0001145549-22-077662.txt : 20221222
0001145549-22-077662.hdr.sgml : 20221222
20221222124201
ACCESSION NUMBER: 0001145549-22-077662
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221031
FILED AS OF DATE: 20221222
DATE AS OF CHANGE: 20221222
PERIOD START: 20221031
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: 221481126
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
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31315167.6000000000
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MEDLINE BORROWER LP
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1157920.6800000000
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446150AV6
350000.0000000000
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USD
309508.5000000000
0.0143512574
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2
2099-12-31
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WALT DISNEY CO/THE COMMON STOCK USD.01
254687106
149335.0000000000
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USD
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EC
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1
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USD
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EC
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US
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2030-03-01
Fixed
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549300JVQR4N1MMP3Q88
CSX CORP COMMON STOCK USD1.0
126408103
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USD
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CORP
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1
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N
AERCAP HOLDINGS NV
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AERCAP HOLDINGS NV COMPANY GUAR 10/79 VAR
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1535000.0000000000
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USD
1381776.3000000000
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NL
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2079-10-10
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META PLATFORMS INC CLASS A COMMON STOCK USD.000006
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164485.0000000000
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USD
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EC
CORP
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NEWELL BRANDS INC
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USD
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2029-09-15
Fixed
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MATCH GROUP HLD II LLC
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MATCH GROUP HLD II LLC SR UNSECURED 144A 10/31 3.625
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USD
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CORP
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2
2031-10-01
Fixed
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GAP INC/THE
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GAP INC/THE COMPANY GUAR 144A 10/31 3.875
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USD
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CORP
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2
2031-10-01
Fixed
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USD
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0.0587885063
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DBT
CORP
US
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2
2028-01-15
Fixed
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N
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NOKIA CORP SPON ADR ADR NPV
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USD
6688000.0000000000
0.3101084777
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CORP
FI
N
1
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC COMMON STOCK USD.01
00287Y109
118475.0000000000
NS
USD
17344740.0000000000
0.8042390725
Long
EC
CORP
US
N
1
N
N
UNITED NATURAL FOODS INC
549300GKGW6WPZ282D40
UNITED NATURAL FOODS INC COMPANY GUAR 144A 10/28 6.75
911163AA1
1300000.0000000000
PA
USD
1258504.0000000000
0.0583541806
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DBT
CORP
US
Y
2
2028-10-15
Fixed
6.7500000000
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N
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N
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MICROSOFT CORP
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MICROSOFT CORP COMMON STOCK USD.00000625
594918104
604990.0000000000
NS
USD
140436328.7000000000
6.5117368575
Long
EC
CORP
US
N
1
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
CAESARS ENTERTAIN INC SR UNSECURED 144A 07/27 8.125
28470RAK8
605000.0000000000
PA
USD
589009.8500000000
0.0273111465
Long
DBT
CORP
US
Y
2
2027-07-01
Fixed
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N
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GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
GENERAL MOTORS FINL CO JR SUBORDINA 12/99 VAR
37045XDB9
140000.0000000000
PA
USD
119134.4000000000
0.0055240113
Long
EP
CORP
US
N
2
2099-12-31
Variable
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N
N
N
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WELLS FARGO & CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO + CO COMMON STOCK USD1.666
949746101
411130.0000000000
NS
USD
18907868.7000000000
0.8767180590
Long
EC
CORP
US
N
1
N
N
QVC INC
549300WBLU5NKPX5X472
QVC INC SR SECURED 08/34 5.45
747262AW3
600000.0000000000
PA
USD
378300.0000000000
0.0175409744
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
5.4500000000
N
N
N
N
N
CHEVRON CORP
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CHEVRON CORP COMMON STOCK USD.75
166764100
162210.0000000000
NS
USD
29343789.0000000000
1.3606097093
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EC
CORP
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N
1
N
N
LOWE'S COS INC
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LOWE S COS INC COMMON STOCK USD.5
548661107
41620.0000000000
NS
USD
8113819.0000000000
0.3762207025
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EC
CORP
US
N
1
N
N
THERMO FISHER SCIENTIFIC INC
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THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.0
883556102
21460.0000000000
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USD
11029796.2000000000
0.5114284253
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EC
CORP
US
N
1
N
N
VAIL RESORTS INC
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VAIL RESORTS INC SR UNSECURED 01/26 0.00000
91879QAN9
9760000.0000000000
PA
USD
8709336.0000000000
0.4038335718
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
0.0000000000
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N
N
N
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VAIL RESORTS INC
VAIL RESORTS INC
USD
XXXX
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
MCDONALD S CORP COMMON STOCK USD.01
580135101
62500.0000000000
NS
USD
17041250.0000000000
0.7901668803
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EC
CORP
US
N
1
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
DANAHER CORP COMMON STOCK USD.01
235851102
73270.0000000000
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USD
18439860.9000000000
0.8550175228
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EC
CORP
US
N
1
N
N
DEXCOM INC
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DEXCOM INC SR UNSECURED 11/25 0.25
252131AK3
15998000.0000000000
PA
USD
17621797.0000000000
0.8170856222
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CORP
US
N
2
2025-11-15
Fixed
0.2500000000
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N
N
N
Y
DEXCOM INC
DEXCOM INC
USD
XXXX
N
N
CARNIVAL CORP
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CARNIVAL CORP COMMON STOCK USD.01
143658300
59260.0000000000
NS
USD
536895.6000000000
0.0248947185
Long
EC
CORP
PA
N
1
N
N
STARWOOD PROPERTY TRUST INC
BUGSFQZERKRBFWIG5267
STARWOOD PROPERTY TRUST INC REIT USD.01
85571B105
157631.0000000000
NS
USD
3256656.4600000000
0.1510043028
Long
CORP
US
N
1
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY COMMON STOCK USD.01
617446448
247340.0000000000
NS
USD
20323927.8000000000
0.9423777378
Long
EC
CORP
US
N
1
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PAYPAL HOLDINGS INC COMMON STOCK USD.0001
70450Y103
148905.0000000000
NS
USD
12445479.9000000000
0.5770706976
Long
EC
CORP
US
N
1
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP JR SUBORDINA VAR
55336VAU4
1311000.0000000000
PA
USD
1275393.2400000000
0.0591372991
Long
EP
CORP
US
N
2
2099-12-31
Variable
6.8750000000
N
N
N
N
N
HONEYWELL INTERNATIONAL INC
ISRPG12PN4EIEOEMW547
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0
438516106
104790.0000000000
NS
USD
21379255.8000000000
0.9913110750
Long
EC
CORP
US
N
1
N
N
EXXON MOBIL CORP
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP COMMON STOCK
30231G102
355670.0000000000
NS
USD
39411792.7000000000
1.8274418416
Long
EC
CORP
US
N
1
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
HUNTINGTON BANCSHARES JR SUBORDINA 12/99 VAR
446150AT1
125000.0000000000
PA
USD
114062.5000000000
0.0052888380
Long
EP
CORP
US
N
2
2099-12-31
Variable
5.6250000000
N
N
N
N
N
BEASLEY MEZ HLDGS LLC
549300VK8LJV1TK18D38
BEASLEY MEZ HLDGS LLC SR SECURED 144A 02/26 8.625
07403VAA7
884000.0000000000
PA
USD
646150.9600000000
0.0299606595
Long
DBT
CORP
US
Y
2
2026-02-01
Fixed
8.6250000000
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
CAESARS ENTERTAIN INC SR UNSECURED 144A 10/29 4.625
12769GAA8
728000.0000000000
PA
USD
583390.0800000000
0.0270505696
Long
DBT
CORP
US
Y
2
2029-10-15
Fixed
4.6250000000
N
N
N
N
N
AMERICAN ELECTRIC POWER CO INC
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER PREFERRED STOCK 08/23 6.125
02557T307
586575.0000000000
NS
USD
29164509.0000000000
1.3522968732
Long
EP
CORP
US
N
1
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB INTERNATIONAL LTD SR UNSECURED 144A 12/29 5.625
44332PAG6
1785000.0000000000
PA
USD
1537920.3000000000
0.0713101260
Long
DBT
CORP
US
Y
2
2029-12-01
Fixed
5.6250000000
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
ABBOTT LABORATORIES COMMON STOCK
002824100
220665.0000000000
NS
USD
21832595.1000000000
1.0123314638
Long
EC
CORP
US
N
1
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
METLIFE INC JR SUBORDINA 12/99 VAR
59156RCA4
225000.0000000000
PA
USD
199903.5000000000
0.0092691044
Long
EP
CORP
US
N
2
2099-12-31
Variable
3.8500000000
N
N
N
N
N
SALESFORCE INC
RCGZFPDMRW58VJ54VR07
SALESFORCE INC COMMON STOCK USD.001
79466L302
86580.0000000000
NS
USD
14077042.2000000000
0.6527228060
Long
EC
CORP
US
N
1
N
N
CONSTELLIUM SE
724500KRJEMC79KAAU28
CONSTELLIUM SE COMPANY GUAR 144A 04/29 3.75
21039CAB0
1375000.0000000000
PA
USD
1079498.7500000000
0.0500540840
Long
DBT
CORP
FR
Y
2
2029-04-15
Fixed
3.7500000000
N
N
N
N
N
RITE AID CORP
529900W353T1JY1DKT44
RITE AID CORP SR SECURED 144A 11/26 8
767754CL6
2933000.0000000000
PA
USD
1907417.8900000000
0.0884429513
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
8.0000000000
N
N
N
N
N
LIFE TIME INC
549300PALKE96VYH4X17
LIFE TIME INC COMPANY GUAR 144A 04/26 8
53190FAC9
884000.0000000000
PA
USD
777469.1600000000
0.0360496079
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
8.0000000000
N
N
N
N
N
ADOBE INC
FU4LY2G4933NH2E1CP29
ADOBE INC COMMON STOCK USD.0001
00724F101
21770.0000000000
NS
USD
6933745.0000000000
0.3215031559
Long
EC
CORP
US
N
1
N
N
SEALED AIR CORP
Q0M0CZB4YN6JZ65WXI09
SEALED AIR CORP COMPANY GUAR 144A 04/29 5
81211KBA7
298000.0000000000
PA
USD
272440.5400000000
0.0126324942
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
5.0000000000
N
N
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
PROCTER + GAMBLE CO/THE COMMON STOCK
742718109
203745.0000000000
NS
USD
27438339.1500000000
1.2722580119
Long
EC
CORP
US
N
1
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
GOODYEAR TIRE + RUBBER COMPANY GUAR 07/29 5
382550BN0
896000.0000000000
PA
USD
778856.9600000000
0.0361139573
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.0000000000
N
N
N
N
N
ISHARES PREFERRED & INCOME SECURITIES ETF
549300YX74JNY54XCY80
ISHARES PREFERRED + INCOME SEC ISHARES PREFERRED + INCOME S
464288687
5525.0000000000
NS
USD
168567.7500000000
0.0078161316
Long
RF
US
N
1
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
JOHNSON + JOHNSON COMMON STOCK USD1.0
478160104
251335.0000000000
NS
USD
43724749.9500000000
2.0274245879
Long
EC
CORP
US
N
1
N
N
COSTCO WHOLESALE CORP
29DX7H14B9S6O3FD6V18
COSTCO WHOLESALE CORP COMMON STOCK USD.005
22160K105
31575.0000000000
NS
USD
15834862.5000000000
0.7342292321
Long
EC
CORP
US
N
1
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC COMMON STOCK USD.1
595112103
95780.0000000000
NS
USD
5181698.0000000000
0.2402644256
Long
EC
CORP
US
N
1
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC COMMON STOCK USD.01
172967424
231670.0000000000
NS
USD
10624386.2000000000
0.4926304173
Long
EC
CORP
US
N
1
N
N
TWILIO INC
5493004W8TRGD63APX93
TWILIO INC COMPANY GUAR 03/31 3.875
90138FAD4
298000.0000000000
PA
USD
243284.2200000000
0.0112805770
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.8750000000
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
STATE STREET CORP JR SUBORDINA 12/99 VAR
857477BA0
503000.0000000000
PA
USD
460245.0000000000
0.0213405916
Long
EP
CORP
US
N
2
2099-12-31
Variable
5.6250000000
N
N
N
N
N
LSF11 A5 HOLDCO LLC
254900FPK7P5WNA66Y10
LSF11 A5 HOLDCO LLC SR UNSECURED 144A 10/29 6.625
50221DAA7
842000.0000000000
PA
USD
663723.3400000000
0.0307754537
Long
DBT
CORP
US
Y
2
2029-10-15
Fixed
6.6250000000
N
N
N
N
N
CISCO SYSTEMS INC
549300LKFJ962MZ46593
CISCO SYSTEMS INC COMMON STOCK USD.001
17275R102
247515.0000000000
NS
USD
11244606.4500000000
0.5213887243
Long
EC
CORP
US
N
1
N
N
PHILIP MORRIS INTERNATIONAL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTERNATIONAL COMMON STOCK
718172109
179035.0000000000
NS
USD
16444364.7500000000
0.7624905680
Long
EC
CORP
US
N
1
N
N
OWENS-BROCKWAY
V2UQUCDZJ9WY98W8QU33
OWENS BROCKWAY COMPANY GUAR 144A 05/27 6.625
69073TAT0
1787000.0000000000
PA
USD
1719594.3600000000
0.0797339697
Long
DBT
CORP
US
Y
2
2027-05-13
Fixed
6.6250000000
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC COMMON STOCK USD.01
023135106
652300.0000000000
NS
USD
66821612.0000000000
3.0983774481
Long
EC
CORP
US
N
1
N
N
ENLINK MIDSTREAM LLC
N/A
ENLINK MIDSTREAM LLC COMPANY GUAR 144A 09/30 6.5
29336TAD2
595000.0000000000
PA
USD
585212.2500000000
0.0271350598
Long
DBT
CORP
US
Y
2
2030-09-01
Fixed
6.5000000000
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KEYCORP COMMON STOCK USD1.0
493267108
502205.0000000000
NS
USD
8974403.3500000000
0.4161241867
Long
EC
CORP
US
N
1
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
SOUTHWEST AIRLINES CO SR UNSECURED 05/25 1.25
844741BG2
11400000.0000000000
PA
USD
14126538.0000000000
0.6550178221
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
1.2500000000
N
N
N
N
Y
SOUTHWEST AIRLINES CO
SOUTHWEST AIRLINES CO
USD
XXXX
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC COMMON STOCK USD.017
713448108
112795.0000000000
NS
USD
20481316.1000000000
0.9496755019
Long
EC
CORP
US
N
1
N
N
AMERICAN INTERNATIONAL GROUP INC
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5
026874784
346890.0000000000
NS
USD
19772730.0000000000
0.9168198564
Long
EC
CORP
US
N
1
N
N
FIDELITY NATIONAL INFORMATION SERVICES INC
6WQI0GK1PRFVBA061U48
FIDELITY NATIONAL INFO SERV COMMON STOCK USD.01
31620M106
117815.0000000000
NS
USD
9777466.8500000000
0.4533605503
Long
EC
CORP
US
N
1
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP COMMON STOCK USD.01
060505104
663370.0000000000
NS
USD
23907854.8000000000
1.1085568864
Long
EC
CORP
US
N
1
N
N
ELI LILLY & CO
FRDRIPF3EKNDJ2CQJL29
ELI LILLY + CO COMMON STOCK
532457108
105650.0000000000
NS
USD
38254808.5000000000
1.7737949204
Long
EC
CORP
US
N
1
N
N
BILL.COM HOLDINGS INC
N/A
BILL.COM HOLDINGS INC SR UNSECURED 04/27 0.00000
090043AD2
7838000.0000000000
PA
USD
6212869.0800000000
0.2880776574
Long
DBT
CORP
US
N
2
2027-04-01
Variable
0.0000000000
N
N
N
N
N
BILL.COM HOLDINGS INC
BILL.COM HOLDINGS INC
USD
XXXX
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
COCA COLA CO/THE COMMON STOCK USD.25
191216100
459960.0000000000
NS
USD
27528606.0000000000
1.2764434957
Long
EC
CORP
US
N
1
N
N
AT HOME GROUP INC
549300LGPR0P05O30I24
AT HOME GROUP INC SR SECURED 144A 07/28 4.875
04650YAA8
1487000.0000000000
PA
USD
1082431.9100000000
0.0501900885
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
4.8750000000
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
ALPHABET INC CL A COMMON STOCK USD.001
02079K305
693400.0000000000
NS
USD
65533234.0000000000
3.0386380731
Long
EC
CORP
US
N
1
N
N
AMERICAN AIRLINES GROUP
N/A
AMERICAN AIRLINES GROUP COMPANY GUAR 144A 03/25 3.75
02376RAE2
295000.0000000000
PA
USD
260260.8000000000
0.0120677453
Long
DBT
CORP
US
Y
2
2025-03-01
Fixed
3.7500000000
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC COMMON STOCK USD.01
91324P102
101700.0000000000
NS
USD
56458755.0000000000
2.6178735892
Long
EC
CORP
US
N
1
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
BOOKING HOLDINGS INC SR UNSECURED 05/25 0.75
09857LAN8
5595000.0000000000
PA
USD
7253302.0500000000
0.3363203434
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.7500000000
N
N
N
N
N
BOOKING HOLDINGS INC
BOOKING HOLDINGS INC
USD
XXXX
N
N
DUN & BRADSTREET CORP
RI37BMPWE56BCJ747E14
DUN + BRADSTREET CORP COMPANY GUAR 144A 12/29 5
26483EAL4
596000.0000000000
PA
USD
505992.0800000000
0.0234617873
Long
DBT
CORP
US
Y
2
2029-12-15
Fixed
5.0000000000
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC COMMON STOCK USD.00001
037833100
1106065.0000000000
NS
USD
169604007.1000000000
7.8641806891
Long
EC
CORP
US
N
1
N
N
TEAM HEALTH HOLDINGS INC
549300PVTQ4UDTTMQT11
TEAM HEALTH HOLDINGS INC COMPANY GUAR 144A 02/25 6.375
88047PAA2
1251000.0000000000
PA
USD
950797.5300000000
0.0440864795
Long
DBT
CORP
US
Y
2
2025-02-01
Fixed
6.3750000000
N
N
N
N
N
HUNTINGTON BANCSHARES INC/OH
549300XTVCVV9I7B5T19
HUNTINGTON BANCSHARES INC COMMON STOCK USD.01
446150104
447110.0000000000
NS
USD
6787129.8000000000
0.3147049178
Long
EC
CORP
US
N
1
N
N
BUCKEYE PARTNERS LP
549300C1PQJLVEIUBK50
BUCKEYE PARTNERS LP SR UNSECURED 12/26 3.95
118230AQ4
900000.0000000000
PA
USD
789921.0000000000
0.0366269735
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.9500000000
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENERGY INC JR SUBORDINA 12/99 VAR
15189TAS6
65000.0000000000
PA
USD
61315.8000000000
0.0028430845
Long
EP
CORP
US
N
2
2099-12-31
Variable
6.1250000000
N
N
N
N
N
NORTHERN TRUST CORP
549300GLF98S992BC502
NORTHERN TRUST CORP COMMON STOCK USD1.666666
665859104
43760.0000000000
NS
USD
3691156.0000000000
0.1711511316
Long
EC
CORP
US
N
1
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP COMMON STOCK USD.001
855244109
77770.0000000000
NS
USD
6734104.3000000000
0.3122462370
Long
EC
CORP
US
N
1
N
N
AFFILIATED MANAGERS GROUP INC
N/A
AMG CAPITAL TRUST II PREFERRED STOCK 10/37 5.15
00170F209
80250.0000000000
NS
USD
3909138.0000000000
0.1812584979
Long
EP
CORP
US
N
2
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT+T INC COMMON STOCK USD1.0
00206R102
264885.0000000000
NS
USD
4828853.5500000000
0.2239037714
Long
EC
CORP
US
N
1
N
N
N
ORGANON & CO/ORG
N/A
ORGANON + CO/ORG SR SECURED 144A 04/28 4.125
68622TAA9
500000.0000000000
PA
USD
440755.0000000000
0.0204368813
Long
DBT
CORP
US
Y
2
2028-04-30
Fixed
4.1250000000
N
N
N
N
N
N
ORGANON & CO/ORG
N/A
ORGANON + CO/ORG SR UNSECURED 144A 04/31 5.125
68622TAB7
2200000.0000000000
PA
USD
1869824.0000000000
0.0866998018
Long
DBT
CORP
US
Y
2
2031-04-30
Fixed
5.1250000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 03/30 4.75
1248EPCD3
1300000.0000000000
PA
USD
1086163.0000000000
0.0503630913
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
4.7500000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 08/30 4.5
1248EPCE1
600000.0000000000
PA
USD
488634.0000000000
0.0226569297
Long
DBT
CORP
US
Y
2
2030-08-15
Fixed
4.5000000000
N
N
N
N
N
N
GENESIS ENERGY LP/FIN
N/A
GENESIS ENERGY LP/FIN COMPANY GUAR 05/26 6.25
37185LAK8
1173000.0000000000
PA
USD
1099276.9500000000
0.0509711575
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.2500000000
N
N
N
N
N
N
ENACT HOLDINGS INC
N/A
ENACT HOLDINGS INC SR UNSECURED 144A 08/25 6.5
37255LAA5
1533000.0000000000
PA
USD
1513178.3100000000
0.0701628921
Long
DBT
CORP
US
Y
2
2025-08-15
Fixed
6.5000000000
N
N
N
N
N
N
ACCO BRANDS CORP
JCT8P4Y190IH4I1NX328
ACCO BRANDS CORP COMPANY GUAR 144A 03/29 4.25
00081TAK4
1355000.0000000000
PA
USD
1077509.5500000000
0.0499618490
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
4.2500000000
N
N
N
N
N
N
AG ISSUER LLC
N/A
AG ISSUER LLC SR SECURED 144A 03/28 6.25
00119LAA9
1892000.0000000000
PA
USD
1778574.6000000000
0.0824687592
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
6.2500000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT+T INC PREFERRED STOCK 11/66 5.35
00206R300
3485.0000000000
NS
USD
74857.8000000000
0.0034709986
Long
EP
CORP
US
N
1
2066-11-01
Fixed
0.0000000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT+T INC PREFERRED STOCK 4.75
00206R706
8482.0000000000
NS
USD
146908.2400000000
0.0068118258
Long
EP
CORP
US
N
1
2049-12-31
Fixed
0.0000000000
N
N
N
N
N
N
OSCAR ACQUISITIONCO LLC
N/A
OSCAR ACQUISITIONCO, LLC TERM LOAN B
68778DAB4
1275000.0000000000
PA
USD
1161263.6300000000
0.0538453494
Long
LON
CORP
US
N
2
2029-04-29
Floating
0.0000000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES JR SUBORDINA 12/99 VAR
693475BC8
315000.0000000000
PA
USD
236029.5000000000
0.0109441909
Long
EP
CORP
US
N
2
2099-12-31
Variable
3.4000000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 02/31 4.25
1248EPCK7
1198000.0000000000
PA
USD
947761.7600000000
0.0439457172
Long
DBT
CORP
US
Y
2
2031-02-01
Fixed
4.2500000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 01/34 4.25
1248EPCP6
450000.0000000000
PA
USD
330921.0000000000
0.0153441100
Long
DBT
CORP
US
Y
2
2034-01-15
Fixed
4.2500000000
N
N
N
N
N
N
MONDELEZ INTERNATIONAL INC
549300DV9GIB88LZ5P30
MONDELEZ INTERNATIONAL INC A COMMON STOCK
609207105
250885.0000000000
NS
USD
15424409.8000000000
0.7151974046
Long
EC
CORP
US
N
1
N
N
N
MONSTER BEVERAGE CORP
52990090AP0E7HCB6F33
MONSTER BEVERAGE CORP COMMON STOCK
61174X109
44775.0000000000
NS
USD
4196313.0000000000
0.1945741980
Long
EC
CORP
US
N
1
N
N
N
GLOBAL NET LEASE/GLOBAL
N/A
GLOBAL NET LEASE/GLOBAL COMPANY GUAR 144A 12/27 3.75
37892AAA8
1718000.0000000000
PA
USD
1390721.0000000000
0.0644848045
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
3.7500000000
N
N
N
N
N
N
GO DADDY OPCO/FINCO
N/A
GO DADDY OPCO/FINCO COMPANY GUAR 144A 12/27 5.25
38016LAA3
301000.0000000000
PA
USD
285492.4800000000
0.0132376852
Long
DBT
CORP
US
Y
2
2027-12-01
Fixed
5.2500000000
N
N
N
N
N
N
API GROUP DE INC
549300XP4G7B4QYA0G83
API GROUP DE INC COMPANY GUAR 144A 10/29 4.75
00185PAA9
1415000.0000000000
PA
USD
1190000.8500000000
0.0551778337
Long
DBT
CORP
US
Y
2
2029-10-15
Fixed
4.7500000000
N
N
N
N
N
N
AP CORE HOLDINGS II LLC
549300PND8ZZ4RWYRZ56
AP CORE HOLDINGS II LLC HIGH YIELD TERM LOAN B2
00187GAD1
1075000.0000000000
PA
USD
982727.3800000000
0.0455669994
Long
LON
CORP
US
N
2
2027-09-01
Floating
0.0000000000
N
N
N
N
N
N
ADVANCED MICRO DEVICES INC
R2I72C950HOYXII45366
ADVANCED MICRO DEVICES COMMON STOCK USD.01
007903107
44250.0000000000
NS
USD
2657655.0000000000
0.1232298664
Long
EC
CORP
US
N
1
N
N
N
AFFILIATED MANAGERS GROUP INC
2JE75BUE3T1BLCYYGK54
AFFILIATED MANAGERS GROUP COMMON STOCK USD.01
008252108
35430.0000000000
NS
USD
4398988.8000000000
0.2039718481
Long
EC
CORP
US
N
1
N
N
N
AFFILIATED MANAGERS GROU
2JE75BUE3T1BLCYYGK54
AFFILIATED MANAGERS GROU PREFERRED STOCK 09/60 4.75
008252843
3400.0000000000
NS
USD
58106.0000000000
0.0026942529
Long
EP
CORP
US
N
1
2060-09-30
Fixed
0.0000000000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
ALPHABET INC CL C COMMON STOCK USD.001
02079K107
199700.0000000000
NS
USD
18903602.0000000000
0.8765202211
Long
EC
CORP
US
N
1
N
N
N
ARD FINANCE SA
6354006P6QPGGPVJW880
ARD FINANCE SA SR SECURED 144A 06/27 6.5
00191AAD8
3100000.0000000000
PA
USD
2228156.0000000000
0.1033149021
Long
DBT
CORP
LU
Y
2
2027-06-30
Fixed
6.5000000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
AMERICAN AIRLINES/AADVAN SR SECURED 144A 04/26 5.5
00253XAA9
884000.0000000000
PA
USD
842964.7200000000
0.0390864991
Long
DBT
CORP
US
Y
2
2026-04-20
Fixed
5.5000000000
N
N
N
N
N
N
ALTICE USA INC
54930064K3612MGCER95
ALTICE USA INC A COMMON STOCK USD.01
02156K103
25095.0000000000
NS
USD
165877.9500000000
0.0076914113
Long
EC
CORP
US
N
1
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC COMMON STOCK USD.333
02209S103
58750.0000000000
NS
USD
2718362.5000000000
0.1260447453
Long
EC
CORP
US
N
1
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
AMERICAN AIRLINES/AADVAN SR SECURED 144A 04/29 5.75
00253XAB7
295000.0000000000
PA
USD
268688.9500000000
0.0124585409
Long
DBT
CORP
US
Y
2
2029-04-20
Fixed
5.7500000000
N
N
N
N
N
N
ABERCROMBIE & FITCH MANA
5493003QMCFDA98NPT74
ABERCROMBIE + FITCH MANA SR SECURED 144A 07/25 8.75
003000AA4
1435000.0000000000
PA
USD
1362446.4000000000
0.0631737708
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
8.7500000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO COMMON STOCK USD.2
025816109
59230.0000000000
NS
USD
8792693.5000000000
0.4076986836
Long
EC
CORP
US
N
1
N
N
N
NECESSITY RETAIL REIT IN
549300GN4H0K3IUS8983
NECESSITY RETAIL REIT IN PREFERRED STOCK 7.5
02607T406
1951.0000000000
NS
USD
38785.8800000000
0.0017984196
Long
EP
CORP
US
N
1
2049-12-31
Fixed
7.500
N
N
N
N
N
N
ACPRODUCTS INC.
