0001752724-20-072763.txt : 20200420
0001752724-20-072763.hdr.sgml : 20200420
20200420085122
ACCESSION NUMBER: 0001752724-20-072763
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200229
FILED AS OF DATE: 20200420
PERIOD START: 20200229
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Fidelity Rutland Square Trust II
CENTRAL INDEX KEY: 0001364924
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0228
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21991
FILM NUMBER: 20801472
BUSINESS ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
BUSINESS PHONE: 617-563-7000
MAIL ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
0001364924
S000029151
Strategic Advisers Income Opportunities Fund
C000089633
Strategic Advisers Income Opportunities Fund
FPIOX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001364924
XXXXXXXX
S000029151
C000089633
FIDELITY RUTLAND SQUARE TRUST II
811-21991
0001364924
1KZ3JN58GDRI3EZKKG06
245 Summer Street
Boston
02210
1-800-FIDELITY
STRATEGIC ADVISERS INCOME OPPORTUNITIES FUND
S000029151
549300GAQZVROP4LK289
2020-02-29
2020-02-29
N
2059609283.89
25546055.38
2034063228.51
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
2080000.00000000
0.00000000
0.00000000
186809.63000000
USD
N
WYNDHAM HOTELS and RESORTS INC
549300FE3MQ4RVXXC673
WYNDHAM HOTELS and RESORTS INC 5.375% 04/15/2026 144A
98311AAA3
1340000.00000000
PA
USD
1389050.70000000
0.068289455338
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.05375000
N
N
N
N
N
N
HESS INFRASTRUCTURE PARTNERS LP / HESS INFRASTRUCTURE PARTNERS FIN CORP
N/A
HESS INFRASTRUCTURE PARTNERS LP / HESS INFRASTRUCTURE PARTNERS FIN CORP 5.625% 02/15/2026 144A
428102AC1
2655000.00000000
PA
USD
2648415.60000000
0.130203209166
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.05625000
N
N
N
N
N
N
SPRINGLEAF FINANCE CORPORATION
5493008I795YYBFWFU90
SPRINGLEAF FIN CRP MED TRM NTS 6.875% 03/15/2025
85172FAM1
2516000.00000000
PA
USD
2767600.00000000
0.136062633708
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
0.06875000
N
N
N
N
N
N
ALTICE FING SA
549300DIYGW8HVDF7Q17
ALTICE FING SA 7.5% 05/15/2026 144A
02154CAE3
5535000.00000000
PA
USD
5839425.00000000
0.287081783798
Long
DBT
CORP
LU
N
2
2026-05-15
Fixed
0.07500000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL HOLDINGS INC 5.75% 09/15/2025 144A
50212YAB0
500000.00000000
PA
USD
518750.00000000
0.025503140351
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.05750000
N
N
N
N
N
N
RACE POINT VIII CLO LTD
N/A
RACE POINT VIII CLO LTD 3ML+104 02/20/2030 144A
74982LAY6
3000000.00000000
PA
USD
3000000.00000000
0.147488040585
Long
ABS-CBDO
CORP
KY
N
2
2030-02-20
Variable
0.00000000
N
N
N
N
N
N
C and W SENIOR FINANCING DESIGNATED ACTIVITY COMPANY
5493009O8OIWZPZRY516
C and W SENIOR FINANCING DESIGNATED ACTIVITY COMPANY 7.5% 10/15/2026 144A
12674TAB2
2835000.00000000
PA
USD
2976750.00000000
0.146345008270
Long
DBT
CORP
IE
N
2
2026-10-15
Fixed
0.07500000
N
N
N
N
N
N
WYNDHAM DESTINATIONS INC
T4VNTWMFQ7JQB65L7T35
WYNDHAM DESTINATIONS INC 4.625% 03/01/2030 144A
98310WAQ1
250000.00000000
PA
USD
250050.00000000
0.012293128182
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.04625000
N
N
N
N
N
N
FERRELLGAS PRTNRS LP/FIN CORP
N/A
FERRELLGAS 8.625% 6/15/20
315295AE5
2650000.00000000
PA
USD
1040125.00000000
0.051135332738
Long
DBT
CORP
US
N
2
2020-06-15
Fixed
0.08625000
N
N
N
N
N
N
VIZIENT INC
5493007V6T3HZ7777P70
VIZIENT INC 6.25% 05/15/2027 144A
92856JAB6
125000.00000000
PA
USD
133437.50000000
0.006560145138
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.06250000
N
N
N
N
N
N
CENTURYLINK INC
8M3THTGWLTYZVE6BBY25
CENTURYLINK INC 5.125% 12/15/2026 144A
156700BB1
2450000.00000000
PA
USD
2468375.00000000
0.121351930726
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
0.05125000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC 7.5% 03/15/2025 144A
097751BM2
4430000.00000000
PA
USD
4374625.00000000
0.215068289848
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
0.07500000
N
N
N
N
N
N
HOLOGIC INC
549300DYP6F5ZJL0LB74
HOLOGIC INC 4.375% 10/15/2025 144A
436440AK7
980000.00000000
PA
USD
998081.00000000
0.049068337011
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.04375000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN
N/A
TARGA RES LP/RES FIN 4.25% 11/15/2023
87612BAP7
750000.00000000
PA
USD
742875.00000000
0.036521726049
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
0.04250000
N
N
N
N
N
N
ALLEGHENY TECHNOLOGIES INC
ZW1LRE7C3H17O2ZN9B45
ALLEGHENY TECHNOLOGIES INC 5.875% 12/01/2027
01741RAH5
1150000.00000000
PA
USD
1152875.00000000
0.056678424930
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
0.05875000
N
N
N
N
N
N
OI EUROPEAN GROUP BV
72450053F5WRDY8CDZ66
OI EUROPEAN GROUP BV 4% 03/15/2023 144A
67777LAC7
1445000.00000000
PA
USD
1461256.25000000
0.071839273701
Long
DBT
CORP
NL
N
2
2023-03-15
Fixed
0.04000000
N
N
N
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV 6.625% 04/15/2023 144A
67091GAA1
1620000.00000000
PA
USD
1678320.00000000
0.082510709425
Long
DBT
CORP
NL
N
2
2023-04-15
Fixed
0.06625000
N
N
N
N
N
N
DENBURY RESOURCES INC
549300KCWA5W52MS5559
DENBURY RESOURCES INC 7.75% 02/15/2024 144A
247916AM1
1690000.00000000
PA
USD
947245.00000000
0.046569103001
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.07750000
N
N
N
N
N
N
ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP
N/A
ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.75% 01/15/2028 144A
03690AAF3
1160000.00000000
PA
USD
796282.00000000
0.039147357311
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.05750000
N
N
N
N
N
N
WEATHERFORD INTERNATIONA PLC
529900LPBDSCQDJKHQ39
WEATHERFORD INTERNATIONA PLC
N/A
6540.00000000
NS
USD
136686.00000000
0.006719850105
Long
EC
CORP
IE
N
1
N
N
N
EP ENERGY LLC / EVEREST ACQUISITION FIN INC
N/A
EP ENERGY LLC/EVRST AC FIN INC 7.75% 05/15/2026 144A
268787AJ7
850000.00000000
PA
USD
501500.00000000
0.024655084117
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.07750000
Y
Y
N
N
N
N
LBC Tank Terminals Holding Netherlands BV
213800O43KFINF83HN59
LBC TANK TERMINALS HOLDING NETHERLANDS BV 6.875% 05/15/2023 144A
50177WAA9
1800000.00000000
PA
USD
1818036.00000000
0.089379522451
Long
DBT
CORP
NL
N
2
2023-05-15
Fixed
0.06875000
N
N
N
N
N
N
ARTISAN PARTNERS FDS INC
549300QY9C2JZ6CCJQ17
Artisan High Income Investor
04314H725
25356764.65500000
NS
USD
244692778.92000000
12.02975283611
Long
EC
RF
US
N
1
N
N
N
ENSEMBLE S MERGER SUB INC
5493004PHY9OSX9W7627
ENSEMBLE S MERGER SUB INC 9% 09/30/2023 144A
29359FAA0
2258000.00000000
PA
USD
2317272.50000000
0.113923326842
Long
DBT
CORP
US
N
2
2023-09-30
Fixed
0.09000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS CORP 5.875% 11/15/2024
25470XAW5
2840000.00000000
PA
USD
2913073.20000000
0.143214486116
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
0.05875000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
CLEVELAND-CLIFFS INC 5.875% 06/01/2027 144A
185899AC5
1175000.00000000
PA
USD
989937.50000000
0.048667980725
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.05875000
N
N
N
N
N
N
ALTICE FINCO SA
549300IGQP5SEZB5Z419
ALTICE FINCO SA 7.625% 02/15/2025 144A
02154EAD1
1595000.00000000
PA
USD
1660793.75000000
0.081649072001
Long
DBT
CORP
LU
N
2
2025-02-15
Fixed
0.07625000
N
N
N
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
CHEMOURS CO 6.625% 05/15/2023
163851AB4
1600000.00000000
PA
USD
1541328.00000000
0.075775815539
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
0.06625000
N
N
N
N
N
N
PENN NATIONAL GAMING INC
N/A
PENN NATIONAL GAMING INC 5.625% 01/15/2027 144A
707569AS8
2000000.00000000
PA
USD
2070000.00000000
0.101766748004
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.05625000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC 5.5% 05/15/2026 144A
126307AU1
1380000.00000000
PA
USD
1428789.90000000
0.070243140919
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.05500000
N
N
N
N
N
N
RADIATE HOLDCO LLC / RADIATE FIN INC
N/A
RADIATE HOLDCO LLC / RADIATE FIN INC 6.875% 02/15/2023 144A
75026JAB6
1115000.00000000
PA
USD
1120575.00000000
0.055090470359
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
0.06875000
N
N
N
N
N
N
MATCH GROUP INC
549300BIJKT86CPCKK96
MATCH GROUP INC 4.125% 08/01/2030 144A
57665RAL0
350000.00000000
PA
USD
342895.00000000
0.016857637225
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
0.04125000
N
N
N
N
N
N
CDK GLOBAL INC
5493000L10CYRTHIJ385
CDK GLOBAL INC 5.875% 06/15/2026
12508EAG6
985000.00000000
PA
USD
1030605.50000000
0.050667328603
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.05875000
N
N
N
N
N
N
TRONOX INC
549300EPZ4YXC7E5P181
TRONOX INC 6.5% 04/15/2026 144A
897051AA6
1750000.00000000
PA
USD
1679912.50000000
0.082589000993
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.06500000
N
N
N
N
N
N
GRIFFON CORP
5493000C2SGNC7ZN3242
GRIFFON CORP 5.75% 03/01/2028 144A
398433AN2
500000.00000000
PA
USD
503750.00000000
0.024765700148
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.05750000
N
N
N
N
N
N
BROOKFIELD RETAIL HLDGS VII SUB 3 LLC
N/A
BROOKFIELD RETAIL HLDGS VII SUB 3 LLC TERM B 08/24/2025
11283HAB3
1000000.00000000
PA
USD
977500.00000000
0.048056519890
Long
LON
CORP
US
N
2
2025-08-24
Variable
0.00000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
NAVIENT CORP 5.875% 10/25/2024
63938CAB4
195000.00000000
PA
USD
199878.90000000
0.009826582438
Long
DBT
CORP
US
N
2
2024-10-25
Fixed
0.05875000
N
N
N
N
N
N
PARSLEY ENERGY LLC / PARSLEY FINANCE CORP
N/A
PARSLEY ENERGY LLC / PARSLEY FINANCE CORP 5.25% 8/15/25 144A
701885AF2
170000.00000000
PA
USD
168300.00000000
0.008274079076
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.05250000
N
N
N
N
N
N
CONSTELLIUM SE
724500KRJEMC79KAAU28
CONSTELLIUM NV 6.625% 03/01/2025 144A
210383AF2
825000.00000000
PA
USD
840551.25000000
0.041323752291
Long
DBT
CORP
FR
N
2
2025-03-01
Fixed
0.06625000
N
N
N
N
N
N
MPT OPER PARTNERSHIP LP / MPT FIN CORP
N/A
MPT OPER PARTNERSHIP LP/CORP 5% 10/15/2027
55342UAH7
1650000.00000000
PA
USD
1721791.50000000
0.084647884877
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.05000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC 8.75% 12/01/2021 144A
097751BP5
850000.00000000
PA
USD
899742.00000000
0.044233728204
Long
DBT
CORP
CA
N
2
2021-12-01
Fixed
0.08750000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
SPECTRUM BRANDS INC 5% 10/01/2029 144A
84762LAV7
500000.00000000
PA
USD
516315.00000000
0.025383429224
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.05000000
N
N
N
N
N
N
AES CORP
2NUNNB7D43COUIRE5295
AES CORP 6% 05/15/2026
00130HBX2
2000000.00000000
PA
USD
2057900.00000000
0.101171879573
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.06000000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
CLEVELAND-CLIFFS INC 5.75% 03/01/2025
18683KAM3
500000.00000000
PA
USD
455000.00000000
0.022369019488
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.05750000
N
N
N
N
N
N
CENTURYLINK INC
8M3THTGWLTYZVE6BBY25
CENTURYLINK INC 5.8% 3/15/22
156700AS5
1875000.00000000
PA
USD
1966406.25000000
0.096673801602
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
0.05800000
N
N
N
N
N
N
RADIATE HOLDCO LLC
5493000GQJ5RDX9DNJ71
RCN TELECOM and GRANDE COMMUNICATIONS TERM B 02/01/2024
75025KAB4
403587.50000000
PA
USD
394761.04000000
0.019407510763
Long
LON
CORP
US
N
2
2024-02-01
Variable
0.04603380
N
N
N
N
N
N
QUICKEN LOANS INC
549300FGXN1K3HLB1R50
QUICKEN LOANS INC 5.25% 01/15/2028 144A
74840LAB8
1965000.00000000
PA
USD
2033185.50000000
0.099956848513
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.05250000
N
N
N
N
N
N
ZIGGO BOND CO
213800JYI4P7V5QDOG59
ZIGGO BOND CO 6% 01/15/2027 144A
98954UAB9
2000000.00000000
PA
USD
2107500.00000000
0.103610348511
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
0.06000000
N
N
N
N
N
N
CONSOLIDATED ENERGY FINANCE SA
549300PUNIS0USNSL750
CONSOLIDATED ENERGY FINANCE SA FRN 3ML+375 06/15/2022 144A
20914UAC0
1640000.00000000
PA
USD
1623651.69000000
0.079823068783
Long
DBT
CORP
LU
N
2
2022-06-15
Variable
0.05643630
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
NOVELIS CORP 5.875% 09/30/2026 144A
670001AC0
1399000.00000000
PA
USD
1444964.15000000
0.071038310399
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
0.05875000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
ALTICE FRANCE SA 8.125% 02/01/2027 144A
02156LAA9
3410000.00000000
PA
USD
3716149.80000000
0.182695884174
Long
DBT
CORP
FR
N
2
2027-02-01
Fixed
0.08125000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX INC 5.375% 11/15/2029 144A
64110LAU0
600000.00000000
PA
USD
652320.00000000
0.032069799544
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.05375000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX INC 4.875% 04/15/2028
64110LAS5
715000.00000000
PA
USD
752687.65000000
0.037004142223
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
0.04875000
N
N
N
N
N
N
FORD MOTOR CO
20S05OYHG0MQM4VUIC57
FORD MOTOR CO 5.291% 12/8/46
345370CS7
2900000.00000000
PA
USD
2658927.41000000
0.130719997920
Long
DBT
CORP
US
N
2
2046-12-08
Fixed
0.05291000
N
N
N
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
CHEMOURS CO 5.375% 05/15/2027
163851AE8
1380000.00000000
PA
USD
1183626.00000000
0.058190226508
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.05375000
N
N
N
N
N
N
CENTURYLINK INC
8M3THTGWLTYZVE6BBY25
CENTURYLINK INC 6.45% 6/15/21
156700AR7
900000.00000000
PA
USD
933480.00000000
0.045892378708
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
0.06450000
N
N
N
N
N
N
PRESTIGE BRANDS INC
549300JBVP4J6D42I235
PRESTIGE BRANDS INC 6.375% 03/01/2024 144A
74112BAK1
500000.00000000
PA
USD
515415.00000000
0.025339182812
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.06375000
N
N
N
N
N
N
MGM GROWTH PPTYS OPER PARTNERSHIP LP / MGP FIN CO-ISSUER INC
N/A
MGM GROWTH PPTYS OPER PARTNERSHIP LP / MGP FIN CO-ISSUER INC 4.5% 01/15/2028
55303XAF2
925000.00000000
PA
USD
948125.00000000
0.046612366160
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.04500000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HLDGS INC 5.5% 12/15/2029 144A
737446AP9
1250000.00000000
PA
USD
1296875.00000000
0.063757850878
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
0.05500000
N
N
N
N
N
N
EMBARQ CORP
N/A
EMBARQ CORP 7.995% 6/01/36
29078EAA3
528000.00000000
PA
USD
562320.00000000
0.027645158327
Long
DBT
CORP
US
N
2
2036-06-01
Fixed
0.07995000
N
N
N
N
N
N
ENTERCOM MEDIA CORP
549300S5JUSXRHNCHD80
ENTERCOM MEDIA CORP 6.5% 05/01/2027 144A
29365DAA7
700000.00000000
PA
USD
731500.00000000
0.035962500562
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.06500000
N
N
N
N
N
N
ALLISON TRANSMISSION INC
MWKQ3I0U1GXP2YDSZW75
ALLISON TRANSMISSION INC 5.875% 06/01/2029 144A
019736AF4
266000.00000000
PA
USD
288277.50000000
0.014172494539
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.05875000
N
N
N
N
N
N
AMC ENTERTAINMENT HOLDING INC
549300ZO77UNR6NRBR11
