
PROCTER & GAMBLE CO/THE
742718109
234045.0000000000
NS
USD
32087569.5000000000
1.5568808598
Long
EC
CORP
US
N
1
N
N
Prospect Capital Corp
549300FSD8T39P5Q0O47
PROSPECT CAPITAL CORP
74348T300
10000.0000000000
NS
USD
255000.0000000000
0.0123725363
Long
EP
CORP
US
N
1
2024-06-15
Fixed
6.250
N
N
N
N
N
KBR Inc
254900OFQDXZRKRCV808
KBR INC
48242WAC0
1315000.0000000000
PA
USD
1336210.9500000000
0.0648326216
Long
DBT
CORP
US
Y
2
2028-09-30
Fixed
4.750
N
N
N
N
N
N
Kaiser Aluminum Corp
N/A
KAISER ALUMINUM CORP
483007AJ9
900000.0000000000
PA
USD
894276.0000000000
0.0433900482
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
4.625
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO/THE
254687106
133500.0000000000
NS
USD
16186875.0000000000
0.7853831331
Long
EC
CORP
US
N
1
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
DISCOVER FINANCIAL SERVICES
254709108
125000.0000000000
NS
USD
8126250.0000000000
0.3942836209
Long
EC
CORP
US
N
1
N
N
N
Norbord Inc
549300VL705RQ5PHI407
NORBORD INC
65548PAF3
301000.0000000000
PA
USD
318918.5300000000
0.0154738474
Long
DBT
CORP
CA
Y
2
2027-07-15
Fixed
5.750
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
NORDEA BANK ABP
65559CAA9
200000.0000000000
PA
USD
225066.0000000000
0.0109201461
Long
DBT
CORP
FI
Y
2
2099-12-31
Variable
6.625
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FINANCIAL INC
744320888
8500.0000000000
NS
USD
214540.0000000000
0.0104094272
Long
EP
CORP
US
N
1
2060-09-01
Fixed
4.125
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
PUBLIC STORAGE
74460W511
5650.0000000000
NS
USD
141024.0000000000
0.0068424493
Long
EP
CORP
US
N
1
2049-12-31
Fixed
3.875
N
N
N
N
N
N
Kaiser Aluminum Corp
N/A
KAISER ALUMINUM CORP
483007AK6
535000.0000000000
PA
USD
568945.7500000000
0.0276051057
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
6.500
N
N
N
N
N
N
KeHE Distributors LLC / KeHE Finance Corp
N/A
KEHE DISTRIBUTORS LLC/FI
487526AB1
1199000.0000000000
PA
USD
1299428.2400000000
0.0630479337
Long
DBT
CORP
US
Y
2
2026-10-15
Fixed
8.625
N
N
N
N
N
N
Nova Measuring Instruments Ltd
529900B2DSWE5V3SC292
NOVA MEAS INST LTD
66980MAA4
2735000.0000000000
PA
USD
2749495.5000000000
0.1334048351
Long
DBT
CORP
IL
Y
2
2025-10-15
Fixed
0.000
N
N
N
N
N
NOVA MEAS INST LTD
NOVA MEAS INST LTD
USD
XXXX
N
N
N
Novelis Corp
549300G5F3W3B52WYL23
NOVELIS CORP
670001AE6
1140000.0000000000
PA
USD
1157818.2000000000
0.0561770500
Long
DBT
CORP
US
Y
2
2030-01-30
Fixed
4.750
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
PUBLIC STORAGE
74460W537
3275.0000000000
NS
USD
84658.7500000000
0.0041076214
Long
EP
CORP
US
N
1
2049-12-31
Fixed
4.125
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
PUBLIC STORAGE
74460W552
9655.0000000000
NS
USD
254988.5500000000
0.0123719808
Long
EP
CORP
US
N
1
2049-12-31
Fixed
4.625
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC
25746U133
103035.0000000000
NS
USD
10701215.1000000000
0.5192202845
Long
EP
CORP
US
N
1
2022-11-01
Fixed
7.250
N
N
N
N
N
N
EdtechX Holdings Acquisition Corp II
N/A
EDTECHX HOLDINGS II-CLASS A
268785201
7920.0000000000
NS
USD
146520.0000000000
0.0071091138
Long
DBT
CORP
GB
N
2
N
N
N
Altice France SA/France
5493001ZMCICV4N02J21
ALTICE FRANCE SA
67054KAA7
1975000.0000000000
PA
USD
2064487.2500000000
0.1001684059
Long
DBT
CORP
FR
Y
2
2026-05-01
Fixed
7.375
N
N
N
N
N
N
NuVasive Inc
549300C5ZB4NZ6TWM881
NUVASIVE INC
670704AH8
2290000.0000000000
PA
USD
1964980.3000000000
0.0953403535
Long
DBT
CORP
US
Y
2
2025-03-15
Fixed
0.375
N
N
N
N
N
NUVASIVE INC
NUVASIVE INC
USD
XXXX
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR PROPERTIES
26884U505
5400.0000000000
NS
USD
95526.0000000000
0.0046348977
Long
EP
CORP
US
N
1
2049-12-31
Fixed
5.750
N
N
N
N
N
N
Edwards Lifesciences Corp
YA13X31F3V31L8TMPR58
EDWARDS LIFESCIENCES CORP
28176E108
82050.0000000000
NS
USD
5882164.5000000000
0.2854011527
Long
EC
CORP
US
N
1
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
VOYA FINANCIAL INC
929089AG5
250000.0000000000
PA
USD
258377.5000000000
0.0125364118
Long
EP
CORP
US
N
2
2099-12-31
Variable
6.125
N
N
N
N
N
N
W&T Offshore Inc
549300Q7EOY2YIO3YK85
W & T OFFSHORE INC
92922PAL0
1665000.0000000000
PA
USD
1099366.2000000000
0.0533409735
Long
DBT
CORP
US
Y
2
2023-11-01
Fixed
9.750
N
N
N
N
N
N
Ken Garff Automotive LLC
N/A
KEN GARFF AUTOMOTIVE LLC
48850PAA2
886000.0000000000
PA
USD
882296.5200000000
0.0428088068
Long
DBT
CORP
US
Y
2
2028-09-15
Fixed
4.875
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO
50077LAB2
1245000.0000000000
PA
USD
1280059.2000000000
0.0621081527
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.375
N
N
N
N
N
N
Energizer Holdings Inc
5493000D6NN0V57UME20
ENERGIZER HOLDINGS INC
29272W208
36755.0000000000
NS
USD
3132628.6500000000
0.1519943599
Long
EP
CORP
US
N
1
2022-01-15
Fixed
7.500
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP
29273V100
70400.0000000000
NS
USD
362560.0000000000
0.0175913207
Long
DBT
CORP
US
N
1
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV
67091GAE3
1300000.0000000000
PA
USD
1318499.0000000000
0.0639732422
Long
DBT
CORP
NL
Y
2
2025-10-15
Fixed
4.625
N
N
N
N
N
N
Oasis Petroleum Inc
529900FA4V2YNIKZ0M71
OASIS PETROLEUM INC
674215AK4
735000.0000000000
PA
USD
147058.8000000000
0.0071352563
Long
DBT
CORP
US
Y
2
2026-05-01
Fixed
6.250
Y
Y
N
N
N
N
QVC Inc
549300WBLU5NKPX5X472
QVC INC
747262400
3750.0000000000
NS
USD
88462.5000000000
0.0042921784
Long
EP
CORP
US
N
1
2068-11-26
Fixed
6.250
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525103
66010.0000000000
NS
USD
8142993.6000000000
0.3950960161
Long
EC
CORP
US
N
1
N
N
N
Qwest Corp
549300R2L4N683OO1509
QWEST CORP
74913G881
20000.0000000000
NS
USD
508200.0000000000
0.0246577371
Long
EP
CORP
US
N
1
2056-09-01
Fixed
6.500
N
N
N
N
N
N
Qurate Retail Inc
549300PSXEKU4PHLCR04
QURATE RETAIL INC
74915M308
630.0000000000
NS
USD
61626.6000000000
0.0029901072
Long
EP
CORP
US
N
1
2031-03-15
Fixed
8.000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM COR
674599CP8
2190000.0000000000
PA
USD
2026910.7000000000
0.0983452010
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
2.700
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM COR
674599CW3
2675000.0000000000
PA
USD
2230789.5000000000
0.1082373495
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.900
N
N
N
N
N
CCO Holdings LLC / CCO Holdings Capital Corp
N/A
CCO HLDGS LLC/CAP CORP
1248EPCK7
598000.0000000000
PA
USD
612387.8800000000
0.0297129070
Long
DBT
CORP
US
Y
2
2031-02-01
Fixed
4.250
N
N
N
N
N
N
CBL & Associates LP
549300VS75TWHD9JTH89
CBL & ASSOCIATES - DEFAULT
12505JAA1
1500000.0000000000
PA
USD
570000.0000000000
0.0276562577
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
5.250
Y
Y
N
N
N
N
Wix.com Ltd
5493008P6N29Q1AG9464
WIX LTD
92940WAC3
2389000.0000000000
PA
USD
2362434.3200000000
0.1146247233
Long
DBT
CORP
IL
Y
2
2025-08-15
Fixed
0.000
N
N
N
N
Y
WIX LTD
WIX LTD
USD
XXXX
N
N
N
Waste Pro USA Inc
549300BY1QXU5BI3UF28
WASTE PRO USA INC
94107JAA1
750000.0000000000
PA
USD
760327.5000000000
0.0368909004