N/A
ACPRODUCTS INC 2021 TERM LOAN B
00488YAB2
592500.0000000000
PA
USD
417958.3900000000
0.0193798505
Long
LON
CORP
US
N
2
2028-05-17
Floating
0.0000000000
N
N
N
N
N
N
ACRISURE LLC / FIN INC
N/A
ACRISURE LLC / FIN INC SR UNSECURED 144A 11/25 7
00489LAA1
1883000.0000000000
PA
USD
1791071.9400000000
0.0830482346
Long
DBT
CORP
US
Y
2
2025-11-15
Fixed
7.0000000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 02/32 4.75
1248EPCQ4
596000.0000000000
PA
USD
478474.7600000000
0.0221858671
Long
DBT
CORP
US
Y
2
2032-02-01
Fixed
4.7500000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 09/29 6.375
1248EPCS0
1370000.0000000000
PA
USD
1269880.4000000000
0.0588816803
Long
DBT
CORP
US
Y
2
2029-09-01
Fixed
6.3750000000
N
N
N
N
N
N
GO DADDY OPCO/FINCO
N/A
GO DADDY OPCO/FINCO COMPANY GUAR 144A 03/29 3.5
38016LAC9
1030000.0000000000
PA
USD
854889.7000000000
0.0396394353
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
3.5000000000
N
N
N
N
N
N
GOEASY LTD
5493009DJVZG2P8YV435
GOEASY LTD COMPANY GUAR 144A 12/24 5.375
380355AD9
2050000.0000000000
PA
USD
1929931.5000000000
0.0894868600
Long
DBT
CORP
CA
Y
2
2024-12-01
Fixed
5.3750000000
N
N
N
N
N
N
MORGAN STANLEY
N/A
MORGAN STANLEY PREFFERD STOCK
61762V853
4400.0000000000
NS
USD
109120.0000000000
0.0050596646
Long
DBT
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY PREFERRED STOCK 4.25
61762V861
2195.0000000000
NS
USD
35734.6000000000
0.0016569382
Long
EP
CORP
US
N
1
2049-12-31
Fixed
0.0000000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORP REIT USD.01
03027X100
70930.0000000000
NS
USD
14695986.7000000000
0.6814219592
Long
CORP
US
N
1
N
N
N
ANNALY CAPITAL MGMT
2DTL0G3FPRYUT58TI025
ANNALY CAPITAL MGMT PREFERRED STOCK VAR
035710870
5970.0000000000
NS
USD
143817.3000000000
0.0066685054
Long
EP
CORP
US
N
1
2049-12-31
Variable
6.950
N
N
N
N
N
N
ENTERCOM MEDIA CORP.
549300S5JUSXRHNCHD80
ENTERCOM MEDIA CORP 2019 TERM LOAN
12506KAE9
1755000.0000000000
PA
USD
1359712.5800000000
0.0630470093
Long
LON
CORP
US
N
2
2024-11-18
Floating
0.0000000000
N
N
N
N
N
N
CDI ESCROW ISSUER INC SR UNSECURED 144A 04/30 5.75
N/A
CDI ESCROW ISSUER INC SR UNSECURED 144A 04/30 5.75
12511VAA6
596000.0000000000
PA
USD
538331.0400000000
0.0249612768
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.7500000000
N
N
N
N
N
N
ACRISURE LLC / FIN INC
N/A
ACRISURE LLC / FIN INC SR UNSECURED 144A 08/29 6
00489LAH6
1783000.0000000000
PA
USD
1478891.5200000000
0.0685730858
Long
DBT
CORP
US
Y
2
2029-08-01
Fixed
6.0000000000
N
N
N
N
N
N
AETHON UN/AETHIN UN FIN
N/A
AETHON UN/AETHIN UN FIN SR UNSECURED 144A 02/26 8.25
00810GAC8
1789000.0000000000
PA
USD
1826873.1300000000
0.0847082604
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
8.2500000000
N
N
N
N
N
N
GOEASY LTD
5493009DJVZG2P8YV435
GOEASY LTD COMPANY GUAR 144A 05/26 4.375
380355AF4
1111000.0000000000
PA
USD
963936.9300000000
0.0446957258
Long
DBT
CORP
CA
Y
2
2026-05-01
Fixed
4.3750000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC JR SUBORDINA 12/99 VAR
38141GYU2
153000.0000000000
PA
USD
119557.2600000000
0.0055436184
Long
EP
CORP
US
N
2
2099-12-31
Variable
4.1250000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX INC COMMON STOCK USD.001
64110L106
32360.0000000000
NS
USD
9445236.8000000000
0.4379557424
Long
EC
CORP
US
N
1
N
N
N
NEXTERA ENERGY INC
N/A
NEXTERA ENERGY INC PREFERRED STOCK 09/25 6.926
65339F713
262050.0000000000
NS
USD
12185325.0000000000
0.5650078627
Long
EC
CORP
US
N
1
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
ELEVANCE HEALTH INC COMMON STOCK USD.01
036752103
23435.0000000000
NS
USD
12813554.9500000000
0.5941375627
Long
EC
CORP
US
N
1
N
N
N
APPLIED MATERIALS INC
41BNNE1AFPNAZELZ6K07
APPLIED MATERIALS INC COMMON STOCK USD.01
038222105
106565.0000000000
NS
USD
9408623.8500000000
0.4362580770
Long
EC
CORP
US
N
1
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYS SR SECURED 144A 03/26 8
12543DBC3
1325000.0000000000
PA
USD
1143541.2500000000
0.0530235999
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
8.0000000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYS SECURED 144A 04/29 6.875
12543DBJ8
663000.0000000000
PA
USD
278778.2400000000
0.0129263600
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
6.8750000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES JR SUBORDINA 12/99 VAR
693475BD6
440000.0000000000
PA
USD
410577.2000000000
0.0190376002
Long
EP
CORP
US
N
2
2099-12-31
Variable
6.0000000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES JR SUBORDINA 12/99 VAR
693475BF1
140000.0000000000
PA
USD
132385.4000000000
0.0061384322
Long
DBT
CORP
US
N
2
2099-12-31
Variable
6.2000000000
N
N
N
N
N
N
NEXTERA ENERGY INC
N/A
NEXTERA ENERGY INC PREFERRED STOCK 09/23 6.219
65339F739
94060.0000000000
NS
USD
4538395.0000000000
0.2104358201
Long
EP
CORP
US
N
1
N
N
N
NIKE INC
787RXPR0UX0O0XUXPZ81
NIKE INC CL B COMMON STOCK
654106103
162800.0000000000
NS
USD
15088304.0000000000
0.6996128864
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC JR SUBORDINA 12/99 VAR
38144GAC5
500000.0000000000
PA
USD
415625.0000000000
0.0192716561
Long
EP
CORP
US
N
2
2099-12-31
Variable
4.4000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC JR SUBORDINA 12/99 VAR
38144GAE1
475000.0000000000
PA
USD
368305.5000000000
0.0170775505
Long
EP
CORP
US
N
2
2099-12-31
Variable
3.8000000000
N
N
N
N
N
N
AIRBNB INC
549300HMUDNO0RY56D37
AIRBNB INC SR UNSECURED 03/26 0.00000
009066AB7
29795000.0000000000
PA
USD
24948545.3000000000
1.1568115136
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.0000000000
N
N
N
N
Y
AIRBNB INC
AIRBNB INC
USD
XXXX
N
N
N
AIR CANADA 2015-2B PTT
N/A
AIR CANADA 2015 2B PTT PASS THRU CE 144A 06/25 5
009088AC9
252999.3200000000
PA
USD
245103.2100000000
0.0113649198
Long
DBT
CORP
CA
Y
2
2025-06-15
Fixed
5.0000000000
N
N
N
N
N
N
ARCH CAPITAL GROUP LTD
549300AYR4P8AFKDCE43
ARCH CAPITAL GROUP LTD PREFERRED STOCK 4.55
03939A404
3945.0000000000
NS
USD
69274.2000000000
0.0032120988
Long
EP
CORP
BM
N
1
2049-12-31
Fixed
0.0000000000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
ASSURANT INC COMMON STOCK USD.01
04621X108
29983.0000000000
NS
USD
4073490.3800000000
0.1888791717
Long
EC
CORP
US
N
1
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYS SECURED 144A 04/30 6.125
12543DBL3
2392000.0000000000
PA
USD
982753.2000000000
0.0455681966
Long
DBT
CORP
US
Y
2
2030-04-01
Fixed
6.1250000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYS SR SECURED 144A 05/30 5.25
12543DBM1
149000.0000000000
PA
USD
103417.9200000000
0.0047952712
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
5.2500000000
N
N
N
N
N
N
GRAHAM PACKAGING/GPC CAP
549300YS0ZFT826HIK72
GRAHAM PACKAGING/GPC CAP COMPANY GUAR 144A 08/28 7.125
384701AA6
673000.0000000000
PA
USD
553926.1100000000
0.0256843874
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
7.1250000000
N
N
N
N
N
N
GRANITE HOLDINGS US ACQUISITION CO.
N/A
GRANITE HOLDINGS US ACQ CO 2021 TERM LOAN B
38740TAE1
1038279.1700000000
PA
USD
1015572.0000000000
0.0470899352
Long
LON
CORP
US
N
2
2026-09-30
Floating
0.0000000000
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN CORP COMMON STOCK USD1.0
666807102
33665.0000000000
NS
USD
18482421.6500000000
0.8569909751
Long
EC
CORP
US
N
1
N
N
N
NUCOR CORP
549300GGJCRSI2TIEJ46
NUCOR CORP COMMON STOCK USD.4
670346105
41000.0000000000
NS
USD
5386580.0000000000
0.2497643726
Long
EC
CORP
US
N
1
N
N
N
PPL CAPITAL FUNDING INC
549300MROK5WY0D2NU17
PPL CAPITAL FUNDING INC COMPANY GUAR 03/67 VAR
69352PAC7
458000.0000000000
PA
USD
388745.8200000000
0.0180253251
Long
DBT
CORP
US
N
2
2067-03-30
Variable
6.3391400000
N
N
N
N
N
N
PHH MORTGAGE CORP
PAOOWF3GUFM46FBSP561
PHH MORTGAGE CORP SR SECURED 144A 03/26 7.875
69356NAA2
1871000.0000000000
PA
USD
1554950.6800000000
0.0720997889
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
7.8750000000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS ENERGY CORP JR SUBORDINA 06/50 VAR
125896BU3
150000.0000000000
PA
USD
124549.5000000000
0.0057750981
Long
DBT
CORP
US
N
2
2050-06-01
Variable
4.7500000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC COMPANY GUAR 144A 04/27 5.5
126307AQ0
1940000.0000000000
PA
USD
1834250.6000000000
0.0850503381
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
5.5000000000
N
N
N
N
N
N
BP PLC
213800LH1BZH3DI6G760
BP PLC SPONS ADR ADR
055622104
475000.0000000000
NS
USD
15808000.0000000000
0.7329836745
Long
CORP
GB
N
1
N
N
N
B RILEY FINANCIAL INC
N/A
B RILEY FINANCIAL INC PREFERRED STOCK 08/28 5.25
05580M819
26907.0000000000
NS
USD
456611.7900000000
0.0211721273
Long
EP
CORP
US
N
1
2028-08-31
Fixed
0.0000000000
N
N
N
N
N
N
PTC INC
54930050SSMU8SKDJ030
PTC INC COMPANY GUAR 144A 02/28 4
69370CAC4
784000.0000000000
PA
USD
715862.5600000000
0.0331930396
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
4.0000000000
N
N
N
N
N
N
PACIRA PHARMACEUTICALS
N/A
PACIRA PHARMACEUTICALS SR UNSECURED 08/25 0.75
695127AF7
7755000.0000000000
PA
USD
7552904.7000000000
0.3502122875
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
0.7500000000
N
N
N
N
Y
PACIRA PHARMACEUTICALS
PACIRA PHARMACEUTICALS
USD
XXXX
N
N
N
GRANITE US HOLDINGS CORP
N/A
GRANITE US HOLDINGS CORP COMPANY GUAR 144A 10/27 11
38748YAA0
600000.0000000000
PA
USD
561732.0000000000
0.0260463301
Long
DBT
CORP
US
Y
2
2027-10-01
Fixed
11.0000000000
N
N
N
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
GRAPHIC PACKAGING INTERN COMPANY GUAR 144A 07/27 4.75
38869AAA5
750000.0000000000
PA
USD
693262.5000000000
0.0321451224
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
4.7500000000
N
N
N
N
N
N
NUSTAR ENERGY LP
5493003BMLTUIEG2LG44
NUSTAR ENERGY LP PREFERRED STOCK VAR
67058H201
20834.0000000000
NS
USD
482515.4400000000
0.0223732250
Long
EP
CORP
US
N
1
2049-12-31
Variable
0.0000000000
N
N
N
N
N
N
NUSTAR ENERGY LP
5493003BMLTUIEG2LG44
NUSTAR ENERGY LP PREFERRED STOCK VAR
67058H300
52665.0000000000
NS
USD
1118604.6000000000
0.0518673400
Long
EP
CORP
US
N
1
2049-12-31
Variable
0.0000000000
N
N
N
N
N
N
B RILEY FINANCIAL INC
N/A
B RILEY FINANCIAL INC PREFERRED STOCK
05580M835
3000.0000000000
NS
USD
55260.0000000000
0.0025622898
Long
EP
CORP
US
N
1
2049-12-31
Fixed
0.0000000000
N
N
N
N
N
N
BANK OF NEW YORK MELLON CORP/THE
WFLLPEPC7FZXENRZV188
BANK OF NEW YORK MELLON CORP COMMON STOCK USD.01
064058100
71870.0000000000
NS
USD
3026445.7000000000
0.1403299146
Long
EC
CORP
US
N
1
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC COMPANY GUAR 144A 02/28 5.375
126307AS6
1800000.0000000000
PA
USD
1662660.0000000000
0.0770940433
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.3750000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC SR UNSECURED 144A 01/30 5.75
126307BA4
1950000.0000000000
PA
USD
1506336.0000000000
0.0698456286
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
5.7500000000
N
N
N
N
N
N
AIR CANADA 2015-1B PTT
N/A
AIR CANADA 2015 1B PTT PASS THRU CE 144A 09/24 3.875
009090AB7
1740544.6300000000
PA
USD
1703801.7300000000
0.0790016987
Long
DBT
CORP
CA
Y
2
2024-09-15
Fixed
3.8750000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP JR SUBORDINA 12/99 VAR
00912XBJ2
190000.0000000000
PA
USD
158285.2000000000
0.0073393514
Long
EP
CORP
US
N
2
2099-12-31
Variable
4.6500000000
N
N
N
N
N
N
PADAGIS LLC
N/A
PADAGIS LLC TERM LOAN B
69526PAC8
1261176.4700000000
PA
USD
1075152.9400000000
0.0498525780
Long
LON
CORP
US
N
2
2028-07-06
Floating
0.0000000000
N
N
N
N
N
N
PALO ALTO NETWORKS
549300QXR2YVZV231H43
PALO ALTO NETWORKS SR UNSECURED 06/25 0.375
697435AF2
3520000.0000000000
PA
USD
6206956.8000000000
0.2878035174
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.3750000000
N
N
N
N
Y
PALO ALTO NETWORKS
PALO ALTO NETWORKS
USD
XXXX
N
N
N
BANK OZK
549300VYK2WBD7SST478
BANK OZK PREFERRED STOCK 4.625
06417N202
1450.0000000000
NS
USD
24070.0000000000
0.0011160752
Long
EP
CORP
US
N
1
2049-12-31
Fixed
0.0000000000
N
N
N
N
N
N
BERKLEY (WR) CORPORATION
SQOAGCLKBDWNVYV1OV80
BERKLEY (WR) CORPORATION PREFERRED STOCK 12/59 5.1
084423805
6075.0000000000
NS
USD
121560.7500000000
0.0056365160
Long
EP
CORP
US
N
1
2059-12-30
Fixed
0.0000000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC SR UNSECURED 144A 12/30 4.625
126307BD8
1800000.0000000000
PA
USD
1300014.0000000000
0.0602789119
Long
DBT
CORP
US
Y
2
2030-12-01
Fixed
4.6250000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC COMPANY GUAR 144A 11/31 4.5
126307BH9
1395000.0000000000
PA
USD
1088839.3500000000
0.0504871880
Long
DBT
CORP
US
Y
2
2031-11-15
Fixed
4.5000000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP JR SUBORDINA 12/99 VAR
00912XBK9
1520000.0000000000
PA
USD
1006376.8000000000
0.0466635732
Long
EP
CORP
US
N
2
2099-12-31
Variable
4.1250000000
N
N
N
N
N
N
AIR TRANSPORT SERVICES G
5493000F3MSFGIXTQE27
AIR TRANSPORT SERVICES G SR UNSECURED 10/24 1.125
00922RAB1
4600000.0000000000
PA
USD
4983456.0000000000
0.2310723615
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
1.1250000000
N
N
N
N
Y
AIR TRANSPORT SERVICES G
AIR TRANSPORT SERVICES G
USD
XXXX
N
N
N
CNX RESOURCES CORP
N/A
CNX RESOURCES CORP COMPANY GUAR 144A 01/31 7.375
12653CAK4
150000.0000000000
PA
USD
149122.5000000000
0.0069144963
Long
DBT
CORP
US
Y
2
2031-01-15
Fixed
7.3750000000
N
N
N
N
N
N
CALLON PETROLEUM CO
549300EFOWPEB0WLZW21
CALLON PETROLEUM CO COMPANY GUAR 144A 06/30 7.5
13123XBF8
1370000.0000000000
PA
USD
1302637.1000000000
0.0604005395
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
7.5000000000
N
N
N
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
GRAPHIC PACKAGING INTERN COMPANY GUAR 144A 03/29 3.5
38869AAC1
551000.0000000000
PA
USD
468818.3500000000
0.0217381197
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
3.5000000000
N
N
N
N
N
N
GREAT LAKES DREDGE&DOCK
549300H65E3MZ1CX0P05
GREAT LAKES DREDGE+DOCK COMPANY GUAR 144A 06/29 5.25
390607AF6
1303000.0000000000
PA
USD
1028197.3000000000
0.0476753438
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
5.2500000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NUSTAR LOGISTICS LP PREFERRED STOCK 01/43 VAR
67059T204
55760.0000000000
NS
USD
1388981.6000000000
0.0644041521
Long
EP
CORP
US
N
1
2043-01-15
Variable
0.0000000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP COMMON STOCK USD.01
68389X105
81370.0000000000
NS
USD
6352555.9000000000
0.2945546411
Long
EC
CORP
US
N
1
N
N
N
AKAMAI TECHNOLOGIES INC
OC1LZNN2LF5WTJ5RIL89
AKAMAI TECHNOLOGIES INC SR UNSECURED 09/27 0.375
00971TAL5
4230000.0000000000
PA
USD
4192733.7000000000
0.1944082334
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
0.3750000000
N
N
N
N
Y
AKAMAI TECHNOLOGIES INC
AKAMAI TECHNOLOGIES INC
USD
XXXX
N
N
N
ALASKA AIRLINES 2020 TR
N/A
ALASKA AIRLINES 2020 TR PASS THRU CE 144A 02/29 4.8
01166VAA7
1180512.8500000000
PA
USD
1100485.8800000000
0.0510272131
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
4.8000000000
N
N
N
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
BOOKING HOLDINGS INC COMMON STOCK USD.008
09857L108
4520.0000000000
NS
USD
8450049.6000000000
0.3918110074
Long
EC
CORP
US
N
1
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
BOSTON SCIENTIFIC CORP PREFERRED STOCK 06/23 5.5
101137206
85355.0000000000
NS
USD
9392464.2000000000
0.4355087881
Long
EP
CORP
US
N
1
N
N
N
ALASKA AIR 2020-1 CL B
N/A
ALASKA AIR 2020 1 CL B PASS THRU CE 144A 02/27 8
01166WAA5
702261.9100000000
PA
USD
698743.5800000000
0.0323992685
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
8.0000000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
ALBERTSONS COS/SAFEWAY COMPANY GUAR 144A 02/28 5.875
013092AB7
900000.0000000000
PA
USD
848124.0000000000
0.0393257241
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
5.8750000000
N
N
N
N
N
N
PPG INDUSTRIES INC
549300BKPEP01R3V6C59
PPG INDUSTRIES INC COMMON STOCK USD1.66666
693506107
51140.0000000000
NS
USD
5839165.2000000000
0.2707497953
Long
EC
CORP
US
N
1
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
PFIZER INC COMMON STOCK USD.05
717081103
314685.0000000000
NS
USD
14648586.7500000000
0.6792241234
Long
EC
CORP
US
N
1
N
N
N
GREYSTAR REAL ESTATE PAR
254900HGC806SXAS4M46
GREYSTAR REAL ESTATE PAR SR SECURED 144A 12/25 5.75
39807UAB2
1891000.0000000000
PA
USD
1835253.3200000000
0.0850968321
Long
DBT
CORP
US
Y
2
2025-12-01
Fixed
5.7500000000
N
N
N
N
N
N
GROUP 1 AUTOMOTIVE INC
549300US8QAZJLWYAF63
GROUP 1 AUTOMOTIVE INC COMPANY GUAR 144A 08/28 4
398905AN9
511000.0000000000
PA
USD
421580.1100000000
0.0195477820
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.0000000000
N
N
N
N
N
N
PROSPECT CAPITAL CORP
549300FSD8T39P5Q0O47
PROSPECT CAPITAL CORP PREFERRED STOCK 5.35
74348T565
6915.0000000000
NS
USD
113060.2500000000
0.0052423657
Long
EP
CORP
US
N
1
2049-12-31
Fixed
0.0000000000
N
N
N
N
N
N
QVC INC
549300WBLU5NKPX5X472
QVC INC PREFERRED STOCK 11/68 6.25
747262400
4970.0000000000
NS
USD
77581.7000000000
0.0035973001
Long
EP
CORP
US
N
1
2068-11-26
Fixed
0.0000000000
N
N
N
N
N
N
GUITAR CENTER INC
N/A
GUITAR CENTER INC SR SECURED 144A 01/26 8.5
40204BAA3
1780000.0000000000
PA
USD
1563854.6000000000
0.0725126449
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
8.5000000000
N
N
N
N
N
N
GULFPORT ENERGY OP CORP
254900DJRGZBUZ3F5038
GULFPORT ENERGY OP CORP COMPANY GUAR 05/26 8
402635AQ9
305622.0000000000
PA
USD
305148.2900000000
0.0141490837
Long
DBT
CORP
US
N
2
2026-05-17
Fixed
8.0000000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
ALBERTSONS COS/SAFEWAY COMPANY GUAR 144A 01/27 4.625
013092AC5
1925000.0000000000
PA
USD
1788806.2500000000
0.0829431793
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
4.6250000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
ALBERTSONS COS/SAFEWAY COMPANY GUAR 144A 03/29 3.5
013092AG6
591000.0000000000
PA
USD
489702.6000000000
0.0227064784
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
3.5000000000
N
N
N
N
N
N
FLY LEASING LTD
549300LI58A0MHGHTZ98
FLY LEASING LTD SR UNSECURED 144A 10/24 7
14308CAA1
1355000.0000000000
PA
USD
1073010.9500000000
0.0497532584
Long
DBT
CORP
BM
Y
2
2024-10-15
Fixed
7.0000000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP SECURED 144A 02/26 10.5
143658BG6
582000.0000000000
PA
USD
571198.0800000000
0.0264852522
Long
DBT
CORP
PA
Y
2
2026-02-01
Fixed
10.5000000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1
110122108
290285.0000000000
NS
USD
22488378.9500000000
1.0427387801
Long
EC
CORP
US
N
1
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC COMMON STOCK
11135F101
54444.0000000000
NS
USD
25595213.2800000000
1.1867961462
Long
EC
CORP
US
N
1
N
N
N
GULFPORT ENERGY OP CORP
254900DJRGZBUZ3F5038
GULFPORT ENERGY OP CORP COMPANY GUAR 144A 05/26 8
402635AR7
885000.0000000000
PA
USD
883628.2500000000
0.0409719814
Long
DBT
CORP
US
Y
2
2026-05-17
Fixed
8.0000000000
N
N
N
N
N
N
ESC GCB GULFPORT ENERG 05/25 FIXED 6.375
549300FJX18IDUFPHD40
ESC GCB GULFPORT ENERG 05/25 FIXED 6.375
402ESCAS6
1000000.0000000000
PA
USD
1.0000000000
0.0000000464
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.3750000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP SR UNSECURED 144A 03/26 7.625
143658BL5
295000.0000000000
PA
USD
222509.6500000000
0.0103173040
Long
DBT
CORP
PA
Y
2
2026-03-01
Fixed
7.6250000000
N
N
N
N
N
N
CARRIAGE SERVICES INC
N/A
CARRIAGE SERVICES INC COMPANY GUAR 144A 05/29 4.25
143905AP2
1385000.0000000000
PA
USD
1049095.9500000000
0.0486443702
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
4.2500000000
N
N
N
N
N
N
NEW ALBERTSONS LP
N/A
NEW ALBERTSONS LP SR UNSECURED 06/26 7.75
013104AC8
751000.0000000000
PA
USD
775475.0900000000
0.0359571471
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
7.7500000000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
HOWMET AEROSPACE INC SR UNSECURED 10/24 5.125
013817AW1
1375000.0000000000
PA
USD
1359806.2500000000
0.0630513526
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.1250000000
N
N
N
N
N
N
CARPENTER TECHNOLOGY
DX6I6ZD3X5WNNCDJKP85
CARPENTER TECHNOLOGY SR UNSECURED 03/30 7.625
144285AM5
295000.0000000000
PA
USD
288465.7500000000
0.0133755494
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
7.6250000000
N
N
N
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
CARVANA CO COMPANY GUAR 144A 09/29 4.875
146869AH5
900000.0000000000
PA
USD
398970.0000000000
0.0184993988
Long
DBT
CORP
US
Y
2
2029-09-01
Fixed
4.8750000000
N
N
N
N
N
N
H&E EQUIPMENT SERVICES
254900KVLRCDMQRYY541
H+E EQUIPMENT SERVICES COMPANY GUAR 144A 12/28 3.875
404030AJ7
2775000.0000000000
PA
USD
2349537.0000000000
0.1089430835
Long
DBT
CORP
US
Y
2
2028-12-15
Fixed
3.8750000000
N
N
N
N
N
N
H.B. FULLER CO
JSMX3Z5FOYM8V0Q52357
H.B. FULLER CO SR UNSECURED 10/28 4.25
40410KAA3
886000.0000000000
PA
USD
773026.1400000000
0.0358435944
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.2500000000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