AMC ENTMT HLDGS INC 5.875% 11/15/26
00165CAB0
50000.00000000
PA
USD
40000.00000000
0.001966507207
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
0.05875000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA 5.2% PERP
060505ED2
1200000.00000000
PA
USD
1233000.00000000
0.060617584680
Long
EP
CORP
US
N
2
N
N
N
DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO
N/A
DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO 5.375% 08/15/2026 144A
25277LAA4
750000.00000000
PA
USD
691515.00000000
0.033996730795
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.05375000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
NAVIENT CORP 6.5% 06/15/2022
63938CAF5
2610000.00000000
PA
USD
2720925.00000000
0.133767965610
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
0.06500000
N
N
N
N
N
N
BERRY GLOBAL ESCROW CORP
N/A
BERRY GLOBAL ESCROW CORP 4.875% 07/15/2026 144A
085770AA3
1105000.00000000
PA
USD
1124006.00000000
0.055259147515
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.04875000
N
N
N
N
N
N
CITGO PETROLEUM CORP
YX52P86PXMLYDOTUQ225
CITGO PETROLEUM CORP 6.25% 08/15/22 144A
17302XAJ5
1797000.00000000
PA
USD
1797000.00000000
0.088345336310
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
0.06250000
N
N
N
N
N
N
WPX ENERGY INC
ZXZE9GCS2BB547GJW219
WPX ENERGY INC 5.25% 09/15/2024
98212BAE3
550000.00000000
PA
USD
552750.00000000
0.027174671477
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.05250000
N
N
N
N
N
N
TAYLOR MORRISON CMNTYS INC / MONARCH CMNTYS INC
549300O1Z08HI2MRK572
TAYLOR MORRISON CMNTY/ MONARCH 5.875% 06/15/2027 144A
87724RAA0
800000.00000000
PA
USD
896000.00000000
0.044049761454
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
0.05875000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT CORP 6.125% 02/01/2025
26884LAH2
660000.00000000
PA
USD
501864.00000000
0.024672979333
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
0.06125000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
NAVIENT CORP 7.25% 01/25/2022
78442FEL8
1015000.00000000
PA
USD
1068287.50000000
0.052519876719
Long
DBT
CORP
US
N
2
2022-01-25
Fixed
0.07250000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX INC 6.375% 05/15/2029
64110LAX4
285000.00000000
PA
USD
326353.50000000
0.016044412751
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.06375000
N
N
N
N
N
N
ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC
N/A
ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC 6% 2/15/25 144A
03969AAL4
2260000.00000000
PA
USD
2356050.00000000
0.115829732673
Long
DBT
CORP
IE
N
2
2025-02-15
Fixed
0.06000000
N
N
N
N
N
N
WIDE OPEN WEST FINANCE LLC
54930045JY28O5B5WE54
WIDEOPENWEST TERM B 08/19/2023
96758DBA0
1456475.00000000
PA
USD
1405498.38000000
0.069098067370
Long
LON
CORP
US
N
2
2023-08-19
Variable
0.04889380
N
N
N
N
N
N
GREYSTAR REAL ESTATE PARTNERS LLC
254900HGC806SXAS4M46
GREYSTAR REAL ESTATE PARTNERS LLC 5.75% 12/01/2025 144A
39807UAB2
1500000.00000000
PA
USD
1550625.00000000
0.076232880977
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
0.05750000
N
N
N
N
N
N
AVANTOR INC
5493003VM0XB4U8YD238
AVANTOR INC 6% 10/01/2024 144A
05352AAA8
780000.00000000
PA
USD
818672.40000000
0.040248129385
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.06000000
N
N
N
N
N
N
STARS GROUP HLDGS B V / STARS GROUP US CO-BORROWER LLC
N/A
STARS GROUP HLDS/STARS GRP 7% 07/15/2026
85572NAA6
3335000.00000000
PA
USD
3585125.00000000
0.176254353834
Long
DBT
CORP
NL
N
2
2026-07-15
Fixed
0.07000000
N
N
N
N
N
N
CAESARS RESORT COLLECTION LLC / CRC FINCO INC
N/A
CAESARS RESORT COLLECTION LLC / CRC FINCO INC 5.25% 10/15/2025 144A
12652AAA1
4900000.00000000
PA
USD
4811898.00000000
0.236565802505
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.05250000
N
N
N
N
N
N
OLYMPUS MERGER SUB INC
N/A
OLYMPUS MERGER SUB INC 8.5% 10/15/2025 144A
68163PAA2
2500000.00000000
PA
USD
1681250.00000000
0.082654756078
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.08500000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP 4.875% 01/01/2026 144A
88033GCY4
795000.00000000
PA
USD
809906.25000000
0.039817161956
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
0.04875000
N
N
N
N
N
N
FIDELITY SUMMER STREET TRUST
P1TJ3M056NR1SYX5LY49
Fidelity Capital and Income Fund
316062108
14995215.84700000
NS
USD
147253019.62000000
7.239353111351
Long
EC
RF
US
N
1
N
N
N
MATTEL INC
549300VELLG24KHTJ564
MATTEL INC 6.75% 12/31/2025 144A
577081BB7
730000.00000000
PA
USD
767193.50000000
0.037717288688
Long
DBT
CORP
US
N
2
2025-12-31
Fixed
0.06750000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI PROPERTIES / NOTE 4.25% 12/01/2026 144A
92564RAA3
1480000.00000000
PA
USD
1494948.00000000
0.073495650432
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
0.04250000
N
N
N
N
N
N
MALLINCKRODT INTL FIN S A
N/A
MALLINCKRODT INTL FIN SA TERM B 09/24/2024
N/A
500000.00000000
PA
USD
444165.00000000
0.021836341848
Long
LON
CORP
LU
N
2
2024-09-24
Variable
0.00000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC 7.5% 04/01/2028 144A
126307AY3
1885000.00000000
PA
USD
2125337.50000000
0.104487287819
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
0.07500000
N
N
N
N
N
N
AERCAP HOLDINGS NV
549300SZYINBBLJQU475
AERCAP HOLDINGS NV 5.875/VAR 10/10/2079
00774YAA7
2530000.00000000
PA
USD
2567950.00000000
0.126247304607
Long
EP
CORP
NL
N
2
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
ARAMARK SERVICES INC 4.75% 06/01/2026
038522AN8
2480000.00000000
PA
USD
2566800.00000000
0.126190767524
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
0.04750000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HLDGS INC 5% 08/15/2026 144A
737446AK0
1045000.00000000
PA
USD
1065900.00000000
0.052402500820
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.05000000
N
N
N
N
N
N
HILCORP ENERGY I LP/FIN CO
N/A
HILCORP ENERGY I LP/FIN CO 6.25% 11/01/2028 144A
431318AS3
375000.00000000
PA
USD
272820.00000000
0.013412562410
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.06250000
N
N
N
N
N
N
NATIONAL CINEMEDIA LLC
7LJEQIVQVLNGS4X6T547
NATIONAL CINEMEDIA LLC 5.875% 04/15/2028 144A
63530QAJ8
500000.00000000
PA
USD
510897.50000000
0.025117090405
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
0.05875000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
N/A
LEVEL 3 FINANCING INC 5.375% 01/15/24
527298BK8
675000.00000000
PA
USD
673326.00000000
0.033102510805
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
0.05375000
N
N
N
N
N
N
SANCHEZ ENERGY CORP
549300SB0HTIM17TVR61
SANCHEZ TERM 1LN DIP 05/11/2020
N/A
1274832.71000000
PA
USD
1274832.71000000
0.062674192824
Long
LON
CORP
US
N
3
2020-05-11
Variable
0.06782080
N
N
N
N
N
N
TAYLOR MORRISON CMNTYS INC / MONARCH CMNTYS INC
549300O1Z08HI2MRK572
TAYLOR MORRISON CMNTY/ MONARCH 5.75% 01/15/2028 144A
87724RAB8
3000000.00000000
PA
USD
3314640.00000000
0.162956586282
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.05750000
N
N
N
N
N
N
SSL ROBOTICS LLC
N/A
SSL ROBOTICS LLC 9.75% 12/31/2023 144A
78472GAA7
800000.00000000
PA
USD
850240.00000000
0.041800077209
Long
DBT
CORP
US
N
2
2023-12-31
Fixed
0.09750000
N
N
N
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
CHEMOURS CO 7% 05/15/2025
163851AD0
1315000.00000000
PA
USD
1226237.50000000
0.060285122055
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.07000000
N
N
N
N
N
N
DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO
N/A
DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO 6.625% 08/15/2027 144A
25277LAC0
2685000.00000000
PA
USD
2174850.00000000
0.106921455022
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
0.06625000
N
N
N
N
N
N
LENNAR CORP
529900G61XVRLX5TJX09
LENNAR CORP 4.75% 05/30/2025
526057BV5
800000.00000000
PA
USD
864504.00000000
0.042501333679
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
0.04750000
N
N
N
N
N
N
REYNOLDS GRP ISSUER INC/LLC/SA
N/A
REYNOLDS GRP ISSUER INC/LLC/SA 7% 07/15/2024 144A
761735AV1
2825000.00000000
PA
USD
2851498.50000000
0.140187308832
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
0.07000000
N
N
N
N
N
N
SILGAN HLDGS INC
KAF673KJXD92C8KSLU49
SILGAN HLDGS INC 4.75% 03/15/2025
827048AU3
695000.00000000
PA
USD
703110.65000000
0.034566804027
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
0.04750000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM INC 5.5% 11/15/2027 144A
893647BJ5
1640000.00000000
PA
USD
1638032.00000000
0.080530043365
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.05500000
N
N
N
N
N
N
ASCEND LEARNING LLC
549300T466HKRLVCD610
ASCEND LEARNING LLC 6.875% 08/01/2025 144A
043502AB9
1355000.00000000
PA
USD
1395650.00000000
0.068613894614
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
0.06875000
N
N
N
N
N
N
EG GLOBAL FINANCE PLC
549300TL8Q5207VYET27
EG GLOBAL FINANCE PLC 6.75% 02/07/2025 144A
28228PAA9
1100000.00000000
PA
USD
1075250.00000000
0.052862171879
Long
DBT
CORP
GB
N
2
2025-02-07
Fixed
0.06750000
N
N
N
N
N
N
CCO HLDGS LLC/CCO HLDGS CAP CORP
N/A
CCO HLDGS LLC/CAP CORP 5.5% 05/01/2026 144A
1248EPBR3
5360000.00000000
PA
USD
5561536.00000000
0.273420015761
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.05500000
N
N
N
N
N
N
PULTE GROUP INC
N/A
PULTE GROUP INC 5% 01/15/2027
745867AX9
650000.00000000
PA
USD
713622.00000000
0.035083570166
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.05000000
N
N
N
N
N
N
HILTON WORLDWIDE FIN LLC / HILTON WORLDWIDE FIN CORP
N/A
HILTON WORLDWIDE FIN LLC / HILTON WORLDWIDE FIN CORP 4.625% 04/01/2025
432891AH2
655000.00000000
PA
USD
657456.25000000
0.032322311361
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.04625000
N
N
N
N
N
N
ALMONDE INC
549300ZB2RO6QC7YTK71
MISYS LIMITED TERM 2LN 06/13/2025
02034DAF4
805000.00000000
PA
USD
765257.15000000
0.037622092532
Long
LON
CORP
US
N
2
2025-06-13
Variable
0.09027130
N
N
N
N
N
N
GEO GROUP INC NEW
5493003VOR6NTY465495
GEO GROUP INC 5.875% 10/15/2024
36162JAA4
350000.00000000
PA
USD
327250.00000000
0.016088487093
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
0.05875000
N
N
N
N
N
N
FREEPORT MCMORAN IN
549300IRDTHJQ1PVET45
FREEPORT MCMOR 3.875% 3/15/23
35671DAZ8
1645000.00000000
PA
USD
1653718.50000000
0.081301233748
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.03875000
N
N
N
N
N
N
QWEST CORPORATION
549300R2L4N683OO1509
QWEST CORP 6.75% 12/01/21
74913GAX3
670000.00000000
PA
USD
708525.00000000
0.034832987985
Long
DBT
CORP
US
N
2
2021-12-01
Fixed
0.06750000
N
N
N
N
N
N
TEMPO ACQUISITION LLC / TEMPO ACQUISITION FIN CORP
N/A
TEMPO ACQUISITION LLC 6.75% 06/01/2025 144A
88023JAA4
2275000.00000000
PA
USD
2264353.00000000
0.111321662387
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.06750000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
VALVOLINE INC 4.25% 02/15/2030 144A
92047WAD3
525000.00000000
PA
USD
517781.25000000
0.025455514004
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.04250000
N
N
N
N
N
N
REYNOLDS GRP ISSUER INC/LLC/SA
N/A
REYNOLDS GRP ISSUER INC/LLC/SA 5.125% 07/15/2023 144A
761735AT6
1000000.00000000
PA
USD
1010000.00000000
0.049654306997
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.05125000
N
N
N
N
N
N
CVR ENERGY INC
529900SOYZIXZBTXB558
CVR ENERGY INC 5.25% 02/15/2025 144A
12662PAB4
1360000.00000000
PA
USD
1268200.00000000
0.062348111023
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.05250000
N
N
N
N
N
N
FREEPORT MCMORAN IN
549300IRDTHJQ1PVET45
FREEPORT MCMOR CO 3.55% 3/1/22
35671DAU9
475000.00000000
PA
USD
479227.50000000
0.023560108323
Long
DBT
CORP
US
N
2
2022-03-01
Fixed
0.03550000
N
N
N
N
N
N
NUFARM AUSTRALIA LTD / NUFARM AMERICAS INC
N/A
NUFARM AUSTRALIA LTD / NUFARM AMERICAS INC 5.75% 04/30/2026 144A
67052NAA3
1795000.00000000
PA
USD
1768075.00000000
0.086923305786
Long
DBT
CORP
AU
N
2
2026-04-30
Fixed
0.05750000
N
N
N
N
N
N
MICHAELS STORES INC
BV4WJ23XIGNG4UDYEK73
MICHAELS STORES INC 8% 07/15/2027 144A
594087AU2
1492000.00000000
PA
USD
1243731.20000000
0.061145159234
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.08000000
N
N
N
N
N
N
TTM TECHNOLOGIES INC
549300SC4BDOIS008048
TTM TECHNOLOGIES INC 5.625% 10/01/2025 144A
87305RAH2
2835000.00000000
PA
USD
2891700.00000000
0.142163722320
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.05625000
N
N
N
N
N
N
GOLDEN NUGGET INC NEW
N/A
GOLDEN NUGGET INC 8.75% 10/01/2025 144A
38113YAC3
2350000.00000000
PA
USD
2359893.50000000
0.116018689435
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.08750000
N
N
N
N
N
N
EXTRACTION OIL and GAS INC
5493002FL3WIE1JVUP20
EXTRACTION OIL AND GAS INC 5.625% 02/01/2026 144A
30227MAB1
1875000.00000000
PA
USD
656250.00000000
0.032263008878
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.05625000
N
N
N
N
N
N
CEC ENTERTAINMENT INC
549300MWTY75LB8TRO50
CEC ENTERTAINMENT INC 8.0% 02/15/2022
125137AB5
850000.00000000
PA
USD
824500.00000000
0.040534629820
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
0.08000000
N
N
N
N
N
N
JBS USA LLC / JBS USA FIN INC
N/A
JBS USA LLC / JBS USA FIN INC 5.75% 06/15/2025 144A
466112AR0
4505000.00000000
PA
USD
4611993.75000000
0.226737973793
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.05750000
N
N
N
N
N
N
FIRST QUANTUM MINERALS LTD
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS LTD 7.25% 05/15/22 144A
335934AH8
565000.00000000
PA
USD
554688.75000000
0.027269985624
Long
DBT
CORP
CA
N
2
2022-05-15
Fixed
0.07250000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH NETWORK CORP CONV 2.375% 03/15/2024
25470MAD1
1500000.00000000
PA
USD
1394505.41000000
0.068557623502
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.02375000
N
N
N
N
N
DISH NETWORK CORP
DISH NETWORK CORP A
USD
XXXX
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM INC 6.5% 07/15/2024
893647AX5
725000.00000000
PA
USD
741312.50000000
0.036444909362
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
0.06500000
N
N
N
N
N
N
CIFC FDG 2015-II LTD / CIFC FDG 2015-II LLC
N/A
CIFC FDG 2015-II LTD / CIFC FDG 2015-II LLC 3ML+101 04/15/2030 144A
12550LAS1
1500000.00000000
PA
USD
1500000.00000000
0.073744020292
Long
ABS-CBDO
CORP
KY
N
2
2030-04-15
Variable
0.00000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP 8% 06/15/2027
165167CZ8
2265000.00000000
PA
USD
679500.00000000
0.033406041192
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
0.08000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING LP
549300Y6CTBSE0QIPL28
DCP MIDSTREAM OPER LP 5.375% 07/15/2025
23311VAG2
1785000.00000000
PA
USD
1869823.20000000
0.091925520003
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.05375000
N
N
N
N
N
N
TERRAFORM POWER OPERATING LLC
5493000S2OLR3UT5BE13
TERRAFORM POWER OPERATING LLC 5% 01/31/2028 144A
88104LAE3
560000.00000000
PA
USD
602728.00000000
0.029631723908
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
0.05000000
N
N
N
N
N
N
CROWN AMERICAS LLC / CROWN AMERICAS CAPITAL CORP V
N/A
CROWN AMERICAS LLC / CROWN AMERICAS CAPITAL CORP V 4.25% 09/30/2026
22819KAB6
2120000.00000000
PA
USD
2182126.60000000