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
5.500
N
N
N
N
N
N
CDK Global Inc
5493000L10CYRTHIJ385
CDK GLOBAL INC
12508EAJ0
600000.0000000000
PA
USD
644376.0000000000
0.0312649626
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
5.250
N
N
N
N
N
N
CHS/Community Health Systems Inc
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYS
12543DAY6
875000.0000000000
PA
USD
868673.7500000000
0.0421478334
Long
DBT
CORP
US
N
2
2023-03-31
Fixed
6.250
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM COR
674599CX1
3641000.0000000000
PA
USD
2466340.5800000000
0.1196662291
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
4.300
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM COR
674599EB7
880000.0000000000
PA
USD
775711.2000000000
0.0376373137
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.875
N
N
N
N
N
CHS/Community Health Systems Inc
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYS
12543DBA7
6285000.0000000000
PA
USD
4851642.9000000000
0.2354005020
Long
DBT
CORP
US
Y
2
2024-06-30
Fixed
8.125
N
N
N
N
N
N
CHS/Community Health Systems Inc
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYS
12543DBC3
1325000.0000000000
PA
USD
1332088.7500000000
0.0646326135
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
8.000
N
N
N
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP
75513E101
231895.0000000000
NS
USD
12596536.4000000000
0.6111808007
Long
EC
CORP
US
N
1
N
N
N
SPDR Bloomberg Barclays High Yield Bond ETF
549300NCLW2248PN7J24
SPDR BBG BARC HIGH YIELD BND
78468R622
113666.0000000000
NS
USD
11855363.8000000000
0.5752192913
Long
RF
US
N
1
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
ENERGY TRANSFER OPERATNG
29278N400
13185.0000000000
NS
USD
247086.9000000000
0.0119885947
Long
EP
CORP
US
N
1
2049-12-31
Variable
7.625
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
ENTERGY LOUISIANA LLC
29364W504
10000.0000000000
NS
USD
260900.0000000000
0.0126588029
Long
EP
CORP
US
N
1
2052-07-01
Fixed
5.250
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO
50077LBA3
296000.0000000000
PA
USD
313585.3600000000
0.0152150834
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
3.875
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO
50077LBD7
296000.0000000000
PA
USD
321606.9600000000
0.0156042894
Long
DBT
CORP
US
Y
2
2031-03-01
Fixed
4.250
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM COR
674599ED3
580000.0000000000
PA
USD
508944.2000000000
0.0246938455
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.625
N
N
N
N
N
Okta Inc
549300N8J06I8MRHU620
OKTA INC
679295AD7
5015000.0000000000
PA
USD
6583792.3000000000
0.3194439584
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
0.125
N
N
N
N
Y
OKTA INC
OKTA INC
USD
XXXX
N
N
N
Wayfair Inc
54930027N9ZAVYFDHK53
WAYFAIR INC
94419LAL5
8295000.0000000000
PA
USD
7940554.6500000000
0.3852737288
Long
DBT
CORP
US
Y
2
2025-10-01
Fixed
0.625
N
N
N
N
N
WAYFAIR INC
WAYFAIR INC
USD
XXXX
N
N
N
Weatherford International Ltd
549300A2JKMG5PGOGF82
WEATHERFORD INTL LTD
947075AP2
552000.0000000000
PA
USD
326883.3600000000
0.0158602990
Long
DBT
CORP
US
Y
2
2024-12-01
Fixed
11.000
N
N
N
N
N
N
Omnicell Inc
5493008RH0GTKHHPZI77
OMNICELL INC
68213NAC3
4680000.0000000000
PA
USD
5161104.0000000000
0.2504154773
Long
DBT
CORP
US
Y
2
2025-09-15
Fixed
0.250
N
N
N
N
Y
OMNICELL INC
OMNICELL INC
USD
XXXX
N
N
N
ON Semiconductor Corp
ZV20P4CNJVT8V1ZGJ064
ON SEMICONDUCTOR CORP
682189AK1
2935000.0000000000
PA
USD
3967533.0000000000
0.1925037105
Long
DBT
CORP
US
N
2
2020-12-01
Fixed
1.000
N
N
N
N
Y
ON SEMICONDUCTOR CORP
ON SEMICONDUCTOR CORP
USD
XXXX
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
SALESFORCE.COM INC
79466L302
86580.0000000000
NS
USD
20109936.6000000000
0.9757291023
Long
EC
CORP
US
N
1
N
N
N
Schlumberger NV
213800ZUA17OK3QLGM62
SCHLUMBERGER LTD
806857108
156200.0000000000
NS
USD
2333628.0000000000
0.1132270478
Long
EC
CORP
US
N
1
N
N
N
WW International Inc
SGT8R1MU6ESIC7UJC518
WEIGHT WATCHERS INTL INC
948627AW4
2233181.8200000000
PA
USD
2236531.5900000000
0.1085159543
Long
LON
CORP
US
N
2
2024-11-29
Floating
5.500
N
N
N
N
N
N
WESCO Distribution Inc
549300I2CEZJG9N4AH67
WESCO DISTRIBUTION INC
95081QAN4
563000.0000000000
PA
USD
608664.9300000000
0.0295322704
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
7.125
N
N
N
N
N
N
CIT Group Inc
N8O96ZZJQRFYQUJY7K79
CIT GROUP INC
125581GU6
250000.0000000000
PA
USD
247110.0000000000
0.0119897155
Long
EP
CORP
US
N
2
2099-12-31
Variable
5.800
N
N
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS ENERGY CORP
125896BU3
175000.0000000000
PA
USD
188595.7500000000
0.0091506187
Long
DBT
CORP
US
N
2
2050-06-01
Variable
4.750
N
N
N
N
N
Enterprise Products Partners LP
K4CDIF4M54DJZ6TB4Q48
ENTERPRISE PRODUCTS PARTNERS
293792107
76005.0000000000
NS
USD
1259402.8500000000
0.0611059118
Long
DBT
CORP
US
N
1
N
N
N
Essential Utilities Inc
549300ILTEOF3E3QY357
AQUA AMERICA INC
29670G201
142970.0000000000
NS
USD
7789005.6000000000
0.3779206068
Long
EP
CORP
US
N
1
2049-12-31
Fixed
6.000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231G102
355670.0000000000
NS
USD
11601955.4000000000
0.5629239790
Long
EC
CORP
US
N
1
N
N
N
Facebook Inc
BQ4BKCS1HXDV9HN80Z93
FACEBOOK INC-CLASS A
30303M102
186910.0000000000
NS
USD
49177890.1000000000
2.3860989478
Long
EC
CORP
US
N
1
N
N
L Brands Inc
GR3KVMWVCR54YWQNXU90
L BRANDS INC
501797AL8
1708000.0000000000
PA
USD
1739410.1200000000
0.0843957447
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
6.875
N
N
N
N
N
N
L Brands Inc
GR3KVMWVCR54YWQNXU90
L BRANDS INC
501797AQ7
297000.0000000000
PA
USD
299203.7400000000
0.0145172908
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.694
N
N
N
N
N
N
Federal Realty Investment Trust
549300LI6XZ51GOCJ427
FEDERAL REALTY INVESTMEN
313747701
10500.0000000000
NS
USD
271320.0000000000
0.0131643787
Long
EP
CORP
US
N
1
2049-12-31
Fixed
5.000
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FEDEX CORP
31428X106
14820.0000000000
NS
USD
3845345.4000000000
0.1865751986
Long
EC
CORP
US
N
1
N
N
N
WESCO Distribution Inc
549300I2CEZJG9N4AH67
WESCO DISTRIBUTION INC
95081QAP9
283000.0000000000
PA
USD
310309.5000000000
0.0150561395
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
7.250
N
N
N
N
N
N
West Street Merger Sub Inc
N/A
WEST STREET MERGER SUB
95616AAA1
2815000.0000000000
PA
USD
2862263.8500000000
0.1388763273
Long
DBT
CORP
US
Y
2
2025-09-01
Fixed
6.375
N
N
N
N
N
N
L Brands Inc
GR3KVMWVCR54YWQNXU90
L BRANDS INC
501797AS3
294000.0000000000
PA
USD
315567.8400000000
0.0153112728
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
6.875
N
N
N
N
N
N
L Brands Inc
GR3KVMWVCR54YWQNXU90
L BRANDS INC
501797AU8
594000.0000000000
PA
USD
690364.6200000000
0.0334963190
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
9.375
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC
126307AQ0
4240000.0000000000
PA
USD
4468832.8000000000
0.2168266516
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
5.500
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC
126307AU1
1600000.0000000000
