0001752724-23-295901.txt : 20231228
0001752724-23-295901.hdr.sgml : 20231228
20231228122057
ACCESSION NUMBER: 0001752724-23-295901
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231031
FILED AS OF DATE: 20231228
DATE AS OF CHANGE: 20231228
PERIOD START: 20231031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Dunham Funds
CENTRAL INDEX KEY: 0001420040
ORGANIZATION NAME:
IRS NUMBER: 000000000
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22153
FILM NUMBER: 231521107
BUSINESS ADDRESS:
STREET 1: 6256 GREENWICH DRIVE
STREET 2: SUITE 550
CITY: SAN DIEGO
STATE: CA
ZIP: 92122
BUSINESS PHONE: 858-964-0500
MAIL ADDRESS:
STREET 1: 6256 GREENWICH DRIVE
STREET 2: SUITE 550
CITY: SAN DIEGO
STATE: CA
ZIP: 92122
0001420040
S000042248
Dunham Floating Rate Bond Fund
C000131123
Dunham Floating Rate Bond Fund Class A
DAFRX
C000131124
Dunham Floating Rate Bond Fund Class C
DCFRX
C000131125
Dunham Floating Rate Bond Fund Class N
DNFRX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001420040
XXXXXXXX
S000042248
C000131124
C000131125
C000131123
Dunham Funds
811-22153
0001420040
549300FI2C3SP4YCHL80
6256 Greenwich Dr
SUITE 550
SAN DIEGO
92122
858-964-0500
Dunham Floating Rate Bond Fund
S000042248
549300UGWNBB21ENNS29
2023-10-31
2023-10-31
N
117767557.34
2882672.91
114884884.43
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
Garda World Security
549300ZF1NDXLMCHNO20
GWCN TL B 1L USD
C4000KAD6
1121461.87000000
PA
USD
1119712.39000000
0.974638565861
Long
LON
CORP
US
N
2
2026-10-30
Variable
9.74612900
N
N
N
N
N
N
Air Canada
4B4HI3CGXMBDC0G6BM51
ACACN TL B 1L USD
C0102MAP0
965310.31000000
PA
USD
965551.64000000
0.840451417774
Long
LON
CORP
US
N
2
2028-07-27
Variable
9.12839000
N
N
N
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
CCL 10 1/2 06/01/30
143658BS0
440000.00000000
PA
USD
446903.16000000
0.389000835242
Long
DBT
CORP
PA
Y
2
2030-06-01
Fixed
10.50000000
N
N
N
N
N
1-800 Contacts
254900SYIEHMSB69WT08
CTAC TL B 2L USD
12656AAE9
524000.00000000
PA
USD
525310.00000000
0.457249012876
Long
LON
CORP
US
N
2
2028-11-06
Variable
12.17576900
N
N
N
N
N
N
Cobra Acquisitionco LLC
N/A
EXETFI 6 3/8 11/01/29
19106CAA4
500000.00000000
PA
USD
356875.00000000
0.310637036169
Long
DBT
CORP
US
Y
2
2029-11-01
Fixed
6.37500000
N
N
N
N
N
N
Genesys Telecommunications Laboratories
549300CVRD4OUCPHWQ42
GCTI TL B 1L USD
39479UAQ6
769733.30000000
PA
USD
769998.86000000
0.670235134778
Long
LON
CORP
US
N
2
2027-10-08
Variable
9.43056000
N
N
N
N
N
N
Kenan Advantage
549300GVUXCXDWYPIY65
KEADGR TL B1 1L USD
48853UBE9
1175527.60000000
PA
USD
1173793.70000000
1.021712913603
Long
LON
CORP
US
N
2
2026-03-24
Variable
9.47661800
N
N
N
N
N
N
HighTower
254900MKOSB7RTMA9K12
HIGTOW TL B 1L USD
43117LAG8
679247.07000000
PA
USD
667360.25000000
0.580894739382
Long
LON
CORP
US
N
2
2028-04-21
Variable
9.37959800
N
N
N
N
N
N
CIRCOR INTERNATIONAL INC
N/A
DIVTEC TL B 1L USD
N/A
665035.18000000
PA
USD
653466.89000000
0.568801451332
Long
LON
CORP
US
N
2
2028-12-22
Variable
9.40169200
N
N
N
N
N
N
Creative Artists
5493008FV5TCFL3KHH96
CREART TL B 1L USD
22526WAQ1
984804.41000000
PA
USD
982687.08000000
0.855366730684
Long
LON
CORP
US
N
2
2028-11-16
Variable
8.82411800
N
N
N
N
N
N
N/A
N/A
