0001752724-22-094333.txt : 20220427
0001752724-22-094333.hdr.sgml : 20220427
20220427124017
ACCESSION NUMBER: 0001752724-22-094333
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220228
FILED AS OF DATE: 20220427
PERIOD START: 20220228
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: 22858275
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
2022-02-28
2022-02-28
N
4170004711.56
21359982.45
4148644729.11
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
USD
N
RADIATE HOLDCO LLC / RADIATE FIN INC
N/A
RADIATE HOLDCO LLC / RADIATE FIN INC 6.5% 09/15/2028 144A
75026JAE0
5760000.00000000
PA
USD
5472000.00000000
0.131898495949
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
0.06500000
N
N
N
N
N
N
JELD-WEN INC
549300XWE6NM0N1HFW16
JELD-WEN INC 4.875% 12/15/2027 144A
475795AD2
651000.00000000
PA
USD
633097.50000000
0.015260345036
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.04875000
N
N
N
N
N
N
WYNN MACAU LIMITED
254900NMDQ8ENTHU1I31
WYNN MACAU LIMITED 5.125% 12/15/2029 144A
98313RAE6
1275000.00000000
PA
USD
1077375.00000000
0.025969324209
Long
DBT
CORP
KY
N
2
2029-12-15
Fixed
0.05125000
N
N
N
N
N
N
CHARLES RIVER LABORATORIES INTERNATIONAL INC
549300BSQ0R4UZ5KX287
CHARLES RIVER LABS INTL INC 3.75% 03/15/2029 144A
159864AG2
625000.00000000
PA
USD
600750.00000000
0.014480632573
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.03750000
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
2290000.00000000
PA
USD
2334288.60000000
0.056266293028
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.06250000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC 7.5% 12/01/2024 144A
097751BR1
3050000.00000000
PA
USD
3156750.00000000
0.076091114234
Long
DBT
CORP
CA
N
2
2024-12-01
Fixed
0.07500000
N
N
N
N
N
N
PG and E CORP
8YQ2GSDWYZXO2EDN3511
PG and E TERM B 1LN 06/23/2025
69338CAH4
743113.92000000
PA
USD
728065.86000000
0.017549486821
Long
LON
CORP
US
N
2
2025-06-23
Variable
0.03500000
N
N
N
N
N
N
Standard Industries Inc/NJ
54930064UHXCIUWVI755
Standard Industries Inc/NJ 4.75% 01/15/2028 144A
853496AD9
1281000.00000000
PA
USD
1256981.25000000
0.030298599472
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.04750000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER CO INC
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER INC PC 6.125% 03/15/2022
025537127
16200.00000000
NS
USD
841914.00000000
0.020293711681
Long
EP
CORP
US
N
2
N
N
N
VIRGIN MEDIA SECURED FINANCE PLC
213800X3RLP4NOTPY579
VIRGIN MEDIA SECD FIN PLC 4.5% 08/15/2030 144A
92769XAR6
1650000.00000000
PA
USD
1560025.50000000
0.037603256047
Long
DBT
CORP
GB
N
2
2030-08-15
Fixed
0.04500000
N
N
N
N
N
N
LINDBLAD EXPEDITIONS LLC
549300MPUWOG67Y2R254
LINDBLAD EXPEDITIONS LLC 6.75% 02/15/2027 144A
53523LAA8
25000.00000000
PA
USD
25125.00000000
0.000605619464
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.06750000
N
N
N
N
N
N
ARD FIN SA
6354006P6QPGGPVJW880
ARD FIN SA PIK VAR 06/30/2027 144A
00191AAD8
1705279.00000000
PA
USD
1632941.06000000
0.039360831467
Long
DBT
CORP
LU
N
2
2027-06-30
Variable
0.06500000
N
N
Y
N
N
N
TENNECO INC
549300U0EXXFAQFAD785
TENNECO INC 5.125% 04/15/2029 144A
880349AT2
4838000.00000000
PA
USD
4801715.00000000
0.115741773845
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.05125000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
T ROWE CDS COMMUNITY HEALTH SYSTEMS 12/20/2026
N/A
784000.00000000
NC
USD
-31462.08000000
-0.00075837007
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
CHS/CMNTY HEALTH SYSTEMS INC
CHS/CMNTY HEALTH SYSTEMS INC 6.875% 04/01/2028 144A
Y
2026-12-20
0.00000000
USD
0.00000000
USD
752640.00000000
USD
-31462.08000000
N
N
N
LABL INC
5493004FUZN8R6Y3VB98
LABL INC 8.25% 11/01/2029 144A
50168QAD7
2425000.00000000
PA
USD
2255250.00000000
0.054361126277
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
0.08250000
N
N
N
N
N
N
REALPAGE INC
5493001RSFZX4122A604
REALPAGE INC TERM 2LN 02/17/2029
75605VAG7
1475000.00000000
PA
USD
1486991.75000000
0.035842831746
Long
LON
CORP
US
N
2
2029-02-17
Variable
0.00000000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
VALVOLINE INC 4.25% 02/15/2030 144A
92047WAD3
1389000.00000000
PA
USD
1315320.50000000
0.031704823764
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.04250000
N
N
N
N
N
N
C AND S GROUP ENTERPRISES LLC
N/A
C AND S GROUP ENTERPRISES LLC 5% 12/15/2028 144A
12467AAF5
3960000.00000000
PA
USD
3445200.00000000
0.083043987252
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
0.05000000
N
N
N
N
N
N
HECLA MINING CO
5493009Y6HOBZD1QD537
HECLA MINING CO 7.25% 02/15/2028
422704AH9
3925000.00000000
PA
USD
4116343.75000000
0.099221408888
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.07250000
N
N
N
N
N
N
UNITED RENTALS NORTH AMER INC
NGIZXNT70J2LYT3FBI09
UNITED RENTALS NORTH AMER INC 3.875% 02/15/2031
911363AM1
1875000.00000000
PA
USD
1811718.75000000
0.043670134906
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.03875000
N
N
N
N
N
N
GRAHAM PACKAGING CO INC
N/A
GRAHAM PACKAGING CO INC 7.125% 08/15/2028 144A
384701AA6
1370000.00000000
PA
USD
1318625.00000000
0.031784476283
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
0.07125000
N
N
N
N
N
N
PUERTO RICO COMWLTH
N/A
PUERTO RICO CMWLTH REF-PUBLIC IMPT-SER A
74514L2N6
250000.00000000
PA
USD
236250.75000000
0.005694648865
Long
DBT
MUN
US
N
2
2023-07-01
Fixed
0.05250000
Y
Y
N
N
N
N
ANTERO RESOURCES CORPORATION
APVBKPOULHUX7YZLKU17
ANTERO RESOURCES CORP 5% 03/01/2025
03674XAJ5
1965000.00000000
PA
USD
1989562.50000000
0.047956926415
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.05000000
N
N
N
N
N
N
KB HOME
549300LGUCWQURMWLG09
KB HOME 4% 06/15/2031
48666KAZ2
2025000.00000000
PA
USD
1944000.00000000
0.046858676192
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
0.04000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING LP
549300Y6CTBSE0QIPL28
DCP MIDSTREAM OPER LP 8.125% 08/16/2030
26439XAC7
1540000.00000000
PA
USD
1955800.00000000
0.047143106428
Long
DBT
CORP
US
N
2
2030-08-16
Fixed
0.08125000
N
N
N
N
N
N
CORECIVIC INC
529900JFA3K6PTLT8B15
CORECIVIC INC 8.25% 04/15/2026
21871NAB7
4620000.00000000
PA
USD
4689300.00000000
0.113032093760
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.08250000
N
N
N
N
N
N
PUERTO RICO COMWLTH
N/A
PUERTO RICO COMWLTH REF-PUB IMPT-SER E
74514LW86
450000.00000000
PA
USD
446626.13000000
0.010765591154
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
0.05500000
Y
Y
N
N
N
N
MESQUITE ENERGY INC
549300SB0HTIM17TVR61
MESQUITE ENERGY INC CONV 15% 07/15/2023
59073XAB1
368047.00000000
PA
USD
1343371.55000000
0.032380973491
Long
DBT
CORP
US
Y
3
2023-07-15
Fixed
0.15000000
N
N
Y
N
N
MESQUITE ENERGY INC
MESQUITE ENERGY INC
USD
XXXX
N
N
N
NATIONSTAR MTG HLDGS INC
N/A
NATIONSTAR MTG HLDGS INC 5.5% 08/15/2028 144A
63861CAC3
1068000.00000000
PA
USD
1065330.00000000
0.025678988430
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
0.05500000
N
N
N
N
N
N
AETHON UNITED BR LP / AETHON UNITED FINANCE CORP
N/A
AETHON UNITED BR LP / AETHON UNITED FINANCE CORP 8.25% 02/15/2026 144A
00810GAC8
2065000.00000000
PA
USD
2187020.85000000
0.052716513290
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.08250000
N
N
N
N
N
N
NEW FORTRESS ENERGY INC
N/A
NEW FORTRESS ENERGY INC 6.5% 09/30/2026 144A
644393AB6
3035000.00000000
PA
USD
2910914.03000000
0.070165420759
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
0.06500000
N
N
N
N
N
N
BEAZER HOMES USA INC
549300DUPYT2T0F60I45
BEAZER HOMES USA INC 7.25% 10/15/2029
07556QBT1
5975000.00000000
PA
USD
6053272.50000000
0.145909637851
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
0.07250000
N
N
N
N
N
N
GOODYEAR TIRE and RUBBER CO
5493002BI0S2ZQUY3437
GOODYEAR TIRE and RUBBER CO 5% 07/15/2029 144A
382550BL4
3100000.00000000
PA
USD
3056600.00000000
0.073677072865
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
0.05000000
N
N
N
N
N
N
SPRINT CAPITAL CORP
549300L17W0GQBR1PO80
SPRINT CAPITAL CORP 6.875% 11/15/2028
852060AD4
2427000.00000000
PA
USD
2881989.69000000
0.069468221025
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.06875000
N
N
N
N
N
N
ALBION FINANCING 2SARL
2594009X2UW7EQPIKY23
ALBION FINANCING 2SARL 8.75% 04/15/2027 144A
013305AA5
780000.00000000
PA
USD
755976.00000000
0.018222240017
Long
DBT
CORP
LU
N
2
2027-04-15
Fixed
0.08750000
N
N
N
N
N
N
AMWINS GROUP INC
549300SJE7MUB8NMRG61
AMWINS GROUP INC 4.875% 06/30/2029 144A
031921AB5
2280000.00000000
PA
USD
2171700.00000000
0.052347215580
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
0.04875000
N
N
N
N
N
N
INTELSAT JACKSON HLDGS S A
8XJ8KF85PBKK1TLMFN29
INTELSAT TERM 1LN 02/01/2029
N/A
1650000.00000000
PA
USD
1624738.50000000
0.039163114850
Long
LON
CORP
LU
N
2
2029-02-01
Variable
0.00000000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
DANA INC 4.25% 09/01/2030
235825AH9
925000.00000000
PA
USD
881922.75000000
0.021258092885
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
0.04250000
N
N
N
N
N
N
UNITED RENTALS NORTH AMER INC
NGIZXNT70J2LYT3FBI09
UNITED RENTALS NORTH AMER INC 3.75% 01/15/2032
911365BP8
940000.00000000
PA
USD
895350.00000000
0.021581746774
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
0.03750000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
N/A
US 5YR NOTE (CBT) FUT JUN22 FVM2
N/A
511.00000000
NC
USD
421747.82000000
0.010165917969
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
N/A
Long
UST NOTES
UST NOTES 0% 06/30/2040
2022-06-30
60019970.93000000
USD
421747.82000000
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 7.15% 05/15/2028
674599DR3
1325000.00000000
PA
USD
1458858.13000000
0.035164691730
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
0.07150000
N
N
N
N
N
N
LUMEN TECHNOLOGIES
8M3THTGWLTYZVE6BBY25
LUMEN TECHNOLOGIES 7.65% 03/15/2042
156700AT3
587000.00000000
PA
USD
515092.50000000
0.012415922153
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
0.07650000
N
N
N
N
N
N
CONNECT FINCO SARL / CONNECT US FINCO LLC
N/A
CONNECT FINCO SARL / CONNECT US FINCO LLC 6.75% 10/01/2026 144A
20752TAA2
1515000.00000000
PA
USD
1533937.50000000
0.036974424183
Long
DBT
CORP
LU
N
2
2026-10-01
Fixed
0.06750000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
UNITED AIRLINES INC 4.375% 04/15/2026 144A
90932LAG2
1400000.00000000
PA
USD
1396416.00000000
0.033659570562
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.04375000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC 5% 01/30/2028 144A
071734AH0
4145000.00000000
PA
USD
3471437.50000000
0.083676422703
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
0.05000000
N
N
N
N
N
N
WR GRACE HOLDING LLC
N/A
WR GRACE HOLDING LLC 5.625% 08/15/2029 144A
92943GAA9
4435000.00000000
PA
USD
4246512.50000000
0.102359029930
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
0.05625000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP PIPE
N/A
644.00000000
NS
USD
49749.00000000
0.001199162696
Long
EC
CORP
US
Y
1
N
N
N
HOWARD HUGHES CORP
549300BVHY25JZC1KI49
HOWARD HUGHES CORP 5.375% 08/01/2028 144A
44267DAD9
2965000.00000000
PA
USD
2996606.90000000
0.072230983746
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
0.05375000
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% 01/15/2028 144A
87470LAD3
2398000.00000000
PA
USD
2311072.50000000
0.055706686180
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.05500000
N
N
N
N
N
N
AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD
N/A
AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD 5.75% 04/20/2029 144A
00253XAB7
5395000.00000000
PA
USD
5515416.40000000
0.132945016026
Long
DBT
CORP
US
N
2
2029-04-20
Fixed
0.05750000
N
N
N
N
N
N
LCPR SENIOR SECURED FINANCING DAC
549300LE5FM8IKMXSP90
LCPR SENIOR SECURED FINANCING DAC 6.75% 10/15/2027 144A
50201DAA1
310000.00000000
PA
USD
315425.00000000
0.007603085359
Long
DBT
CORP
IE
N
2
2027-10-15
Fixed
0.06750000
N
N
N
N
N
N
RACKSPACE HOSTING INC
549300QTYCKLMFSE8I97
RACKSPACE HOSTING INC 3.5% 02/15/2028 144A
750098AB1
2075000.00000000
PA
USD
1883062.50000000
0.045389823013
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.03500000
N
N
N
N
N
N
MGM RESORTS INTERNATIONAL
54930066VBP7DZEGGJ87
MGM RESORTS INTERNATIONAL 6.75% 05/01/2025
552953CG4
100000.00000000
PA
USD
103500.00000000
0.002494790630
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.06750000
N
N
N
N
N
N
PRIME SEC SVCS BORROWER LLC / PRIME FIN INC
N/A
PRIME SEC SVCS BORROWER LLC / PRIME FIN INC 5.75% 04/15/2026 144A
74166MAC0
1137000.00000000
PA
USD
1168347.09000000
0.028162138873
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.05750000
N
N
N
N
N
N
AMERICAN AXLE and MANUFACTURING INC
RY5TAKFOBLDUGX31MS24
AMERICAN AXLE and MFG INC 6.875% 07/01/2028
02406PBA7
550000.00000000
PA
USD
567187.50000000
0.013671633437
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.06875000
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
BMC TERM B 1LN 10/02/2025
05988HAE7
547898.89000000
PA
USD
541050.15000000
0.013041612028
Long
LON
CORP
US
N
2
2025-10-02
Variable
0.03973750
N
N
N
N
N
N
PHOTO HLDGS MERGER SUB INC
N/A
PHOTO HLDGS MERGER SUB INC 8.5% 10/01/2026 144A
719245AD4
2135000.00000000
PA
USD
2120054.79000000
0.051102346149
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
0.08500000
N
N
N
N
N
N
ABG INTERMEDIATE HLDGS 2 LLC
54930020NXD0RJB64985
AUTHENTIC BRANDS TERM B1 1LN 12/21/2028
00076VAZ3
31044.78000000
PA
USD
30734.33000000
0.000740828198
Long
LON
CORP
US
N
2
2028-12-21
Variable
0.00000000
N
N
N
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
1579000.00000000
PA
USD
1441958.59000000
0.034757340870
Long
DBT
CORP
CA
N
2
2030-02-15
Fixed
0.04875000
N
N
N
N
N
N
PRIME SEC SVCS BORROWER LLC / PRIME FIN INC
N/A
PRIME SEC SVCS BORROWER LLC / PRIME FIN INC 3.375% 08/31/2027 144A
74166MAF3
47000.00000000
PA
USD
43472.27000000
0.001047866781
Long
DBT
CORP
US
N
2
2027-08-31
Fixed
0.03375000
N
N
N
N
N
N
MICHAELS COS INC
549300H9LWMBP7HYLR98
MICHAELS COS INC 5.25% 05/01/2028 144A
55916AAA2
610000.00000000
PA
USD
570350.00000000
0.013747863151
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
0.05250000
N
N
N
N
N
N
CENTURY CMNTYS INC
5299002QMB2O7ZL1CA26
CENTURY COMMUNITIES INC 6.75% 06/01/2027
156504AL6
600000.00000000
PA
USD
620532.00000000
0.014957462991
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.06750000
N
N
N
N
N
N
BMC SOFTWARE INC
549300TEWK6ENMZQLF18
BMC SOFTWARE TERM B 2LN 03/23/2026
N/A
1050000.00000000
PA
USD
1043437.50000000
0.025151285977
Long
LON
CORP
US
N
2
2026-03-23
Variable
0.00000000
N
N
N
N
N
N
NEW GOLD INC
5493005G0GNCHP0H6L96
NEW GOLD INC 6.375% 05/15/2025 144A
644532AA1
823000.00000000
PA
USD
833287.50000000
0.020085776305
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
0.06375000
N
N
N
N
N
N
SRS DISTRIBUTION INC
549300ZQ3XP75BCYM468
SRS DISTRIBUTION INC 6% 12/01/2029 144A
78471RAD8
2570000.00000000
PA
USD
2428650.00000000
0.058540804493
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
0.06000000
N
N
N
N
N
N
TAYLOR MORRISON COMMUNITIES INC
549300O1Z08HI2MRK572
TAYLOR MORRISON COMMUNITIES INC 6.625% 07/15/2027 144A
87724RAG7
2498000.00000000
PA
USD
2568406.13000000
0.061909522210
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.06625000
N
N
N
N
N
N
ABG INTERMEDIATE HLDGS 2 LLC
54930020NXD0RJB64985
AUTHENTIC BRANDS TERM B 2LN 12/20/2029
00076VAY6
55000.00000000
PA
USD
55068.75000000
0.001327391319
Long
LON
CORP
US
N
2
2029-12-20
Variable
0.06500000
N
N
N
N
N
N
SRM ESCROW ISSUER LLC
N/A
SRM ESCROW ISSUER LLC 6% 11/01/2028 144A
85236FAA1
3950000.00000000
PA
USD
3948538.50000000
0.095176587966
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.06000000
N
N
N
N
N
N
CCO HLDGS LLC/CCO HLDGS CAP CORP
N/A
CCO HLDGS LLC/CAP CORP 5.375% 06/01/2029 144A
1248EPCB7
1690000.00000000
PA
USD
1716414.70000000
0.041372901563
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.05375000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
ALTICE FRANCE SA 8.125% 02/01/2027 144A
02156LAA9
2000000.00000000
PA
USD
2105400.00000000
0.050749103321
Long
DBT
CORP
FR
N
2
2027-02-01
Fixed
0.08125000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
LEVEL 3 FINANCING INC 4.25% 07/01/2028 144A
527298BR3
2205000.00000000
PA
USD
2036074.95000000
0.049078074478
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.04250000
N
N
N
N
N
N
GAINWELL ACQUISITION CORP
N/A
GAINWELL TERM B 1LN 10/01/2027
59909TAC8
4926038.65500000
PA
USD
4897319.85000000
0.118046257748
Long
LON
CORP
US
N
2
2027-10-01
Variable
0.04750000
N
N
N
N
N
N
CONSTELLATION AUTOMOTIVE FINANCING PLC
254900HVTSU7VICDRM89
CONSTELLATION AUTOMOTIVE FINANCING PLC 4.875% 07/15/2027 144A
N/A
360000.00000000
PA
442614.51000000
0.010668894034
Long
DBT
CORP
GB
N
2
2027-07-15
Fixed
0.04875000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US FOODS INC 4.625% 06/01/2030 144A
90290MAE1
1235000.00000000
PA
USD
1200889.30000000
0.028946544676
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.04625000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 6.125% 01/01/2031
674599EF8
3010000.00000000
PA
USD
3422671.00000000
0.082500942439
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
0.06125000
N
N
N
N
N
N
PIKE CORP
549300P4EKEP6HK0NC58
PIKE CORP 5.5% 09/01/2028 144A
721283AA7
4694000.00000000
PA
USD
4517975.00000000
0.108902431878
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
0.05500000
N
N
N
N
N
N
INTELSAT JACKSON HLDGS S A
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HLDGS SA TERM B-5 01/02/2024
N/A
5404.29000000
PA
USD
5321.55000000
0.000128272010
Long
LON
CORP
LU
N
2
2024-01-02
Fixed
0.06625000
N
N
N
N
N
N
OPEN TEXT CORPORATION
549300UQROQS42RKHM85
OPEN TEXT CORPORATION 3.875% 02/15/2028 144A
683715AC0
550000.00000000
PA
USD
532537.50000000
0.012836420922
Long
DBT
CORP
CA
N
2
2028-02-15
Fixed
0.03875000
N
N
N
N
N
N
YUM BRANDS INC
549300JE8XHZZ7OHN517
YUM BRANDS INC 5.35% 11/01/2043
988498AK7
1755000.00000000
PA
USD
1768162.50000000
0.042620243849
Long
DBT
CORP
US
N
2
2043-11-01
Fixed
0.05350000
N
N
N
N
N
N
NATIONSTAR MTG HLDGS INC
N/A
NATIONSTAR MTG HLDGS INC 6% 01/15/2027 144A
63861CAA7
1137000.00000000
PA
USD
1154055.00000000
0.027817638659
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.06000000
N
N
N
N
N
N
STERICYCLE INC
B8PTJH2P0AXSWSMP2136
STERICYCLE INC 3.875% 01/15/2029 144A
858912AG3
1140000.00000000
PA
USD
1061625.00000000
0.025589682156
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.03875000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.625% 06/15/2035
706451BG5
1460000.00000000
PA
USD
1317285.00000000
0.031752176578
Long
DBT
CORP
MX
N
2
2035-06-15
Fixed
0.06625000
N
N
N
N
N
N
CATALENT PHARMA SOLUTIONS
549300HALRZ339MSTH85
CATALENT PHARMA SOLUTIONS 3.5% 04/01/2030 144A
14879EAK4
2060000.00000000
PA
USD
1917654.00000000
0.046223625429
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.03500000
N
N
N
N
N
N
CCM MERGER INC
549300P77RSBKKFME089
CCM MERGER INC 6.375% 05/01/2026 144A
14985VAE1
1450000.00000000
PA
USD
1483103.50000000
0.035749108367
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.06375000
N
N
N
N
N
N
AMSTED INDUSTRIES INC
N2VLGYMEEBIU3PFSUY86
AMSTED INDUSTRIES INC 4.625% 05/15/2030 144A
032177AJ6
1490000.00000000
PA
USD
1467292.40000000
0.035367993545
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.04625000
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
3625000.00000000
PA
USD
3262500.00000000
0.078640139443
Long
DBT
CORP
LU
N
2
2025-07-15
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
1860000.00000000
PA
USD
1871336.70000000
0.045107181313
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.05000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
LEVEL 3 FINANCING INC 4.625% 09/15/2027 144A
527298BN2
1870000.00000000
PA
USD
1804550.00000000
0.043497337512
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.04625000
N
N
N
N
N
N
180 MEDICAL INC
254900ZB648OPWVFVX59
180 MEDICAL INC 3.875% 10/15/2029 144A
682357AA6
1230000.00000000
PA
USD
1180800.00000000
0.028462307020
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
0.03875000
N
N
N
N
N
N
TMS INTERNATIONAL CORP
549300L4K0F1YF8WKF23
TMS INTERNATIONAL CORP 6.25% 04/15/2029 144A
87261QAC7
325000.00000000
PA
USD
312507.00000000
0.007532749136
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.06250000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING PARTNERS LP
549300KJEC5IUVJWR786
NEXTERA ENERGY OPERATING PARTNERS LP 4.5% 09/15/2027 144A
65342QAB8
1025000.00000000
PA
USD
1030125.00000000
0.024830398051
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.04500000
N
N
N
N
N
N
ZIGGO BV
213800TQASLF9JXH5J59
ZIGGO BV 4.875% 01/15/2030 144A
98955DAA8
1570000.00000000
PA
USD
1497670.10000000
0.036100225442
Long
DBT
CORP
NL
N
2
2030-01-15
Fixed
0.04875000
N
N
N
N
N
N
WR GRACE HOLDING LLC
N/A
WR GRACE HOLDING LLC 5.625% 10/01/2024 144A
92943GAC5
125000.00000000
PA
USD
127480.00000000
0.003072810720
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.05625000
N
N
N
N
N
N
SOTHEBYS
549300P5BAAMQQ7VL735
SOTHEBYS 7.375% 10/15/2027 144A
835898AH0
1205000.00000000
PA
USD
1254778.55000000
0.030245505024
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.07375000
N
N
N
N
N
N
ERO COPPER CORP
549300KL8A21SEIO8I47
ERO COPPER CORP 6.5% 02/15/2030 144A
296006AA7
2385000.00000000
PA
USD
2307773.70000000
0.055627171056
Long
DBT
CORP
CA
N
2
2030-02-15
Fixed
0.06500000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC 4.625% 12/01/2030 144A
126307BD8
6607000.00000000
PA
USD
5506125.14000000
0.132721057104
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
0.04625000
N
N
N
N
N
N
COOPER STANDARD AUTO INC
ITCH5B3Q4RTX2PH9UN62
COOPER STANDARD AUTO INC 5.625% 11/15/2026 144A
216762AF1
1775000.00000000
PA
USD
1220312.50000000
0.029414726487
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
0.05625000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS INC
KOO0397YRO83WY5MGD97
BAUSCH HEALTH AMERICAS INC 8.5% 01/31/2027 144A
91911XAW4
3954000.00000000
PA
USD
4001527.08000000
0.096453838332
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
0.08500000
N
N
N
N
N
N
CORONADO FINANCE PTY LTD
549300NS5FS0W548RE27
CORONADO FINANCE PTY LTD 10.75% 05/15/2026 144A
21979LAA4
923000.00000000
PA
USD
992778.79000000
0.023930195396
Long
DBT
CORP
AU
N
2
2026-05-15
Fixed
0.10750000
N
N
N
N
N
N
TTM TECHNOLOGIES INC
549300SC4BDOIS008048
TTM TECHNOLOGIES INC 4% 03/01/2029 144A
87305RAK5
2385000.00000000
PA
USD
2200162.50000000
0.053033283003
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.04000000
N
N
N
N
N
N
WASH MULTIFAMILY ACQUISITION INC
549300AS7PRY5PHG6L12
WASH MULTIFAMILY ACQUISITION INC 5.75% 04/15/2026 144A
93710WAA3
2775000.00000000
PA
USD
2797172.25000000
0.067423759628
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.05750000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
COMMSCOPE INC 4.75% 09/01/2029 144A
203372AX5
645000.00000000
PA
USD
601462.50000000
0.014497806856
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
0.04750000
N
N
N
N
N
N
FOUNDATION BUILDING MATERIALS INC
549300ZVE6MONHB01I28
FOUNDATION BUILDING MATERIALS INC 6% 03/01/2029 144A
350392AA4
1625000.00000000
PA
USD
1511250.00000000
0.036427558845
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.06000000
N
N
N
N
N
N
DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP
N/A
DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP 7.125% 06/01/2028 144A
24665FAC6
1515000.00000000
PA
USD
1481230.65000000
0.035703964709
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
0.07125000
N
N
N
N
N
N
ENDEAVOR ENERGY RES L P / EER FIN INC
N/A
ENDEAVOR ENERGY RES L P / EER FIN INC 6.625% 07/15/2025 144A
29260FAF7
600000.00000000
PA
USD
627054.00000000
0.015114670957
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.06625000
N
N
N
N
N
N
ADIENT GLOBAL HOLDINGS LTD
213800VA38VCKE6M8790
ADIENT GLOBAL HOLDINGS LTD 4.875% 08/15/2026 144A
00687YAA3
2725000.00000000
PA
USD
2728406.25000000
0.065766206271
Long
DBT
CORP
JE
N
2
2026-08-15
Fixed
0.04875000
N
N
N
N
N
N
TE CONNECTIVITY LT
894500ZRIX9K13RHXR17
TE CONNECTIVITY LTD
N/A
2400.00000000
NS
USD
341832.00000000
0.008239606481
Long
EC
CORP
CH
N
1
N
N
N
MGM CHINA HOLDINGS LIMITED
529900VZFN87OS7WJM66
MGM CHINA HOLDINGS LIMITED 4.75% 02/01/2027 144A
55300RAG6
1015000.00000000
PA
USD
919843.75000000
0.022172150426
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
0.04750000
N
N
N
N
N
N
AFFINITY GAMING LLC
N/A
AFFINITY GAMING LLC 6.875% 12/15/2027 144A
00842XAA7
1445000.00000000
PA
USD
1423325.00000000
0.034308192022
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.06875000
N
N
N
N
N
N
DIAMOND BC BV
549300SWLHWJF3D4N658
DIAMOND BC BV 4.625% 10/01/2029 144A
25257DAA6
2130000.00000000
PA
USD
1938747.30000000
0.046732063760
Long
DBT
CORP
NL
N
2
2029-10-01
Fixed
0.04625000
N
N
N
N
N
N
ASSUREDPARTNERS INC
549300HNDSDQWQ3L2P80
ASSUREDPARTNERS INC 5.625% 01/15/2029 144A
04624VAB5
790000.00000000
PA
USD
726642.00000000
0.017515165733
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.05625000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN
N/A
TARGA RES P LP/TARGA RES P FIN 6.5% 07/15/2027
87612BBL5
660000.00000000
PA
USD
699600.00000000
0.016863338407
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.06500000
N
N
N
N
N
N
NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC
N/A
NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC 6% 02/15/2028 144A
667449AC6
340000.00000000
PA
USD
297500.00000000
0.007171016546
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.06000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATIONS CO LLC 5.625% 02/15/2027 144A
92840VAB8
4582000.00000000
PA
USD
4691555.62000000
0.113086463805
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.05625000
N
N
N
N
N
N
TELECOM ITALIA CAP
549300777DJZOR5C4L39
TELECOM ITALIA CAP 7.2% 07/18/2036
87927VAR9
1003000.00000000
PA
USD
1018045.00000000
0.024539218623
Long
DBT
CORP
LU
N
2
2036-07-18
Fixed
0.07200000
N
N
N
N
N
N
PACTIV EVERGREEN GROUP ISSUER LLC / PACTIV EVERGREEN GROUP ISSUER INC
N/A
PACTIV EVERGREEN GROUP ISSUER LLC / PACTIV EVERGREEN GROUP ISSUER INC 4.375% 10/15/2028 144A
69527AAA4
1100000.00000000
PA
USD
1016125.00000000
0.024492938449
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.04375000
N
N
N
N
N
N
SUNOCO LP / SUNOCO FIN CORP
N/A
SUNOCO LP / SUNOCO FIN CORP 4.5% 05/15/2029
86765LAT4
2535000.00000000
PA
USD
2429290.50000000
0.058556243270
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.04500000
N
N
N
N
N
N
ADVANCED DRAIN SYS INC DEL
6QQTOZ5MF5DHM7K92I60
ADVANCED DRAIN SYS INC DEL 5% 09/30/2027 144A
00790RAA2
1250000.00000000
PA
USD
1259325.00000000
0.030355093825
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
0.05000000
N
N
N
N
N
N
MERITOR INC
5LTG829X630QFHTFBO82
MERITOR INC 6.25% 06/01/2025 144A
59001KAG5
735000.00000000
PA
USD
764194.20000000
0.018420333624
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.06250000
N
N
N
N
N
N
MATTAMY GROUP CORP
5493008TNY7A82WCXU31
MATTAMY GROUP CORP 4.625% 03/01/2030 144A
57701RAM4
2675000.00000000
PA
USD
2514500.00000000
0.060610154982
Long
DBT
CORP
CA
N
2
2030-03-01
Fixed
0.04625000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC 4% 07/15/2028 144A
82967NBJ6
3785000.00000000
PA
USD
3638331.25000000
0.087699272595
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.04000000
N
N
N
N
N
N
ACRISURE LLC / ACRISURE FINANCE INC
N/A
ACRISURE LLC / ACRISURE FINANCE INC 7% 11/15/2025 144A
00489LAA1
1160000.00000000
PA
USD
1155476.00000000
0.027851890808
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.07000000
N
N
N
N
N
N
CORECIVIC INC
529900JFA3K6PTLT8B15
CORECIVIC TERM B 1LN 12/18/2024
21871QAF1
160375.82700000
PA
USD
159039.90000000
0.003833538670
Long
LON
CORP
US
N
2
2024-12-18
Variable
0.05500000
N
N
N
N
N
N
VENATOR FINANCE SARL / VENATOR MATERIALS CORP
N/A
VENATOR FINANCE SARL / VENATOR MATERIALS CORP 9.5% 07/01/2025 144A
9226ALAA2
825000.00000000
PA
USD
886875.00000000
0.021377463193
Long
DBT
CORP
LU
N
2
2025-07-01
Fixed
0.09500000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
GARTNER INC 4.5% 07/01/2028 144A
366651AC1
1160000.00000000
PA
USD
1175114.80000000
0.028325269497
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.04500000
N
N
N
N
N
N
HOME POINT CAPITAL INC
549300DQF6YN0E43PM71
HOME POINT CAPITAL INC 5% 02/01/2026 144A
43734LAA4
3350000.00000000
PA
USD
2763750.00000000
0.066618141115
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.05000000
N
N
N
N
N
N
NEWS CORP NEW
549300ITS31QK8VRBQ14
NEWS CORP NEW 3.875% 05/15/2029 144A
65249BAA7
1150000.00000000
PA
USD
1101125.00000000
0.026541800320
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.03875000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC 5.5% 07/01/2029 144A
82967NBC1
1895000.00000000
PA
USD
1937637.50000000
0.046705312855
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
0.05500000
N
N
N
N
N
N
PATTERN ENERGY OP LP/PAT
254900P898KPCM50SP51
PATTERN ENERGY OP LP/PAT 4.5% 08/15/2028 144A
70339PAA7
220000.00000000
PA
USD
214823.40000000
0.005178158507
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
0.04500000
N
N
N
N
N
N
ADAPTHEALTH LLC
N/A
ADAPTHEALTH LLC 4.625% 08/01/2029 144A
00653VAC5
2463000.00000000
PA
USD
2222007.77000000
0.053559847012
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
0.04625000
N
N
N
N
N
N
COUNTRY GARDEN HOLDINGS CO LTD
549300MGHLPT1EFHGF84
COUNTRY GARDEN HLDGS CO LTD 5.625% 01/14/2030 REGS
N/A
665000.00000000
PA
USD
455525.00000000
0.010980091806
Long
DBT
CORP
KY
N
2
2030-01-14
Fixed
0.05625000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP 4% 08/01/2028 144A
143658BQ4
1180000.00000000
PA
USD
1126900.00000000
0.027163087552
Long
DBT
CORP
PA
N
2
2028-08-01
Fixed
0.04000000
N
N
N
N
N
N
PREMIER ENTERTAINMENT SU
N/A
PREMIER ENTERTAINMENT SU 5.625% 09/01/2029 144A
74052HAA2
2010000.00000000
PA
USD
1823130.30000000
0.043945201844