PA
USD
1664048.0000000000
0.0807391934
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
5.500
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
FIDELITY NATIONAL INFO SERV
31620M106
117815.0000000000
NS
USD
14678570.8500000000
0.7122005924
Long
EC
CORP
US
N
1
N
N
N
First Republic Bank/CA
YWC0TIKBQM2JV8L4IV08
FIRST REPUBLIC BANK
33616C761
3750.0000000000
NS
USD
94387.5000000000
0.0045796579
Long
EP
CORP
US
N
1
2049-12-31
Fixed
4.125
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC
126307BA4
2600000.0000000000
PA
USD
2782676.0000000000
0.1350147447
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
5.750
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC
126307BD8
400000.0000000000
PA
USD
400504.0000000000
0.0194323541
Long
DBT
CORP
US
Y
2
2030-12-01
Fixed
4.625
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
SCHWAB (CHARLES) CORP
808513105
90405.0000000000
NS
USD
3716549.5500000000
0.1803260561
Long
EC
CORP
US
N
1
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY
816851406
35100.0000000000
NS
USD
3591081.0000000000
0.1742383534
Long
EP
CORP
US
N
1
2021-01-15
Fixed
6.000
N
N
N
N
N
N
ON Semiconductor Corp
ZV20P4CNJVT8V1ZGJ064
ON SEMICONDUCTOR CORP
682189AP0
2940000.0000000000
PA
USD
4208845.2000000000
0.2042121181
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
1.625
N
N
N
N
Y
ON SEMICONDUCTOR CORP
ON SEMICONDUCTOR CORP
USD
XXXX
N
N
ON Semiconductor Corp
ZV20P4CNJVT8V1ZGJ064
ON SEMICONDUCTOR CORP
682189AQ8
886000.0000000000
PA
USD
902754.2600000000
0.0438014113
Long
DBT
CORP
US
Y
2
2028-09-01
Fixed
3.875
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY
816851505
36190.0000000000
NS
USD
3694637.1000000000
0.1792628695
Long
EP
CORP
US
N
1
2021-07-15
Fixed
6.750
N
N
N
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
SERVICENOW INC
81762P102
21845.0000000000
NS
USD
10869416.6500000000
0.5273813817
Long
EC
CORP
US
N
1
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
FORD MOTOR COMPANY
345370845
4000.0000000000
NS
USD
102520.0000000000
0.0049742448
Long
EP
CORP
US
N
1
2059-06-01
Fixed
6.200
N
N
N
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
FORD MOTOR CO
345370860
825570.0000000000
NS
USD
6381656.1000000000
0.3096363605
Long
EC
CORP
US
N
1
N
N
N
Fortive Corp
549300MU9YQJYHDQEF63
FORTIVE CORPORATION
34959J207
21885.0000000000
NS
USD
20228962.0500000000
0.9815041874
Long
EP
CORP
US
N
1
2021-07-01
Fixed
5.000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN INC
35671D857
211295.0000000000
NS
USD
3663855.3000000000
0.1777693443
Long
EC
CORP
US
N
1
N
N
N
Caesars Resort Collection LLC / CRC Finco Inc
N/A
CAESARS RESORT / FINCO
12652AAA1
1740000.0000000000
PA
USD
1656045.0000000000
0.0803508899
Long
DBT
CORP
US
Y
2
2025-10-15
Fixed
5.250
N
N
N
N
N
CNX Resources Corp
549300JK3KH8PWM3B226
CNX RESOURCES CORP
12653CAC2
297000.0000000000
PA
USD
313703.2800000000
0.0152208048
Long
DBT
CORP
US
Y
2
2027-03-14
Fixed
7.250
N
N
N
N
N
N
Frontier Communications Corp
549300ZCZ76HYCS0H445
FRONTIER COMMUNICATIONS
35906EAL4
300000.0000000000
PA
USD
297937.5000000000
0.0144558531
Long
LON
CORP
US
N
2
2027-10-01
Floating
5.750
N
N
N
N
N
N
Windstream Services LLC / Windstream Finance Corp
N/A
WINDSTREAM SRVC/FIN *DEFAULT*
97381WAT1
464000.0000000000
PA
USD
9075.8400000000
0.0004403575
Long
DBT
CORP
US
N
2
2021-10-01
Fixed
7.750
Y
Y
N
N
N
N
LCPR Senior Secured Financing DAC
549300LE5FM8IKMXSP90
LCPR SR SECURED FIN DAC
50201DAA1
1050000.0000000000
PA
USD
1116433.5000000000
0.0541690746
Long
DBT
CORP
IE
Y
2
2027-10-15
Fixed
6.750
N
N
N
N
N
N
LPL Holdings Inc
549300Z5YF8CCRMYUL26
LPL HOLDINGS INC
50212YAB0
2646000.0000000000
PA
USD
2742420.2400000000
0.1330615453
Long
DBT
CORP
US
Y
2
2025-09-15
Fixed
5.750
N
N
N
N
N
N
Open Text Corp
549300HP7ONDQODZJV16
OPEN TEXT CORP
683715AC0
855000.0000000000
PA
USD
869817.1500000000
0.0422033109
Long
DBT
CORP
CA
Y
2
2028-02-15
Fixed
3.875
N
N
N
N
N
N
Owens-Brockway Glass Container Inc
V2UQUCDZJ9WY98W8QU33
OWENS-BROCKWAY
69073TAT0
593000.0000000000
PA
USD
636929.4400000000
0.0309036574
Long
DBT
CORP
US
Y
2
2027-05-13
Fixed
6.625
N
N
N
N
N
Cable One Inc
549300648QS85T0XSH18
CABLE ONE INC
12685JAC9
473000.0000000000
PA
USD
480369.3400000000
0.0233074004
Long
DBT
CORP
US
Y
2
2030-11-15
Fixed
4.000
N
N
N
N
N
N
PBF Holding Co LLC / PBF Finance Corp
N/A
PBF HOLDING CO LLC
69318FAG3
2455000.0000000000
PA
USD
1031713.7500000000
0.0500584935
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.250
N
N
N
N
N
N
PBF Holding Co LLC / PBF Finance Corp
N/A
PBF HOLDING CO LLC
69318FAK4
296000.0000000000
PA
USD
264570.7200000000
0.0128369053
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
9.250
N
N
N
N
N
N
Winnebago Industries Inc
549300B7OYKYJLTE3G11
WINNEBAGO INDUSTRIES
974637AA8
5865000.0000000000
PA
USD
6074497.8000000000
0.2947331164
Long
DBT
CORP
US
Y
2
2025-04-01
Fixed
1.500
N
N
N
N
Y
WINNEBAGO INDUSTRIES
WINNEBAGO INDUSTRIES
USD
XXXX
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC ENERGY GROUP INC
976657AH9
125000.0000000000
PA
USD
101502.5000000000
0.0049248760
Long
DBT
CORP
US
N
2
2067-05-15
Variable
2.393
N
N
N
N
N
N
Skyworks Solutions Inc
549300WZ3ORQ2BVKBD96
SKYWORKS SOLUTIONS INC
83088M102
44000.0000000000
NS
USD
6216760.0000000000
0.3016356429
Long
EC
CORP
US
N
1
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
SOUTHERN CO
842587800
2800.0000000000
NS
USD
73864.0000000000
0.0035838628
Long
EP
CORP
US
N
1
2080-01-30
Fixed
4.950
N
N
N
N
N
N
PPL Capital Funding Inc
549300MROK5WY0D2NU17
PPL CAPITAL FUNDING INC
69352PAC7
2251000.0000000000
PA
USD
1784952.9600000000
0.0866054719
Long
DBT
CORP
US
N
2
2067-03-30
Variable
2.885
N
N
N
N
N
N
PTC Inc
54930050SSMU8SKDJ030
PTC INC
69370CAC4
784000.0000000000
PA
USD
812239.6800000000
0.0394096665
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
4.000
N
N
N
N
N
N
Spirit Realty Capital Inc
549300LTU6LVPZSHMJ25
SPIRIT REALTY CAPITAL IN
84860W201
5250.0000000000
NS
USD
136080.0000000000
0.0066025676
Long
EP
CORP
US
N
1
2049-12-31
Fixed
6.000
N
N
N
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
STANLEY BLACK & DECKER INC
854502846
180605.0000000000
NS
USD
18851549.9000000000
0.9146724939
Long
EP
CORP
US
N
1
2022-11-15
Fixed
5.250
N
N
N
N
N
N
Pacira BioSciences Inc
N/A
PACIRA PHARMACEUTICALS
695127AE0
7755000.0000000000
PA
USD
7990054.0500000000
0.3876754274
Long
DBT
CORP
US
Y
2
2025-08-01
Fixed
0.750
N
N
N
N
Y
PACIRA PHARMACEUTICALS
PACIRA PHARMACEUTICALS
USD
XXXX
N
N
N
Par Petroleum LLC / Par Petroleum Finance Corp
N/A
PAR PETRO LLC / FIN CORP
69889MAA0
920000.0000000000
PA
USD
746156.8000000000
0.0362033416
Long
DBT
CORP
US
Y
2
2025-12-15
Fixed
7.750
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP
855244109
77770.0000000000
NS
USD
6762879.2000000000
0.3281332101
Long
EC
CORP
US
N
1
N
N
N
Starwood Property Trust Inc
BUGSFQZERKRBFWIG5267
STARWOOD PROPERTY TRUST INC
85571B105
157631.0000000000
NS
USD
2202105.0700000000
0.1068455881
Long
CORP
US
N
1
N
N
N
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
N/A
LADDER CAP FIN LLLP/CORP