ALCOA NEDERLAND HOLDING COMPANY GUAR 144A 03/29 4.125
013822AG6
800000.0000000000
PA
USD
682728.0000000000
0.0316566598
Long
DBT
CORP
NL
Y
2
2029-03-31
Fixed
4.1250000000
N
N
N
N
N
N
ALGONQUIN PWR & UTILITY
549300K5VIUTJXQL7X75
ALGONQUIN PWR + UTILITY JR SUBORDINA 01/82 VAR
015857AH8
340000.0000000000
PA
USD
274203.2000000000
0.0127142250
Long
DBT
CORP
CA
N
2
2082-01-18
Variable
4.7500000000
N
N
N
N
N
N
CASCADES INC/USA INC
N/A
CASCADES INC/USA INC COMPANY GUAR 144A 01/28 5.375
14739LAB8
600000.0000000000
PA
USD
514020.0000000000
0.0238340251
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
5.3750000000
N
N
N
N
N
N
CASTLELAKE AVIATION FIN
N/A
CASTLELAKE AVIATION FIN SR UNSECURED 144A 04/27 5
14856HAA6
1340000.0000000000
PA
USD
1140125.6000000000
0.0528652234
Long
DBT
CORP
IE
Y
2
2027-04-15
Fixed
5.0000000000
N
N
N
N
N
N
CNO FINANCIAL GROUP INC
11XPYHB76MPM4Y4P2897
CNO FINANCIAL GROUP INC PREFERRED STOCK 11/60 5.125
12621E301
10725.0000000000
NS
USD
195195.0000000000
0.0090507811
Long
EP
CORP
US
N
1
2060-11-25
Fixed
0.0000000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP COMMON STOCK USD.01
126650100
26830.0000000000
NS
USD
2540801.0000000000
0.1178115924
Long
EC
CORP
US
N
1
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC COMPANY GUAR 11/33 7.5
404119AJ8
1369000.0000000000
PA
USD
1396763.3200000000
0.0647649741
Long
DBT
CORP
US
N
2
2033-11-06
Fixed
7.5000000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC JR SUBORDINA 12/49 VAR
404280AT6
200000.0000000000
PA
USD
177988.0000000000
0.0082529288
Long
DBT
CORP
GB
N
2
2049-12-29
Variable
6.3750000000
N
N
N
N
N
N
PAR PETRO LLC / FIN CORP
N/A
PAR PETRO LLC / FIN CORP SR SECURED 144A 12/25 7.75
69889MAA0
1082000.0000000000
PA
USD
1040483.6600000000
0.0482450365
Long
DBT
CORP
US
Y
2
2025-12-15
Fixed
7.7500000000
N
N
N
N
N
N
PARK INTERMED HOLDINGS
N/A
PARK INTERMED HOLDINGS SR SECURED 144A 10/28 5.875
70052LAB9
592000.0000000000
PA
USD
537796.4800000000
0.0249364904
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
5.8750000000
N
N
N
N
N
N
HALOZYME THERAPEUTICS IN
N/A
HALOZYME THERAPEUTICS IN SR UNSECURED 144A 08/28 1
40637HAE9
4435000.0000000000
PA
USD
4684734.8500000000
0.2172212908
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
1.0000000000
N
N
N
N
N
HALOZYME THERAPEUTICS IN
HALOZYME THERAPEUTICS IN
USD
XXXX
N
N
N
HAWAIIAN BRAND INTELLECT
N/A
HAWAIIAN BRAND INTELLECT SR SECURED 144A 01/26 5.75
41984LAA5
1792000.0000000000
PA
USD
1656166.4000000000
0.0767929487
Long
DBT
CORP
KY
Y
2
2026-01-20
Fixed
5.7500000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CO PREFERRED STOCK 4.8
14040H782
1350.0000000000
NS
USD
23490.0000000000
0.0010891818
Long
EP
CORP
US
N
1
2049-12-31
Fixed
0.0000000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC PREFERRED STOCK
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENERGY INC PREFERRED STOCK
15189T206
84885.0000000000
NS
USD
3326133.8400000000
0.1542258226
Long
SN
CORP
US
N
2
2049-12-31
Variable
0.0000000000
N
N
N
N
N
N
ATI INC
ZW1LRE7C3H17O2ZN9B45
ATI INC SR UNSECURED 12/27 5.875
01741RAH5
600000.0000000000
PA
USD
548982.0000000000
0.0254551394
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.8750000000
N
N
N
N
N
N
ALLEGIANT TRAVEL CO
N/A
ALLEGIANT TRAVEL CO SR SECURED 144A 08/27 7.25
01748XAD4
1370000.0000000000
PA
USD
1292005.9000000000
0.0599075931
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
7.2500000000
N
N
N
N
N
N
PARKLAND CORP
549300XHQS1JYWBNK868
PARKLAND CORP COMPANY GUAR 144A 07/27 5.875
70137TAP0
1270000.0000000000
PA
USD
1203807.6000000000
0.0558180237
Long
DBT
CORP
CA
Y
2
2027-07-15
Fixed
5.8750000000
N
N
N
N
N
N
PARTNERRE FINANCE B LLC
549300O0FAGHK2F79881
PARTNERRE FINANCE B LLC COMPANY GUAR 10/50 VAR
70213BAC5
442000.0000000000
PA
USD
362338.3400000000
0.0168008659
Long
DBT
CORP
US
N
2
2050-10-01
Variable
4.5000000000
N
N
N
N
N
N
CEDAR FAIR LP
549300TUVLNQQ6BVKH61
CEDAR FAIR LP COMPANY GUAR 07/29 5.25
150190AE6
900000.0000000000
PA
USD
793350.0000000000
0.0367859690
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.2500000000
N
N
N
N
N
N
CENTRAL GARDEN & PET CO
5493004DVZLD37DJ0H83
CENTRAL GARDEN + PET CO COMPANY GUAR 144A 04/31 4.125
153527AP1
1358000.0000000000
PA
USD
1137202.7800000000
0.0527296984
Long
DBT
CORP
US
Y
2
2031-04-30
Fixed
4.1250000000
N
N
N
N
N
N
HERC HOLDINGS INC
549300TP80QLITMSBP82
HERC HOLDINGS INC COMPANY GUAR 144A 07/27 5.5
42704LAA2
1500000.0000000000
PA
USD
1421070.0000000000
0.0658920237
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.5000000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
HILCORP ENERGY I/HILCORP SR UNSECURED 144A 04/30 6
431318AY0
1370000.0000000000
PA
USD
1251111.4000000000
0.0580114013
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
6.0000000000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
ALLIANT HOLD / CO ISSUER SR UNSECURED 144A 10/27 6.75
01883LAA1
2500000.0000000000
PA
USD
2287500.0000000000
0.1060665584
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
6.7500000000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
ALLIANT HOLD / CO ISSUER SR SECURED 144A 10/27 4.25
01883LAB9
300000.0000000000
PA
USD
271632.0000000000
0.0125950039
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
4.2500000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP COMMON STOCK USD.01
165167735
3550.0000000000
NS
USD
363058.5000000000
0.0168342582
Long
EC
CORP
US
N
1
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP CLASS A COMMON STOCK USD.01
20030N101
411425.0000000000
NS
USD
13058629.5000000000
0.6055011535
Long
EC
CORP
US
N
1
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
ALLIANT HOLD / CO ISSUER SR UNSECURED 144A 11/29 5.875
01883LAD5
300000.0000000000
PA
USD
254985.0000000000
0.0118231176
Long
DBT
CORP
US
Y
2
2029-11-01
Fixed
5.8750000000
N
N
N
N
N
N
ALLISON TRANSMISSION INC
MWKQ3I0U1GXP2YDSZW75
ALLISON TRANSMISSION INC SR UNSECURED 144A 10/27 4.75
019736AE7
573000.0000000000
PA
USD
529027.9800000000
0.0245299135
Long
DBT
CORP
US
Y
2
2027-10-01
Fixed
4.7500000000
N
N
N
N
N
N
PATAGONIA HOLDCO LLC
N/A
PATAGONIA HOLDCO LLC TERM LOAN B1
70289FAD3
1200000.0000000000
PA
USD
966000.0000000000
0.0447913860
Long
LON
CORP
US
N
2
2029-08-01
Floating
0.0000000000
N
N
N
N
N
N
PATRICK INDUSTRIES INC
549300FZ5ZTCCJ3Z5W14
PATRICK INDUSTRIES INC COMPANY GUAR 144A 05/29 4.75
703343AD5
1783000.0000000000
PA
USD
1357861.4800000000
0.0629611777
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
4.7500000000
N
N
N
N
N
N
ALLISON TRANSMISSION INC
MWKQ3I0U1GXP2YDSZW75
ALLISON TRANSMISSION INC COMPANY GUAR 144A 01/31 3.75
019736AG2
295000.0000000000
PA
USD
236846.6500000000
0.0109820805
Long
DBT
CORP
US
Y
2
2031-01-30
Fixed
3.7500000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC JR SUBORDINA 12/99 VAR
02005NBM1
1692000.0000000000
PA
USD
1227342.9600000000
0.0569093087
Long
EP
CORP
US
N
2
2099-12-31
Variable
4.7000000000
N
N
N
N
N
N
CONOCOPHILLIPS
WPTL2Z3FIYTHSP5V2253
CONOCOPHILLIPS COMMON STOCK USD.01
20825C104
86435.0000000000
NS
USD
10898589.1500000000
0.5053446307
Long
EC
CORP
US
N
1
N
N
N
CULLEN/FROST BANKERS INC
529900V2E9G9AY665O34
CULLEN/FROST BANKERS INC PREFERRED STOCK 4.45
229899307
3371.0000000000
NS
USD
65228.8500000000
0.0030245244
Long
EP
CORP
US
N
1
2049-12-31
Fixed
0.0000000000
N
N
N
N
N
N
CENTURY COMMUNITIES
5299002QMB2O7ZL1CA26
CENTURY COMMUNITIES COMPANY GUAR 144A 08/29 3.875
156504AM4
150000.0000000000
PA
USD
118345.5000000000
0.0054874316
Long
DBT
CORP
US
Y
2
2029-08-15
Fixed
3.8750000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
LUMEN TECHNOLOGIES INC SR UNSECURED 09/39 7.6
156700AM8
1886000.0000000000
PA
USD
1303263.7200000000
0.0604295945
Long
DBT
CORP
US
N
2
2039-09-15
Fixed
7.6000000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
SERVICE PROPERTIES TRUST SR UNSECURED 02/26 5.25
44106MAV4
550000.0000000000
PA
USD
476404.5000000000
0.0220898735
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.2500000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
SERVICE PROPERTIES TRUST SR UNSECURED 10/24 4.35
44106MAZ5
1500000.0000000000
PA
USD
1379580.0000000000
0.0639682197
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.3500000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC JR SUBORDINA 12/99 VAR
02005NBN9
850000.0000000000
PA
USD
576606.0000000000
0.0267360061
Long
EP
CORP
US
N
2
2099-12-31
Variable
4.7000000000
N
N
N
N
N
N
ALNYLAM PHARMACEUTICALS
529900S3ZI14OWRJII50
ALNYLAM PHARMACEUTICALS SR UNSECURED 144A 09/27 1
02043QAA5
8820000.0000000000
PA
USD
8864717.4000000000
0.4110382802
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
1.0000000000
N
N
N
N
N
ALNYLAM PHARMACEUTICALS
ALNYLAM PHARMACEUTICALS
USD
XXXX
N
N
N
CUMULUS MEDIA INC
N/A
CUMULUS MEDIA INC CL A COMMON STOCK USD.01
231082801
8434.0000000000
NS
USD
62158.5800000000
0.0028821625
Long
EC
CORP
US
N
1
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE ENERGY CO PREFERRED STOCK 11/22 6.25
233331842
505555.0000000000
NS
USD
25970360.3500000000
1.2041909260
Long
EP
CORP
US
N
1
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
LUMEN TECHNOLOGIES INC SR SECURED 144A 02/27 4
156700BC9
1400000.0000000000
PA
USD
1193164.0000000000
0.0553245023
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
4.0000000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
LUMEN TECHNOLOGIES INC SR UNSECURED 144A 01/29 4.5
156700BD7
596000.0000000000
PA
USD
421920.3200000000
0.0195635568
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
4.5000000000
N
N
N
N
N
N
PATTERSON-UTI ENERGY INC
254900XGFBKIXD6G0697
PATTERSON UTI ENERGY INC SR UNSECURED 11/29 5.15
703481AC5
1196000.0000000000
PA
USD
1054895.9200000000
0.0489133026
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.1500000000
N
N
N
N
N
N
PEBBLEBROOK HOTEL TRUST
5493004Q1NNH6JXCSI52
PEBBLEBROOK HOTEL TRUST SR UNSECURED 12/26 1.75
70509VAA8
15115000.0000000000
PA
USD
13405644.6500000000
0.6215915153
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
1.7500000000
N
N
N
N
Y
PEBBLEBROOK HOTEL TRUST
PEBBLEBROOK HOTEL TRUST
USD
XXXX
N
N
N
CHAMPIONX CORPORATION
549300EP2909K6DYYP38
CHAMPIONX CORPORATION TERM LOAN B 1
15872NAC6
1485000.0000000000
PA
USD
1486485.0000000000
0.0689251795
Long
LON
CORP
US
N
2
2029-06-07
Floating
0.0000000000
N
N
N
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
CHARLES RIVER LABORATORI COMPANY GUAR 144A 03/29 3.75
159864AG2
590000.0000000000
PA
USD
511146.5000000000
0.0237007869
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
3.7500000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
ALTICE FRANCE SA SR SECURED 144A 10/29 5.5
02156LAH4
1400000.0000000000
PA
USD
1068830.0000000000
0.0495593966
Long
DBT
CORP
FR
Y
2
2029-10-15
Fixed
5.5000000000
N
N
N
N
N
N
AMERICAN AIRLINES INC.
N/A
AMERICAN AIRLINES, INC. 2021 TERM LOAN
02376CBJ3
990000.0000000000
PA
USD
982045.3500000000
0.0455353751
Long
LON
CORP
KY
N
2
2028-04-20
Floating
0.0000000000
N
N
N
N
N
N
HOWARD MIDSTREAM ENERGY
N/A
HOWARD MIDSTREAM ENERGY SR UNSECURED 144A 01/27 6.75
442722AA2
894000.0000000000
PA
USD
813843.9600000000
0.0377362308
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
6.7500000000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB INTERNATIONAL LTD COMPANY GUAR 144A 05/26 7
44332PAD3
3867000.0000000000
PA
USD
3819861.2700000000
0.1771189239
Long
DBT
CORP
US
Y
2
2026-05-01
Fixed
7.0000000000
N
N
N
N
N
N
PELOTON INTERACTIVE INC
5493002YS021166W0339
PELOTON INTERACTIVE, INC TERM LOAN
70614EAD2
623437.5000000000
PA
USD
606292.9700000000
0.0281125284
Long
LON
CORP
US
N
2
2027-05-25
Floating
0.0000000000
N
N
N
N
N
N
PELOTON INTERACTIVE INC
5493002YS021166W0339
PELOTON INTERACTIVE INC SR UNSECURED 02/26 0.00000
70614WAB6
450000.0000000000
PA
USD
323887.5000000000
0.0150179814
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.0000000000
N
N
N
N
Y
PELOTON INTERACTIVE INC
PELOTON INTERACTIVE INC
USD
XXXX
N
N
N
CHART INDUSTRIES INC
EM7QGKC1GYOF3LSZSL80
CHART INDUSTRIES INC SR SUBORDINA 144A 11/24 1
16115QAD2
1015000.0000000000
PA
USD
3852523.8500000000
0.1786334190
Long
DBT
CORP
US
Y
2
2024-11-15
Fixed
1.0000000000
N
N
N
N
Y
CHART INDUSTRIES INC
CHART INDUSTRIES INC
USD
XXXX
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
CHEMOURS CO COMPANY GUAR 144A 11/29 4.625
163851AH1
895000.0000000000
PA
USD
698368.5000000000
0.0323818769
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
4.6250000000
N
N
N
N
N
N
AMER AIRLINE 21-1B PTT
N/A
AMER AIRLINE 21 1B PTT PASS THRU CE 01/32 3.95
02376LAA3
1428000.0000000000
PA
USD
1122236.6400000000
0.0520357500
Long
DBT
CORP
US
N
2
2032-01-11
Fixed
3.9500000000
N
N
N
N
N
N
AMERICAN AXLE & MFG INC
RY5TAKFOBLDUGX31MS24
AMERICAN AXLE + MFG INC COMPANY GUAR 07/28 6.875
02406PBA7
1243000.0000000000
PA
USD
1150147.9000000000
0.0533299364
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
6.8750000000
N
N
N
N
N
N
PENINSULA PACIFIC ENTERT
N/A
PENINSULA PACIFIC ENTERT SR UNSECURED 144A 11/27 8.5
70715XAA4
1445000.0000000000
PA
USD
1553750.7000000000
0.0720441484
Long
DBT
CORP
US
Y
2
2027-11-15
Fixed
8.5000000000
N
N
N
N
N
N
PENN ENTERTAINMENT INC
N/A
PENN ENTERTAINMENT INC SR UNSECURED 144A 07/29 4.125
707569AV1
1370000.0000000000
PA
USD
1096328.8000000000
0.0508344580
Long
DBT
CORP
US
Y
2
2029-07-01
Fixed
4.1250000000
N
N
N
N
N
N
AMERICAN AXLE & MFG INC
RY5TAKFOBLDUGX31MS24
AMERICAN AXLE + MFG INC COMPANY GUAR 10/29 5
02406PBB5
119000.0000000000
PA
USD
96913.6000000000
0.0044936796
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.0000000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO JR SUBORDINA 12/99 VAR
025816CH0
163000.0000000000
PA
USD
126968.8500000000
0.0058872782
Long
EP
CORP
US
N
2
2099-12-31
Variable
3.5500000000
N
N
N
N
N
N
HUGHES SATELLITE SYSTEMS
N/A
HUGHES SATELLITE SYSTEMS SR SECURED 08/26 5.25
444454AD4
345000.0000000000
PA
USD
329595.7500000000
0.0152826609
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
5.2500000000
N
N
N
N
N
N
MATCH GROUP FINANCECO 2
549300IPGK4BWL134U96
MATCH GROUP FINANCECO 2 COMPANY GUAR 144A 06/26 0.875
44932FAA5
3000000.0000000000
PA
USD
2622270.0000000000
0.1215891384
Long
DBT
CORP
US
Y
2
2026-06-15
Fixed
0.8750000000
N
N
N
N
Y
MATCH GROUP FINANCECO 2
MATCH GROUP FINANCECO 2
USD
XXXX
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE ENERGY CO PREFERRED STOCK 12/77 5.25
233331859
5100.0000000000
NS
USD
109548.0000000000
0.0050795101
Long
EP
CORP
US
N
1
2077-12-01
Fixed
0.0000000000
N
N
N
N
N
N
DISCOVER FINANCIAL SERVICES
Z1YLO2USPORE63VVUL20
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01
254709108
100000.0000000000
NS
USD
10446000.0000000000
0.4843590248
Long
EC
CORP
US
N
1
N
N
N
PENN NATIONAL GAMING INC.
N/A
PENN NATIONAL GAMING, INC. 2022 TERM LOAN B
70757DAZ2
610470.0000000000
PA
USD
602613.2500000000
0.0279419075
Long
LON
CORP
US
N
2
2029-05-03
Floating
0.0000000000
N
N
N
N
N
N
PERFICIENT INC
549300HTBXKL2755T650
PERFICIENT INC SR UNSECURED 144A 11/26 0.125
71375UAE1
5495000.0000000000
PA
USD
4148725.0000000000
0.1923676426
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
0.1250000000
N
N
N
N
Y
PERFICIENT INC
PERFICIENT INC
USD
XXXX
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
CHENIERE ENERGY PARTNERS COMPANY GUAR 03/31 4
16411QAK7
300000.0000000000
PA
USD
253410.0000000000
0.0117500881
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.0000000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
CHENIERE ENERGY PARTNERS COMPANY GUAR 01/32 3.25
16411QAN1
596000.0000000000
PA
USD
464701.2000000000
0.0215472162
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
3.2500000000
N
N
N
N
N
N
MATCH GROUP FINANCECO 3
5493003IEL8HSZKWUI17
MATCH GROUP FINANCECO 3 COMPANY GUAR 144A 01/30 2
44932KAA4
2500000.0000000000
PA
USD
2145675.0000000000
0.0994904318
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
2.0000000000
N
N
N
N
N
MATCH GROUP FINANCECO 3
MATCH GROUP FINANCECO 3
USD
XXXX
N
N
N
ILFC E-CAPITAL TRUST II
N/A
ILFC E CAPITAL TRUST II LIMITD GUARA 144A 12/65 VAR
44965UAA2
2448000.0000000000
PA
USD
1696464.0000000000
0.0786614636
Long
SN
CORP
US
Y
2
2065-12-21
Variable
5.3652900000
N
N
N
N
N
N
NECESS RETAIL/AFIN OP LP
N/A
NECESS RETAIL/AFIN OP LP COMPANY GUAR 144A 09/28 4.5
02608AAA7
1370000.0000000000
PA
USD
1023390.0000000000
0.0474524394
Long
DBT
CORP
US
Y
2
2028-09-30
Fixed
4.5000000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
AMERICAN INTL GROUP JR SUBORDINA 04/48 VAR
026874DM6
250000.0000000000
PA
USD
223630.0000000000
0.0103692522
Long
DBT
CORP
US
N
2
2048-04-01
Variable
5.7500000000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
PERFORMANCE FOOD GROUP I COMPANY GUAR 144A 08/29 4.25
71376LAE0
1192000.0000000000
PA
USD
1015572.0800000000
0.0470899389
Long
DBT
CORP
US
Y
2
2029-08-01
Fixed
4.2500000000
N
N
N
N
N
N
PETCO HEALTH AND WELLNESS COMPANY INC.
N/A
PETCO HEALTH AND WELLNESS COMP 2021 TERM LOAN B
71601HAB2
2068500.0000000000
PA
USD
1988821.3800000000
0.0922174597
Long
LON
CORP
US
N
2
2028-03-03
Floating
0.0000000000
N
N
N
N
N
N
CHENIERE ENERGY INC
MIHC87W9WTYSYZWV1J40
CHENIERE ENERGY INC SR UNSECURED 10/28 4.625
16411RAK5
591000.0000000000
PA
USD
545693.9400000000
0.0253026790
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.6250000000
N
N
N
N
N
N
MULTIPLAN CORP
N/A
MULTIPLAN CORP SR UNSECURED 144A 10/27 6
17144CAB0
590000.0000000000
PA
USD
410539.7000000000
0.0190358615
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
6.0000000000
N
N
N
N
N
MULTIPLAN CORP
MULTIPLAN CORP
USD
XXXX
N
N
N
AMNEAL PHARMACEUTICALS LLC
54930037VIXE7LRZ1M66
AMNEAL PHARMACEUTICALS LLC TERM LOAN B
03167DAH7
2096279.3900000000
PA
USD
1798691.5700000000
0.0834015408
Long
LON
CORP
US
N
2
2025-05-04
Floating
0.0000000000
N
N
N
N
N
N
AMWINS GROUP INC
549300SJE7MUB8NMRG61
AMWINS GROUP INC SR UNSECURED 144A 06/29 4.875
031921AB5
2365000.0000000000
PA
USD
2054901.2000000000
0.0952814418
Long
DBT
CORP
US
Y
2
2029-06-30
Fixed
4.8750000000
N
N
N
N
N
N
CINC BELL TEL
N/A
CINC BELL TEL SR SECURED 12/28 6.3
171875AD9
442000.0000000000
PA
USD
385866.0000000000
0.0178917939
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
6.3000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC JR SUBORDINA 12/99 VAR
172967MU2
150000.0000000000
PA
USD
126751.5000000000
0.0058772002
Long
EP
CORP
US
N
2
2099-12-31
Variable
4.0000000000
N
N
N
N
N
N
ANTERO RESOURCES CORP
APVBKPOULHUX7YZLKU17
ANTERO RESOURCES CORP COMPANY GUAR 144A 03/30 5.375
03674XAS5
598000.0000000000
PA
USD
555141.3400000000
0.0257407350
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
5.3750000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
APACHE CORP SR UNSECURED 09/40 5.1
037411AW5
1187000.0000000000
PA
USD
962253.4200000000
0.0446176650
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
5.1000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC JR SUBORDINA 12/99 VAR
172967MV0
429000.0000000000
PA
USD
352269.0600000000
0.0163339746
Long
EP
CORP
US
N
2
2099-12-31
Variable
3.8750000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC JR SUBORDINA 12/99 VAR
172967NB3
546000.0000000000
PA
USD
428615.4600000000
0.0198739964
Long
DBT
CORP
US
N
2
2099-12-31
Variable
4.1500000000
N
N
N
N
N
N
PETSMART INC.
N/A
PETSMART INC 2021 TERM LOAN B
71677HAL9
2978859.3400000000
PA
USD
2873988.6000000000
0.1332607999
Long
LON
CORP
US
N
2
2028-02-11
Floating
0.0000000000
N
N
N
N
N
N
PETSMART INC/PETSMART FI
N/A
PETSMART INC/PETSMART FI SR SECURED 144A 02/28 4.75
71677KAA6
375000.0000000000
PA
USD
342405.0000000000
0.0158765989
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
4.7500000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
ICAHN ENTERPRISES/FIN COMPANY GUAR 05/27 5.25
451102BZ9
1455000.0000000000
PA
USD
1341597.3000000000
0.0622070419
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.2500000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
ICAHN ENTERPRISES/FIN COMPANY GUAR 02/29 4.375
451102CC9
892000.0000000000
PA
USD
749503.0000000000
0.0347528759
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.3750000000
N
N
N
N
N
N
ARCELORMITTAL
2EULGUTUI56JI9SAL165
ARCELORMITTAL SR UNSECURED 10/39 7
03938LAP9
623000.0000000000
PA
USD
590280.0400000000
0.0273700426
Long
DBT
CORP
LU
N
2
2039-10-15
Fixed
7.0000000000
N
N
N
N
N
N
ARCOSA INC
549300WFHLTCZV7D6V29
ARCOSA INC COMPANY GUAR 144A 04/29 4.375
039653AA8
670000.0000000000
PA
USD
580970.4000000000
0.0269383742
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.3750000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
CITIZENS FINANCIAL GROUP JR SUBORDINA 12/99 VAR
174610BD6
385000.0000000000
PA
USD
307799.8000000000
0.0142720286
Long
EP
CORP
US
N
2
2099-12-31
Variable
4.0000000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HOLDINGS INC.