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
0.05625000
N
N
N
N
N
N
CARROLS RESTAURANT GROUP INC
529900HZEMNWQSAKFJ98
CARROLS RESTAURANT GROUP INC 5.875% 07/01/2029 144A
14574XAF1
1225000.00000000
PA
USD
1053757.25000000
0.025400035886
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
0.05875000
N
N
N
N
N
N
NORTHWEST FIBER LLC
254900LE3FBC16P2QY79
ZIPLY FIBER TERM B 1LN 04/30/2027
66743UAE6
1721987.50000000
PA
USD
1670327.88000000
0.040262012996
Long
LON
CORP
US
N
2
2027-04-30
Variable
0.03873710
N
N
N
N
N
N
CHS/CMNTY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/CMNTY HEALTH SYSTEMS INC 6.875% 04/15/2029 144A
12543DBJ8
2570000.00000000
PA
USD
2492129.00000000
0.060070918642
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.06875000
N
N
N
N
N
N
BOOZ ALLEN AND HAMILTON INC
549300D7XCH2480XU542
BOOZ ALLEN AND HAMILTON INC 3.875% 09/01/2028 144A
09951LAA1
2485000.00000000
PA
USD
2432392.55000000
0.058631015881
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
0.03875000
N
N
N
N
N
N
SSL ROBOTICS LLC
N/A
SSL ROBOTICS LLC 9.75% 12/31/2023 144A
78472GAA7
1581000.00000000
PA
USD
1669931.25000000
0.040252452524
Long
DBT
CORP
US
N
2
2023-12-31
Fixed
0.09750000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/EUR settle 2022-05-20
N/A
1.00000000
NC
N/A
5064.76000000
0.000122082278
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
352347.92000000
EUR
401358.14000000
USD
2022-05-20
5064.76000000
N
N
N
POWER TEAM SERVICES LLC
549300J2G34D0WX8Z443
POWER TEAM SERVICES LLC 9.033% 12/04/2025 144A
73939VAA2
1050000.00000000
PA
USD
1052835.00000000
0.025377805735
Long
DBT
CORP
US
N
2
2025-12-04
Fixed
0.09033000
N
N
N
N
N
N
ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV
N/A
ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 5.125% 04/30/2031 144A
68622TAB7
4585000.00000000
PA
USD
4577067.95000000
0.110326823549
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
0.05125000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
ONEMAIN FINANCE CORP 7.125% 03/15/2026
85172FAN9
2319000.00000000
PA
USD
2513796.00000000
0.060593185585
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.07125000
N
N
N
N
N
N
MCAFEE LLC
549300713UKUTLV9T378
MCAFEE TERM B 09/29/2024
57906PAG4
3825519.54000000
PA
USD
3815343.66000000
0.091966025271
Long
LON
CORP
US
N
2
2024-09-29
Variable
0.06000000
N
N
N
N
N
N
MILLENNIUM ESCROW CORP
N/A
MILLENNIUM ESCROW CORP 6.625% 08/01/2026 144A
60041CAA6
875000.00000000
PA
USD
846562.50000000
0.020405760321
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
0.06625000
N
N
N
N
N
N
T-MOBILE US INC
549300QHIJYOHPACPG31
T-MOBILE US INC
872590104
13400.00000000
NS
USD
1651014.00000000
0.039796466263
Long
EC
CORP
US
N
1
N
N
N
PATRICK INDUSTRIES INC
549300FZ5ZTCCJ3Z5W14
PATRICK INDUSTRIES INC 4.75% 05/01/2029 144A
703343AD5
650000.00000000
PA
USD
593251.75000000
0.014299892826
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
0.04750000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP 6% 05/01/2029 144A
143658BR2
2935000.00000000
PA
USD
2832275.00000000
0.068269885346
Long
DBT
CORP
PA
N
2
2029-05-01
Fixed
0.06000000
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
1040000.00000000
PA
USD
1074554.00000000
0.025901326099
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.05500000
N
N
N
N
N
N
Standard Industries Inc/NJ
54930064UHXCIUWVI755
Standard Industries Inc/NJ 3.375% 01/15/2031 144A
853496AH0
950000.00000000
PA
USD
840750.00000000
0.020265654325
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.03375000
N
N
N
N
N
N
EG FINCO LTD
2138003OUK4UQHRJLT65
EG GROUP TERM B 02/06/2025
N/A
1106378.86500000
PA
USD
1094241.89000000
0.026375888065
Long
LON
CORP
GB
N
2
2025-02-06
Variable
0.04223750
N
N
N
N
N
N
VERTICAL US NEWCO INC
549300C2AFWPAYWS5574
VERTICAL US NEWCO INC 5.25% 07/15/2027 144A
92537RAA7
1670000.00000000
PA
USD
1653300.00000000
0.039851568595
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.05250000
N
N
N
N
N
N
SPA HOLDINGS 3 OY
743700UEY0YM039XN974
SPA HOLDINGS 3 OY 4.875% 02/04/2028 144A
84612JAA0
1425000.00000000
PA
USD
1345912.50000000
0.032442221204
Long
DBT
CORP
FI
N
2
2028-02-04
Fixed
0.04875000
N
N
N
N
N
N
JOSEPH T RYERSON and SON INC
54930086XMNNXPXPWJ34
JOSEPH T RYERSON and SON INC 8.5% 08/01/2028 144A
48088LAB3
930000.00000000
PA
USD
1006046.10000000
0.024249994050
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
0.08500000
N
N
N
N
N
N
CENTURY CMNTYS INC
5299002QMB2O7ZL1CA26
CENTURY COMMUNITIES INC 3.875% 08/15/2029 144A
156504AM4
275000.00000000
PA
USD
254969.00000000
0.006145838379
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
0.03875000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATIONS CO LLC 4.375% 05/01/2029 144A
92840VAH5
3650000.00000000
PA
USD
3536996.00000000
0.085256661655
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
0.04375000
N
N
N
N
N
N
ADMI CORP
5493008U1LYGMQWO7N12
ASPEN DENTAL TERM 1LN B 12/23/2027
00709LAG2
1538537.50000000
PA
USD
1513213.17000000
0.036474879600
Long
LON
CORP
US
N
2
2027-12-23
Variable
0.00000000
N
N
N
N
N
N
SWITCH LTD
5493002D70VTFFLT8L43
SWITCH LTD 4.125% 06/15/2029 144A
87105NAC4
750000.00000000
PA
USD
719062.50000000
0.017332467515
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.04125000
N
N
N
N
N
N
MODIVCARE ESCROW ISSUER INC
N/A
MODIVCARE ESCROW ISSUER INC 5% 10/01/2029 144A
60783XAA2
435000.00000000
PA
USD
409509.00000000
0.009870910302
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.05000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
ONEMAIN FINANCE CORP 6.125% 03/15/2024
85172FAP4
395000.00000000
PA
USD
406850.00000000
0.009806817082
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.06125000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH NETWORK CORP CONV 2.375% 03/15/2024
25470MAD1
1512000.00000000
PA
USD
1438668.00000000
0.034678023642
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.02375000
N
N
N
N
Y
DISH NETWORK CORP
DISH NETWORK CORP A
USD
XXXX
N
N
N
PREMIER ENTERTAINMENT SU
N/A
PREMIER ENTERTAINMENT SU 5.875% 09/01/2031 144A
74052HAB0
2435000.00000000
PA
USD
2191500.00000000
0.052824479874
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
0.05875000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC 7.69% 06/15/2025
197677AG2
875000.00000000
PA
USD
982187.50000000
0.023674900217
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.07690000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING LP
549300Y6CTBSE0QIPL28
DCP MIDSTREAM OPER LP 5.625% 07/15/2027
23311VAJ6
425000.00000000
PA
USD
456450.00000000
0.011002388244
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.05625000
N
N
N
N
N
N
TRANSOCEAN PROTEUS LTD
5493000CTMQ2LH21VM89
TRANSOCEAN PROTEUS LTD 6.25% 12/01/2024 144A
893829AA9
185000.00000000
PA
USD
183612.50000000
0.004425842943
Long
DBT
CORP
KY
N
2
2024-12-01
Fixed
0.06250000
N
N
N
N
N
N
ANTERO RESOURCES CORPORATION
APVBKPOULHUX7YZLKU17
ANTERO RESOURCES CORP 7.625% 02/01/2029 144A
03674XAQ9
629000.00000000
PA
USD
680911.37000000
0.016412862861
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.07625000
N
N
N
N
N
N
METIS MERGER SUB LLC
N/A
METIS MERGER SUB LLC 6.5% 05/15/2029 144A
59155LAA0
4540000.00000000
PA
USD
4222200.00000000
0.101772995175
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.06500000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP 4.25% 06/01/2029 144A
88033GDL1
5325000.00000000
PA
USD
5139690.00000000
0.123888410206
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.04250000
N
N
N
N
N
N
PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER
N/A
PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER 5.875% 10/01/2028 144A
70052LAB9
665000.00000000
PA
USD
677222.70000000
0.016323950210
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
0.05875000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
GARTNER INC 3.75% 10/01/2030 144A
366651AE7
835000.00000000
PA
USD
812288.00000000
0.019579598954
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
0.03750000
N
N
N
N
N
N
FORD MOTOR CO
20S05OYHG0MQM4VUIC57
FORD MOTOR CO 5.291% 12/08/2046
345370CS7
6300000.00000000
PA
USD
6459138.00000000
0.155692724293
Long
DBT
CORP
US
N
2
2046-12-08
Fixed
0.05291000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP 6.125% 10/01/2028 144A
88033GDJ6
6460000.00000000
PA
USD
6543980.00000000
0.157737777691
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
0.06125000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC 4.875% 06/01/2028 144A
071734AN7
690000.00000000
PA
USD
662793.30000000
0.015976140240
Long
DBT
CORP
CA
N
2
2028-06-01
Fixed
0.04875000
N
N
N
N
N
N
MAXIM CRANE WORKS HOLDINGS CAPITAL LLC
N/A
CLOUD CRANE LLC 10.125% 08/01/2024 144A
18911YAA3
3462000.00000000
PA
USD
3513930.00000000
0.084700672856
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
0.10125000
N
N
N
N
N
N
FORTRESS TRANSN and INFRASTRUCTURE INVS LLC
529900E7PUVK6BC8PE80
FORTRESS TRANSN and INFRASTRUCTURE INVS LLC 5.5% 05/01/2028 144A
34960PAD3
1725000.00000000
PA
USD
1647375.00000000
0.039708750870
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
0.05500000
N
N
N
N
N
N
NGL ENERGY PARTNERS LP / NGL ENERGY FIN CORP
N/A
NGL ENERGY PARTNERS LP / NGL ENERGY FINANCE CORP 7.5% 11/01/2023
62913TAJ1
990000.00000000
PA
USD
950400.00000000
0.022908686138
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
0.07500000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
IHEARTCOMMUNICATIONS INC 8.375% 05/01/2027
45174HBD8
7890000.00000000
PA
USD
8218934.10000000
0.198111302284
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.08375000
N
N
N
N
N
N
NIELSEN FINANCE LLC/ NIELSEN FINANCE CO
N/A
NIELSEN FINANCE LLC/ FIN CO 5.625% 10/01/2028 144A
65409QBD3
2249000.00000000
PA
USD
2173332.40000000
0.052386563369
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
0.05625000
N
N
N
N
N
N
TRANSOCEAN PHOENIX 2 LTD
N/A
TRANSOCEAN PHOENIX 2 LTD 7.75% 10/15/2024 144A
893828AA1
167499.72000000
PA
USD
169174.72000000
0.004077830979
Long
DBT
CORP
KY
N
2
2024-10-15
Fixed
0.07750000
N
N
N
N
N
N
ASCEND LEARNING LLC
549300T466HKRLVCD610
ASCEND LEARNING TERM B 1LN 12/10/2028
04349HAK0
2845000.00000000
PA
USD
2805426.05000000
0.067622711347
Long
LON
CORP
US
N
2
2028-12-10
Variable
0.04000000
N
N
N
N
N
N
FORD MOTOR CO
20S05OYHG0MQM4VUIC57
FORD MOTOR CO 4.75% 01/15/2043
345370CQ1
5613000.00000000
PA
USD
5427434.22000000
0.130824270921
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
0.04750000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
DANA INC 4.5% 02/15/2032
235825AJ5
875000.00000000
PA
USD
821406.25000000
0.019799387598
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
0.04500000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING BV
5493000UL1QLQLT1VQ42
ALCOA NEDERLAND HOLDING BV 6.125% 05/15/2028 144A
013822AC5
940000.00000000
PA
USD
989350.00000000
0.023847546960
Long
DBT
CORP
NL
N
2
2028-05-15
Fixed
0.06125000
N
N
N
N
N
N
DUN and BRADSTREET CORP/THE
RI37BMPWE56BCJ747E14
DUN and BRADSTREET CORP/THE 5% 12/15/2029 144A
26483EAL4
870000.00000000
PA
USD
835200.00000000
0.020131875697
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
0.05000000
N
N
N
N
N
N
MELCO RESORTS FIN LTD
N/A
MELCO RESORTS FIN LTD 5.375% 12/04/2029 144A
58547DAD1
700000.00000000
PA
USD
607467.00000000
0.014642540869
Long
DBT
CORP
KY
N
2
2029-12-04
Fixed
0.05375000
N
N
N
N
N
N
P and L DEVELOPMENT LLC/PLD FINANCE CORP
N/A
P and L DEVELOPMENT LLC/PLD FINANCE CORP 7.75% 11/15/2025 144A
69306RAA4
1665000.00000000
PA
USD
1590075.00000000
0.038327576927
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.07750000
N
N
N
N
N
N
FOOT LOCKER INC
549300X383CBNP6MTV94
FOOT LOCKER INC 4% 10/01/2029 144A
344849AA2
2250000.00000000
PA
USD
2047500.00000000
0.049353466823
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.04000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
TROWE ICE CDS SWAP 06/20/2023
N/A
349000.00000000
NC
USD
16685.00000000
0.000402179533
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
AMERICAN AIRLS GROUP INC
AMERICAN AIRLS GROUP INC 5% 06/01/2022 144A
Y
2023-06-20
0.00000000
USD
0.00000000
USD
332852.50000000
USD
16685.00000000
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MTR CR CO LLC 2.9% 02/10/2029
345397B93
1170000.00000000
PA
USD
1092487.50000000
0.026333599797
Long
DBT
CORP
US
N
2
2029-02-10
Fixed
0.02900000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FINANCE PLC
213800X3RLP4NOTPY579
VIRGIN MEDIA SECD FIN PLC 5.5% 05/15/2029 144A
92769XAP0
860000.00000000
PA
USD
859221.10000000
0.020710886472
Long
DBT
CORP
GB
N
2
2029-05-15
Fixed
0.05500000
N
N
N
N
N
N
ALLIANCE DATA SYSTEMS CORP
549300G8S4PO686J7H97
ALLIANCE DATA SYSTEMS CORP 4.75% 12/15/2024 144A
018581AK4
1150000.00000000
PA
USD
1147125.00000000
0.027650596156
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
0.04750000
N
N
N
N
N
N
ROCKCLIFF ENERGY II LLC
5493007AZNVKZ5HEMT23
ROCKCLIFF ENERGY II LLC 5.5% 10/15/2029 144A
77289KAA3
880000.00000000
PA
USD
872300.00000000
0.021026143643
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
0.05500000
N
N
N
N
N
N
MEDNAX INC
N/A
MEDNAX INC 5.375% 02/15/2030 144A
58502BAE6
1400000.00000000
PA
USD
1393000.00000000
0.033577230419
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.05375000
N
N
N
N
N
N
GTT COMMUNICATIONS INC
549300ETSL7K1ZX05H30
GTT COMMUNICATIONS TERM B 05/31/2025
36250LAP9
3708841.13200000
PA
USD
3104300.03000000
0.074826846661
Long
LON
CORP
US
N
2
2025-05-31
Variable
0.07000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL INC/MD
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL INC/MD 5.75% 05/01/2025
571903BD4
53000.00000000
PA
USD
58001.38000000
0.001398080187
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.05750000
N
N
N
N
N
N
GRAY ESCROW II INC
N/A
GRAY ESCROW II INC 5.375% 11/15/2031 144A
389286AA3
1675000.00000000
PA
USD
1612455.50000000
0.038867042258
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
0.05375000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 5.93% 05/01/2060
097023CX1
2925000.00000000
PA
USD
3473198.06000000
0.083718859694
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
0.05930000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
VALVOLINE INC 3.625% 06/15/2031 144A
92047WAG6
750000.00000000
PA
USD
671730.00000000
0.016191552756
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
0.03625000
N
N
N
N
N
N
PENN NATIONAL GAMING INC
N/A
PENN NATIONAL GAMING INC 4.125% 07/01/2029 144A
707569AV1
405000.00000000
PA
USD
374625.00000000
0.009030057391
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
0.04125000
N
N
N
N
N
N
ASHTON WOODS USA LLC / ASHTON WOODS FINANCE CO
N/A
ASHTON WOODS USA LLC/FIN CO 4.625% 04/01/2030 144A
045086AP0
800000.00000000
PA
USD
754000.00000000
0.018174610004
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.04625000
N
N
N
N
N
N
PBF HLDG CO LLC / PBF FIN CORP
N/A
PBF HLDG CO LLC / PBF FIN CORP 9.25% 05/15/2025 144A
69318FAK4
4948000.00000000
PA
USD
4997480.00000000
0.120460543775
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.09250000
N
N
N
N
N
N
INTERNATIONAL GAME TECHNOLOGY PLC.
549300UQ6KHRCZDRGZ76
INTERNATIONAL GAME TECHNOLOGY PL 6.25% 01/15/2027 144A
460599AD5
3221000.00000000
PA
USD
3414260.00000000
0.082298201531
Long
DBT
CORP
GB
N
2
2027-01-15
Fixed
0.06250000
N
N
N
N
N
N
HILCORP ENERGY I LP/FIN CO
N/A
HILCORP ENERGY I LP/FIN CO 5.75% 02/01/2029 144A
431318AU8
1040000.00000000
PA
USD
1045200.00000000
0.025193769730
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.05750000
N
N
N
N
N
N
AVANTOR INC
N/A
AVANTOR INC SER A 6.25% PC 05/15/2022
05352A209
20955.00000000
NS
USD
2218505.85000000
0.053475435831
Long
EP
CORP
US
N
2
N
N
N
NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC
N/A
NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC 10.75% 06/01/2028 144A
667449AA0
611000.00000000
PA
USD
644965.49000000
0.015546414121
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
0.10750000
N
N
N
N
N
N
HUGHES SATELLITE SYS CORP
N/A
HUGHES SATELLITE SYS CORP 6.625% 08/01/2026
444454AF9
3210000.00000000
PA
USD
3343343.40000000
0.080588809558
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
0.06625000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
5493008HF9XC5H29ZX61
GFL ENVIRONMENTAL INC 4.375% 08/15/2029 144A
36168QAP9
2170000.00000000
PA
USD
2014107.20000000
0.048548558180
Long
DBT
CORP
CA
N
2
2029-08-15
Fixed
0.04375000
N
N
N
N
N
N
ECO MATERIAL TECHNOLOGIES INC
N/A
ECO MATERIAL TECHNOLOGIES INC 7.875% 01/31/2027 144A
27900QAA4
550000.00000000
PA
USD
556154.50000000
0.013405691166
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
0.07875000
N
N
N
N
N
N
MAGNOLIA OIL and GAS OPER LLC / MAGNOLIA OIL and GAS FIN CORP
N/A
MAGNOLIA OIL and GAS OPER LLC / MAGNOLIA OIL and GAS FIN CORP 6% 08/01/2026 144A
559665AA2
3630000.00000000
PA
USD
3716212.50000000
0.089576542284
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
0.06000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM INC 7.5% 03/15/2027
893647BH9
950000.00000000
PA
USD
982062.50000000
0.023671887185
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.07500000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
ALTICE FRANCE SA 5.125% 01/15/2029 144A
02156LAE1
1992000.00000000
PA
USD
1807740.00000000
0.043574230092
Long
DBT
CORP
FR
N
2
2029-01-15
Fixed
0.05125000
N
N
N
N
N
N
HILLENBRAND INC
U246OE781574J2BUD366
HILLENBRAND INC 3.75% 03/01/2031
431571AE8
815000.00000000
PA
USD
778003.08000000
0.018753186421
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
0.03750000
N
N
N
N
N
N
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
FX Forward: USD/GBP settle 2022-04-22
N/A
1.00000000
NC
N/A
39200.68000000
0.000944903277
N/A
DFE
CORP
US
N
2
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
1366055.40000000
GBP
1872165.27000000
USD
2022-04-22
39200.68000000
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
BOYD GAMING CORP 8.625% 06/01/2025 144A
103304BS9
345000.00000000
PA
USD
363112.50000000
0.008752557129
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.08625000
N
N
N
N
N
N
ROCKIES EXPRESS PIPELINE LLC
W2ZGZGZKY5GGNY6F3V51
ROCKIES EXPRESS PIPELINE LLC 4.8% 05/15/2030 144A
77340RAT4
100000.00000000
PA
USD
96750.00000000
0.002332086893
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.04800000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC 5.75% 01/15/2030 144A
126307BA4
6710000.00000000
PA
USD
5933250.40000000
0.143016594271
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.05750000
N
N
N
N
N
N
CONSOLIDATED ENERGY FINANCE SA
549300PUNIS0USNSL750
CONSOLIDATED ENERGY TERM INCR B 1LN 05/07/2025
N/A
1106800.00000000
PA
USD
1084664.00000000
0.026145020140
Long
LON
CORP
LU
N
3
2025-05-07
Variable
0.04028710
N
N
N
N
N
N
GEO GROUP INC/THE
5493003VOR6NTY465495
GEO GROUP INC/THE 6% 04/15/2026
36162JAB2
650000.00000000
PA
USD
536250.00000000
0.012925907977
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.06000000
N
N
N
N
N
N
MATCH GROUP HOLDINGS II LLC
N/A
MATCH GROUP HLD II LLC 4.125% 08/01/2030 144A
57665RAL0
1769000.00000000
PA
USD
1712356.62000000
0.041275084559
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
0.04125000
N
N
N
N
N
N
POLARIS NEWCO LLC
254900LEPDAG7EDOA064
SOLERA TERM B 1LN 06/02/2028
73108RAB4
1840387.50000000
PA
USD
1827633.61000000
0.044053750786
Long
LON
CORP
US
N
2
2028-06-02
Variable
0.04500000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
UNITED AIRLINES INC 4.625% 04/15/2029 144A
90932LAH0
1490000.00000000
PA
USD
1453487.55000000
0.035035237888
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.04625000
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 5.875% 02/15/2028 144A
013092AB7
1000000.00000000
PA
USD
1033750.00000000
0.024917775984
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.05875000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS HOLDINGS LLC
N/A
FRONTIER COMMUNICATIONS HOLDINGS LLC 5.875% 10/15/2027 144A
35906ABE7
1684000.00000000
PA
USD
1707811.76000000
0.041165534084
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.05875000
N
N
N
N
N
N
COINBASE GLOBAL INC
5493004G3J2SC154DU06
COINBASE GLOBAL INC 3.375% 10/01/2028 144A
19260QAC1
1700000.00000000
PA
USD
1548938.00000000
0.037336000094
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
0.03375000
N
N
N
N
N
N
SHEA HOMES LTD PARTNERSHIP / SHEA HOMES FDG CORP
N/A
SHEA HOMES LTD PARTNERSHP/CORP 4.75% 02/15/2028 144A
82088KAE8
3075000.00000000
PA
USD
2952000.00000000
0.071155767551
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.04750000
N
N
N
N
N
N
CAESARS ENTERTAINMENT INC
5299000BKFWWVND5L441
CAESARS ENTERTAINMENT INC 8.125% 07/01/2027 144A
28470RAK8
3665000.00000000
PA
USD
3950796.70000000
0.095231020199
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
0.08125000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC 7% 01/15/2028 144A
071734AD9
1350000.00000000
PA
USD
1234777.50000000
0.029763394569
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
0.07000000
N
N
N
N
N
N
NUFARM AUSTRALIA LTD / NUFARM AMERICAS INC
N/A
NUFARM AUSTRALIA LTD / NUFARM AMERICAS INC 5% 01/27/2030 144A
67052NAB1
960000.00000000
PA
USD
948000.00000000
0.022850835921
Long
DBT
CORP
AU
N
2
2030-01-27
Fixed
0.05000000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP INC
549300OMUOGBYK0FFO76
PERFORMANCE FOOD GROUP INC 5.5% 10/15/2027 144A
69346VAA7
1269000.00000000
PA
USD
1291207.50000000
0.031123597808
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.05500000
N
N
N
N
N
N
CONSTELLIUM SE
724500KRJEMC79KAAU28
CONSTELLIUM SE CL A
N/A
75100.00000000
NS
USD
1459193.00000000
0.035172763523
Long
EC
CORP
FR
N
1
N
N
N
MOOG INC
549300WM2I4U7OBAHG07
MOOG INC 4.25% 12/15/2027 144A
615394AM5
1242000.00000000
PA
USD
1217619.54000000
0.029349814686
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.04250000
N
N
N
N
N
N
LUMEN TECHNOLOGIES
8M3THTGWLTYZVE6BBY25
LUMEN TECHNOLOGIES 5.375% 06/15/2029 144A
550241AA1
1295000.00000000
PA
USD
1125911.85000000
0.027139268930
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.05375000
N
N
N
N
N
N
KRONOS ACQ / KIK CUSTOM
N/A
KRONOS ACQ / KIK CUSTOM 7% 12/31/2027 144A
50106GAF9
2160000.00000000
PA
USD
1827792.00000000
0.044057568660
Long
DBT
CORP
US
N
2
2027-12-31
Fixed
0.07000000
N
N
N
N
N
N
H and E EQUIPMENT SERVICES INC
254900KVLRCDMQRYY541
H and E EQUIPMENT SERVICES INC 3.875% 12/15/2028 144A
404030AJ7
5935000.00000000
PA
USD
5553913.65000000
0.133872963645
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
0.03875000
N
N
N
N
N
N
METHANEX CORP
549300TSJHRXT9QXRD13
METHANEX CORP 5.125% 10/15/2027
59151KAM0
2561000.00000000
PA
USD
2599671.10000000
0.062663141091
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
0.05125000
N
N
N
N
N
N
GREAT OUTDOORS GROUP LLC
549300IYLDI2E8I2AU46
GREAT OUTDOORS TERM B2 1LN 03/05/2028
07014QAN1
1559279.53000000
PA
USD
1549923.85000000
0.037359763277
Long
LON
CORP
US
N
2
2028-03-05
Variable
0.04500000
N
N
N
N
N
N
TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP
N/A
TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 03/01/2027 144A
87470LAG6
8070000.00000000
PA
USD
8070000.08000000
0.194521358345
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.06000000
N
N
N
N
N
N
MADISON IAQ LLC
549300IXDNBXNHUPBU73
MADISON IAQ LLC 5.875% 06/30/2029 144A
55760LAB3
3290000.00000000
PA
USD
2985675.00000000
0.071967478416
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
0.05875000
N
N
N
N
N
N
COMSTOCK RESOURCES INC
I03QQGEA4SS774AURI46
COMSTOCK RESOURCES INC 7.5% 05/15/2025 144A
22304LAA8
468000.00000000
PA
USD
478689.12000000
0.011538445715
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.07500000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC 6% 02/15/2028 144A
097751BX8
4015000.00000000
PA
USD
3834365.15000000
0.092424524160
Long
DBT
CORP
CA
N
2
2028-02-15
Fixed
0.06000000
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
VIKING CRUISES LTD 7% 02/15/2029 144A
92676XAF4
810000.00000000
PA
USD
765450.00000000
0.018450603750
Long
DBT
CORP
BM
N
2
2029-02-15
Fixed
0.07000000
N
N
N
N
N
N
LAMB WESTON HOLDINGS INC
5493005SMYID1D2OY946
LAMB WESTON HOLDINGS INC 4.375% 01/31/2032 144A
513272AE4
1100000.00000000
PA
USD
1068650.00000000
0.025759014564
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
0.04375000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 7.875% 09/15/2031
674599DE2
700000.00000000
PA
USD
865774.00000000
0.020868839260
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
0.07875000
N
N
N
N
N
N
BWX TECHNOLOGIES INC
549300NP85N265KWMS58
BWX TECHNOLOGIES INC 4.125% 06/30/2028 144A
05605HAB6
2495000.00000000
PA
USD
2420150.00000000
0.058335918306
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
0.04125000
N
N
N
N
N
N
PARKLAND CORP
549300XHQS1JYWBNK868
PARKLAND CORP 4.5% 10/01/2029 144A
70137WAG3
1075000.00000000
PA
USD
1013639.00000000
0.024433015266
Long
DBT
CORP
CA
N
2
2029-10-01
Fixed
0.04500000
N
N
N
N
N
N
AMERICAN AXLE and MANUFACTURING INC
RY5TAKFOBLDUGX31MS24
AMERICAN AXLE and MFG INC 6.25% 03/15/2026
02406PAY6
1000000.00000000
PA
USD
1013750.00000000
0.024435690838
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.06250000
N
N
N
N
N
N
OPTION CARE HEALTH INC
549300DI3Q5ACSYJRI17
OPTION CARE HEALTH INC 4.375% 10/31/2029 144A
68404LAA0
2835000.00000000
PA
USD
2735775.00000000
0.065943824517
Long
DBT
CORP
US
N
2
2029-10-31
Fixed
0.04375000
N
N
N
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
KENNEDY-WILSON INC 4.75% 02/01/2030
489399AN5
1190000.00000000
PA
USD
1137937.50000000
0.027429138292
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
0.04750000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP
165167735
112011.00000000
NS
USD
8652849.75000000
0.208570516759
Long
EC
CORP
US
N
1
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
ONEMAIN FINANCE CORP 3.875% 09/15/2028
682691AC4
3140000.00000000
PA
USD
2908425.00000000
0.070105424540
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
0.03875000
N
N
N
N
N
N
WILLIAM (CARTER) CO
TGI2A0HXEYNQPU7TYV27
WILLIAM (CARTER) CO 5.625% 03/15/2027 144A
96926JAC1
1030000.00000000
PA
USD
1049312.50000000
0.025292898488
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.05625000
N
N
N
N
N
N
GLATFELTER CORP
549300LDQLQBT38QDY28
GLATFELTER CORP 4.75% 11/15/2029 144A
377320AA4
625000.00000000
PA
USD
593200.00000000
0.014298645430
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.04750000
N
N
N
N
N
N
DIGICEL INTERNATIONAL FINANCE LTD/DIGICEL INTERNATIONAL HOLDINGS LTD
N/A
DIGICEL INTERNATIONAL FINANCE LTD/DIGICEL INTERNATIONAL HOLDINGS LTD 8.75% 05/25/2024 144A
25381VAA5
1570000.00000000
PA
USD
1578635.00000000
0.038051824224
Long
DBT
CORP
XX
N
2
2024-05-25
Fixed
0.08750000
N
N
N
N
N
N
MOZART DEBT MERGER SUB INC
N/A
MOZART DEBT MERGER SUB INC 5.25% 10/01/2029 144A
62482BAB8
9150000.00000000
PA
USD
8738250.00000000
0.210629026358
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.05250000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC 7.25% 05/30/2029 144A
071734AF4
2275000.00000000
PA
USD
1990534.00000000
0.047980343701
Long
DBT
CORP
CA
N
2
2029-05-30
Fixed
0.07250000
N
N
N
N
N
N
RADIATE HOLDCO LLC / RADIATE FIN INC
N/A
RADIATE HOLDCO LLC / RADIATE FIN INC 4.5% 09/15/2026 144A
75026JAC4
2047000.00000000
PA
USD
1955898.27000000
0.047145475154
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
0.04500000
N
N
N
N
N
N
PRECISION DRILLING CORP
549300WF2OE8T5BP4B84
PRECISION DRILLING CORP 6.875% 01/15/2029 144A
740212AM7
525000.00000000
PA
USD
526968.75000000
0.012702190339
Long
DBT
CORP
CA
N
2
2029-01-15
Fixed
0.06875000
N
N
N
N
N
N
BRAND INDUSTRIAL SERVICES INC
549300B658W2BPDQMW42
BRAND ENERGY TERM B 1LN 06/21/2024
10524MAN7
1422950.00000000
PA
USD
1356910.89000000
0.032707329226
Long
LON
CORP
US
N
2
2024-06-21
Variable
0.05250000
N
N
N
N
N
N
VIZIENT INC
5493007V6T3HZ7777P70
VIZIENT INC 6.25% 05/15/2027 144A
92856JAB6
75000.00000000
PA
USD
77718.75000000
0.001873352747
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.06250000
N
N
N
N
N
N
UNITED WHOLESALE MORTGAGE LLC
549300HW662MN1WU8550
UNITED WHOLESALE MORTGAGE LLC 5.5% 04/15/2029 144A
913229AA8
870000.00000000
PA
USD
796050.00000000
0.019188194024
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.05500000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT MIDSTREAM INC 4.125% 06/15/2029 144A
23345MAA5
735000.00000000
PA
USD
709275.00000000
0.017096547097
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.04125000
N
N
N
N
N
N
SEASPAN CORPORATION
5493007Z8Q1H45KT7W98
SEASPAN CORPORATION 5.5% 08/01/2029 144A
81254UAK2
1645000.00000000
PA
USD
1566862.50000000
0.037768056854
Long
DBT
CORP
MH
N
2
2029-08-01
Fixed
0.05500000
N
N
N
N
N
N
GRAY TELEVISION INC
529900TM5726KDN7UU35
GRAY TELEVISION INC 7% 05/15/2027 144A
389284AA8
1175000.00000000
PA
USD
1235818.00000000
0.029788475048
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.07000000
N
N
N
N
N
N
KAISER ALUMINUM CORP
N/A
KAISER ALUMINUM CORP 4.625% 03/01/2028 144A
483007AJ9
799000.00000000
PA
USD
754471.73000000
0.018185980706
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.04625000
N
N
N
N
N
N
CNX MIDSTREAM PARTNERS LP
N/A
CNX MIDSTREAM PARTNERS LP 4.75% 04/15/2030 144A
12654AAA9
350000.00000000
PA
USD
338187.50000000
0.008151758515
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.04750000
N
N
N
N
N
N
MASONITE INTERNATIONAL CORP
549300H0H07ZFT4JYM32
MASONITE INTERNATIONAL CORP 3.5% 02/15/2030 144A
575385AE9
725000.00000000
PA
USD
671792.25000000
0.016193053246
Long
DBT
CORP
CA
N
2
2030-02-15
Fixed
0.03500000
N
N
N
N
N
N
RENAISSANCE HOLDING CORP
N/A
RENAISSANCE LEARNING TERM B 2LN 05/31/2026
75972JAE4
690000.00000000
PA
USD
684969.90000000
0.016510690712
Long
LON
CORP
US
N
2
2026-05-31
Variable
0.07105000
N
N
N
N
N
N
CUSHMAN and WAKEFIELD US BORROWER LLC
N/A
CUSHMAN and WAKEFIELD US BORROWER LLC 6.75% 05/15/2028 144A