0.107279192181
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
0.04250000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC 5.375% 07/15/2023 144A
126307AT4
3000000.00000000
PA
USD
3073200.00000000
0.151086748775
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.05375000
N
N
N
N
N
N
AMSTED INDUSTRIES INC
N2VLGYMEEBIU3PFSUY86
AMSTED INDUSTRIES INC 5.625% 07/01/2027 144A
032177AH0
805000.00000000
PA
USD
853300.00000000
0.041950515010
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
0.05625000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP 5.125% 05/01/2025
88033GCU2
915000.00000000
PA
USD
921862.50000000
0.045321231271
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.05125000
N
N
N
N
N
N
IQVIA INC
549300PLWY28YB00C717
IQVIA INC 5% 05/15/2027 144A
46266TAA6
1425000.00000000
PA
USD
1473093.75000000
0.072421236928
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.05000000
N
N
N
N
N
N
CIT GROUP INC NEW
N8O96ZZJQRFYQUJY7K79
CIT GROUP INC NEW 6.125% 03/09/2028
125581GX0
625000.00000000
PA
USD
750000.00000000
0.036872010146
Long
DBT
CORP
US
N
2
2028-03-09
Fixed
0.06125000
N
N
N
N
N
N
ADVANCED DRAIN SYS INC DEL
6QQTOZ5MF5DHM7K92I60
ADVANCED DRAIN SYS INC DEL 5% 09/30/2027 144A
00790RAA2
1950000.00000000
PA
USD
2015812.50000000
0.099102745270
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
0.05000000
N
N
N
N
N
N
NATIONSTAR MTG HLDGS INC
N/A
NATIONSTAR MTG HLDGS INC 6% 01/15/2027 144A
63861CAA7
1862000.00000000
PA
USD
1891568.56000000
0.092994580182
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.06000000
N
N
N
N
N
N
ALLY FINL INC
549300JBN1OSM8YNAI90
ALLY FINL INC 3.875% 05/21/2024
02005NBH2
840000.00000000
PA
USD
880630.80000000
0.043294170390
Long
DBT
CORP
US
N
2
2024-05-21
Fixed
0.03875000
N
N
N
N
N
N
CENTURYLINK INC
8M3THTGWLTYZVE6BBY25
CENTURYLINK INC 7.6% 09/15/2039
156700AM8
1325000.00000000
PA
USD
1429608.75000000
0.070283397780
Long
DBT
CORP
US
N
2
2039-09-15
Fixed
0.07600000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATIONS CO LLC 5.5% 09/01/2026 144A
92840VAA0
3566000.00000000
PA
USD
3607383.43000000
0.177348637910
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
0.05500000
N
N
N
N
N
N
ALLEGRO CLO VII LTD / ALLEGRO CLO VII LLC
N/A
ALLEGRO CLO VII LTD/LLC 3ML+110 06/13/2031 144A
01750CAA1
6000000.00000000
PA
USD
5969400.00000000
0.293471703157
Long
ABS-CBDO
CORP
KY
N
2
2031-06-13
Variable
0.02931250
N
N
N
N
N
N
OWENS BROCKWAY GLASS CONT INC
V2UQUCDZJ9WY98W8QU33
OWENS BROCKWAY GLASS CONT INC 5.375% 01/15/2025 144A
690872AB2
2000000.00000000
PA
USD
2098560.00000000
0.103170834150
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.05375000
N
N
N
N
N
N
SABLE INTL FINANCE LTD
2138009IE9A35LO5JS73
SABLE INTL FIN LTD 5.75% 09/07/2027 144A
785712AG5
255000.00000000
PA
USD
265837.50000000
0.013069283996
Long
DBT
CORP
KY
N
2
2027-09-07
Fixed
0.05750000
N
N
N
N
N
N
KB HOME
549300LGUCWQURMWLG09
KB HOME 6.875% 06/15/2027
48666KAX7
1550000.00000000
PA
USD
1829000.00000000
0.089918542076
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
0.06875000
N
N
N
N
N
N
ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP
N/A
ICAHN ENTERPRISES LP/FIN CORP 6.25% 05/15/2026
451102BT3
1210000.00000000
PA
USD
1240383.10000000
0.060980557664
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.06250000
N
N
N
N
N
N
BROOKFIELD RESIDENTIAL PPTYS INC / BROOKFIELD RESIDENTIAL US CORP
N/A
BROOKFIELD RESIDENTIAL PPTYS INC / US CORP 6.25% 09/15/2027 144A
11283YAB6
1395000.00000000
PA
USD
1433362.50000000
0.070467942191
Long
DBT
CORP
CA
N
2
2027-09-15
Fixed
0.06250000
N
N
N
N
N
N
TRIVIUM PACKAGING FINANCE BV
724500GMZWW3PVYET548
TRIVIUM PACKAGING FINANCE BV 8.5% 08/15/2027 144A
89686QAB2
315000.00000000
PA
USD
333244.80000000
0.016383207529
Long
DBT
CORP
NL
N
2
2027-08-15
Fixed
0.08500000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
QORVO INC 5.5% 07/15/2026
74736KAF8
1795000.00000000
PA
USD
1854235.00000000
0.091159162311
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.05500000
N
N
N
N
N
N
HILCORP ENERGY I LP/FIN CO
N/A
HILCORP ENERGY I LP/FIN CO 5.0% 12/01/2024 144A
431318AN4
265000.00000000
PA
USD
209350.00000000
0.010292207098
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
0.05000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
N/A
LEVEL 3 FINANCING INC 5.375% 05/01/2025
527298BH5
715000.00000000
PA
USD
729893.45000000
0.035883518258
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.05375000
N
N
N
N
N
N
ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP
N/A
ICAHN ENTERPRISES LP/FIN CORP 6.375% 12/15/2025
451102BQ9
1080000.00000000
PA
USD
1115100.00000000
0.054821304685
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.06375000
N
N
N
N
N
N
VIPER ENERGY PARTNERS LP
5299009LINL232255G03
VIPER ENERGY PARTNERS LP 5.375% 11/01/2027 144A
92763MAA3
1300000.00000000
PA
USD
1321190.00000000
0.064953241447
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
0.05375000
N
N
N
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CONSOL ENERGY INC 5.875% 04/15/2022
20854PAL3
1825000.00000000
PA
USD
1669875.00000000
0.082095530590
Long
DBT
CORP
US
N
2
2022-04-15
Fixed
0.05875000
N
N
N
N
N
N
MEDNAX INC
N/A
MEDNAX INC 5.25% 12/01/23 144A
58502BAA4
1250000.00000000
PA
USD
1223437.50000000
0.060147466551
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
0.05250000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC 7.75% 07/15/2025 144A
126307AX5
1555000.00000000
PA
USD
1636637.50000000
0.080461486007
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.07750000
N
N
N
N
N
N
CHARLES RIVER LABS INTL INC
549300BSQ0R4UZ5KX287
CHARLES RIVER LABS INTL INC 4.25% 05/01/2028 144A
159864AE7
145000.00000000
PA
USD
145913.50000000
0.007173498736
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
0.04250000
N
N
N
N
N
N
MPT OPER PARTNERSHIP LP / MPT FIN CORP
N/A
MPT OPER PARTNERSHIP LP/CORP 5.25% 08/01/26
55342UAG9
1035000.00000000
PA
USD
1076767.43000000
0.052936772805
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
0.05250000
N
N
N
N
N
N
TERRAFORM POWER OPERATING LLC
5493000S2OLR3UT5BE13
TERRAFORM POWER OPERATING LLC 4.25% 01/31/2023 144A
88104LAC7
500000.00000000
PA
USD
508135.00000000
0.024981278500
Long
DBT
CORP
US
N
2
2023-01-31
Fixed
0.04250000
N
N
N
N
N
N
JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC
N/A
JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 5.5% 01/15/2030 144A
46590XAB2
2400000.00000000
PA
USD
2532744.00000000
0.124516483288
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.05500000
N
N
N
N
N
N
TELENET FINANCE LUXEMBOURG NOTES SARL
2138007RI9GLJPCC3E25
TELENET FINANCE LUXEMBOURG NOTES SARL 5.5% 03/01/2028 144A
N/A
2600000.00000000
PA
USD
2743000.00000000
0.134853231775
Long
DBT
CORP
LU
N
2
2028-03-01
Fixed
0.05500000
N
N
N
N
N
N
SURGERY CENTER HLDGS INC
54930054EVI5HWPPW113
SURGERY CENTER HLDGS INC 10% 04/15/2027 144A
86881WAD4
875000.00000000
PA
USD
955937.50000000
0.046996449599
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.10000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI PROPERTIES / NOTE 4.625% 12/01/2029 144A
92564RAB1
1660000.00000000
PA
USD
1713950.00000000
0.084262375720
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
0.04625000
N
N
N
N
N
N
TELEFLEX INC
UUL85LWXB4NGSWWXIQ25
TELEFLEX INC 4.875% 06/01/2026
879369AE6
1750000.00000000
PA
USD
1824375.00000000
0.089691164681
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
0.04875000
N
N
N
N
N
N
GOLDEN ENTERTAINMENT INC
549300P8YYCKQVJ0Y638
GOLDEN ENTERTAINMENT INC 7.625% 04/15/2026 144A
381013AA9
3621000.00000000
PA
USD
3865417.50000000
0.190034284373
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.07625000
N
N
N
N
N
N
JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC
N/A
JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 6.5% 04/15/2029 144A
46590XAA4
4850000.00000000
PA
USD
5260795.00000000
0.258634782157
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.06500000
N
N
N
N
N
N
H and E EQUIPMENT SERVICES INC
N/A
H and E EQUIPMENT SERVICES INC 5.625% 09/01/2025
404030AH1
575000.00000000
PA
USD
599196.00000000
0.029458081322
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
0.05625000
N
N
N
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM 5.875% 10/15/24
00766TAD2
905000.00000000
PA
USD
993237.50000000
0.048830217570
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
0.05875000
N
N
N
N
N
N
STARWOOD PPTY TR INC
BUGSFQZERKRBFWIG5267
STARWOOD PPTY TR INC 4.75% 03/15/2025
85571BAL9
515000.00000000
PA
USD
525300.00000000
0.025825155906
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
0.04750000
N
N
N
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
SPRINT CORP 7.875% 09/15/2023
85207UAF2
4805000.00000000
PA
USD
5493700.65000000
0.270085048143
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.07875000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING PARTNERS LP
549300KJEC5IUVJWR786
NEXTERA ENERGY OPERATING PARTNERS LP 4.25% 09/15/2024 144A
65342QAC6
1365000.00000000
PA
USD
1374145.50000000
0.067556675758
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.04250000
N
N
N
N
N
N
SCIENTIFIC GAMES INTL INC
RLTHESQ0RNFQJWPBJN60
SCIENTIFIC GAMES INTL INC 7% 05/15/2028 144A
80874YBC3
845000.00000000
PA
USD
823346.88000000
0.040477939351
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
0.07000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC 5% 08/01/2027 144A
82967NBA5
1060000.00000000
PA
USD
1109025.00000000
0.054522641403
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
0.05000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HLDGS INC 4.625% 04/15/2030 144A
737446AQ7
180000.00000000
PA
USD
177406.20000000
0.008721764275
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.04625000
N
N
N
N
N
N
PLAYTIKA HOLDING CORP
N/A
PLAYTIKA TERM B 1LN 12/10/2024
72814CAE8
750000.00000000
PA
USD
750000.00000000
0.036872010146
Long
LON
CORP
US
N
2
2024-12-10
Variable
0.07603380
N
N
N
N
N
N
SUBURBAN PROPANE LP/ENGY FIN C
N/A
SUBURBAN PROPANE LP/ENGY FIN C 5.875% 3/1/27
864486AK1
1375000.00000000
PA
USD
1416250.00000000
0.069626645826
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.05875000
N
N
N
N
N
N
NOBLE HLDG INTL LTD
549300GNEZBJHMST9U32
NOBLE HLDG INTL LTD 7.875% 02/01/2026 144A
65504LAQ0
515000.00000000
PA
USD
317368.75000000
0.015602698360
Long
DBT
CORP
KY
N
2
2026-02-01
Fixed
0.07875000
N
N
N
N
N
N
MILLICOM INTL CELLULAR SA
549300CTHC1CP86P2G96
MILLICOM INTL CELLULAR SA 6.0% 03/10/2025 144A
600814AM9
705000.00000000
PA
USD
722404.69000000
0.035515350745
Long
DBT
CORP
LU
N
2
2025-03-15
Fixed
0.06000000
N
N
N
N
N
N
BANFF MERGER SUB INC
549300DSDR5SWIGOZV63
BANFF MERGER SUB INC 9.75% 09/01/2026 144A
05988LAA6
4408000.00000000
PA
USD
4429819.60000000
0.217781804317
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
0.09750000
N
N
N
N
N
N
WILLIAM (CARTER) CO
TGI2A0HXEYNQPU7TYV27
WILLIAM (CARTER) CO 5.625% 03/15/2027
96926JAC1
880000.00000000
PA
USD
936254.00000000
0.046028755983
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.05625000
N
N
N
N
N
N
CITIZENS UTILITIES COMPANY(OLD
N/A
CITIZENS UTILITIES COMPANY(OLD 7.05% 10/01/2046
177342AP7
2508000.00000000
PA
USD
1153680.00000000
0.056718000887
Long
DBT
CORP
US
N
2
2046-10-01
Fixed
0.07050000
N
N
N
N
N
N
EATON VANCE INCOME FD BOS INC
549300VF5K2L0CCUBE97
Eaton Vance Income Fund of Boston A
277907101
18054959.78800000
NS
USD
99302278.83000000
4.881966176771
Long
EC
RF
US
N
1
N
N
N
CENTURY TELEPHONE ENTERPR(OLD)
N/A
CENTURY TEL ENTP 6.875 1/15/28
156686AM9
80000.00000000
PA
USD
88800.00000000
0.004365646001
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.06875000
N
N
N
N
N
N
EG GLOBAL FINANCE PLC
549300TL8Q5207VYET27
EG GLOBAL FINANCE PLC 8.5% 10/30/2025 144A
28228PAB7
2733000.00000000
PA
USD
2814170.10000000
0.138352144641
Long
DBT
CORP
GB
N
2
2025-10-30
Fixed
0.08500000
N
N
N
N
N
N
TIBCO SOFTWARE INC
04EEB871XLHVNY4RZJ65
TIBCO SOFTWARE TERM 2LN 02/13/2028
N/A
1000000.00000000
PA
USD
1000000.00000000
0.049162680195
Long
LON
CORP
US
N
2
2028-02-13
Variable
0.00000000
N
N
N
N
N
N
USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP
549300ZWL4J1LYMOWK56
USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP 6.875% 09/01/2027
91740PAF5
435000.00000000
PA
USD
421428.00000000
0.020718529989
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
0.06875000
N
N
N
N
N
N
B and G FOODS INC
549300TRW1LZMDJZAQ78
B and G FOODS INC 5.25% 04/01/2025
05508RAE6
1000000.00000000
PA
USD
987490.00000000
0.048547655065
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.05250000
N
N
N
N
N
N
JACKSON MILL CLO LTD / JACKSON MILL CLO LLC
N/A
JACKSON MILL CLO LTD / JACKSON MILL CLO LLC 3ML+83 04/15/2027 144A
468367AJ6
2479696.62000000
PA
USD
2474241.29000000
0.121640333265
Long
ABS-CBDO
CORP
KY
N
2
2027-04-15
Variable
0.02661250
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
GARTNER INC 5.125% 04/01/2025 144A
366651AB3
350000.00000000
PA
USD
361410.00000000
0.017767884249
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.05125000
N
N
N
N
N
N
CENTURYLINK INC
8M3THTGWLTYZVE6BBY25
CENTURYLINK INC 4% 02/15/2027 144A
156700BC9
835000.00000000
PA
USD
839091.50000000
0.041251987068
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.04000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP 7% 10/01/2024
165167DA2
835000.00000000
PA
USD
292250.00000000
0.014367793287
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.07000000
N
N
N
N
N
N
INTELSAT JACKSON HLDGS S A
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HLDGS SA 9.75% 07/15/2025 144A
45824TAY1
1700000.00000000
PA
USD
1499187.50000000
0.073704075615
Long
DBT
CORP
LU
N
2
2025-07-15
Fixed
0.09750000
N
N
N
N
N
N
SANCHEZ ENERGY CORP
549300SB0HTIM17TVR61
SANCHEZ ENERGY CORP 7.25% 02/15/2023 144A
79970YAE5
3242000.00000000
PA
USD
1783100.00000000
0.087661975056
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
0.07250000
N
N
N
N
N
N
ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP
N/A
ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP 9.75% 07/15/2027 144A
019576AB3
665000.00000000
PA
USD
709887.50000000
0.034899972137
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.09750000
N
N
N
N
N
N
CHOBANI LLC/FINANCE CORP INC
N/A
CHOBANI LLC/FINANCE CORP INC 7.5% 04/15/2025 144A
17027NAA0
230000.00000000
PA
USD
228850.00000000
0.011250879362
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.07500000
N
N
N
N
N
N
FLY LEASING LTD
549300LI58A0MHGHTZ98
FLY LEASING LTD 5.25% 10/15/2024
34407DAC3
2075000.00000000
PA
USD
2126875.00000000
0.104562875440
Long
DBT
CORP
BM
N
2
2024-10-15
Fixed
0.05250000
N
N
N
N
N
N
HOLOGIC INC
549300DYP6F5ZJL0LB74
HOLOGIC INC 4.625% 02/01/2028 144A
436440AM3
185000.00000000
PA
USD
191883.85000000
0.009433524352
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.04625000
N
N
N
N
N
N
INTELSAT CONNECT FINANCE SA
549300T8SOCBO2H77X11
INTELSAT CONNECT FINANCE SA 9.5% 02/15/2023 144A
45827AAD5
790000.00000000