N/A
CLEAR CHANNEL OUTDOOR HLDNGS I TERM LOAN B
18452RAD7
1527750.0000000000
PA
USD
1403444.6200000000
0.0650747719
Long
LON
CORP
US
N
2
2026-08-21
Floating
0.0000000000
N
N
N
N
N
N
PETSMART INC/PETSMART FI
N/A
PETSMART INC/PETSMART FI COMPANY GUAR 144A 02/29 7.75
71677KAB4
750000.0000000000
PA
USD
705330.0000000000
0.0327046669
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
7.7500000000
N
N
N
N
N
N
WILLIAMS SCOTSMAN INTL
N/A
WILLIAMS SCOTSMAN INTL SR SECURED 144A 06/25 6.125
71953LAA9
1256000.0000000000
PA
USD
1254442.5600000000
0.0581658601
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
6.1250000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
ARES CAPITAL CORP SR UNSECURED 03/24 4.625
04010LAW3
3000000.0000000000
PA
USD
3225810.0000000000
0.1495740174
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
4.6250000000
N
N
N
N
Y
ARES CAPITAL CORP
ARES CAPITAL CORP
USD
XXXX
N
N
N
ARES FINANCE CO
N/A
ARES FINANCE CO COMPANY GUAR 144A 06/51 VAR
04018VAA1
320000.0000000000
PA
USD
243785.6000000000
0.0113038250
Long
DBT
CORP
US
Y
2
2051-06-30
Variable
4.1250000000
N
N
N
N
N
N
ARROW BIDCO LLC
549300YHZN08M0H3O128
ARROW BIDCO LLC SR SECURED 144A 03/24 9.5
042728AA3
1795000.0000000000
PA
USD
1806362.3500000000
0.0837572187
Long
DBT
CORP
US
Y
2
2024-03-15
Fixed
9.5000000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
N/A
ASHTEAD CAPITAL INC COMPANY GUAR 144A 08/31 2.45
045054AP8
800000.0000000000
PA
USD
575448.0000000000
0.0266823121
Long
DBT
CORP
US
Y
2
2031-08-12
Fixed
2.4500000000
N
N
N
N
N
N
ASHTON WOODS USA/FINANCE
N/A
ASHTON WOODS USA/FINANCE SR UNSECURED 144A 01/28 6.625
045086AK1
856000.0000000000
PA
USD
733728.9600000000
0.0340214669
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
6.6250000000
N
N
N
N
N
N
ASHTON WOODS USA/FINANCE
N/A
ASHTON WOODS USA/FINANCE SR UNSECURED 144A 08/29 4.625
045086AM7
745000.0000000000
PA
USD
560180.4000000000
0.0259743856
Long
DBT
CORP
US
Y
2
2029-08-01
Fixed
4.6250000000
N
N
N
N
N
N
ASHTON WOODS USA/FINANCE
N/A
ASHTON WOODS USA/FINANCE SR UNSECURED 144A 04/30 4.625
045086AP0
298000.0000000000
PA
USD
221652.4000000000
0.0102775551
Long
DBT
CORP
US
Y
2
2030-04-01
Fixed
4.6250000000
N
N
N
N
N
N
ASSUREDPARTNERS INC
549300HNDSDQWQ3L2P80
ASSUREDPARTNERS INC SR UNSECURED 144A 08/25 7
04624VAA7
2700000.0000000000
PA
USD
2607741.0000000000
0.1209154593
Long
DBT
CORP
US
Y
2
2025-08-15
Fixed
7.0000000000
N
N
N
N
N
N
EP ENERGY CORP COMMON STOCK
549300Z6HPQS1H5IYQ07
EP ENERGY CORP COMMON STOCK
268785201
7920.0000000000
NS
USD
71280.0000000000
0.0033051035
Long
EC
CORP
US
N
1
N
N
N
ELLINGTON FINANCIAL PREFERRED STOCK VAR
60GS1D1R1YY5G1W7IT74
ELLINGTON FINANCIAL PREFERRED STOCK VAR
28852N307
3477.0000000000
NS
USD
63072.7800000000
0.0029245520
Long
EP
CORP
US
N
1
2049-12-31
Variable
6.250
N
N
N
N
N
N
CLEARWATER PAPER CORP
549300HCVV19GXN4P292
CLEARWATER PAPER CORP COMPANY GUAR 144A 08/28 4.75
18538RAJ2
1880000.0000000000
PA
USD
1651373.2000000000
0.0765706981
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.7500000000
N
N
N
N
N
N
CLYDESDALE ACQUISITION HOLDINGS INC
N/A
CLYDESDALE ACQ HOLDINGS INC. TERM LOAN B
18972FAC6
593512.5000000000
PA
USD
572647.5700000000
0.0265524620
Long
LON
CORP
US
N
2
2029-04-13
Floating
0.0000000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
AVIATION CAPITAL GROUP SR UNSECURED 144A 11/27 3.5
05369AAA9
1307000.0000000000
PA
USD
1066734.1900000000
0.0494622183
Long
DBT
CORP
US
Y
2
2027-11-01
Fixed
3.5000000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 05/24 5.25
05401AAD3
600000.0000000000
PA
USD
581640.0000000000
0.0269694221
Long
DBT
CORP
KY
Y
2
2024-05-15
Fixed
5.2500000000
N
N
N
N
N
N
COMMERCIAL METALS CO
549300OQS2LO07ZJ7N73
COMMERCIAL METALS CO SR UNSECURED 01/30 4.125
201723AQ6
596000.0000000000
PA
USD
505551.0400000000
0.0234413372
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.1250000000
N
N
N
N
N
N
COMMERCIAL METALS CO
549300OQS2LO07ZJ7N73
COMMERCIAL METALS CO SR UNSECURED 03/32 4.375
201723AR4
298000.0000000000
PA
USD
243915.9800000000
0.0113098704
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.3750000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
N/A
AVOLON HOLDINGS FNDG LTD SR UNSECURED 144A 01/26 5.5
05401AAK7
490000.0000000000
PA
USD
451064.6000000000
0.0209149157
Long
DBT
CORP
KY
Y
2
2026-01-15
Fixed
5.5000000000
N
N
N
N
N
N
AXIS SPECIALTY FINANCE
N/A
AXIS SPECIALTY FINANCE COMPANY GUAR 01/40 VAR
05463HAC5
285000.0000000000
PA
USD
231120.7500000000
0.0107165825
Long
DBT
CORP
US
N
2
2040-01-15
Variable
4.9000000000
N
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
PILGRIM S PRIDE CORP COMPANY GUAR 144A 09/27 5.875
72147KAE8
950000.0000000000
PA
USD
930154.5000000000
0.0431293056
Long
DBT
CORP
US
Y
2
2027-09-30
Fixed
5.8750000000
N
N
N
N
N
N
PILGRIM'S PRIDE CORP
N/A
PILGRIM S PRIDE CORP COMPANY GUAR 144A 04/31 4.25
72147KAF5
900000.0000000000
PA
USD
754632.0000000000
0.0349906969
Long
DBT
CORP
US
Y
2
2031-04-15
Fixed
4.2500000000
N
N
N
N
N
N
II-VI INCORPORATED
N/A
II VI INCORPORATED 2022 TERM LOAN B
45173JAQ7
1200000.0000000000
PA
USD
1171500.0000000000
0.0543199883
Long
LON
CORP
US
N
2
2029-07-02
Floating
0.0000000000
N
N
N
N
N
N
IEA ENERGY SERVICES LLC
N/A
IEA ENERGY SERVICES LLC COMPANY GUAR 144A 08/29 6.625
45174AAA0
1385000.0000000000
PA
USD
1337646.8500000000
0.0620238679
Long
DBT
CORP
US
Y
2
2029-08-15
Fixed
6.6250000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
COMMSCOPE INC SR SECURED 144A 09/29 4.75
203372AX5
1100000.0000000000
PA
USD
931931.0000000000
0.0432116782
Long
DBT
CORP
US
Y
2
2029-09-01
Fixed
4.7500000000
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
COMMSCOPE TECH LLC COMPANY GUAR 144A 06/25 6
20337YAA5
1201000.0000000000
PA
USD
1132086.6200000000
0.0524924728
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
6.0000000000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
PIONEER NATURAL RESOURCE SR UNSECURED 05/25 0.25
723787AP2
3175000.0000000000
PA
USD
8170513.2500000000
0.3788494955
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.2500000000
N
N
N
N
Y
PIONEER NATURAL RESOURCE
PIONEER NATURAL RESOURCE
USD
XXXX
N
N
N
PLAINS ALL AMERICAN PIPE
5521FA2ITF25TVH63740
PLAINS ALL AMERICAN PIPE JR SUBORDINA 12/99 VAR
726503AE5
1390000.0000000000
PA
USD
1154228.2000000000
0.0535191313
Long
EP
CORP
US
N
2
2099-12-31
Variable
6.1250000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV JR SUBORDINA 12/99 VAR
456837AY9
200000.0000000000
PA
USD
132180.0000000000
0.0061289083
Long
DBT
CORP
NL
N
2
2099-12-31
Variable
3.8750000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV JR SUBORDINA 12/99 VAR
456837AZ6
200000.0000000000
PA
USD
124516.0000000000
0.0057735447
Long
DBT
CORP
NL
N
2
2099-12-31
Variable
4.2500000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP CAPITAL MARKETS PLC COMPANY GUAR 12/99 VAR
05565QDV7
280000.0000000000
PA
USD
233951.2000000000
0.0108478245
Long
DBT
CORP
GB
N
2
2099-12-31
Variable
4.8750000000
N
N
N
N
N
N
BWX TECHNOLOGIES INC
549300NP85N265KWMS58
BWX TECHNOLOGIES INC COMPANY GUAR 144A 04/29 4.125
05605HAC4
1191000.0000000000
PA
USD
1032144.4200000000
0.0478583635
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.1250000000
N
N
N
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC COMMON STOCK USD.0001
747525103
66010.0000000000
NS
USD
7766736.6000000000
0.3601272224
Long
EC
CORP
US
N
1
N
N
N
QWEST CORP
549300R2L4N683OO1509
QWEST CORP PREFERRED STOCK 09/56 6.5
74913G881
22500.0000000000
NS
USD
385875.0000000000
0.0178922112
Long
EP
CORP
US
N
1
2056-09-01
Fixed
0.0000000000
N
N
N
N
N
N
PLAYTIKA HOLDING CORP
254900E35Z4TKA4UFG64
PLAYTIKA HOLDING CORP COMPANY GUAR 144A 03/29 4.25
72815LAA5
590000.0000000000
PA
USD
491894.8000000000
0.0228081261
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
4.2500000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC COMPANY GUAR 144A 03/27 5.75
737446AM6
505000.0000000000
PA
USD
489814.6500000000
0.0227116740
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
5.7500000000
N
N
N
N
N
N
INNOPHOS INC.
XQ0331QX53IRX25OY417
INNOPHOS INC 2020 TERM LOAN B
45778EAG9
858000.0000000000
PA
USD
833332.5000000000
0.0386398734
Long
LON
CORP
US
N
2
2027-02-05
Floating
0.0000000000
N
N
N
N
N
N
INTEGRA LIFESCIENCES HLD
WB7IJCYY8YFTENS4O147
INTEGRA LIFESCIENCES HLD SR UNSECURED 08/25 0.5
457985AM1
3960000.0000000000
PA
USD
3689492.4000000000
0.1710739940
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.5000000000
N
N
N
N
Y
INTEGRA LIFESCIENCES HLD
INTEGRA LIFESCIENCES HLD
USD
XXXX
N
N
N
BANFF MERGER SUB INC
5493006T045HLTF7YX04
BANFF MERGER SUB INC 2021 USD TERM LOAN
05988HAE7
1190597.5000000000
PA
USD
1147093.0700000000
0.0531882903
Long
LON
CORP
US
N
2
2025-10-02
Floating
0.0000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR
060505GB4
160000.0000000000
PA
USD
128824.0000000000
0.0059732976
Long
EP
CORP
US
N
2
2099-12-31
Variable
4.3750000000
N
N
N
N
N
N
ESC GCB INTELSAT JACKS 08/23 5.5
8XJ8KF85PBKK1TLMFN29
ESC GCB INTELSAT JACKS 08/23 5.5
458ESCAA8
585000.0000000000
PA
USD
0.5900000000
0.0000000274
Long
DBT
CORP
LU
N
2
2023-08-01
Fixed
5.5000000000
N
N
N
N
N
N
ESC CB144A INTELSAT JA 07/25 9.75
8XJ8KF85PBKK1TLMFN29
ESC CB144A INTELSAT JA 07/25 9.75
458ESCAC4
900000.0000000000
PA
USD
0.9000000000
0.0000000417
Long
DBT
CORP
LU
N
2
2025-07-15
Fixed
9.7500000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC COMPANY GUAR 144A 12/29 5.5
737446AP9
296000.0000000000
PA
USD
266790.7200000000
0.0123705239
Long
DBT
CORP
US
Y
2
2029-12-15
Fixed
5.5000000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC COMPANY GUAR 144A 04/30 4.625
737446AQ7
146000.0000000000
PA
USD
123507.2400000000
0.0057267707
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
4.6250000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR
06055HAB9
144000.0000000000
PA
USD
136533.6000000000
0.0063307755
Long
DBT
CORP
US
N
2
2099-12-31
Variable
6.1250000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL JR SUBORDINA 12/99 VAR
06368B5P9
145000.0000000000
PA
USD
123274.6500000000
0.0057159860
Long
DBT
CORP
CA
N
2
2099-12-31
Variable
4.8000000000
N
N
N
N
N
N
CONMED CORP
Z6C0YCECH9DCU5ZIQW84
CONMED CORP SR UNSECURED 144A 06/27 2.25
207410AG6
4640000.0000000000
PA
USD
4058144.0000000000
0.1881675924
Long
DBT
CORP
US
Y
2
2027-06-15
Fixed
2.2500000000
N
N
N
N
Y
CONMED CORP
CONMED CORP
USD
XXXX
N
N
N
CONSOLIDATED COMMUNICATI
549300WW675Y48HDVX34
CONSOLIDATED COMMUNICATI SR SECURED 144A 10/28 6.5
20903XAF0
1815000.0000000000
PA
USD
1493363.8500000000
0.0692441373
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
6.5000000000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
INTERNATIONAL GAME TECH SR SECURED 144A 01/27 6.25
460599AD5
1500000.0000000000
PA
USD
1487535.0000000000
0.0689738658
Long
DBT
CORP
GB
Y
2
2027-01-15
Fixed
6.2500000000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
INTERNATIONAL GAME TECH SR SECURED 144A 04/26 4.125
460599AF0
400000.0000000000
PA
USD
371384.0000000000
0.0172202941
Long
DBT
CORP
GB
Y
2
2026-04-15
Fixed
4.1250000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
N/A
CONTINENTAL RESOURCES COMPANY GUAR 144A 01/31 5.75
212015AT8
610000.0000000000
PA
USD
555630.7000000000
0.0257634256
Long
DBT
CORP
US
Y
2
2031-01-15
Fixed
5.7500000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
N/A
CONTINENTAL RESOURCES COMPANY GUAR 144A 04/32 2.875
212015AV3
300000.0000000000
PA
USD
219834.0000000000
0.0101932397
Long
DBT
CORP
US
Y
2
2032-04-01
Fixed
2.8750000000
N
N
N
N
N
N
PREMIER ENTERTAINMENT SU
N/A
PREMIER ENTERTAINMENT SU COMPANY GUAR 144A 09/29 5.625
74052HAA2
1670000.0000000000
PA
USD
1245035.1000000000
0.0577296560
Long
DBT
CORP
US
Y
2
2029-09-01
Fixed
5.6250000000
N
N
N
N
N
N
PRESTIGE BRANDS INC
549300JBVP4J6D42I235
PRESTIGE BRANDS INC COMPANY GUAR 144A 04/31 3.75
74112BAM7
1124000.0000000000
PA
USD
905494.4000000000
0.0419858687
Long
DBT
CORP
US
Y
2
2031-04-01
Fixed
3.7500000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
BANK OF NY MELLON CORP JR SUBORDINA 12/99 VAR
064058AH3
400000.0000000000
PA
USD
383184.0000000000
0.0177674352
Long
EP
CORP
US
N
2
2099-12-31
Variable
4.7000000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
BANK OF NY MELLON CORP JR SUBORDINA 12/99 VAR
064058AL4
651000.0000000000
PA
USD
500280.4800000000
0.0231969525
Long
EP
CORP
US
N
2
2099-12-31
Variable
3.7500000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP MLP
29273V100
82935.0000000000
NS
USD
1059079.9500000000
0.0491073073
Long
DBT
CORP
US
N
1
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP PREFERRED STOCK VAR
29273V506
12420.0000000000
NS
USD
283921.2000000000
0.0131648282
Long
EP
CORP
US
N
1
2049-12-31
Variable
0.0000000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
N/A
COREBRIDGE FINANCIAL INC JR SUBORDINA 144A 12/52 VAR
21871XAN9
70000.0000000000
PA
USD
62981.8000000000
0.0029203335
Long
DBT
CORP
US
Y
2
2052-12-15
Variable
6.8750000000
N
N
N
N
N
N
CREDIT ACCEPTANC
N/A
CREDIT ACCEPTANC COMPANY GUAR 03/26 6.625
225310AM3
1500000.0000000000
PA
USD
1421910.0000000000
0.0659309727
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.6250000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA JR SUBORDINA 10/81 VAR
0641598N9
240000.0000000000
PA
USD
171043.2000000000
0.0079309130
Long
DBT
CORP
CA
N
2
2081-10-27
Variable
3.6250000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA JR SUBORDINA 12/99 VAR
064159VJ2
220000.0000000000
PA
USD
205209.4000000000
0.0095151278
Long
DBT
CORP
CA
N
2
2099-12-31
Variable
4.9000000000
N
N
N
N
N
N
CREDIT ACCEPTANC
N/A
CREDIT ACCEPTANC COMPANY GUAR 144A 12/24 5.125
225310AN1
1092000.0000000000
PA
USD
1028030.6400000000
0.0476676161
Long
DBT
CORP
US
Y
2
2024-12-31
Fixed
5.1250000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG JR SUBORDINA 144A 12/49 VAR
22546DAB2
200000.0000000000
PA
USD
182302.0000000000
0.0084529599
Long
DBT
CORP
CH
Y
2
2049-12-29
Variable
7.5000000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FINANCIAL INC JR SUBORDINA 10/50 VAR
744320BH4
124000.0000000000
PA
USD
96846.4800000000
0.0044905674
Long
DBT
CORP
US
N
2
2050-10-01
Variable
3.7000000000
N
N
N
N
N
N
QVC INC
549300WBLU5NKPX5X472
QVC INC SR SECURED 09/28 4.375
747262AZ6
709000.0000000000
PA
USD
514741.0900000000
0.0238674605
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
4.3750000000
N
N
N
N
N
N
CYBERARK SOFTWARE LTD
529900YEXNDM894PWS93
CYBERARK SOFTWARE LTD SR UNSECURED 11/24 0.00000
23248VAB1
11905000.0000000000
PA
USD
13958493.4500000000
0.6472259501
Long
DBT
CORP
IL
N
2
2024-11-15
Fixed
0.0000000000
N
N
N
N
Y
CYBERARK SOFTWARE LTD
CYBERARK SOFTWARE LTD
USD
XXXX
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP MIDSTREAM OPERATING COMPANY GUAR 144A 05/43 VAR
23311RAH9
1950000.0000000000
PA
USD
1885221.0000000000
0.0874137282
Long
DBT
CORP
US
Y
2
2043-05-21
Variable
5.8500000000
N
N
N
N
N
N
STONEX GROUP INC
549300JUF07L8VF02M60
STONEX GROUP INC SR SECURED 144A 06/25 8.625
46116VAE5
1225000.0000000000
PA
USD
1211231.0000000000
0.0561622311
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
8.6250000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC COMPANY GUAR 144A 03/28 5.25
46284VAE1
2470000.0000000000
PA
USD
2276821.3000000000
0.1055714096
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
5.2500000000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
ROCKETMTGE CO ISSUER INC COMPANY GUAR 144A 03/29 3.625
74841CAA9
555000.0000000000
PA
USD
430685.5500000000
0.0199699821
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
3.6250000000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
ROCKETMTGE CO ISSUER INC COMPANY GUAR 144A 03/31 3.875
74841CAB7
560000.0000000000
PA
USD
417771.2000000000
0.0193711709
Long
DBT
CORP
US
Y
2
2031-03-01
Fixed
3.8750000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT MIDSTREAM INC COMPANY GUAR 144A 06/29 4.125
23345MAA5
626000.0000000000
PA
USD
541865.6000000000
0.0251251669
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.1250000000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
DANA INC SR UNSECURED 09/30 4.25
235825AH9
985000.0000000000
PA
USD
790541.3000000000
0.0366557355
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
4.2500000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS PARTNERS LP
K4CDIF4M54DJZ6TB4Q48
ENTERPRISE PRODUCTS PARTNERS MLP
293792107
49155.0000000000
NS
USD
1241163.7500000000
0.0575501497
Long
DBT
CORP
US
N
1
N
N
N
FIRST CITIZENS BANCSHARE
549300N3Z00ZHE2XC526
FIRST CITIZENS BANCSHARE PREFERRED STOCK 5.625
31959X202
1201.0000000000
NS
USD
24092.0600000000
0.0011170981
Long
EP
CORP
US
N
1
2049-12-31
Fixed
0.0000000000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
DANA INC SR UNSECURED 02/32 4.5
235825AJ5
596000.0000000000
PA
USD
455171.1600000000
0.0211053283
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
4.5000000000
N
N
N
N
N
N
DATADOG INC
549300F6JNO0KRPO1K63
DATADOG INC SR UNSECURED 06/25 0.125
23804LAB9
2015000.0000000000
PA
USD
2300928.5000000000
0.1066892097
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.1250000000
N
N
N
N
Y
DATADOG INC
DATADOG INC
USD
XXXX
N
N
N
RHP HOTEL PPTY/RHP FINAN
N/A
RHP HOTEL PPTY/RHP FINAN COMPANY GUAR 144A 02/29 4.5
749571AG0
1355000.0000000000
PA
USD
1189690.0000000000
0.0551634203
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
4.5000000000
N
N
N
N
N
N
RLJ LODGING TRUST LP
549300RX5I8Z6I6LDZ74
RLJ LODGING TRUST LP SR SECURED 144A 07/26 3.75
74965LAA9
894000.0000000000
PA
USD
819413.5800000000
0.0379944823
Long
DBT
CORP
US
Y
2
2026-07-01
Fixed
3.7500000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA/FOOD/FINANCE SR UNSECURED 144A 01/30 5.5
46590XAB2
1770000.0000000000
PA
USD
1618753.5000000000
0.0750581913
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
5.5000000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA/FOOD/FINANCE COMPANY GUAR 144A 02/28 5.125
46590XAG1
1340000.0000000000
PA
USD
1256116.0000000000
0.0582434540
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.1250000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC JR SUBORDINA 12/99 VAR
06738EBT1
220000.0000000000
PA
USD
146634.4000000000
0.0067991284
Long
DBT
CORP
GB
N
2
2099-12-31
Variable
4.3750000000
N
N
N
N
N
N
BARCLAYS PLC
N/A
BARCLAYS PLC JR SUBORDINA 12/99 8
06738EBX2
275000.0000000000
PA
USD
247478.0000000000
0.0114750338
Long
DBT
CORP
GB
N
2
2099-12-31
Fixed
8.0000000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC SR SECURED 144A 02/27 6.125
071734AP2
447000.0000000000
PA
USD
295489.3500000000
0.0137012190
Long
DBT
CORP
CA
Y
2
2027-02-01
Fixed
6.1250000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
N/A
BAUSCH HEALTH COS INC SR SECURED 144A 09/28 11
071734AQ0
2369999.5400000000
PA
USD
1853481.8400000000
0.0859420502
Long
DBT
CORP
CA
Y
2
2028-09-30
Fixed
11.0000000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
N/A
BAUSCH HEALTH COS INC SECURED 144A 10/30 14
071734AR8
468999.7900000000
PA
USD
269229.3300000000
0.0124835971
Long
DBT
CORP
CA
Y
2
2030-10-15
Fixed
14.0000000000
N
N
N
N
N
N
BEACON ROOFING SUPPLY IN
549300HDXQWWCBOYXP31
BEACON ROOFING SUPPLY IN COMPANY GUAR 144A 05/29 4.125
073685AH2
937000.0000000000
PA
USD
776520.0100000000
0.0360055978
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
4.1250000000
N
N
N
N
N
N
JW ALUMINUM CONT CAST CO
5493008HJ8BWQC8XAF08
JW ALUMINUM CONT CAST CO SR SECURED 144A 06/26 10.25
46648XAA6
900000.0000000000
PA
USD
918000.0000000000
0.0425657270
Long
DBT
CORP
US
Y
2
2026-06-01
Fixed
10.2500000000
N
N
N
N
N
N
JAZZ INVESTMENTS I LTD
N/A
JAZZ INVESTMENTS I LTD COMPANY GUAR 06/26 2
472145AF8
15740000.0000000000
PA
USD
17713481.2000000000
0.8213368255
Long
DBT
CORP
BM
N
2
2026-06-15
Fixed
2.0000000000
N
N
N
N
Y
JAZZ INVESTMENTS I LTD
JAZZ INVESTMENTS I LTD
USD
XXXX
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DAVITA INC COMPANY GUAR 144A 06/30 4.625
23918KAS7
2381000.0000000000
PA
USD
1859037.1800000000
0.0861996396
Long
DBT
CORP
US
Y
2
2030-06-01
Fixed
4.6250000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DAVITA INC COMPANY GUAR 144A 02/31 3.75
23918KAT5
1395000.0000000000
PA
USD
1013495.4000000000
0.0469936477
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.7500000000
N
N
N
N
N
N
BILL.COM HOLDINGS INC
549300IBF9VZZIGOZW63
BILL.COM HOLDINGS INC SR UNSECURED 12/25 0.00000
090043AB6
3535000.0000000000
PA
USD
3933429.8500000000
0.1823848599
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
0.0000000000
N
N
N
N
Y
BILL.COM HOLDINGS INC
BILL.COM HOLDINGS INC
USD
XXXX
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
BOOZ ALLEN HAMILTON INC COMPANY GUAR 144A 07/29 4
09951LAB9
596000.0000000000
PA
USD
522423.8000000000
0.0242236916
Long
DBT
CORP
US
Y
2
2029-07-01
Fixed
4.0000000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
DELL INT LLC / EMC CORP SR UNSECURED 06/26 6.02
24703TAD8
1405000.0000000000
PA
USD
1403749.5500000000
0.0650889109
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.0200000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
DELL INT LLC / EMC CORP SR UNSECURED 07/27 6.1
24703TAF3
646000.0000000000
PA
USD
647653.7600000000
0.0300303411
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.1000000000
N
N
N
N
N
N
BRITISH AIR 21-1 B PTT
N/A
BRITISH AIR 21 1 B PTT PASS THRU CE 144A 03/33 3.9
11042CAB6
1342047.1800000000
PA
USD
1076751.2900000000
0.0499266901
Long
DBT
CORP
US
Y
2
2033-03-15
Fixed
3.9000000000
N
N
N
N
N
N
BROADSTREET PARTNERS INC
549300BS9N54G8DD0R75
BROADSTREET PARTNERS INC SR UNSECURED 144A 04/29 5.875
11135RAA3
2379000.0000000000
PA
USD
1925110.5900000000
0.0892633245
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
5.8750000000
N
N
N
N
N
N
SKYMILES IP LTD.