23166MAA1
2320000.00000000
PA
USD
2424400.00000000
0.058438361400
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
0.06750000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC 7.05% 12/01/2027
197677AJ6
515000.00000000
PA
USD
592250.00000000
0.014275746386
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
0.07050000
N
N
N
N
N
N
HOLOGIC INC
549300DYP6F5ZJL0LB74
HOLOGIC INC 4.625% 02/01/2028 144A
436440AM3
110000.00000000
PA
USD
113575.00000000
0.002737641022
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.04625000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 5.805% 05/01/2050
097023CW3
1985000.00000000
PA
USD
2358197.69000000
0.056842603885
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
0.05805000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL HOLDINGS INC 4% 03/15/2029 144A
50212YAD6
2825000.00000000
PA
USD
2743781.25000000
0.066136809227
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.04000000
N
N
N
N
N
N
MERCER INTERNATIONAL INC
549300Z5IAG39VRTY874
MERCER INTERNATIONAL INC 5.125% 02/01/2029
588056BB6
870000.00000000
PA
USD
850757.78000000
0.020506884429
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.05125000
N
N
N
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
9680000.00000000
PA
USD
3968800.00000000
0.095664976375
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.05375000
N
N
N
N
N
N
HILLENBRAND INC
U246OE781574J2BUD366
HILLENBRAND INC VAR 09/15/2026
431571AB4
25000.00000000
PA
USD
26448.25000000
0.000637515423
Long
DBT
CORP
US
N
2
2026-09-15
Variable
0.05000000
N
N
N
N
N
N
CVR PARTNERS LP / CVR NITROGEN FIN CORP
N/A
CVR PARTNERS LP / CVR NITROGEN FIN CORP 6.125% 06/15/2028 144A
12663QAC9
2010000.00000000
PA
USD
2022562.50000000
0.048752366906
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.06125000
N
N
N
N
N
N
SEAWORLD PARKS and ENTERTAINMENT INC
549300UZV72O3371JJ53
SEAWORLD PARKS and ENTRTNMNT INC 5.25% 08/15/2029 144A
81282UAG7
2510000.00000000
PA
USD
2441602.50000000
0.058853014886
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
0.05250000
N
N
N
N
N
N
HEXION INC
54930030FZF8HYAEHM46
HEXION INC 7.875% 07/15/2027 144A
42829LAF1
255000.00000000
PA
USD
268515.00000000
0.006472354649
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.07875000
N
N
N
N
N
N
UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC
N/A
UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 4.75% 04/15/2028 144A
91327BAB6
3235000.00000000
PA
USD
3079283.28000000
0.074223836483
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
0.04750000
N
N
N
N
N
N
NCR CORPORATION NEW
549300YKTY8JX1DV2R67
NCR CORPORATION NEW 5% 10/01/2028 144A
62886EAY4
675000.00000000
PA
USD
663147.00000000
0.015984665916
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
0.05000000
N
N
N
N
N
N
FINASTRA USA INC
549300ZB2RO6QC7YTK71
MISYS LIMITED TERM B 1LN 06/13/2024
02034DAC1
1417131.34000000
PA
USD
1395364.20000000
0.033634217705
Long
LON
CORP
US
N
2
2024-06-13
Variable
0.04500000
N
N
N
N
N
N
PROG HOLDINGS INC
549300DHYTLBOVRXIG52
PROG HOLDINGS INC 6% 11/15/2029 144A
74319RAA9
1920000.00000000
PA
USD
1843200.00000000
0.044428967056
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.06000000
N
N
N
N
N
N
PMHC II INC
549300GYZ1T3S8OPH343
PMHC II INC 9% 02/15/2030 144A
69357VAA3
1510000.00000000
PA
USD
1468777.00000000
0.035403778725
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.09000000
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
1250000.00000000
PA
USD
1262500.00000000
0.030431624842
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.05125000
N
N
N
N
N
N
BLACK KNIGHT INFOSERV LLC
549300H5PS5C68DAUX66
BLACK KNIGHT INFOSERV LLC 3.625% 09/01/2028 144A
092174AA9
3605000.00000000
PA
USD
3412601.15000000
0.082258216184
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
0.03625000
N
N
N
N
N
N
MIWD HOLDCO II LLC / MIWD FINANCE CORP
N/A
MIWD HOLDCO II LLC / MIWD FINANCE CORP 5.5% 02/01/2030 144A
55337PAA0
475000.00000000
PA
USD
452893.50000000
0.010916661453
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
0.05500000
N
N
N
N
N
N
ZIGGO BOND CO
213800JYI4P7V5QDOG59
ZIGGO BOND CO 5.125% 02/28/2030 144A
98953GAD7
360000.00000000
PA
USD
335700.00000000
0.008091799175
Long
DBT
CORP
NL
N
2
2030-02-28
Fixed
0.05125000
N
N
N
N
N
N
TPC GROUP INC
549300K276KVW5JD1583
TPC GROUP INC RT
N/A
2592104.00000000
NS
USD
25.92000000
0.000000624782
Long
EC
CORP
US
N
3
N
N
N
AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD
N/A
AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD 5.5% 04/20/2026 144A
00253XAA9
375000.00000000
PA
USD
383827.50000000
0.009251876819
Long
DBT
CORP
US
N
2
2026-04-20
Fixed
0.05500000
N
N
N
N
N
N
RENT-A-CENTER INC/TX
529900QUHE15UQNCCJ63
RENT-A-CENTER INC/TX 6.375% 02/15/2029 144A
76009NAL4
2200000.00000000
PA
USD
2106500.00000000
0.050775618004
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.06375000
N
N
N
N
N
N
CP ATLAS BUYER INC
2549006ZZ07G0NDDCR36
CP ATLAS BUYER INC 7% 12/01/2028 144A
12597YAA7
245000.00000000
PA
USD
220806.25000000
0.005322370663
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
0.07000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC 3.375% 02/15/2031 144A
126307BF3
1020000.00000000
PA
USD
868925.25000000
0.020944797801
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.03375000
N
N
N
N
N
N
CALPINE CORPORATION
43R4VPJBXTU2O15HEF41
CALPINE CORPORATION 4.5% 02/15/2028 144A
131347CM6
1357000.00000000
PA
USD
1324269.16000000
0.031920524568
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.04500000
N
N
N
N
N
N
WYNN MACAU LIMITED
254900NMDQ8ENTHU1I31
WYNN MACAU LIMITED 5.5% 01/15/2026 144A
98313RAG1
945000.00000000
PA
USD
855603.00000000
0.020623674859
Long
DBT
CORP
KY
N
2
2026-01-15
Fixed
0.05500000
N
N
N
N
N
N
TRANSDIGM UK HOLDINGS PLC
549300JTYP71LZZSE903
TRANSDIGM UK HOLDINGS PLC 6.875% 05/15/2026
89365DAB9
225000.00000000
PA
USD
232419.38000000
0.005602296537
Long
DBT
CORP
GB
N
2
2026-05-15
Fixed
0.06875000
N
N
N
N
N
N
MATTAMY GROUP CORP
5493008TNY7A82WCXU31
MATTAMY GROUP CORP 5.25% 12/15/2027 144A
57701RAJ1
650000.00000000
PA
USD
652437.50000000
0.015726521372
Long
DBT
CORP
CA
N
2
2027-12-15
Fixed
0.05250000
N
N
N
N
N
N
GOODYEAR TIRE and RUBBER CO
5493002BI0S2ZQUY3437
GOODYEAR TIRE and RUBBER CO 5.25% 07/15/2031 144A
382550BP5
1680000.00000000
PA
USD
1631700.00000000
0.039330916637
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
0.05250000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
UBER TECHNOLOGIES INC 7.5% 09/15/2027 144A
90353TAE0
1340000.00000000
PA
USD
1432125.00000000
0.034520309486
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.07500000
N
N
N
N
N
N
SCOTTS MIRACLE GRO CO (THE)
2TH9E0JTOUXOEGI2R879
SCOTTS MIRACLE GRO CO (THE) 4.375% 02/01/2032
810186AW6
650000.00000000
PA
USD
600015.00000000
0.014462915944
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
0.04375000
N
N
N
N
N
N
HESS MIDSTREAM PARTNERS LP
N/A
HESS MIDSTREAM PARTNERS LP 5.125% 06/15/2028 144A
428104AA1
1220000.00000000
PA
USD
1246028.70000000
0.030034596388
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.05125000
N
N
N
N
N
N
TRANSOCEAN PONTUS LTD
N/A
TRANSOCEAN PONTUS LTD 6.125% 08/01/2025 144A
89382PAA3
408975.00000000
PA
USD
402840.38000000
0.009710168170
Long
DBT
CORP
KY
N
2
2025-08-01
Fixed
0.06125000
N
N
N
N
N
N
LEGENDS HOSPITALITY HOLDING CO LLC / LEGENDS HOSPITALITY CO-ISSUER INC
N/A
LEGENDS HOSPITALITY HOLDING CO LLC / LEGENDS HOSPITALITY CO-ISSUER INC 5% 02/01/2026 144A
52473NAA6
1765000.00000000
PA
USD
1729700.00000000
0.041693133853
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.05000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
FX Forward: CAD/USD settle 2022-04-22
N/A
1.00000000
NC
N/A
-8387.43000000
-0.00020217277
N/A
DFE
CORP
DE
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
576518.27000000
USD
720000.00000000
CAD
2022-04-22
-8387.43000000
N
N
N
ARCONIC CORP
549300B4YFWH3U74B152
ARCONIC CORP 6.125% 02/15/2028 144A
03966VAA5
1550000.00000000
PA
USD
1584875.00000000
0.038202234789
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.06125000
N
N
N
N
N
N
RADIOLOGY PARTNERS INC
549300SFTAG2177WUZ08
RADIOLOGY PARTNERS INC 9.25% 02/01/2028 144A
75041VAA2
3340000.00000000
PA
USD
3331650.00000000
0.080306948836
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.09250000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP 6.65% 01/15/2028
143658AH5
110000.00000000
PA
USD
107662.50000000
0.002595124601
Long
DBT
CORP
PA
N
2
2028-01-15
Fixed
0.06650000
N
N
N
N
N
N
HUNT COS INC
549300ODPWDNCH5TKM49
HUNT COS INC 5.25% 04/15/2029 144A
445587AE8
3075000.00000000
PA
USD
2943351.56000000
0.070947303328
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.05250000
N
N
N
N
N
N
FERRELLGAS PARTNERS LP
529900YP52A6C5K57L34
FERRELLGAS PRTNRS LP CLASS B
315293308
23547.00000000
NS
USD
5533545.00000000
0.133381992465
Long
EC
CORP
US
N
1
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
AVANTOR FUNDING INC 3.875% 11/01/2029 144A
05352TAB5
1180000.00000000
PA
USD
1135525.80000000
0.027371006054
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
0.03875000
N
N
N
N
N
N
CONSOLIDATED COMMUNICATIONS INC
549300WW675Y48HDVX34
CONSOLIDATED COMMUNICATIONS INC 5% 10/01/2028 144A
20903XAH6
570000.00000000
PA
USD
540075.00000000
0.013018106761
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
0.05000000
N
N
N
N
N
N
INTELSAT JACKSON HLDGS S A
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HLDGS SA 9.75% 07/15/2025 144A
45824TAY1
50000.00000000
PA
USD
21875.00000000
0.000527280628
Long
DBT
CORP
LU
N
3
2025-07-15
Fixed
0.09750000
Y
Y
N
N
N
N
JAZZ SECURITIES DAC
6354009DV8VV7K6KOO02
JAZZ SECURITIES DAC 4.375% 01/15/2029 144A
47216FAA5
3475000.00000000
PA
USD
3441848.50000000
0.082963201834
Long
DBT
CORP
IE
N
2
2029-01-15
Fixed
0.04375000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD 10.875% 06/01/2023 144A
780153AY8
1065000.00000000
PA
USD
1143139.05000000
0.027554517791
Long
DBT
CORP
LR
N
2
2023-06-01
Fixed
0.10875000
N
N
N
N
N
N
ACRISURE LLC / ACRISURE FINANCE INC
N/A
ACRISURE LLC 10.125% 08/01/2026 144A
00489LAD5
1735000.00000000
PA
USD
1837781.40000000
0.044298355728
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
0.10125000
N
N
N
N
N
N
NOVA CHEMICALS CORP
549300ZOD6N7RI2FJP09
NOVA CHEMICALS CORP 4.25% 05/15/2029 144A
66977WAS8
865000.00000000
PA
USD
810574.63000000
0.019538299443
Long
DBT
CORP
CA
N
2
2029-05-15
Fixed
0.04250000
N
N
N
N
N
N
JEFFERIES FIN LLC/JFIN
N/A
JEFFERIES FIN LLC/JFIN 5% 08/15/2028 144A
47232MAF9
2050000.00000000
PA
USD
1973125.00000000
0.047560712686
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
0.05000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO 6.5% 02/09/2040
50076QAN6
400000.00000000
PA
USD
515000.00000000
0.012413692509
Long
DBT
CORP
US
N
2
2040-02-09
Fixed
0.06500000
N
N
N
N
N
N
CLARIVATE SCIENCE HLDGS CORP
N/A
CLARIVATE SCIENCE HLDGS CORP 4.875% 07/01/2029 144A
18064PAD1
1945000.00000000
PA
USD
1831528.70000000
0.044147639038
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
0.04875000
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
2500000.00000000
PA
USD
2506250.00000000
0.060411294860
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.04875000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS CORP 5.25% 12/01/2026 144A
25470XBE4
2295000.00000000
PA
USD
2249817.19000000
0.054230172427
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
0.05250000
N
N
N
N
N
N
PGT INNOVATIONS INC
549300LRW9WM59C1S579
PGT INNOVATIONS INC 4.375% 10/01/2029 144A
69336VAB7
1455000.00000000
PA
USD
1367438.10000000
0.032961079805
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.04375000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FIRSTENERGY CORP 7.375% 11/15/2031
337932AC1
600000.00000000
PA
USD
751248.00000000
0.018108275088
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
0.07375000
N
N
N
N
N
N
INTERNATIONAL GAME TECHNOLOGY PLC.
549300UQ6KHRCZDRGZ76
INTERNATIONAL GAME TECHNOLOGY PL 5.25% 01/15/2029 144A
460599AE3
2592000.00000000
PA
USD
2643891.84000000
0.063729049186
Long
DBT
CORP
GB
N
2
2029-01-15
Fixed
0.05250000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
ONEMAIN FINANCE CORP 3.5% 01/15/2027
682691AB6
1485000.00000000
PA
USD
1404810.00000000
0.033861901698
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.03500000
N
N
N
N
N
N
PETSMART INC / PETSMART FINANCE CORP
N/A
PETSMART INC / PETSMART FINANCE CORP 4.75% 02/15/2028 144A
71677KAA6
250000.00000000
PA
USD
249375.00000000
0.006010999164
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.04750000
N
N
N
N
N
N
SCIH SALT HLDGS INC
N/A
SCIH SALT HLDGS INC 6.625% 05/01/2029 144A
78433BAB4
575000.00000000
PA
USD
540500.00000000
0.013028351071
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
0.06625000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC T5Y 3.875%/VAR PERP
172967MV0
1625000.00000000
PA
USD
1547812.50000000
0.037308870753
Long
EP
CORP
US
N
2
N
N
N
EQM MIDSTREAM PARTNERS LP
549300NELT611CL6XM83
EQM MIDSTREAM PARTNERS LP 4.125% 12/01/2026
26885BAB6
475000.00000000
PA
USD
453625.00000000
0.010934293718
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
0.04125000
N
N
N
N
N
N
GRAFTECH FINANCE INC
1Z010BU876CF2HDBIN43
GRAFTECH FINANCE INC 4.625% 12/15/2028 144A
384311AA4
1985000.00000000
PA
USD
1928923.75000000
0.046495274383
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
0.04625000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
ONEMAIN FINANCE CORP 4% 09/15/2030
682691AA8
875000.00000000
PA
USD
798039.38000000
0.019236146551
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
0.04000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
APACHE CORP 4.25% 01/15/2030
037411BF1
290000.00000000
PA
USD
292175.00000000
0.007042661376
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.04250000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS CORP 7.375% 07/01/2028
25470XBB0
2155000.00000000
PA
USD
2040612.60000000
0.049187451161
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.07375000
N
N
N
N
N
N
CONSOLIDATED COMMUNICATIONS INC
549300WW675Y48HDVX34
CONSOLIDATED COMMUNICATIONS INC 6.5% 10/01/2028 144A
20903XAF0
995000.00000000
PA
USD
990025.00000000
0.023863817334
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
0.06500000
N
N
N
N
N
N
DORNOCH DEBT MERGER SUB INC
N/A
DORNOCH DEBT MERGER SUB INC 6.625% 10/15/2029 144A
25830JAA9
925000.00000000
PA
USD
857937.50000000
0.020679946247
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
0.06625000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT CORP 5% 01/15/2029
26884LAL3
495000.00000000
PA
USD
522225.00000000
0.012587845768
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.05000000
N
N
N
N
N
N
LADDER CAP FIN HLDGS LLLP / LADDER CAP FIN CORP
N/A
LADDER CAP FIN HLDGS LLLP/CORP 4.75% 06/15/2029 144A
505742AP1
1100000.00000000
PA
USD
1065625.00000000
0.025686099186
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.04750000
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
1400000.00000000
PA
USD
1386000.00000000
0.033408500618
Long
DBT
CORP
LU
N
2
2028-03-01
Fixed
0.05500000
N
N
N
N
N
N
HERITAGE POWER LLC
9845009CA1DFDE381P22
HERITAGE POWER TERM B 1LN 06/28/2026
42727CAC1
1694449.85000000
PA
USD
1091412.09000000
0.026307677838
Long
LON
CORP
US
N
2
2026-06-28
Variable
0.00000000
N
N
N
N
N
N
WESTERN GAS PARTNERS LP
L6D8A6MLSY454J2JXJ60
WESTERN GAS PARTNERS LP STEP 02/01/2030
958667AC1
2600000.00000000
PA
USD
2674256.00000000
0.064460954712
Long
DBT
CORP
US
N
2
2030-02-01
Variable
0.04550000
N
N
N
N
N
N
WYNN MACAU LIMITED
254900NMDQ8ENTHU1I31
WYNN MACAU LIMITED 5.625% 08/26/2028 144A
98313RAH9
3250000.00000000
PA
USD
2802475.00000000
0.067551578479
Long
DBT
CORP
KY
N
2
2028-08-26
Fixed
0.05625000
N
N
N
N
N
N
FERTITTA ENTERTAINMENT LLC NV
N/A
GOLDEN NUGGET TERM B 1LN 01/27/2029
N/A
1437251.58400000
PA
USD
1429576.66000000
0.034458883643
Long
LON
CORP
US
N
2
2029-01-27
Variable
0.04500000
N
N
N
N
N
N
MIDCAP FINANCIAL ISSR TR
N/A
MIDCAP FINANCIAL ISSR TR 6.5% 05/01/2028 144A
59567LAA2
2570000.00000000
PA
USD
2508448.50000000
0.060464288069
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
0.06500000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
AVANTOR FUNDING INC 4.625% 07/15/2028 144A
05352TAA7
510000.00000000
PA
USD
517650.00000000
0.012477568791
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.04625000
N
N
N
N
N
N
TAYLOR MORRISON COMMUNITIES INC
549300O1Z08HI2MRK572
TAYLOR MORRISON COMMUNITIES INC 5.75% 01/15/2028 144A
87724RAB8
795000.00000000
PA
USD
828787.50000000
0.019977307147
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.05750000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD 5.5% 08/31/2026 144A
780153BJ0
4045000.00000000
PA
USD
4025887.38000000
0.097041025271
Long
DBT
CORP
LR
N
2
2026-08-31
Fixed
0.05500000
N
N
N
N
N
N
HOLDCO SASU
9695009PXA7OI9NXN582
HOLDCO SASU 6.5% 10/15/2026 144A
449691AA2
3250000.00000000
PA
USD
3233750.00000000
0.077947142046
Long
DBT
CORP
FR
N
2
2026-10-15
Fixed
0.06500000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS LP
549300NELT611CL6XM83
EQM MIDSTREAM PARTNERS LP 5.5% 07/15/2028
26885BAC4
50000.00000000
PA
USD
49088.00000000
0.001183229782
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.05500000
N
N
N
N
N
N
MAINSTAY FDS
5493003Y7K55IDIMKI62
MainStay MacKay High Yield Corp Bd A
56062F772
54144523.50000000
NS
USD
294004762.61000000
7.086766445606
Long
EC
RF
US
N
1
N
N
N
HOLOGIC INC
549300DYP6F5ZJL0LB74
HOLOGIC INC 3.25% 02/15/2029 144A
436440AP6
1035000.00000000
PA
USD
980662.50000000
0.023638141225
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.03250000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC 6.125% 02/01/2027 144A
071734AP2
1435000.00000000
PA
USD
1446767.00000000
0.034873244022
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
0.06125000
N
N
N
N
N
N
CITGO PETROLEUM CORP
YX52P86PXMLYDOTUQ225
CITGO TERM LOAN B 1LN 03/28/2024
17302UAM4
669934.52000000
PA
USD
666249.88000000
0.016059458534
Long
LON
CORP
US
N
2
2024-03-28
Variable
0.07250000
N
N
N
N
N
N
SHIMAO GROUP HOLDINGS LTD
254900WTJ6B5CU69ZD26
SHIMAO GROUP HLDGS LTD 5.2% 01/16/2027 REGS
N/A
960000.00000000
PA
USD
268800.00000000
0.006479224362
Long
DBT
CORP
KY
N
2
2027-01-16
Fixed
0.05200000
N
N
N
N
N
N
NCL FINANCE LTD
N/A
NCL FINANCE LTD 6.125% 03/15/2028 144A
62888HAA7
1235000.00000000
PA
USD
1191775.00000000
0.028726851244
Long
DBT
CORP
BM
N
2
2028-03-15
Fixed
0.06125000
N
N
N
N
N
N
GO DADDY OPERATING CO LLC / GD FINANCE CO INC
N/A
GO DADDY OPERATING CO LLC / GD FINANCE CO INC 3.5% 03/01/2029 144A
38016LAC9
1075000.00000000
PA
USD
1018207.75000000
0.024543141591
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.03500000
N
N
N
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
CARVANA CO 4.875% 09/01/2029 144A
146869AH5
545000.00000000
PA
USD
454371.95000000
0.010952298393
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
0.04875000
N
N
N
N
N
N
ALTICE FING SA
549300DIYGW8HVDF7Q17
ALTICE FING SA 5.75% 08/15/2029 144A
02154CAH6
4920000.00000000
PA
USD
4483350.00000000
0.108067821969
Long
DBT
CORP
LU
N
2
2029-08-15
Fixed
0.05750000
N
N
N
N
N
N
C and W SENIOR FINANCING DAC
5493009O8OIWZPZRY516
C and W SENIOR FINANCING DAC 6.875% 09/15/2027 144A
12674TAA4
6475000.00000000
PA
USD
6685308.00000000
0.161144384166
Long
DBT
CORP
IE
N
2
2027-09-15
Fixed
0.06875000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
APACHE CORP 4.375% 10/15/2028
037411BE4
330000.00000000
PA
USD
334125.00000000
0.008053834970
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.04375000
N
N
N
N
N
N
CHS/CMNTY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/CMNTY HEALTH SYSTEMS INC 5.25% 05/15/2030 144A
12543DBM1
4150000.00000000
PA
USD
4019731.50000000
0.096892642356
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.05250000
N
N
N
N
N
N
HILTON DOMESTIC OPERATING CO INC
5493003EG7H0N1E4XV50
HILTON DOMESTIC OPERATING CO INC 4% 05/01/2031 144A
432833AL5
2265000.00000000
PA
USD
2213844.98000000
0.053363089021
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
0.04000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP 6.75% 04/15/2029 144A
92735LAA0
4180000.00000000
PA
USD
4419096.00000000
0.106519027020
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.06750000
N
N
N
N
N
N
ARCHES BUYER INC
2549009ADY4208OH2Y47
ARCHES BUYER INC 4.25% 06/01/2028 144A
039524AA1
1760000.00000000
PA
USD
1666720.00000000
0.040175047728
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
0.04250000
N
N
N
N
N
N
GRIFFON CORP
5493000C2SGNC7ZN3242
GRIFFON CORP 5.75% 03/01/2028
398433AP7
2550000.00000000
PA
USD
2540118.75000000
0.061227675924
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.05750000
N
N
N
N
N
N
LAMB WESTON HOLDINGS INC
5493005SMYID1D2OY946
LAMB WESTON HOLDINGS INC 4.125% 01/31/2030 144A
513272AD6
2915000.00000000
PA
USD
2820262.50000000
0.067980332955
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
0.04125000
N
N
N
N
N
N
HILCORP ENERGY I LP/FIN CO
N/A
HILCORP ENERGY I LP/FIN CO 6% 02/01/2031 144A
431318AV6
1190000.00000000
PA
USD
1205172.50000000
0.029049788031
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
0.06000000
N
N
N
N
N
N
SkillSoft
213800VSQFUE8K7NQK89
SKILLSOFT TERM B 1LN 07/01/2028
83066YAB8
2019937.50000000
PA
USD
2015513.84000000
0.048582464192
Long
LON
CORP
US
N
2
2028-07-16
Variable
0.00000000
N
N
N
N
N
N
RACKSPACE HOSTING INC
549300QTYCKLMFSE8I97
RACKSPACE HOSTING INC 5.375% 12/01/2028 144A
750098AA3
5245000.00000000
PA
USD
4707387.50000000
0.113468079514
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
0.05375000
N
N
N
N
N
N
AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP
N/A
AMERIGAS PARTN LP/AMERIGAS FIN 5.75% 05/20/2027
030981AL8
3155000.00000000
PA
USD
3187496.50000000
0.076832235781
Long
DBT
CORP
US
N
2
2027-05-20
Fixed
0.05750000
N
N
N
N
N
N
TEGNA INC
549300YC5EDBGX85AO10
TEGNA INC 4.625% 03/15/2028
87901JAJ4
845000.00000000
PA
USD
844433.85000000
0.020354450793
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.04625000
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
648000.00000000
PA
USD
652050.00000000
0.015717180972
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.05750000
N
N
N
N
N
N
RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC
N/A
RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC FRN 6ML+562.5 10/15/2026 144A
76954LAA7
8050000.00000000
PA
USD
8090250.00000000
0.195009467627
Long
DBT
CORP
US
N
2
2026-10-15
Variable
0.06625000
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
2215000.00000000
PA
USD
2234303.73000000
0.053856231996
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.06250000
N
N
N
N
N
N
LUMEN TECHNOLOGIES
8M3THTGWLTYZVE6BBY25
LUMEN TECHNOLOGIES 5.125% 12/15/2026 144A
156700BB1
1160000.00000000
PA
USD
1079223.40000000
0.026013878518
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
0.05125000
N
N
N
N
N
N
TPC GROUP INC
549300K276KVW5JD1583
TPC GROUP INC 10.875% 08/01/2024 144A
89236YAC8
911763.00000000
PA
USD
975586.41000000
0.023515785845
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
0.10875000
N
N
N
N
N
N
INDEPENDENCE ENERGY FINANCE LLC
54930061FUL6DBLFUW14
INDEPENDENCE ENERGY FINANCE LLC 7.25% 05/01/2026 144A
45344LAA1
2000000.00000000
PA
USD
1995000.00000000
0.048087993315
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.07250000
N
N
N
N
N
N
MIDCAP FINANCIAL ISSR TR
N/A
MIDCAP FINANCIAL ISSR TR 5.625% 01/15/2030 144A
59590AAA7
1305000.00000000
PA
USD
1190812.50000000
0.028703650896
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.05625000
N
N
N
N
N
N
HILTON DOMESTIC OPERATING CO INC
5493003EG7H0N1E4XV50
HILTON DOMESTIC OPERATING CO INC 3.75% 05/01/2029 144A
432833AJ0
300000.00000000
PA
USD
289500.00000000
0.006978182488
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
0.03750000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP 4.625% 06/15/2028 144A
88033GDG2
1614000.00000000
PA
USD
1581720.00000000
0.038126185857
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.04625000
N
N
N
N
N
N
PENINSULA PACIFIC ENTERTAINMENT
N/A
PENINSULA PACIFIC ENTERTAINMENT 8.5% 11/15/2027 144A
70715XAA4
4800000.00000000
PA
USD
5314464.00000000
0.128101207671
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.08500000
N
N
N
N
N
N
DIVERSIFIED HEALTHCARE TR
N/A
DIVERSIFIED HEALTHCARE TR 4.75% 02/15/2028
81721MAM1
1650000.00000000
PA
USD
1491831.00000000
0.035959478273
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.04750000
N
N
N
N
N
N
VERSCEND ESCROW CORP
N/A
VERSCEND ESCROW CORP 9.75% 08/15/2026 144A
92535WAA8
2490000.00000000
PA
USD
2595825.00000000
0.062570433707
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.09750000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM INC 4.625% 01/15/2029
893647BP1
2350000.00000000
PA
USD
2217718.50000000
0.053456457344
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.04625000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING LP
549300Y6CTBSE0QIPL28
DCP MIDSTREAM OPER LP 6.75% 09/15/2037 144A
23311RAA4
1350000.00000000
PA
USD
1647000.00000000
0.039699711774
Long
DBT
CORP
US
N
2
2037-09-15
Fixed
0.06750000
N
N
N
N
N
N
LANDRYS FINANCE ACQUISITION CO
N/A
GOLDEN NUGGET TERM B 1LN 10/04/2023
51509HAC5
35862.79000000
PA
USD
38014.56000000
0.000916312735
Long
LON
CORP
US
N
2
2023-10-04
Variable
0.13000000
N
N
N
N
N
N
OLYMPUS WATER US HOLDING CORPORATION
549300YU2GGVCBN3MY89
OLYMPUS WATER US HOLDING CORPORATION 4.25% 10/01/2028 144A
681639AA8
2055000.00000000
PA
USD
1916493.00000000
0.046195640387
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
0.04250000
N
N
N
N
N
N
INTELLIGENT PACKAGING HOLDCO ISSUER LIMITED PARTNERSHIP
N/A
INTELLIGENT PACKAGING HOLDCO ISSUER LP PIK VAR 01/15/2026 144A
45827CAA7
1066000.00000000
PA
USD
1076660.00000000
0.025952089665
Long
DBT
CORP
CA
N
2
2026-01-15
Variable
0.09000000
N
N
Y
N
N
N
PRIMO WATER HOLDINGS INC
9845008F9A5F2E1D4832
PRIMO WATER HOLDINGS INC 4.375% 04/30/2029 144A
74168LAA4
1525000.00000000
PA
USD
1420324.00000000
0.034235855146
Long
DBT
CORP
US
N
2
2029-04-30
Fixed
0.04375000
N
N
N
N
N
N
GREYSTAR REAL ESTATE PARTNERS LLC
254900HGC806SXAS4M46
GREYSTAR REAL ESTATE PARTNERS LLC 5.75% 12/01/2025 144A
39807UAB2
1871000.00000000
PA
USD
1895135.90000000
0.045680843353
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
0.05750000
N
N
N
N
N
N
ENERGIZER HLDGS INC NEW
5493000D6NN0V57UME20
ENERGIZER HLDGS INC 4.75% 06/15/2028 144A
29272WAC3
559000.00000000
PA
USD
528255.00000000
0.012733194440
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.04750000
N
N
N
N
N
N
TRANSOCEAN POSEIDON LTD
N/A
TRANSOCEAN POSEIDON LTD 6.875% 02/01/2027 144A
89383JAA6
623437.50000000
PA
USD
608930.11000000
0.014677808049
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
0.06875000
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
2113000.00000000
PA
USD
2118282.50000000
0.051059626415
Long
DBT
CORP
CA
N
2
2027-09-15
Fixed
0.06250000
N
N
N
N
N
N
CONDOR MERGER SUB INC
254900SAGUYT3MBUU161
CONDOR MERGER SUB INC 7.375% 02/15/2030 144A
579063AB4
2670000.00000000
PA
USD
2565322.65000000
0.061835197215
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.07375000
N
N
N
N
N
N
VICI PROPERTIES LP / VICI NOTE CO INC
N/A
VICI PROPERTIES LP / VICI NOTE CO INC 4.625% 12/01/2029 144A
92564RAB1
796000.00000000
PA
USD
811920.00000000
0.019570728587
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
0.04625000
N
N
N
N
N
N
ADT SECURITY CORP/THE
5493009JEEDYLVRA0J13
ADT SECURITY CORP/THE 4.125% 08/01/2029 144A
00109LAA1
2850000.00000000
PA
USD
2687151.00000000
0.064771779110
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
0.04125000
N
N
N
N
N
N
IAMGOLD CORP
5493003RWIRGFJUNQG48
IAMGOLD CORP 5.75% 10/15/2028 144A
450913AF5
385000.00000000
PA
USD
348184.38000000
0.008392725883
Long
DBT
CORP
CA
N
2
2028-10-15
Fixed
0.05750000
N
N
N
N
N
N
MESQUITE ENERGY INC
549300SB0HTIM17TVR61
SANCHEZ ENERGY DIP ROLL UP TERM 12/31/2049
N/A
373000.00000000
PA
USD
0.04000000
0.000000000964
Long
LON
CORP
US
N
3
2049-12-31
Variable
0.00000000
Y
Y
N
N
N
N
LBM ACQUISITION LLC
549300FAEB3VWZL4NI86
US LBM TERM B 1LN 12/18/2027
50179JAB4
365000.00000000
PA
USD
358842.45000000
0.008649630745
Long
LON
CORP
US
N
2
2027-12-18
Variable
0.04500000
N
N
N
N
N
N
EMBECTA CORP
N/A
EMBECTA CORP 5% 02/15/2030 144A
29082KAA3
1755000.00000000
PA
USD
1730868.75000000
0.041721305703
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.05000000
N
N
N
N
N
N
PERATON CORP
549300EQPCK07ZW63836
PERATON TERM 2LN 02/01/2029
71360HAG2
550000.00000000
PA
USD
554125.00000000
0.013356771576
Long
LON
CORP
US
N
2
2029-02-01
Variable
0.00000000
N
N
N
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
CARVANA CO 5.625% 10/01/2025 144A
146869AB8
1810000.00000000
PA
USD
1736242.50000000
0.041850835956
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.05625000
N
N
N
N
N
N
TELECOM ITALIA CAP
549300777DJZOR5C4L39
TELECOM ITALIA CAP 6% 09/30/2034
87927VAM0
1442000.00000000
PA
USD
1369900.00000000
0.033020422076
Long
DBT
CORP
LU
N
2
2034-09-30
Fixed
0.06000000
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
VIKING CRUISES LTD 5.875% 09/15/2027 144A
92676XAD9
675000.00000000
PA
USD
629430.75000000
0.015171960751
Long
DBT
CORP
BM
N
2
2027-09-15
Fixed
0.05875000
N
N
N
N
N
N
NOVA CHEMICALS CORP
549300ZOD6N7RI2FJP09
NOVA CHEMICALS CORP 5.25% 06/01/2027 144A
66977WAR0
1550000.00000000
PA
USD
1553875.00000000
0.037455002813
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
0.05250000
N
N
N
N
N
N
MICHAELS COS INC
549300H9LWMBP7HYLR98
MICHAELS COS INC 7.875% 05/01/2029 144A
55916AAB0
470000.00000000
PA
USD
411250.00000000
0.009912875814
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
0.07875000
N
N
N
N
N
N
EG AMERICA LLC
549300BY1CRYVPEG9R57
EG AMERICA LLC TERM B 1LN 02/06/2025
N/A
1657095.39800000
PA
USD
1638917.06000000