PA
USD
466100.00000000
0.022914725238
Long
DBT
CORP
LU
N
2
2023-02-15
Fixed
0.09500000
N
N
N
N
N
N
CCO HLDGS LLC/CCO HLDGS CAP CORP
N/A
CCO HLDGS LLC/CAP CORP 4.75% 03/01/2030 144A
1248EPCD3
2024000.00000000
PA
USD
2084720.00000000
0.102490422656
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.04750000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC 5% 03/15/2024
404119BN8
3000000.00000000
PA
USD
3334604.31000000
0.163938085269
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.05000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH NETWORK CORP CONV 3.375% 08/15/2026
25470MAB5
1350000.00000000
PA
USD
1303435.18000000
0.064080366909
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.03375000
N
N
N
N
Y
DISH NETWORK CORP
DISH NETWORK CORP A
USD
XXXX
N
N
N
FRONTIER COMMUNICATIONS CORP
549300ZCZ76HYCS0H445
FRONTIER COMMUNICATIONS CORP 8% 04/01/2027 144A
35906ABC1
1260000.00000000
PA
USD
1307250.00000000
0.064267913685
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.08000000
N
N
N
N
N
N
LAUREATE EDUCATION INC
5JL7TMOH5TY3IUYSUP91
LAUREATE EDUCATION INC 8.25% 05/01/2025
518613AJ3
4940000.00000000
PA
USD
5237042.20000000
0.257467030847
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.08250000
N
N
N
N
N
N
UNITED RENTALS NORTH AMER INC
NGIZXNT70J2LYT3FBI09
UNITED RENTALS NORTH AMER INC 5.25% 01/15/2030
911365BL7
1400000.00000000
PA
USD
1472800.00000000
0.072406795391
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.05250000
N
N
N
N
N
N
VALARIS PLC
7N0UJMJLXD0MDT5D5086
VALARIS PLC 7.75% 02/01/2026
91889DAE6
1500000.00000000
PA
USD
592425.00000000
0.029125200814
Long
DBT
CORP
GB
N
2
2026-02-01
Fixed
0.07750000
N
N
N
N
N
N
STATION CASINOS LLC
5493004E7Q60TX54WL62
STATION CASINOS LLC 4.5% 02/15/2028 144A
857691AG4
325000.00000000
PA
USD
309562.50000000
0.015218922187
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.04500000
N
N
N
N
N
N
CLEARWAY ENERGY OPERATING LLC
549300Z3NFMM54NWBB87
CLEARWAY ENERGY OPER LLC 5.75% 10/15/2025
18539UAB1
900000.00000000
PA
USD
929997.00000000
0.045721145093
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.05750000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING LP
549300Y6CTBSE0QIPL28
DCP MIDSTREAM OPER LP 5.125% 05/15/2029
23311VAH0
1700000.00000000
PA
USD
1670250.00000000
0.082113966595
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.05125000
N
N
N
N
N
N
L BRANDS INC
GR3KVMWVCR54YWQNXU90
L BRANDS INC 5.625% 10/15/23
501797AJ3
1975000.00000000
PA
USD
2128062.50000000
0.104621256122
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
0.05625000
N
N
N
N
N
N
FRONT RANGE BIDCO INC
N/A
FRONT RANGE BIDCO INC 4% 03/01/2027 144A
98919VAA3
805000.00000000
PA
USD
781856.25000000
0.038438148777
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.04000000
N
N
N
N
N
N
WEST CORP
5493005Z5DB0O5S30R71
WEST CORP TERM B 1LN FUNDED 10/10/2024
68162RAC5
1150000.00000000
PA
USD
911375.00000000
0.044805637662
Long
LON
CORP
US
N
2
2024-10-10
Variable
0.05567750
N
N
N
N
N
N
CLEAR CHANNEL WORLDWIDE HLDGS INC
N/A
CLEAR CHANNEL WRLDWD HLDGS INC 9.25% 02/15/2024 144A
18451QAN8
4525000.00000000
PA
USD
4807812.50000000
0.236364948375
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.09250000
N
N
N
N
N
N
SCIENTIFIC GAMES INTL INC
RLTHESQ0RNFQJWPBJN60
SCIENTIFIC GAMES INTL INC 8.25% 03/15/2026 144A
80874YBA7
500000.00000000
PA
USD
516250.00000000
0.025380233650
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.08250000
N
N
N
N
N
N
ADIENT GLOBAL HOLDINGS LTD
213800VA38VCKE6M8790
ADIENT GLOBAL HOLDINGS LTD 4.875% 08/15/2026 144A
00687YAA3
1325000.00000000
PA
USD
1142812.50000000
0.056183725460
Long
DBT
CORP
JE
N
2
2026-08-15
Fixed
0.04875000
N
N
N
N
N
N
VERSCEND ESCROW CORP
N/A
VERSCEND HOLDING CORP 9.75% 08/15/2026 144A
92535WAA8
1000000.00000000
PA
USD
1087450.00000000
0.053461956578
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.09750000
N
N
N
N
N
N
DANA FING LUXEMBOURG SARL
222100DKCE3D036DQU13
DANA FING LUXEMBOURG SARL 5.75% 04/15/2025 144A
235822AB9
200000.00000000
PA
USD
206000.00000000
0.010127512120
Long
DBT
CORP
LU
N
2
2025-04-15
Fixed
0.05750000
N
N
N
N
N
N
ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP
N/A
ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP 6.625% 07/15/2026 144A
019576AA5
600000.00000000
PA
USD
629250.00000000
0.030935616512
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.06625000
N
N
N
N
N
N
VANGUARD FIXED INCOME SECS FD
4IWOXNHIBJ1X5UBP4985
Vanguard High-Yield Corporate Adm
922031760
40746369.26000000
NS
USD
239181187.56000000
11.75878823271
Long
EC
RF
US
N
1
N
N
N
AMERIGAS PARTN LP/AMERIGAS FIN
N/A
AMERIGAS PARTN LP/AMERIGAS FIN 5.875% 08/20/2026
030981AJ3
2375000.00000000
PA
USD
2464110.00000000
0.121142251895
Long
DBT
CORP
US
N
2
2026-08-20
Fixed
0.05875000
N
N
N
N
N
N
NRG YIELD OPERATING LLC
549300Z3NFMM54NWBB87
NRG YIELD OPER LLC 5% 09/15/2026
62943WAE9
885000.00000000
PA
USD
906509.93000000
0.044566457782
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
0.05000000
N
N
N
N
N
N
ALMONDE INC
549300ZB2RO6QC7YTK71
MISYS LIMITED TERM B 1LN 06/13/2024
02034DAC1
240772.06000000
PA
USD
229135.55000000
0.011264917765
Long
LON
CORP
US
N
2
2024-06-13
Variable
0.05277130
N
N
N
N
N
N
INFOR US INC
CIOT8TLNSHRE7MIBDR09
INFOR US INC 6.5% 05/15/2022
45672NAG6
3125000.00000000
PA
USD
3134343.75000000
0.154092739402
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
0.06500000
N
N
N
N
N
N
SALLY HOLDINGS LLC
3GM3SMNQ8UJOJU9DFN26
SALLY HOLDINGS LLC TERM B2 07/05/2024
79546KAF7
500000.00000000
PA
USD
488750.00000000
0.024028259945
Long
LON
CORP
US
N
2
2024-07-05
Variable
0.04500000
N
N
N
N
N
N
SPRINT CAPITAL CORP
549300L17W0GQBR1PO80
SPRINT CAPITAL CORP 8.75% 03/15/2032
852060AT9
1500000.00000000
PA
USD
2083200.00000000
0.102415695382
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
0.08750000
N
N
N
N
N
N
CARLYLE GLOBAL MARKET STRATEGIES CLO 2016-3 LTD
N/A
CARLYLE GLOBAL MARKET STRATEGIES CLO 2016-3 LTD 3ML+102 10/20/2029 144A
14311UAJ7
2500000.00000000
PA
USD
2500000.00000000
0.122906700487
Long
ABS-CBDO
CORP
KY
N
2
2029-10-20
Variable
0.02714630
N
N
N
N
N
N
OZLM XI LTD
5493009CITK5BZZY6417
OZLM XI LTD 3ML+125 10/30/2030 144A
67109UAS1
2000000.00000000
PA
USD
2001400.00000000
0.098394188142
Long
ABS-CBDO
CORP
KY
N
2
2030-10-30
Variable
0.03019500
N
N
N
N
N
N
COOPER STANDARD AUTO INC
ITCH5B3Q4RTX2PH9UN62
COOPER STANDARD AUTO INC 5.625% 11/15/2026 144A
216762AF1
800000.00000000
PA
USD
714800.00000000
0.035141483803
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
0.05625000
N
N
N
N
N
N
CLEARWAY ENERGY OPERATING LLC
549300Z3NFMM54NWBB87
CLEARWAY ENERGY OPER LLC 4.75% 03/15/2028 144A
18539UAC9
290000.00000000
PA
USD
295075.00000000
0.014506677858
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.04750000
N
N
N
N
N
N
GRAY ESCROW INC
N/A
GRAY ESCROW INC 7% 05/15/2027 144A
389284AA8
675000.00000000
PA
USD
732206.25000000
0.035997221705
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.07000000
N
N
N
N
N
N
SUMMIT MIDSTREAM HOLDINGS LLC / SUMMIT MIDSTREAM FINANCE CORP
N/A
SUMMIT MIDSTREAM HOLDINGS LLC / SUMMIT MIDSTREAM FINANCE CORP 5.75% 04/15/2025
86614WAD8
1550000.00000000
PA
USD
1147000.00000000
0.056389594183
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.05750000
N
N
N
N
N
N
ALLY FINL INC
549300JBN1OSM8YNAI90
ALLY FINL INC 5.75% 11/20/2025
02005NBF6
4685000.00000000
PA
USD
5287725.25000000
0.259958745425
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
0.05750000
N
N
N
N
N
N
SOLENIS INTL LP
N/A
SOLENIS INTL LP TERM 1LN 12/18/2023
83420LAK7
1000000.00000000
PA
USD
973750.00000000
0.047872159840
Long
LON
CORP
US
N
2
2023-12-18
Variable
0.00000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTL INC
RLTHESQ0RNFQJWPBJN60
SCIENTIFIC GAMES INTL INC 7.25% 11/15/2029 144A
80874YBE9
900000.00000000
PA
USD
876420.00000000
0.043087156176
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.07250000
N
N
N
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
SPRINT CORP 7.625% 02/15/2025
85207UAJ4
500000.00000000
PA
USD
580000.00000000
0.028514354513
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.07625000
N
N
N
N
N
N
STARFRUIT US HOLDCO LLC
213800XPQ78J7OIF6Y69
AKZONOBEL SPECIALTY CHEMICALS TERM B 10/01/2025
N/A
1000000.00000000
PA
USD
965000.00000000
0.047441986388
Long
LON
CORP
US
N
2
2025-10-01
Variable
0.04670880
N
N
N
N
N
N
WEATHERFORD INTL LTD
549300A2JKMG5PGOGF82
WEATHERFORD INTL LTD 11% 12/01/2024 144A
947075AP2
893000.00000000
PA
USD
854065.20000000
0.041988134293
Long
DBT
CORP
BM
N
2
2024-12-01
Fixed
0.11000000
N
N
N
N
N
N
NUANCE COMMUNICATIONS INC
AEMSOT3SS15TNMJCE605
NUANCE COMMUNICATIONS INC 5.625% 12/15/2026
67020YAQ3
1085000.00000000
PA
USD
1144675.00000000
0.056275290952
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
0.05625000
N
N
N
N
N
N
FORESTAR GROUP INC
549300BC2UB0GHV60V70
FORESTAR GROUP INC 8% 04/15/2024 144A
346232AD3
650000.00000000
PA
USD
704437.50000000
0.034632035529
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.08000000
N
N
N
N
N
N
AES CORP
2NUNNB7D43COUIRE5295
AES CORP 4.5% 03/15/2023
00130HCA1
755000.00000000
PA
USD
751240.10000000
0.036932976786
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.04500000
N
N
N
N
N
N
CCO HLDGS LLC/CCO HLDGS CAP CORP
N/A
CCO HLDGS LLC/CAP CORP 4.5% 08/15/2030 144A
1248EPCE1
895000.00000000
PA
USD
905068.75000000
0.044495605510
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
0.04500000
N
N
N
N
N
N
BEAZER HOMES USA INC
549300DUPYT2T0F60I45
BEAZER HOMES USA INC 7.25% 10/15/2029 144A
07556QBS3
1500000.00000000
PA
USD
1590000.00000000
0.078168661510
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
0.07250000
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
TRANSOCEAN INC 7.5% 01/15/2026 144A
893830BF5
1676000.00000000
PA
USD
1332420.00000000
0.065505338345
Long
DBT
CORP
KY
N
2
2026-01-15
Fixed
0.07500000
N
N
N
N
N
N
VALEANT PHARMACEUTICALS INTL INC
KOO0397YRO83WY5MGD97
VALEANT PHARMACEUTICALS INTL INC 8.5% 01/31/2027 144A
91911XAW4
2000000.00000000
PA
USD
2194560.00000000
0.107890451449
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
0.08500000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTH 6.875% 11/15/31
88033GAV2
500000.00000000
PA
USD
520000.00000000
0.025564593701
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
0.06875000
N
N
N
N
N
N
MELCO RESORTS FIN LTD
529900NRV6LBR3T6B421
MCE FINANCE LTD 4.875% 06/06/2025 144A
58547DAA7
215000.00000000
PA
USD
216072.34000000
0.010622695350
Long
DBT
CORP
KY
N
2
2025-06-06
Fixed
0.04875000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI INC 4.75% 08/01/2026 144A
55354GAD2
1775000.00000000
PA
USD
1843266.50000000
0.090619921453
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
0.04750000
N
N
N
N
N
N
CARLYLE GLOBAL MKT STRATEGIES CLO 2014-3-R LTD
N/A
CARLYLE GLOBAL MKT STRATEGIES CLO 2014-3-R LTD 3ML+105 07/27/2031 144A
14315LAA2
3000000.00000000
PA
USD
2978100.00000000
0.146411377889
Long
ABS-CBDO
CORP
KY
N
2
2031-07-27
Variable
0.02844130
N
N
N
N
N
N
CATALENT PHARMA SOLUTIONS
549300HALRZ339MSTH85
CATALENT PHARMA SOLUTIONS INC 4.875% 01/15/2026 144A
14879EAD0
1355000.00000000
PA
USD
1388875.00000000
0.068280817456
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.04875000
N
N
N
N
N
N
TITAN INTERNATIONAL INC IL
N/A
TITAN INTERNATIONAL INC IL 6.5% 11/30/2023
88830MAK8
675000.00000000
PA
USD
506250.00000000
0.024888606848
Long
DBT
CORP
US
N
2
2023-11-30
Fixed
0.06500000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI PROPERTIES / NOTE 3.5% 02/15/2025 144A
92564RAC9
630000.00000000
PA
USD
630976.50000000
0.031020495880
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.03500000
N
N
N
N
N
N
ASHTON WOODS USA LLC/FIN CO
N/A
ASHTON WOODS USA LLC/FIN CO 6.75% 08/01/2025 144A
045086AF2
1500000.00000000
PA
USD
1548750.00000000
0.076140700952
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
0.06750000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
N/A
LEVEL 3 FINANCING INC 5.25% 03/15/2026
527298BM4
590000.00000000
PA
USD
609175.00000000
0.029948675707
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.05250000
N
N
N
N
N
N
CONSTELLIUM SE
724500KRJEMC79KAAU28
CONSTELLIUM NV 5.875% 02/15/2026 144A
210383AG0
500000.00000000
PA
USD
508125.00000000
0.024980786874
Long
DBT
CORP
FR
N
2
2026-02-15
Fixed
0.05875000
N
N
N
N
N
N
STATION CASINOS LLC
5493004E7Q60TX54WL62
STATION CASINOS LLC 5.0% 10/01/2025 144A
857691AF6
1145000.00000000
PA
USD
1150725.00000000
0.056572725167
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.05000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC 7.5% 12/01/2024 144A
097751BR1
2040000.00000000
PA
USD
2064684.00000000
0.101505399196
Long
DBT
CORP
CA
N
2
2024-12-01
Fixed
0.07500000
N
N
N
N
N
N
CORECIVIC INC
529900JFA3K6PTLT8B15
CORRECTIONS CORP AMER NEW 5% 10/15/2022
22025YAQ3
802000.00000000
PA
USD
818441.00000000
0.040236753141
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
0.05000000
N
N
N
N
N
N
ALLIANCE DATA SYSTEMS CORP
549300G8S4PO686J7H97
ALLIANCE DATA SYSTEMS CORP 4.75% 12/15/2024 144A
018581AK4
575000.00000000
PA
USD
564218.75000000
0.027738505966
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
0.04750000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HLDGS INC 5.75% 03/01/2027 144A
737446AM6
720000.00000000
PA
USD
749264.40000000
0.036835846078
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.05750000
N
N
N
N
N
N
CCO HLDGS LLC/CCO HLDGS CAP CORP
N/A
CCO HLDGS LLC/CAP CORP 5% 02/01/2028 144A
1248EPBX0
2398000.00000000
PA
USD
2493920.00000000
0.122607791392
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.05000000
N
N
N
N
N
N
SUNOCO LP / SUNOCO FIN CORP
N/A
SUNOCO LP / SUNOCO FIN CORP 4.875% 01/15/2023
86765LAJ6
815000.00000000
PA
USD
812571.30000000
0.039948182957
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
0.04875000
N
N
N
N
N
N
JACOBS ENTERTAINMENT INC
5493004U9JIWY3HSUO63
JACOBS ENTERTAINMENT INC 7.875% 02/01/2024 144A
469815AH7
800000.00000000
PA
USD
840000.00000000
0.041296651363
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
0.07875000
N
N
N
N
N
N
MPT OPER PARTNERSHIP LP / MPT FIN CORP
N/A
MPT OPER PARTNERSHIP LP/CORP 5.5% 05/01/2024
55342UAE4
1500000.00000000
PA
USD
1526250.00000000
0.075034540647
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
0.05500000
N
N
N
N
N
N
CLOUD CRANE LLC
N/A
CLOUD CRANE LLC 10.125% 08/01/2024 144A
18911YAA3
1250000.00000000
PA
USD
1281250.00000000
0.062989684000
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
0.10125000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG ENERGY CORP 7.125% 02/01/2027 144A
552704AE8
2625000.00000000
PA
USD
2476083.75000000
0.121730913537
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
0.07125000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 5.9%/VAR PERP
949746RG8
2250000.00000000
PA
USD
2412810.00000000
0.118620206401
Long
EP
CORP
US
N
2
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM INC 6.25% 03/15/2026 144A