2549008L7P4I8VB90936
SKYMILES IP LTD. 2020 SKYMILES TERM LOAN B
24736CBS2
1300000.0000000000
PA
USD
1313819.0000000000
0.0609190206
Long
LON
CORP
US
N
2
2027-10-20
Floating
0.0000000000
N
N
N
N
N
N
DELUXE CORP
KWGNKB8TX9LE5TV29231
DELUXE CORP COMPANY GUAR 144A 06/29 8
248019AU5
1565000.0000000000
PA
USD
1311203.9500000000
0.0607977663
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
8.0000000000
N
N
N
N
N
N
FIRST REPUBLIC BANK
YWC0TIKBQM2JV8L4IV08
FIRST REPUBLIC BANK PREFERRED STOCK 4
33616C720
5475.0000000000
NS
USD
82179.7500000000
0.0038105020
Long
EP
CORP
US
N
1
2049-12-31
Fixed
0.0000000000
N
N
N
N
N
N
FIRST REPUBLIC BANK
YWC0TIKBQM2JV8L4IV08
FIRST REPUBLIC BANK PREFERRED STOCK 4.125
33616C761
1943.0000000000
NS
USD
29980.4900000000
0.0013901322
Long
EP
CORP
US
N
1
2049-12-31
Fixed
0.0000000000
N
N
N
N
N
N
BROOKFIELD PPTY REIT INC
N/A
BROOKFIELD PPTY REIT INC SR SECURED 144A 05/26 5.75
11284DAA3
1547000.0000000000
PA
USD
1440721.1000000000
0.0668032038
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
5.7500000000
N
N
N
N
N
N
BROOKFIELD PPTY REIT INC
N/A
BROOKFIELD PPTY REIT INC SR SECURED 144A 04/27 4.5
11284DAC9
2380000.0000000000
PA
USD
2035161.8000000000
0.0943661674
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
4.5000000000
N
N
N
N
N
N
DIAMOND FRGN/DIAMOND FIN
N/A
DIAMOND FRGN/DIAMOND FIN SR SECURED 04/27 9
25260WAC5
11988.0000000000
PA
USD
11077.2700000000
0.0005136297
Long
DBT
CORP
KY
N
2
2027-04-22
Fixed
9.0000000000
N
N
N
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
DIAMOND SPORTS GR/DIAMON COMPANY GUAR 144A 08/27 6.625
25277LAC0
825000.0000000000
PA
USD
43106.2500000000
0.0019987460
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
6.6250000000
N
N
N
N
N
N
FORD MOTOR COMPANY
N/A
FORD MOTOR COMPANY PREFERRED STOCK 08/62 6.5
345370811
2764.0000000000
NS
USD
63019.2000000000
0.0029220676
Long
EP
CORP
US
N
1
2062-08-15
None
0.0000000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
FORD MOTOR COMPANY PREFERRED STOCK 06/59 6.2
345370845
2835.0000000000
NS
USD
64751.4000000000
0.0030023861
Long
EP
CORP
US
N
1
2059-06-01
Fixed
0.0000000000
N
N
N
N
N
N
QURATE RETAIL INC
549300PSXEKU4PHLCR04
QURATE RETAIL INC PREFERRED STOCK 03/31 8
74915M308
605.0000000000
NS
USD
29173.1000000000
0.0013526952
Long
EP
CORP
US
N
1
2031-03-15
Fixed
0.0000000000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP COMMON STOCK USD1.0
75513E101
334130.0000000000
NS
USD
31682206.6000000000
1.4690372096
Long
EC
CORP
US
N
1
N
N
N
JAZZ SECURITIES DAC
6354009DV8VV7K6KOO02
JAZZ SECURITIES DAC SR SECURED 144A 01/29 4.375
47216FAA5
350000.0000000000
PA
USD
310768.5000000000
0.0144096810
Long
DBT
CORP
IE
Y
2
2029-01-15
Fixed
4.3750000000
N
N
N
N
N
N
JEFFERIES FIN LLC / JFIN
N/A
JEFFERIES FIN LLC / JFIN SR UNSECURED 144A 08/28 5
47232MAF9
3000000.0000000000
PA
USD
2361180.0000000000
0.1094829449
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
5.0000000000
N
N
N
N
N
N
BUCKEYE PARTNERS LP
549300C1PQJLVEIUBK50
BUCKEYE PARTNERS LP SR UNSECURED 11/43 5.85
118230AM3
600000.0000000000
PA
USD
453318.0000000000
0.0210194011
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.8500000000
N
N
N
N
N
N
BURFORD CAPITAL GLBL FIN
549300JVAOO67CSCH406
BURFORD CAPITAL GLBL FIN COMPANY GUAR 144A 04/30 6.875
12116LAC3
1200000.0000000000
PA
USD
1049400.0000000000
0.0486584684
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
6.8750000000
N
N
N
N
N
N
PACTIV EVERGREEN GROUP
N/A
PACTIV EVERGREEN GROUP SR SECURED 144A 10/27 4
76174LAA1
1375000.0000000000
PA
USD
1218593.7500000000
0.0565036263
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
4.0000000000
N
N
N
N
N
N
ROCKCLIFF ENERGY II LLC
5493007AZNVKZ5HEMT23
ROCKCLIFF ENERGY II LLC SR UNSECURED 144A 10/29 5.5
77289KAA3
1670000.0000000000
PA
USD
1492879.8000000000
0.0692216929
Long
DBT
CORP
US
Y
2
2029-10-15
Fixed
5.5000000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 05/27 5.125
1248EPBT9
3900000.0000000000
PA
USD
3617250.0000000000
0.1677242660
Long
DBT
CORP
US
Y
2
2027-05-01
Fixed
5.1250000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 02/28 5
1248EPBX0
620000.0000000000
PA
USD
560132.8000000000
0.0259721785
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.0000000000
N
N
N
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
DIAMOND SPORTS GR/DIAMON SECURED 144A 08/26 5.375
25277LAF3
656000.0000000000
PA
USD
132033.1200000000
0.0061220978
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
5.3750000000
N
N
N
N
N
N
DIRECTV FINANCING LLC
N/A
DIRECTV FINANCING LLC TERM LOAN
25460HAB8
1731210.9900000000
PA
USD
1654172.1000000000
0.0767004772
Long
LON
CORP
US
N
2
2027-08-02
Floating
0.0000000000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
ROCKETMTGE CO ISSUER INC COMPANY GUAR 144A 10/26 2.875
77313LAA1
275000.0000000000
PA
USD
230714.0000000000
0.0106977224
Long
DBT
CORP
US
Y
2
2026-10-15
Fixed
2.8750000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
ROGERS COMMUNICATIONS IN SUBORDINATED 144A 03/82 VAR
775109BS9
135000.0000000000
PA
USD
118411.2000000000
0.0054904780
Long
DBT
CORP
CA
Y
2
2082-03-15
Variable
5.2500000000
N
N
N
N
N
N
JELD-WEN INC
549300XWE6NM0N1HFW16
JELD WEN INC COMPANY GUAR 144A 12/25 4.625
475795AC4
1450000.0000000000
PA
USD
1207618.0000000000
0.0559947039
Long
DBT
CORP
US
Y
2
2025-12-15
Fixed
4.6250000000
N
N
N
N
N
N
JETBLUE 2020-1 CLASS B
N/A
JETBLUE 2020 1 CLASS B PASS THRU CE 05/30 7.75
477164AB3
956520.0000000000
PA
USD
933238.3000000000
0.0432722949
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
7.7500000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
FREEPORT MCMORAN INC COMMON STOCK USD.1
35671D857
214585.0000000000
NS
USD
6800198.6500000000
0.3153108928
Long
EC
CORP
US
N
1
N
N
N
FRONTIER COMMUNICATIONS PARENT INC
N/A
FRONTIER COMMUNICATIONS PARE COMMON STOCK USD.25
35909D109
2.0000000000
NS
USD
46.8400000000
0.0000021719
Long
EC
CORP
US
N
1
N
N
N
SCIL IV LLC / SCIL USA H
N/A
SCIL IV LLC / SCIL USA H SR SECURED 144A 11/26 5.375
78397UAA8
800000.0000000000
PA
USD
640072.0000000000
0.0296787909
Long
DBT
CORP
US
Y
2
2026-11-01
Fixed
5.3750000000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB FINANCIAL GROUP JR SUBORDINA 12/99 VAR
78486QAG6
224000.0000000000
PA
USD
140374.0800000000
0.0065088505
Long
EP
CORP
US
N
2
2099-12-31
Variable
4.1000000000
N
N
N
N
N
N
DIRECTV FIN LLC/COINC
N/A
DIRECTV FIN LLC/COINC SR SECURED 144A 08/27 5.875
25461LAA0
1633000.0000000000
PA
USD
1471349.3300000000
0.0682233703
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.8750000000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
DISCOVER FINANCIAL SVS JR SUBORDINA 12/99 VAR
254709AN8
135000.0000000000
PA
USD
105957.4500000000
0.0049130239
Long
EP
CORP
US
N
2
2099-12-31
Variable
5.5000000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO COMMON STOCK USD.01
369604301
104568.0000000000
NS
USD
8136436.0800000000
0.3772694089
Long
EC
CORP
US
N
1
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
GENERAL MOTORS CO COMMON STOCK USD.01
37045V100
243463.0000000000
NS
USD
9555922.7500000000
0.4430880169
Long
EC
CORP
US
N
1
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
DISCOVER FINANCIAL SVS JR SUBORDINA 12/99 VAR
254709AQ1
245000.0000000000
PA
USD
238103.2500000000
0.0110403463
Long
EP
CORP
US
N
2
2099-12-31
Variable
6.1250000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH NETWORK CORP SR UNSECURED 08/26 3.375
25470MAB5
13435000.0000000000
PA
USD
9311664.1500000000
0.4317622599
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.3750000000
N
N
N
N
Y
DISH NETWORK CORP
DISH NETWORK CORP
USD
XXXX
N
N
N
JOHN BEAN TECHNOLOGIES C
5493007CT6ATBZ2L6826
JOHN BEAN TECHNOLOGIES C SR UNSECURED 05/26 0.25
477839AB0
13520000.0000000000
PA
USD
11539184.8000000000
0.5350477021
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.2500000000
N
N
N
N
Y
JOHN BEAN TECHNOLOGIES C
JOHN BEAN TECHNOLOGIES C
USD
XXXX
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO JR SUBORDINA 12/99 VAR
48128BAN1
1100000.0000000000
PA
USD
907225.0000000000
0.0420661130
Long
EP
CORP
US
N
2
2099-12-31
Variable
3.6500000000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB FINANCIAL GROUP JR SUBORDINA 12/99 VAR
78486QAJ0
619000.0000000000
PA
USD
436005.0300000000
0.0202166352
Long
EP
CORP
US
N
2
2099-12-31
Variable
4.0000000000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB FINANCIAL GROUP JR SUBORDINA 12/99 VAR
78486QAP6
133000.0000000000
PA
USD
89383.9800000000
0.0041445469
Long
EP
CORP
US
N
2
2099-12-31
Variable
4.2500000000
N
N
N
N
N
N
KBR INC
254900OFQDXZRKRCV808
KBR INC COMPANY GUAR 144A 09/28 4.75
48242WAC0
1315000.0000000000
PA
USD
1154307.0000000000
0.0535227851
Long
DBT
CORP
US
Y
2
2028-09-30
Fixed
4.7500000000
N
N
N
N
N
N
KAISER ALUMINUM CORP
N/A
KAISER ALUMINUM CORP COMPANY GUAR 144A 03/28 4.625
483007AJ9
1350000.0000000000
PA
USD
1182046.5000000000
0.0548090073
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
4.6250000000
N
N
N
N
N
N
KAISER ALUMINUM CORP
N/A
KAISER ALUMINUM CORP COMPANY GUAR 144A 06/31 4.5
483007AL4
149000.0000000000
PA
USD
117134.8600000000
0.0054312968
Long
DBT
CORP
US
Y
2
2031-06-01
Fixed
4.5000000000
N
N
N
N
N
N
KEN GARFF AUTOMOTIVE LLC
N/A
KEN GARFF AUTOMOTIVE LLC SR UNSECURED 144A 09/28 4.875
48850PAA2
1940000.0000000000
PA
USD
1626903.4000000000
0.0754360850
Long
DBT
CORP
US
Y
2
2028-09-15
Fixed
4.8750000000
N
N
N
N
N
N
BATH & BODY WORKS INC
GR3KVMWVCR54YWQNXU90
BATH + BODY WORKS INC COMPANY GUAR 11/35 6.875
501797AL8
1475000.0000000000
PA
USD
1255416.7500000000
0.0582110313
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
6.8750000000
N
N
N
N
N
N
BATH & BODY WORKS INC
GR3KVMWVCR54YWQNXU90
BATH + BODY WORKS INC COMPANY GUAR 01/27 6.694
501797AQ7
1577000.0000000000
PA
USD
1490675.0200000000
0.0691194619
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.6940000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH NETWORK CORP SR UNSECURED 03/24 2.375
25470MAD1
1779000.0000000000
PA
USD
1623337.5000000000
0.0752707418
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
2.3750000000
N
N
N
N
Y
DISH NETWORK CORP
DISH NETWORK CORP
USD
XXXX
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH NETWORK CORP SR UNSECURED 12/25 0.00000
25470MAF6
5295000.0000000000
PA
USD
3592075.0500000000
0.1665569566
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.0000000000
N
N
N
N
Y
DISH NETWORK CORP
DISH NETWORK CORP
USD
XXXX
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
GILEAD SCIENCES INC COMMON STOCK USD.001
375558103
118660.0000000000
NS
USD
9310063.6000000000
0.4316880458
Long
EC
CORP
US
N
1
N
N
N
GLOBAL NET LEASE INC
549300NUYANCT5SU8Z65
GLOBAL NET LEASE INC PUBLIC USD25.0
379378409
3625.0000000000
NS
USD
72971.2500000000
0.0033835232
Long
EP
CORP
US
N
1
2049-12-31
Fixed
6.875
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS CORP COMPANY GUAR 07/26 7.75
25470XAY1
926000.0000000000
PA
USD
783507.1200000000
0.0363295754
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.7500000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS CORP COMPANY GUAR 07/28 7.375
25470XBB0
739000.0000000000
PA
USD
562578.5300000000
0.0260855819
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.3750000000
N
N
N
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR SR SECURED FIN DAC SR SECURED 144A 10/27 6.75
50201DAA1
1480000.0000000000
PA
USD
1381432.0000000000
0.0640540931
Long
DBT
CORP
IE
Y
2
2027-10-15
Fixed
6.7500000000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL HOLDINGS INC COMPANY GUAR 144A 03/29 4
50212YAD6
892000.0000000000
PA
USD
782105.6000000000
0.0362645899
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
4.0000000000
N
N
N
N
N
N
GULFPORT ENERGY CORP
254900DJRGZBUZ3F5038
GULFPORT ENERGY CORP PREFERRED STOCK
402635601
28.0000000000
NS
USD
175420.0000000000
0.0081338560
Long
DBT
CORP
US
N
2
2026-05-17
Fixed
0.0000000000
N
N
N
N
N
GULFPORT ENERGY CORP
GULFPORT ENERGY CORP
USD
XXXX
N
N
N
HESS CORP
UASVRYNXNK17ULIGK870
HESS CORP COMMON STOCK USD1.0
42809H107
70690.0000000000
NS
USD
9972945.2000000000
0.4624244698
Long
EC
CORP
US
N
1
N
N
N
LSF11 A5 HOLDCO LLC
254900FPK7P5WNA66Y10
LSF11 A5 HOLDCO LLC TERM LOAN
50216YAB6
597000.0000000000
PA
USD
569388.7500000000
0.0264013574
Long
LON
CORP
US
N
2
2028-10-15
Floating
0.0000000000
N
N
N
N
N
N
LIFE TIME FITNESS INC
549300PALKE96VYH4X17
LIFE TIME FITNESS INC 2021 TERM LOAN B
50218KAG3
402389.7100000000
PA
USD
397719.9800000000
0.0184414380
Long
LON
CORP
US
N
2
2024-12-16
Floating
0.0000000000
N
N
N
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
LADDER CAP FIN LLLP/CORP COMPANY GUAR 144A 10/25 5.25
505742AG1
2306000.0000000000
PA
USD
2128968.3800000000
0.0987157810
Long
DBT
CORP
US
Y
2
2025-10-01
Fixed
5.2500000000
N
N
N
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
LADDER CAP FIN LLLP/CORP COMPANY GUAR 144A 06/29 4.75
505742AP1
596000.0000000000
PA
USD
477026.4800000000
0.0221187134
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.7500000000
N
N
N
N
N
N
REINSURANCE GRP OF AMER
N/A
REINSURANCE GRP OF AMER PREFFERD STOCK
759351885
11100.0000000000
NS
USD
281163.0000000000
0.0130369363
Long
DBT
CORP
US
N
1
N
N
N
SCHLUMBERGER NV
213800ZUA17OK3QLGM62
SCHLUMBERGER LTD COMMON STOCK USD.01
806857108
178725.0000000000
NS
USD
9299061.7500000000
0.4311779131
Long
EC
CORP
CW
N
1
N
N
N
LAND O'LAKES INC
4ONCJWH5BBCYSJIJYX61
LAND O LAKES INC JR SUBORDINA 144A 12/99 7
514666AN6
125000.0000000000
PA
USD
114703.7500000000
0.0053185714
Long
EP
CORP
US
Y
2
2099-12-31
Fixed
7.0000000000
N
N
N
N
N
N
LAREDO PETROLEUM INC
549300X0PTWU2QSLSL14
LAREDO PETROLEUM INC COMPANY GUAR 01/25 9.5
516806AF3
604000.0000000000
PA
USD
605322.7600000000
0.0280675418
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
9.5000000000
N
N
N
N
N
N
HOME DEPOT INC/THE
QEKMOTMBBKA8I816DO57
HOME DEPOT INC COMMON STOCK USD.05
437076102
52240.0000000000
NS
USD
15469831.2000000000
0.7173034993
Long
EC
CORP
US
N
1
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
HUMANA INC COMMON STOCK USD.1666666
444859102
36675.0000000000
NS
USD
20467584.0000000000
0.9490387733
Long
EC
CORP
US
N
1
N
N
N
JB HUNT TRANSPORT SERVICES INC
549300XCD1MPI1C5GK90
HUNT (JB) TRANSPRT SVCS INC COMMON STOCK USD.01
445658107
92435.0000000000
NS
USD
15812855.4500000000
0.7332088115
Long
EC
CORP
US
N
1
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
INTUIT INC COMMON STOCK USD.01
461202103
10330.0000000000
NS
USD
4416075.0000000000
0.2047640992
Long
EC
CORP
US
N
1
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
CHARLES SCHWAB CORP JR SUBORDINA 12/99 VAR
808513BJ3
147000.0000000000
PA
USD
108906.4200000000
0.0050497614
Long
EP
CORP
US
N
2
2099-12-31
Variable
4.0000000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
CHARLES SCHWAB CORP JR SUBORDINA 12/99 VAR
808513BK0
325000.0000000000
PA
USD
265541.2500000000
0.0123125886
Long
EP
CORP
US
N
2
2099-12-31
Variable
4.0000000000
N
N
N
N
N
N
LD HOLDINGS GROUP LLC
N/A
LD HOLDINGS GROUP LLC COMPANY GUAR 144A 04/28 6.125
521088AC8
1680000.0000000000
PA
USD
942715.2000000000
0.0437117188
Long
DBT
CORP
US
Y
2
2028-04-01
Fixed
6.1250000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
LEVEL 3 FINANCING INC SR SECURED 144A 11/29 3.875
527298BQ5
597000.0000000000
PA
USD
491533.9800000000
0.0227913957
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
3.8750000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS CORP COMPANY GUAR 06/29 5.125
25470XBD6
590000.0000000000
PA
USD
400674.9000000000
0.0185784514
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.1250000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS CORP SR SECURED 144A 12/26 5.25
25470XBE4
1495000.0000000000
PA
USD
1299483.9000000000
0.0602543322
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
5.2500000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
LEVEL 3 FINANCING INC COMPANY GUAR 144A 07/28 4.25
527298BR3
1250000.0000000000
PA
USD
1031937.5000000000
0.0478487690
Long
DBT
CORP
US
Y
2
2028-07-01
Fixed
4.2500000000
N
N
N
N
N
N
LIBERTY BROADBAND CORP
549300MIX43II8JLN536
LIBERTY BROADBAND CORP SR UNSECURED 144A 09/50 2.75
530307AA5
3140000.0000000000
PA
USD
3037887.2000000000
0.1408604329
Long
DBT
CORP
US
Y
2
2050-09-30
Fixed
2.7500000000
N
N
N
N
N
LIBERTY BROADBAND CORP
LIBERTY BROADBAND CORP
USD
XXXX
N
N
N
SCIENTIFIC GAMES INTERNATIONAL INC.