0.039504878508
Long
LON
CORP
US
N
2
2025-02-06
Variable
0.04223750
N
N
N
N
N
N
FORESTAR GROUP INC
549300BC2UB0GHV60V70
FORESTAR GROUP INC 5% 03/01/2028 144A
346232AE1
1677000.00000000
PA
USD
1618305.00000000
0.039008040111
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.05000000
N
N
N
N
N
N
CEDAR FAIR LP
549300TUVLNQQ6BVKH61
CEDAR FAIR LP 5.25% 07/15/2029
150190AE6
915000.00000000
PA
USD
913888.28000000
0.022028598245
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
0.05250000
N
N
N
N
N
N
TRONOX INC
549300EPZ4YXC7E5P181
TRONOX INC 4.625% 03/15/2029 144A
897051AC2
2635000.00000000
PA
USD
2488823.38000000
0.059991239127
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.04625000
N
N
N
N
N
N
NESCO HOLDINGS II INC
254900FAHT0HW9T6L409
NESCO HOLDINGS II INC 5.5% 04/15/2029 144A
64083YAA9
1250000.00000000
PA
USD
1201562.50000000
0.028962771662
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.05500000
N
N
N
N
N
N
STAPLES INC
XQM2JINI1UL7642TU573
STAPLES INC 10.75% 04/15/2027 144A
855030AP7
800000.00000000
PA
USD
745096.00000000
0.017959985697
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.10750000
N
N
N
N
N
N
VIASAT INC
UFC8NYMNFSYIHNSM2I38
VIASAT INC 5.625% 09/15/2025 144A
92552VAK6
2125000.00000000
PA
USD
2030267.50000000
0.048938090209
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.05625000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
NAVIENT CORP 6.75% 06/25/2025
63938CAH1
1255000.00000000
PA
USD
1309297.58000000
0.031559645751
Long
DBT
CORP
US
N
2
2025-06-25
Fixed
0.06750000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
VENTURE GLOBAL CALCASIEU 4.125% 08/15/2031 144A
92328MAB9
3265000.00000000
PA
USD
3232350.00000000
0.077913396086
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
0.04125000
N
N
N
N
N
N
SINCLAIR TELEVISION GROUP INC
549300CQGEN0CH65UD62
SINCLAIR TELEVISION GROUP INC 5.875% 03/15/2026 144A
829259AU4
1595000.00000000
PA
USD
1583037.50000000
0.038157943216
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.05875000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI INC 3.25% 08/15/2033 144A
55354GAQ3
655000.00000000
PA
USD
619662.75000000
0.014936510365
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
0.03250000
N
N
N
N
N
N
VTR FINANCE BV
213800F4XI4RJB82XM19
VTR FINANCE BV 6.375% 07/15/2028 144A
918374AA7
660000.00000000
PA
USD
663300.00000000
0.015988353867
Long
DBT
CORP
NL
N
2
2028-07-15
Fixed
0.06375000
N
N
N
N
N
N
CITGO HLDG INC
549300NYHOALWZ2BSL72
CITGO HLDG INC 9.25% 08/01/2024 144A
17302WAB4
3660000.00000000
PA
USD
3678300.00000000
0.088662689629
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
0.09250000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP 5.875% 02/01/2029 144A
165167DG9
775000.00000000
PA
USD
802125.00000000
0.019334627387
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.05875000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS INC
549300YQDE2JSGTL8V47
UNIVISION COMMUNICATIONS INC 4.5% 05/01/2029 144A
914906AV4
4440000.00000000
PA
USD
4249901.40000000
0.102440716848
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
0.04500000
N
N
N
N
N
N
CTR PARTNERSHIP LP / CARETRUST CAP CORP
N/A
CTR PARTNERSHIP LP / CARETRUST CAP CORP 3.875% 06/30/2028 144A
126458AE8
850000.00000000
PA
USD
811750.00000000
0.019566630863
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
0.03875000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC 3.625% 02/15/2031 144A
629377CR1
2255000.00000000
PA
USD
2073269.55000000
0.049974622687
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.03625000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
LEVEL 3 FINANCING INC 3.75% 07/15/2029 144A
527298BT9
2200000.00000000
PA
USD
1962224.00000000
0.047297952177
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
0.03750000
N
N
N
N
N
N
PG and E CORP
8YQ2GSDWYZXO2EDN3511
PG and E CORP 5.25% 07/01/2030
69331CAJ7
9035000.00000000
PA
USD
8974736.55000000
0.216329359007
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
0.05250000
N
N
N
N
N
N
SCIENTIFIC GAMES HOLDINGS LP/SCIENTIFIC GAMES US FINCO INC
N/A
SCIENTIFIC GAMES HOLDINGS LP/SCIENTIFIC GAMES US FINCO INC 6.625% 03/01/2030 144A
80874DAA4
1885000.00000000
PA
USD
1872238.55000000
0.045128919737
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.06625000
N
N
N
N
N
N
ENDO LUXEMBOURG FINANCE CO I SARL / ENDO US INC
N/A
ENDO LUXEMBOURG FINANCE CO I SARL / ENDO US INC 6.125% 04/01/2029 144A
29280BAA3
650000.00000000
PA
USD
611000.00000000
0.014727701210
Long
DBT
CORP
LU
N
2
2029-04-01
Fixed
0.06125000
N
N
N
N
N
N
LCM INVESTMENTS HOLDINGS
549300P5V78NNQTG4428
LCM INVESTMENTS HOLDINGS 4.875% 05/01/2029 144A
50190EAA2
2730000.00000000
PA
USD
2601198.60000000
0.062699960344
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
0.04875000
N
N
N
N
N
N
UNITED NATURAL FOODS INC
549300GKGW6WPZ282D40
UNITED NATURAL FOODS INC 6.75% 10/15/2028 144A
911163AA1
890000.00000000
PA
USD
920037.50000000
0.022176820626
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.06750000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC 4.125% 07/01/2030 144A
82967NBG2
2755000.00000000
PA
USD
2604081.10000000
0.062769440866
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
0.04125000
N
N
N
N
N
N
ADAPTHEALTH LLC
N/A
ADAPTHEALTH LLC 6.125% 08/01/2028 144A
00653VAA9
785000.00000000
PA
USD
777150.00000000
0.018732623561
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
0.06125000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
N/A
US ULTRA BOND CBT FUT JUN22 WNM2
N/A
-33.00000000
NC
USD
-62180.00000000
-0.00149880271
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
N/A
Short
UNITED STATES TREASURY BOND
UNITED STATES TREASURY BOND 0% 06/30/2040
2022-06-21
-6073757.50000000
USD
-62180.00000000
N
N
N
ROBLOX CORP
N/A
ROBLOX CORP 3.875% 05/01/2030 144A
771049AA1
3120000.00000000
PA
USD
2966730.00000000
0.071510823261
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
0.03875000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM INC 5.5% 11/15/2027
893647BL0
6209000.00000000
PA
USD
6177955.00000000
0.148915016912
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.05500000
N
N
N
N
N
N
CORELOGIC INC
54930086CD8K2UIL0516
CORELOGIC TERM 2LN 04/13/2029
N/A
755000.00000000
PA
USD
747450.00000000
0.018016727119
Long
LON
CORP
US
N
2
2029-04-13
Variable
0.00000000
N
N
N
N
N
N
AT HOME GROUP INC
549300LGPR0P05O30I24
AT HOME GROUP INC 4.875% 07/15/2028 144A
04650YAA8
250000.00000000
PA
USD
231250.00000000
0.005574109500
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.04875000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC 5.25% 06/15/2029 144A
629377CH3
3572000.00000000
PA
USD
3643440.00000000
0.087822415219
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.05250000
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
1475000.00000000
PA
USD
1504500.00000000
0.036264855109
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.05500000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD 5.5% 04/01/2028 144A
780153BG6
4670000.00000000
PA
USD
4577020.30000000
0.110325674982
Long
DBT
CORP
LR
N
2
2028-04-01
Fixed
0.05500000
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
955000.00000000
PA
USD
943559.10000000
0.022743791324
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
0.07000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NISOURCE INC 5.65%/VAR PERP
65473PAG0
795000.00000000
PA
USD
777112.50000000
0.018731719651
Long
EP
CORP
US
N
2
N
N
N
PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER
N/A
PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER 7.5% 06/01/2025 144A
70052LAA1
3685000.00000000
PA
USD
3850825.00000000
0.092821276620
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.07500000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL HOLDINGS INC 4.375% 05/15/2031 144A
50212YAF1
240000.00000000
PA
USD
234000.00000000
0.005640396208
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
0.04375000
N
N
N
N
N
N
EG GLOBAL FINANCE PLC
549300TL8Q5207VYET27
EG GLOBAL FINANCE PLC 8.5% 10/30/2025 144A
28228PAB7
3839000.00000000
PA
USD
3877390.00000000
0.093461606215
Long
DBT
CORP
GB
N
2
2025-10-30
Fixed
0.08500000
N
N
N
N
N
N
ASHTON WOODS USA LLC / ASHTON WOODS FINANCE CO
N/A
ASHTON WOODS USA LLC/FIN CO 6.625% 01/15/2028 144A
045086AK1
1325000.00000000
PA
USD
1361437.50000000
0.032816439798
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.06625000
N
N
N
N
N
N
MIDWEST GAMING BORROWER LLC / MIDWEST GAMING FIN CORP
N/A
MIDWEST GAMING BORWERLLC/ CORP 4.875% 05/01/2029 144A
59833DAB6
2715000.00000000
PA
USD
2647125.00000000
0.063806982107
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
0.04875000
N
N
N
N
N
N
CCO HLDGS LLC/CCO HLDGS CAP CORP
N/A
CCO HLDGS LLC/CAP CORP 4.75% 02/01/2032 144A
1248EPCQ4
1630000.00000000
PA
USD
1585175.00000000
0.038209466066
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
0.04750000
N
N
N
N
N
N
GAP INC
T2ZG1WRWZ4BUCMQL9224
GAP INC 3.875% 10/01/2031 144A
364760AQ1
1475000.00000000
PA
USD
1321872.88000000
0.031862764018
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
0.03875000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
COMMSCOPE INC 8.25% 03/01/2027 144A
20338QAA1
340000.00000000
PA
USD
338306.80000000
0.008154634153
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.08250000
N
N
N
N
N
N
WILLIAM (CARTER) CO
TGI2A0HXEYNQPU7TYV27
WILLIAM (CARTER) CO 5.5% 05/15/2025 144A
96926JAE7
354000.00000000
PA
USD
363735.00000000
0.008767562029
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.05500000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
COMMSCOPE TERM B 1LN 04/04/2026
20337EAQ4
738112.24000000
PA
USD
719201.80000000
0.017335825238
Long
LON
CORP
US
N
2
2026-04-04
Variable
0.03458570
N
N
N
N
N
N
Fidelity Summer Street Trust
P1TJ3M056NR1SYX5LY49
Fidelity Capital and Income Fund
316062108
47199589.56300000
NS
USD
503619620.64000000
12.13937691762
Long
EC
RF
US
N
1
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DAVITA INC 4.625% 06/01/2030 144A
23918KAS7
5955000.00000000
PA
USD
5709356.25000000
0.137619792071
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.04625000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
NOVELIS CORP 4.75% 01/30/2030 144A
670001AE6
2085000.00000000
PA
USD
2040214.20000000
0.049177848025
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
0.04750000
N
N
N
N
N
N
WATCO COS LLC / WATCO FIN CORP
N/A
WATCO COS LLC / WATCO FIN CORP 6.5% 06/15/2027 144A
941130AB2
1595000.00000000
PA
USD
1610950.00000000
0.038830753298
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
0.06500000
N
N
N
N
N
N
DIGICEL INTERNATIONAL FINANCE LTD/DIGICEL INTERNATIONAL HOLDINGS LTD
N/A
DIGICEL INTERNATIONAL FINANCE LTD/DIGICEL INTERNATIONAL HOLDINGS LTD 8.75% 05/25/2024 144A
25381XAA1
5075000.00000000
PA
USD
5106084.38000000
0.123078371695
Long
DBT
CORP
XX
N
2
2024-05-25
Fixed
0.08750000
N
N
N
N
N
N
GOLDEN ENTERTAINMENT INC
549300P8YYCKQVJ0Y638
GOLDEN ENTERTAINMENT INC 7.625% 04/15/2026 144A
381013AA9
4256000.00000000
PA
USD
4373040.00000000
0.105408881346
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.07625000
N
N
N
N
N
N
CCO HLDGS LLC/CCO HLDGS CAP CORP
N/A
CCO HLDGS LLC/CAP CORP 4.25% 02/01/2031 144A
1248EPCK7
10000000.00000000
PA
USD
9369400.00000000
0.225842428353
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
0.04250000
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM ENERGY CO 5.625% 06/01/2025
78454LAL4
895000.00000000
PA
USD
890677.15000000
0.021469111195
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.05625000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
5493008HF9XC5H29ZX61
GFL ENVIRONMENTAL INC 4% 08/01/2028 144A
36168QAL8
450000.00000000
PA
USD
418018.50000000
0.010076025480
Long
DBT
CORP
CA
N
2
2028-08-01
Fixed
0.04000000
N
N
N
N
N
N
TPC GROUP INC
549300K276KVW5JD1583
TPC GROUP INC 10.5% 08/01/2024 144A
89236YAB0
4960000.00000000
PA
USD
2678400.00000000
0.064560842754
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
0.10500000
N
N
N
N
N
N
NORDSTROM INC
549300S3IZB5P35KNV16
NORDSTROM INC 4.375% 04/01/2030
655664AT7
495000.00000000
PA
USD
454509.00000000
0.010955601881
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.04375000
N
N
N
N
N
N
KRONOS ACQ / KIK CUSTOM
N/A
KRONOS ACQ / KIK CUSTOM 5% 12/31/2026 144A
50106GAE2
1330000.00000000
PA
USD
1200325.00000000
0.028932942644
Long
DBT
CORP
US
N
2
2026-12-31
Fixed
0.05000000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
ASURION TERM B4 2LN 01/20/2029
04649VBA7
11930000.00000000
PA
USD
11780875.00000000
0.283969242228
Long
LON
CORP
US
N
2
2029-01-20
Variable
0.05458570
N
N
N
N
N
N
OLYMPUS WATER US HOLDING CORPORATION
549300YU2GGVCBN3MY89
OLYMPUS WATER US HOLDING CORPORATION 6.25% 10/01/2029 144A
681639AB6
1405000.00000000
PA
USD
1289087.50000000
0.031072496783
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.06250000
N
N
N
N
N
N
OWENS BROCKWAY GLASS CONT INC
V2UQUCDZJ9WY98W8QU33
OWENS BROCKWAY GLASS CONT INC 6.625% 05/13/2027 144A
69073TAT0
1075000.00000000
PA
USD
1115312.50000000
0.026883779470
Long
DBT
CORP
US
N
2
2027-05-13
Fixed
0.06625000
N
N
N
N
N
N
MESQUITE ENERGY INC
549300SB0HTIM17TVR61
MESQUITE ENERGY INC 7.25% 02/15/2023 144A
79970YAE5
3242000.00000000
PA
USD
0.32000000
0.000000007713
Long
DBT
CORP
US
N
3
2023-02-15
Fixed
0.07250000
Y
Y
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
1800000.00000000
PA
USD
1719000.00000000
0.041435218300
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.05000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTL INC
RLTHESQ0RNFQJWPBJN60
SCIENTIFIC GAMES INTL INC 7.25% 11/15/2029 144A
80874YBE9
2895000.00000000
PA
USD
3075937.50000000
0.074143188941
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.07250000
N
N
N
N
N
N
TOWNSQUARE MEDIA INC
549300XBA8C68H0DR538
TOWNSQUARE MEDIA INC 6.875% 02/01/2026 144A
892231AB7
1655000.00000000
PA
USD
1688100.00000000
0.040690396749
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.06875000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP 6.25% 02/01/2027 144A
88033GCX6
845000.00000000
PA
USD
869040.25000000
0.020947569790
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
0.06250000
N
N
N
N
N
N
TRI POINTE HOMES INC
N/A
TRI POINTE HOMES INC 5.25% 06/01/2027
87265HAF6
975000.00000000
PA
USD
971343.75000000
0.023413519677
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.05250000
N
N
N
N
N
N
RHP HOTEL PPTYS LP and RHP FIN CORP
N/A
RHP HOTEL PPTYS LP and RHP FIN CORP 4.5% 02/15/2029 144A
749571AG0
650000.00000000
PA
USD
614250.00000000
0.014806040047
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.04500000
N
N
N
N
N
N
ASP UNIFRAX HLDGS INC
549300RRU6BWJLD0YT71
ASP UNIFRAX HLDGS INC 5.25% 09/30/2028 144A
90473LAA0
625000.00000000
PA
USD
598437.50000000
0.014424891478
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
0.05250000
N
N
N
N
N
N
TRIMAS CORP
75G1WUQ8QK4P5MZOYD78
TRIMAS CORP 4.125% 04/15/2029 144A
896215AH3
625000.00000000
PA
USD
588193.75000000
0.014177973492
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.04125000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC 7.5% 03/15/2025 144A
097751BM2
6098000.00000000
PA
USD
6158980.00000000
0.148457638630
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
0.07500000
N
N
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
BUILDERS FIRSTSOURCE INC 4.25% 02/01/2032 144A
12008RAP2
825000.00000000
PA
USD
791929.88000000
0.019088881591
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
0.04250000
N
N
N
N
N
N
HAWAIIAN BRAND INTELLECTUAL PROPERTY LTD / HAWAIIANMILES LOYALTY LTD
N/A
HAWAIIAN BRD INTEL PPY LTD / HAWAIIANMIL LOYAL LTD 5.75% 01/20/2026 144A
41984LAA5
1125000.00000000
PA
USD
1139062.50000000
0.027456255581
Long
DBT
CORP
KY
N
2
2026-01-20
Fixed
0.05750000
N
N
N
N
N
N
DIVERSIFIED HEALTHCARE TR
N/A
DIVERSIFIED HEALTHCARE TR 4.375% 03/01/2031
25525PAB3
2050000.00000000
PA
USD
1760437.50000000
0.042434038461
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
0.04375000
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
2905000.00000000
PA
USD
2908108.35000000
0.070097791926
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.07250000
N
N
N
N
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
AMERICAN AIRLINES INC 11.75% 07/15/2025 144A
023771S58
3950000.00000000
PA
USD
4790224.25000000
0.115464797850
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.11750000
N
N
N
N
N
N
OWENS BROCKWAY GLASS CONT INC
V2UQUCDZJ9WY98W8QU33
OWENS BROCKWAY GLASS CONT INC 6.375% 08/15/2025 144A
69073TAS2
650000.00000000
PA
USD
682500.00000000
0.016451155607
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.06375000
N
N
N
N
N
N
UNITED STATES STEEL CORP
JNLUVFYJT1OZSIQ24U47
UNITED STATES STEEL CORP 6.875% 03/01/2029
912909AU2
1910000.00000000
PA
USD
1962525.00000000
0.047305207559
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.06875000
N
N
N
N
N
N
HERTZ CORP
549300PD0C69OJ0NLB27
HERTZ CORP 4.625% 12/01/2026 144A
428040DA4
425000.00000000
PA
USD
404812.50000000
0.009757704658
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
0.04625000
N
N
N
N
N
N
EG GLOBAL FINANCE PLC
549300TL8Q5207VYET27
EG GLOBAL FINANCE PLC 6.75% 02/07/2025 144A
28228PAA9
4335000.00000000
PA
USD
4335000.00000000
0.104491955398
Long
DBT
CORP
GB
N
2
2025-02-07
Fixed
0.06750000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
SOUTHWESTERN ENERGY CO 5.375% 03/15/2030
845467AS8
2800000.00000000
PA
USD
2891000.00000000
0.069685407856
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
0.05375000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 7.69% 01/23/2050
71654QDD1
1795000.00000000
PA
USD
1606525.00000000
0.038724091960
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
0.07690000
N
N
N
N
N
N
ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP
N/A
ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.375% 06/15/2029 144A
03690AAH9
1521000.00000000
PA
USD
1528605.00000000
0.036845888231
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.05375000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 6.45% 09/15/2036
674599DF9
855000.00000000
PA
USD
1006762.50000000
0.024267262340
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
0.06450000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS LP
5493005UEC8AZ34LDV29
CHENIERE ENERGY PARTNERS LP 4% 03/01/2031
16411QAK7
1300000.00000000
PA
USD
1280500.00000000
0.030865501473
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
0.04000000
N
N
N
N
N
N
NSG HOLDINGS LLC/NSG HLD INC
N/A
NSG HOLDINGS LLC/NSG HLD INC 7.75% 12/15/2025 144A
62940QAA3
747774.55740000
PA
USD
787032.72000000
0.018970839187
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.07750000
N
N
N
N
N
N
XHR LP
549300M88BPT83ZL2164
XHR LP 4.875% 06/01/2029 144A
98372MAC9
505000.00000000
PA
USD
491112.50000000
0.011837902063
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.04875000
N
N
N
N
N
N
TWILIO INC
5493004W8TRGD63APX93
TWILIO INC 3.875% 03/15/2031
90138FAD4
705000.00000000
PA
USD
661906.88000000
0.015954773744
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
0.03875000
N
N
N
N
N
N
SLM CORP
4K8SLPBF5DXXGPW03H93
SLM CORP 4.2% 10/29/2025
78442PGD2
700000.00000000
PA
USD
703500.00000000
0.016957345011
Long
DBT
CORP
US
N
2
2025-10-29
Fixed
0.04200000
N
N
N
N
N
N
PENN NATIONAL GAMING INC
N/A
PENN NATIONAL GAMING INC 5.625% 01/15/2027 144A
707569AS8
3025000.00000000
PA
USD
3066593.75000000
0.073917964786
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.05625000
N
N
N
N
N
N
SERVICE CORP INTERNATIONAL INC
549300RKVM2ME20JHZ15
SERVICE CORP INTERNATIONAL INC 3.375% 08/15/2030
817565CF9
1240000.00000000
PA
USD
1139696.40000000
0.027471535270
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
0.03375000
N
N
N
N
N
N
WR GRACE HOLDING LLC
N/A
WR GRACE HOLDING LLC 4.875% 06/15/2027 144A
92943GAD3
720000.00000000
PA
USD
719294.40000000
0.017338057292
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
0.04875000
N
N
N
N
N
N
MOZART DEBT MERGER SUB INC
N/A
MOZART DEBT MERGER SUB INC 3.875% 04/01/2029 144A
62482BAA0
5870000.00000000
PA
USD
5569661.45000000
0.134252552669
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
0.03875000
N
N
N
N
N
N
TRITON WATER HOLDINGS
5493005IYCEL7QJFZZ63
TRITON WATER HOLDINGS 6.25% 04/01/2029 144A
89680EAA7
4110000.00000000
PA
USD
3786871.80000000
0.091279732232
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
0.06250000
N
N
N
N
N
N
HIGHTOWER HOLDING LLC
N/A
HIGHTOWER HOLDING LLC 6.75% 04/15/2029 144A
43118DAA8
805000.00000000
PA
USD
805000.04000000
0.019403928091
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.06750000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
ALTICE FRANCE HOLDING SA 6% 02/15/2028 144A
02156TAA2
9510000.00000000
PA
USD
8368800.00000000
0.201723708498
Long
DBT
CORP
LU
N
2
2028-02-15
Fixed
0.06000000
N
N
N
N
N
N
CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP
N/A
CRESTWOOD MIDSTRM PTN/FIN CORP 6% 02/01/2029 144A
226373AR9
1355000.00000000
PA
USD
1365663.85000000
0.032918312826
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.06000000
N
N
N
N
N
N
KONTOOR BRANDS INC
549300M0CPXV65RFF271
KONTOOR BRANDS INC 4.125% 11/15/2029 144A
50050NAA1
1455000.00000000
PA
USD
1371337.50000000
0.033055071946
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.04125000
N
N
N
N
N
N
DIVERSIFIED HEALTHCARE TR
N/A
DIVERSIFIED HEALTHCARE TR 4.75% 05/01/2024
81721MAK5
825000.00000000
PA
USD
808500.00000000
0.019488292027
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
0.04750000
N
N
N
N
N
N
CHS/CMNTY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/CMNTY HEALTH SYSTEMS INC 6% 01/15/2029 144A
12543DBH2
2595000.00000000
PA
USD
2598243.75000000
0.062628735880
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.06000000
N
N
N
N
N
N
AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP
N/A
AMERIGAS PARTN LP/AMERIGAS FIN 5.875% 08/20/2026
030981AJ3
1850000.00000000
PA
USD
1888211.75000000
0.045513941860
Long
DBT
CORP
US
N
2
2026-08-20
Fixed
0.05875000
N
N
N
N
N
N
RITCHIE BROS HOLDINGS INC
N/A
RITCHIE BROS HOLDINGS INC 4.75% 12/15/2031 144A
76774LAA5
340000.00000000
PA
USD
337817.20000000
0.008142832709
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
0.04750000
N
N
N
N
N
N
LADDER CAP FIN HLDGS LLLP / LADDER CAP FIN CORP
N/A
LADDER CAP FIN HLDGS LLLP/CORP 4.25% 02/01/2027 144A
505742AM8
815000.00000000
PA
USD
793606.25000000
0.019129289245
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
0.04250000
N
N
N
N
N
N
INTELSAT JACKSON HLDGS S A
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HLDGS SA 6.5% 03/15/2030 144A
45824TBC8
5800000.00000000
PA
USD
5901500.00000000
0.142251274460
Long
DBT
CORP
LU
N
2
2030-03-15
Fixed
0.06500000
N
N
N
N
N
N
TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP
N/A
TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 12/31/2030 144A
87470LAJ0
5285000.00000000
PA
USD
5090300.60000000
0.122697915400
Long
DBT
CORP
US
N
2
2030-12-31
Fixed
0.06000000
N
N
N
N
N
N
ULTIMATE SOFTWARE GROUP INC
529900FKHWSTQ1GXK240
UKG TERM 2LN 05/03/2027
N/A
5275000.00000000
PA
USD
5247781.00000000
0.126493863482
Long
LON
CORP
US
N
2
2027-05-03
Variable
0.05750000
N
N
N
N
N
N
REYNOLDS GRP ISSUER INC/LLC/SA
N/A
REYNOLDS GRP ISSUER INC/LLC/SA 4% 10/15/2027 144A
76174LAA1
125000.00000000
PA
USD
115915.63000000
0.002794060170
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.04000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS CORP 5.125% 06/01/2029
25470XBD6
5540000.00000000
PA
USD
4674375.00000000
0.112672337720
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.05125000
N
N
N
N
N
N
GAP INC
T2ZG1WRWZ4BUCMQL9224
GAP INC 3.625% 10/01/2029 144A
364760AP3
1075000.00000000
PA
USD
973412.50000000
0.023463385359
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.03625000
N
N
N
N
N
N
CALPINE CORPORATION
43R4VPJBXTU2O15HEF41
CALPINE CORPORATION 5% 02/01/2031 144A
131347CQ7
2650000.00000000
PA
USD
2453648.25000000
0.059143368743
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
0.05000000
N
N
N
N
N
N
SELECT MEDICAL CORP
549300X05KS0JKR8CB50
SELECT MEDICAL CORP 6.25% 08/15/2026 144A
816196AT6
770000.00000000
PA
USD
780106.25000000
0.018803881771
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.06250000
N
N
N
N
N
N
APX GROUP INC
549300OMQVKPRU98OE64
APX GROUP INC 6.75% 02/15/2027 144A
00213MAV6
550000.00000000
PA
USD
564784.00000000
0.013613698855
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.06750000
N
N
N
N
N
N
US RENAL CARE INC
54930058SS5MF69JGN89
US RENAL CARE TERM B 1LN 06/13/2026
90290PAN4
405593.58800000
PA
USD
388862.85000000
0.009373250191
Long
LON
CORP
US
N
2
2026-06-13
Variable
0.05125000
N
N
N
N
N
N
VERITAS US INC / VERITAS BERMUDA LTD
N/A
VERITAS US INC / VERITAS BERMUDA LTD 7.5% 09/01/2025 144A
92346LAE3
1285000.00000000
PA
USD
1270376.70000000
0.030621486845
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
0.07500000
N
N
N
N
N
N
RYAN SPECIALTY GROUP
549300K52N7QBO3PYY45
RYAN SPECIALTY GROUP 4.375% 02/01/2030 144A
78351MAA0
520000.00000000
PA
USD
500266.00000000
0.012058540382
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
0.04375000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
SOUTHWESTERN ENERGY CO 5.375% 02/01/2029
845467AR0
300000.00000000
PA
USD
308631.00000000
0.007439321034
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.05375000
N
N
N
N
N
N
INTRADO CORP
5493005Z5DB0O5S30R71
WEST CORP TERM B 1LN FUNDED 10/10/2024
68162RAC5
5259089.25000000
PA
USD
4684533.75000000
0.112917206844
Long
LON
CORP
US
N
2
2024-10-10
Variable
0.05567750
N
N
N
N
N
N
ALLISON TRANSMISSION INC
MWKQ3I0U1GXP2YDSZW75
ALLISON TRANSMISSION INC 3.75% 01/30/2031 144A
019736AG2
575000.00000000
PA
USD
534031.25000000
0.012872426656
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
0.03750000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
NAVIENT CORP 5.5% 03/15/2029
63938CAM0
2890000.00000000
PA
USD
2731050.00000000
0.065829931901
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.05500000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN INC 5.4% 11/14/2034
35671DBJ3
2215000.00000000
PA
USD
2489106.25000000
0.059998057498
Long
DBT
CORP
US
N
2
2034-11-14
Fixed
0.05400000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP 5.5% 02/01/2026 144A
165167DF1
900000.00000000
PA
USD
924921.00000000
0.022294533766
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.05500000
N
N
N
N
N
N
VECTOR GROUP LTD
549300TUIF4WWN6NDN50
VECTOR GROUP LTD 5.75% 02/01/2029 144A
92240MBL1
3500000.00000000
PA
USD
3228750.00000000
0.077826620759
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.05750000
N
N
N
N
N
N
ABG INTERMEDIATE HLDGS 2 LLC
54930020NXD0RJB64985
AUTHENTIC BRANDS TERM B2 1LN 01/31/2029
00076VBA7
197910.45000000
PA
USD
195931.35000000
0.004722779673
Long
LON
CORP
US
N
2
2029-01-31
Variable
0.00000000
N
N
N
N
N
N
FAIR ISAAC CORPORATION
RI6HET5SJUEY30V1PS26
FAIR ISAAC CORPORATION 4% 06/15/2028 144A
303250AF1
875000.00000000
PA
USD
858593.75000000
0.020695764666
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.04000000
N
N
N
N
N
N
TEMPO ACQUISITION LLC / TEMPO ACQUISITION FIN CORP
N/A
TEMPO ACQUISITION LLC / TEMPO ACQUISITION FIN CORP 5.75% 06/01/2025 144A
88023JAD8
1505000.00000000
PA
USD
1535100.00000000
0.037002445382
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.05750000
N
N
N
N
N
N
VISTA OUTDOOR INC
549300QI2D33ESTJLN81
VISTA OUTDOOR INC 4.5% 03/15/2029 144A
928377AC4
1425000.00000000
PA
USD
1335937.50000000
0.032201781237
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.04500000
N
N
N
N
N
N
PRAIRIE ECI ACQUIROR LP
549300EXIECHUG4F3335
PRAIRIE ECI ACQUIROR LP TERM 1LN 03/11/2026
73955HAB0
765000.00000000
PA
USD
740497.05000000
0.017849131423
Long
LON
CORP
US
N
2
2026-03-11
Variable
0.00000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 8.875% 07/15/2030
674599EA9
5600000.00000000
PA
USD
7240800.00000000
0.174534106263
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.08875000
N
N
N
N
N
N
TRIVIUM PACKAGING FINANCE BV
724500GMZWW3PVYET548
TRIVIUM PACKAGING FINANCE BV 8.5% 08/15/2027 144A
89686QAB2
2547000.00000000
PA
USD
2612406.96000000
0.062970129538
Long
DBT
CORP
NL
N
2
2027-08-15
Fixed
0.08500000
N
N
N
N
N
N
GTCR AP FINANCE INC
N/A
GTCR AP FINANCE INC 8% 05/15/2027 144A
40060QAA3
1370000.00000000
PA
USD
1370000.00000000
0.033022832502
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.08000000
N
N
N
N
N
N
MGM RESORTS INTERNATIONAL
54930066VBP7DZEGGJ87
MGM RESORTS INTERNATIONAL 5.5% 04/15/2027
552953CF6
2259000.00000000
PA
USD
2331175.05000000
0.056191243218
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.05500000
N
N
N
N
N
N
Standard Industries Inc/NJ
54930064UHXCIUWVI755
Standard Industries Inc/NJ 4.375% 07/15/2030 144A
853496AG2
3245000.00000000
PA
USD
3072301.10000000
0.074055536219
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.04375000
N
N
N
N
N
N
SENSATA TECHNOLOGIES BV
PUCKW5P5O3XMOZVH7T53
SENSATA TECHNOLOGIES BV 4% 04/15/2029 144A
81725WAK9
1850000.00000000
PA
USD
1776000.00000000
0.042809160966
Long
DBT
CORP
NL
N
2
2029-04-15
Fixed
0.04000000
N
N
N
N
N
N
BIG RIV STL LLC / BRS FIN CORP
N/A
BIG RIV STL LLC / BRS FIN CORP 6.625% 01/31/2029 144A
08949LAB6
3476000.00000000
PA
USD
3632420.00000000
0.087556786304
Long
DBT
CORP
US
N
2
2029-01-31
Fixed
0.06625000
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
6470000.00000000
PA
USD
6231127.60000000
0.150196702944
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
0.04500000
N
N
N
N
N
N
AMERICAN AXLE and MANUFACTURING INC
RY5TAKFOBLDUGX31MS24
AMERICAN AXLE and MFG INC 5% 10/01/2029
02406PBB5
2650000.00000000
PA
USD
2514187.50000000
0.060602622402
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.05000000
N
N
N
N
N
N
WESTERN GAS PARTNERS LP
L6D8A6MLSY454J2JXJ60
WESTERN GAS PARTNERS LP STEP 02/01/2050