505742AG1
2606000.0000000000
PA
USD
2387617.2000000000
0.1158465903
Long
DBT
CORP
US
Y
2
2025-10-01
Fixed
5.250
N
N
N
N
N
N
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
N/A
LADDER CAP FIN LLLP/CORP
505742AM8
288000.0000000000
PA
USD
250274.8800000000
0.0121432747
Long
DBT
CORP
US
Y
2
2027-02-01
Fixed
4.250
N
N
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
STRYKER CORP
863667101
20295.0000000000
NS
USD
4099792.9500000000
0.1989209302
Long
EC
CORP
US
N
1
N
N
N
Sysco Corp
5RGWIFLMGH3YS7KWI652
SYSCO CORP
871829107
86605.0000000000
NS
USD
4790122.5500000000
0.2324155500
Long
EC
CORP
US
N
1
N
N
N
Land O' Lakes Inc
4ONCJWH5BBCYSJIJYX61
LAND O'LAKES INC
514666AN6
125000.0000000000
PA
USD
111750.0000000000
0.0054220821
Long
EP
CORP
US
Y
2
2099-12-31
Fixed
7.000
N
N
N
N
N
N
Laredo Petroleum Inc
549300X0PTWU2QSLSL14
LAREDO PETROLEUM INC
516806AG1
985000.0000000000
PA
USD
431420.1500000000
0.0209323980
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
10.125
N
N
N
N
N
N
Fulton Financial Corp
5493005QLZ6O1BNC0C11
FULTON FINANCIAL CORP
360271308
2750.0000000000
NS
USD
69712.5000000000
0.0033824331
Long
EP
CORP
US
N
1
2049-12-31
Fixed
5.125
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO
369604103
836550.0000000000
NS
USD
6207201.0000000000
0.3011718426
Long
EC
CORP
US
N
1
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX COMPANIES INC
872540109
143900.0000000000
NS
USD
7310120.0000000000
0.3546851970
Long
EC
CORP
US
N
1
N
N
N
Taiwan Semiconductor Manufacturing Co Ltd
549300KB6NK5SBD14S87
TAIWAN SEMICONDUCTOR-SP ADR
874039100
85550.0000000000
NS
USD
7175078.5000000000
0.3481330172
Long
CORP
TW
N
1
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
LENNAR CORP
526057CT9
1500000.0000000000
PA
USD
1705605.0000000000
0.0827555287
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.250
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
GENERAL MOTORS CO
37045V100
243463.0000000000
NS
USD
8406777.3900000000
0.4078947398
Long
EC
CORP
US
N
1
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
GILEAD SCIENCES INC
375558103
48980.0000000000
NS
USD
2848187.0000000000
0.1381933220
Long
EC
CORP
US
N
1
N
N
N
Par Petroleum LLC
984500CCF05C2FB39F45
PAR PETROLEUM LLC
69889PAB1
1311118.4000000000
PA
USD
1101339.4600000000
0.0534367156
Long
LON
CORP
US
N
2
2026-01-12
Floating
6.974
N
N
N
N
N
N
PAREXEL International Corp
549300GCZVUYB6P2OA17
PAREXEL INTL CORP
69946EAT8
885000.0000000000
PA
USD
850706.2500000000
0.0412760548
Long
LON
CORP
US
N
2
2024-09-27
Floating
2.984
N
N
N
N
N
N
Workday Inc
549300J0DYC0N31V7G13
WORKDAY INC
98138HAF8
2670000.0000000000
PA
USD
4038054.6000000000
0.1959254009
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
0.250
N
N
N
N
Y
WORKDAY INC
WORKDAY INC
USD
XXXX
N
N
N
WPX Energy Inc
ZXZE9GCS2BB547GJW219
WPX ENERGY INC
98212BAM5
302000.0000000000
PA
USD
310866.7200000000
0.0150831756
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.875
N
N
N
N
N
N
Global Payments Inc
549300NOMHGVQBX6S778
GLOBAL PAYMENTS INC
37940X102
43165.0000000000
NS
USD
6808847.1000000000
0.3303635611
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC
38141G104
51500.0000000000
NS
USD
9735560.0000000000
0.4723669402
Long
EC
CORP
US
N
1
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
HESS CORP
42809H107
126365.0000000000
NS
USD
4703305.3000000000
0.2282031987
Long
EC
CORP
US
N
1
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076102
109115.0000000000
NS
USD
29102061.6500000000
1.4120247644
Long
EC
CORP
US
N
1
N
N
N
Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer
N/A
PARK INTERMED HOLDINGS
70052LAA1
708000.0000000000
PA
USD
744398.2800000000
0.0361180187
Long
DBT
CORP
US
Y
2
2025-06-01
Fixed
7.500
N
N
N
N
N
N
Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer
N/A
PARK INTERMED HOLDINGS
70052LAB9
592000.0000000000
PA
USD
583954.7200000000
0.0283333372
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
5.875
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
HONEYWELL INTERNATIONAL INC
438516106
104790.0000000000
NS
USD
17285110.5000000000
0.8386692453
Long
EC
CORP
US
N
1
N
N
Humana Inc
529900YLDW34GJAO4J06
HUMANA INC
444859102
26400.0000000000
NS
USD
10540992.0000000000
0.5114462997
Long
EC
CORP
US
N
1
N
N
N
XHR LP
549300M88BPT83ZL2164
XHR LP
98372MAA3
1255000.0000000000
PA
USD
1247093.5000000000
0.0605086652
Long
DBT
CORP
US
Y
2
2025-08-15
Fixed
6.375
N
N
N
N
N
N
XPO Logistics Inc
54930096DB9LCLPN7H13
XPO LOGISTICS INC
983793AG5
1500000.0000000000
PA
USD
1588755.0000000000
0.0770859959
Long
DBT
CORP
US
Y
2
2024-08-15
Fixed
6.750
N
N
N
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
TARGET CORP
87612E106
56455.0000000000
NS
USD
8593580.1000000000
0.4169583606
Long
EC
CORP
US
N
1
N
N
N
Targa Resources Corp
5493003QENHHS261UR94
TARGA RESOURCES CORP
87612G101
31050.0000000000
NS
USD
498352.5000000000
0.0241799389
Long
EC
CORP
US
N
1
N
N
N
JB Hunt Transport Services Inc
549300XCD1MPI1C5GK90
HUNT (JB) TRANSPRT SVCS INC
445658107
71165.0000000000
NS
USD
8663627.1000000000
0.4203570236
Long
EC
CORP
US
N
1
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE IN
45866F104
33700.0000000000
NS
USD
3181280.0000000000
0.1543549112
Long
EC
CORP
US
N
1
N
N
N
Park-Ohio Industries Inc
5493006LQUO5SLMNYM18
PARK-OHIO INDUSTRIES INC
700677AR8
1370000.0000000000
PA
USD
1316282.3000000000
0.0638656885
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
6.625
N
N
N
N
N
Parkland Corp/Canada
549300Q72GWZCL8MQC95
PARKLAND CORP
70137TAP0
900000.0000000000
PA
USD
930402.0000000000
0.0451428727
Long
DBT
CORP
CA
Y
2
2027-07-15
Fixed
5.875
N
N
N
N
N
N
Intuitive Surgical Inc
54930052SRG011710797
INTUITIVE SURGICAL INC
46120E602
10420.0000000000
NS
USD
6950973.6000000000
0.3372595034
Long
EC
CORP
US
N
1
N
N
N
iShares MSCI EAFE ETF
549300O0XO3KDQV68404
ISHARES MSCI EAFE ETF
464287465
195550.0000000000
NS
USD
12004814.5000000000
0.5824706019
Long
RF
US
N
1
N
N
Telephone and Data Systems Inc
N/A
TELEPHONE & DATA SYSTEM
879433837
4950.0000000000
NS
USD
124888.5000000000
0.0060595588
Long
EP
CORP
US
N
1
2049-12-31
Fixed
7.000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC
883556102
42800.0000000000
NS
USD
20249536.0000000000
0.9825024303
Long
EC
CORP
US
N
1
N
N
N
iShares Russell 2000 Value ETF
549300WJAJCAZZLTQD63
ISHARES RUSSELL 2000 VALUE E
464287630
93905.0000000000
NS
USD
9671275.9500000000
0.4692478941
Long
RF
US
N
1
N
N
iShares iBoxx High Yield Corporate Bond ETF
N/A
ISHARES IBOXX HIGH YLD CORP
464288513
25700.0000000000
NS
USD
2155716.0000000000
0.1045948020
Long
RF
US
N
1
N
N
Parsley Energy LLC / Parsley Finance Corp
N/A
PARSLEY ENERGY LLC/FINAN
701885AF2
515000.0000000000
PA
USD
531217.3500000000
0.0257745332
Long
DBT
CORP
US
Y
2
2025-08-15
Fixed
5.250
N
N
N
N
N
N
Parsons Corp
549300ZXH0VRBSEPX752
PARSONS CORP
70202LAA0
3763000.0000000000
PA
USD
3696394.9000000000
0.1793481575
Long
DBT
CORP
US
Y
2
2025-08-15
Fixed
0.250
N
N
N
N
Y
PARSONS CORP
PARSONS CORP
USD
XXXX
N
N
N
Zscaler Inc
529900MZ0RTK1BWRNF46
ZSCALER INC.