RLTHESQ0RNFQJWPBJN60
SCIENTIFIC GAMES INTL INC 2022 USD TERM LOAN
80875AAT8
1396500.0000000000
PA
USD
1381082.6400000000
0.0640378940
Long
LON
CORP
US
N
2
2029-04-14
Floating
0.0000000000
N
N
N
N
N
N
SCRIPPS ESCROW INC COMPANY GUAR 144A 07/27 5.875
N/A
SCRIPPS ESCROW INC COMPANY GUAR 144A 07/27 5.875
81104PAA7
2185000.0000000000
PA
USD
1980440.3000000000
0.0918288467
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.8750000000
N
N
N
N
N
N
SCRIPPS ESCROW II INC SR SECURED 144A 01/29 3.875
N/A
SCRIPPS ESCROW II INC SR SECURED 144A 01/29 3.875
81105DAA3
591000.0000000000
PA
USD
491812.4700000000
0.0228043087
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.8750000000
N
N
N
N
N
N
SCRIPPS ESCROW II INC SR UNSECURED 144A 01/31 5.375
N/A
SCRIPPS ESCROW II INC SR UNSECURED 144A 01/31 5.375
81105DAB1
295000.0000000000
PA
USD
240059.2000000000
0.0111310396
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.3750000000
N
N
N
N
N
N
LIBERTY INTERACTIVE LLC
549300SZUIU7Z32Q0664
LIBERTY INTERACTIVE LLC SR UNSECURED 02/30 8.25
530715AJ0
1175000.0000000000
PA
USD
736877.7500000000
0.0341674697
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
8.2500000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 12/51 VAR
53079EBM5
310000.0000000000
PA
USD
235011.0000000000
0.0108969652
Long
DBT
CORP
US
Y
2
2051-12-15
Variable
4.1250000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC JR SUBORDINA 12/99 VAR
25746UDD8
250000.0000000000
PA
USD
218630.0000000000
0.0101374128
Long
EP
CORP
US
N
2
2099-12-31
Variable
4.6500000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC JR SUBORDINA 12/99 VAR
25746UDM8
133000.0000000000
PA
USD
111110.8600000000
0.0051519766
Long
EP
CORP
US
N
2
2099-12-31
Variable
4.3500000000
N
N
N
N
N
N
INVITATION HOMES INC
N/A
INVITATION HOMES INC REIT USD.01
46187W107
238392.0000000000
NS
USD
7554642.4800000000
0.3502928647
Long
CORP
US
N
1
N
N
N
KKR & CO INC
549300JOHU21WRN2Z451
KKR + CO INC PREFERRED STOCK 09/23 6
48251W401
191800.0000000000
NS
USD
11646096.0000000000
0.5400049494
Long
EP
CORP
US
N
1
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY JR SUBORDINA 12/99 VAR
816851BK4
125000.0000000000
PA
USD
114090.0000000000
0.0052901131
Long
EP
CORP
US
N
2
2099-12-31
Variable
4.8750000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY JR SUBORDINA 04/52 VAR
816851BM0
85000.0000000000
PA
USD
65050.5000000000
0.0030162547
Long
DBT
CORP
US
N
2
2052-04-01
Variable
4.1250000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP JR SUBORDINA 12/99 VAR
26441CBG9
330000.0000000000
PA
USD
296340.0000000000
0.0137406618
Long
EP
CORP
US
N
2
2099-12-31
Variable
4.8750000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP JR SUBORDINA 01/82 VAR
26441CBP9
132000.0000000000
PA
USD
93396.6000000000
0.0043306037
Long
DBT
CORP
US
N
2
2082-01-15
Variable
3.2500000000
N
N
N
N
N
N
DUN & BRADSTREET CORPORATION (THE)
RI37BMPWE56BCJ747E14
DUN + BRADSTREET CORP TERM LOAN
26483NAN0
1176326.8600000000
PA
USD
1160152.3700000000
0.0537938226
Long
LON
CORP
US
N
2
2026-02-06
Floating
0.0000000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT CORP SR UNSECURED 05/26 1.75
26884LAK5
3190000.0000000000
PA
USD
9094402.9000000000
0.4216883132
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
1.7500000000
N
N
N
N
Y
EQT CORP
EQT CORP
USD
XXXX
N
N
N
KEYCORP
N/A
KEYCORP PREFERRED STOCK VAR
493267843
5542.0000000000
NS
USD
135113.9600000000
0.0062649498
Long
EP
CORP
US
N
1
2049-12-31
Variable
0.0000000000
N
N
N
N
N
N
LAM RESEARCH CORP
549300I4GMO6D34U1T02
LAM RESEARCH CORP COMMON STOCK USD.001
512807108
23050.0000000000
NS
USD
9330179.0000000000
0.4326207545
Long
EC
CORP
US
N
1
N
N
N
LIBERTY MEDIA CORP
549300ZKUTPIBZLWLL89
LIBERTY MEDIA CORP SR UNSECURED 144A 12/50 0.5
531229AK8
2680000.0000000000
PA
USD
2870762.4000000000
0.1331112078
Long
DBT
CORP
US
Y
2
2050-12-01
Fixed
0.5000000000
N
N
N
N
Y
LIBERTY MEDIA CORP
LIBERTY MEDIA CORP
USD
XXXX
N
N
N
LIBERTY MEDIA CORP
N/A
LIBERTY MEDIA CORP SR UNSECURED 144A 08/27 2.25
531229AL6
8895000.0000000000
PA
USD
8241217.5000000000
0.3821279027
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
2.2500000000
N
N
N
N
N
LIBERTY MEDIA CORP
LIBERTY MEDIA CORP
USD
XXXX
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR PROPERTIES SR UNSECURED 08/29 3.75
26884UAF6
953000.0000000000
PA
USD
705162.8200000000
0.0326969152
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.7500000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM MIDSTREAM PARTNERS L SR UNSECURED 144A 06/27 7.5
26885BAM2
1370000.0000000000
PA
USD
1356930.2000000000
0.0629179962
Long
DBT
CORP
US
Y
2
2027-06-01
Fixed
7.5000000000
N
N
N
N
N
N
ORANGE SA
969500MCOONR8990S771
ORANGE COMMON STOCK EUR4.0
F6866T100
205085.0000000000
NS
1954031.8600000000
0.0906043429
Long
EC
CORP
FR
N
2
N
N
N
ESTEE LAUDER COS INC/THE
549300VFZ8XJ9NUPU221
ESTEE LAUDER COMPANIES CL A COMMON STOCK USD.01
518439104
36265.0000000000
NS
USD
7270769.8500000000
0.3371302885
Long
EC
CORP
US
N
1
N
N
N
SENSATA TECHNOLOGIES BV
PUCKW5P5O3XMOZVH7T53
SENSATA TECHNOLOGIES BV COMPANY GUAR 144A 04/29 4
81725WAK9
650000.0000000000
PA
USD
547729.0000000000
0.0253970404
Long
DBT
CORP
NL
Y
2
2029-04-15
Fixed
4.0000000000
N
N
N
N
N
N
SENSATA TECHNOLOGIES INC
5493002MMDDCUNV7NY90
SENSATA TECHNOLOGIES INC COMPANY GUAR 144A 02/31 3.75
81728UAB0
593000.0000000000
PA
USD
472597.2800000000
0.0219133408
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.7500000000
N
N
N
N
N
N
LIFE TIME INC
549300PALKE96VYH4X17
LIFE TIME INC SR SECURED 144A 01/26 5.75
53190FAA3
600000.0000000000
PA
USD
558750.0000000000
0.0259080610
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
5.7500000000
N
N
N
N
N
N
LIGADO NETWORKS LLC
N/A
LIGADO NETWORKS LLC SR SECURED 144A 11/23 15.5
53225HAA8
749337.0000000000
PA
USD
313799.8600000000
0.0145502388
Long
DBT
CORP
US
Y
2
2023-11-01
Fixed
15.5000000000
N
N
N
N
N
N
MGM RESORTS INTERNATIONAL
54930066VBP7DZEGGJ87
MGM RESORTS INTERNATIONAL COMMON STOCK USD.01
552953101
245080.0000000000
NS
USD
8717495.6000000000
0.4042119153
Long
EC
CORP
US
N
1
N
N
N
MAGELLAN MIDSTREAM PARTNERS LP
MZF5TI8NFVZZNUSKDL39
MAGELLAN MIDSTREAM PARTNERS MLP
559080106
15860.0000000000
NS
USD
855647.0000000000
0.0396745497
Long
DBT
CORP
US
N
1
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
MARATHON PETROLEUM CORP COMMON STOCK USD.01
56585A102
100220.0000000000
NS
USD
11386996.4000000000
0.5279910465
Long
EC
CORP
US
N
1
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
MARSH + MCLENNAN COS COMMON STOCK USD1.0
571748102
99675.0000000000
NS
USD
16096515.7500000000
0.7463615423
Long
EC
CORP
US
N
1
N
N
N
SILICON LABORATORIES INC
4PRDF8Q9TDHRVZKZSZ47
SILICON LABORATORIES INC SR UNSECURED 06/25 0.625
826919AD4
3524000.0000000000
PA
USD
3997308.4400000000
0.1853467756
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.6250000000
N
N
N
N
Y
SILICON LABORATORIES INC
SILICON LABORATORIES INC
USD
XXXX
N
N
N
SILGAN HOLDINGS INC
KAF673KJXD92C8KSLU49
SILGAN HOLDINGS INC COMPANY GUAR 02/28 4.125
827048AW9
1328000.0000000000
PA
USD
1217497.1200000000
0.0564527779
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.1250000000
N
N
N
N
N
N
EARTHSTONE ENERGY HOL
549300HGVO86L8G72J25
EARTHSTONE ENERGY HOL COMPANY GUAR 144A 04/27 8
27034RAA1
1491000.0000000000
PA
USD
1412409.3900000000
0.0654904494
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
8.0000000000
N
N
N
N
N
N
ECO MATERIAL TECH INC
N/A
ECO MATERIAL TECH INC SR SECURED 144A 01/27 7.875
27900QAA4
894000.0000000000
PA
USD
837472.3800000000
0.0388318309
Long
DBT
CORP
US
Y
2
2027-01-31
Fixed
7.8750000000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
MASTERCARD INC A COMMON STOCK USD.0001
57636Q104
72315.0000000000
NS
USD
23732336.7000000000
1.1004184817
Long
EC
CORP
US
N
1
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
MERCK + CO. INC. COMMON STOCK USD.5
58933Y105
219485.0000000000
NS
USD
22211882.0000000000
1.0299181988
Long
EC
CORP
US
N
1
N
N
N
SIMMONS FOOD INC/SIMMONS
N/A
SIMMONS FOOD INC/SIMMONS SECURED 144A 03/29 4.625
82873MAA1
1670000.0000000000
PA
USD
1395118.0000000000
0.0646886841
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
4.6250000000
N
N
N
N
N
N
SINCLAIR TELEVISION GROU
549300CQGEN0CH65UD62
SINCLAIR TELEVISION GROU SR SECURED 144A 12/30 4.125
829259BA7
891000.0000000000
PA
USD
689678.5500000000
0.0319789422
Long
DBT
CORP
US
Y
2
2030-12-01
Fixed
4.1250000000
N
N
N
N
N
N
LINDBLAD EXPEDITIONS LLC
549300MPUWOG67Y2R254
LINDBLAD EXPEDITIONS LLC SR SECURED 144A 02/27 6.75
53523LAA8
767000.0000000000
PA
USD
688175.4100000000
0.0319092447
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
6.7500000000
N
N
N
N
N
N
LITHIUM AMERICAS CORP
529900Q9ENG7EHHZ5R75
LITHIUM AMERICAS CORP SR UNSECURED 144A 01/27 1.75
53680QAB4
3525000.0000000000
PA
USD
3060828.0000000000
0.1419241494
Long
DBT
CORP
CA
Y
2
2027-01-15
Fixed
1.7500000000
N
N
N
N
N
LITHIUM AMERICAS CORP
LITHIUM AMERICAS CORP
USD
XXXX
N
N
N
EDGEWELL PERSONAL CARE
549300CY8QZDL4Z3RU59
EDGEWELL PERSONAL CARE COMPANY GUAR 144A 04/29 4.125
28035QAB8
1349000.0000000000
PA
USD
1154069.5000000000
0.0535117727
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
4.1250000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
CAESARS ENTERTAIN INC SR SECURED 144A 07/25 6.25
28470RAH5
605000.0000000000
PA
USD
591266.5000000000
0.0274157826
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
6.2500000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
UNITED RENTALS NORTH AM COMPANY GUAR 01/32 3.75
911365BP8
595000.0000000000
PA
USD
482164.2000000000
0.0223569387
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.7500000000
N
N
N
N
N
N
US CELLULAR CORP
549300B164AZXESI6E03
US CELLULAR CORP SR UNSECURED 12/33 6.7
911684AD0
1060000.0000000000
PA
USD
1010402.6000000000
0.0468502410
Long
DBT
CORP
US
N
2
2033-12-15
Fixed
6.7000000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC COMPANY GUAR 144A 07/29 5.5
82967NBC1
1500000.0000000000
PA
USD
1385175.0000000000
0.0642276481
Long
DBT
CORP
US
Y
2
2029-07-01
Fixed
5.5000000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC COMPANY GUAR 144A 07/28 4
82967NBJ6
885000.0000000000
PA
USD
764719.6500000000
0.0354584400
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
4.0000000000
N
N
N
N
N
N
EMBARQ CORP
N/A
EMBARQ CORP SR UNSECURED 06/36 7.995
29078EAA3
810000.0000000000
PA
USD
328779.0000000000
0.0152447899
Long
DBT
CORP
US
N
2
2036-06-01
Fixed
7.9950000000
N
N
N
N
N
N
EMBECTA CORP
549300RPG8GXVDHNXZ62
EMBECTA CORP SR SECURED 144A 02/30 5
29082KAA3
894000.0000000000
PA
USD
768196.3200000000
0.0356196458
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
5.0000000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
LIVE NATION ENTERTAINMEN SR UNSECURED 02/25 2
538034AU3
17095000.0000000000
PA
USD
17674520.5000000000
0.8195302999
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.0000000000
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 JR SUBORDINA 04/49 VAR
539439AG4
200000.0000000000
PA
USD
191340.0000000000
0.0088720329
Long
DBT
CORP
GB
N
2
2049-04-30
Variable
7.5000000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC COMPANY GUAR 144A 09/26 3.125
82967NBL1
585000.0000000000
PA
USD
523481.4000000000
0.0242727303
Long
DBT
CORP
US
Y
2
2026-09-01
Fixed
3.1250000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC COMPANY GUAR 144A 09/31 3.875
82967NBM9
298000.0000000000
PA
USD
238516.2200000000
0.0110594949
Long
DBT
CORP
US
Y
2
2031-09-01
Fixed
3.8750000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
US TREASURY N/B 03/24 2.25
91282CEG2
36945000.0000000000
PA
USD
35736350.2400000000
1.6570193138
Long
DBT
UST
US
N
2
2024-03-31
Fixed
2.2500000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
US TREASURY N/B 05/24 2.5
91282CER8
30400000.0000000000
PA
USD
29418531.1400000000
1.3640753450
Long
DBT
UST
US
N
2
2024-05-31
Fixed
2.5000000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
DELTA AIR LINES/SKYMILES SR SECURED 144A 10/28 4.75
830867AB3
295000.0000000000
PA
USD
274444.4000000000
0.0127254090
Long
DBT
CORP
US
Y
2
2028-10-20
Fixed
4.7500000000
N
N
N
N
N
N
SONIC AUTOMOTIVE INC
549300NTLRGJ2JCBZU03
SONIC AUTOMOTIVE INC COMPANY GUAR 144A 11/29 4.625
83545GBD3
1348000.0000000000
PA
USD
1061846.5600000000
0.0492355892
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
4.6250000000
N
N
N
N
N
N
EMBECTA CORP
549300RPG8GXVDHNXZ62
EMBECTA CORP SR SECURED 144A 02/30 6.75
29082KAB1
298000.0000000000
PA
USD
272869.6600000000
0.0126523916
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
6.7500000000
N
N
N
N
N
N
EMPIRE RESORTS INC
549300WBFN23L9HI5N68
EMPIRE RESORTS INC SR SECURED 144A 11/26 7.75
292052AF4
1675000.0000000000
PA
USD
1380585.2500000000
0.0640148311
Long
DBT
CORP
US
Y
2
2026-11-01
Fixed
7.7500000000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
UNITED WHOLESALE MTGE LL SR UNSECURED 144A 04/29 5.5
913229AA8
1383000.0000000000
PA
USD
1050554.4600000000
0.0487119983
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
5.5000000000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
UNITED WHOLESALE MTGE LL SR UNSECURED 144A 06/27 5.75
913229AC4
600000.0000000000
PA
USD
491964.0000000000
0.0228113348
Long
DBT
CORP
US
Y
2
2027-06-15
Fixed
5.7500000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC SUBORDINATED 07/80 VAR
29250NBC8
200000.0000000000
PA
USD
177074.0000000000
0.0082105485
Long
DBT
CORP
CA
N
2
2080-07-15
Variable
5.7500000000
N
N
N
N
N
N
ENBRIDGE INC
N/A
ENBRIDGE INC JR SUBORDINA 01/83 VAR
29250NBN4
806000.0000000000
PA
USD
769488.2000000000
0.0356795476
Long
DBT
CORP
CA
N
2
2083-01-15
Variable
7.3750000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
SOUTHERN CO JR SUBORDINA 01/51 VAR
842587DF1
247000.0000000000
PA
USD
215391.4100000000
0.0099872462
Long
DBT
CORP
US
N
2
2051-01-15
Variable
4.0000000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
SOUTHERN CO JR SUBORDINA 09/51 VAR
842587DJ3
95000.0000000000
PA
USD
75150.7000000000
0.0034845797
Long
DBT
CORP
US
N
2
2051-09-15
Variable
3.7500000000
N
N
N
N
N
N
UNITI GROUP/CSL CAPITAL
N/A
UNITI GROUP/CSL CAPITAL COMPANY GUAR 144A 02/29 6.5
91327BAA8
600000.0000000000
PA
USD
433776.0000000000
0.0201132798
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
6.5000000000
N
N
N
N
N
N
UNIVAR SOLUTIONS USA INC
5493008FTB9VZW6CVA82
UNIVAR SOLUTIONS USA INC COMPANY GUAR 144A 12/27 5.125
91337CAA4
906000.0000000000
PA
USD
839680.8000000000
0.0389342307
Long
DBT
CORP
US
Y
2
2027-12-01
Fixed
5.1250000000
N
N
N
N
N
N
M/I HOMES INC
5299005M71FH9CCSFB69
M/I HOMES INC COMPANY GUAR 02/30 3.95
55305BAV3
780000.0000000000
PA
USD
594937.2000000000
0.0275859853
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.9500000000
N
N
N
N
N
N
MPH ACQUISITION HOLDINGS
5493002WXOPRPTXWTU06
MPH ACQUISITION HOLDINGS COMPANY GUAR 144A 11/28 5.75
553283AC6
1300000.0000000000
PA
USD
1006252.0000000000
0.0466577865
Long
DBT
CORP
US
Y
2
2028-11-01
Fixed
5.7500000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
SOUTHWESTERN ENERGY CO COMPANY GUAR 02/29 5.375
845467AR0
600000.0000000000
PA
USD
559254.0000000000
0.0259314304
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.3750000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
SOUTHWESTERN ENERGY CO COMPANY GUAR 03/30 5.375
845467AS8
595000.0000000000
PA
USD
553034.6500000000
0.0256430522
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.3750000000
N
N
N
N
N
N
MPH ACQUISITION HOLDINGS
5493002WXOPRPTXWTU06
MPH ACQUISITION HOLDINGS SR SECURED 144A 09/28 5.5
553283AD4
595000.0000000000
PA
USD
516876.5000000000
0.0239664750
Long
DBT
CORP
US
Y
2
2028-09-01
Fixed
5.5000000000
N
N
N
N
N
N
MP MATERIALS CORP
N/A
MP MATERIALS CORP SR UNSECURED 144A 04/26 0.25
553368AA9
3060000.0000000000
PA
USD
2930929.2000000000
0.1359010156
Long
DBT
CORP
US
Y
2
2026-04-01
Fixed
0.2500000000
N
N
N
N
Y
MP MATERIALS CORP
MP MATERIALS CORP
USD
XXXX
N
N
N
UNIVISION COMMUNICATIONS INC.
549300YQDE2JSGTL8V47
UNIVISION COMMUNICATIONS INC 2022 FIRST LIEN TERM LOAN B
914908BD9
603487.5000000000
PA
USD
592926.4700000000
0.0274927519
Long
LON
CORP
US
N
2
2029-06-24
Floating
0.0000000000
N
N
N
N
N
N
VOC ESCROW LTD SR SECURED 144A 02/28 5
N/A
VOC ESCROW LTD SR SECURED 144A 02/28 5
91832VAA2
1200000.0000000000
PA
USD
1000644.0000000000
0.0463977553
Long
DBT
CORP
BM
N
2
2028-02-15
Fixed
5.0000000000
N
N
N
N
N
N
MIWD HLDCO II/MIWD FIN
N/A
MIWD HLDCO II/MIWD FIN COMPANY GUAR 144A 02/30 5.5
55337PAA0
1341000.0000000000
PA
USD
1047736.7100000000
0.0485813451
Long
DBT
CORP
US
Y
2
2030-02-01
Fixed
5.5000000000
N
N
N
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
MACY S RETAIL HLDGS LLC COMPANY GUAR 02/43 4.3
55616XAJ6
600000.0000000000
PA
USD
356898.0000000000
0.0165486088
Long
DBT
CORP
US
N
2
2043-02-15
Fixed
4.3000000000
N
N
N
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
MACY S RETAIL HLDGS LLC SR SECURED 144A 07/34 6.7
55617LAL6
1248000.0000000000
PA
USD
981327.3600000000
0.0455020834
Long
DBT
CORP
US
Y
2
2034-07-15
Fixed
6.7000000000
N
N
N
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
MACY S RETAIL HLDGS LLC COMPANY GUAR 144A 03/30 5.875
55617LAQ5
744000.0000000000
PA
USD
628769.2800000000
0.0291547076
Long
DBT
CORP
US
Y
2
2030-03-15
Fixed
5.8750000000
N
N
N
N
N
N
VZ SECURED FINANCING BV
549300MG611MYCOWY949
VZ SECURED FINANCING BV SR SECURED 144A 01/32 5
91845AAA3
1340000.0000000000
PA
USD
1076757.0000000000
0.0499269549
Long
DBT
CORP
NL
Y
2
2032-01-15
Fixed
5.0000000000
N
N
N
N
N
N
VECTOR GROUP LTD
549300TUIF4WWN6NDN50
VECTOR GROUP LTD SR SECURED 144A 02/29 5.75
92240MBL1
1857000.0000000000
PA
USD
1628180.4600000000
0.0754952996
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
5.7500000000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
ENCOMPASS HEALTH CORP COMPANY GUAR 02/28 4.5
29261AAA8
600000.0000000000
PA
USD
537054.0000000000
0.0249020632
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.5000000000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
ENCOMPASS HEALTH CORP COMPANY GUAR 02/30 4.75
29261AAB6
600000.0000000000
PA
USD
512016.0000000000
0.0237411038
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.7500000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
SOUTHWESTERN ENERGY CO COMPANY GUAR 02/32 4.75
845467AT6
298000.0000000000
PA
USD
258681.8800000000
0.0119945341
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.7500000000
N
N
N
N
N
N
SPANISH BROADCASTING SYS
5493005DKYB1X4C9LH64
SPANISH BROADCASTING SYS SR SECURED 144A 03/26 9.75
846425AQ9
585000.0000000000
PA
USD
361032.7500000000
0.0167403284
Long
DBT
CORP
US
Y
2
2026-03-01
Fixed
9.7500000000
N
N
N
N
N
N
MAGNOLIA OIL GAS/MAG FIN
N/A
MAGNOLIA OIL GAS/MAG FIN COMPANY GUAR 144A 08/26 6
559665AA2
1162000.0000000000
PA
USD
1135610.9800000000
0.0526558900
Long
DBT
CORP
US
Y
2
2026-08-01
Fixed
6.0000000000
N
N
N
N
N
N
MALLINCKRODT FIN/SB
N/A
MALLINCKRODT FIN/SB SECURED 144A 06/29 10
561233AK3
488000.0000000000
PA
USD
276232.4000000000
0.0128083147
Long
DBT
CORP
LU
Y
2
2029-06-15
Fixed
10.0000000000
N
N
N
N
N
N
ENERGIZER HOLDINGS INC
5493000D6NN0V57UME20
ENERGIZER HOLDINGS INC COMPANY GUAR 144A 03/29 4.375
29272WAD1
1641000.0000000000
PA
USD
1328832.5700000000
0.0616151683
Long
DBT
CORP
US
Y
2
2029-03-31
Fixed
4.3750000000
N
N
N
N
N
N
ENERGIZER HOLDINGS INC
5493000D6NN0V57UME20
ENERGIZER HOLDINGS INC COMPANY GUAR 144A 12/27 6.5
29272WAF6
298000.0000000000
PA
USD
273099.1200000000
0.0126630312
Long
DBT
CORP
US
Y
2
2027-12-31
Fixed
6.5000000000
N
N
N
N
N
N
SPEEDWAY MOT/SPEEDWAY FD
N/A
SPEEDWAY MOT/SPEEDWAY FD SR UNSECURED 144A 11/27 4.875
84779MAA2
837000.0000000000
PA
USD
732249.4500000000
0.0339528652
Long
DBT
CORP
US
Y
2
2027-11-01
Fixed
4.8750000000
N
N
N
N
N
N
SPIRIT LOYALTY KY LTD/IP
N/A
SPIRIT LOYALTY KY LTD/IP SR SECURED 144A 09/25 8
84859BAA9
735000.0000000000
PA
USD
746833.5000000000
0.0346290969
Long
DBT
CORP
KY
Y
2
2025-09-20
Fixed
8.0000000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
VENTURE GLOBAL CALCASIEU SR SECURED 144A 08/29 3.875
92328MAA1
300000.0000000000
PA
USD
259815.0000000000
0.0120470745
Long
DBT
CORP
US
Y
2
2029-08-15
Fixed
3.8750000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
VENTURE GLOBAL CALCASIEU SR SECURED 144A 08/31 4.125
92328MAB9
300000.0000000000
PA
USD
256788.0000000000
0.0119067189
Long
DBT
CORP
US
Y
2
2031-08-15
Fixed
4.1250000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
ONEMAIN FINANCE CORP COMPANY GUAR 03/26 7.125
85172FAN9
614000.0000000000
PA
USD
591742.5000000000
0.0274378537
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.1250000000
N
N
N
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
SPRINT CORP COMPANY GUAR 06/24 7.125
85207UAH8
3045000.0000000000
PA
USD
3097769.8500000000
0.1436370652
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.1250000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP JR SUBORDINA 11/66 VAR
29273RBA6
1735000.0000000000
PA
USD
1284680.7500000000
0.0595679413
Long
DBT
CORP
US
N
2
2066-11-01
Floating
5.7997900000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP JR SUBORDINA 12/99 VAR
29273VAN0
1015000.0000000000
PA
USD
874584.9000000000
0.0405526603
Long
EP
CORP
US
N
2
2099-12-31
Variable
6.5000000000
N
N
N
N
N
N
MARKEL CORP
549300SCNO12JLWIK605
MARKEL CORP JR SUBORDINA 12/99 VAR
570535AW4
240000.0000000000
PA
USD
231345.6000000000
0.0107270083
Long
EP
CORP
US
N
2
2099-12-31
Variable
6.0000000000
N
N
N
N
N
N
MARRIOTT VACATION WORLDW
549300WA6BT5H4F7IO94
MARRIOTT VACATION WORLDW COMPANY GUAR 01/26 0.00000
57164YAD9
7670000.0000000000
PA
USD
7840043.9000000000
0.3635263276
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.0000000000
N
N
N
N
Y
MARRIOTT VACATION WORLDW
MARRIOTT VACATION WORLDW
USD
XXXX
N
N
N
VERTIV GROUP CORPORATION
549300ZT8RQ5VK10E643
VERTIV GROUP CORPORATION SR SECURED 144A 11/28 4.125
92535UAB0
1191000.0000000000
PA
USD
1037063.2500000000
0.0480864393
Long
DBT
CORP
US
Y
2
2028-11-15
Fixed
4.1250000000
N
N
N
N
N
N
VIAVI SOLUTIONS INC
5493006K3E3N1QOBF092
VIAVI SOLUTIONS INC COMPANY GUAR 144A 10/29 3.75
925550AF2
1475000.0000000000
PA
USD
1226610.0000000000
0.0568753229
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
3.7500000000
N
N
N
N
N
N
ENERSYS
7ZS3DE5PN30BYUJFWP05
ENERSYS COMPANY GUAR 144A 12/27 4.375
29275YAC6
575000.0000000000
PA
USD
504758.0000000000
0.0234045656
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
4.3750000000
N
N
N
N
N
N
ENDURANCE INTERNATIONAL
549300UTQC2651SB0W88
ENDURANCE INTERNATIONAL SR UNSECURED 144A 02/29 6
29279XAA8
1472000.0000000000
PA
USD
959449.6000000000
0.0444876577
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
6.0000000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
STANDARD INDUSTRIES INC SR UNSECURED 144A 02/27 5
853496AC1
1165000.0000000000
PA
USD
1065940.0500000000
0.0494253957
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
5.0000000000
N
N
N
N
N
N
STANLEY BLACK & DECKER I
549300DJ09SMTO561131
STANLEY BLACK + DECKER I JR SUBORDINA 03/60 VAR
854502AM3
100000.0000000000
PA
USD
83218.0000000000
0.0038586434
Long
DBT
CORP
US
N
2
2060-03-15
Variable
4.0000000000
N
N
N
N
N
N
MASTEC INC
549300TMDIT8WREDOF45
MASTEC INC COMPANY GUAR 144A 08/28 4.5
576323AP4
598000.0000000000
PA
USD
529224.0200000000
0.0245390035
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.5000000000
N
N
N
N
N
N
MCLAREN FINANCE PLC
213800BKPDWMWX3GSG36
MCLAREN FINANCE PLC SR SECURED 144A 08/26 7.5
58175LAA8
1375000.0000000000
PA
USD
1104248.7500000000
0.0512016894
Long
DBT
CORP
GB
Y
2
2026-08-01
Fixed
7.5000000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
PARAMOUNT GLOBAL JR SUBORDINA 03/62 VAR
92556HAE7
740000.0000000000
PA
USD
631027.6000000000
0.0292594211
Long
DBT
CORP
US
N
2
2062-03-30
Variable
6.3750000000
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
VIKING CRUISES LTD SR SECURED 144A 05/25 13
92676XAE7
290000.0000000000
PA
USD
311912.4000000000
0.0144627212
Long
DBT
CORP
BM
Y
2
2025-05-15
Fixed
13.0000000000
N
N
N
N
N
N
MERCER INTL INC
549300Z5IAG39VRTY874
MERCER INTL INC SR UNSECURED 02/29 5.125
588056BB6
1257000.0000000000
PA
USD
1048752.8100000000
0.0486284595
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.1250000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
METLIFE INC JR SUBORDINA 12/66 6.4
59156RAP3
2990000.0000000000
PA
USD
2756421.2000000000
0.1278094471
Long
DBT
CORP
US
N
2
2066-12-15
Fixed
6.4000000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP COMPANY GUAR 144A 04/29 6.75
92735LAA0
892000.0000000000
PA
USD
880047.2000000000
0.0408059356
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
6.7500000000
N
N
N
N
N
N
VISTA OUTDOOR INC
549300QI2D33ESTJLN81
VISTA OUTDOOR INC COMPANY GUAR 144A 03/29 4.5
928377AC4
1355000.0000000000
PA
USD
1063959.5500000000
0.0493335640
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
4.5000000000
N
N
N
N
N
N
SELECTIVE INSURANCE GROU
549300R3WGJWLE40R258
SELECTIVE INSURANCE GROU PREFERRED STOCK 4.6
816300503
12387.0000000000
NS
USD
207296.4500000000
0.0096118999
Long
EP
CORP
US
N
1
2049-12-31
Fixed
0.0000000000
N
N
N
N
N
N
SERVICENOW INC
549300HJTQM36M0E1G39
SERVICENOW INC COMMON STOCK USD.001
81762P102
21845.0000000000
NS
USD
9191065.3000000000
0.4261703452
Long
EC
CORP
US
N
1
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY INC SR SUBORDINA 11/24 0.125
595017AU8
13000000.0000000000
PA
USD
13143910.0000000000
0.6094554307
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
0.1250000000
N
N
N
N
Y
MICROCHIP TECHNOLOGY INC
MICROCHIP TECHNOLOGY INC
USD
XXXX
N
N
N
MIDAS OPCO HOLDINGS LLC
N/A
MIDAS OPCO HOLDINGS LLC COMPANY GUAR 144A 08/29 5.625
59565JAA9
1045000.0000000000
PA
USD
901876.8000000000
0.0418181282
Long
DBT
CORP
US
Y
2
2029-08-15
Fixed
5.6250000000
N
N
N
N
N
N
STATION CASINOS LLC
5493004E7Q60TX54WL62
STATION CASINOS LLC COMPANY GUAR 144A 02/28 4.5
857691AG4
2430000.0000000000
PA
USD
2094805.8000000000
0.0971317341
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
4.5000000000
N
N
N
N
N
N
STERICYCLE INC
B8PTJH2P0AXSWSMP2136
STERICYCLE INC COMPANY GUAR 144A 01/29 3.875
858912AG3
957000.0000000000
PA
USD
831920.1000000000
0.0385743833
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
3.8750000000
N
N
N
N
N
N
STL HOLDING CO LLC
984500BC2I63E7F48656
STL HOLDING CO LLC SR UNSECURED 144A 02/26 7.5
861036AA9
879000.0000000000
PA
USD
766312.2000000000
0.0355322832
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
7.5000000000
N
N
N
N
N
N
SUNOCO LP/FINANCE CORP
N/A
SUNOCO LP/FINANCE CORP COMPANY GUAR 04/30 4.5
86765LAZ0
298000.0000000000
PA
USD
254465.1800000000
0.0117990146
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
4.5000000000
N
N
N
N
N
N
MIDDLEBY CORP
JDFO86U9VQRBKW5KYA35
MIDDLEBY CORP SR UNSECURED 09/25 1
596278AB7
8240000.0000000000
PA
USD
9984820.0000000000
0.4629750793
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
1.0000000000
N
N
N
N
Y
MIDDLEBY CORP
MIDDLEBY CORP
USD
XXXX
N
N
N
MIDWEST GMNG BOR/MWG FIN
N/A
MIDWEST GMNG BOR/MWG FIN SR SECURED 144A 05/29 4.875
59833DAB6
1518000.0000000000
PA
USD
1296751.5000000000
0.0601276366
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
4.8750000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
ENLINK MIDSTREAM PARTNER SR UNSECURED 07/26 4.85
29336UAF4
1285000.0000000000
PA
USD
1212243.3000000000
0.0562091693
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.8500000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
ENLINK MIDSTREAM PARTNER JR SUBORDINA 12/99 VAR
29336UAH0
1775000.0000000000
PA
USD
1366235.2500000000
0.0633494518
Long
EP
CORP
US
N
2
2099-12-31
Variable
6.0000000000
N
N
N
N
N
N
ENPHASE ENERGY INC
5493008U7KIGMI59Z314
ENPHASE ENERGY INC SR UNSECURED 03/26 0.00000
29355AAH0
7055000.0000000000
PA
USD
8666432.5500000000
0.4018442292
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
0.0000000000
N
N
N
N
Y
ENPHASE ENERGY INC
ENPHASE ENERGY INC
USD
XXXX
N
N
N
ENPHASE ENERGY INC
5493008U7KIGMI59Z314
ENPHASE ENERGY INC SR UNSECURED 03/28 0.00000
29355AAK3
12325000.0000000000
PA
USD
15875832.5000000000
0.7361289247
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.0000000000
N
N
N
N
Y
ENPHASE ENERGY INC
ENPHASE ENERGY INC
USD
XXXX
N
N
N
MILEAGE PLUS HOLDINGS LLC
N/A
MILEAGE PLUS HOLDINGS LLC 2020 TERM LOAN B
59921PAB2
1159000.0000000000
PA
USD
1185558.4900000000
0.0549718509
Long
LON
CORP
US
N
2
2027-06-21
Floating
0.0000000000
N
N
N
N
N
N
MOHEGAN GAMING & ENT
549300UB083Z2NRDHC48
MOHEGAN GAMING + ENT SECURED 144A 02/26 8
608328BH2
1649000.0000000000
PA
USD
1391871.4300000000
0.0645381475
Long
DBT
CORP
US
Y
2
2026-02-01
Fixed
8.0000000000
N
N
N
N
N
N
MOOG INC
549300WM2I4U7OBAHG07
MOOG INC COMPANY GUAR 144A 12/27 4.25
615394AM5
722000.0000000000
PA
USD
647352.4200000000
0.0300163686
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
4.2500000000
N
N
N
N
N
N
MOSS CREEK RESOURCES HLD
54930037SLMSPWKYIX36
MOSS CREEK RESOURCES HLD COMPANY GUAR 144A 01/26 7.5
61965RAA3
540000.0000000000
PA
USD
497350.8000000000
0.0230611094
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
7.5000000000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
SOUTHWEST AIRLINES CO COMMON STOCK USD1.0
844741108
152510.0000000000
NS
USD
5543738.5000000000
0.2570514813
Long
EC
CORP
US
N
1
N
N
N
SPIRIT REALTY CAPITAL IN
549300LTU6LVPZSHMJ25
SPIRIT REALTY CAPITAL IN PREFERRED STOCK 6
84860W201
3000.0000000000
NS
USD
64350.0000000000
0.0029837740
Long
EP
CORP
US
N
1
2049-12-31
Fixed
6.000
N
N
N
N
N
N
MOSS CREEK RESOURCES HLD
54930037SLMSPWKYIX36
MOSS CREEK RESOURCES HLD COMPANY GUAR 144A 05/27 10.5
61965RAB1
600000.0000000000
PA
USD
579318.0000000000
0.0268617558
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
10.5000000000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
MEDLINE BORROWER LP SR SECURED 144A 04/29 3.875
62482BAA0
1480000.0000000000
PA
USD
1210995.2000000000
0.0561512975
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
3.8750000000
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
STRYKER CORP COMMON STOCK USD.1
863667101
20295.0000000000
NS
USD
4652425.8000000000
0.2157231881
Long
EC
CORP
US
N
1
N
N
N
SYSCO CORP
5RGWIFLMGH3YS7KWI652
SYSCO CORP COMMON STOCK USD1.0
871829107
124615.0000000000
NS
USD
10786674.4000000000
0.5001553794
Long
EC
CORP
US
N
1
N
N
N
TJX COS INC/THE
V167QI9I69W364E2DY52
TJX COMPANIES INC COMMON STOCK USD1.0
872540109
71950.0000000000
NS
USD
5187595.0000000000
0.2405378571
Long
EC
CORP
US
N
1
N
N
N
TESLA INC
54930043XZGB27CTOV49
TESLA INC COMMON STOCK USD.001
88160R101
156295.0000000000
NS
USD
35563364.3000000000
1.6489983200
Long
EC
CORP
US
N
1
N
N
N
TKC HOLDINGS INC.