958667AA5
350000.00000000
PA
USD
356125.00000000
0.008584128631
Long
DBT
CORP
US
N
2
2050-02-01
Variable
0.05750000
N
N
N
N
N
N
DIGICEL INTERNATIONAL FINANCE LTD/DIGICEL INTERNATIONAL HOLDINGS LTD
N/A
DIGICEL INTERNATIONAL FINANCE LTD/DIGICEL INTERNATIONAL HOLDINGS LTD 8% 12/31/2026 144A
25381XAC7
1250000.00000000
PA
USD
1193750.00000000
0.028774457152
Long
DBT
CORP
XX
N
2
2026-12-31
Fixed
0.08000000
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
TRANSOCEAN INC 7.5% 01/15/2026 144A
893830BF5
1676000.00000000
PA
USD
1298900.00000000
0.031309019807
Long
DBT
CORP
KY
N
2
2026-01-15
Fixed
0.07500000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
NAVIENT CORP 4.875% 03/15/2028
63938CAL2
1680000.00000000
PA
USD
1570800.00000000
0.037862967368
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.04875000
N
N
N
N
N
N
LFS TOPCO LLC
N/A
LFS TOPCO LLC 5.875% 10/15/2026 144A
50203TAA4
475000.00000000
PA
USD
474501.25000000
0.011437500219
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
0.05875000
N
N
N
N
N
N
CHOBANI LLC/FINANCE CORP INC
N/A
CHOBANI LLC/FINANCE CORP INC 4.625% 11/15/2028 144A
17027NAB8
1200000.00000000
PA
USD
1155792.00000000
0.027859507754
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.04625000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS HOLDINGS LLC
N/A
FRONTIER COMMUNICATIONS HOLDINGS LLC 5% 05/01/2028 144A
35906ABF4
1975000.00000000
PA
USD
1917231.25000000
0.046213435355
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
0.05000000
N
N
N
N
N
N
HOWARD HUGHES CORP
549300BVHY25JZC1KI49
HOWARD HUGHES CORP 4.125% 02/01/2029 144A
44267DAE7
3340000.00000000
PA
USD
3160475.00000000
0.076180902592
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.04125000
N
N
N
N
N
N
EATON VANCE INCOME FD BOS INC
549300VF5K2L0CCUBE97
Eaton Vance Income Fund of Boston A
277907101
33016670.41900000
NS
USD
179280520.38000000
4.321423792257
Long
EC
RF
US
N
1
N
N
N
NOVA CHEMICALS CORP
549300ZOD6N7RI2FJP09
NOVA CHEMICALS CORP 4.875% 06/01/2024 144A
66977WAQ2
800000.00000000
PA
USD
810000.00000000
0.019524448413
Long
DBT
CORP
CA
N
2
2024-06-01
Fixed
0.04875000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
LEVEL 3 FINANCING INC 5.375% 05/01/2025
527298BH5
1650000.00000000
PA
USD
1656006.00000000
0.039916794715
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.05375000
N
N
N
N
N
N
API ESCROW CORP
N/A
API ESCROW CORP 4.75% 10/15/2029 144A
00185PAA9
550000.00000000
PA
USD
519750.00000000
0.012528187732
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
0.04750000
N
N
N
N
N
N
CENTRAL GARDEN and PET CO
5493004DVZLD37DJ0H83
CENTRAL GARDEN and PET CO 4.125% 10/15/2030
153527AN6
47000.00000000
PA
USD
44640.60000000
0.001076028508
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
0.04125000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB INTL TERM B 04/25/2025
44332EAP1
696822.05600000
PA
USD
687860.92000000
0.016580376602
Long
LON
CORP
US
N
2
2025-04-25
Variable
0.03016950
N
N
N
N
N
N
AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC
N/A
AVIS BUDG CAR RENT LLC/FIN INC 4.75% 04/01/2028 144A
053773BG1
525000.00000000
PA
USD
498750.00000000
0.012021998328
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
0.04750000
N
N
N
N
N
N
PILGRIMS PRIDE CORP NEW
549300ZSLGV64ZL3HD75
PILGRIMS PRIDE CORP NEW 5.875% 09/30/2027 144A
72147KAE8
3865000.00000000
PA
USD
3972466.33000000
0.095753350537
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
0.05875000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH NETWORK CORP CONV 3.375% 08/15/2026
25470MAB5
2955000.00000000
PA
USD
2680185.00000000
0.064603868853
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
CALPINE CORPORATION
43R4VPJBXTU2O15HEF41
CALPINE CORPORATION 5.125% 03/15/2028 144A
131347CN4
12213000.00000000
PA
USD
11768874.26000000
0.283679973303
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.05125000
N
N
N
N
N
N
TELECOM ITALIA CAP
549300777DJZOR5C4L39
TELECOM ITALIA CAP 7.721% 06/04/2038
87927VAV0
200000.00000000
PA
USD
207049.00000000
0.004990762369
Long
DBT
CORP
LU
N
2
2038-06-04
Fixed
0.07721000
N
N
N
N
N
N
TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP
N/A
TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 09/01/2031 144A
87470LAK7
2845000.00000000
PA
USD
2681412.50000000
0.064633456829
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
0.06000000
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM ENERGY CO 6.75% 09/15/2026
78454LAN0
290000.00000000
PA
USD
292900.00000000
0.007060136963
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
0.06750000
N
N
N
N
N
N
ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC
549300ITBBGKJ651R879
ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC 4.125% 06/15/2028 144A
04916WAA2
1365000.00000000
PA
USD
1313812.50000000
0.031668474544
Long
DBT
CORP
GB
N
2
2028-06-15
Fixed
0.04125000
N
N
N
N
N
N
CITY FOOTBALL GROUP LTD
213800K6VVWALRH9UJ69
CITY FOOTBALL GROUP TERM B 1LN 07/21/2028
17781XAB2
3140000.00000000
PA
USD
3088975.00000000
0.074457448195
Long
LON
CORP
GB
N
2
2028-07-21
Variable
0.04000000
N
N
N
N
N
N
NIELSEN FINANCE LLC/ NIELSEN FINANCE CO
N/A
NIELSEN FINANCE LLC/ FIN CO 4.75% 07/15/2031 144A
65409QBK7
600000.00000000
PA
USD
534000.00000000
0.012871673398
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
0.04750000
N
N
N
N
N
N
TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP
N/A
TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 7.5% 10/01/2025 144A
87470LAH4
1875000.00000000
PA
USD
1968750.00000000
0.047455256560
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.07500000
N
N
N
N
N
N
SWF ESCROW ISSUER CORP
N/A
SWF ESCROW ISSUER CORP 6.5% 10/01/2029 144A
78500AAA6
2175000.00000000
PA
USD
1949626.50000000
0.046994298796
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.06500000
N
N
N
N
N
N
ACCO BRANDS CORP
JCT8P4Y190IH4I1NX328
ACCO BRANDS CORP 4.25% 03/15/2029 144A
00081TAK4
1400000.00000000
PA
USD
1305500.00000000
0.031468107906
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.04250000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 7.5% 05/01/2031
674599DD4
4115000.00000000
PA
USD
4989437.50000000
0.120266685286
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
0.07500000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
APACHE CORP 5.35% 07/01/2049
037411BG9
200000.00000000
PA
USD
199095.00000000
0.004799037107
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
0.05350000
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% 10/15/2030 144A
68245XAM1
4884000.00000000
PA
USD
4511595.00000000
0.108748646716
Long
DBT
CORP
CA
N
2
2030-10-15
Fixed
0.04000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX INC 6.375% 05/15/2029
64110LAX4
1310000.00000000
PA
USD
1523189.40000000
0.036715349215
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.06375000
N
N
N
N
N
N
ELASTIC NV
2549003I48WHHH937I59
ELASTIC NV 4.125% 07/15/2029 144A
28415LAA1
1175000.00000000
PA
USD
1078062.50000000
0.025985895886
Long
DBT
CORP
NL
N
2
2029-07-15
Fixed
0.04125000
N
N
N
N
N
N
ZAYO GROUP HLDGS INC
529900Z6OTS7RT0V0I47
ZAYO GROUP HLDGS INC 4% 03/01/2027 144A
98919VAA3
2230000.00000000
PA
USD
2120061.00000000
0.051102495837
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.04000000
N
N
N
N
N
N
HUDBAY MINERALS INC
549300WI524AL577IX21
HUDBAY MINERALS INC 6.125% 04/01/2029 144A
443628AH5
3144000.00000000
PA
USD
3214740.00000000
0.077488920115
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
0.06125000
N
N
N
N
N
N
TEVA PHARMACEUTICAL FIN NETH III B V
5493004T21MOAFINJP35
TEVA PHARMACEUTICAL FIN NETH III B V 7.125% 01/31/2025
88167AAN1
2850000.00000000
PA
USD
2992500.00000000
0.072131989972
Long
DBT
CORP
NL
N
2
2025-01-31
Fixed
0.07125000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP 4.375% 01/15/2030 144A
88033GDN7
5105000.00000000
PA
USD
4927499.15000000
0.118773707360
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.04375000
N
N
N
N
N
N
TELEFLEX INC
UUL85LWXB4NGSWWXIQ25
TELEFLEX INC 4.25% 06/01/2028 144A
879369AG1
270000.00000000
PA
USD
266625.00000000
0.006426797602
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
0.04250000
N
N
N
N
N
N
CABLEVISION LIGHTPATH LLC
5493002ZVBLRLGES1R71
CABLEVISION LIGHTPATH LLC 3.875% 09/15/2027 144A
12687GAA7
1527000.00000000
PA
USD
1432921.53000000
0.034539509250
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.03875000
N
N
N
N
N
N
MICROSTRATEGY INC
549300WQTWEJUEHXQX21
MICROSTRATEGY INC 6.125% 06/15/2028 144A
594972AF8
1065000.00000000
PA
USD
1022400.00000000
0.024644192664
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.06125000
N
N
N
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
CARVANA CO 5.5% 04/15/2027 144A
146869AF9
935000.00000000
PA
USD
835459.90000000
0.020138140394
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.05500000
N
N
N
N
N
N
MELCO RESORTS FIN LTD
N/A
MELCO RESORTS FIN LTD 5.75% 07/21/2028 144A
58547DAE9
975000.00000000
PA
USD
881156.25000000
0.021239616972
Long
DBT
CORP
KY
N
2
2028-07-21
Fixed
0.05750000
N
N
N
N
N
N
EVERARC ESCROW SARL
N/A
EVERARC ESCROW SARL 5% 10/30/2029 144A
29977LAA9
950000.00000000
PA
USD
878750.00000000
0.021181616103
Long
DBT
CORP
VG
N
2
2029-10-30
Fixed
0.05000000
N
N
N
N
N
N
LD HOLDINGS GROUP LLC
N/A
LD HOLDINGS GROUP LLC 6.125% 04/01/2028 144A
521088AC8
1625000.00000000
PA
USD
1449093.75000000
0.034929328602
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
0.06125000
N
N
N
N
N
N
MATCH GROUP HOLDINGS II LLC
N/A
MATCH GROUP HLD II LLC 3.625% 10/01/2031 144A
57667JAA0
1325000.00000000
PA
USD
1235562.50000000
0.029782316411
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
0.03625000
N
N
N
N
N
N
CITGO PETROLEUM CORP
YX52P86PXMLYDOTUQ225
CITGO PETROLEUM CORP 7% 06/15/2025 144A
17302XAK2
6823000.00000000
PA
USD
6823000.00000000
0.164463347563
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.07000000
N
N
N
N
N
N
ROCKIES EXPRESS PIPELINE LLC
W2ZGZGZKY5GGNY6F3V51
ROCKIES EXPRESS PIPELINE LLC 6.875% 04/15/2040 144A
77340RAM9
385000.00000000
PA
USD
392700.00000000
0.009465741842
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
0.06875000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
SPECTRUM BRANDS INC 5.5% 07/15/2030 144A
84762LAW5
10000.00000000
PA
USD
9950.00000000
0.000239837360
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.05500000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HLDGS INC 4.625% 04/15/2030 144A
737446AQ7
3304000.00000000
PA
USD
3110583.84000000
0.074978313235
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.04625000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST INC
BUGSFQZERKRBFWIG5267
STARWOOD PPTY TR INC 3.75% 12/31/2024 144A
85571BAW5
590000.00000000
PA
USD
577462.50000000
0.013919304681
Long
DBT
CORP
US
N
2
2024-12-31
Fixed
0.03750000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATIONS CO LLC 5% 07/31/2027 144A
92840VAF9
3978000.00000000
PA
USD
4007536.65000000
0.096598694553
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
0.05000000
N
N
N
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
CHEMOURS CO 5.375% 05/15/2027
163851AE8
1300000.00000000
PA
USD
1304686.50000000
0.031448499092
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.05375000
N
N
N
N
N
N
INTELSAT JACKSON HLDGS S A
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HLDGS SA 5.5% 08/01/2023
45824TAP0
3685000.00000000
PA
USD
1573642.40000000
0.037931481309
Long
DBT
CORP
LU
N
3
2023-08-01
Fixed
0.05500000
Y
Y
N
N
N
N
AVIENT CORP
SM8L9RZYIB34LNTWO040
AVIENT CORP 5.75% 05/15/2025 144A
73179PAM8
100000.00000000
PA
USD
102625.00000000
0.002473699405
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.05750000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS INC
549300YQDE2JSGTL8V47
UNIVISION COMMUNICATIONS INC 5.125% 02/15/2025 144A
914906AS1
2545000.00000000
PA
USD
2561272.98000000
0.061737582927
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.05125000
N
N
N
N
N
N
BATH and BODY WORKS INC
GR3KVMWVCR54YWQNXU90
BATH and BODY WORKS INC 7.5% 06/15/2029
501797AR5
745000.00000000
PA
USD
818851.78000000
0.019737813996
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.07500000
N
N
N
N
N
N
VERDE BIDCO SPA
984500D74F7AB47FCW98
VERDE BIDCO SPA 4.625% 10/01/2026 144A
N/A
215000.00000000
PA
235681.35000000
0.005680923901
Long
DBT
CORP
IT
N
2
2026-10-01
Fixed
0.04625000
N
N
N
N
N
N
ANTERO RESOURCES CORPORATION
APVBKPOULHUX7YZLKU17
ANTERO RESOURCES CORP 5.375% 03/01/2030 144A
03674XAS5
1750000.00000000
PA
USD
1782812.50000000
0.042973371219
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.05375000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 8.5% 07/15/2027
674599DZ5
1640000.00000000
PA
USD
1976200.00000000
0.047634833277
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.08500000
N
N
N
N
N
N
ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC
N/A
ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC 4.125% 08/15/2026 144A
03969AAN0
1025000.00000000
PA
USD
991687.50000000
0.023903890661
Long
DBT
CORP
IE
N
2
2026-08-15
Fixed
0.04125000
N
N
N
N
N
N
VISTAJET MALTA FINANCE PLC / XO MANAGEMENT HOLDING INC
N/A
VISTAJET MALTA FINANCE PLC / XO MANAGEMENT HOLDING INC 6.375% 02/01/2030 144A
92840JAB5
1325000.00000000
PA
USD
1260790.50000000
0.030390418614
Long
DBT
CORP
MT
N
2
2030-02-01
Fixed
0.06375000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS CORP 7.75% 07/01/2026
25470XAY1
6324000.00000000
PA
USD
6404251.56000000
0.154369727421
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
0.07750000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
VENTURE GLOBAL CALCASIEU 3.875% 08/15/2029 144A
92328MAA1
2870000.00000000
PA
USD
2809586.50000000
0.067722995904
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
0.03875000
N
N
N
N
N
N
STL HOLDING CO LLC
984500BC2I63E7F48656
STL HOLDING CO LLC 7.5% 02/15/2026 144A
861036AA9
1250000.00000000
PA
USD
1281250.00000000
0.030883579666
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.07500000
N
N
N
N
N
N
PRIME SEC SVCS BORROWER LLC / PRIME FIN INC
N/A
PRIME SEC SVCS BORROWER LLC / PRIME FIN INC 6.25% 01/15/2028 144A
74166MAE6
1845000.00000000
PA
USD
1780425.00000000
0.042915822304
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.06250000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP INC
549300JH4DTA7U42GL91
ASBURY AUTOMOTIVE GROUP INC 4.625% 11/15/2029 144A
043436AW4
780000.00000000
PA
USD
760500.00000000
0.018331287677
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.04625000
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
TRANSOCEAN INC 11.5% 01/30/2027 144A
893830BQ1
500000.00000000
PA
USD
500000.00000000
0.012052128650
Long
DBT
CORP
KY
N
2
2027-01-30
Fixed
0.11500000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD 9.125% 06/15/2023 144A
780153BC5
190000.00000000
PA
USD
198312.50000000
0.004780175525
Long
DBT
CORP
LR
N
2
2023-06-15
Fixed
0.09125000
N
N
N
N
N
N
AMC ENTERTAINMENT HOLDING INC
549300ZO77UNR6NRBR11
AMC ENTMT HLDGS INC PIK STEP 06/15/2026 144A
00165CAP9
1802120.00000000
PA
USD
1664708.35000000
0.040126558399
Long
DBT
CORP
US
N
2
2026-06-15
Variable
0.10000000
N
N
Y
N
N
N
ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP
N/A
ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP 6.625% 07/15/2026 144A
019576AA5
2534000.00000000
PA
USD
2595576.20000000
0.062564436568
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.06625000
N
N
N
N
N
N
INTELSAT JACKSON HLDGS S A
8XJ8KF85PBKK1TLMFN29
INTELSAT TERM B-3 11/27/2023
N/A
20526.13000000
PA
USD
20211.87000000
0.000487192115
Long
LON
CORP
LU
N
2
2023-11-27
Variable
0.08000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTL INC
RLTHESQ0RNFQJWPBJN60
SCIENTIFIC GAMES INTL INC 8.625% 07/01/2025 144A
80874YBG4
1169000.00000000
PA
USD
1239140.02000000
0.029868549873
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.08625000
N
N
N
N
N
N
ADTALEM GLOBAL EDUCATION INC
549300Z467EZLMODV621
ADTALEM GLOBAL EDUCATION INC 5.5% 03/01/2028 144A
00737WAA7
6450000.00000000
PA
USD
5769073.50000000
0.139059232031
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.05500000
N
N
N
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX RESOURCES CORP 7.25% 03/14/2027 144A
12653CAC2
2621000.00000000
PA
USD
2768719.56000000
0.066737928667
Long
DBT
CORP
US
N
2
2027-03-14
Fixed
0.07250000
N
N
N
N
N
N
II-VI INC
549300O5C25A0MMHHU33
II-VI INC 5% 12/15/2029 144A
902104AC2
2145000.00000000
PA
USD
2142683.40000000
0.051647791987
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
0.05000000
N
N
N
N
N
N
SUNSET DEBT MERGER SUB INC
N/A
SPRINGS WINDOW FASHIONS TERM B 1LN 09/17/2028
N/A
1720000.00000000
PA
USD
1668400.00000000
0.040215542880
Long
LON
CORP
US
N
2
2028-09-17
Variable
0.00000000
N
N
N
N
N
N
UNITED RENTALS NORTH AMER INC
NGIZXNT70J2LYT3FBI09
UNITED RENTALS NORTH AMER INC 4% 07/15/2030
911365BN3
450000.00000000
PA
USD
443232.00000000
0.010683778171
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.04000000
N
N
N
N
N
N
WYNN LAS VEGAS LLC/ WYNN LAS V
N/A
WYNN LAS VEGAS LLC/ WYNN LAS V 5.25% 05/15/2027 144A
983130AX3
2455000.00000000
PA
USD
2430450.00000000
0.058584192156
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.05250000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US FOODS INC 4.75% 02/15/2029 144A
90290MAD3
1670000.00000000
PA
USD
1651964.00000000
0.039819365307
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.04750000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MTR CR CO LLC 5.125% 06/16/2025
345397A60
900000.00000000
PA
USD
941400.00000000
0.022691747822
Long
DBT
CORP
US
N
2
2025-06-16
Fixed
0.05125000
N
N
N
N
N
N
VIRGIN MEDIA VENDOR FINANCING NOTES IV DAC
635400ZZNJSEA4CAJR23
VIRGIN MEDIA VENDOR FINANCING NOTES IV DAC 5% 07/15/2028 144A
92770QAA5
747000.00000000
PA
USD
709650.00000000
0.017105586193
Long
DBT
CORP
IE
N
2
2028-07-15
Fixed
0.05000000
N
N
N
N
N
N
HEALTHEQUITY INC
529900LRJU1RAFQHM467
HEALTHEQUITY INC 4.5% 10/01/2029 144A
42226AAA5
2320000.00000000
PA
USD
2208292.00000000
0.053229238563
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.04500000
N
N
N
N
N
N
FREEDOM MORTGAGE CORP
549300LYRWPSYPK6S325
FREEDOM MTG CORP 7.625% 05/01/2026 144A
35640YAF4
1575000.00000000
PA
USD
1512000.00000000
0.036445637038
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.07625000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
RANGE RESOURCES CORP 8.25% 01/15/2029
75281ABJ7
520000.00000000
PA
USD
569826.40000000
0.013735242162
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.08250000
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
TRANSOCEAN INC 8% 02/01/2027 144A
893830BL2
625000.00000000
PA
USD
462812.50000000
0.011155751582
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
0.08000000
N
N
N
N
N
N
FIRST STUDENT BIDCO INC/FIRST TRANSIT PARENT INC
N/A
FIRST STUDENT BIDCO INC/FIRST TRANSIT PARENT INC 4% 07/31/2029 144A
337120AA7
1740000.00000000
PA
USD
1644286.95000000
0.039634315719
Long
DBT
CORP
US
N
2
2029-07-31
Fixed
0.04000000
N
N
N
N
N
N
ASP UNIFRAX HLDGS INC
549300RRU6BWJLD0YT71
ASP UNIFRAX HLDGS INC 7.5% 09/30/2029 144A
90473LAC6
400000.00000000
PA
USD
365000.00000000
0.008798053914
Long
DBT
CORP
US
N
2
2029-09-30
Fixed
0.07500000
N
N
N
N
N
N
INTELSAT JACKSON HLDGS S A
8XJ8KF85PBKK1TLMFN29
INTELSAT TERM B-4 01/02/2024
N/A
10257.91000000
PA
USD
10100.86000000
0.000243473728
Long
LON
CORP
LU
N
2
2024-01-02
Variable
0.08750000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
N/A
US 2YR NOTE (CBT) FUT JUN22 TUM2
N/A
197.00000000
NC
USD
138283.16000000
0.003333212869
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
N/A
Long
UST NOTES
UST NOTES 0% 06/30/2040
2022-06-30
42261349.65000000
USD
138283.16000000
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG ENERGY CORP 7.125% 02/01/2027 144A
552704AE8
2732000.00000000
PA
USD
2849885.80000000
0.068694380601
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
0.07125000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM INC 6.25% 03/15/2026 144A
893647BE6
4840000.00000000
PA
USD
4979150.00000000
0.120018712739
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.06250000
N
N
N
N
N
N
JAGUAR LD ROVER AUTOMOTIVE PLC
529900L73GEWN1O5NH84
JAGUAR LD ROVER AUTOMOTIVE PLC 5.875% 01/15/2028 144A
47010BAK0
845000.00000000
PA
USD
838016.08000000
0.020199755214
Long
DBT
CORP
GB
N
2
2028-01-15
Fixed
0.05875000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
LEVEL 3 FINANCING INC 3.625% 01/15/2029 144A
527298BS1
1357000.00000000
PA
USD
1188551.52000000
0.028649151653
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.03625000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC 5.25% 02/15/2031 144A
071734AL1
459000.00000000
PA
USD
364905.00000000
0.008795764010
Long
DBT
CORP
CA
N
2
2031-02-15
Fixed
0.05250000
N
N
N
N
N
N
BLACKROCK FDS II
N/A
BlackRock High Yield Bond K
09260B614
53916204.18550000
NS
USD
404910693.43000000
9.760071538274
Long
EC
RF
US
N
1
N
N
N
WESTERN GAS PARTNERS LP
L6D8A6MLSY454J2JXJ60
WESTERN GAS PARTNERS LP 5.45% 04/01/2044
958254AD6
75000.00000000
PA
USD
76875.00000000
0.001853014779
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
0.05450000
N
N
N
N
N
N
SPRINT CAPITAL CORP
549300L17W0GQBR1PO80
SPRINT CAPITAL CORP 8.75% 03/15/2032
852060AT9
2504000.00000000
PA
USD
3474300.00000000
0.083745421140
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
0.08750000
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
941430.57000000
PA
USD
918676.19000000
0.022144007259
Long
LON
CORP
US
N
2
2025-08-24
Variable
0.00000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
NAVIENT CORP 5% 03/15/2027
63938CAK4
950000.00000000
PA
USD
916750.00000000
0.022097577880
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.05000000
N
N
N
N
N
N
MESQUITE ENERGY INC
549300SB0HTIM17TVR61
MESQUITE ENERGY INC 15% PIK CONV 07/15/2023 PP
59073XAE5
635565.00000000
PA
USD
2091008.85000000
0.050402215338
Long
DBT
CORP
US
Y
3
2023-07-15
Fixed
0.15000000
N
N
Y
N
N
MESQUITE ENERGY INC
MESQUITE ENERGY INC
USD
XXXX
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC 3.875% 02/15/2032 144A
629377CS9
1325000.00000000
PA
USD
1228566.50000000
0.029613683027
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
0.03875000
N
N
N
N
N
N
TEVA PHARMACEUTICAL FIN NETH III B V
5493004T21MOAFINJP35
TEVA PHARMACEUTICAL FIN NETH III B V 4.75% 05/09/2027
88167AAP6
1565000.00000000
PA
USD
1508268.75000000
0.036355698028
Long
DBT
CORP
NL
N
2
2027-05-09
Fixed
0.04750000
N
N
N
N
N
N
MGM CHINA HOLDINGS LIMITED
529900VZFN87OS7WJM66
MGM CHINA HOLDINGS LIMITED 5.875% 05/15/2026 144A
55300RAB7
820000.00000000
PA
USD
783766.25000000
0.018892103353
Long
DBT
CORP
KY
N
2
2026-05-15
Fixed
0.05875000
N
N
N
N
N
N
PUERTO RICO COMWLTH
N/A
PR ST 8% 7/1/2035
74514LE86
3610000.00000000
PA
USD
3203876.81000000
0.077227070988
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
0.08000000
Y
Y
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
RANGE RESOURCES CORP 4.75% 02/15/2030 144A
75281ABK4
1865000.00000000
PA
USD
1825368.75000000
0.043999158018
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.04750000
N
N
N
N
N
N
ELDORADO GOLD CORP NEW
5493004PWQ01YDD1IH62
ELDORADO GOLD CORP NEW 6.25% 09/01/2029 144A
284902AF0
1850000.00000000
PA
USD
1850000.00000000
0.044592876006
Long
DBT
CORP
CA
N
2
2029-09-01
Fixed
0.06250000
N
N
N
N
N
N
NABORS INDUSTRIES LTD
N/A
NABORS INDUSTRIES LTD 7.5% 01/15/2028 144A
629571AB6
2425000.00000000
PA
USD
2315875.00000000
0.055822446876
Long
DBT
CORP
BM
N
2
2028-01-15
Fixed
0.07500000
N
N
N
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
CHEMOURS CO 5.75% 11/15/2028 144A
163851AF5
4795000.00000000
PA
USD
4713341.15000000
0.113611587825
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.05750000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI INC 4% 11/15/2029 144A
55354GAH3
875000.00000000
PA
USD
879707.50000000
0.021204695929
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.04000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTL INC
RLTHESQ0RNFQJWPBJN60
SCIENTIFIC GAMES INTL INC 8.25% 03/15/2026 144A
80874YBA7
3000000.00000000
PA
USD
3133500.00000000
0.075530690252
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.08250000
N
N
N
N
N
N
ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER
N/A
ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 5.875% 11/01/2029 144A
01883LAD5
780000.00000000
PA
USD
736359.00000000
0.017749386801
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
0.05875000
N
N
N
N
N
N
NORTONLIFELOCK INC
YF6ZV0M6AU4FY94MK914
NORTONLIFELOCK INC 5% 04/15/2025 144A
871503AU2
1300000.00000000
PA
USD
1300624.00000000
0.031350575547
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.05000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO 5.2% 07/15/2045
50077LAM8
650000.00000000
PA
USD
733414.50000000
0.017678411816
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
0.05200000
N
N
N
N
N
N
UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC
N/A
UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 6.5% 02/15/2029 144A
91327BAA8
6480000.00000000
PA
USD
6005469.60000000
0.144757384450
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.06500000
N
N
N
N
N
N
ASHTON WOODS USA LLC / ASHTON WOODS FINANCE CO
N/A
ASHTON WOODS USA LLC/FIN CO 4.625% 08/01/2029 144A
045086AM7
400000.00000000
PA
USD
380000.00000000
0.009159617774
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
0.04625000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP 5.75% 03/01/2027 144A
143658BN1
4525000.00000000
PA
USD
4400562.50000000
0.106072290768
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
0.05750000
N
N
N
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
SPIRIT AEROSYSTEMS INC 7.5% 04/15/2025 144A
85205TAL4
1700000.00000000
PA
USD
1766300.00000000
0.042575349670
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.07500000
N
N
N
N
N
N
WINDSTREAM ESCROW LLC
N/A
WINDSTREAM ESCROW LLC 7.75% 08/15/2028 144A
97382WAA1
2190000.00000000
PA
USD
2210586.00000000
0.053284533729
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
0.07750000
N
N
N
N
N
N
HUDBAY MINERALS INC
549300WI524AL577IX21
HUDBAY MINERALS INC 4.5% 04/01/2026 144A
443628AJ1
2005000.00000000
PA
USD
1937331.25000000
0.046697930926
Long
DBT
CORP
CA
N
2
2026-04-01
Fixed
0.04500000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
IHEARTCOMMUNICATIONS INC 5.25% 08/15/2027 144A
45174HBE6
1490000.00000000
PA
USD
1484107.05000000
0.035773298195
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
0.05250000
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
2400000.00000000
PA
USD
2484000.00000000
0.059874975135
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.04500000
N
N
N
N
N
N
OI EUROPEAN GROUP BV
72450053F5WRDY8CDZ66
OI EUROPEAN GROUP BV 4.75% 02/15/2030 144A
67777LAD5
1525000.00000000
PA
USD
1460172.25000000
0.035196367617
Long
DBT
CORP
NL
N
2
2030-02-15
Fixed
0.04750000
N
N
N
N
N
N
BROOKFIELD RESIDENTIAL PPTYS INC / BROOKFIELD RESIDENTIAL US CORP
N/A
BROOKFIELD RESIDENTIAL PPTYS INC / US CORP 5% 06/15/2029 144A
11283YAG5
2080000.00000000
PA
USD
1957800.00000000
0.047191314943
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
0.05000000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
N/A
US 10YR NOTE FUT (CBT)JUN22 TYM2
N/A
84.00000000
NC
USD
96063.53000000
0.002315540044
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
N/A
Long
UST NOTES
UST NOTES 0% 06/30/2040
2022-06-21
10608686.47000000
USD
96063.53000000
N
N
N
GRIFOLS ESCROW ISSUER SA
959800HLB3PGTGSLVV62
GRIFOLS ESCROW ISSUER SA 4.75% 10/15/2028 144A
39843UAA0
970000.00000000
PA
USD
914225.00000000
0.022036714630
Long
DBT
CORP
ES
N
2
2028-10-15
Fixed
0.04750000
N
N
N
N
N
N
BATH and BODY WORKS INC
GR3KVMWVCR54YWQNXU90
BATH and BODY WORKS INC 6.95% 03/01/2033
532716AK3
720000.00000000
PA
USD
761400.00000000
0.018352981508
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
0.06950000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HLDGS INC 4.5% 09/15/2031 144A
737446AR5
2825000.00000000
PA
USD
2616656.25000000
0.063072555517
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
0.04500000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
ASURION TERM B3 2LN 01/31/2028
04649VAZ3
7288677.42000000
PA
USD
7195746.78000000
0.173448131856
Long
LON
CORP
US
N
2
2028-01-31
Variable
0.05458570
N
N
N
N
N
N
NATIONAL CINEMEDIA LLC
7LJEQIVQVLNGS4X6T547
NATIONAL CINEMEDIA LLC 5.75% 08/15/2026
63530QAH2
75000.00000000
PA
USD
53250.00000000
0.001283551701
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.05750000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC 7.875% 04/15/2027 144A
097751BT7
9440000.00000000
PA
USD
9494516.00000000
0.228858256610
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
0.07875000
N
N
N
N
N
N
ALBION FINANCING 1SARL /
N/A
ALBION FINANCING 1SARL / 6.125% 10/15/2026 144A
013304AA8
1560000.00000000
PA
USD
1513200.00000000
0.036474562147
Long
DBT
CORP
LU
N
2
2026-10-15
Fixed
0.06125000
N
N
N
N
N
N
MADISON IAQ LLC
549300IXDNBXNHUPBU73
MADISON IAQ LLC 4.125% 06/30/2028 144A
55760LAA5
3720000.00000000
PA
USD
3519064.20000000
0.084824428934
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
0.04125000
N
N
N
N
N
N
ARTISAN PARTNERS FDS INC
549300QY9C2JZ6CCJQ17
Artisan High Income Investor
04314H725
55273248.71500000
NS
USD
538914174.97000000
12.99012593651
Long
EC
RF
US
N
1
N
N
N
CARRIAGE SERVICES INC
N/A
CARRIAGE SERVICES INC 4.25% 05/15/2029 144A
143905AP2
700000.00000000
PA
USD
660590.00000000
0.015923031330
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.04250000
N
N
N
N
N
N
PENNYMAC FINANCIAL SERVICES INC
549300W1D516HBDEU871
PENNYMAC FINANCIAL SERVICES INC 4.25% 02/15/2029 144A
70932MAB3
3460000.00000000
PA
USD
3096700.00000000
0.074643653583
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.04250000
N
N
N
N
N
N