98980GAA0
2852000.0000000000
PA
USD
3328312.5200000000
0.1614888924
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
0.125
N
N
N
N
Y
ZSCALER INC.
ZSCALER INC.
USD
XXXX
N
N
N
Zynga Inc
549300XNQ0U2EL088Z74
ZYNGA INC
98986TAB4
4935000.0000000000
PA
USD
6264044.8500000000
0.3039298920
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
0.250
N
N
N
N
Y
ZYNGA INC
ZYNGA INC
USD
XXXX
N
N
N
PartnerRe Finance B LLC
549300O0FAGHK2F79881
PARTNERRE FINANCE B LLC
70213BAC5
250000.0000000000
PA
USD
251967.5000000000
0.0122254002
Long
DBT
CORP
US
N
2
2050-10-01
Variable
4.500
N
N
N
N
N
Patrick Industries Inc
549300FZ5ZTCCJ3Z5W14
PATRICK INDUSTRIES INC
703343AC7
600000.0000000000
PA
USD
651660.0000000000
0.0316183805
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
7.500
N
N
N
N
N
N
Gulfmark Offshore Inc
N/A
TIDEWATER INC NOTEHOLDER WARR A
88642R141
47885.0000000000
NS
USD
308666.7100000000
0.0149764317
N/A
DE
CORP
US
N
2
TIDEWATER INC.
549300UOMTB7PD2UT305
Call
Purchased
TIDEWATER INC NOTEHOLDER WARR A
TIDEWATER INC NOTEHOLDER WARR A
47885
0.010000000000
USD
2042-11-14
XXXX
-3142803.0800000000
N
N
N
Gulfmark Offshore Inc
N/A
TIDEWATER INC NOTEHOLDER WARR A
88642R141
16676.0000000000
NS
USD
107493.5000000000
0.0052155578
N/A
DE
CORP
US
N
2
TIDEWATER INC.
549300UOMTB7PD2UT305
Call
Purchased
TIDEWATER INC NOTEHOLDER WARR A
TIDEWATER INC NOTEHOLDER WARR A
16676
0.010000000000
USD
2042-11-14
XXXX
-239867.5900000000
N
N
N
Peninsula Pacific Entertainment LLC / Peninsula Pacific Entertainment Finance In
N/A
PENINSULA PACIFIC ENTERT
70715XAA4
591000.0000000000
PA
USD
615833.8200000000
0.0298801032
Long
DBT
CORP
US
Y
2
2027-11-15
Fixed
8.500
N
N
N
N
N
N
Penske Automotive Group Inc
549300W7UTQ0M4C7LB15
PENSKE AUTOMOTIVE GROUP
70959WAF0
650000.0000000000
PA
USD
664137.5000000000
0.0322237857
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
5.375
N
N
N
N
N
N
Penske Automotive Group Inc
549300W7UTQ0M4C7LB15
PENSKE AUTOMOTIVE GROUP
70959WAG8
1400000.0000000000
PA
USD
1446774.0000000000
0.0701971132
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
5.500
N
N
N
N
N
PetSmart Inc
N/A
PETSMART INC
71677HAG0
4163238.4900000000
PA
USD
4128850.1400000000
0.2003307778
Long
LON
CORP
US
N
2
2022-03-11
Floating
4.151
N
N
N
N
N
N
iShares Preferred & Income Securities ETF
549300YX74JNY54XCY80
ISHARES PREFERRED & INCOME S
464288687
5525.0000000000
NS
USD
200115.5000000000
0.0097095541
Long
RF
US
N
1
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46625H100
273910.0000000000
NS
USD
26854136.4000000000
1.3029559926
Long
EC
CORP
US
N
1
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
QZ3177313
200000.0000000000
PA
USD
206664.0000000000
0.0100272857
Long
DBT
CORP
GB
N
2
2049-12-29
Variable
7.875
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
JP MORGAN CHASE BANK NA
U48079J62
5500000.0000000000
PA
USD
5605985.0000000000
0.2720009924
Long
DBT
CORP
US
N
2
2020-12-30
Fixed
0.000
N
N
N
N
N
JP MORGAN CHASE BANK NA
JP MORGAN CHASE BANK NA
USD
XXXX
N
N
N
Picasso Finance Sub Inc
N/A
PICASSO FINANCE SUB INC
71953LAA9
302000.0000000000
PA
USD
319159.6400000000
0.0154855460
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
6.125
N
N
N
N
N
N
Pilgrim's Pride Corp
549300ZSLGV64ZL3HD75
PILGRIM'S PRIDE CORP
72147KAC2
600000.0000000000
PA
USD
614898.0000000000
0.0298346974
Long
DBT
CORP
US
Y
2
2025-03-15
Fixed
5.750
N
N
N
N
N
N
Pilgrim's Pride Corp
549300ZSLGV64ZL3HD75
PILGRIM'S PRIDE CORP
72147KAE8
1720000.0000000000
PA
USD
1819295.6000000000
0.0882717682
Long
DBT
CORP
US
Y
2
2027-09-30
Fixed
5.875
N
N
N
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
PIONEER NATURAL RESOURCE
723787AN7
6515000.0000000000
PA
USD
6954241.3000000000
0.3374180514
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
0.250
N
N
N
N
Y
PIONEER NATURAL RESOURCE
PIONEER NATURAL RESOURCE
USD
XXXX
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
JOHNSON & JOHNSON
478160104
176230.0000000000
NS
USD
24162895.3000000000
1.1723776464
Long
EC
CORP
US
N
1
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
48128B622
16896.0000000000
NS
USD
448419.8400000000
0.0217572187
Long
EP
CORP
US
N
1
2049-12-31
Fixed
4.750
N
N
N
N
N
N
JPMORGAN PRIME MONEY MARKET FU JPM PRIME MMKT CAPITAL
N/A
JPMORGAN PRIME MONEY MARKET FU JPM PRIME MMKT CAPITAL
4812A0367
12030423.5770000000
NS
USD
12037641.8300000000
0.5840633758
Long
EC
RF
US
N
1
N
N
N
KKR & Co Inc
549300JOHU21WRN2Z451
KKR & CO INC
48251W401
222280.0000000000
NS
USD
11567451.2000000000
0.5612498438
Long
EP
CORP
US
N
1
2023-09-15
Fixed
6.000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP
89832Q695
11500.0000000000
NS
USD
300035.0000000000
0.0145576233
Long
EP
CORP
US
N
1
2049-12-31
Fixed
4.750
N
N
N
N
N
N
2020 Cash Mandatory Exchangeable Trust
N/A
T-MOBILE US INC
901375105
18160.0000000000
NS
USD
18992617.8400000000
0.9215170751
Long
EP
CORP
US
Y
1
2023-06-01
Fixed
5.250
N
N
N
N
N
N
Plains All American Pipeline LP
5521FA2ITF25TVH63740
PLAINS ALL AMERICAN PIPE
726503AE5
1390000.0000000000
PA
USD
859172.9000000000
0.0416868546
Long
EP
CORP
US
N
2
2099-12-31
Variable
6.125
N
N
N
N
N
N
Post Holdings Inc
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC
737446AM6
1430000.0000000000
PA
USD
1499898.4000000000
0.0727746958
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
5.750
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
902973304
150870.0000000000
NS
USD
5876386.5000000000
0.2851208056
Long
EC
CORP
US
N
1
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
902973734
17000.0000000000
NS
USD
393550.0000000000
0.0190949477
Long
EP
CORP
US
N
1
2049-12-31
Fixed
3.750
N
N
N
N
N
N
Camelot Finance SA
N/A
CAMELOT FINANCE SA
L2000AAC4
1444087.5000000000
PA
USD
1409183.9100000000
0.0683732514
Long
LON
CORP
LU
N
2
2026-10-30
Floating
3.390
N
N
N
N
N
N
Camelot Finance SA
N/A
CAMELOT FINANCE SA
L2000AAD2
805000.0000000000
PA
USD
797956.2500000000
0.0387166380
Long
LON
CORP
LU
N
2
2026-10-30
Floating
4.000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP
907818108
49810.0000000000
NS
USD
8825833.9000000000
0.4282272570
Long
EC
CORP
US