893647BE6
2455000.00000000
PA
USD
2599236.16000000
0.127785416085
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.06250000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FINANCE PLC
213800X3RLP4NOTPY579
VIRGIN MEDIA SECD FIN PLC 5.5% 08/15/2026 144A
92769XAM7
2970000.00000000
PA
USD
3056330.48000000
0.150257397959
Long
DBT
CORP
GB
N
2
2026-08-15
Fixed
0.05500000
N
N
N
N
N
N
HILCORP ENERGY I LP/FIN CO
N/A
HILCORP ENERGY I LP/FIN CO 5.75% 10/01/2025 144A
431318AQ7
850000.00000000
PA
USD
680000.00000000
0.033430622532
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.05750000
N
N
N
N
N
N
IAMGOLD CORP
5493003RWIRGFJUNQG48
IAMGOLD CORP 7% 04/15/2025 144A
450913AE8
750000.00000000
PA
USD
768525.00000000
0.037782748796
Long
DBT
CORP
CA
N
2
2025-04-15
Fixed
0.07000000
N
N
N
N
N
N
VALEANT PHARMACEUTICALS INTL INC
KOO0397YRO83WY5MGD97
VALEANT PHARMACEUTICALS INTL INC 9.25% 04/01/2026 144A
91911XAV6
1940000.00000000
PA
USD
2167600.80000000
0.106565064921
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.09250000
N
N
N
N
N
N
RACKSPACE HOSTING INC
549300QTYCKLMFSE8I97
RACKSPACE HOSTING INC 8.625% 11/15/2024 144A
45332JAA0
2040000.00000000
PA
USD
1953300.00000000
0.096029463225
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
0.08625000
N
N
N
N
N
N
CCO HLDGS LLC/CCO HLDGS CAP CORP
N/A
CCO HLDGS LLC/CAP CORP 4% 03/01/2023 144A
1248EPBZ5
3215000.00000000
PA
USD
3247150.00000000
0.159638596995
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
0.04000000
N
N
N
N
N
N
GLOBAL PARTNERS LP / GLP FIN CORP
N/A
GLOBAL PARTNERS LP / GLP FIN CORP 7.0% 06/15/2023
37954FAD6
800000.00000000
PA
USD
821000.00000000
0.040362560440
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
0.07000000
N
N
N
N
N
N
MILLICOM INTL CELLULAR SA
549300CTHC1CP86P2G96
MILLICOM INTL CELLULAR SA 6.625% 10/15/2026 144A
600814AP2
2740000.00000000
PA
USD
2931800.00000000
0.144135145796
Long
DBT
CORP
LU
N
2
2026-10-15
Fixed
0.06625000
N
N
N
N
N
N
HILTON WORLDWIDE FIN LLC / HILTON WORLDWIDE FIN CORP
N/A
HILTON WORLDWIDE FIN LLC / HILTON WORLDWIDE FIN CORP 4.875% 04/01/2027
432891AK5
390000.00000000
PA
USD
398775.00000000
0.019604847794
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.04875000
N
N
N
N
N
N
SPRINT CAPITAL CORP
549300L17W0GQBR1PO80
SPRINT CAPITAL CORP 6.875% 11/15/2028
852060AD4
1610000.00000000
PA
USD
1917413.40000000
0.094265181786
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.06875000
N
N
N
N
N
N
AMC ENTERTAINMENT INC
549300JWRNKNU6N5L017
AMC ENTERTAINMENT INC 5.75% 06/15/2025
00165AAH1
125000.00000000
PA
USD
100416.25000000
0.004936731985
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.05750000
N
N
N
N
N
N
ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC
N/A
ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 4.875% 02/15/2030 144A
013092AE1
675000.00000000
PA
USD
675000.00000000
0.033184809131
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.04875000
N
N
N
N
N
N
CALPINE CORPORATION
43R4VPJBXTU2O15HEF41
CALPINE CORPORATION 5.125% 03/15/2028 144A
131347CN4
4500000.00000000
PA
USD
4230000.00000000
0.207958137225
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.05125000
N
N
N
N
N
N
ALTICE FING SA
549300DIYGW8HVDF7Q17
ALTICE FING SA 5% 01/15/2028 144A
02154CAF0
470000.00000000
PA
USD
455853.00000000
0.022410955255
Long
DBT
CORP
LU
N
2
2028-01-15
Fixed
0.05000000
N
N
N
N
N
N
NABORS INDUSTRIES LTD
N/A
NABORS INDUSTRIES LTD 7.25% 01/15/2026 144A
629571AA8
175000.00000000
PA
USD
159687.50000000
0.007850665493
Long
DBT
CORP
BM
N
2
2026-01-15
Fixed
0.07250000
N
N
N
N
N
N
WAND MERGER CORP
N/A
WAND MERGER CORP 9.125% 07/15/2026 144A
93369KAB1
2600000.00000000
PA
USD
2815852.00000000
0.138434831352
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.09125000
N
N
N
N
N
N
ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER
N/A
ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 6.75% 10/15/2027 144A
01883LAA1
1875000.00000000
PA
USD
1870350.00000000
0.091951418903
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.06750000
N
N
N
N
N
N
FIRST QUANTUM MINERALS LTD
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS LTD 6.875% 03/01/2026 144A
335934AR6
1650000.00000000
PA
USD
1565437.50000000
0.076961103178
Long
DBT
CORP
CA
N
2
2026-03-01
Fixed
0.06875000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
NAVIENT CORP 7.25% 09/25/2023
63938CAE8
1825000.00000000
PA
USD
1961875.00000000
0.096451033207
Long
DBT
CORP
US
N
2
2023-09-25
Fixed
0.07250000
N
N
N
N
N
N
UNITED RENTALS NORTH AMER INC
NGIZXNT70J2LYT3FBI09
UNITED RENTALS NORTH AMER INC 4.875% 01/15/2028
911365BG8
3000000.00000000
PA
USD
3078900.00000000
0.151366976052
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.04875000
N
N
N
N
N
N
PETSMART INC
N/A
PETSMART INC 5.875% 06/01/2025 144A
716768AC0
920000.00000000
PA
USD
925796.00000000
0.045514612673
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.05875000
N
N
N
N
N
N
GLOBAL PARTNERS LP / GLP FIN CORP
N/A
GLOBAL PARTNERS LP / GLP FIN CORP 7% 08/01/2027
37954FAG9
1200000.00000000
PA
USD
1241166.00000000
0.061019047127
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
0.07000000
N
N
N
N
N
N
FAIR ISAAC CORPORATION
RI6HET5SJUEY30V1PS26
FAIR ISAAC CORPORATION 5.25% 05/15/2026 144A
303250AE4
2365000.00000000
PA
USD
2619237.50000000
0.128768735567
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.05250000
N
N
N
N
N
N
XPO LOGISTICS INC
54930096DB9LCLPN7H13
XPO LOGISTICS INC 6.75% 08/15/2024 144A
983793AG5
1410000.00000000
PA
USD
1487550.00000000
0.073131944924
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.06750000
N
N
N
N
N
N
TWIN RIVER WORLDWIDE HOLDINGS INC
549300NS4D5IK406VT62
TWIN RIVER WORLDWIDE HOLDINGS INC 6.75% 06/01/2027
90171VAA3
1930000.00000000
PA
USD
2010683.65000000
0.098850597258
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.06750000
N
N
N
N
N
N
CHARLES RIVER LABS INTL INC
549300BSQ0R4UZ5KX287
CHARLES RIVER LABS INTL INC 5.5% 04/01/2026 144A
159864AC1
735000.00000000
PA
USD
772797.38000000
0.037992790448
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.05500000
N
N
N
N
N
N
INTERGEN NV
549300E3XRGX2JMPEC79
INTERGEN NV 7.0% 06/30/2023 144A
45867XAG9
3045000.00000000
PA
USD
2984100.00000000
0.146706353970
Long
DBT
CORP
NL
N
2
2023-06-30
Fixed
0.07000000
N
N
N
N
N
N
WYNN RESORTS LTD
254900CEKKWIHTEAB172
WYNN RESORTS LTD 5.125% 10/01/2029 144A
983133AA7
500000.00000000
PA
USD
483125.00000000
0.023751719869
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.05125000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
N/A
LEVEL 3 FINANCING INC 5.125% 05/01/2023
527298BF9
1600000.00000000
PA
USD
1604000.00000000
0.078856939033
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
0.05125000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 4.5% 02/01/2026
87264AAU9
1060000.00000000
PA
USD
1074257.00000000
0.052813353338
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.04500000
N
N
N
N
N
N
SUMMIT MATLS LLC / SUMMIT MATLS FIN CORP
N/A
SUMMIT MATLS LLC / FIN CORP 6.5% 03/15/2027 144A
86614RAM9
600000.00000000
PA
USD
639000.00000000
0.031414952644
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.06500000
N
N
N
N
N
N
LAMB WESTON HOLDINGS INC
5493005SMYID1D2OY946
LAMB WESTON HOLDINGS INC 4.625% 11/01/2024 144A
513272AA2
330000.00000000
PA
USD
343473.90000000
0.016886097501
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
0.04625000
N
N
N
N
N
N
ANTERO RESOURCES FINANCE CORPORATION
N/A
ANTERO RESOURCES FINANCE CORPORATION 5.375% 11/01/2021
03674PAL7
1466000.00000000
PA
USD
1222277.50000000
0.060090437842
Long
DBT
CORP
US
N
2
2021-11-01
Fixed
0.05375000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
STANDARD INDUSTRIES INC 4.75% 01/15/2028 144A
853496AD9
1846000.00000000
PA
USD
1899727.83000000
0.093395711764
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.04750000
N
N
N
N
N
N
CF INDS INC
5FVKT86LAD2F40NPC183
CF INDUSTRIES INC 5.15% 03/15/2034
12527GAF0
75000.00000000
PA
USD
84225.00000000
0.004140726739
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
0.05150000
N
N
N
N
N
N
WYNN MACAU LIMITED
254900NMDQ8ENTHU1I31
WYNN MACAU LIMITED 5.125% 12/15/2029 144A
98313RAE6
575000.00000000
PA
USD
563500.00000000
0.027703170289
Long
DBT
CORP
KY
N
2
2029-12-15
Fixed
0.05125000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATIONS CO LLC 5.625% 02/15/2027 144A
92840VAB8
3120000.00000000
PA
USD
3198000.00000000
0.157222251264
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.05625000
N
N
N
N
N
N
JBS USA LLC / JBS USA FIN INC
N/A
JBS USA LLC / JBS USA FIN INC 5.875% 07/15/2024 144A
466112AP4
5915000.00000000
PA
USD
6018630.80000000
0.295892021233
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
0.05875000
N
N
N
N
N
N
SUNOCO LP / SUNOCO FIN CORP
N/A
SUNOCO LP / SUNOCO FIN CORP 5.5% 02/15/2026
86765LAL1
1310000.00000000
PA
USD
1329781.00000000
0.065375598032
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.05500000
N
N
N
N
N
N
CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP
N/A
CRESTWOOD MIDSTRM PTN/FIN CORP 5.75% 04/01/2025
226373AP3
900000.00000000
PA
USD
879750.00000000
0.043250867901
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.05750000
N
N
N
N
N
N
FIRST QUANTUM MINERALS LTD
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS LTD 7.25% 04/01/2023 144A
335934AK1
2395000.00000000
PA
USD
2299200.00000000
0.113034834304
Long
DBT
CORP
CA
N
2
2023-04-01
Fixed
0.07250000
N
N
N
N
N
N
ENDEAVOR ENERGY RES L P / EER FIN INC
N/A
ENDEAVOR ENERGY RES L P / EER FIN INC 5.75% 01/30/2028 144A
29260FAE0
700000.00000000
PA
USD
684040.00000000
0.033629239760
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
0.05750000
N
N
N
N
N
N
ZAYO GROUP LLC/ZAYO CAP INC
N/A
ZAYO GROUP LLC/ZAYO CAP INC 6.375% 05/15/2025
989194AL9
1000000.00000000
PA
USD
1022500.00000000
0.050268840499
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.06375000
N
N
N
N
N
N
NORTONLIFELOCK INC
YF6ZV0M6AU4FY94MK914
SYMANTEC CORP 5% 04/15/2025 144A
871503AU2
3260000.00000000
PA
USD
3309428.22000000
0.162700361208
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.05000000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
DANA INC 5.375% 11/15/2027
235825AF3
1445000.00000000
PA
USD
1459450.00000000
0.071750473610
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.05375000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC 5.375% 04/15/2025 144A
82967NAU2
2165000.00000000
PA
USD
2220921.95000000
0.109186475566
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.05375000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 4.6%/VAR PERP
48128BAG6
2440000.00000000
PA
USD
2452200.00000000
0.120556724374
Long
EP
CORP
US
N
2
N
N
N
MAINSTAY FDS
5493003Y7K55IDIMKI62
MainStay MacKay High Yield Corp Bd A
56062F772
37425673.47600000
NS
USD
206963974.32000000
10.17490368141
Long
EC
RF
US
N
1
N
N
N
QUEBECOR MEDIA INC
5493006O1E1TBNKPQW25
QUEBECOR MEDIA 5.75 1/23 WI
74819RAP1
550000.00000000
PA
USD
583275.00000000
0.028675362290
Long
DBT
CORP
CA
N
2
2023-01-15
Fixed
0.05750000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC 6.625% 01/15/2027
629377CC4
1910000.00000000
PA
USD
1991404.20000000
0.097902767823
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.06625000
N
N
N
N
N
N
CENTENE CORP DEL
549300Z7JJ4TQSQGT333
CENTENE CORP 4.25% 12/15/2027 144A
15135BAQ4
485000.00000000
PA
USD
498968.00000000
0.024530604211
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.04250000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 6.875%/VAR PERP
55336VAU4
2055000.00000000
PA
USD
1983075.00000000
0.097493282028
Long
EP
CORP
US
N
2
N
N
N
FRONTDOOR INC
5493008RB0JZJI3QGZ06
FRONTDOOR INC 6.75% 08/15/2026 144A
35905AAA7
860000.00000000
PA
USD
941102.30000000
0.046267111405
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.06750000
N
N
N
N
N
N
TELECOM ITALIA SPA NEW
549300W384M3RI3VXU42
TELECOM ITALIA SPA NEW 5.303% 05/30/2024 144A
87927YAA0
2895000.00000000
PA
USD
3090412.50000000
0.151932961408
Long
DBT
CORP
IT
N
2
2024-05-30
Fixed
0.05303000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HLDGS INC 5.625% 01/15/2028 144A
737446AN4
540000.00000000
PA
USD
564413.40000000
0.027748075482
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.05625000
N
N
N
N
N
N
CENTURYLINK INC
8M3THTGWLTYZVE6BBY25
CENTURYLINK INC 5.625% 04/01/2025
156700AZ9
860000.00000000
PA
USD
896550.00000000
0.044076800928
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.05625000
N
N
N
N
N
N
SS and C TECHNOLOGIES INC
549300KY09TR3J12JU49
SS and C TECHNOLOGIES INC 5.5% 09/30/2027 144A
78466CAC0
1850000.00000000
PA
USD
1947125.00000000
0.095725883675
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
0.05500000
N
N
N
N
N
N
HESS MIDSTREAM PARTNERS LP
N/A
HESS MIDSTREAM PARTNERS LP 5.125% 06/15/2028 144A
428104AA1
575000.00000000
PA
USD
560625.00000000
0.027561827584
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.05125000
N
N
N
N
N
N
CROWN AMERS LLC / CROWN AMERS CAP CORP VI
N/A
CROWN AMERS LLC / CROWN AMERS CAP CORP VI 4.75% 02/01/2026
228187AB6
980000.00000000
PA
USD
1010625.00000000
0.049685033672
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.04750000
N
N
N
N
N
N
MGM RESORTS INTERNATIONAL
54930066VBP7DZEGGJ87
MGM RESORTS INTERNATIONAL 5.5% 04/15/2027
552953CF6
750000.00000000
PA
USD
809775.00000000
0.039810709355
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.05500000
N
N
N
N
N
N
NOBLE HLDG INTL LTD
549300GNEZBJHMST9U32
NOBLE HLDG INTL 6.2% 8/01/40
65504LAD9
1000000.00000000
PA
USD
280000.00000000
0.013765550454
Long
DBT
CORP
KY
N
2
2040-08-01
Fixed
0.06200000
N
N
N
N
N
N
FLY LEASING LTD
549300LI58A0MHGHTZ98
FLY LEASING LTD 6.375% 10/15/21
34407DAB5
1500000.00000000
PA
USD
1518750.00000000
0.074665820546
Long
DBT
CORP
BM
N
2
2021-10-15
Fixed
0.06375000
N
N
N
N
N
N
COMMSCOPE FIN LLC
N/A
COMMSCOPE FIN LLC 8.25% 03/01/2027 144A
20338QAA1
995000.00000000
PA
USD
1003706.25000000
0.049344889378
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.08250000
N
N
N
N
N
N
COMMSCOPE FIN LLC
N/A
COMMSCOPE FIN LLC 6% 03/01/2026 144A
20338QAD5
1050000.00000000
PA
USD
1077751.50000000
0.052985152324
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
0.06000000
N
N
N
N
N
N
NAVISTAR INTL CORP NEW
WNDD3CRVXJGC8I7GX671
NAVISTAR INTL CORP NEW 6.625% 11/01/2025 144A
63934EAT5
1225000.00000000
PA
USD
1268891.75000000
0.062382119307
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
0.06625000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING PARTNERS LP
549300KJEC5IUVJWR786
NEXTERA ENERGY OPERATING PARTNERS LP 4.5% 09/15/2027 144A
65342QAB8
250000.00000000
PA
USD
260753.75000000
0.012819353220
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.04500000
N
N
N
N
N
N
PISCES MIDCO INC
N/A
PISCES MIDCO INC 8% 04/15/2026 144A
72431PAA0
1000000.00000000
PA
USD
989700.00000000
0.048656304589
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.08000000
N
N
N
N
N
N