N/A
TKC HOLDINGS INC 2021 TERM LOAN
87256FAH7
1361538.4300000000
PA
USD
1163094.2000000000
0.0539302290
Long
LON
CORP
US
N
2
2028-05-15
Floating
0.0000000000
N
N
N
N
N
N
TTM TECHNOLOGIES INC
549300SC4BDOIS008048
TTM TECHNOLOGIES INC COMPANY GUAR 144A 03/29 4
87305RAK5
1645000.0000000000
PA
USD
1391094.2500000000
0.0645021113
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
4.0000000000
N
N
N
N
N
N
MUNICH RE
529900MUF4C20K50JS49
MUNICH RE SUBORDINATED 144A 05/42 VAR
62582PAA8
200000.0000000000
PA
USD
190974.0000000000
0.0088550623
Long
DBT
CORP
DE
Y
2
2042-05-23
Variable
5.8750000000
N
N
N
N
N
N
MURPHY OIL CORP
QBKYQD0ODE7DC7PDIN91
MURPHY OIL CORP SR UNSECURED 07/28 6.375
626717AN2
589000.0000000000
PA
USD
576854.8200000000
0.0267475434
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.3750000000
N
N
N
N
N
N
TIDEWATER INC
N/A
TIDEWATER INC TIDEWATER INC CW42
88642R141
47885.0000000000
NS
USD
1785631.6500000000
0.0827959798
N/A
DE
CORP
US
N
1
TIDEWATER INC
N/A
Call
Purchased
TIDEWATER INC
TIDEWATER INC
47885
0.000000000000
USD
2042-11-14
XXXX
-1665838.1400000000
N
N
N
TIDEWATER INC
2549000JA5GRUPLMUH98
TIDEWATER INC NEW WARRANTS
88642R166
16676.0000000000
NS
USD
1.6700000000
0.0000000774
N/A
DE
CORP
US
N
1
WTS UNDERLYING BSKT / INDEX
N/A
Call
Purchased
WTS UNDERLYING BSKT / INDEX
WTS UNDERLYING BSKT / INDEX
16676
0.000000000000
USD
2042-11-14
XXXX
-347359.4200000000
N
N
N
TANDEM DIABETES CARE INC
549300JEPFOD0K4D3I05
TANDEM DIABETES CARE INC SR UNSECURED 144A 05/25 1.5
875372AA2
5460000.0000000000
PA
USD
5140207.8000000000
0.2383406124
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
1.5000000000
N
N
N
N
Y
TANDEM DIABETES CARE INC
TANDEM DIABETES CARE INC
USD
XXXX
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
TAYLOR MORRISON COMM COMPANY GUAR 144A 01/28 5.75
87724RAB8
707000.0000000000
PA
USD
649054.2800000000
0.0300952803
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
5.7500000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR CORP COMPANY GUAR 144A 04/29 5.125
62886EBA5
589000.0000000000
PA
USD
494547.9600000000
0.0229311476
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
5.1250000000
N
N
N
N
N
N
NATIONWIDE FINANCIAL SER
5493001H7AZNDS6BKJ36
NATIONWIDE FINANCIAL SER JR SUBORDINA 05/87 6.75
638612AJ0
120000.0000000000
PA
USD
113712.0000000000
0.0052725860
Long
DBT
CORP
US
N
2
2087-05-15
Fixed
6.7500000000
N
N
N
N
N
N
TEAM HEALTH HOLDINGS INC.
549300PVTQ4UDTTMQT11
TEAM HEALTH HOLDINGS, INC. 2022 TERM LOAN B
87817JAG3
2919809.4600000000
PA
USD
2445340.4200000000
0.1133852863
Long
LON
CORP
US
N
2
2027-03-02
Floating
0.0000000000
N
N
N
N
N
N
TELECOM ITALIA CAPITAL
549300777DJZOR5C4L39
TELECOM ITALIA CAPITAL COMPANY GUAR 09/34 6
87927VAM0
880000.0000000000
PA
USD
642514.4000000000
0.0297920398
Long
DBT
CORP
LU
N
2
2034-09-30
Fixed
6.0000000000
N
N
N
N
N
N
ENSTAR FINANCE LLC
N/A
ENSTAR FINANCE LLC COMPANY GUAR 01/42 VAR
29360AAB6
75000.0000000000
PA
USD
58362.7500000000
0.0027061578
Long
DBT
CORP
US
N
2
2042-01-15
Variable
5.5000000000
N
N
N
N
N
N
ENTERCOM MEDIA CORP
549300S5JUSXRHNCHD80
ENTERCOM MEDIA CORP SECURED 144A 05/27 6.5
29365DAA7
538000.0000000000
PA
USD
158817.6000000000
0.0073640377
Long
DBT
CORP
US
Y
2
2027-05-01
Fixed
6.5000000000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
VISTRA CORP JR SUBORDINA 144A VAR
92840MAB8
695000.0000000000
PA
USD
661146.5500000000
0.0306559734
Long
EP
CORP
US
Y
2
2099-12-31
Variable
8.0000000000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
VISTRA CORP JR SUBORDINA 144A 12/99 VAR
92840MAC6
625000.0000000000
PA
USD
556718.7500000000
0.0258138762
Long
EP
CORP
US
Y
2
2099-12-31
Variable
7.0000000000
N
N
N
N
N
N
TELESAT CANADA/TELESAT L
N/A
TELESAT CANADA/TELESAT L SR SECURED 144A 06/27 4.875
87952VAP1
1196000.0000000000
PA
USD
555829.0400000000
0.0257726222
Long
DBT
CORP
CA
Y
2
2027-06-01
Fixed
4.8750000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP SR UNSECURED 11/31 6.875
88033GAV2
1575000.0000000000
PA
USD
1341663.7500000000
0.0622101231
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
6.8750000000
N
N
N
N
N
N
ENTERCOM MEDIA CORP
549300S5JUSXRHNCHD80
ENTERCOM MEDIA CORP SECURED 144A 03/29 6.75
29365DAB5
1479000.0000000000
PA
USD
425108.9700000000
0.0197114078
Long
DBT
CORP
US
Y
2
2029-03-31
Fixed
6.7500000000
N
N
N
N
N
N
ENVISTA HOLDINGS CORP
549300BX623VURJZ5269
ENVISTA HOLDINGS CORP SR UNSECURED 06/25 2.375
29415FAB0
3673000.0000000000
PA
USD
6099714.3700000000
0.2828309117
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
2.3750000000
N
N
N
N
Y
ENVISTA HOLDINGS CORP
ENVISTA HOLDINGS CORP
USD
XXXX
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC JR SUBORDINA 04/79 VAR
92857WBQ2
125000.0000000000
PA
USD
119780.0000000000
0.0055539464
Long
DBT
CORP
GB
N
2
2079-04-04
Variable
7.0000000000
N
N
N
N
N
N
W & T OFFSHORE INC
549300Q7EOY2YIO3YK85
W + T OFFSHORE INC SECURED 144A 11/23 9.75
92922PAL0
770000.0000000000
PA
USD
767613.0000000000
0.0355925985
Long
DBT
CORP
US
Y
2
2023-11-01
Fixed
9.7500000000
N
N
N
N
N
N
EVERI HOLDINGS INC
5299006DK5S7BG10K532
EVERI HOLDINGS INC COMPANY GUAR 144A 07/29 5
30034TAA1
1308000.0000000000
PA
USD
1141504.6800000000
0.0529291684
Long
DBT
CORP
US
Y
2
2029-07-15
Fixed
5.0000000000
N
N
N
N
N
N
FAIR ISAAC CORP
RI6HET5SJUEY30V1PS26
FAIR ISAAC CORP SR UNSECURED 144A 06/28 4
303250AF1
586000.0000000000
PA
USD
530435.4800000000
0.0245951763
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
4.0000000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP SECURED 144A 02/27 6.25
88033GCX6
2710000.0000000000
PA
USD
2606288.3000000000
0.1208481006
Long
DBT
CORP
US
Y
2
2027-02-01
Fixed
6.2500000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP SR SECURED 144A 01/26 4.875
88033GCY4
1520000.0000000000
PA
USD
1438832.0000000000
0.0667156102
Long
DBT
CORP
US
Y
2
2026-01-01
Fixed
4.8750000000
N
N
N
N
N
N
TERRAFORM POWER OPERATIN
5493000S2OLR3UT5BE13
TERRAFORM POWER OPERATIN COMPANY GUAR 144A 01/28 5
88104LAE3
1500000.0000000000
PA
USD
1406775.0000000000
0.0652291946
Long
DBT
CORP
US
Y
2
2028-01-31
Fixed
5.0000000000
N
N
N
N
N
N
TESLA INC
54930043XZGB27CTOV49
TESLA INC SR UNSECURED 05/24 2
88160RAG6
400000.0000000000
PA
USD
4398680.0000000000
0.2039575297
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
2.0000000000
N
N
N
N
Y
TESLA INC
TESLA INC
USD
XXXX
N
N
N
FERTITTA ENTERTAINMENT LLC
984500A0805D8V551D35
FERTITTA ENTERTAINMENT, LLC 2022 TERM LOAN B
31556PAB3
298500.0000000000
PA
USD
280813.8800000000
0.0130207483
Long
LON
CORP
US
N
2
2029-01-27
Floating
0.0000000000
N
N
N
N
N
N
FERTITTA ENTERTAINMENT
N/A
FERTITTA ENTERTAINMENT SR SECURED 144A 01/29 4.625
31556TAA7
596000.0000000000
PA
USD
518680.9200000000
0.0240501421
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
4.6250000000
N
N
N
N
N
N
WW INTERNATIONAL INC.
SGT8R1MU6ESIC7UJC518
WW INTERNATIONAL, INC. 2021 TERM LOAN B
92941PAC7
1975050.0000000000
PA
USD
1286251.3100000000
0.0596407649
Long
LON
CORP
US
N
2
2028-04-13
Floating
0.0000000000
N
N
N
N
N
N
WABASH NATIONAL CORP
5299004ZAWHQZI5XO485
WABASH NATIONAL CORP COMPANY GUAR 144A 10/28 4.5
929566AL1
1251000.0000000000
PA
USD
1056019.1400000000
0.0489653840
Long
DBT
CORP
US
Y
2
2028-10-15
Fixed
4.5000000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
TEVA PHARMACEUTICALS NE COMPANY GUAR 10/26 3.15
88167AAE1
535000.0000000000
PA
USD
452508.3500000000
0.0209818594
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
3.1500000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
TEVA PHARMACEUTICALS NE COMPANY GUAR 04/24 6
88167AAL5
2380000.0000000000
PA
USD
2360745.8000000000
0.1094628119
Long
DBT
CORP
NL
N
2
2024-04-15
Fixed
6.0000000000
N
N
N
N
N
N
FERTITTA ENTERTAINMENT
N/A
FERTITTA ENTERTAINMENT COMPANY GUAR 144A 01/30 6.75
31556TAC3
1195000.0000000000
PA
USD
939473.1500000000
0.0435613918
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
6.7500000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP JR SUBORDINA 12/99 VAR
316773DB3
550000.0000000000
PA
USD
507606.0000000000
0.0235366214
Long
EP
CORP
US
N
2
2099-12-31
Variable
4.5000000000
N
N
N
N
N
N
WASTE PRO USA INC
549300BY1QXU5BI3UF28
WASTE PRO USA INC SR UNSECURED 144A 02/26 5.5
94107JAA1
1050000.0000000000
PA
USD
972520.5000000000
0.0450937278
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
5.5000000000
N
N
N
N
N
N
CDK GLOBAL INC.
N/A
CDK GLOBAL, INC 2022 USD TERM LOAN B
943UMXII0
300000.0000000000
PA
USD
294375.0000000000
0.0136495489
Long
LON
CORP
GB
N
2
2029-07-06
Floating
0.0000000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
NATIONSTAR MTG HLD INC COMPANY GUAR 144A 08/28 5.5
63861CAC3
1615000.0000000000
PA
USD
1319794.1500000000
0.0611960758
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
5.5000000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
NAVIENT CORP SR UNSECURED 03/27 5
63938CAK4
2555000.0000000000
PA
USD
2165899.0500000000
0.1004281784
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.0000000000
N
N
N
N
N
N
VFH PARENT LLC
549300FRO9M476YHHY64
VFH PARENT LLC 2022 TERM LOAN B
944YMTII0
1650000.0000000000
PA
USD
1620432.0000000000
0.0751360198
Long
LON
CORP
US
N
2
2029-01-13
Floating
0.0000000000
N
N
N
N
N
N
WEATHERFORD INTERNATIONA
549300A2JKMG5PGOGF82
WEATHERFORD INTERNATIONA SR SECURED 144A 09/28 6.5
947075AT4
1280000.0000000000
PA
USD
1232793.6000000000
0.0571620434
Long
DBT
CORP
BM
Y
2
2028-09-15
Fixed
6.5000000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
TEVA PHARMACEUTICALS NE COMPANY GUAR 01/25 7.125
88167AAN1
550000.0000000000
PA
USD
545792.5000000000
0.0253072490
Long
DBT
CORP
NL
N
2
2025-01-31
Fixed
7.1250000000
N
N
N
N
N
N
TEVA PHARMACEUTICAL INDU
5493004T21MOAFINJP35
TEVA PHARMACEUTICAL INDU COMPANY GUAR 05/27 4.75
88167AAP6
1100000.0000000000
PA
USD
972906.0000000000
0.0451116027
Long
DBT
CORP
NL
N
2
2027-05-09
Fixed
4.7500000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
NAVIENT CORP SR UNSECURED 03/28 4.875
63938CAL2
1355000.0000000000
PA
USD
1083037.9500000000
0.0502181893
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.8750000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX INC SR UNSECURED 04/28 4.875
64110LAS5
610000.0000000000
PA
USD
580591.9000000000
0.0269208239
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.8750000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
N/A
TORONTO DOMINION BANK JR SUBORDINA 10/82 VAR
89117F8Z5
225000.0000000000
PA
USD
227729.2500000000
0.0105593258
Long
DBT
CORP
CA
N
2
2082-10-31
Variable
8.1250000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM INC SR SECURED 144A 03/26 6.25
893647BE6
1539000.0000000000
PA
USD
1518962.2200000000
0.0704310798
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
6.2500000000
N
N
N
N
N
N
WEATHERFORD INTERNATIONA
549300A2JKMG5PGOGF82
WEATHERFORD INTERNATIONA COMPANY GUAR 144A 04/30 8.625
947075AU1
900000.0000000000
PA
USD
849546.0000000000
0.0393916592
Long
DBT
CORP
BM
Y
2
2030-04-30
Fixed
8.6250000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO + COMPANY JR SUBORDINA 12/99 VAR
949746TD3
1230000.0000000000
PA
USD
1045770.6000000000
0.0484901807
Long
EP
CORP
US
N
2
2099-12-31
Variable
3.9000000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX INC SR UNSECURED 144A 06/30 4.875
64110LAV8
910000.0000000000
PA
USD
843479.0000000000
0.0391103452
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
4.8750000000
N
N
N
N
N
N
NEW FORTRESS ENERGY INC
N/A
NEW FORTRESS ENERGY INC SR SECURED 144A 09/25 6.75
644393AA8
1191000.0000000000
PA
USD
1172027.3700000000
0.0543444413
Long
DBT
CORP
US
Y
2
2025-09-15
Fixed
6.7500000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM INC COMPANY GUAR 03/27 7.5
893647BH9
875000.0000000000
PA
USD
865103.7500000000
0.0401130393
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
7.5000000000
N
N
N
N
N
N
TRANSDIGM UK HOLDINGS
549300JTYP71LZZSE903
TRANSDIGM UK HOLDINGS COMPANY GUAR 05/26 6.875
89365DAB9
1200000.0000000000
PA
USD
1173288.0000000000
0.0544028941
Long
DBT
CORP
GB
N
2
2026-05-15
Fixed
6.8750000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
FORD MOTOR COMPANY SR UNSECURED 03/26 0.00000
345370CZ1
29915000.0000000000
PA
USD
30237184.5500000000
1.4020345798
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.0000000000
N
N
N
N
Y
FORD MOTOR COMPANY
FORD MOTOR COMPANY
USD
XXXX
N
N
N
FORD MOTOR COMPANY
N/A
FORD MOTOR COMPANY SR UNSECURED 08/32 6.1
345370DB3
1240000.0000000000
PA
USD
1137315.6000000000
0.0527349296
Long
DBT
CORP
US
N
2
2032-08-19
Fixed
6.1000000000
N
N
N
N
N
N
T-MOBILE US INC
N/A
2020 CASH EXCH TRUST PREFERRED STOCK 06/23 5.25
901375105
31975.0000000000
NS
USD
39803439.2500000000
1.8456016675
Long
EP
CORP
US
Y
1
N
N
N
ULTA BEAUTY INC
529900CIV6HN8M28YM82
ULTA BEAUTY INC COMMON STOCK USD.01
90384S303
27180.0000000000
NS
USD
11398476.6000000000
0.5285233592
Long
EC
CORP
US
N
1
N
N
N
NEW FORTRESS ENERGY INC
N/A
NEW FORTRESS ENERGY INC SR SECURED 144A 09/26 6.5
644393AB6
589000.0000000000
PA
USD
571748.1900000000
0.0265107597
Long
DBT
CORP
US
Y
2
2026-09-30
Fixed
6.5000000000
N
N
N
N
N
N
NEWELL BRANDS INC
N/A
NEWELL BRANDS INC SR UNSECURED 09/27 6.375
651229BC9
300000.0000000000
PA
USD
294114.0000000000
0.0136374469
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
6.3750000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO DISTRIBUTION INC COMPANY GUAR 144A 06/25 7.125
95081QAN4
563000.0000000000
PA
USD
569294.3400000000
0.0263969798
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
7.1250000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO DISTRIBUTION INC COMPANY GUAR 144A 06/28 7.25
95081QAP9
283000.0000000000
PA
USD
287525.1700000000
0.0133319367
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
7.2500000000
N
N
N
N
N
N
US CELLULAR CORP
N/A
US CELLULAR CORP PREFERRED STOCK 06/70 5.5
911684884
3700.0000000000
NS
USD
63270.0000000000
0.0029336967
Long
EP
CORP
US
N
1
2070-06-01
None
0.0000000000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
VALERO ENERGY CORP COMMON STOCK USD.01
91913Y100
33540.0000000000
NS
USD
4210947.0000000000
0.1952527458
Long
EC
CORP
US
N
1
N
N
N
NEXSTAR BROADCASTING INC.