CHS/CMNTY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/CMNTY HEALTH SYSTEMS INC 6.125% 04/01/2030 144A
12543DBL3
4005000.00000000
PA
USD
3724650.00000000
0.089779921955
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.06125000
N
N
N
N
N
N
WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP
N/A
WYNN RESORTS FIN LLC / CAP CORP 7.75% 04/15/2025 144A
983133AB5
1004000.00000000
PA
USD
1048075.60000000
0.025263083933
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.07750000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
BOYD GAMING CORP 4.75% 06/15/2031 144A
103304BV2
525000.00000000
PA
USD
515812.50000000
0.012433277218
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
0.04750000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC 5.75% 01/15/2028
629377CE0
325000.00000000
PA
USD
332306.00000000
0.008009989326
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.05750000
N
N
N
N
N
N
SUNOCO LP / SUNOCO FIN CORP
N/A
SUNOCO LP / SUNOCO FIN CORP 4.5% 04/30/2030 144A
86765LAU1
1225000.00000000
PA
USD
1169973.00000000
0.028201330226
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
0.04500000
N
N
N
N
N
N
INTERTAPE POLYMER GROUP INC
549300ESFR3Z1YNR6O65
INTERTAPE POLYMER GROUP INC 4.375% 06/15/2029 144A
460919AB9
1470000.00000000
PA
USD
1393192.50000000
0.033581870489
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
0.04375000
N
N
N
N
N
N
PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER
N/A
PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER 4.875% 05/15/2029 144A
70052LAC7
1005000.00000000
PA
USD
968563.73000000
0.023346509360
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.04875000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN
N/A
TARGA RES P LP/TARGA RES P FIN 4% 01/15/2032
87612BBU5
2985000.00000000
PA
USD
2940284.70000000
0.070873378946
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
0.04000000
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
4024000.00000000
PA
USD
3993820.00000000
0.096268064893
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.05625000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC 5.25% 01/30/2030 144A
071734AJ6
4797000.00000000
PA
USD
3867581.25000000
0.093225173581
Long
DBT
CORP
CA
N
2
2030-01-30
Fixed
0.05250000
N
N
N
N
N
N
WEEKLEY HOMES LLC / WEEKLEY FIN CORP
N/A
WEEKLEY HOMES LLC / WEEKLEY FIN CORP 4.875% 09/15/2028 144A
948565AD8
280000.00000000
PA
USD
266338.80000000
0.006419898964
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
0.04875000
N
N
N
N
N
N
LIFE TIME INC
549300PALKE96VYH4X17
LIFE TIME FITNESS TERM B 1LN 12/15/2024
50218KAG3
797476.73000000
PA
USD
801320.57000000
0.019315237199
Long
LON
CORP
US
N
2
2024-12-15
Variable
0.05750000
N
N
N
N
N
N
MICHAELS COS INC
549300H9LWMBP7HYLR98
MICHAELS TERM 1LN 04/15/2028
59408UAB3
708220.55000000
PA
USD
657072.86000000
0.015838253282
Long
LON
CORP
US
N
2
2028-04-15
Variable
0.05000000
N
N
N
N
N
N
ENACT HOLDINGS INC
N/A
GENWORTH MORTGAGE HOLDING INC 6.5% 08/15/2025 144A
37255LAA5
1565000.00000000
PA
USD
1619618.50000000
0.039039701053
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.06500000
N
N
N
N
N
N
VZ SECURED FINANCING BV
549300MG611MYCOWY949
VZ SECURED FINANCING BV 5% 01/15/2032 144A
91845AAA3
1675000.00000000
PA
USD
1599625.00000000
0.038557772584
Long
DBT
CORP
NL
N
2
2032-01-15
Fixed
0.05000000
N
N
N
N
N
N
CINEMARK USA INC
54930008H2137JSCPQ09
CINEMARK USA INC 5.25% 07/15/2028 144A
172441BF3
1115000.00000000
PA
USD
1063475.85000000
0.025634295521
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.05250000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC 5% 02/15/2029 144A
071734AM9
1025000.00000000
PA
USD
829670.88000000
0.019998600366
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
0.05000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC 3.875% 09/01/2031 144A
82967NBM9
1335000.00000000
PA
USD
1229895.45000000
0.029645716379
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
0.03875000
N
N
N
N
N
N
NORDSTROM INC
549300S3IZB5P35KNV16
NORDSTROM INC 4.25% 08/01/2031
655664AY6
740000.00000000
PA
USD
662566.40000000
0.015970670984
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
0.04250000
N
N
N
N
N
N
UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC
N/A
UNITI GRP/UNITI HLD/CSL 7.875% 02/15/2025 144A
91327AAA0
200000.00000000
PA
USD
208355.00000000
0.005022242529
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.07875000
N
N
N
N
N
N
LEGACY LIFEPOINT HEALTH LLC
N/A
LEGACY LIFEPOINT HEALTH LLC 6.75% 04/15/2025 144A
53219LAT6
800000.00000000
PA
USD
828276.00000000
0.019964977820
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.06750000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG ENERGY CORP 5.875% 02/01/2029 144A
552704AF5
1511000.00000000
PA
USD
1527485.01000000
0.036818891704
Long
DBT
CORP
CA
N
2
2029-02-01
Fixed
0.05875000
N
N
N
N
N
N
NCL CORP LTD
UNZWILHE4KMRP9K2L524
NCL CORP LTD 5.875% 03/15/2026 144A
62886HBA8
2780000.00000000
PA
USD
2675750.00000000
0.064496966472
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
0.05875000
N
N
N
N
N
N
ICELAND BONDCO PLC
2138002DRBYIA8QXHO36
ICELAND BONDCO PLC 4.625% 03/15/2025 REGS
N/A
1055000.00000000
PA
1277691.56000000
0.030797806113
Long
DBT
CORP
GB
N
2
2025-03-15
Fixed
0.04625000
N
N
N
N
N
N
RAPTOR ACQUISITION CORP / RAPTOR CO-ISSUER LLC
N/A
RAPTOR ACQUISITION CORP / RAPTOR CO-ISSUER LLC 4.875% 11/01/2026 144A
75383KAA2
290000.00000000
PA
USD
280016.75000000
0.006749595790
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
0.04875000
N
N
N
N
N
N
NEW GOLD INC
5493005G0GNCHP0H6L96
NEW GOLD INC 7.5% 07/15/2027 144A
644535AH9
2720000.00000000
PA
USD
2835600.00000000
0.068350032002
Long
DBT
CORP
CA
N
2
2027-07-15
Fixed
0.07500000
N
N
N
N
N
N
PG and E CORP
8YQ2GSDWYZXO2EDN3511
PG and E CORP 5% 07/01/2028
69331CAH1
5001000.00000000
PA
USD
4950990.00000000
0.119339936853
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.05000000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS INC
KOO0397YRO83WY5MGD97
BAUSCH HEALTH AMERICAS INC 9.25% 04/01/2026 144A
91911XAV6
2385000.00000000
PA
USD
2465994.60000000
0.059440968340
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.09250000
N
N
N
N
N
N
WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP
N/A
WYNN RESORTS FIN LLC / CAP CORP 5.125% 10/01/2029 144A
983133AA7
1305000.00000000
PA
USD
1256062.50000000
0.030276453685
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.05125000
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
15605000.00000000
PA
USD
3745200.00000000
0.090275264442
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
0.06625000
N
N
N
N
N
N
ENERGIZER HLDGS INC NEW
5493000D6NN0V57UME20
ENERGIZER HLDGS INC 4.375% 03/31/2029 144A
29272WAD1
500000.00000000
PA
USD
450625.00000000
0.010861980946
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
0.04375000
N
N
N
N
N
N
LUMEN TECHNOLOGIES
8M3THTGWLTYZVE6BBY25
LUMEN TECHNOLOGIES 6.875% 01/15/2028
156686AM9
613000.00000000
PA
USD
590968.78000000
0.014244863529
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.06875000
N
N
N
N
N
N
DIVERSIFIED HEALTHCARE TR
N/A
DIVERSIFIED HEALTHCARE TR 9.75% 06/15/2025
25525PAA5
3280000.00000000
PA
USD
3464500.00000000
0.083509199418
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.09750000
N
N
N
N
N
N
RAILWORKS HOLDINGS LP/R
N/A
RAILWORKS HOLDINGS LP/R 8.25% 11/15/2028 144A
75079MAA7
1290000.00000000
PA
USD
1315800.00000000
0.031716381756
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.08250000
N
N
N
N
N
N
SINCLAIR TELEVISION GROUP INC
549300CQGEN0CH65UD62
SINCLAIR TELEVISION GROUP INC 5.125% 02/15/2027 144A
829259AW0
1215000.00000000
PA
USD
1105650.00000000
0.026650872084
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.05125000
N
N
N
N
N
N
NCR CORPORATION NEW
549300YKTY8JX1DV2R67
NCR CORPORATION NEW 5.125% 04/15/2029 144A
62886EBA5
1725000.00000000
PA
USD
1705593.75000000
0.041112070600
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.05125000
N
N
N
N
N
N
VMED O2 UK FINANCING I
213800MRR46ECNGZ7L69
VMED O2 UK FINANCING I 4.75% 07/15/2031 144A
92858RAB6
3550000.00000000
PA
USD
3403385.00000000
0.082036067733
Long
DBT
CORP
GB
N
2
2031-07-15
Fixed
0.04750000
N
N
N
N
N
N
PROOFPOINT INC
529900C5FODDK0WSR085
PROOFPOINT TERM 2LN 05/27/2029
74345HAD3
520000.00000000
PA
USD
520000.00000000
0.012534213796
Long
LON
CORP
US
N
2
2029-05-27
Variable
0.00000000
N
N
N
N
N
N
COUNTRY GARDEN HOLDINGS CO LTD
549300MGHLPT1EFHGF84
COUNTRY GARDEN HLDGS CO LTD 5.125% 01/14/2027 REGS
N/A
1930000.00000000
PA
USD
1389600.00000000
0.033495275945
Long
DBT
CORP
KY
N
2
2027-01-14
Fixed
0.05125000
N
N
N
N
N
N
INTELSAT JACKSON HLDGS S A
8XJ8KF85PBKK1TLMFN29
INTELSAT TERM DIP DD SUPERPRIORITY 1LN 07/13/2022
N/A
24634.18000000
PA
USD
24257.03000000
0.000584697692
Long
LON
CORP
LU
N
2
2022-07-13
Variable
0.05391670
N
N
N
N
N
N
GREAT LAKES DREDGE and DOCK CORP
549300H65E3MZ1CX0P05
GREAT LAKES DREDGE and DOCK CORP 5.25% 06/01/2029 144A
390607AF6
525000.00000000
PA
USD
525750.75000000
0.012672831354
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.05250000
N
N
N
N
N
N
REGIONALCARE HOSPITAL PARTNERS HOLDINGS INC / LIFEPOINT HEALTH INC
N/A
REGIONALCARE HOSPITAL PARTNERS HOLDINGS INC / LIFEPOINT HEALTH INC 9.75% 12/01/2026 144A
53219LAR0
2573000.00000000
PA
USD
2698793.97000000
0.065052424254
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
0.09750000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS LP
549300NELT611CL6XM83
EQM MIDSTREAM PARTNERS LP 6.5% 07/01/2027 144A
26885BAH3
1902000.00000000
PA
USD
1989282.78000000
0.047950183973
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
0.06500000
N
N
N
N
N
N
NCL CORP LTD
UNZWILHE4KMRP9K2L524
NCL CORP LTD 5.875% 02/15/2027 144A
62886HBE0
730000.00000000
PA
USD
729580.25000000
0.017585990067
Long
DBT
CORP
BM
N
2
2027-02-15
Fixed
0.05875000
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 3.5% 02/15/2029 144A
68245XAP4
825000.00000000
PA
USD
777562.50000000
0.018742566567
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
0.03500000
N
N
N
N
N
N
SIGMA HOLDCO BV
254900RAPCKVT00GAO59
SIGMA HOLDCO BV 7.875% 05/15/2026 144A
82660CAA0
505000.00000000
PA
USD
444400.00000000
0.010711931944
Long
DBT
CORP
NL
N
2
2026-05-15
Fixed
0.07875000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP 7.625% 03/01/2026 144A
143658BL5
5320000.00000000
PA
USD
5468906.80000000
0.131823936661
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
0.07625000
N
N
N
N
N
N
RACKSPACE TECHNOLOGY GLOBAL INC
N/A
RACKSPACE TECHNOLOGY GLOBAL TERM B 1LN 02/15/2028
75009XAB6
2274665.72500000
PA
USD
2202558.82000000
0.053091044517
Long
LON
CORP
US
N
2
2028-02-15
Variable
0.03500000
N
N
N
N
N
N
COMMERCIAL METALS CO
549300OQS2LO07ZJ7N73
COMMERCIAL METALS CO 4.125% 01/15/2030
201723AQ6
1035000.00000000
PA
USD
1001362.50000000
0.024137099351
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.04125000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC 6.25% 02/15/2029 144A
071734AK3
7273000.00000000
PA
USD
6201396.18000000
0.149480049146
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
0.06250000
N
N
N
N
N
N
MURPHY OIL USA INC
N32S6DTR2ZZ5222WHV58
MURPHY OIL USA INC 3.75% 02/15/2031 144A
626738AF5
425000.00000000
PA
USD
394187.50000000
0.009501596924
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.03750000
N
N
N
N
N
N
HESS MIDSTREAM PARTNERS LP
N/A
HESS MIDSTREAM PARTNERS LP 4.25% 02/15/2030 144A
428102AE7
315000.00000000
PA
USD
304075.80000000
0.007329521322
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.04250000
N
N
N
N
N
N
FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC
N/A
FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC 4.625% 01/15/2029 144A
31556TAA7
825000.00000000
PA
USD
789937.50000000
0.019040856751
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.04625000
N
N
N
N
N
N
ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP
N/A
ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP 9.75% 07/15/2027 144A
019576AB3
2010000.00000000
PA
USD
2100450.00000000
0.050629787247
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.09750000
N
N
N
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
CHEMOURS CO 4.625% 11/15/2029 144A
163851AH1
2215000.00000000
PA
USD
2051643.75000000
0.049453348839
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.04625000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 6.375% 09/01/2028
674599EC5
680000.00000000
PA
USD
768400.00000000
0.018521711309
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
0.06375000
N
N
N
N
N
N
SCRIPPS ESCROW II INC
N/A
SCRIPPS ESCROW II INC 5.375% 01/15/2031 144A
81105DAB1
1175000.00000000
PA
USD
1117425.00000000
0.026934699714
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.05375000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER COMPANY INC
N/A
AMERICAN ELECTRIC POWER INC PC 6.125% 08/15/2025
02557T307
23550.00000000
NS
USD
1238730.00000000
0.029858666646
Long
EP
CORP
US
N
2
N
N
N
ELEMENT SOLUTIONS INC
549300FLGN6P5CU20J91
ELEMENT SOLUTIONS INC 3.875% 09/01/2028 144A
28618MAA4
1177000.00000000
PA
USD
1116313.88000000
0.026907916991
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
0.03875000
N
N
N
N
N
N
LIONS GATE CAPITAL HOLDINGS LLC
549300MWJHNLR35C0837
LIONS GATE CAPITAL HOLDINGS LLC 5.5% 04/15/2029 144A
53627NAE1
745000.00000000
PA
USD
708532.25000000
0.017078643659
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.05500000
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
199611.00000000
0.004811474904
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.05875000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
VISTRA CORP T5Y 7%/VAR PERP 144A
92840MAC6
3785000.00000000
PA
USD
3756612.50000000
0.090550354279
Long
EP
CORP
US
N
2
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Cash Central Fund
31635A105
1012628.34600000
NS
USD
1012830.87000000
0.024413535892
Long
STIV
RF
US
N
1
N
N
N
EG AMERICA LLC
549300BY1CRYVPEG9R57
EG GROUP TERM B 1LN 03/10/2026
N/A
862696.02000000
PA
USD
857304.17000000
0.020664680298
Long
LON
CORP
US
N
2
2026-03-10
Variable
0.04750000
N
N
N
N
N
N
ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP
N/A
ICAHN ENTERPRISES LP/FIN CORP 5.25% 05/15/2027
451102BZ9
4446000.00000000
PA
USD
4412655.00000000
0.106363771499
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.05250000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO DISTRIBUTION INC 7.25% 06/15/2028 144A
95081QAP9
1015000.00000000
PA
USD
1089764.90000000
0.026267973546
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.07250000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DAVITA INC 3.75% 02/15/2031 144A
23918KAT5
2445000.00000000
PA
USD
2234118.75000000
0.053851773190
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.03750000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
LAMAR MEDIA CORP 4.875% 01/15/2029
513075BW0
535000.00000000
PA
USD
536337.50000000
0.012928017100
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.04875000
N
N
N
N
N
N
FIRST QUANTUM MINERALS LTD
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS LTD 7.5% 04/01/2025 144A
335934AL9
1081000.00000000
PA
USD
1102957.81000000
0.026585978844
Long
DBT
CORP
CA
N
2
2025-04-01
Fixed
0.07500000
N
N
N
N
N
N
EXTERRAN ENERGY SOLUTIONS LP / EES FIN CORP
549300SUVC37AAD0DT62
EXTERRAN ENERGY SOLUTIONS LP / EES FIN CORP 8.125% 05/01/2025
30227KAE9
575000.00000000
PA
USD
577251.13000000
0.013914209764
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.08125000
N
N
N
N
N
N
ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC
N/A
ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC 5.25% 08/15/2027 144A
03969AAP5
610000.00000000
PA
USD
579843.55000000
0.013976698123
Long
DBT
CORP
IE
N
2
2027-08-15
Fixed
0.05250000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
MOLINA HEALTHCARE INC 3.875% 11/15/2030 144A
60855RAK6
855000.00000000
PA
USD
840037.50000000
0.020248480042
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
0.03875000
N
N
N
N
N
N
BRAND INDUSTRIAL SERVICES INC
549300B658W2BPDQMW42
BRAND INDUSTRIAL SERVICES INC 8.5% 07/15/2025 144A
10524PAB6
2769000.00000000
PA
USD
2540557.50000000
0.061238251667
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.08500000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS HOLDINGS LLC
N/A
FRONTIER COMMUNICATIONS HOLDINGS LLC 6.75% 05/01/2029 144A
35906ABG2
1690000.00000000
PA
USD
1640643.55000000
0.039546494268
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
0.06750000
N
N
N
N
N
N
CITGO PETROLEUM CORP
YX52P86PXMLYDOTUQ225
CITGO PETROLEUM CORP 6.375% 06/15/2026 144A
17302XAM8
2511000.00000000
PA
USD
2491665.30000000
0.060059741498
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.06375000
N
N
N
N
N
N
CANO HEALTH LLC
N/A
CANO HEALTH LLC 6.25% 10/01/2028 144A
13782CAA8
1010000.00000000
PA
USD
896708.30000000
0.021614487586
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
0.06250000
N
N
N
N
N
N
ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC
N/A
ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 4% 09/01/2029 144A
03969YAB4
1240000.00000000
PA
USD
1162872.00000000
0.028030165895
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
0.04000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO DISTRIBUTION INC 7.125% 06/15/2025 144A
95081QAN4
1275000.00000000
PA
USD
1335256.50000000
0.032185366238
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.07125000
N
N
N
N
N
N
SCIENCE APPLICATIONS INTERNATIONAL CORP
549300LZPNZIXQGZPZ48
SCIENCE APPLICATIONS INTERNATIONAL CORP 4.875% 04/01/2028 144A
808625AA5
1645000.00000000
PA
USD
1605174.55000000
0.038691540365
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
0.04875000
N
N
N
N
N
N
INTELLIGENT PACKAGING LTD FINCO INC / INTELLIGENT PACKAGING LTD CO-ISSUER LLC
N/A
INTELLIGENT PACKAGING LTD FINCO INC / INTELLIGENT PACKAGING LTD CO-ISSUER LLC 6% 09/15/2028 144A
45827MAA5
1287000.00000000
PA
USD
1250873.91000000
0.030151386577
Long
DBT
CORP
CA
N
2
2028-09-15
Fixed
0.06000000
N
N
N
N
N
N
NCL CORP LTD
UNZWILHE4KMRP9K2L524
NCL CORP LTD 7.75% 02/15/2029 144A
62886HBG5
1420000.00000000
PA
USD
1462316.00000000
0.035248041119
Long
DBT
CORP
BM
N
2
2029-02-15
Fixed
0.07750000
N
N
N
N
N
N
CABLEVISION LIGHTPATH LLC
5493002ZVBLRLGES1R71
CABLEVISION LIGHTPATH LLC 5.625% 09/15/2028 144A
12687GAB5
1575000.00000000
PA
USD
1425375.00000000
0.034357605750
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
0.05625000
N
N
N
N
N
N
FORD MOTOR CO
20S05OYHG0MQM4VUIC57
FORD MOTOR CO 9.625% 04/22/2030
345370CX6
1175000.00000000
PA
USD
1614579.25000000
0.038918233674
Long
DBT
CORP
US
N
2
2030-04-22
Fixed
0.09625000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
ALTICE FRANCE SA 5.125% 07/15/2029 144A
02156LAF8
5350000.00000000
PA
USD
4841750.00000000
0.116706787786
Long
DBT
CORP
FR
N
2
2029-07-15
Fixed
0.05125000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
ROYAL CARIBBEAN CDS SWAP 5% 12/20/2023
N/A
860000.00000000
NC
USD
39251.17000000
0.000946120301
N/A
DCR
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
ROYAL CARIBBEAN CRUISES LTD
ROYAL CARIBBEAN CRUISES LTD 5.25% 11/15/2022
Y
2023-12-20
0.00000000
USD
14544.73000000
USD
860000.00000000
USD
53795.90000000
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
COMMSCOPE INC 6% 03/01/2026 144A
20338QAD5
4103000.00000000
PA
USD
4199502.56000000
0.101225890241
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
0.06000000
N
N
N
N
N
N
OPEN TEXT CORPORATION
549300UQROQS42RKHM85
OPEN TEXT CORPORATION 3.875% 12/01/2029 144A
683715AD8
1480000.00000000
PA
USD
1396787.00000000
0.033668513242
Long
DBT
CORP
CA
N
2
2029-12-01
Fixed
0.03875000
N
N
N
N
N
N
GPD COS INC
N/A
GPD COS INC 10.125% 04/01/2026 144A
64051NAA1
1535000.00000000
PA
USD
1611750.00000000
0.038850036704
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.10125000
N
N
N
N
N
N
GOODYEAR TIRE and RUBBER CO
5493002BI0S2ZQUY3437
GOODYEAR TIRE and RUBBER CO 5.625% 04/30/2033
382550BK6
53000.00000000
PA
USD
50978.32000000
0.001228794542
Long
DBT
CORP
US
N
2
2033-04-30
Fixed
0.05625000
N
N
N
N
N
N
VIRGIN MEDIA FINANCE PLC
2138001LVYC87DDHT482
VIRGIN MEDIA FINANCE PLC 5% 07/15/2030 144A
92769VAJ8
335000.00000000
PA
USD
314900.00000000
0.007590430624
Long
DBT
CORP
GB
N
2
2030-07-15
Fixed
0.05000000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
LAMAR MEDIA CORP 4% 02/15/2030
513075BT7
178000.00000000
PA
USD
171329.45000000
0.004129769146
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.04000000
N
N
N
N
N
N
CVR ENERGY INC
529900SOYZIXZBTXB558
CVR ENERGY INC 5.25% 02/15/2025 144A
12662PAB4
1294000.00000000
PA
USD
1252630.82000000
0.030193735588
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.05250000
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
1062000.00000000
PA
USD
1069965.00000000
0.025790711662
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
0.07000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS LTD
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS LTD 6.5% 03/01/2024 144A
335934AP0
2185000.00000000
PA
USD
2209581.25000000
0.053260314976
Long
DBT
CORP
CA
N
2
2024-03-01
Fixed
0.06500000
N
N
N
N
N
N
NEXTERA ENERGY INC
N/A
NEXTERA ENERGY INC 5.279% PC 03/01/23
65339F770
47600.00000000
NS
USD
2360960.00000000
0.056909187316
Long
EP
CORP
US
N
2
N
N
N
MUELLER WTR PRODS INC
549300F7ZU4P1F8V8L60
MUELLER WTR PRODS INC 4% 06/15/2029 144A
624758AF5
1615000.00000000
PA
USD
1542098.90000000
0.037171148668
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.04000000
N
N
N
N
N
N
BATH and BODY WORKS INC
GR3KVMWVCR54YWQNXU90
BATH and BODY WORKS INC 6.694% 01/15/2027
501797AQ7
780000.00000000
PA
USD
855075.00000000
0.020610947811
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.06694000
N
N
N
N
N
N
ACURIS FINANCE US INC
213800PHEXJH1L7ZN896
ION ANALYTICS TERM 1 LN 02/16/2028
00510DAB0
694010.41300000
PA
USD
689242.56000000
0.016613680008
Long
LON
CORP
US
N
2
2028-02-16
Variable
0.04500000
N
N
N
N
N
N
TEGNA INC
549300YC5EDBGX85AO10
TEGNA INC 5% 09/15/2029
87901JAH8
380000.00000000
PA
USD
378955.00000000
0.009134428825
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
0.05000000
N
N
N
N
N
N
DIGICEL LTD
N/A
DIGICEL LTD 6.75% 03/01/2023 144A
25380QAH2
7925000.00000000
PA
USD
7474265.63000000
0.180161621879
Long
DBT
CORP
BM
N
2
2023-03-01
Fixed
0.06750000
N
N
N
N
N
N
UST BILLS
N/A
UST BILLS 0% 05/19/2022
912796H44
750000.00000000
PA
USD
749499.12000000
0.018066119635
Long
DBT
UST
US
N
2
2022-05-19
Fixed
0.00000000
N
N
N
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
DANAHER CORP SER B 5% PC 04/15/2023
235851409
1075.00000000
NS
USD
1600934.43000000
0.038589335422
Long
EP
CORP
US
N
2
N
N
N
JELD-WEN INC
549300XWE6NM0N1HFW16
JELD-WEN INC 4.625% 12/15/2025 144A
475795AC4
450000.00000000
PA
USD
441675.00000000
0.010646247843
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.04625000
N
N
N
N
N
N
DYNASTY ACQUISITION CO INC
549300L1RCRPOAUCB870
STANDARDAERO TERM B-1 04/08/2026
26812CAE6
971123.74750000
PA
USD
940106.06000000
0.022660558360
Long
LON
CORP
US
N
2
2026-04-08
Variable
0.03723750
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO 4.375% 06/01/2046
50077LAB2
525000.00000000
PA
USD
538125.00000000
0.012971103459
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
0.04375000
N
N
N
N
N
N
GRAPHIC PACKAGING INTL INC
SO75N4VY5NXGQSK8YQ65
GRAPHIC PACKAGING INTL INC 3.75% 02/01/2030 144A
38869AAD9
1275000.00000000
PA
USD
1214915.63000000
0.029284638944
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
0.03750000
N
N
N
N
N
N
HERTZ CORP
549300PD0C69OJ0NLB27
HERTZ CORP 5% 12/01/2029 144A
428040DB2
800000.00000000
PA
USD
746240.00000000
0.017987560968
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
0.05000000
N
N
N
N
N
N
VIAVI SOLUTIONS INC
5493006K3E3N1QOBF092
VIAVI SOLUTIONS INC 3.75% 10/01/2029 144A
925550AF2
1050000.00000000
PA
USD
995200.50000000
0.023988568917
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.03750000
N
N
N
N
N
N
TEVA PHARMACEUTICAL FIN NETH III B V
5493004T21MOAFINJP35
TEVA PHARMACEUTICAL FIN NETH III B V 5.125% 05/09/2029
88167AAQ4
2680000.00000000
PA
USD
2568237.30000000
0.061905452688
Long
DBT
CORP
NL
N
2
2029-05-09
Fixed
0.05125000
N
N
N
N
N
N
BANCO DO BRASIL SA CAYMAN ISLANDS BRANCH
QE0Q0253K88YAGNPE356
BANCO DO BRASIL GR CAYMAN BRH 9.0% PERP REGS
N/A
1600000.00000000
PA
USD
1685200.00000000
0.040620494403
Long
EP
CORP
KY
N
2
N
N
N
ACRISURE LLC / ACRISURE FINANCE INC
N/A
ACRISURE LLC / ACRISURE FINANCE INC 6% 08/01/2029 144A
00489LAH6
1250000.00000000
PA
USD
1126975.00000000
0.027164895371
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
0.06000000
N
N
N
N
N
N
JAGUAR LD ROVER AUTOMOTIVE PLC
529900L73GEWN1O5NH84
JAGUAR LD ROVER AUTOMOTIVE PLC 7.75% 10/15/2025 144A
47010BAJ3
1500000.00000000
PA
USD
1580617.50000000
0.038099610914
Long
DBT
CORP
GB
N
2
2025-10-15
Fixed
0.07750000
N
N
N
N
N
N
TRANSOCEAN GUARDIAN LTD
N/A
TRANSOCEAN GUARDIAN LTD 5.875% 01/15/2024 144A
893800AA0
809540.22000000
PA
USD
774495.22000000
0.018668632061
Long
DBT
CORP
KY
N
2
2024-01-15
Fixed
0.05875000
N
N
N
N
N
N
DCP MIDSTREAM LP
52990024YYS3MLGW0E91
DCP MIDSTREAM LP 7.375%/VAR PERP
23311PAA8
700000.00000000
PA
USD
661500.00000000
0.015944966204
Long
EP
CORP
US
N
2
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN INC 5.45% 03/15/2043
35671DBC8
1840000.00000000
PA
USD
2116276.00000000
0.051011261223
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
0.05450000
N
N
N
N
N
N
ZIPRECRUITER INC
549300HLOVNNFCY2IV80
ZIPRECRUITER INC 5% 01/15/2030 144A
98980BAA1
640000.00000000
PA
USD
630156.80000000
0.015189461647
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.05000000
N
N
N
N
N
N
B and G FOODS INC
549300TRW1LZMDJZAQ78
B and G FOODS INC 5.25% 09/15/2027
05508WAB1
3305000.00000000
PA
USD
3295382.45000000
0.079432746479
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.05250000
N
N
N
N
N
N
STATE STR INVT TR
549300CCOK7OZZUAS108
State Street Instl US Govt MMkt Premier
857492706
38750980.81000000
NS
USD
38750980.81000000
0.934063612101
Long
EC
RF
US
N
1
N
N
N
SCRIPPS ESCROW II INC
N/A
SCRIPPS ESCROW II INC 3.875% 01/15/2029 144A
81105DAA3
600000.00000000
PA
USD
562284.00000000
0.013553438212
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.03875000
N
N
N
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
LIFEPOINT HEALTH INC 5.375% 01/15/2029 144A
53219LAU3
875000.00000000
PA
USD
822675.00000000
0.019829969874
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.05375000
N
N
N
N
N
N
MOTION BONDCO DAC
635400KFD3IETNQLA755
MOTION BONDCO DAC 6.625% 11/15/2027 144A
61978XAA5
3400000.00000000
PA
USD
3306500.00000000
0.079700726765
Long
DBT
CORP
IE
N
2
2027-11-15
Fixed
0.06625000
N
N
N
N
N
N
ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP
N/A
ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP 4.625% 06/01/2028 144A
049362AA4
1940000.00000000
PA
USD
1815316.01000000
0.043756844187
Long
DBT
CORP
LU
N
2
2028-06-01
Fixed
0.04625000
N
N
N
N
N
N
CA MAGNUM HOLDINGS
549300ZRDHFR078MFZ78
CA MAGNUM HOLDINGS 5.375% 10/31/2026 144A
12674CAA1
250000.00000000
PA
USD
250312.50000000
0.006033596905
Long
DBT
CORP
MU
N
2
2026-10-31
Fixed
0.05375000
N
N
N
N
N
N
ULTIMATE SOFTWARE GROUP INC
529900FKHWSTQ1GXK240
UKG TERM 1LN 05/03/2026
N/A
3747395.75000000
PA
USD
3719290.28000000
0.089650729885
Long
LON
CORP
US
N
2
2026-05-03
Variable
0.03750000
N
N
N
N
N
N
CAESARS ENTERTAINMENT INC
5299000BKFWWVND5L441
CAESARS ENTERTAINMENT INC 6.25% 07/01/2025 144A
28470RAH5
780000.00000000
PA
USD
808782.00000000
0.019495089428
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.06250000
N
N
N
N
N
N
PM GENERAL PURCHASER LLC
N/A
PM GENERAL PURCHASER LLC 9.5% 10/01/2028 144A
69356MAA4
2955000.00000000
PA
USD
2826841.65000000
0.068138918480
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
0.09500000
N
N
N
N
N
N
LSB INDUSTRIES INC
5493001H215A0HG0MI71
LSB INDUSTRIES INC 6.25% 10/15/2028 144A
502160AN4
1485000.00000000
PA
USD
1492425.00000000
0.035973796202
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.06250000
N
N
N
N
N
N
PRESTIGE BRANDS INC
549300JBVP4J6D42I235
PRESTIGE BRANDS INC 3.75% 04/01/2031 144A
74112BAM7
1357000.00000000
PA
USD
1250407.65000000
0.030140147726
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
0.03750000
N
N
N
N
N
N
PUERTO RICO COMWLTH
N/A
PUERTO RICO COMWLTH PUB IMPT SER A
74514LL96
640000.00000000
PA
USD
640800.00000000
0.015446008078
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
0.05250000
Y
Y
N
N
N
N
EMBARQ CORP
N/A
EMBARQ CORP 7.995% 06/01/2036
29078EAA3
825000.00000000
PA
USD
814687.50000000
0.019637437119
Long
DBT
CORP
US
N
2
2036-06-01
Fixed
0.07995000
N
N
N
N
N
N
TRINET GROUP INC
5299003FJVBETSFKE990
TRINET GROUP INC 3.5% 03/01/2029 144A
896288AA5
1550000.00000000
PA
USD
1458131.50000000
0.035147176854
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.03500000
N
N
N
N
N
N
GULFPORT ENERGY CORP
254900DJRGZBUZ3F5038
GULFPORT ENERGY OPERATING CORP 8% 05/17/2026 144A
402635AR7
1200000.00000000
PA
USD
1269000.00000000
0.030588302514
Long
DBT
CORP
US
N
2
2026-05-17
Fixed
0.08000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
ONEMAIN FINANCE CORP 5.375% 11/15/2029
85172FAR0
3520000.00000000
PA
USD
3540627.20000000
0.085344189034
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.05375000
N
N
N
N
N
N
ROLLER BEARING CO OF AMERICA
N/A
ROLLER BEARING CO OF AMERICA 4.375% 10/15/2029 144A
775631AD6
2815000.00000000
PA
USD
2716475.00000000
0.065478612351
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
0.04375000
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
4012000.00000000
PA
USD
4155188.28000000
0.100157727434
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
0.05750000
N
N
N
N
N
N
SCIL IV LLC / SCIL USA HOLDINGS LLC
N/A
SCIL IV LLC / SCIL USA HOLDINGS LLC 5.375% 11/01/2026 144A
78397UAA8
705000.00000000
PA
USD