HOTCHKIS and WILEY FDS
549300HNN8YC6W6I7M17
Hotchkis and Wiley High Yield A
44134R727
2363370.21200000
NS
USD
26257043.06000000
1.290866610829
Long
EC
RF
US
N
1
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE 8.125% 4/22
88033GCE8
4645000.00000000
PA
USD
5032625.25000000
0.247417345707
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
0.08125000
N
N
N
N
N
N
CNX MIDSTREAM PARTNERS LP / CNX MIDSTREAM FINANCE CORP
N/A
CNX MIDSTREAM PTR/CNX 6.5% 03/15/2026 144A
12654TAA8
700000.00000000
PA
USD
574000.00000000
0.028219378432
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.06500000
N
N
N
N
N
N
C and W SENIOR FINANCING DESIGNATED ACTIVITY COMPANY
5493009O8OIWZPZRY516
C and W SENIOR FINANCING DESIGNATED ACTIVITY COMPANY 6.875% 09/15/2027 144A
12674TAA4
6185000.00000000
PA
USD
6525175.00000000
0.320795091742
Long
DBT
CORP
IE
N
2
2027-09-15
Fixed
0.06875000
N
N
N
N
N
N
SPRINGLEAF FINANCE CORPORATION
5493008I795YYBFWFU90
SPRINGLEAF FIN CRP MED TRM NTS 7.125% 03/15/2026
85172FAN9
3020000.00000000
PA
USD
3352200.00000000
0.164803136550
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.07125000
N
N
N
N
N
N
AMWINS GROUP INC
549300SJE7MUB8NMRG61
AMWINS GROUP INC 7.75% 07/01/2026 144A
031921AA7
2140000.00000000
PA
USD
2221598.20000000
0.109219721828
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
0.07750000
N
N
N
N
N
N
ELEMENT SOLUTIONS INC
549300FLGN6P5CU20J91
PLATFORM SPECIALTY PRODS CORP 5.875% 12/01/2025 144A
72766QAD7
2365000.00000000
PA
USD
2376872.30000000
0.116853412749
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
0.05875000
N
N
N
N
N
N
BARCLAYS PLC (UNGTD)
213800LBQA1Y9L22JB70
BARCLAYS PLC 7.875/VAR PERP RGS
N/A
1535000.00000000
PA
USD
1620198.64000000
0.079653307590
Long
EP
CORP
GB
N
2
N
N
N
STATE STR INVT TR
549300CCOK7OZZUAS108
State Street Instl US Govt MMkt Premier
857492706
22752078.28000000
NS
USD
22752078.28000000
1.118553148255
Long
EC
RF
US
N
1
N
N
N
BALBOA MERGER SUB INC
N/A
BALBOA MERGER SUB INC 11.375% 12/01/2021 144A
05765WAA1
1600000.00000000
PA
USD
1646240.00000000
0.080933570644
Long
DBT
CORP
US
N
2
2021-12-01
Fixed
0.11375000
N
N
N
N
N
N
DIAMOND OFFSHORE DRILLING INC
F14FQJ2EEHW5VPYUHL14
DIAMOND OFFSHORE DRILLING INC 7.875% 8/15/25
25271CAP7
675000.00000000
PA
USD
473343.75000000
0.023270847403
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.07875000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC HLDGS LLC 5.5% 04/15/2027 144A
126307AQ0
2650000.00000000
PA
USD
2789125.00000000
0.137120860399
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.05500000
N
N
N
N
N
N
CHS/CMNTY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/CMNTY HEALTH SYSTEMS INC 8.625% 01/15/2024 144A
12543DBB5
1445000.00000000
PA
USD
1509707.10000000
0.074221247345
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
0.08625000
N
N
N
N
N
N
TAYLOR MORRISON CMNTYS INC / MONARCH CMNTYS INC
549300O1Z08HI2MRK572
TAYLOR MORRISON CMNTY/ MONARCH 5.625% 03/01/2024 144A
877249AD4
250000.00000000
PA
USD
270000.00000000
0.013273923652
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.05625000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC 5.875% 02/01/2029
404119BW8
2300000.00000000
PA
USD
2653119.00000000
0.130434440916
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.05875000
N
N
N
N
N
N
CITGO PETROLEUM CORP
YX52P86PXMLYDOTUQ225
CITGO TERM LOAN B 1LN 03/28/2024
17302UAM4
750000.00000000
PA
USD
746250.00000000
0.036687650095
Long
LON
CORP
US
N
2
2024-03-28
Variable
0.06944630
N
N
N
N
N
N
ELDORADO RESORTS INC
5299000BKFWWVND5L441
ELDORADO RESORTS INC 6% 09/15/2026
28470RAG7
250000.00000000
PA
USD
271250.00000000
0.013335377002
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
0.06000000
N
N
N
N
N
N
ASCENT RESOURCES UTICA LLC / ARU FIN CORP
N/A
ASCENT RESOURCES UTICA LLC / ARU FIN CORP 10% 04/01/2022 144A
04364VAA1
1334000.00000000
PA
USD
1136861.48000000
0.055891157367
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
0.10000000
N
N
N
N
N
N
MATTAMY GROUP CORP
5493008TNY7A82WCXU31
MATTAMY GROUP CORP 5.25% 12/15/2027 144A
57701RAJ1
725000.00000000
PA
USD
750375.00000000
0.036890446151
Long
DBT
CORP
CA
N
2
2027-12-15
Fixed
0.05250000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT CORP 3.9% 10/01/2027
26884LAF6
713000.00000000
PA
USD
465232.50000000
0.022872076613
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
0.03900000
N
N
N
N
N
N
CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP
N/A
CRESTWOOD MIDSTRM PTN/FIN CORP 6.25% 04/01/2023
226373AL2
2580000.00000000
PA
USD
2451516.00000000
0.120523097101
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
0.06250000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX INC 4.875% 06/15/2030 144A
64110LAV8
360000.00000000
PA
USD
379368.00000000
0.018650747660
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
0.04875000
N
N
N
N
N
N
VENATOR FINANCE SARL / VENATOR MATERIALS CORP
N/A
VENATOR FINANCE SARL / VENATOR MATERIALS CORP 5.75% 07/15/2025 144A
9226APAA3
900000.00000000
PA
USD
805500.00000000
0.039600538897
Long
DBT
CORP
LU
N
2
2025-07-15
Fixed
0.05750000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP 7% 08/01/2025
88033GCW8
2160000.00000000
PA
USD
2219400.00000000
0.109111652425
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
0.07000000
N
N
N
N
N
N
OPEN TEXT CORPORATION
549300UQROQS42RKHM85
OPEN TEXT CORPORATION 5.875% 06/01/2026 144A
683715AB2
2330000.00000000
PA
USD
2467004.00000000
0.121284528692
Long
DBT
CORP
CA
N
2
2026-06-01
Fixed
0.05875000
N
N
N
N
N
N
JONAH ENERGY LLC / JONAH ENERGY FINANCE CORP
N/A
JONAH ENERGY LLC / JONAH ENERGY FINANCE CORP 7.25% 10/15/2025 144A
47987LAA9
1840000.00000000
PA
USD
441600.00000000
0.021710239574
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.07250000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP 6.25%/VAR PERP
060505EH3
4000000.00000000
PA
USD
4394306.64000000
0.216035892021
Long
EP
CORP
US
N
2
N
N
N
FLEX ACQUISITION COMPANY INC
549300HHED2KGPBEDW39
FLEX ACQUISITION COMPANY INC 6.875% 01/15/2025 144A
33936YAA3
1985000.00000000
PA
USD
1930452.20000000
0.094906204140
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.06875000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP 6.25% 02/01/2027 144A
88033GCX6
5140000.00000000
PA
USD
5384150.00000000
0.264699244572
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
0.06250000
N
N
N
N
N
N
CHS/CMNTY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/CMNTY HEALTH SYSTEMS INC 8% 03/15/2026 144A
12543DBC3
2080000.00000000
PA
USD
2148016.00000000
0.105602223662
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.08000000
N
N
N
N
N
N
USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP
549300ZWL4J1LYMOWK56
USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP 6.875% 04/01/2026
91740PAC2
1500000.00000000
PA
USD
1451400.00000000
0.071354714035
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.06875000
N
N
N
N
N
N
TOPBUILD CORP
5493007YSKHOL4RWII46
TOPBUILD EXCROW CORP 5.625% 05/01/2026 144A
89055FAA1
975000.00000000
PA
USD
1014000.00000000
0.049850957717
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.05625000
N
N
N
N
N
N
LAMB WESTON HOLDINGS INC
5493005SMYID1D2OY946
LAMB WESTON HOLDINGS INC 4.875% 11/01/2026 144A
513272AB0
2000000.00000000
PA
USD
2075100.00000000
0.102017477673
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
0.04875000
N
N
N
N
N
N
ASCEND LEARNING LLC
549300T466HKRLVCD610
ASCEND LEARNING LLC 6.875% 08/01/2025 144A
043502AA1
185000.00000000
PA
USD
191321.45000000
0.009405875260
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
0.06875000
N
N
N
N
N
N
SPRINT COMMUNICATIONS INC
549300JKU50UT08ZWD77
SPRINT NEXTEL 6% 11/15/22
852061AS9
4800000.00000000
PA
USD
5148480.00000000
0.253113075731
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
0.06000000
N
N
N
N
N
N
YPSO FINANCE BIS SA
529900FLJD3NC14A8I62
YPSO FINANCE BIS 6% 02/15/2028 144A
98424XAA7
1250000.00000000
PA
USD
1200375.00000000
0.059013652239
Long
DBT
CORP
LU
N
2
2028-02-15
Fixed
0.06000000
N
N
N
N
N
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
FINANCIAL and RISK US HLDGS INC 8.25% 11/15/2026 144A
31740LAC7
4000000.00000000
PA
USD
4404000.00000000
0.216512443579
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
0.08250000
N
N
N
N
N
N
BRINKER INTERNATIONAL INC
52990067JY6PBGJNTG76
BRINKER INTERNATIONAL INC 5% 10/01/2024 144A
109641AH3
1515000.00000000
PA
USD
1580145.00000000
0.077684163297
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.05000000
N
N
N
N
N
N
RADIATE HOLDCO LLC / RADIATE FIN INC
N/A
RADIATE HOLDCO LLC / RADIATE FIN INC 6.625% 02/15/2025 144A
75026JAA8
2440000.00000000
PA
USD
2446100.00000000
0.120256832025
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.06625000
N
N
N
N
N
N
AMERICAN AXLE and MFG INC
RY5TAKFOBLDUGX31MS24
AMERICAN AXLE and MFG INC 6.5% 04/01/2027
02406PAU4
1700000.00000000
PA
USD
1631150.00000000
0.080191705800
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.06500000
N
N
N
N
N
N
ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP
N/A
ICAHN ENTERPRISES LP/FIN CORP 4.75% 09/15/2024 144A
451102BU0
1530000.00000000
PA
USD
1560600.00000000
0.076723278712
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.04750000
N
N
N
N
N
N
CORECIVIC INC
529900JFA3K6PTLT8B15
CORRECTIONS CORP AMER NEW 4.625% 05/01/2023
22025YAP5
275000.00000000
PA
USD
275605.00000000
0.013549480475
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
0.04625000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
NAVIENT CORP 6.125% 03/25/2024
78442FET1
505000.00000000
PA
USD
521412.50000000
0.025634035987
Long
DBT
CORP
US
N
2
2024-03-25
Fixed
0.06125000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP 11.5% 01/01/2025 144A
165167DD6
1675000.00000000
PA
USD
1000812.50000000
0.049202624872
Long
DBT
CORP
US
N
2
2025-01-01
Fixed
0.11500000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP 4.875% 04/15/22
165167CN5
500000.00000000
PA
USD
255000.00000000
0.012536483449
Long
DBT
CORP
US
N
2
2022-04-15
Fixed
0.04875000
N
N
N
N
N
N
HOWARD HUGHES CORP
549300BVHY25JZC1KI49
HOWARD HUGHES CORP 5.375% 03/15/2025 144A
44267DAB3
3045000.00000000
PA
USD
3082149.00000000
0.151526705600
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
0.05375000
N
N
N
N
N
N
SCOTTS MIRACLE GRO CO (THE)
2TH9E0JTOUXOEGI2R879
SCOTTS MIRACLE GRO CO (THE) 4.5% 10/15/2029 144A
810186AQ9
1500000.00000000
PA
USD
1552500.00000000
0.076325061003
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
0.04500000
N
N
N
N
N
N
HUNT COS INC
549300ODPWDNCH5TKM49
HUNT COS INC 6.25% 02/15/2026 144A
445587AC2
1300000.00000000
PA
USD
1261000.00000000
0.061994139726
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.06250000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
VALVOLINE INC 4.375% 08/15/2025
92047WAB7
1025000.00000000
PA
USD
1055750.00000000
0.051903499616
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.04375000
N
N
N
N
N
N
FERRELLGAS L P /FERRELLGAS FIN
N/A
FERRELLGAS L P /FERRELLGAS FIN VAR 06/15/2023
315292AR3
1125000.00000000
PA
USD
939847.50000000
0.046205422074
Long
DBT
CORP
US
N
2
2023-06-15
Variable
0.06750000
N
N
N
N
N
N
TRANSDIGM UK HOLDINGS PLC
549300JTYP71LZZSE903
TRANSDIGM UK HOLDINGS PLC 6.875% 05/15/2026
89365DAB9
495000.00000000
PA
USD
519750.00000000
0.025552303031
Long
DBT
CORP
GB
N
2
2026-05-15
Fixed
0.06875000
N
N
N
N
N
N
MPH ACQUISITION HLDGS LLC
5493002WXOPRPTXWTU06
MPH ACQUISITION HLDGS LLC 7.125% 06/01/2024 144A
553283AB8
1915000.00000000
PA
USD
1781371.30000000
0.087576987530
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
0.07125000
N
N
N
N
N
N
RAIN CII CARBON LLC/CII CORP
N/A
RAIN CII CARBON LLC/CII CORP 7.25% 04/01/2025 144A
75079RAC2
800000.00000000
PA
USD
768000.00000000
0.037756938389
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.07250000
N
N
N
N
N
N
FRONT RANGE BIDCO INC
N/A
FRONT RANGE BIDCO INC 6.125% 03/01/2028 144A
98919VAB1
775000.00000000
PA
USD
764343.75000000
0.037577187340
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.06125000
N
N
N
N
N
N
OLIN CORP
549300GKK294V7W57P06
OLIN CORP 5.125% 09/15/2027
680665AJ5
1495000.00000000
PA
USD
1506511.50000000
0.074064143084
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.05125000
N
N
N
N
N
N
BRAND INDUSTRIAL SERVICES INC
549300B658W2BPDQMW42
BRAND ENERGY and INFRS SVCS INC 8.5% 07/15/2025 144A
10524PAB6
1030000.00000000
PA
USD
1001675.00000000
0.049245027684
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.08500000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG ENERGY 7% 3/31/24 144A
552704AC2
624000.00000000
PA
USD
591240.00000000
0.029066943038
Long
DBT
CORP
CA
N
2
2024-03-31
Fixed
0.07000000
N
N
N
N
N
N
SOUND PT CLO XVII LTD
N/A
SOUND POINT CLO XVII 17-3A A1B 3ML+122 10/20/2030 144A
83611GAJ0
1500000.00000000
PA
USD
1499400.00000000
0.073714522684
Long
ABS-CBDO
CORP
KY
N
2
2030-10-20
Variable
0.03039130
N
N
N
N
N
N
ZAYO GROUP LLC/ZAYO CAP INC
N/A
ZAYO GROUP LLC/ZAYO CAP INC 5.75% 01/15/2027 144A
989194AP0
1565000.00000000
PA
USD
1600212.50000000
0.078670735381
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.05750000
N
N
N
N
N
N
BEACON ROOFING SUPPLY INC
549300HDXQWWCBOYXP31
BEACON ROOFING SUPPLY INC/BEACON ESCROW CORP 4.875% 11/01/2025 144A
073685AD1
500000.00000000
PA
USD
482350.00000000
0.023713618792
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
0.04875000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS CORP 7.75% 07/01/2026
25470XAY1
1060000.00000000
PA
USD
1139033.60000000
0.055997944608
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
0.07750000
N
N
N
N
N
N
JBS USA LLC / JBS USA FIN INC
N/A
JBS USA LLC / JBS USA FIN INC 6.75% 02/15/2028 144A
472141AA8
525000.00000000
PA
USD
569257.50000000
0.027986224421
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.06750000
N
N
N
N
N
N
CITGO HLDG INC
549300NYHOALWZ2BSL72
CITGO HLDG INC 9.25% 08/01/2024 144A
17302WAB4
3010000.00000000
PA
USD
3130400.00000000
0.153898854082
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
0.09250000
N
N
N
N
N
N
CUMULUS MEDIA NEW HLDGS INC
5493001D9VBAVY1OKJ46
CUMULUS MEDIA NEW HLDGS INC 6.75% 07/01/2026 144A
23110AAA4
1250000.00000000
PA
USD
1298062.50000000
0.063816231560
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
0.06750000
N
N
N
N
N
N
GEO GROUP INC NEW
5493003VOR6NTY465495
GEO GROUP INC 6% 04/15/2026
36162JAB2
1290000.00000000
PA
USD
1167450.00000000
0.057394970993
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.06000000
N
N
N
N
N
N
CCO HLDGS LLC/CCO HLDGS CAP CORP
N/A
CCO HLDGS LLC/CAP CORP 5.125% 05/01/2027 144A
1248EPBT9
2805000.00000000
PA
USD
2916358.50000000
0.143376000269
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.05125000
N
N
N
N
N
N
TELECOM ITALIA CAP
549300777DJZOR5C4L39
TELECOM ITALIA 6.375% 11/15/33
87927VAF5
315000.00000000
PA
USD
365141.70000000
0.017951344623
Long
DBT
CORP
LU
N
2
2033-11-15
Fixed
0.06375000
N
N
N
N
N
N
INTERNATIONAL GAME TECHNOLOGY PLC.