5493006PK6I4I2OOT688
NEXSTAR BROADCASTING INC 2019 TERM LOAN B4
65336RAW8
364104.9400000000
PA
USD
361221.2300000000
0.0167490678
Long
LON
CORP
US
N
1
2026-09-18
Floating
0.0000000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAPITAL COMPANY GUAR 03/82 VAR
65339KCB4
280000.0000000000
PA
USD
214303.6000000000
0.0099368067
Long
DBT
CORP
US
N
2
2082-03-15
Variable
3.8000000000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
VISA INC CLASS A SHARES COMMON STOCK USD.0001
92826C839
178525.0000000000
NS
USD
36983239.0000000000
1.7148349201
Long
EC
CORP
US
N
1
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
WALMART INC COMMON STOCK USD.1
931142103
130790.0000000000
NS
USD
18615340.7000000000
0.8631541516
Long
EC
CORP
US
N
1
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 11/30 4
345397B36
1885000.0000000000
PA
USD
1530186.4500000000
0.0709515237
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
4.0000000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 02/28 2.9
345397B51
1000000.0000000000
PA
USD
814200.0000000000
0.0377527396
Long
DBT
CORP
US
N
2
2028-02-16
Fixed
2.9000000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 05/27 4.95
345397C27
300000.0000000000
PA
USD
275247.0000000000
0.0127626238
Long
DBT
CORP
US
N
2
2027-05-28
Fixed
4.9500000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 08/25 4.134
345397XL2
1400000.0000000000
PA
USD
1302350.0000000000
0.0603872273
Long
DBT
CORP
US
N
2
2025-08-04
Fixed
4.1340000000
N
N
N
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
NORDEA BANK ABP JR SUBORDINA 144A 12/99 VAR
65559CAA9
200000.0000000000
PA
USD
189390.0000000000
0.0087816155
Long
DBT
CORP
FI
Y
2
2099-12-31
Variable
6.6250000000
N
N
N
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
NORDEA BANK ABP JR SUBORDINA 144A 12/99 VAR
65559CAD3
315000.0000000000
PA
USD
222355.3500000000
0.0103101494
Long
DBT
CORP
FI
Y
2
2099-12-31
Variable
3.7500000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 01/26 4.389
345397XU2
600000.0000000000
PA
USD
557196.0000000000
0.0258360053
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
4.3890000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 05/29 5.113
345397ZR7
1450000.0000000000
PA
USD
1296822.0000000000
0.0601309055
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
5.1130000000
N
N
N
N
N
N
WILLIAMS SCOTSMAN INTL
549300V3TCHCBOBTGH07
WILLIAMS SCOTSMAN INTL SR SECURED 144A 08/28 4.625
96950GAE2
298000.0000000000
PA
USD
269904.5600000000
0.0125149061
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.6250000000
N
N
N
N
N
N
XHR LP
549300M88BPT83ZL2164
XHR LP SR SECURED 144A 08/25 6.375
98372MAA3
1255000.0000000000
PA
USD
1235572.6000000000
0.0572908998
Long
DBT
CORP
US
Y
2
2025-08-15
Fixed
6.3750000000
N
N
N
N
N
N
NORDSTROM INC
549300S3IZB5P35KNV16
NORDSTROM INC SR UNSECURED 01/44 5
655664AR1
600000.0000000000
PA
USD
380070.0000000000
0.0176230456
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
5.0000000000
N
N
N
N
N
N
NORDSTROM INC
549300S3IZB5P35KNV16
NORDSTROM INC SR UNSECURED 08/31 4.25
655664AY6
551000.0000000000
PA
USD
400626.5900000000
0.0185762114
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
4.2500000000
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE INC
549300RPTUOIXG4LIH86
WALGREENS BOOTS ALLIANCE INC COMMON STOCK USD.01
931427108
52650.0000000000
NS
USD
1921725.0000000000
0.0891063418
Long
EC
CORP
US
N
1
N
N
N
CHAPARRAL ENERGY INC. COMMON STOCK CLASS A
N/A
CHAPARRAL ENERGY INC. COMMON STOCK CLASS A
931QWA901
11045.0000000000
NS
USD
635087.5000000000
0.0294476701
Long
EC
CORP
US
N
1
N
N
N
TRINSEO OP / TRINSEO FIN
N/A
TRINSEO OP / TRINSEO FIN COMPANY GUAR 144A 04/29 5.125
89668QAF5
589000.0000000000
PA
USD
336401.4600000000
0.0155982274
Long
DBT
CORP
LU
Y
2
2029-04-01
Fixed
5.1250000000
N
N
N
N
N
N
TRONOX INC
549300EPZ4YXC7E5P181
TRONOX INC COMPANY GUAR 144A 03/29 4.625
897051AC2
890000.0000000000
PA
USD
691360.9000000000
0.0320569492
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
4.6250000000
N
N
N
N
N
N
NORTHERN OIL AND GAS INC
N/A
NORTHERN OIL AND GAS INC SR UNSECURED 144A 04/29 3.625
665531AH2
6615000.0000000000
PA
USD
7429835.7000000000
0.3445058371
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
3.6250000000
N
N
N
N
Y
NORTHERN OIL AND GAS INC
NORTHERN OIL AND GAS INC
USD
XXXX
N
N
N
NORTONLIFELOCK INC
N/A
NORTONLIFELOCK INC COMPANY GUAR 144A 09/27 6.75
668771AK4
625000.0000000000
PA
USD
617075.0000000000
0.0286124684
Long
DBT
CORP
US
Y
2
2027-09-30
Fixed
6.7500000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 11/24 4.063
345397ZX4
1600000.0000000000
PA
USD
1534704.0000000000
0.0711609930
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.0630000000
N
N
N
N
N
N
FORESTAR GROUP INC
549300BC2UB0GHV60V70
FORESTAR GROUP INC COMPANY GUAR 144A 03/28 5
346232AE1
862000.0000000000
PA
USD
717839.1200000000
0.0332846885
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
5.0000000000
N
N
N
N
N
N
XHR LP
549300M88BPT83ZL2164
XHR LP SR SECURED 144A 06/29 4.875
98372MAC9
596000.0000000000
PA
USD
519259.0400000000
0.0240769483
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
4.8750000000
N
N
N
N
N
N
ZI TECH LLC/ZI FIN CORP
N/A
ZI TECH LLC/ZI FIN CORP COMPANY GUAR 144A 02/29 3.875
98981BAA0
1355000.0000000000
PA
USD
1141994.0000000000
0.0529518572
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
3.8750000000
N
N
N
N
N
N
NORTONLIFELOCK INC
N/A
NORTONLIFELOCK INC COMPANY GUAR 144A 09/30 7.125
668771AL2
625000.0000000000
PA
USD
617500.0000000000
0.0286321748
Long
DBT
CORP
US
Y
2
2030-09-30
Fixed
7.1250000000
N
N
N
N
N
N
NOVA LTD
529900B2DSWE5V3SC292
NOVA LTD SR UNSECURED 10/25 0.00000
66980MAB2
2735000.0000000000
PA
USD
3121482.8500000000
0.1447365871
Long
DBT
CORP
IL
N
2
2025-10-15
Fixed
0.0000000000
N
N
N
N
Y
NOVA LTD
NOVA LTD
USD
XXXX
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP JR SUBORDINA 12/99 VAR
89832QAD1
295000.0000000000
PA
USD
264939.5000000000
0.0122846868
Long
EP
CORP
US
N
2
2099-12-31
Variable
4.8000000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP JR SUBORDINA 12/99 VAR
89832QAE9
125000.0000000000
PA
USD
119933.7500000000
0.0055610755
Long
EP
CORP
US
N
2
2099-12-31
Variable
4.9500000000
N
N
N
N
N
N
FORESTAR GROUP INC
549300BC2UB0GHV60V70
FORESTAR GROUP INC COMPANY GUAR 144A 05/26 3.85
346232AF8
630000.0000000000
PA
USD
542467.8000000000
0.0251530897
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
3.8500000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
FREEPORT MCMORAN INC COMPANY GUAR 03/43 5.45
35671DBC8
570000.0000000000
PA
USD
473430.6000000000
0.0219519801
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.4500000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY INC
N/A
BERKSHIRE HATHAWAY INC NOV22 310 CALL
N/A
1060.0000000000
NC
USD
192920.0000000000
0.0089452942
N/A
DE
US
N
1
The Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
BERKSHIRE HATHAWAY INC CL B
BERKSHIRE HATHAWAY INC CL B
100
310.000000000000
USD
2022-11-18
XXXX
-863573.0400000000
N
N
N
SPDR S&P 500 ETF TRUST
N/A
SPDR S+P 500 ETF TRUST JAN23 360 PUT
N/A
2000.0000000000
NC
USD
1619000.0000000000
0.0750696210
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
360.000000000000
USD
2023-01-20
XXXX
-2317458.3000000000
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
NOVELIS CORP COMPANY GUAR 144A 01/30 4.75
670001AE6
1140000.0000000000
PA
USD
970664.4000000000
0.0450076644
Long
DBT
CORP
US
Y
2
2030-01-30
Fixed
4.7500000000
N
N
N
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV SR SECURED 144A 10/25 4.625
67091GAE3
1051000.0000000000
PA
USD
983115.9100000000
0.0455850147
Long
DBT
CORP
NL
Y
2
2025-10-15
Fixed
4.6250000000
N
N
N
N
N
N
OI EUROPEAN GROUP BV
72450053F5WRDY8CDZ66
OI EUROPEAN GROUP BV COMPANY GUAR 144A 02/30 4.75
67777LAD5
450000.0000000000
PA
USD
382792.5000000000
0.0177492822
Long
DBT
CORP
NL
Y
2
2030-02-15
Fixed
4.7500000000
N
N
N
N
N
N
OMNICELL INC
5493008RH0GTKHHPZI77
OMNICELL INC SR UNSECURED 09/25 0.25
68213NAD1
4680000.0000000000
PA
USD
4685054.4000000000
0.2172361076
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.2500000000
N
N
N
N
Y
OMNICELL INC
OMNICELL INC
USD
XXXX
N
N
N
FRONTIER COMMUNICATIONS
N/A
FRONTIER COMMUNICATIONS SR SECURED 144A 05/28 5
35906ABF4
749000.0000000000
PA
USD
656213.8800000000
0.0304272559
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
5.0000000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
FRONTIER COMMUNICATIONS SR SECURED 144A 05/30 8.75
35908MAD2
298000.0000000000
PA
USD
304573.8800000000
0.0141224495
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
8.7500000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL ENVIRONMENTAL INC SR SECURED 144A 08/25 3.75
36168QAK0
591000.0000000000
PA
USD
559056.4500000000
0.0259222704
Long
DBT
CORP
CA
Y
2
2025-08-01
Fixed
3.7500000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC COMPANY GUAR 11/31 8
36186CBY8
964000.0000000000
PA
USD
990278.6400000000
0.0459171354
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.0000000000
N
N
N
N
N
N
ISHARES RUSSELL 2000 ETF
N/A
ISHARES RUSSELL 2000 ETF DEC22 200 CALL
N/A
5560.0000000000
NC
USD
1103660.0000000000
0.0511743903
N/A
DE
US
N
1
The Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
ISHARES RUSSELL 2000 ETF
ISHARES RUSSELL 2000 ETF
100
200.000000000000
USD
2022-12-16
XXXX
-2040044.2100000000
N
N
N
ISHARES RUSSELL 2000 ETF
N/A
ISHARES RUSSELL 2000 ETF MAR23 195 CALL
N/A
770.0000000000
NC
USD
629475.0000000000
0.0291874303
N/A
DE
US
N
1
The Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
ISHARES RUSSELL 2000 ETF
ISHARES RUSSELL 2000 ETF
100
195.000000000000
USD
2023-03-17
XXXX
177288.1400000000
N
N
N
FRONTIER CALIFORNIA INC
N/A
FRONTIER CALIFORNIA INC SR UNSECURED 05/27 6.75
362311AG7
1210000.0000000000
PA
USD
1153045.3000000000
0.0534642827
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
6.7500000000
N
N
N
N
N
N
FRONTIER FLORIDA LLC
N/A
FRONTIER FLORIDA LLC SR UNSECURED 02/28 6.86
362333AH9
1333000.0000000000
PA
USD
1242889.2000000000
0.0576301552
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
6.8600000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY INC
N/A
BERKSHIRE HATHAWAY INC MAR23 320 CALL
N/A
400.0000000000
NC
USD
357000.0000000000
0.0165533383
N/A
DE
US
N
1
The Options Clearing Corporation
549300CII6SLYGKNHA04
Call
Purchased
BERKSHIRE HATHAWAY INC CL B
BERKSHIRE HATHAWAY INC CL B
100
320.000000000000
USD
2023-03-17
XXXX
144108.3400000000
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
AIR CANADA 2021 TERM LOAN B
C0102MAP0
743137.5000000000
PA
USD
726959.4000000000
0.0337075767
Long
LON
CORP
CA
N
2
2028-08-11
Floating
0.0000000000
N
N
N
N
N
N
FRONTIER NORTH INC
N/A
FRONTIER NORTH INC SR UNSECURED 02/28 6.73
362337AK3
1785000.0000000000
PA
USD
1679934.9000000000
0.0778950440
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.7300000000
N
N
N
N
N
N
GAP INC/THE
T2ZG1WRWZ4BUCMQL9224
GAP INC/THE COMPANY GUAR 144A 10/29 3.625
364760AP3
60000.0000000000
PA
USD
42221.4000000000
0.0019577174
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
3.6250000000
N
N
N
N
N
N
ON SEMICONDUCTOR CORP
ZV20P4CNJVT8V1ZGJ064
ON SEMICONDUCTOR CORP COMPANY GUAR 144A 09/28 3.875
682189AQ8
886000.0000000000
PA
USD
781815.2600000000
0.0362511274
Long
DBT
CORP
US
Y
2
2028-09-01
Fixed
3.8750000000
N
N
N
N
N
N
ON SEMICONDUCTOR CORP
ZV20P4CNJVT8V1ZGJ064
ON SEMICONDUCTOR CORP SR UNSECURED 05/27 0.00000
682189AS4
13070000.0000000000
PA
USD
17282330.3000000000
0.8013452661
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.0000000000
N
N
N
N
Y
ON SEMICONDUCTOR CORP
ON SEMICONDUCTOR CORP
USD
XXXX
N
N
N
BAUSCH HEALTH COMPANIES INC.
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COMPANIES, INC. 2022 TERM LOAN B
C9413PBD4
296250.0000000000
PA
USD
222614.1000000000
0.0103221471
Long
LON
CORP
CA
N
2
2027-02-01
Floating
0.0000000000
N
N
N
N
N
N
JAZZ FINANCING LUX S.A.R.L.
635400WUEO2NSG5OIU34
JAZZ FINANCING LUX SARL USD TERM LOAN
G5080AAF9
2182278.2300000000
PA
USD
2159953.5200000000
0.1001524967
Long
LON
CORP
LU
N
2
2028-05-05
Floating
0.0000000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
GENERAL MOTORS FINL CO JR SUBORDINA 12/99 VAR
37045XCM6
125000.0000000000
PA
USD
106311.2500000000
0.0049294288
Long
EP
CORP
US
N
2
2099-12-31
Variable
6.5000000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
N/A
GENERAL MOTORS FINL CO SR UNSECURED 01/32 3.1
37045XDS2
441000.0000000000
PA
USD
336218.4000000000
0.0155897393
Long
DBT
CORP
US
N
2
2032-01-12
Fixed
3.1000000000
N
N
N
N
N
N
1375209 BC LTD
N/A
1375209 BC LTD SR SECURED 144A 01/28 9
68251PAA5
1334999.0900000000
PA
USD
1302331.6600000000
0.0603863769
Long
DBT
CORP
CA
Y
2
2028-01-30
Fixed
9.0000000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
ONEMAIN FINANCE CORP COMPANY GUAR 09/28 3.875
682691AC4
820000.0000000000
PA
USD
641067.8000000000
0.0297249640
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
3.8750000000
N
N
N
N
N
N
TWILIO INC
5493004W8TRGD63APX93
TWILIO INC COMPANY GUAR 03/29 3.625
90138FAC6
830000.0000000000
PA
USD
685920.3000000000
0.0318046800
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.6250000000
N
N
N
N
N
N
TWITTER INC SR UNSECURED 06/24 0.25
549300I8RX485XMK6836
TWITTER INC SR UNSECURED 06/24 0.25
90184LAF9
4330000.0000000000
PA
USD
4856961.0000000000
0.2252070547
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.2500000000
N
N
N
N
N
N
COHERENT CORP
549300O5C25A0MMHHU33
COHERENT CORP COMPANY GUAR 144A 12/29 5
902104AC2
692000.0000000000
PA
USD
594040.4800000000
0.0275444062
Long
DBT
CORP
US
Y
2
2029-12-15
Fixed
5.0000000000
N
N
N
N
N
N
TYLER TECHNOLOGIES INC
25490040SMU4Z8LBCW70
TYLER TECHNOLOGIES INC SR UNSECURED 03/26 0.25
902252AB1
5850000.0000000000
PA
USD
5530707.0000000000
0.2564472381
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.2500000000
N
N
N
N
Y
TYLER TECHNOLOGIES INC
TYLER TECHNOLOGIES INC
USD
XXXX
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
OPEN TEXT CORP COMPANY GUAR 144A 02/28 3.875
683715AC0
855000.0000000000
PA
USD
734598.9000000000
0.0340618042
Long
DBT
CORP
CA
Y
2
2028-02-15
Fixed
3.8750000000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
OPEN TEXT CORP COMPANY GUAR 144A 12/29 3.875
683715AD8
447000.0000000000
PA
USD
354770.4900000000
0.0164499606
Long
DBT
CORP
CA
Y
2
2029-12-01
Fixed
3.8750000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG JR SUBORDINA 144A 12/99 4.875
902613AJ7
200000.0000000000
PA
USD
160374.0000000000
0.0074362047
Long
DBT
CORP
CH
Y
2
2099-12-31
Variable
4.8750000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US BANCORP JR SUBORDINA 12/99 VAR
902973BC9
855000.0000000000
PA
USD
656836.6500000000
0.0304561324
Long
EP
CORP
US
N
2
2099-12-31
Variable
3.7000000000
N
N
N
N
N
N
CAMELOT U.S. ACQUISITION LLC
N/A
CAMELOT U.S. ACQUISITION 1 CO TERM LOAN B
L2000AAC4
1053989.8700000000
PA
USD
1038401.3600000000
0.0481484846
Long
LON
CORP
US
N
2
2026-10-30
Floating
0.0000000000
N
N
N
N
N
N
CAMELOT U.S. ACQUISITION LLC
549300U6VBJHQP2SFL81
CAMELOT US ACQUISITION 1 CO. 2020 INCREMENTAL TERM LOAN
L2000AAD2
416678.9000000000
PA
USD
410776.6400000000
0.0190468479
Long
LON
CORP
US
N
2
2026-10-30
Floating
0.0000000000
N
N
N
N
N
N
OPEN TEXT HOLDINGS INC
N/A
OPEN TEXT HOLDINGS INC COMPANY GUAR 144A 12/31 4.125
683720AC0
447000.0000000000
PA
USD
338075.0400000000
0.0156758278
Long
DBT
CORP
US
Y
2
2031-12-01
Fixed
4.1250000000
N
N
N
N
N
N
ICON LUXEMBOURG S.A.R.L.
635400PUWMHSPI2DDA35
ICON LUXEMBOURG SARL LUX TERM LOAN
L5000DAC1
814558.3400000000
PA
USD
807585.7200000000
0.0374460494
Long
LON
CORP
LU
N
2
2028-07-03
Floating
0.0000000000
N
N
N
N
N
N
PRA HEALTH SCIENCES INC.
549300R1HR1VWWHIAK47
PRA HEALTH SCIENCES, INC. US TERM LOAN
L5000DAD9
202947.7200000000
PA
USD
201210.4900000000
0.0093297068
Long
LON
CORP
US
N
2
2028-07-03
Floating
0.0000000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG JR SUBORDINA 144A 12/99 VAR
90352JAF0
200000.0000000000
PA
USD
194152.0000000000
0.0090024194
Long
DBT
CORP
CH
Y
2
2099-12-31
Variable
7.0000000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
UBER TECHNOLOGIES INC SR UNSECURED 12/25 0.00000
90353TAJ9
14800000.0000000000
PA
USD
12237232.0000000000
0.5674146810
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.0000000000
N
N
N
N
Y
UBER TECHNOLOGIES INC
UBER TECHNOLOGIES INC
USD
XXXX
N
N
N
MALLINCKRODT INTERNATIONAL FINANCE S.A.
N/A
MALLINCKRODT INTERNA FIN SA 2022 USD TERM LOAN
L6232UAN7
1139582.6800000000
PA
USD
932856.6800000000
0.0432546000
Long
LON
CORP
LU
N
2
2027-09-30
Floating
0.0000000000
N
N
N
N
N
N
GUITAR CENTER INC
N/A
GUITAR CENTER INC
935XXF900
8177.0000000000
NS
USD
1018036.5000000000
0.0472042089
Long
DBT
CORP
US
N
2
2049-12-31
Fixed
0.0000000000
N
N
N
N
N
N
SPN NEW RES PE SPN144ARE
N/A
SPN NEW RES PE SPN144ARE
942HDG005
17747.0000000000
NS
USD
1197922.5000000000
0.0555451440
Long
EC
CORP
US
N
1
N
N
N
UNITED AIR 2019-2 B PTT
N/A
UNITED AIR 2019 2 B PTT PASS THRU CE 11/29 3.5
90932KAA7
573010.5600000000
PA
USD
484016.2900000000
0.0224428162
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
3.5000000000
N
N
N
N
N
N
UNITED AIRLINES INC.
K1OQBWM7XEOO08LDNP29
UNITED AIRLINES, INC. 2021 TERM LOAN B
90932RAJ3
1477500.0000000000
PA
USD
1446206.5500000000
0.0670575526
Long
LON
CORP
US
N
2
2028-04-21
Floating
0.0000000000
N
N
N
N
N
N
WESCO INTERNATIONAL INC
529900TXOGREY3WNJ434
WESCO INTERNATIONAL INC PUBLIC VAR
95082P303
2555.0000000000
NS
USD
68985.0000000000
0.0031986892
Long
EP
CORP
US
N
1
2049-12-31
Variable
0.0000000000
N
N
N
N
N
N
WESTERN ALLIANCE BANCORP
5493003VJXZ5JXT9S762
WESTERN ALLIANCE BANCORP PREFERRED STOCK VAR
957638406
5248.0000000000
NS
USD
104960.0000000000
0.0048667742
Long
EP
CORP
US
N
1
2049-12-31
Variable
0.0000000000
N
N
N
N
N
N
WILLIAMS COS INC/THE
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC COMMON STOCK USD1.0
969457100
10000.0000000000
NS
USD
327300.0000000000
0.0151762118
Long
EC
CORP
US
N
1
N
N
N
ACCENTURE PLC
N/A
ACCENTURE PLC CL A COMMON STOCK USD.0000225
G1151C101
56335.0000000000
NS
USD
15993506.5000000000
0.7415852203
Long
EC
CORP
IE
N
1
N
N
N
BROOKFIELD PROPERTY PART
5493004J5Z0TZW83NU62
BROOKFIELD PROPERTY PART PREFERRED STOCK 6.375
G16249156
5000.0000000000
NS
USD
81500.0000000000
0.0037789834
Long
EP
CORP
BM
N
1
2049-12-31
Fixed
0.0000000000
N
N
N
N
N
N
BROOKFIELD PROPERTY PART
5493004J5Z0TZW83NU62
BROOKFIELD PROPERTY PART PREFERRED STOCK 5.75
G16249164
11275.0000000000
NS
USD
170590.7500000000
0.0079099339
Long
EP
CORP
BM
N
1
2049-12-31
Fixed
0.0000000000
N
N
N
N
N
N
BROOKFIELD RENEWABLE PAR
VA8DFMRI2GY8Y7V79H93
BROOKFIELD RENEWABLE PAR PREFERRED STOCK 5.25
G16258231
6000.0000000000
NS
USD
98340.0000000000
0.0045598187
Long
EP
CORP
BM
N
1
2049-12-31
Fixed
0.0000000000
N
N
N
N
N
N
LINDE PLC
8945002PAZHZLBGKGF02
LINDE PLC COMMON STOCK EUR.001
G5494J103
102435.0000000000
NS
USD
30459047.2500000000
1.4123218861
Long
EC
CORP
IE
N
1
N
N
N
MALLINCKRODT PLC
549300LMDE3RUP8Z3L60
MALLINCKRODT PLC COMMON STOCK
G5890A102
17140.0000000000
NS
USD
259842.4000000000
0.0120483450
Long
EC
CORP
IE
N
1
N
N
N
MCDERMOTT INTERNATIONAL LTD
54930004RAXI4B3L4752
MCDERMOTT INTERNATIONAL LTD MCDERMOTT INTER TR A CW27
G5924V114
51723.0000000000
NS
USD
5.1700000000
0.0000002397
N/A
DE
CORP
BM
N
1
MCDERMOTT INTERNATIONAL LTD
54930004RAXI4B3L4752
Call
Purchased
MCDERMOTT INTERNATIONAL LTD
MCDERMOTT INTERNATIONAL LTD
51723
0.000000000000
USD
2027-06-30
XXXX
-10492.6800000000
N
N
N
MCDERMOTT INTERNATIONAL LTD
54930004RAXI4B3L4752
MCDERMOTT INTERNATIONAL LTD MCDERMOTT INTER TR B CW27
G5924V122
57470.0000000000
NS
USD
5.7500000000
0.0000002666
N/A
DE
CORP
BM
N
1
MCDERMOTT INTERNATIONAL LTD
54930004RAXI4B3L4752
Call
Purchased
MCDERMOTT INTERNATIONAL LTD
MCDERMOTT INTERNATIONAL LTD
57470
0.000000000000
USD
2027-06-30
XXXX
-11659.5000000000
N
N
N
MEDTRONIC PLC
549300GX3ZBSQWUXY261
MEDTRONIC PLC COMMON STOCK USD.1
G5960L103
122460.0000000000
NS
USD
10695656.4000000000
0.4959350664
Long
EC
CORP
IE
N
1
N
N
N
APTIV PLC
N/A
APTIV PLC PREFERRED STOCK 06/23 5.5
G6095L117
127510.0000000000
NS
USD
13628268.8000000000
0.6319141284
Long
EP
CORP
JE
N
1
N
N
N
RENAISSANCERE HOLDINGS L
EK6GB9U3U58PDI411C94
RENAISSANCERE HOLDINGS L PREFERRED STOCK 4.2
G7498P127
1400.0000000000
NS
USD
23338.0000000000
0.0010821339
Long
EP
CORP
BM
N
1
2049-12-31
Fixed
0.0000000000
N
N
N
N
N
N
ALCON INC
549300LDT5AP8S0NBM78
ALCON INC COMMON STOCK CHF.04
H01301128
124060.0000000000
NS
USD
7527960.8000000000
0.3490556913
Long
EC
CORP
CH
N
1
N
N
N
CHUBB LTD
E0JAN6VLUDI1HITHT809
CHUBB LTD COMMON STOCK
H1467J104
76155.0000000000
NS
USD
16364947.9500000000
0.7588081782
Long
EC
CORP
CH
N
1
N
N
N
INTELSAT EMERGENCE SA COMMON STOCK
549300YV2L21F4K80V46
INTELSAT EMERGENCE SA COMMON STOCK
L5217E120
14021.0000000000
NS
USD
350525.0000000000
0.0162531062
Long
EC
CORP
LU
N
1
N
N
N
2022-12-22
Calamos Strategic Total Return Fund
Stephen Atkins
Stephen Atkins
Treasurer