703879.05000000
0.016966481729
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
0.05375000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO 5.5% 06/01/2050
50077LBJ4
1325000.00000000
PA
USD
1586687.50000000
0.038245923755
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
0.05500000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC 3.375% 02/15/2029 144A
629377CQ3
1245000.00000000
PA
USD
1156231.50000000
0.027870101575
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.03375000
N
N
N
N
N
N
TRIVIUM PACKAGING FINANCE BV
724500GMZWW3PVYET548
TRIVIUM PACKAGING FINANCE BV 5.5% 08/15/2026 144A
89686QAA4
1489000.00000000
PA
USD
1502832.81000000
0.036224668732
Long
DBT
CORP
NL
N
2
2026-08-15
Fixed
0.05500000
N
N
N
N
N
N
HILTON DOMESTIC OPERATING CO INC
5493003EG7H0N1E4XV50
HILTON DOMESTIC OPERATING CO INC 5.75% 05/01/2028 144A
432833AH4
325000.00000000
PA
USD
339625.00000000
0.008186408385
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
0.05750000
N
N
N
N
N
N
FINASTRA USA INC
549300ZB2RO6QC7YTK71
MISYS LIMITED TERM 2LN 06/13/2025
02034DAF4
1450000.00000000
PA
USD
1437472.00000000
0.034649194950
Long
LON
CORP
US
N
2
2025-06-13
Variable
0.08250000
N
N
N
N
N
N
KB HOME
549300LGUCWQURMWLG09
KB HOME 4.8% 11/15/2029
48666KAY5
1575000.00000000
PA
USD
1573818.75000000
0.037935732094
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.04800000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
VISTRA CORP 8%/VAR PERP 144A
92840MAB8
7820000.00000000
PA
USD
8035050.00000000
0.193678912624
Long
EP
CORP
US
N
2
N
N
N
UNIVAR SOLUTIONS USA INC
5493008FTB9VZW6CVA82
UNIVAR SOLUTIONS USA INC 5.125% 12/01/2027 144A
91337CAA4
1510000.00000000
PA
USD
1537421.60000000
0.037058405826
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
0.05125000
N
N
N
N
N
N
PRESIDIO HOLDING INC
N/A
PRESIDIO HOLDING INC 8.25% 02/01/2028 144A
74101XAF7
1290000.00000000
PA
USD
1321476.00000000
0.031853197520
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.08250000
N
N
N
N
N
N
DUN and BRADSTREET CORP/THE
RI37BMPWE56BCJ747E14
DUN and BRADSTREET TERM B 1LN 02/08/2026
N/A
2713184.57000000
PA
USD
2681521.71000000
0.064636089255
Long
LON
CORP
US
N
2
2026-02-08
Variable
0.00000000
N
N
N
N
N
N
MGM RESORTS INTERNATIONAL
54930066VBP7DZEGGJ87
MGM RESORTS INTERNATIONAL 4.75% 10/15/2028
552953CH2
4363000.00000000
PA
USD
4343944.60000000
0.104707558338
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.04750000
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
2375000.00000000
PA
USD
2451950.00000000
0.059102433688
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.06500000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
NOVELIS CORP 3.875% 08/15/2031 144A
670001AH9
750000.00000000
PA
USD
690937.50000000
0.016654535278
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
0.03875000
N
N
N
N
N
N
ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP
N/A
ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.75% 03/01/2027 144A
03690AAD8
1175000.00000000
PA
USD
1196784.50000000
0.028847601521
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 4.25% 01/15/2034 144A
1248EPCP6
1115000.00000000
PA
USD
1025131.00000000
0.024710021391
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
0.04250000
N
N
N
N
N
N
UNITED WHOLESALE MORTGAGE LLC
549300HW662MN1WU8550
UNITED WHOLESALE MORTGAGE LLC 5.75% 06/15/2027 144A
913229AC4
1530000.00000000
PA
USD
1461983.85000000
0.035240034889
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
0.05750000
N
N
N
N
N
N
JANE STREET GRP/JSG FIN
N/A
JANE STREET GRP/JSG FIN 4.5% 11/15/2029 144A
47077WAA6
1645000.00000000
PA
USD
1603875.00000000
0.038660215678
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.04500000
N
N
N
N
N
N
CCO HLDGS LLC/CCO HLDGS CAP CORP
N/A
CCO HLDGS LLC/CAP CORP 4.75% 03/01/2030 144A
1248EPCD3
732000.00000000
PA
USD
718813.02000000
0.017326453985
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.04750000
N
N
N
N
N
N
XPLORNET COMMUNICATIONS INC
2138007ZVGYYNWEGU394
XPLORNET TERM 1LN 10/01/2028
N/A
2793000.00000000
PA
USD
2763086.97000000
0.066602159269
Long
LON
CORP
CA
N
2
2028-10-01
Variable
0.00000000
N
N
N
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
CARVANA CO 5.875% 10/01/2028 144A
146869AD4
240000.00000000
PA
USD
214200.00000000
0.005163131913
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
0.05875000
N
N
N
N
N
N
WYNDHAM HOTELS and RESORTS INC
549300FE3MQ4RVXXC673
WYNDHAM HOTELS and RESORTS INC 4.375% 08/15/2028 144A
98311AAB1
715000.00000000
PA
USD
704275.00000000
0.016976025810
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
0.04375000
N
N
N
N
N
N
ENLINK MIDSTREAM LLC
54930000GY1H533OBE23
ENLINK MIDSTREAM LLC 5.625% 01/15/2028 144A
29336TAC4
390000.00000000
PA
USD
393900.00000000
0.009494666950
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.05625000
N
N
N
N
N
N
YUM BRANDS INC
549300JE8XHZZ7OHN517
YUM BRANDS INC 4.625% 01/31/2032
988498AP6
1480000.00000000
PA
USD
1450400.00000000
0.034960814789
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
0.04625000
N
N
N
N
N
N
NEW ENTERPRISE STONE and LIME CO INC
549300O5DQ5Y61B8VF38
NEW ENTERP STONE and LIME CO INC 5.25% 07/15/2028 144A
644274AH5
1445000.00000000
PA
USD
1405262.50000000
0.033872808875
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.05250000
N
N
N
N
N
N
CVR ENERGY INC
529900SOYZIXZBTXB558
CVR ENERGY INC 5.75% 02/15/2028 144A
12662PAD0
2272000.00000000
PA
USD
2141360.00000000
0.051615892413
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.05750000
N
N
N
N
N
N
PENNYMAC FINANCIAL SERVICES INC
549300W1D516HBDEU871
PENNYMAC FINANCIAL SERVICES INC 5.375% 10/15/2025 144A
70932MAA5
1085000.00000000
PA
USD
1079575.00000000
0.026022353575
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.05375000
N
N
N
N
N
N
CHARLES RIVER LABORATORIES INTERNATIONAL INC
549300BSQ0R4UZ5KX287
CHARLES RIVER LABS INTL INC 4.25% 05/01/2028 144A
159864AE7
120000.00000000
PA
USD
118950.00000000
0.002867201405
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
0.04250000
N
N
N
N
N
N
ROCKIES EXPRESS PIPELINE LLC
W2ZGZGZKY5GGNY6F3V51
ROCKIES EXPRESS PIPELINE LLC 4.95% 07/15/2029 144A
77340RAR8
1070000.00000000
PA
USD
1035225.00000000
0.024953329764
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
0.04950000
N
N
N
N
N
N
DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC
N/A
DIRECTV HLDGS LLC/DIRECTV FIN 5.875% 08/15/2027 144A
25461LAA0
1275000.00000000
PA
USD
1274566.50000000
0.030722478862
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
0.05875000
N
N
N
N
N
N
SUNOCO LP / SUNOCO FIN CORP
N/A
SUNOCO LP / SUNOCO FIN CORP 5.875% 03/15/2028
86765LAN7
140000.00000000
PA
USD
142450.00000000
0.003433651452
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.05875000
N
N
N
N
N
N
CONSTELLIUM SE
724500KRJEMC79KAAU28
CONSTELLIUM SE 5.875% 02/15/2026 144A
210383AG0
879000.00000000
PA
USD
889987.50000000
0.021452487694
Long
DBT
CORP
FR
N
2
2026-02-15
Fixed
0.05875000
N
N
N
N
N
N
TITAN INTERNATIONAL INC
254900CXRGBE7C4B5A06
TITAN INTERNATIONAL INC 7% 04/30/2028
88830MAM4
575000.00000000
PA
USD
594489.63000000
0.014329731004
Long
DBT
CORP
US
N
2
2028-04-30
Fixed
0.07000000
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
3019000.00000000
PA
USD
3079380.00000000
0.074226167846
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.07875000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO 7.125% 08/01/2039 144A
42307TAH1
525000.00000000
PA
USD
713506.50000000
0.017198544261
Long
DBT
CORP
US
N
2
2039-08-01
Fixed
0.07125000
N
N
N
N
N
N
AMN HEALTHCARE
549300H27NUKBFFQEE84
AMN HEALTHCARE 4% 04/15/2029 144A
00175PAC7
2647000.00000000
PA
USD
2512267.70000000
0.060556347049
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.04000000
N
N
N
N
N
N
FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC
N/A
FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC 6.75% 01/15/2030 144A
31556TAC3
3480000.00000000
PA
USD
3312733.80000000
0.079850987884
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.06750000
N
N
N
N
N
N
VMED O2 UK FINANCING I
213800MRR46ECNGZ7L69
VMED O2 UK FINANCING I 4.25% 01/31/2031 144A
92858RAA8
1292000.00000000
PA
USD
1188640.00000000
0.028651284398
Long
DBT
CORP
GB
N
2
2031-01-31
Fixed
0.04250000
N
N
N
N
N
N
LSF9 ATLANTIS HOLDINGS LLC / VICTRA FINANCE CORP
N/A
LSF9 ATLANTIS HOLDINGS LLC / VICTRA FINANCE CORP 7.75% 02/15/2026 144A
50220MAA8
1220000.00000000
PA
USD
1174250.00000000
0.028304424135
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.07750000
N
N
N
N
N
N
SCOTTS MIRACLE GRO CO (THE)
2TH9E0JTOUXOEGI2R879
SCOTTS MIRACLE GRO CO (THE) WI 4% 04/01/2031
810186AX4
1275000.00000000
PA
USD
1169812.50000000
0.028197461493
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
0.04000000
N
N
N
N
N
N
LIKEWIZE CORP
TF9O1XIG83ZLXX7WN472
LIKEWIZE CORP 9.75% 10/15/2025 144A
10947XAA0
2085000.00000000
PA
USD
2168400.00000000
0.052267671531
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.09750000
N
N
N
N
N
N
SPCM SA
969500F7036FEDYPRV54
SPCM SA 3.375% 03/15/2030 144A
7846ELAE7
600000.00000000
PA
USD
543078.00000000
0.013090491846
Long
DBT
CORP
FR
N
2
2030-03-15
Fixed
0.03375000
N
N
N
N
N
N
SERVICE CORP INTERNATIONAL INC
549300RKVM2ME20JHZ15
SERVICE CORP INTERNATIONAL INC 5.125% 06/01/2029
817565CE2
460000.00000000
PA
USD
471500.00000000
0.011365157317
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.05125000
N
N
N
N
N
N
MERCER INTERNATIONAL INC
549300Z5IAG39VRTY874
MERCER INTERNATIONAL INC 5.5% 01/15/2026
588056AW1
160000.00000000
PA
USD
160400.00000000
0.003866322871
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.05500000
N
N
N
N
N
N
M/I HOMES INC
5299005M71FH9CCSFB69
M/I HOMES INC 4.95% 02/01/2028
55305BAS0
1335000.00000000
PA
USD
1304962.50000000
0.031455151867
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.04950000
N
N
N
N
N
N
AADVANTAGE LOYALTY IP LTD
N/A
AADVANTAGE TERM B 1LN 04/20/2028
02376CBJ3
2050000.00000000
PA
USD
2084173.50000000
0.050237454303
Long
LON
CORP
KY
N
2
2028-04-20
Variable
0.05500000
N
N
N
N
N
N
TEREX CORP
YAWJZJYEQ7M1SYMOS462
TEREX CORP NEW 5% 05/15/2029 144A
880779BA0
1475000.00000000
PA
USD
1460589.25000000
0.035206419092
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.05000000
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
780000.00000000
PA
USD
783315.00000000
0.018881226307
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.06875000
N
N
N
N
N
N
WOLVERINE WORLD WIDE INC
549300OVC7PK14LQ8D87
WOLVERINE WORLD WIDE INC 4% 08/15/2029 144A
978097AG8
4670000.00000000
PA
USD
4308075.00000000
0.103842948271
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
0.04000000
N
N
N
N
N
N
WYNN MACAU LIMITED
254900NMDQ8ENTHU1I31
WYNN MACAU LIMITED 5.5% 10/01/2027 144A
98313RAD8
3235000.00000000
PA
USD
2812185.50000000
0.067785642869
Long
DBT
CORP
KY
N
2
2027-10-01
Fixed
0.05500000
N
N
N
N
N
N
AXALTA COATING SYSTEMS LLC / AXALTA COATING SYSTEMS DUTCH HOLDING B BV
N/A
AXALTA COAT/DUTCH HLD BV 4.75% 06/15/2027 144A
05454NAA7
1285000.00000000
PA
USD
1288212.50000000
0.031051405558
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
0.04750000
N
N
N
N
N
N
VIKING OCEAN CRUISES SHIP VII LTD
N/A
VIKING OCEAN CRUISES SHIP VII LTD 5.625% 02/15/2029 144A
92682RAA0
845000.00000000
PA
USD
793078.98000000
0.019116579793
Long
DBT
CORP
BM
N
2
2029-02-15
Fixed
0.05625000
N
N
N
N
N
N
PRIME HEALTHCARE SERVICES
N/A
PRIME HEALTHCARE SERVICES 7.25% 11/01/2025 144A
74165HAB4
2175000.00000000
PA
USD
2224459.50000000
0.053618944143
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
0.07250000
N
N
N
N
N
N
NEW ALBERTSONS LP
549300NTX8OHLI2I0Q54
NEW ALBERTSONS LP 8% 05/01/2031
013104AL8
415000.00000000
PA
USD
493850.00000000
0.011903887467
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
0.08000000
N
N
N
N
N
N
ADAPTHEALTH LLC
N/A
ADAPTHEALTH LLC 5.125% 03/01/2030 144A
00653VAE1
855000.00000000
PA
USD
788737.50000000
0.019011931642
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.05125000
N
N
N
N
N
N
CAMELOT FIN S A
N/A
CLARIVATE TERM INCR B 1LN 10/31/2026
N/A
1579050.00000000
PA
USD
1568691.43000000
0.037812141854
Long
LON
CORP
LU
N
2
2026-10-31
Variable
0.04000000
N
N
N
N
N
N
VIASAT INC
UFC8NYMNFSYIHNSM2I38
VIASAT INC 5.625% 04/15/2027 144A
92552VAL4
1155000.00000000
PA
USD
1153810.35000000
0.027811741552
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.05625000
N
N
N
N
N
N
UNITED RENTALS NORTH AMER INC
NGIZXNT70J2LYT3FBI09
UNITED RENTALS NORTH AMER INC 4.875% 01/15/2028
911365BG8
1410000.00000000
PA
USD
1439031.90000000
0.034686795181
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.04875000
N
N
N
N
N
N
CAESARS ENTERTAINMENT INC
5299000BKFWWVND5L441
CAESARS ENTERTAINMENT INC 4.625% 10/15/2029 144A
12769GAA8
2435000.00000000
PA
USD
2310206.25000000
0.055685805867
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
0.04625000
N
N
N
N
N
N
CCO HLDGS LLC/CCO HLDGS CAP CORP
N/A
CCO HLDGS LLC/CAP CORP 4.5% 05/01/2032
1248EPCN1
6784000.00000000
PA
USD
6444800.00000000
0.155347117452
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
0.04500000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO 5% 06/04/2042
50076QAE6
825000.00000000
PA
USD
909562.50000000
0.021924328531
Long
DBT
CORP
US
N
2
2042-06-04
Fixed
0.05000000
N
N
N
N
N
N
CALPINE CORPORATION
43R4VPJBXTU2O15HEF41
CALPINE CORPORATION 4.625% 02/01/2029 144A
131347CP9
425000.00000000
PA
USD
394187.50000000
0.009501596924
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.04625000
N
N
N
N
N
N
HILLENBRAND INC
U246OE781574J2BUD366
HILLENBRAND INC 5.75% 06/15/2025
431571AD0
155000.00000000
PA
USD
160682.30000000
0.003873127502
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.05750000
N
N
N
N
N
N
NEWS CORP NEW
549300ITS31QK8VRBQ14
NEWS CORP NEW 5.125% 02/15/2032 144A
65249BAB5
605000.00000000
PA
USD
618612.50000000
0.014911194869
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
0.05125000
N
N
N
N
N
N
NEW FORTRESS ENERGY INC
N/A
NEW FORTRESS ENERGY INC 6.75% 09/15/2025 144A
644393AA8
2759000.00000000
PA
USD
2652061.16000000
0.063925964578
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.06750000
N
N
N
N
N
N
TEVA PHARMACEUTICAL FIN NETH III B V
5493004T21MOAFINJP35
TEVA PHARMACEUTICAL FIN NETH III B V 6.75% 03/01/2028
88167AAK7
1500000.00000000
PA
USD
1573500.00000000
0.037928048862
Long
DBT
CORP
NL
N
2
2028-03-01
Fixed
0.06750000
N
N
N
N
N
N
LD HOLDINGS GROUP LLC
N/A
LD HOLDINGS GROUP LLC 6.5% 11/01/2025 144A
521088AA2
675000.00000000
PA
USD
641250.00000000
0.015456854994
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
0.06500000
N
N
N
N
N
N
SHIMAO GROUP HOLDINGS LTD
254900WTJ6B5CU69ZD26
SHIMAO GROUP HLDGS LTD 5.6% 07/15/2026 REGS
N/A
1460000.00000000
PA
USD
423400.00000000
0.010205742541
Long
DBT
CORP
KY
N
2
2026-07-15
Fixed
0.05600000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
N/A
US LONG BOND(CBT) FUT JUN22 USM2
N/A
25.00000000
NC
USD
51809.95000000
0.001248840365
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
N/A
Long
UST NOTES
UST NOTES 0% 06/30/2040
2022-06-21
3865377.55000000
USD
51809.95000000
N
N
N
SERVICE CORP INTERNATIONAL INC
549300RKVM2ME20JHZ15
SERVICE CORP INTERNATIONAL INC 4% 05/15/2031
817565CG7
1105000.00000000
PA
USD
1046987.50000000
0.025236856090
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
0.04000000
N
N
N
N
N
N
ROCKIES EXPRESS PIPELINE LLC
W2ZGZGZKY5GGNY6F3V51
ROCKIES EXPRESS PIPELINE LLC 7.5% 07/15/2038 144A
77340RAD9
2800000.00000000
PA
USD
2915500.00000000
0.070275962160
Long
DBT
CORP
US
N
2
2038-07-15
Fixed
0.07500000
N
N
N
N
N
N
BATH and BODY WORKS INC
GR3KVMWVCR54YWQNXU90
BATH and BODY WORKS INC 5.25% 02/01/2028
501797AN4
240000.00000000
PA
USD
249752.40000000
0.006020096111
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.05250000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP 6.875% 11/15/2031
88033GAV2
2695000.00000000
PA
USD
2877532.35000000
0.069360780155
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
0.06875000
N
N
N
N
N
N
HOWARD HUGHES CORP
549300BVHY25JZC1KI49
HOWARD HUGHES CORP 4.375% 02/01/2031 144A
44267DAF4
2880000.00000000
PA
USD
2714400.00000000
0.065428596017
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
0.04375000
N
N
N
N
N
N
ABG INTERMEDIATE HLDGS 2 LLC
54930020NXD0RJB64985
AUTHENTIC BRANDS TERM B3 1LN 12/21/2028
00076VBB5
31044.78000000
PA
USD
30734.33000000
0.000740828198
Long
LON
CORP
US
N
2
2028-12-21
Variable
0.00000000
N
N
N
N
N
N
ARCHROCK PARTNERS L P / ARCHROCK PARTNERS FIN CORP
N/A
ARCHROCK PARTNERS LP / FIN CORP 6.875% 04/01/2027 144A
03959KAA8
865000.00000000
PA
USD
887957.10000000
0.021403546410
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.06875000
N
N
N
N
N
N
ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP
N/A
ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 7.875% 05/15/2026 144A
03690EAA6
525000.00000000
PA
USD
564375.00000000
0.013603840214
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.07875000
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 3.875% 02/15/2029 144A
55303XAL9
950000.00000000
PA
USD
954750.00000000
0.023013539657
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.03875000
N
N
N
N
N
N
PERATON CORP
549300EQPCK07ZW63836
PERATON TERM B 1LN 02/01/2028
71360HAB3
298112.50000000
PA
USD
296249.30000000
0.007140869352
Long
LON
CORP
US
N
2
2028-02-01
Variable
0.04500000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MTR CR CO LLC 3.815% 11/02/2027
345397YT4
730000.00000000
PA
USD
723065.00000000
0.017428944805
Long
DBT
CORP
US
N
2
2027-11-02
Fixed
0.03815000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HLDGS INC 5.5% 12/15/2029 144A
737446AP9
1714000.00000000
PA
USD
1728371.89000000
0.041661120747
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
0.05500000
N
N
N
N
N
N
FORESTAR GROUP INC
549300BC2UB0GHV60V70
FORESTAR GROUP INC 3.85% 05/15/2026 144A
346232AF8
1850000.00000000
PA
USD
1752875.00000000
0.042251750016
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.03850000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC 6.5% 02/01/2029 144A
126307AZ0
2635000.00000000
PA
USD
2667937.50000000
0.064308651962
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.06500000
N
N
N
N
N
N
PATRICK INDUSTRIES INC
549300FZ5ZTCCJ3Z5W14
PATRICK INDUSTRIES INC 7.5% 10/15/2027 144A
703343AC7
700000.00000000
PA
USD
728640.50000000
0.017563338091
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.07500000
N
N
N
N
N
N
TRANSOCEAN SENTRY LTD
N/A
TRANSOCEAN SENTRY LTD 5.375% 05/15/2023 144A
89385AAA3
887314.12100000
PA
USD
856258.13000000
0.020639466281
Long
DBT
CORP
KY
N
2
2023-05-15
Fixed
0.05375000
N
N
N
N
N
N
COMSTOCK RESOURCES INC
I03QQGEA4SS774AURI46
COMSTOCK RESOURCES INC 5.875% 01/15/2030 144A
205768AT1
3635000.00000000
PA
USD
3516626.23000000
0.084765663478
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.05875000
N
N
N
N
N
N
ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC
N/A
ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC 5.25% 08/15/2027 144A
03969AAR1
1884000.00000000
PA
USD
1790861.07000000
0.043167376021
Long
DBT
CORP
IE
N
2
2027-08-15
Fixed
0.05250000
N
N
N
N
N
N
SUPERIOR PLUS LP / SUPERIOR GEN PARTNER INC
N/A
SUPERIOR PLUS LP / SUPERIOR GEN PARTNER INC 4.5% 03/15/2029 144A
86828LAC6
2105000.00000000
PA
USD
2007643.75000000
0.048392761518
Long
DBT
CORP
CA
N
2
2029-03-15
Fixed
0.04500000
N
N
N
N
N
N
INGEVITY CORP
5493009UTFC4B5IMGF87
INGEVITY CORP 3.875% 11/01/2028 144A
45688CAB3
250000.00000000
PA
USD
235612.50000000
0.005679264323
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.03875000
N
N
N
N
N
N
AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP
N/A
AMERIGAS PARTN LP/AMERIGAS FIN 5.5% 05/20/2025
030981AK0
990000.00000000
PA
USD
1007859.60000000
0.024293707121
Long
DBT
CORP
US
N
2
2025-05-20
Fixed
0.05500000
N
N
N
N
N
N
DELTA AIRLINES INC
Q2CCMS6R0AS67HJMBN42
DELTA AIRLINES INC 7.375% 01/15/2026
247361ZZ4
1450000.00000000
PA
USD
1627407.50000000
0.039227449113
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.07375000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
NAVIENT CORP 6.75% 06/15/2026
63938CAJ7
700000.00000000
PA
USD
726250.00000000
0.017505716864
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.06750000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS CORP 5.75% 12/01/2028 144A
25470XBF1
2300000.00000000
PA
USD
2199375.00000000
0.053014300900
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
0.05750000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 7.95% 06/15/2039
674599DH5
1225000.00000000
PA
USD
1543500.00000000
0.037204921143
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
0.07950000
N
N
N
N
N
N
COMPASS MINERALS INTL INC
2549008X9G8XP7YJGC47
COMPASS MINERALS INTL INC 6.75% 12/01/2027 144A
20451NAG6
210000.00000000
PA
USD
218053.82000000
0.005256025382
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
0.06750000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS HOLDINGS LLC
N/A
FRONTIER COMMUNICATIONS HOLDINGS LLC 6% 01/15/2030 144A
35908MAB6
1095000.00000000
PA
USD
1019992.50000000
0.024586161664
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.06000000
N
N
N
N
N
N
TOPBUILD CORP
5493007YSKHOL4RWII46
TOPBUILD CORP 4.125% 02/15/2032 144A
89055FAC7
2150000.00000000
PA
USD
2044435.00000000
0.049279587274
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
0.04125000
N
N
N
N
N
N
INTELSAT JACKSON HLDGS S A
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HLDGS SA 8.5% 10/15/2024 144A
45824TBA2
7200000.00000000
PA
USD
3204000.00000000
0.077230040391
Long
DBT
CORP
LU
N
3
2024-10-15
Fixed
0.08500000
Y
Y
N
N
N
N
LEGACY LIFEPOINT HEALTH LLC
N/A
LEGACY LIFEPOINT HEALTH LLC 4.375% 02/15/2027 144A
53219LAS8
624000.00000000
PA
USD
591240.00000000
0.014251401086
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.04375000
N
N
N
N
N
N
CEDAR FAIR LP / CANADA'S WONDERLAND CO / MAGNUM MANAGEMENT CORP / MILLENNIUM OP
N/A
CEDAR FAIR LP / CANADAS WONDERLAND CO / MAGNUM MANAGEMENT CORP / MILLENNIUM OP 5.375% 04/15/2027
150190AB2
1130000.00000000
PA
USD
1138475.00000000
0.027442094330
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.05375000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
ASURION TERM B9 1LN 07/31/2027
04649VAY6
2208312.50000000
PA
USD
2165537.49000000
0.052198672853
Long
LON
CORP
US
N
2
2027-07-31
Variable
0.03355000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO 6.875% 01/26/2039
50076QAR7
690000.00000000
PA
USD
910800.00000000
0.021954157549
Long
DBT
CORP
US
N
2
2039-01-26
Fixed
0.06875000
N
N
N
N
N
N
MPH ACQUISITION HLDGS LLC
5493002WXOPRPTXWTU06
MPH ACQUISITION HLDGS LLC 5.5% 09/01/2028 144A
553283AD4
2350000.00000000
PA
USD
2279617.50000000
0.054948486767
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
0.05500000
N
N
N
N
N
N
ACURIS FIN US/ACURIS FIN
N/A
ACURIS FIN US/ACURIS FIN 5% 05/01/2028 144A
00511BAA5
2685000.00000000
PA
USD
2490337.50000000
0.060027735865
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
0.05000000
N
N
N
N
N
N
NABORS INDUSTRIES INC
549300VFQWRKICUFNU92
NABORS INDUSTRIES INC 7.375% 05/15/2027 144A
62957HAJ4
75000.00000000
PA
USD
77437.50000000
0.001866573424
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.07375000
N
N
N
N
N
N
TRI POINTE HOMES INC
N/A
TRI POINTE HOMES INC 5.7% 06/15/2028
87265HAG4
1080000.00000000
PA
USD
1088105.40000000
0.026227972531
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.05700000
N
N
N
N
N
N
SUMMIT MATLS LLC / SUMMIT MATLS FIN CORP
N/A
SUMMIT MATLS LLC / FIN CORP 5.25% 01/15/2029 144A
86614RAN7
625000.00000000
PA
USD
627343.75000000
0.015121655166
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.05250000
N
N
N
N
N
N
NABORS INDUSTRIES INC
549300VFQWRKICUFNU92
NABORS INDUSTRIES INC 5.75% 02/01/2025
62957HAF2
2300000.00000000
PA
USD
2208000.00000000
0.053222200120
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
0.05750000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS CORP 5.875% 11/15/2024
25470XAW5
649000.00000000
PA
USD
649000.00000000
0.015643662988
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
0.05875000
N
N
N
N
N
N
NEXSTAR BROADCASTING INC
5493006PK6I4I2OOT688
NEXSTAR BROADCASTING INC 4.75% 11/01/2028 144A
65336YAN3
2100000.00000000
PA
USD
2037000.00000000
0.049100372121
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.04750000
N
N
N
N
N
N
CLEARWAY ENERGY OPERATING LLC
549300Z3NFMM54NWBB87
CLEARWAY ENERGY OPER LLC 4.75% 03/15/2028 144A
18539UAC9
265000.00000000
PA
USD
266363.43000000
0.006420492652
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.04750000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
ONEMAIN FINANCE CORP 6.625% 01/15/2028
85172FAQ2
2701000.00000000
PA
USD
2885775.41000000
0.069559472994
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.06625000
N
N
N
N
N
N
ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP
N/A
ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP 6% 06/01/2029 144A
019576AC1
2975000.00000000
PA
USD
2766750.00000000
0.066690453886
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.06000000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA COMMUNICATIONS CORP WI 3.125% 02/01/2029
78410GAG9
640000.00000000
PA
USD
594432.00000000
0.014328341875
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.03125000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC 7.5% 04/01/2028 144A
126307AY3
3500000.00000000
PA
USD
3494820.00000000
0.084240040499
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
0.07500000
N
N
N
N
N
N
SALLY HOLDINGS LLC / SALLY CAP INC
N/A
SALLY HOLDINGS LLC / CAP INC 8.75% 04/30/2025 144A
79546VAM8
800000.00000000
PA
USD
838984.00000000
0.020223086207
Long
DBT
CORP
US
N
2
2025-04-30
Fixed
0.08750000
N
N
N
N
N
N
JONAH ENERGY LLC / JONAH ENERGY FINANCE CORP
N/A
JONAH ENERGY LLC / JONAH ENERGY FINANCE CORP
N/A
29131.00000000
NS
USD
1612692.16000000
0.038872746771
Long
EC
CORP
US
N
3
N
N
N
ZAYO GROUP HLDGS INC
529900Z6OTS7RT0V0I47
ZAYO GROUP HLDGS INC 6.125% 03/01/2028 144A
98919VAB1
1973000.00000000
PA
USD
1833370.79000000
0.044192041249
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.06125000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HOLDINGS INC
N/A
CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.75% 04/15/2028 144A
18453HAC0
2650000.00000000
PA
USD
2769250.00000000
0.066750714530
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
0.07750000
N
N
N
N
N
N
MIDAS OPCO HOLDINGS LLC
N/A
MIDAS OPCO HOLDINGS LLC 5.625% 08/15/2029 144A
59565JAA9
4320000.00000000
PA
USD
4233600.00000000
0.102047783708
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
0.05625000
N
N
N
N
N
N
ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP
N/A
ICAHN ENTERPRISES LP/FIN CORP 4.375% 02/01/2029
451102CC9
1500000.00000000
PA
USD
1391250.00000000
0.033535047969
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.04375000
N
N
N
N
N
N
ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER
N/A
ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 4.25% 10/15/2027 144A
01883LAB9
1729000.00000000
PA
USD
1668485.00000000
0.040217591742
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.04250000
N
N
N
N
N
N
KAISER ALUMINUM CORP
N/A
KAISER ALUMINUM CORP 4.5% 06/01/2031 144A
483007AL4
720000.00000000
PA
USD
648446.40000000
0.015630318871
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
0.04500000
N
N
N
N
N
N
PARK RIVER HOLDINGS INC
N/A
PARK RIVER HOLDINGS INC 5.625% 02/01/2029 144A
70082LAA5
3800000.00000000
PA
USD
3277500.00000000
0.079001703303
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.05625000
N
N
N
N
N
N
NEXSTAR BROADCASTING INC
5493006PK6I4I2OOT688
NEXSTAR BROADCASTING INC 5.625% 07/15/2027 144A
65343HAA9
13000.00000000
PA
USD
13292.50000000
0.000320405840
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.05625000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
ONEMAIN FINANCE CORP 6.875% 03/15/2025
85172FAM1
1405000.00000000
PA
USD
1499268.48000000
0.036138753204
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
0.06875000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
RANGE RESOURCES CORP 5% 03/15/2023
75281ABA6
1104000.00000000
PA
USD
1116420.00000000
0.026910474935
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.05000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC 5% 08/01/2027 144A
82967NBA5
800000.00000000
PA
USD
810828.00000000
0.019544406738
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
0.05000000
N
N
N
N
N
N
ASGN INC
LZBNYYCBUKY537072438
ASGN INC 4.625% 05/15/2028 144A
00191UAA0
620000.00000000
PA
USD
612250.00000000
0.014757831532
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
0.04625000
N
N
N
N
N
N
AXALTA COATING SYSTEMS LLC
549300G80QONCHILSF69
AXALTA COATING SYSTEMS LLC 3.375% 02/15/2029 144A
05453GAC9
1385000.00000000
PA
USD
1263812.50000000
0.030463261679
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.03375000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC 7.125% 06/15/2026 144A
097751BV2
1425000.00000000
PA
USD
1423218.75000000
0.034305630945
Long
DBT
CORP
CA
N
2
2026-06-15
Fixed
0.07125000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
ALTICE FRANCE SA 5.5% 01/15/2028 144A
02156LAC5
1440000.00000000
PA
USD
1346400.00000000
0.032453972029
Long
DBT
CORP
FR
N
2
2028-01-15
Fixed
0.05500000
N
N
N
N
N
N
CITGO HLDG INC
549300NYHOALWZ2BSL72
CITGO HOLDING TERM B 1LN 08/01/2023
17304YAD4
367481.20000000
PA
USD
361693.37000000
0.008718350054
Long
LON
CORP
US
N
2
2023-08-01
Variable
0.08000000
N
N
N
N
N
N
TREEHOUSE FOODS INC
5493007M7EVHE470Q576
TREEHOUSE FOODS INC 4% 09/01/2028
89469AAD6
850000.00000000
PA
USD
775625.00000000
0.018695864568
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
0.04000000
N
N
N
N
N
N
MESQUITE ENERGY INC
549300SB0HTIM17TVR61
SANCHEZ TERM 1LN DIP 12/31/2049
N/A
864601.54000000
PA
USD
0.09000000
0.000000002169
Long
LON
CORP
US
N
3
2049-12-31