549300UQ6KHRCZDRGZ76
INTERNATIONAL GAME TECHNOLOGY PL 6.25% 01/15/2027 144A
460599AD5
1450000.00000000
PA
USD
1532679.00000000
0.075350607518
Long
DBT
CORP
GB
N
2
2027-01-15
Fixed
0.06250000
N
N
N
N
N
N
BLACKROCK FDS II
N/A
BlackRock High Yield Bond Instl
09260B630
10683922.19200000
NS
USD
80984130.22000000
3.981396894890
Long
EC
RF
US
N
1
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
IHEART TERM 1LN 05/01/2026
45174UAF5
750000.00000000
PA
USD
735000.00000000
0.036134569943
Long
LON
CORP
US
N
2
2026-05-01
Variable
0.04655000
N
N
N
N
N
N
DENBURY RESOURCES INC
549300KCWA5W52MS5559
DENBURY RESOURCES INC 9.25% 03/31/2022 144A
247916AH2
4230000.00000000
PA
USD
3384000.00000000
0.166366509780
Long
DBT
CORP
US
N
2
2022-03-31
Fixed
0.09250000
N
N
N
N
N
N
PBF LOGISTICS LP/PBF LOGISTICS FIN CORP
N/A
PBF LOGISTICS LP/PBF LOGISTICS FIN CORP 6.875% 05/15/2023
69318UAB1
1945000.00000000
PA
USD
1992263.50000000
0.097945013315
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
0.06875000
N
N
N
N
N
N
MASONITE INTL CORP NEW
549300H0H07ZFT4JYM32
MASONITE INTL CORP NEW 5.375% 02/01/2028 144A
575385AD1
800000.00000000
PA
USD
840000.00000000
0.041296651363
Long
DBT
CORP
CA
N
2
2028-02-01
Fixed
0.05375000
N
N
N
N
N
N
WPX ENERGY INC
ZXZE9GCS2BB547GJW219
WPX ENERGY INC 5.75% 06/01/2026
98212BAH6
892000.00000000
PA
USD
885042.40000000
0.043511056470
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
0.05750000
N
N
N
N
N
N
1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC
N/A
1011778 BC ULC/NEW RED FIN INC 4.25% 05/15/2024 144A
68245XAC3
780000.00000000
PA
USD
780741.00000000
0.038383320098
Long
DBT
CORP
CA
N
2
2024-05-15
Fixed
0.04250000
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
BMC TERM B 10/02/2025
05988HAB3
450000.00000000
PA
USD
431518.50000000
0.021214606013
Long
LON
CORP
US
N
2
2025-10-02
Variable
0.05853380
N
N
N
N
N
N
REGIONALCARE HOSP PARTNERS HLDGS INC
N/A
LIFEPOINT HEALTH TERM B 11/16/2025
75915TAD4
335000.00000000
PA
USD
331650.00000000
0.016304802886
Long
LON
CORP
US
N
2
2025-11-16
Variable
0.05395250
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
GENERAL MOTORS CO 5% 10/01/2028
37045VAS9
475000.00000000
PA
USD
519503.51000000
0.025540184922
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
0.05000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM INC 6.5% 05/15/2025
893647AZ0
1805000.00000000
PA
USD
1863121.00000000
0.091596021887
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.06500000
N
N
N
N
N
N
INTELSAT JACKSON HLDGS S A
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HLDGS SA 5.5% 08/01/2023
45824TAP0
4335000.00000000
PA
USD
3728100.00000000
0.183283388035
Long
DBT
CORP
LU
N
2
2023-08-01
Fixed
0.05500000
N
N
N
N
N
N
GAVILAN RESOURCES LLC
54930045U6YHRH5DKI14
GAVILAN RESOURCES TERM 2LN 03/01/2024
36808UAB7
2475000.00000000
PA
USD
824991.75000000
0.040558805568
Long
LON
CORP
US
N
2
2024-03-01
Variable
0.07603380
N
N
N
N
N
N
ELDORADO RESORTS INC
5299000BKFWWVND5L441
ELDORADO RESORTS INC 6% 04/01/2025
28470RAF9
765000.00000000
PA
USD
799425.00000000
0.039301875615
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.06000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS LP
5493005UEC8AZ34LDV29
CHENIERE ENERGY PARTNERS LP 5.625% 10/01/2026
16411QAD3
615000.00000000
PA
USD
618075.00000000
0.030386223561
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
0.05625000
N
N
N
N
N
N
B and G FOODS INC
549300TRW1LZMDJZAQ78
B and G FOODS INC 5.25% 09/15/2027
05508WAB1
600000.00000000
PA
USD
594000.00000000
0.029202632035
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.05250000
N
N
N
N
N
N
SCIENTIFIC GAMES INTL INC
RLTHESQ0RNFQJWPBJN60
SCIENTIFIC GAMES INTL INC 5% 10/15/2025 144A
80874YAW0
2720000.00000000
PA
USD
2728500.00000000
0.134140372912
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.05000000
N
N
N
N
N
N
TELECOM ITALIA CAP
549300777DJZOR5C4L39
TELECOM ITALIA 6% 9/30/34
87927VAM0
560000.00000000
PA
USD
630000.00000000
0.030972488522
Long
DBT
CORP
LU
N
2
2034-09-30
Fixed
0.06000000
N
N
N
N
N
N
INTELSAT JACKSON HLDGS S A
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HLDGS SA 8.5% 10/15/2024 144A
45824TBA2
1860000.00000000
PA
USD
1605793.80000000
0.078945127048
Long
DBT
CORP
LU
N
2
2024-10-15
Fixed
0.08500000
N
N
N
N
N
N
SCRIPPS ESCROW INC
N/A
SCRIPPS ESCROW INC 5.875% 07/15/2027 144A
81104PAA7
200000.00000000
PA
USD
207500.00000000
0.010201256140
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.05875000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
RANGE RESOURCES CORP 9.25% 02/01/2026 144A
75281ABC2
625000.00000000
PA
USD
423937.50000000
0.020841903735
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.09250000
N
N
N
N
N
N
SENSATA TECHNOLOGIES BV
PUCKW5P5O3XMOZVH7T53
SENSATA TECHNOLOGIES BV 5.0% 10/01/2025 144A
81725WAJ2
715000.00000000
PA
USD
752609.00000000
0.037000275579
Long
DBT
CORP
NL
N
2
2025-10-01
Fixed
0.05000000
N
N
N
N
N
N
ALPHA 2 BV
52990021652PQB07L470
ALPHA 2 BV PIK VAR 06/01/2023 144A
02073MAA7
975000.00000000
PA
USD
977437.50000000
0.048053447223
Long
DBT
CORP
NL
N
2
2023-06-01
Variable
0.08750000
N
N
Y
N
N
N
ZIGGO BOND CO
213800JYI4P7V5QDOG59
ZIGGO BOND CO 5.125% 02/28/2030 144A
98953GAD7
1110000.00000000
PA
USD
1123653.00000000
0.055241793089
Long
DBT
CORP
NL
N
2
2030-02-28
Fixed
0.05125000
N
N
N
N
N
N
COMSTOCK ESCROW CORP
5493002T9WS7HVNHHL49
COMSTOCK ESCROW CORP 9.75% 08/15/2026
205677AB3
2595000.00000000
PA
USD
2173312.50000000
0.106845867401
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.09750000
N
N
N
N
N
N
POLARIS INTERMEDIATE CORP
N/A
POLARIS INTERMEDIATE CORP PIK 8.5% 12/01/2022 144A
73107GAA1
1590000.00000000
PA
USD
1351659.00000000
0.066451179149
Long
DBT
CORP
US
N
2
2022-12-01
Variable
0.08500000
N
N
Y
N
N
N
GLP CAP LP / GLP FING II INC
N/A
GLP CAP LP / GLP FING II INC 5.25% 06/01/2025
361841AJ8
1325000.00000000
PA
USD
1482873.75000000
0.072902047941
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.05250000
N
N
N
N
N
N
CCO HLDGS LLC/CCO HLDGS CAP CORP
N/A
CCO HLDGS LLC/CAP CORP 5.125% 05/01/2023 144A
1248EPBF9
2195000.00000000
PA
USD
2220681.50000000
0.109174654399
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
0.05125000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP 8% 01/15/2025
165167CU9
2760000.00000000
PA
USD
828000.00000000
0.040706699201
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.08000000
N
N
N
N
N
N
BWX TECHNOLOGIES INC
549300NP85N265KWMS58
BWX TECHNOLOGIES INC 5.375% 07/15/2026 144A
05605HAA8
1925000.00000000
PA
USD
2015099.63000000
0.099067698671
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.05375000
N
N
N
N
N
N
GOLDEN NUGGET INC NEW
N/A
GOLDEN NUGGET INC NEW 6.75% 10/15/24 144A
38113YAE9
2695000.00000000
PA
USD
2647029.00000000
0.130135040194
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
0.06750000
N
N
N
N
N
N
SUPERIOR PLUS LP / SUPERIOR GEN PARTNER INC
N/A
SUPERIOR PLUS LP / SUPERIOR GEN PARTNER INC 7% 06/30/2026 144A
86828LAA0
975000.00000000
PA
USD
1043250.00000000
0.051288966113
Long
DBT
CORP
CA
N
2
2026-07-15
Fixed
0.07000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC 7.875% 04/15/2027 144A
097751BT7
2800000.00000000
PA
USD
2779000.00000000
0.136623088262
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
0.07875000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN
N/A
TARGA RES P LP/TARGA RES P FIN 5.375% 02/01/2027
87612BBE1
3000000.00000000
PA
USD
3075000.00000000
0.151175241600
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
0.05375000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
PRUDENTIAL ICE SWAP 12/20/2024
N/A
-20975000.00000000
NC
USD
648756.00000000
0.031894583752
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
CDX NA HY SERIES 33 5YR V3
CXPHY533
Y
2024-12-20
0.00000000
USD
0.00000000
USD
-22946464.67000000
USD
648756.00000000
N
N
N
BROOKFIELD RESIDENTIAL PPTYS INC / BROOKFIELD RESIDENTIAL US CORP
N/A
BROOKFIELD RESIDENTIAL PPTYS INC / US CORP 4.875% 02/15/2030 144A
11283YAD2
375000.00000000
PA
USD
371212.50000000
0.018249801421
Long
DBT
CORP
CA
N
2
2030-02-15
Fixed
0.04875000
N
N
N
N
N
N
CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP
N/A
CRESTWOOD MIDSTRM PTN/FIN CORP 5.625% 05/01/2027 144A
226373AQ1
1255000.00000000
PA
USD
1160812.25000000
0.057068641413
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.05625000
N
N
N
N
N
N
MERITAGE HOMES CORP
52990044W9UMFJO2FB97
MERITAGE HOMES CORP 6.0% 06/01/25
59001AAY8
1000000.00000000
PA
USD
1124170.00000000
0.055267210195
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.06000000
N
N
N
N
N
N
C AND S GROUP ENTERPRISES LLC
N/A
C AND S GROUP ENTERPRISES LLC 5.375% 07/15/2022 144A
12467AAD0
1950000.00000000
PA
USD
1979445.00000000
0.097314821498
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
0.05375000
N
N
N
N
N
N
MPH ACQUISITION HLDGS LLC
5493002WXOPRPTXWTU06
MULTIPLAN TERM LOAN B 06/07/2023
55328HAE1
300000.00000000
PA
USD
285249.00000000
0.014023605362
Long
LON
CORP
US
N
2
2023-06-07
Variable
0.04694630
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
NAVIENT CORP 5.5% 01/25/2023
78442FEQ7
1620000.00000000
PA
USD
1656450.00000000
0.081435521609
Long
DBT
CORP
US
N
2
2023-01-25
Fixed
0.05500000
N
N
N
N
N
N
GREENWOOD PARK CLO LTD
N/A
GREENWOOD PARK CLO LTD 2018-1A A2 3ML+101 04/15/2031 144A
39729RAB4
1852000.00000000
PA
USD
1839776.80000000
0.090448358448
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Variable
0.02841250
N
N
N
N
N
N
FLEX ACQUISITION COMPANY INC
549300HHED2KGPBEDW39
FLEX ACQUISITION COMPANY INC 7.875% 07/15/2026 144A
33936YAC9
895000.00000000
PA
USD
908425.00000000
0.044660607756
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.07875000
N
N
N
N
N
N
SANCHEZ ENERGY CORP
549300SB0HTIM17TVR61
SANCHEZ ENERGY DIP ROLL UP TERM 05/11/2020
N/A
373000.00000000
PA
USD
373000.00000000
0.018337679712
Long
LON
CORP
US
N
3
2020-05-11
Variable
0.07250000
N
N
N
N
N
N
INFORMATICA CORP
5493007SV33RZV7RPS40
INFORMATICA CORP TERM B 1LN 02/14/2027
N/A
825000.00000000
PA
USD
806437.50000000
0.039646628909
Long
LON
CORP
US
N
2
2027-02-14
Variable
0.00000000
N
N
N
N
N
N
NABORS INDUSTRIES LTD
N/A
NABORS INDUSTRIES LTD 7.5% 01/15/2028 144A
629571AB6
1600000.00000000
PA
USD
1476160.00000000
0.072571981996
Long
DBT
CORP
BM
N
2
2028-01-15
Fixed
0.07500000
N
N
N
N
N
N
NGPL PIPECO LLC
549300K3NT1HSQFEM073
NGPL PIPECO LLC 4.875% 08/15/2027 144A
62912XAF1
425000.00000000
PA
USD
460577.06000000
0.022643202706
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
0.04875000
N
N
N
N
N
N
CTR PARTNERSHIP LP / CARETRUST CAP CORP
N/A
CTR PARTNERSHIP LP / CARETRUST CAP CORP 5.25% 06/01/2025
126458AD0
1170000.00000000
PA
USD
1216800.00000000
0.059821149261
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.05250000
N
N
N
N
N
N
SERVICE CORP INTERNATIONAL INC
549300RKVM2ME20JHZ15
SERVICE CORP INTERNATIONAL INC 5.125% 06/01/2029
817565CE2
735000.00000000
PA
USD
794718.75000000
0.039070503751
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.05125000
N
N
N
N
N
N
PRECISION DRILLING CORP
549300WF2OE8T5BP4B84
PRECISION DRILLING CORP 7.125% 01/15/2026 144A
740212AL9
1000000.00000000
PA
USD
923000.00000000
0.045377153820
Long
DBT
CORP
CA
N
2
2026-01-15
Fixed
0.07125000
N
N
N
N
N
N
UNITED RENTALS NORTH AMER INC
NGIZXNT70J2LYT3FBI09
UNITED RENTALS NORTH AMER INC 4% 07/15/2030
911365BN3
300000.00000000
PA
USD
291720.00000000
0.014341737066
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.04000000
N
N
N
N
N
N
CENTURYLINK INC
8M3THTGWLTYZVE6BBY25
CENTURYLINK INC 7.65% 3/15/42
156700AT3
752000.00000000
PA
USD
812160.00000000
0.039927962347
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
0.07650000
N
N
N
N
N
N
PRICE T ROWE HIGH YIELD FD INC
2F9VPFCSWR3EU5WBPH73
T. Rowe Price High Yield Adv
741481204
27184306.03150000
NS
USD
176154303.08000000
8.660217667325
Long
EC
RF
US
N
1
N
N
N
AERCAP GLOBAL AVIATION TR
635400FBSV8LXXNRV758
AERCAP GLOBAL AVIATION TR 6.5%/VAR 06/15/2045 144A
00773HAA5
2950000.00000000
PA
USD
3171250.00000000
0.155907149568
Long
DBT
CORP
US
N
2
2045-06-15
Variable
0.06500000
N
N
N
N
N
N
AMERICAN AXLE and MFG INC
RY5TAKFOBLDUGX31MS24
AMERICAN AXLE and MFG INC 6.25% 04/01/2025
02406PAR1
850000.00000000
PA
USD
822970.00000000
0.040459410920
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.06250000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
VALEANT PHARMACEUTICALS INTL INC 5.5% 11/01/2025 144A
91911KAN2
780000.00000000
PA
USD
803072.40000000
0.039481191574
Long
DBT
CORP
CA
N
2
2025-11-01
Fixed
0.05500000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
RANGE RESOURCES CORP 5% 03/15/2023
75281ABA6
1525000.00000000
PA
USD
1105167.50000000
0.054332996364
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.05000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC 5.25% 06/15/2029 144A
629377CH3
3495000.00000000
PA
USD
3632668.05000000
0.178591697597
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.05250000
N
N
N
N
N
N
VRX ESCROW CORP
N/A
VRX ESCROW CORP 6.125% 04/15/2025 144A
91831AAC5
785000.00000000
PA
USD
800700.00000000
0.039364558032
Long
DBT
CORP
CA
N
2
2025-04-15
Fixed
0.06125000
N
N
N
N
N
N
ALPHA 3 B V / ALPHA US BIDCO INC
N/A
ALPHA 3 B V / ALPHA US BIDCO INC 6.25% 02/01/2025 144A
02079UAA3
425000.00000000
PA
USD
436130.75000000
0.021441356585
Long
DBT
CORP
NL
N
2
2025-02-01
Fixed
0.06250000
N
N
N
N
N
N
ANTERO RESOURCES CORPORATION
APVBKPOULHUX7YZLKU17
ANTERO RES CORP 5.625% 06/01/2023
03674XAF3
1258000.00000000
PA
USD
679320.00000000
0.033397191910
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
0.05625000
N
N
N
N
N
N
SINCLAIR TELEVISION GROUP INC
549300CQGEN0CH65UD62
SINCLAIR TELEVISION GROUP INC 5.875% 03/15/2026 144A
829259AU4
425000.00000000
PA
USD
437750.00000000
0.021520963255
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.05875000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC 4.625% 07/15/2024 144A
82967NBE7
750000.00000000
PA
USD
773212.50000000
0.038013198860
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
0.04625000
N
N
N
N
N
N
FAIRSTONE FINANCIAL INC
549300CWWT866A22GS52
FAIRSTONE FINANCIAL INC 7.875% 07/15/2024 144A
30575FAA6
550000.00000000
PA
USD
596750.00000000
0.029337829406
Long
DBT
CORP
CA
N
2
2024-07-15
Fixed
0.07875000
N
N
N
N
N
N
BEAZER HOMES USA INC
549300DUPYT2T0F60I45
BEAZER HOMES USA INC 5.875% 10/15/2027
07556QBR5
450000.00000000
PA
USD
455625.00000000
0.022399746163
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.05875000
N
N
N
N
N
N
HECLA MINING CO
5493009Y6HOBZD1QD537
HECLA MINING CO 7.25% 02/15/2028
422704AH9
350000.00000000
PA
USD
343910.00000000
0.016907537345
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.07250000
N
N
N
N
N
N
GOLDEN ENTERTAINMENT INC
549300P8YYCKQVJ0Y638
GOLDEN ENTERTAINMENT TERM B 1LN 10/20/2024
38101JAC0
1312400.00000000
PA
USD
1282871.00000000
0.063069376704
Long
LON
CORP
US
N
2
2024-10-20
Variable
0.04620000
N
N
N
N
N
N
FORESTAR GROUP INC
549300BC2UB0GHV60V70
FORESTAR GROUP INC 5% 03/01/2028 144A
346232AE1
300000.00000000
PA
USD
294750.00000000
0.014490699987
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.05000000
N
N
N
N
N
N
GREYWOLF CLO VI LTD
N/A
GREYWOLF CLO VI LTD 3ML+103 04/26/2031 144A
39809GAA3
1500000.00000000
PA
USD
1488150.00000000
0.073161442532
Long
ABS-CBDO
CORP
KY
N
2
2031-04-26
Variable
0.02824130
N
N
N
N
N
N
NATIONAL CINEMEDIA LLC
7LJEQIVQVLNGS4X6T547
NATIONAL CINEMEDIA LLC 5.75% 08/15/2026
63530QAH2
625000.00000000
PA
USD
618750.00000000
0.030419408370
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.05750000
N
N
N
N
N
N
CENTENE CORP DEL
549300Z7JJ4TQSQGT333
CENTENE CORP 5.25% 04/01/2025 144A
15135BAL5
1095000.00000000
PA
USD
1126481.25000000
0.055380837439
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.05250000
N
N
N
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM 5.125% 03/15/2027