N
1
N
N
N
United States Cellular Corp
N/A
US CELLULAR CORP
911684603
5970.0000000000
NS
USD
151518.6000000000
0.0073516446
Long
EP
CORP
US
N
1
2064-12-01
Fixed
7.250
N
N
N
N
N
N
Post Holdings Inc
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC
737446AN4
300000.0000000000
PA
USD
316479.0000000000
0.0153554821
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
5.625
N
N
N
N
N
N
Post Holdings Inc
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC
737446AP9
450000.0000000000
PA
USD
486742.5000000000
0.0236166246
Long
DBT
CORP
US
Y
2
2029-12-15
Fixed
5.500
N
N
N
N
N
N
Connect Finco SARL
2594001KNYIQ456J2792
CONNECT FINCO SARL
L2000DAC8
1542250.0000000000
PA
USD
1513332.8100000000
0.0734265301
Long
LON
CORP
LU
N
2
2026-12-11
Floating
5.500
N
N
N
N
N
N
Endo International PLC
5493007TBMWZWGZIB256
ENDO INTERNATIONAL PLC
L2968EAB8
2083846.1400000000
PA
USD
1986603.4600000000
0.0963895038
Long
LON
CORP
IE
N
2
2024-04-29
Floating
5.000
N
N
N
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KEYCORP
493267108
226225.0000000000
NS
USD
2936400.5000000000
0.1424734190
Long
EC
CORP
US
N
1
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KEYCORP
493267876
9112.0000000000
NS
USD
241376.8800000000
0.0117115459
Long
EP
CORP
US
N
1
2049-12-31
Fixed
5.650
N
N
N
N
N
N
United States Cellular Corp
N/A
UNITED STATES CELLULAR C
911684702
57450.0000000000
NS
USD
1510360.5000000000
0.0732823143
Long
EP
CORP
US
N
1
2069-09-01
Fixed
6.250
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324P102
105000.0000000000
NS
USD
32039700.0000000000
1.5545582436
Long
EC
CORP
US
N
1
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
VALERO ENERGY CORP
91913Y100
33540.0000000000
NS
USD
1294979.4000000000
0.0628320771
Long
EC
CORP
US
N
1
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
VERTEX PHARMACEUTICALS INC
92532F100
26610.0000000000
NS
USD
5544459.6000000000
0.2690157953
Long
EC
CORP
US
N
1
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
KIMCO REALTY CORP
49446R711
11000.0000000000
NS
USD
281930.0000000000
0.0136791732
Long
EP
CORP
US
N
1
2049-12-31
Fixed
5.250
N
N
N
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
KINDER MORGAN INC
49456B101
232940.0000000000
NS
USD
2771986.0000000000
0.1344960685
Long
EC
CORP
US
N
1
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PAYPAL HOLDINGS INC
N/A
350.0000000000
NC
USD
415625.0000000000
0.0201660212
N/A
DE
US
N
1
The Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
PAYPAL HOLDINGS INC
PAYPAL HOLDINGS INC
100
200.000000000000
USD
2021-01-15
XXXX
69014.5000000000
N
N
N
Financial Select Sector SPDR Fund
549300Y12KQ6ZG08NY28
FINANCIAL SELECT SECTOR SPDR FUND
N/A
5425.0000000000
NC
USD
116637.5000000000
0.0056592224
N/A
DE
US
N
1
The Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
FINANCIAL SELECT SECTOR SPDR FUND
FINANCIAL SELECT SECTOR SPDR FUND
100
27.000000000000
USD
2020-12-18
XXXX
-361119.9300000000
N
N
N
Intelsat Jackson Holdings SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HLDG
L5137LAG0
2275000.0000000000
PA
USD
2295224.7500000000
0.1113637317
Long
LON
CORP
LU
N
2
2024-01-02
Floating
5.500
Y
Y
N
N
N
N
Intelsat Jackson Holdings SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HLDG
L5137LAH8
2791100.0000000000
PA
USD
2817071.1900000000
0.1366835907
Long
LON
CORP
LU
N
2
2024-01-02
Fixed
6.625
Y
Y
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
VISA INC-CLASS A SHARES
92826C839
178525.0000000000
NS
USD
32439777.7500000000
1.5739699161
Long
EC
CORP
US
N
1
N
N
Vulcan Materials Co
549300Q8LSNHAVWBNI21
VULCAN MATERIALS CO
929160109
20585.0000000000
NS
USD
2981531.4000000000
0.1446631590
Long
EC
CORP
US
N
1
N
N
N
iShares MSCI Emerging Markets ETF
549300BPYHDEDI59G670
ISHARES MSCI EMERGING MARKETS ETF
N/A
12990.0000000000
NC
USD
961260.0000000000
0.0466400952
N/A
DE
US
N
1
The Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
ISHARES MSCI EMERGING MARKETS ETF
ISHARES MSCI EMERGING MARKETS ETF
100
47.000000000000
USD
2020-12-18
XXXX
-505796.0600000000
N
N
N
iShares Russell 2000 ETF
549300O80OAR5VTWR172
ISHARES RUSSELL 2000 ETF
N/A
2460.0000000000
NC
USD
956940.0000000000
0.0464304898
N/A
DE
US
N
1
The Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
ISHARES RUSSELL 2000 ETF
ISHARES RUSSELL 2000 ETF
100
165.000000000000
USD
2021-01-15
XXXX
-125858.7800000000
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
WALMART INC
931142103
154510.0000000000
NS
USD
21438262.5000000000
1.0401791433
Long
EC
CORP
US
N
1
N
N
N
Walgreens Boots Alliance Inc
549300RPTUOIXG4LIH86
WALGREENS BOOTS ALLIANCE INC
931427108
52650.0000000000
NS
USD
1792206.0000000000
0.0869573876
Long
EC
CORP
US
N
1
N
N
N
SPDR S&P 500 ETF Trust
549300NZAMSJ8FXPQQ63
SPDR S&P 500 ETF TRUST
N/A
1720.0000000000
NC
USD
2590320.0000000000
0.1256816796
N/A
DE
US
N
1
The Options Clearing Corporation
549300CII6SLYGKNHA04
Put
Purchased
SPDR S&P 500 ETF TRUST
SPDR S&P 500 ETF TRUST
100
325.000000000000
USD
2020-12-18
XXXX
220913.5700000000
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC
N/A
-3640.0000000000
NC
USD
-720720.0000000000
-0.0349691544
N/A
DE
US
N
1
The Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Written
MICRON TECHNOLOGY INC
MICRON TECHNOLOGY INC
100
70.000000000000
USD
2021-06-18
XXXX
250280.3300000000
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & COMPANY
949746804
500.0000000000
NS
USD
674380.0000000000
0.0327207492
Long
EP
CORP
US
N
1
2049-12-31
Fixed
7.500
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & COMPANY
94988U151
25365.0000000000
NS
USD
633617.7000000000
0.0307429726
Long
EP
CORP
US
N
1
2049-12-31
Fixed
4.750
N
N
N
N
N
N
Post Holdings Inc
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC
737446AQ7
300000.0000000000
PA
USD
308268.0000000000
0.0149570864
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
4.625
N
N
N
N
N
N
Prospect Capital Corp
549300FSD8T39P5Q0O47
PROSPECT CAPITAL CORP
74348TAR3
1490000.0000000000
PA
USD
1531168.7000000000
0.0742919230
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
4.950
N
N
N
N
N
PROSPECT CAPITAL CORP