Variable
0.00000000
Y
Y
N
N
N
N
CORECIVIC INC
529900JFA3K6PTLT8B15
CORECIVIC INC 4.75% 10/15/2027
21871NAA9
90000.00000000
PA
USD
79650.00000000
0.001919904094
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.04750000
N
N
N
N
N
N
ASCENT RESOURCES UTICA LLC / ARU FIN CORP
N/A
ASCENT RESOURCES UTICA LLC / ARU FIN CORP TERM 2LN 11/01/2025
N/A
3503000.00000000
PA
USD
3713180.00000000
0.089503446124
Long
LON
CORP
US
N
2
2025-11-01
Variable
0.00000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATING CO INC
5493003EG7H0N1E4XV50
HILTON DOMESTIC OPERATING CO INC 3.625% 02/15/2032 144A
432833AN1
3725000.00000000
PA
USD
3540985.00000000
0.085352813538
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
0.03625000
N
N
N
N
N
N
TELESAT CDA / TELESAT LLC
N/A
TELESAT CDA / TELESAT LLC 6.5% 10/15/2027 144A
87952VAM8
865000.00000000
PA
USD
432500.00000000
0.010425091282
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
0.06500000
N
N
N
N
N
N
RP ESCROW ISSUER LLC
N/A
RP ESCROW ISSUER LLC 5.25% 12/15/2025 144A
74969PAA6
2105000.00000000
PA
USD
2057637.50000000
0.049597823731
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.05250000
N
N
N
N
N
N
ASCEND LEARNING LLC
549300T466HKRLVCD610
ASCEND LEARNING TERM 2LN 12/10/2029
04349HAM6
2875000.00000000
PA
USD
2864218.75000000
0.069039865715
Long
LON
CORP
US
N
2
2029-12-10
Variable
0.06250000
N
N
N
N
N
N
ION TRADING TECHNOLOGIES SARL
5493009ZVXOKZLQ6QJ12
ION TRADING TECHNOLOGIES SARL 5.75% 05/15/2028 144A
46205YAA9
1005000.00000000
PA
USD
987412.50000000
0.023800844962
Long
DBT
CORP
LU
N
2
2028-05-15
Fixed
0.05750000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC 5% 11/15/2031 144A
126307BK2
1805000.00000000
PA
USD
1502662.50000000
0.036220563536
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
0.05000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT CORP 3.9% 10/01/2027
26884LAF6
1968000.00000000
PA
USD
1989047.76000000
0.047944518990
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
0.03900000
N
N
N
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
ARAMARK SERVICES INC 5% 02/01/2028 144A
038522AQ1
1005000.00000000
PA
USD
1006793.93000000
0.024268019937
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.05000000
N
N
N
N
N
N
COSAN LUXEMBOURG SA
222100ZY943WERK7RZ38
COSAN LUXEMBOURG SA 7% 01/20/2027 144A
22112EAC2
1315000.00000000
PA
USD
1352230.94000000
0.032594522507
Long
DBT
CORP
LU
N
2
2027-01-20
Fixed
0.07000000
N
N
N
N
N
N
COMMERCIAL METALS CO
549300OQS2LO07ZJ7N73
COMMERCIAL METALS CO 4.375% 03/15/2032
201723AR4
425000.00000000
PA
USD
404812.50000000
0.009757704658
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
0.04375000
N
N
N
N
N
N
CIRSA FINANCE INTERNATIONAL SARL
254900KUJN6DHWH2K029
CIRSA FINANCE INTERNATIONAL SARL 4.5% 03/15/2027 144A
N/A
770000.00000000
PA
810481.55000000
0.019536055818
Long
DBT
CORP
LU
N
2
2027-03-15
Fixed
0.04500000
N
N
N
N
N
N
COMMSCOPE TECHNOLOGIES LLC
M4TWC4QDOKW45N7T6Y12
COMMSCOPE TECHNOLOGIES LLC 6% 06/15/2025 144A
20337YAA5
1040000.00000000
PA
USD
1017317.60000000
0.024521685187
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.06000000
N
N
N
N
N
N
UNITED RENTALS NORTH AMER INC
NGIZXNT70J2LYT3FBI09
UNITED RENTALS NORTH AMER INC 5.25% 01/15/2030
911365BL7
2400000.00000000
PA
USD
2496000.00000000
0.060164226222
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.05250000
N
N
N
N
N
N
CCO HLDGS LLC/CCO HLDGS CAP CORP
N/A
CCO HLDGS LLC/CAP CORP 4.5% 06/01/2033 144A
1248EPCL5
4440000.00000000
PA
USD
4162500.00000000
0.100333971014
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
0.04500000
N
N
N
N
N
N
JACOBS ENTERTAINMENT INC
5493004U9JIWY3HSUO63
JACOBS ENTERTAINMENT INC 6.75% 02/15/2029 144A
469815AK0
1090000.00000000
PA
USD
1094087.50000000
0.026372166609
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.06750000
N
N
N
N
N
N
COBRA ACQUISITIONCO LLC
N/A
COBRA ACQUISITIONCO LLC 6.375% 11/01/2029 144A
19106CAA4
1170000.00000000
PA
USD
1071497.70000000
0.025827656257
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
0.06375000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST INC
BUGSFQZERKRBFWIG5267
STARWOOD PPTY TR INC 4.375% 01/15/2027 144A
85571BAY1
1040000.00000000
PA
USD
1009359.62000000
0.024329863989
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.04375000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS HOLDINGS LLC
N/A
FRONTIER COMMUNICATIONS HOLDINGS LLC 5.875% 11/01/2029
35908MAA8
1015000.00000000
PA
USD
933800.00000000
0.022508555467
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
0.05875000
N
N
N
N
N
N
SPECIATLY BUILDING PRODUCTS HOLDINGS LLC / SBP FINANCE CORP
N/A
SPECIATLY BUILDING PRODUCTS HOLDINGS LLC/FINANCE CORP 6.375% 09/30/2026 144A
84749AAA5
1140000.00000000
PA
USD
1148721.00000000
0.027689066550
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
0.06375000
N
N
N
N
N
N
SOLARIS MIDSTREAM HOLDINGS LLC
5493007AWQW8ZKCHVV46
SOLARIS MIDSTREAM HOLDINGS LLC 7.625% 04/01/2026 144A
83419MAA0
825000.00000000
PA
USD
845625.00000000
0.020383162579
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.07625000
N
N
N
N
N
N
BATH and BODY WORKS INC
GR3KVMWVCR54YWQNXU90
BATH and BODY WORKS INC 6.625% 10/01/2030 144A
501797AW4
2135000.00000000
PA
USD
2311222.90000000
0.055710311461
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
0.06625000
N
N
N
N
N
N
ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP
N/A
ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.75% 01/15/2028 144A
03690AAF3
800000.00000000
PA
USD
812000.00000000
0.019572656928
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.05750000
N
N
N
N
N
N
FREEDOM MORTGAGE CORP
549300LYRWPSYPK6S325
FREEDOM MTG CORP 6.625% 01/15/2027 144A
35640YAG2
1300000.00000000
PA
USD
1199250.00000000
0.028907030567
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.06625000
N
N
N
N
N
N
ALLEGHENY TECHNOLOGIES INC
ZW1LRE7C3H17O2ZN9B45
ALLEGHENY TECHNOLOGIES INC 4.875% 10/01/2029
01741RAL6
1490000.00000000
PA
USD
1441560.10000000
0.034747735564
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.04875000
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
580000.00000000
PA
USD
580406.02000000
0.013990256045
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
0.06875000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HOLDINGS INC
N/A
CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.5% 06/01/2029 144A
18453HAD8
1475000.00000000
PA
USD
1532761.00000000
0.036946065524
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.07500000
N
N
N
N
N
N
VERTICAL HOLDCO GMBH
2549008GCHWX9EEMIS56
VERTICAL HOLDCO GMBH 7.625% 07/15/2028 144A
92537VAA8
2946000.00000000
PA
USD
2997555.00000000
0.072253836993
Long
DBT
CORP
DE
N
2
2028-07-15
Fixed
0.07625000
N
N
N
N
N
N
ARCHES BUYER INC
2549009ADY4208OH2Y47
ARCHES BUYER INC 6.125% 12/01/2028 144A
039524AB9
1440000.00000000
PA
USD
1353600.00000000
0.032627522682
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
0.06125000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD 4.25% 07/01/2026 144A
780153BH4
1140000.00000000
PA
USD
1080150.00000000
0.026036213523
Long
DBT
CORP
LR
N
2
2026-07-01
Fixed
0.04250000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT CORP STEP 02/01/2030
26884LAG4
1285000.00000000
PA
USD
1532696.60000000
0.036944513210
Long
DBT
CORP
US
N
2
2030-02-01
Variable
0.07500000
N
N
N
N
N
N
METHANEX CORP
549300TSJHRXT9QXRD13
METHANEX CORP 5.65% 12/01/2044
59151KAJ7
1362000.00000000
PA
USD
1272108.00000000
0.030663218546
Long
DBT
CORP
CA
N
2
2044-12-01
Fixed
0.05650000
N
N
N
N
N
N
ACPRODUCTS HOLDINGS INC
N/A
CABINETWORKS TERM B 1LN 05/17/2028
00488YAB2
977543.86000000
PA
USD
927200.35000000
0.022349475805
Long
LON
CORP
US
N
2
2028-05-17
Variable
0.04750000
N
N
N
N
N
N
TAYLOR MORRISON COMMUNITIES INC
549300O1Z08HI2MRK572
TAYLOR MORRISON COMMUNITIES INC 5.125% 08/01/2030 144A
87724RAJ1
3388000.00000000
PA
USD
3376616.32000000
0.081390828583
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
0.05125000
N
N
N
N
N
N
ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV
N/A
ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 4.125% 04/30/2028 144A
68622TAA9
2040000.00000000
PA
USD
2006564.40000000
0.048366744588
Long
DBT
CORP
US
N
2
2028-04-30
Fixed
0.04125000
N
N
N
N
N
N
CLEARWAY ENERGY OPERATING LLC
549300Z3NFMM54NWBB87
CLEARWAY ENERGY OPER LLC 3.75% 02/15/2031 144A
18539UAD7
725000.00000000
PA
USD
674500.13000000
0.016258324682
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.03750000
N
N
N
N
N
N
UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC
N/A
UNITI GRP/UNITI HLD/CSL 6% 01/15/2030 144A
91327AAB8
1535000.00000000
PA
USD
1372151.85000000
0.033074701248
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.06000000
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
785000.00000000
PA
USD
801681.25000000
0.019323931123
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.04875000
N
N
N
N
N
N
LEVI STRAUSS and CO
MB0UERO0RDFKU8258G77
LEVI STRAUSS and CO 3.5% 03/01/2031 144A
52736RBJ0
1565000.00000000
PA
USD
1458533.05000000
0.035156855918
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
0.03500000
N
N
N
N
N
N
TWITTER INC
549300I8RX485XMK6836
TWITTER INC 5% 03/01/2030 144A
90184LAP7
1605000.00000000
PA
USD
1613025.00000000
0.038880769632
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.05000000
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 5.75% 02/01/2027
55303XAJ4
660000.00000000
PA
USD
714450.00000000
0.017221286628
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
0.05750000
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
1625000.00000000
PA
USD
1645109.38000000
0.039654139783
Long
DBT
CORP
KY
N
2
2026-07-31
Fixed
0.07125000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
MILEAGE PLUS HLDINGS LLC 6.5% 06/20/2027 144A
599191AA1
875000.00000000
PA
USD
923125.00000000
0.022251242520
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
0.06500000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD 5.375% 07/15/2027 144A
780153BK7
1510000.00000000
PA
USD
1483363.60000000
0.035755377885
Long
DBT
CORP
LR
N
2
2027-07-15
Fixed
0.05375000
N
N
N
N
N
N
TENNECO INC
549300U0EXXFAQFAD785
TENNECO INC 7.875% 01/15/2029 144A
880349AS4
2802000.00000000
PA
USD
2959458.39000000
0.071335546503
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.07875000
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
635000.00000000
PA
USD
631825.00000000
0.015229672369
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.07500000
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
4495000.00000000
PA
USD
4770318.75000000
0.114984990556
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.06500000
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 3.5% 03/15/2029 144A
013092AG6
4225000.00000000
PA
USD
3929250.00000000
0.094711652999
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.03500000
N
N
N
N
N
N
STAPLES INC
XQM2JINI1UL7642TU573
STAPLES INC 7.5% 04/15/2026 144A
855030AN2
3015000.00000000
PA
USD
2980930.50000000
0.071853115767
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.07500000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC 5.375% 02/01/2028 144A
126307AS6
2090000.00000000
PA
USD
2031218.75000000
0.048961019384
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.05375000
N
N
N
N
N
N
BOOZ ALLEN AND HAMILTON INC
549300D7XCH2480XU542
BOOZ ALLEN AND HAMILTON INC 4% 07/01/2029 144A
09951LAB9
390000.00000000
PA
USD
384820.80000000
0.009275819577
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
0.04000000
N
N
N
N
N
N
AT HOME GROUP INC
549300LGPR0P05O30I24
AT HOME GROUP INC 7.125% 07/15/2029 144A
04650YAB6
2970000.00000000
PA
USD
2635875.00000000
0.063535809212
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
0.07125000
N
N
N
N
N
N
HARVEST MIDSTREAM I LP
549300DW5M17KJOXCY66
HARVEST MIDSTREAM I LP 7.5% 09/01/2028 144A
417558AA1
1325000.00000000
PA
USD
1337322.50000000
0.032235165634
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
0.07500000
N
N
N
N
N
N
CROWNROCK L P / CROWNROCK FIN INC
N/A
CROWNROCK LP / CROWNROCK FIN INC 5% 05/01/2029 144A
228701AG3
1365000.00000000
PA
USD
1388887.50000000
0.033478101661
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
0.05000000
N
N
N
N
N
N
ALTICE FING SA
549300DIYGW8HVDF7Q17
ALTICE FING SA 5% 01/15/2028 144A
02154CAF0
6035000.00000000
PA
USD
5437957.45000000
0.131077925565
Long
DBT
CORP
LU
N
2
2028-01-15
Fixed
0.05000000
N
N
N
N
N
N
HOLDCO SASU
9695009PXA7OI9NXN582
HOLDCO SASU 7% 10/15/2028 144A
449691AC8
1350000.00000000
PA
USD
1342791.00000000
0.032366979765
Long
DBT
CORP
FR
N
2
2028-10-15
Fixed
0.07000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC 4.125% 12/01/2030 144A
126307BB2
1452000.00000000
PA
USD
1303779.84000000
0.031426644726
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
0.04125000
N
N
N
N
N
N
FORD MOTOR CO
20S05OYHG0MQM4VUIC57
FORD MOTOR CO 9% 04/22/2025
345370CW8
2845000.00000000
PA
USD
3298421.88000000
0.079506009682
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
0.09000000
N
N
N
N
N
N
MERLIN ENTERTAINMENTS PLC
549300ZTI0VEFO6WV007
MERLIN ENTERTAINMENTS PLC 5.75% 06/15/2026 144A
59010QAB2
400000.00000000
PA
USD
415000.00000000
0.010003266779
Long
DBT
CORP
GB
N
2
2026-06-15
Fixed
0.05750000
N
N
N
N
N
N
ADVANTAGE SALES and MARKETING INC DEL
549300T4O24KQDED1182
ADVANTAGE SALES and MARKETING INC DEL 6.5% 11/15/2028 144A
00775PAA5
3674000.00000000
PA
USD
3699644.52000000
0.089177183431
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.06500000
N
N
N
N
N
N
WHITE CAP BUYER LLC
N/A
WHITE CAP BUYER LLC 6.875% 10/15/2028 144A
96350RAA2
1325000.00000000
PA
USD
1318375.00000000
0.031778450218
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.06875000
N
N
N
N
N
N
LUMEN TECHNOLOGIES
8M3THTGWLTYZVE6BBY25
LUMEN TECHNOLOGIES 4.5% 01/15/2029 144A
156700BD7
4655000.00000000
PA
USD
3895932.43000000
0.093908557719
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.04500000
N
N
N
N
N
N
CIVITAS RESOURCES INC
IIVIHPH28S64K95M2381
CIVITAS RESOURCES INC
17888H103
44131.00000000
NS
USD
2227291.57000000
0.053687209087
Long
EC
CORP
US
N
1
N
N
N
CENTRAL GARDEN and PET CO
5493004DVZLD37DJ0H83
CENTRAL GARDEN and PET CO 4.125% 04/30/2031 144A
153527AP1
225000.00000000
PA
USD
210375.00000000
0.005070933129
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
0.04125000
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
4695000.00000000
PA
USD
4589362.50000000
0.110623174546
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.06750000
N
N
N
N
N
N
NEW ALBERTSONS LP
549300NTX8OHLI2I0Q54
NEW ALBERTSONS LP 7.45% 08/01/2029
013104AF1
615000.00000000
PA
USD
691875.00000000
0.016677133019
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
0.07450000
N
N
N
N
N
N
CORNERSTONE CHEMICAL CO
BL03B05TRUKQ14Y1HC46
CORNERSTONE CHEMICAL CO 6.75% 08/15/2024 144A
21925AAE5
2050000.00000000
PA
USD
1865500.00000000
0.044966491994
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.06750000
N
N
N
N
N
N
GOODYEAR TIRE and RUBBER CO
5493002BI0S2ZQUY3437
GOODYEAR TIRE and RUBBER CO 5.25% 04/30/2031
382550BJ9
1620000.00000000
PA
USD
1575450.00000000
0.037975052164
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
0.05250000
N
N
N
N
N
N
EMERGENT BIOSOLUTIONS INC
549300YW6TUOX8BE5103
EMERGENT BIOSOLUTIONS INC 3.875% 08/15/2028 144A
29089QAC9
1177000.00000000
PA
USD
1052838.27000000
0.025377884556
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
0.03875000
N
N
N
N
N
N
PETSMART INC / PETSMART FINANCE CORP
N/A
PETSMART INC / PETSMART FINANCE CORP 7.75% 02/15/2029 144A
71677KAB4
2020000.00000000
PA
USD
2123525.00000000
0.051185992984
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.07750000
N
N
N
N
N
N
YUM BRANDS INC
549300JE8XHZZ7OHN517
YUM BRANDS INC 6.875% 11/15/2037
988498AD3
2560000.00000000
PA
USD
2918400.00000000
0.070345864506
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
0.06875000
N
N
N
N
N
N
LUMEN TECHNOLOGIES
8M3THTGWLTYZVE6BBY25
LUMEN TECHNOLOGIES 7.6% 09/15/2039
156700AM8
1634000.00000000
PA
USD
1437920.00000000
0.034659993657
Long
DBT
CORP
US
N
2
2039-09-15
Fixed
0.07600000
N
N
N
N
N
N
ANTERO RESOURCES CORPORATION
APVBKPOULHUX7YZLKU17
ANTERO RESOURCES CORP 8.375% 07/15/2026 144A
03674XAN6
529000.00000000
PA
USD
580577.50000000
0.013994389443
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.08375000
N
N
N
N
N
N
NCL CORP LTD
UNZWILHE4KMRP9K2L524
NCL CORP LTD 3.625% 12/15/2024 144A
62886HAP6
1742000.00000000
PA
USD
1633586.63000000
0.039376392452
Long
DBT
CORP
BM
N
2
2024-12-15
Fixed
0.03625000
N
N
N
N
N
N
MESQUITE ENERGY INC
549300SB0HTIM17TVR61
MESQUITE ENERGY INC
N/A
46770.35400000
NS
USD
1791772.26000000
0.043189339579
Long
EC
CORP
US
N
3
N
N
N
UNIVISION COMMUNICATIONS INC
549300YQDE2JSGTL8V47
UNIVISION COMMUNICATIONS INC 6.625% 06/01/2027 144A
914906AU6
4225000.00000000
PA
USD
4394000.00000000
0.105914106579
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.06625000
N
N
N
N
N
N
REALOGY GROUP LLC / REALOGY CO-ISSUER CORP
N/A
REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 5.75% 01/15/2029 144A
75606DAL5
1515000.00000000
PA
USD
1497956.25000000
0.036107122875
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.05750000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN
N/A
TARGA RES P LP/TARGA RES P FIN 6.875% 01/15/2029
87612BBN1
3505000.00000000
PA
USD
3814877.05000000
0.091954777984
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.06875000
N
N
N
N
N
N
BROADSTREET PARTNERS INC
549300BS9N54G8DD0R75
BROADSTREET PARTNERS INC 5.875% 04/15/2029 144A
11135RAA3
800000.00000000
PA
USD
744000.00000000
0.017933567431
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.05875000
N
N
N
N
N
N
VOC ESCROW LTD
N/A
VOC ESCROW LTD 5% 02/15/2028 144A
91832VAA2
850000.00000000
PA
USD
809625.00000000
0.019515409317
Long
DBT
CORP
BM
N
2
2028-02-15
Fixed
0.05000000
N
N
N
N
N
N
DA VINCI PURCHASER CORP
254900CEZYHAWVXDTS47
WIRB-COPERNICUS GROUP TERM B 1LN 12/13/2026
23343FAB0
54860.75900000
PA
USD
54552.44000000
0.001314946050
Long
LON
CORP
US
N
2
2026-12-13
Variable
0.05000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 6.625% 09/01/2030
674599ED3
335000.00000000
PA
USD
389827.78000000
0.009396509112
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
0.06625000
N
N
N
N
N
N
LABL INC
5493004FUZN8R6Y3VB98
LABL INC 5.875% 11/01/2028 144A
50168QAC9
625000.00000000
PA
USD
598218.75000000
0.014419618672
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.05875000
N
N
N
N
N
N
OLYMPUS WATER US HOLDING CORPORATION
549300YU2GGVCBN3MY89
SOLENIS TERM B 1LN 11/09/2028
68163YAB1
1300000.00000000
PA
USD
1281150.00000000
0.030881169240
Long
LON
CORP
US
N
2
2028-11-09
Variable
0.04250000
N
N
N
N
N
N
CLARIVATE SCIENCE HLDGS CORP
N/A
CLARIVATE SCIENCE HLDGS CORP 3.875% 07/01/2028 144A
18064PAC3
2505000.00000000
PA
USD
2367225.00000000
0.057060200488
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.03875000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
COMMSCOPE INC 7.125% 07/01/2028 144A
203372AV9
1130000.00000000
PA
USD
1065940.30000000
0.025693699258
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.07125000
N
N
N
N
N
N
SUBURBAN PROPANE LP/ENGY FIN C
N/A
SUBURBAN PROPANE LP/ENGY FIN C 5% 06/01/2031 144A
864486AL9
1775000.00000000
PA
USD
1686250.00000000
0.040645803873
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
0.05000000
N
N
N
N
N
N
MINERVA MERGER SUB INC
N/A
MINERVA MERGER SUB INC 6.5% 02/15/2030 144A
60337JAA4
4605000.00000000
PA
USD
4433325.60000000
0.106862020960
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.06500000
N
N
N
N
N
N
GLOBAL PARTNERS LP / GLP FIN CORP
N/A
GLOBAL PARTNERS LP / GLP FIN CORP 6.875% 01/15/2029
37954FAJ3
1895000.00000000
PA
USD
1923822.95000000
0.046372323387
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.06875000
N
N
N
N
N
N
BCP RAPTOR LLC
549300T77NXSQHG00684
EAGLECLAW TERM B 1LN 06/24/2024
05549KAB8
5919070.48000000
PA
USD
5902141.94000000
0.142266747947
Long
LON
CORP
US
N
2
2024-06-24
Variable
0.05250000
N
N
N
N
N
N
METHANEX CORP
549300TSJHRXT9QXRD13
METHANEX CORP 5.25% 12/15/2029
59151KAL2
565000.00000000
PA
USD
570650.00000000
0.013755094428
Long
DBT
CORP
CA
N
2
2029-12-15
Fixed
0.05250000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP INC
549300JH4DTA7U42GL91
ASBURY AUTOMOTIVE GROUP INC 5% 02/15/2032 144A
043436AX2
905000.00000000
PA
USD
878474.45000000
0.021174974174
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
0.05000000
N
N
N
N
N
N
ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP
N/A
ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP 4.625% 06/01/2028 144A
019579AA9
1810000.00000000
PA
USD
1718957.00000000
0.041434181816
Long
DBT
CORP
LU
N
2
2028-06-01
Fixed
0.04625000
N
N
N
N
N
N
CHS/CMNTY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/CMNTY HEALTH SYSTEMS INC 4.75% 02/15/2031 144A
12543DBK5
1115000.00000000
PA
USD
1049493.75000000
0.025297267385
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.04750000
N
N
N
N
N
N
VANGUARD FIXED INCOME SECS FD
4IWOXNHIBJ1X5UBP4985
Vanguard High-Yield Corporate Adm
922031760
48525146.48900000
NS
USD
276593334.99000000
6.667076914280
Long
EC
RF
US
N
1
N
N
N
EVERI HOLDINGS INC
5299006DK5S7BG10K532
EVERI HOLDINGS INC 5% 07/15/2029 144A
30034TAA1
300000.00000000
PA
USD
294180.75000000
0.007091008490
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
0.05000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
GARTNER INC 3.625% 06/15/2029 144A
366651AG2
1375000.00000000
PA
USD
1334066.25000000
0.032156676146
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.03625000
N
N
N
N
N
N
CHENIERE ENERGY INC
MIHC87W9WTYSYZWV1J40
CHENIERE ENERGY INC 4.625% 10/15/2028
16411RAK5
5176000.00000000
PA
USD
5288112.16000000
0.127466016140
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.04625000
N
N
N
N
N
N
LBM ACQUISITION LLC
549300FAEB3VWZL4NI86
LBM ACQUISITION LLC 6.25% 01/15/2029 144A
05552BAA4
1370000.00000000
PA
USD
1269510.50000000
0.030600607738
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.06250000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
ALTICE FRANCE SA 5.5% 10/15/2029 144A
02156LAH4
3420000.00000000
PA
USD
3133575.00000000
0.075532498071
Long
DBT
CORP
FR
N
2
2029-10-15
Fixed
0.05500000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB INTERNATIONAL LTD 5.625% 12/01/2029 144A
44332PAG6
1915000.00000000
PA
USD
1819250.00000000
0.043851670094
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
0.05625000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
SOUTHWESTERN ENERGY CO 4.75% 02/01/2032
845467AT6
2705000.00000000
PA
USD
2689906.10000000
0.064838188749
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
0.04750000
N
N
N
N
N
N
CORNERSTONE BUILDING BRANDS INC
549300IW41QEWQ6T0H29
CORNERSTONE BUILDING BRANDS INC 6.125% 01/15/2029 144A
21925DAA7
900000.00000000
PA
USD
861750.00000000
0.020771843728
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.06125000
N
N
N
N
N
N
ALLEGHENY TECHNOLOGIES INC
ZW1LRE7C3H17O2ZN9B45
ALLEGHENY TECHNOLOGIES INC 5.875% 12/01/2027
01741RAH5
1735000.00000000
PA
USD
1770567.50000000
0.042678214588
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
0.05875000
N
N
N
N
N
N
HEXION INC
54930030FZF8HYAEHM46
HEXION TERM B-EXIT 1LN 07/01/2026
42829HAF0
576655.88000000
PA
USD
574251.22000000
0.013841899162
Long
LON
CORP
US
N
2
2026-07-01
Variable
0.03720000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
UNITED MILEAGE PLUS TERM B 1LN 07/02/27
59921PAB2
3420000.00000000
PA
USD
3568359.60000000
0.086012657940
Long
LON
CORP
US
N
2
2027-07-02
Variable
0.06250000
N
N
N
N
N
N
NGL ENERGY OPER LLC/NGL ENERGY FIN CORP
N/A
NGL ENERGY OPER LLC/FIN CORP 7.5% 02/01/2026 144A
62922LAA6
7200000.00000000
PA
USD
7229700.00000000
0.174266549007
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.07500000
N
N
N
N
N
N
TERRIER MEDIA BUYER INC
N/A
TERRIER MEDIA BUYER INC 8.875% 12/15/2027 144A
88146LAA1
7174000.00000000
PA
USD
7353350.00000000
0.177247040422
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.08875000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO 4.875% 10/01/2049
50077LAZ9
2035000.00000000
PA
USD
2253762.50000000
0.054325271194
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
0.04875000
N
N
N
N
N
N
NIELSEN FINANCE LLC/ NIELSEN FINANCE CO
N/A
NIELSEN FINANCE LLC/ FIN CO 4.5% 07/15/2029 144A
65409QBH4
1220000.00000000
PA
USD
1096041.90000000
0.026419275970
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
0.04500000
N
N
N
N
N
N
CHS/CMNTY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/CMNTY HEALTH SYSTEMS INC 5.625% 03/15/2027 144A
12543DBG4
2335000.00000000
PA
USD
2354147.00000000
0.056744965011
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.05625000
N
N
N
N
N
N
GOEASY LTD
5493009DJVZG2P8YV435
GOEASY LTD 4.375% 05/01/2026 144A
380355AF4
1075000.00000000
PA
USD
1055488.75000000
0.025441772408
Long
DBT
CORP
CA
N
2
2026-05-01
Fixed
0.04375000
N
N
N
N
N
N
NIELSEN FINANCE LLC/ NIELSEN FINANCE CO
N/A
NIELSEN FINANCE LLC/ FIN CO 5.875% 10/01/2030 144A
65409QBF8
539000.00000000
PA
USD
521999.94000000
0.012582420864
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
0.05875000
N
N
N
N
N
N
FIRST QUANTUM MINERALS LTD
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS LTD 6.875% 10/15/2027 144A
335934AT2
2470000.00000000
PA
USD
2614173.90000000
0.063012720314
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
0.06875000
N
N
N
N
N
N
NATIONSTAR MTG HLDGS INC
N/A
NATIONSTAR MTG HLDGS INC 5.125% 12/15/2030 144A
63861CAD1
2115000.00000000
PA
USD
1982812.50000000
0.047794222679
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
0.05125000
N
N
N
N
N
N
SRS DISTRIBUTION INC
549300ZQ3XP75BCYM468
SRS DISTRIBUTION INC 4.625% 07/01/2028 144A
78471RAB2
695000.00000000
PA
USD
666331.25000000
0.016061419897
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.04625000
N
N
N
N
N
N
FORD MOTOR CO
20S05OYHG0MQM4VUIC57
FORD MOTOR CO 7.45% 07/16/2031
345370CA6
170000.00000000
PA
USD
210871.83000000
0.005082908847
Long
DBT
CORP
US
N
2
2031-07-16
Fixed
0.07450000
N
N
N
N
N
N
FAIR ISAAC CORPORATION
RI6HET5SJUEY30V1PS26
FAIR ISAAC CORPORATION 5.25% 05/15/2026 144A
303250AE4
1225000.00000000
PA
USD
1300031.25000000
0.031336287749
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.05250000
N
N
N
N
N
N
COLGATE ENERGY PARTNERS III LLC
549300QRLZK0B17DH791
COLGATE ENERGY PARTNERS III LLC 5.875% 07/01/2029 144A
19416MAB5
1320000.00000000
PA
USD
1358649.60000000
0.032749239540
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
0.05875000
N
N
N
N
N
N
STUDIO CITY FIN LTD
254900D6R731QAUIG324
STUDIO CITY FIN LTD 5% 01/15/2029 144A
86389QAG7
2135000.00000000
PA
USD
1651022.19000000
0.039796663677
Long
DBT
CORP
VG
N
2
2029-01-15
Fixed
0.05000000
N
N
N
N
N
N
ALTA EQUIPMENT GROUP INC
N/A
ALTA EQUIPMENT GROUP INC 5.625% 04/15/2026 144A
02128LAA4
1000000.00000000
PA
USD
995000.00000000
0.023983736014
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.05625000
N
N
N
N
N
N
ALLEGHENY TECHNOLOGIES INC
ZW1LRE7C3H17O2ZN9B45
ALLEGHENY TECHNOLOGIES INC 5.125% 10/01/2031
01741RAM4
825000.00000000
PA
USD
802312.50000000
0.019339146935
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
0.05125000
N
N
N
N
N
N
NCR CORPORATION NEW
549300YKTY8JX1DV2R67
NCR CORPORATION NEW 5.25% 10/01/2030 144A
62886EAZ1
480000.00000000
PA
USD
465177.60000000
0.011212760560
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
0.05250000
N
N
N
N
N
N
ATHABASCA OIL CORP
549300STK2KBVO6WED71
ATHABASCA OIL CORP 9.75% 11/01/2026 144A
04682RAE7
3390000.00000000
PA
USD
3543228.00000000
0.085406879387
Long
DBT
CORP
CA
N
2
2026-11-01
Fixed
0.09750000
N
N
N
N
N
N
GTT COMMUNICATIONS INC
549300ETSL7K1ZX05H30
GTT COMMUNICATIONS RT
N/A
106083.00000000
NS
USD
106083.00000000
0.002557051927
Long
EC
CORP
US
N
3
N
N
N
COMSTOCK RESOURCES INC
I03QQGEA4SS774AURI46
COMSTOCK RESOURCES INC 6.75% 03/01/2029 144A
205768AS3
3435000.00000000
PA
USD
3495284.25000000
0.084251230901
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.06750000
N
N
N
N
N
N
PRECISION DRILLING CORP
549300WF2OE8T5BP4B84
PRECISION DRILLING CORP 7.125% 01/15/2026 144A
740212AL9
1000000.00000000
PA
USD
1011250.00000000
0.024375430195
Long
DBT
CORP
CA
N
2
2026-01-15
Fixed
0.07125000
N
N
N
N
N
N
TENNECO INC
549300U0EXXFAQFAD785
TENNECO INC 5% 07/15/2026
880349AR6
2300000.00000000
PA
USD
2294779.00000000
0.055313943464
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.05000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
5493008HF9XC5H29ZX61
GFL ENVIRONMENTAL INC 4.75% 06/15/2029 144A
36168QAN4
1755000.00000000
PA
USD
1657281.60000000
0.039947542106
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
0.04750000
N
N
N
N
N
N
PARKLAND CORP
549300XHQS1JYWBNK868
PARKLAND CORP 4.625% 05/01/2030 144A
70137WAL2
950000.00000000
PA
USD
898937.50000000
0.021668220797
Long
DBT
CORP
CA
N
2
2030-05-01
Fixed
0.04625000
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM ENERGY CO 6.5% 07/15/2028
78454LAW0
670000.00000000
PA
USD
686750.00000000
0.016553598701
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.06500000
N
N
N
N
N
N
DIAMOND SPORTS GROUP LLC
5493002K6DHWNZH8YA34
DIAMOND SPORTS BROADCASTING TERM B 1LN 08/24/2026
25277BAB4
3102556.55800000
PA
USD
1151048.48000000
0.027745168727
Long
LON
CORP
US
N
2
2026-08-24
Variable
0.03360000
N
N
N
N
N
N
XPLORNET COMMUNICATIONS INC
2138007ZVGYYNWEGU394
XPLORNET TERM 2LN 09/30/2029
N/A
325000.00000000
PA
USD
325812.50000000
0.007853468331
Long
LON
CORP
CA
N
2
2029-09-30
Variable
0.00000000
N
N
N
N
N
N
SENSATA TECHNOLOGIES INC
5493002MMDDCUNV7NY90
SENSATA TECHNOLOGIES INC 3.75% 02/15/2031 144A
81728UAB0
750000.00000000
PA
USD
697500.00000000
0.016812719467
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.03750000
N
N
N
N
N
N
2022-03-30
Stacie M. Smith
Stacie M. Smith
Stacie M. Smith
President and Treasurer