00774CAB3
3156000.00000000
PA
USD
3261000.12000000
0.160319506015
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.05125000
N
N
N
N
N
N
CALIFORNIA RESOURCES CORPORATION
5493003Q8F0T4F4YMR48
CALIFORNIA RESOURCES TERM 1 1/4LN 12/31/2022
13057LAB4
2295000.00000000
PA
USD
1948845.15000000
0.095810450859
Long
LON
CORP
US
N
2
2022-12-31
Variable
0.06363250
N
N
N
N
N
N
CHS/CMNTY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/CMNTY HEALTH SYSTEMS INC 6.25% 03/31/2023
12543DAY6
1775000.00000000
PA
USD
1778337.00000000
0.087427813210
Long
DBT
CORP
US
N
2
2023-03-31
Fixed
0.06250000
N
N
N
N
N
N
HILTON DOMESTIC OPERATING CO INC
5493003EG7H0N1E4XV50
HILTON DOMESTIC OPERATING CO INC 4.25% 09/01/2024
432833AB7
670000.00000000
PA
USD
672231.10000000
0.033048682586
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.04250000
N
N
N
N
N
N
NEPTUNE FINCO CORP
N/A
NEPTUNE FINCO CORP 6.625% 10/15/2025 144A
64072TAC9
750000.00000000
PA
USD
783765.00000000
0.038531988043
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.06625000
N
N
N
N
N
N
ZIGGO BV
213800TQASLF9JXH5J59
ZIGGO BV 5.5% 01/15/2027 144A
98954NAA7
2612000.00000000
PA
USD
2690464.48000000
0.132270444806
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
0.05500000
N
N
N
N
N
N
U S CONCRETE INC
549300J94Q38BL8BMH45
U S CONCRETE INC 6.375% 06/01/2024
90333LAP7
1420000.00000000
PA
USD
1444992.00000000
0.071039679580
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
0.06375000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
VALEANT PHARMACEUTICALS INTL INC CDA 7% 03/15/2024 144A
91911KAK8
2500000.00000000
PA
USD
2573950.00000000
0.126542280688
Long
DBT
CORP
CA
N
2
2024-03-15
Fixed
0.07000000
N
N
N
N
N
N
NSG HOLDINGS LLC/NSG HLD INC
N/A
NSG HLDS LLC 7.75% 12/25 144A
62940QAA3
1499952.51440000
PA
USD
1664947.29000000
0.081853271160
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.07750000
N
N
N
N
N
N
TALEN ENERGY SUPPLY LLC
K5K33XN0PQAU1XF7NN66
TALEN ENERGY SUPPLY LLC 10.5% 01/15/2026 144A
87422VAE8
565000.00000000
PA
USD
502850.00000000
0.024721453736
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.10500000
N
N
N
N
N
N
ANTERO RESOURCES CORPORATION
APVBKPOULHUX7YZLKU17
ANTERO RES CORP 5.125% 12/01/2022
03674XAC0
525000.00000000
PA
USD
326812.50000000
0.016066978421
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
0.05125000
N
N
N
N
N
N
USIS MERGER SUB INC
N/A
USIS MERGER SUB INC 6.875% 05/01/2025 144A
91739VAA6
2205000.00000000
PA
USD
2194812.90000000
0.107902884690
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.06875000
N
N
N
N
N
N
VRX ESCROW CORP
N/A
VRX ESCROW CORP 5.875% 05/15/2023 144A
91831AAB7
21000.00000000
PA
USD
21078.75000000
0.001036287845
Long
DBT
CORP
CA
N
2
2023-05-15
Fixed
0.05875000
N
N
N
N
N
N
FIDELITY REVERE STREET TRUST
549300BDV45LJNXBZC55
Fidelity Cash Central Fund
31635A105
23055934.44500000
NS
USD
23060545.63000000
1.133718229933
Long
STIV
RF
US
N
1
N
N
N
HEXION INC
54930030FZF8HYAEHM46
HEXION INC 7.875% 07/15/2027 144A
42829LAF1
950000.00000000
PA
USD
942875.00000000
0.046354262089
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.07875000
N
N
N
N
N
N
CALIFORNIA RESOURCES CORPORATION
5493003Q8F0T4F4YMR48
CALIFORNIA RES CORP 8.0% 12/15/2022 144A
13057QAG2
3615000.00000000
PA
USD
831450.00000000
0.040876310448
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
0.08000000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS INC
549300YQDE2JSGTL8V47
UNIVISION COMMUNICATIONS INC 5.125% 02/15/2025 144A
914906AS1
1175000.00000000
PA
USD
1108636.00000000
0.054503517120
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.05125000
N
N
N
N
N
N
GEMS MENASA KY LTD/GEMS
N/A
GEMS MENASA KY LTD/GEMS 7.125% 07/31/2026 144A
36166LAA5
2370000.00000000
PA
USD
2436656.25000000
0.119792551964
Long
DBT
CORP
KY
N
2
2026-07-31
Fixed
0.07125000
N
N
N
N
N
N
TRIVIUM PACKAGING FINANCE BV
724500GMZWW3PVYET548
TRIVIUM PACKAGING FINANCE BV 5.5% 08/15/2026 144A
89686QAA4
1785000.00000000
PA
USD
1849709.82000000
0.090936692334
Long
DBT
CORP
NL
N
2
2026-08-15
Fixed
0.05500000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE TERM FLLO 06/09/2024
16516FAH2
3735000.00000000
PA
USD
3383275.05000000
0.166330869295
Long
LON
CORP
US
N
2
2024-06-09
Variable
0.09927750
N
N
N
N
N
N
CDK GLOBAL INC
5493000L10CYRTHIJ385
CDK GLOBAL INC 5.25% 05/15/2029 144A
12508EAJ0
240000.00000000
PA
USD
255900.00000000
0.012580729861
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.05250000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP 6.75% 06/15/2023
88033GCN8
2620000.00000000
PA
USD
2803400.00000000
0.137822657659
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
0.06750000
N
N
N
N
N
N
ELDORADO GOLD CORP NEW
5493004PWQ01YDD1IH62
ELDORADO GOLD CORP NEW 9.5% 06/01/2024 144A
284902AE3
975000.00000000
PA
USD
1057065.75000000
0.051968185412
Long
DBT
CORP
CA
N
2
2024-06-01
Fixed
0.09500000
N
N
N
N
N
N
VALARIS PLC
7N0UJMJLXD0MDT5D5086
ENSCO PLC 5.2% 03/15/2025
91889DAD8
2500000.00000000
PA
USD
962500.00000000
0.047319079687
Long
DBT
CORP
GB
N
2
2025-03-15
Fixed
0.05200000
N
N
N
N
N
N
REGIONALCARE HOSP PARTNERS HLDGS INC
N/A
REGIONALCARE HOSP PARTNERS HLDGS INC 9.75% 12/01/2026 144A
53219LAR0
1555000.00000000
PA
USD
1667737.50000000
0.081990445361
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
0.09750000
N
N
N
N
N
N
WYNN MACAU LIMITED
254900NMDQ8ENTHU1I31
WYNN MACAU LIMITED 4.875% 10/01/2024 144A
98313RAC0
1950000.00000000
PA
USD
1946178.00000000
0.095679326616
Long
DBT
CORP
KY
N
2
2024-10-01
Fixed
0.04875000
N
N
N
N
N
N
ASCENT RESOURCES UTICA LLC / ARU FIN CORP
N/A
ASCENT RESOURCES UTICA LLC / ARU FIN CORP 7% 11/01/2026 144A
04364VAG8
930000.00000000
PA
USD
558000.00000000
0.027432775548
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
0.07000000
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
TRANSOCEAN INC 8% 02/01/2027 144A
893830BL2
700000.00000000
PA
USD
581000.00000000
0.028563517193
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
0.08000000
N
N
N
N
N
N
PRECISION DRILLING CORP
549300WF2OE8T5BP4B84
PRECISION DRILLING CORP 5.25% 11/15/2024
74022DAJ9
500000.00000000
PA
USD
442190.00000000
0.021739245555
Long
DBT
CORP
CA
N
2
2024-11-15
Fixed
0.05250000
N
N
N
N
N
N
ROYAL BANK OF SCOTLAND GRP PLC (UNGTD)
2138005O9XJIJN4JPN90
ROYAL BK SCOTLND GRP PLC(UNGTD 0 PERP
780099CJ4
1060000.00000000
PA
USD
1069942.80000000
0.052601255703
Long
EP
CORP
GB
N
2
N
N
N
OWENS BROCKWAY GLASS CONT INC
V2UQUCDZJ9WY98W8QU33
OWENS BROCKWAY GLASS CONT INC 6.375% 08/15/25 144A
69073TAS2
650000.00000000
PA
USD
716625.00000000
0.035231205694
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.06375000
N
N
N
N
N
N
VECTOR GROUP LTD
549300TUIF4WWN6NDN50
VECTOR GROUP LTD 6.125% 02/01/2025 144A
92240MBF4
1500000.00000000
PA
USD
1440000.00000000
0.070794259481
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
0.06125000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
NUMERICABLE SFR 7.375% 05/01/2026 144A
67054KAA7
2420000.00000000
PA
USD
2537854.00000000
0.124767704584
Long
DBT
CORP
FR
N
2
2026-05-01
Fixed
0.07375000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HOLDINGS INC
N/A
CLEAR CHANNEL OUTDOOR HOLDINGS INC 5.125% 08/15/2027 144A
18453HAA4
700000.00000000
PA
USD
701750.00000000
0.034499910826
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
0.05125000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS LP
5493005UEC8AZ34LDV29
CHENIERE ENERGY PARTNERS LP 5.25% 10/01/2025
16411QAB7
2735000.00000000
PA
USD
2741892.20000000
0.134798769358
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.05250000
N
N
N
N
N
N
NIELSEN FINANCE LLC/ NIELSEN FINANCE CO
N/A
NIELSEN FINANCE 5.0% 04/15/22 144A
65409QBB7
2135000.00000000
PA
USD
2124325.00000000
0.104437510605
Long
DBT
CORP
US
N
2
2022-04-15
Fixed
0.05000000
N
N
N
N
N
N
CALPINE CORPORATION
43R4VPJBXTU2O15HEF41
CALPINE CORP 5.75% 01/15/25
131347CF1
2000000.00000000
PA
USD
2006000.00000000
0.098620336471
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.05750000
N
N
N
N
N
N
ALERIS INTERNATIONAL INC
5493002SZ3VN4IY2H022
ALERIS TERM B 1LN 02/27/2023
01449BAY8
750000.00000000
PA
USD
747892.50000000
0.036768399797
Long
LON
CORP
US
N
2
2023-02-27
Variable
0.00000000
N
N
N
N
N
N
OPEN TEXT CORPORATION
549300UQROQS42RKHM85
OPEN TEXT CORPORATION 3.875% 02/15/2028 144A
683715AC0
875000.00000000
PA
USD
870800.00000000
0.042810861913
Long
DBT
CORP
CA
N
2
2028-02-15
Fixed
0.03875000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATIONS CO LLC 5% 07/31/2027 144A
92840VAF9
2990000.00000000
PA
USD
3020348.50000000
0.148488427383
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
0.05000000
N
N
N
N
N
N
NIELSEN CO LUXEMBOURG SARL
549300MFMRJBOPHHM352
NIELSEN CO LUXEMBOURG SARL 5% 02/01/2025 144A
65410CAC4
2580000.00000000
PA
USD
2547750.00000000
0.125254218467
Long
DBT
CORP
LU
N
2
2025-02-01
Fixed
0.05000000
N
N
N
N
N
N
TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP
N/A
TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 5.5% 09/15/2024 144A
87470LAA9
1600000.00000000
PA
USD
1484160.00000000
0.072965283438
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.05500000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS CORP 5.875% 7/22
25470XAJ4
1975000.00000000
PA
USD
2060813.75000000
0.101315127333
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
0.05875000
N
N
N
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
SPRINT CORP 7.125% 06/15/2024
85207UAH8
2220000.00000000
PA
USD
2521542.60000000
0.123965792442
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.07125000
N
N
N
N
N
N
FERRELLGAS PRTNRS LP/FIN CORP
N/A
FERRELLGAS PRTNRS LP/FIN CORP 8.625% 06/15/2020
315295AG0
300000.00000000
PA
USD
117750.00000000
0.005788905592
Long
DBT
CORP
US
N
2
2020-06-15
Fixed
0.08625000
N
N
N
N
N
N
HOLLY EN PART LP/ HOL FIN CORP
N/A
HOLLY EN PART LP/ HOL FIN CORP 5% 02/01/2028 144A
435765AH5
1450000.00000000
PA
USD
1459062.50000000
0.071731423072
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.05000000
N
N
N
N
N
N
FIVE PT OPER CO LP / FIVE PT PT CAP CORP
N/A
FIVE PT OPER CO LP / FIVE PT PT CAP CORP 7.875% 11/15/2025 144A
33834YAA6
452000.00000000
PA
USD
453979.76000000
0.022318861755
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.07875000
N
N
N
N
N
N
PILGRIMS PRIDE CORP NEW
549300ZSLGV64ZL3HD75
PILGRIMS PRIDE CORP NEW 5.875% 09/30/2027 144A
72147KAE8
1275000.00000000
PA
USD
1321282.50000000
0.064957788994
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
0.05875000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX INC 5.875% 11/15/2028
64110LAT3
925000.00000000
PA
USD
1039977.50000000
0.051128081242
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.05875000
N
N
N
N
N
N
CDK GLOBAL INC
5493000L10CYRTHIJ385
CDK GLOBAL INC 4.875% 06/01/2027
12508EAF8
485000.00000000
PA
USD
499550.00000000
0.024559216891
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.04875000
N
N
N
N
N
N
SOLERA LLC / SOLERA FINANCE INC
N/A
SOLERA LLC / SOLERA FINANCE INC 10.5% 03/01/2024 144A
83422AAA1
4910000.00000000
PA
USD
5186236.60000000
0.254969291382
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.10500000
N
N
N
N
N
N
CAMELOT FIN S A
N/A
CAMELOT FIN S A 4.5% 11/01/2026 144A
13323AAB6
1250000.00000000
PA
USD
1256125.00000000
0.061754471660
Long
DBT
CORP
LU
N
2
2026-11-01
Fixed
0.04500000
N
N
N
N
N
N
BRAND INDUSTRIAL SERVICES INC
549300B658W2BPDQMW42
BRAND ENERGY TERM B 1LN 06/21/2024
10524MAN7
1452750.00000000
PA
USD
1419336.75000000
0.069778398729
Long
LON
CORP
US
N
2
2024-06-21
Variable
0.06088030
N
N
N
N
N
N
TERRIER MEDIA BUYER INC
N/A
TERRIER MEDIA BUYER INC 8.875% 12/15/2027 144A
88146LAA1
1055000.00000000
PA
USD
1047087.50000000
0.051477627898
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.08875000
N
N
N
N
N
N
M/I HOMES INC
5299005M71FH9CCSFB69
M/I HOMES INC 4.95% 02/01/2028 144A
55305BAR2
1075000.00000000
PA
USD
1093812.50000000
0.053774754130
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.04950000
N
N
N
N
N
N
ALLY FINL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC 8.0% 11/01/2031
36186CBY8
770000.00000000
PA
USD
1065941.80000000
0.052404555820
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
0.08000000
N
N
N
N
N
N
BBA US HOLDINGS INC
213800CSNQ87U1MC8N11
BBA US HOLDINGS INC 5.375% 05/01/2026 144A
05545MAA0
2530000.00000000
PA
USD
2581498.15000000
0.126913367972
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.05375000
N
N
N
N
N
N
MATTAMY GROUP CORP
5493008TNY7A82WCXU31
MATTAMY GROUP CORP 4.625% 03/01/2030 144A
57701RAM4
500000.00000000
PA
USD
485085.00000000
0.023848078722
Long
DBT
CORP
CA
N
2
2030-03-01
Fixed
0.04625000
N
N
N
N
N
N
CITGO HLDG INC
549300NYHOALWZ2BSL72
CITGO HOLDING TERM B 1LN 08/01/2023
17304YAD4
375000.00000000
PA
USD
375000.00000000
0.018436005073
Long
LON
CORP
US
N
2
2023-08-01
Variable
0.08603380
N
N
N
N
N
N
ARD FIN SA
6354006P6QPGGPVJW880
ARD FIN SA PIK 6.5% 06/30/2027 144A
00191AAD8
750000.00000000
PA
USD
754725.00000000
0.037104303810
Long
DBT
CORP
LU
N
2
2027-06-30
Variable
0.06500000
N
N
Y
N
N
N
MOOG INC
549300WM2I4U7OBAHG07
MOOG INC 4.25% 12/15/2027 144A
615394AM5
145000.00000000
PA
USD
147537.50000000
0.007253338929
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.04250000
N
N
N
N
N
N
PARSLEY ENERGY LLC / PARSLEY FINANCE CORP
N/A
PARSLEY ENERGY LLC / PARSLEY FINANCE CORP 5.375% 01/15/2025 144A
701885AD7
1760000.00000000
PA
USD
1760035.20000000
0.086528047669
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.05375000
N
N
N
N
N
N
MGM GROWTH PPTYS OPER PARTNERSHIP LP / MGP FIN CO-ISSUER INC
N/A
MGM GROWTH PPTYS OPER PARTNERSHIP LP / MGP FIN CO-ISSUER INC 4.5% 09/01/2026
55303XAB1
3050000.00000000
PA
USD
3156750.00000000
0.155194290706
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
0.04500000
N
N
N
N
N
N
MADISON PARK FUNDING 2015
N/A
MADISON PARK FUNDING 2015-19A A1R2 3ML+92 01/22/2028 144A
55819QAY3
1500000.00000000
PA
USD
1500000.00000000
0.073744020292
Long
ABS-CBDO
CORP
KY
N
2
2028-01-22
Variable
0.00000000
N
N
N
N
N
N
SALLY HOLDINGS LLC / SALLY CAP INC
N/A
SALLY HOLDINGS LLC / CAP INC 5.625% 12/01/25
79546VAL0
2000000.00000000
PA
USD
2027000.00000000
0.099652752755
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
0.05625000
N
N
N
N
N
N
STAR MERGER SUB INC
N/A
STAR MERGER SUB INC 6.875% 08/15/2026 144A
26483EAJ9
400000.00000000
PA
USD
427100.00000000
0.020997380711
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.06875000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
IHEARTCOMMUNICATIONS INC 8.375% 05/01/2027
45174HBD8
700000.00000000
PA
USD
760165.00000000
0.037371748790
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.08375000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 4.7%/VAR PERP
172967MK4
1075000.00000000
PA
USD
1060218.75000000
0.052123195343
Long
EP
CORP
US
N
2
N
N
N
1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC
N/A
1011778 BC ULC/NEW RED FIN INC 5% 10/15/2025 144A
68245XAE9
1410000.00000000
PA
USD
1416457.80000000
0.069636861831
Long
DBT
CORP
CA
N
2
2025-10-15
Fixed
0.05000000
N
N
N
N
N
N
AMC ENTERTAINMENT HOLDING INC
549300ZO77UNR6NRBR11
AMC ENTMT HLDGS INC 6.125% 05/15/2027
00165CAD6
2325000.00000000
PA
USD
1860000.00000000
0.091442585163
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.06125000
N
N
N
N
N
N
ENVIVA PARTNERS LP / ENVIVA PARTNERS FINANCE CORP
N/A
ENVIVA PARTNERS LP / ENVIVA PARTNERS FINANCE CORP 6.5% 01/15/2026 144A
29413XAD9
350000.00000000
PA
USD
364007.00000000
0.017895559729
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.06500000
N
N
N
N
N
N
CORNERSTONE CHEMICAL CO
BL03B05TRUKQ14Y1HC46
CORNERSTONE CHEMICAL CO 6.75% 08/15/2024 144A
21925AAE5
750000.00000000
PA
USD
670627.50000000
0.032969845312
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.06750000
N
N
N
N
N
N
2020-03-30
Stacie M. Smith
Stacie M. Smith
Stacie M. Smith
President and Treasurer