PROSPECT CAPITAL CORP
USD
XXXX
N
N
N
Whiting Petroleum Corp
52990028CHK9KUB1B293
WHITING PETROLEUM CORP
966387508
17355.0000000000
NS
USD
253383.0000000000
0.0122940799
Long
EC
CORP
US
N
1
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC
969457100
10000.0000000000
NS
USD
191900.0000000000
0.0093109401
Long
EC
CORP
US
N
1
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC
N/A
3640.0000000000
NC
USD
1401400.0000000000
0.0679955781
N/A
DE
US
N
1
The Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
MICRON TECHNOLOGY INC
MICRON TECHNOLOGY INC
100
60.000000000000
USD
2021-06-18
XXXX
-593402.9900000000
N
N
N
Mallinckrodt International Finance SA
549300MQQ92LN1A0B514
MALLINCKRODT INTERNATIONAL
L6232UAF4
1240418.5200000000
PA
USD
1148398.0700000000
0.0557199876
Long
LON
CORP
LU
N
2
2024-09-24
Floating
3.500
Y
Y
N
N
N
N
Accenture PLC
N/A
ACCENTURE PLC-CL A
G1151C101
65132.0000000000
NS
USD
14127782.1200000000
0.6854764607
Long
EC
CORP
IE
N
1
N
N
N
Brookfield Property Partners LP
5493004J5Z0TZW83NU62
BROOKFIELD PROPERTY PART
G16249156
5000.0000000000
NS
USD
101000.0000000000
0.0049004948
Long
EP
CORP
US
N
1
2049-12-31
Fixed
6.375
N
N
N
N
N
N
Brookfield Property Partners LP
5493004J5Z0TZW83NU62
BROOKFIELD PROPERTY PART
EP0585729
7275.0000000000
NS
USD
141135.0000000000
0.0068478350
Long
EP
CORP
US
N
1
2049-12-31
Fixed
5.750
N
N
N
N
N
N
Brookfield Renewable Partners LP
VA8DFMRI2GY8Y7V79H93
BROOKFIELD RENEWABLE PAR
EP0586206
6000.0000000000
NS
USD
155760.0000000000
0.0075574363
Long
EP
CORP
CA
N
1
2049-12-31
Fixed
5.250
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FINANCIAL INC
744320BH4
124000.0000000000
PA
USD
127054.1200000000
0.0061646342
Long
DBT
CORP
US
N
2
2050-10-01
Variable
3.700
N
N
N
N
N
N
QVC Inc
549300WBLU5NKPX5X472
QVC INC
747262AZ6
1155000.0000000000
PA
USD
1157968.3500000000
0.0561843352
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
4.375
N
N
N
N
N
N
GasLog Ltd
549300QH0H78JQK1Z820
GASLOG LTD
G37585109
16000.0000000000
NS
USD
38080.0000000000
0.0018476321
Long
EC
CORP
GR
N
1
N
N
Weatherford International PLC
529900LPBDSCQDJKHQ39
WEATHERFORD INTERNATIONAL PL
G48833118
18259.0000000000
NS
USD
38161.3100000000
0.0018515772
Long
EC
CORP
US
N
1
N
N
Linde PLC
8945002PAZHZLBGKGF02
LINDE PLC
G5494J103
80575.0000000000
NS
USD
17753895.5000000000
0.8614145765
Long
EC
CORP
GB
N
1
N
N
N
Marvell Technology Group Ltd
8DF36O58U3QIHUCGZB18
MARVELL TECHNOLOGY GROUP LTD
G5876H105
190675.0000000000
NS
USD
7152219.2500000000
0.3470238921
Long
EC
CORP
US
N
1
N
N
N
Ortho-Clinical Diagnostics SA
222100N2EDW8BU5UUT55
ORTHO-CLINICAL DIAGNOSTICS
L7300KAJ3
1886003.7300000000
PA
USD
1826481.4500000000
0.0886204239
Long
LON
CORP
LU
N
2
2025-06-30
Floating
3.500
N
N
N
N
N
N
Lealand Finance Co BV
N/A
LEALAND FINANCE CO BV
N5200EAB7
241119.4600000000
PA
USD
154719.1200000000
0.0075069331
Long
LON
CORP
NL
N
2
2025-06-30
Floating
4.140
N
N
N
N
N
N
Mcdermott International Ltd
54930004RAXI4B3L4752
MCDERMOTT INTERNATIONAL LTD
G5924V106
132452.0000000000
NS
USD
225168.4000000000
0.0109251145
Long
EC
CORP
US
N
1
N
N
Mcdermott International Ltd
54930004RAXI4B3L4752
MCDERMOTT INTERNATIONAL LTD
G5924V114
51723.0000000000
NS
USD
5.1700000000
0.0000002508
N/A
EC
CORP
US
N
2
N
N
N
Mcdermott International Ltd
54930004RAXI4B3L4752
MCDERMOTT INTERNATIONAL LTD
G5924V122
57470.0000000000
NS
USD
5.7500000000
0.0000002790
N/A
EC
CORP
US
N
2
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
MEDTRONIC PLC
G5960L103
156340.0000000000
NS
USD
15723113.8000000000
0.7628815555
Long
EC
CORP
IE
N
1
N
N
N
QBE Insurance Group Ltd
549300D2FBW76FPUSG65
QBE INSURANCE GROUP LTD
74728GAE0
200000.0000000000
PA
USD
213524.0000000000
0.0103601312
Long
DBT
CORP
AU
Y
2
2099-12-31
Variable
5.875
N
N
N
N
N
N
Radian Group Inc
54930005OUP720S5U385
RADIAN GROUP INC
750236AW1
1500000.0000000000
PA
USD
1543320.0000000000
0.0748815010
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.875
N
N
N
N
N
N
Aptiv PLC
N/A
APTIV PLC
G6095L117
124295.0000000000
NS
USD
14965118.0000000000
0.7261037885
Long
EP
CORP
IE
N
1
2023-06-15
Fixed
5.500
N
N
N
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
CHUBB LTD
H1467J104
46700.0000000000
NS
USD
6066797.0000000000
0.2943594755
Long
EC
CORP
CH
N
1
N
N
N
Redfin Corp
549300HXWD3JEMZU3O57
REDFIN CORP
75737FAB4
5430000.0000000000
PA
USD
5146228.2000000000
0.2496937072
Long
DBT
CORP
US
Y
2
2025-10-15
Fixed
0.000
N
N
N
N
Y
REDFIN CORP
REDFIN CORP
USD
XXXX
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD
V7780T103
44300.0000000000
NS
USD
2499406.0000000000
0.1212705550
Long
EC
CORP
US
N
1
N
N
Lealand Finance Co BV
N/A
LEALAND FINANCE CO BV
N5200EAC5
19638.6300000000
PA
USD
16201.8700000000
0.0007861107
Long
LON
CORP
NL
N
2
2024-06-30
Floating
3.140
N
N
N
N
N
N
ACCO Brands Corp
JCT8P4Y190IH4I1NX328
ACCO BRANDS CORP
00081TAJ7
1255000.0000000000
PA
USD
1287604.9000000000
0.0624742682
Long
DBT
CORP
US
Y
2
2024-12-15
Fixed
5.250
N
N
N
N
N
AG Issuer LLC
N/A
AG ISSUER LLC
00119LAA9
1255000.0000000000
PA
USD
1231556.6000000000
0.0597548187
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
6.250
N
N
N
N
N
N
ARD Finance SA
6354006P6QPGGPVJW880
ARD FINANCE SA
00191AAD8
3100000.0000000000
PA
USD
3152328.0000000000
0.1529501674
Long
DBT
CORP
LU
Y
2
2027-06-30
Fixed
6.500
N
N
Y
N
N
N
Abercrombie & Fitch Management Co
5493003QMCFDA98NPT74
ABERCROMBIE & FITCH MANA
003000AA4
1180000.0000000000
PA
USD
1262576.4000000000
0.0612598917
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
8.750
N
N
N
N
N
N
Calfrac Holdings LP
N/A
CALFRAC HOLDINGS LP
12958RAD9
614000.0000000000
PA
USD
58765.9400000000
0.0028513087
Long
DBT
CORP
US
Y
2
2026-06-15
Fixed
8.500
N
N
N
N
N
N
Calfrac Holdings LP
N/A
CALFRAC HOLDINGS LP - RTS
129RGTAC0
21327.0000000000
PA
USD
0.0200000000
0.0000000010
Long
DBT
CORP
US
N
2
2026-06-15
None
8.5000000000
N
N
N
N
N
N
Calpine Corp
43R4VPJBXTU2O15HEF41
CALPINE CORP
131347CM6
856000.0000000000
PA
USD
872032.8800000000
0.0423108176
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
4.500
N
N
N
N
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP
143658BG6
582000.0000000000
PA
USD
635549.8200000000
0.0308367186
Long
DBT
CORP
US
Y
2
2026-02-01
Fixed
10.500
N
N
N
N
N
Carvana Co
5493003WEAK2PJ5WS063
CARVANA CO
146869AB8
600000.0000000000
PA
USD
591750.0000000000
0.0287115622
Long
DBT
CORP
US
Y
2
2025-10-01
Fixed
5.625
N
N
N
N
N
N
Cascades Inc/Cascades USA Inc
N/A
CASCADES INC/USA INC
14739LAA0
901000.0000000000
PA
USD
943148.7800000000
0.0457613433
Long
DBT
CORP
CA
Y
2
2026-01-15
Fixed
5.125
N
N
N
N
N
N
Cascades Inc/Cascades USA Inc
N/A
CASCADES INC/USA INC
14739LAB8
600000.0000000000
PA
USD
629274.0000000000
0.0305322173
Long
DBT
CORP
CA
Y
2
2028-01-15
Fixed
5.375
N
N
N
N
N
N
Cincinnati Bell Inc
549300JYVZOCUJOHL272
CINCINNATI BELL INC
14987RAA6
2135000.0000000000
PA
USD
2265555.2500000000
0.1099241750
Long
DBT
CORP
US
Y
2
2025-10-15
Fixed
8.000
N
N
N
N
N
N
Cedar Fair LP
549300TUVLNQQ6BVKH61
CEDAR FAIR LP
150190AE6
900000.0000000000
PA
USD
816480.0000000000
0.0396154057
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.250
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
CENTENE CORP
15135BAR2
1216000.0000000000
PA
USD
1281870.7200000000
0.0621960472
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.250
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
CENTENE CORP
15135BAW1
598000.0000000000
PA
USD
621268.1800000000
0.0301437770
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.000
N
N
N
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENERGY INC
15189TAS6
65000.0000000000
PA
USD
65626.6000000000
0.0031841862
Long
EP
CORP
US
N
2
2099-12-31
Variable
6.125
N
N
N
N
N
N
Central Garden & Pet Co
5493004DVZLD37DJ0H83
CENTRAL GARDEN & PET CO
153527AN6
591000.0000000000
PA
USD
599019.8700000000
0.0290642945
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.125
N
N
N
N
N
N
Century Communities Inc
5299002QMB2O7ZL1CA26
CENTURY COMMUNITIES
156504AH5
1330000.0000000000
PA
USD
1376124.4000000000
0.0667692123
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.875
N
N
N
N
N
N
Century Communities Inc
5299002QMB2O7ZL1CA26
CENTURY COMMUNITIES
156504AJ1
1500000.0000000000
PA
USD
1605495.0000000000
0.0778982165
Long
DBT
CORP
US
Y
2
2027-06-01
Fixed
6.750
N
N
N
N
N
N
CenturyLink Inc
8M3THTGWLTYZVE6BBY25
CENTURYLINK INC
156700BB1
575000.0000000000
PA
USD
588932.2500000000
0.0285748457
Long
DBT
CORP
US
Y
2
2026-12-15
Fixed
5.125
N
N
N
N
N
CenturyLink Inc
8M3THTGWLTYZVE6BBY25
CENTURYLINK INC
156700BC9
1400000.0000000000
PA
USD
1435532.0000000000
0.0696516542
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
4.000
N
N
N
N
N
N
Chaparral Energy Inc
V5IUQSDP5WPR92NJWH73
CHAPARRAL ENERGY INC
15942RAF6
1500000.0000000000
PA
USD
81300.0000000000
0.0039446557
Long
DBT
CORP
US
Y
2
2023-07-15
Fixed
8.750
Y
Y
N
N
N
N
Chart Industries Inc
EM7QGKC1GYOF3LSZSL80
CHART INDUSTRIES INC
16115QAD2
2035000.0000000000
PA
USD
3240350.8500000000
0.1572210141
Long
DBT
CORP
US
Y
2
2024-11-15
Fixed
1.000
N
N
N
N
Y
CHART INDUSTRIES INC
CHART INDUSTRIES INC
USD
XXXX
N
N
N
Chegg Inc
549300AKX7O8JG0O3G77
CHEGG INC
163092AE9
6435000.0000000000
PA
USD
6514665.3000000000
0.3160899336
Long
DBT
CORP
US
Y
2
2026-09-01
Fixed
0.000
N
N
N
N
Y
CHEGG INC
CHEGG INC
USD
XXXX
N
N
N
Cheniere Energy Partners LP
5493005UEC8AZ34LDV29
CHENIERE ENERGY PARTNERS
16411QAD3
1200000.0000000000
PA
USD
1232400.0000000000
0.0597957403
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
5.625
N
N
N
N
N
N
Cheniere Energy Inc
MIHC87W9WTYSYZWV1J40
CHENIERE ENERGY INC
16411RAJ8
591000.0000000000
PA
USD
613576.2000000000
0.0297705640
Long
DBT
CORP
US
Y
2
2028-10-15
Fixed
4.625
N
N
N
N
N
N
Cheplapharm Arzneimittel GmbH
529900ONXKBELT7EW052
CHEPLAPHARM ARZNEIMITTEL
16412EAA5
400000.0000000000
PA
USD
405380.0000000000
0.0196689364
Long
DBT
CORP
DE
Y
2
2028-01-15
Fixed
5.500
N
N
N
N
N
N
Chesapeake Energy Corp
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY - DEFAULT
165167DD6
768000.0000000000
PA
USD
118740.4800000000
0.0057612584
Long
DBT
CORP
US
Y
2
2025-01-01
Fixed
11.500
Y
Y
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967MG3
825000.0000000000
PA
USD
830791.5000000000
0.0403097961
Long
EP
CORP
US
N
2
2099-12-31
Variable
5.000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967MK4
75000.0000000000
PA
USD
73578.7500000000
0.0035700226
Long
EP
CORP
US
N
2
2099-12-31
Variable
4.700
N
N
N
N
N
N
Clear Channel Outdoor Holdings Inc
N/A
CLEAR CHANNEL OUTDOOR HO
18452RAD7
1559250.0000000000
PA
USD
1425739.2200000000
0.0691765109
Long
LON
CORP
US
N
2
2026-08-21
Floating
3.656
N
N
N
N
N
N
Clearwater Paper Corp
549300HCVV19GXN4P292
CLEARWATER PAPER CORP
18538RAJ2
1285000.0000000000
PA
USD
1307873.0000000000
0.0634576714
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.750
N
N
N
N
N
N
Cloudflare Inc
5493007DY18BGNLDWU14
CLOUDFLARE INC
18915MAA5
2293000.0000000000
PA
USD
3636308.1900000000
0.1764327654
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
0.750
N
N
N
N
Y
CLOUDFLARE INC
CLOUDFLARE INC
USD
XXXX
N
N
N
IH Merger Sub LLC
N/A
IH MERGER SUB LLC
19625XAB8
6120000.0000000000
PA
USD
7793697.6000000000
0.3781482614
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
3.500
N
N
N
N
Y
IH MERGER SUB LLC
IH MERGER SUB LLC
USD
XXXX
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
COMMSCOPE INC
20337EAQ4
891000.0000000000
PA
USD
862835.4900000000
0.0418645625
Long
LON
CORP
US
N
2
2026-04-06
Floating
3.484
N
N
N
N
N
N
CommScope Technologies LLC
M4TWC4QDOKW45N7T6Y12
COMMSCOPE TECH LLC
20337YAA5
1201000.0000000000
PA
USD
1192641.0400000000
0.0578666455
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
6.000
N
N
N
N
N
N
CONMED Corp
Z6C0YCECH9DCU5ZIQW84
CONMED CORP
207410AF8
1850000.0000000000
PA
USD
2120618.0000000000
0.1028918558
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
2.625
N
N
N
N
Y
CONMED CORP
CONMED CORP
USD
XXXX
N
N
Consolidated Communications Inc
549300WW675Y48HDVX34
CONSOLIDATED COMMUNICATIONS
20903EBA2
460000.0000000000
PA
USD
456766.2000000000
0.0221621820
Long
LON
CORP
US
N
2
2027-10-02
Floating
5.750
N
N
N
N
N
N
2020-12-18
Calamos Strategic Total Return Fund
Stephen Atkins
Stephen Atkins
Treasurer