MOUNT VERNON LIQUID ASSETS PORTFOLIO
N/A
0.00000000
NS
USD
0.00000000
0.000000
Long
STIV
US
N
N/A
N
N
DigiCert
549300EF826JEEUCHZ67
DIGICT TL 2L USD
24022KAJ8
600000.00000000
PA
USD
541002.00000000
0.470907902883
Long
LON
CORP
US
N
2
2029-02-16
Variable
12.32412100
N
N
N
N
N
N
Telesat Canada
5493004V5GLBY6SO5Y34
TELSAT TL B5 1LD
87951YAU5
1201428.57000000
PA
USD
828084.64000000
0.720795119487
Long
LON
CORP
US
N
2
2026-12-06
Variable
8.43405800
N
N
N
N
N
N
Foley Products
N/A
FOLPRO TL 1L USD
34430CAB8
994242.25000000
PA
USD
993372.29000000
0.864667527785
Long
LON
CORP
US
N
2
2029-02-10
Variable
10.29008200
N
N
N
N
N
N
SunSource Holdings
N/A
STSOPE TL 1L
12508KAD9
1175064.96000000
PA
USD
1175652.49000000
1.023330872318
Long
LON
CORP
US
N
2
2024-12-07
Variable
9.67412200
N
N
N
N
N
N
MoneyGram International
5299002DLX0Q04KC4156
MGI TL B 1L USD
60935QAR7
463314.71000000
PA
USD
435689.57000000
0.379240116888
Long
LON
CORP
US
N
2
2030-06-01
Variable
10.90959800
N
N
N
N
N
N
Asurion
549300KNQVXGIOXWK278
ASUCOR TL B8 1L USD
04649VAX8
453587.78000000
PA
USD
439102.45000000
0.382210812308
Long
LON
CORP
US
N
2
2026-12-18
Variable
8.68860000
N
N
N
N
N
N
Varsity Brands
549300YOKDS0ZSYJRX81
VBR TL 1LD
42703UAG0
1066522.59000000
PA
USD
1022533.87000000
0.890050832251
Long
LON
CORP
US
N
2
2024-12-15
Variable
10.43860000
N
N
N
N
N
N
Chemours Company
549300M1BOLNXL8DOV14
CC TL B2 1L USD
16384YAJ6
421376.61000000
PA
USD
410842.19000000
0.357612049695
Long
LON
CORP
US
N
2
2028-08-10
Variable
8.82411800
N
N
N
N
N
N
Sitel Group
5493007DS8CM3ZGION43
SITEL TL B 1L USD
82981MAC6
1160201.50000000
PA
USD
1122494.95000000
0.977060607728
Long
LON
CORP
US
N
2
2028-07-29
Variable
9.18860000
N
N
N
N
N
N
Apollo Commercial Real Estate Finance, Inc.
549300E0AN7M2AQHSY29
ARI 4 5/8 06/15/29
03762UAD7
505000.00000000
PA
USD
387301.92000000
0.337121738792
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.62500000
N
N
N
N
N
BroadStreet Partners
549300BS9N54G8DD0R75
BROPAR TL B3 1L USD
11132VAW9
549058.71000000
PA
USD
548259.83000000
0.477225383234
Long
LON
CORP
US
N
2
2029-01-26
Variable
9.32411900
N
N
N
N
N
N
NEP Group
N/A
NEPBRO TL B 1L USD
62908HAD7
591386.63000000
PA
USD
537582.27000000
0.467931244973
Long
LON
CORP
US
N
2
2025-10-20
Variable
8.68860000
N
N
N
N
N
N
COVIA HOLDINGS LLC
N/A
Covia Holdings LLC
N/A
23114.00000000
NS
USD
329374.50000000
0.286699596412
Long
EC
CORP
KY
N
1
N
N
N
Asurion
549300KNQVXGIOXWK278
ASUCOR TL B9 1L USD
04649VAY6
658772.56000000
PA
USD
630774.73000000
0.549049366354
Long
LON
CORP
US
N
2
2027-07-28
Variable
8.68860000
N
N
N
N
N
N
Solmax
549300UUEKZ3HF9FNI46
GROUSL TL 1L USD
C4127PAB7
1391272.12000000
PA
USD
1305187.16000000
1.136082580816
Long
LON
CORP
US
N
2
2028-07-23
Variable
10.18860100
N
N
N
N
N
N
Helios Software Holdings Inc / Ion Corporate Solutions Finance SARL
2138002XO5EAYFHPPT53
IONCOR 4 5/8 05/01/28
42329HAA6
380000.00000000
PA
USD
319384.32000000
0.278003778812
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
4.62500000
N
N
N
N
N
N
Amentum (AECOM management business)
5493008CT6B5L54YSE94
AECMAN TL B 1L USD
57776DAE3
772072.87000000
PA
USD
757357.16000000
0.659231337314
Long
LON
CORP
US
N
2
2029-02-07
Variable
9.33472100
N
N
N
N
N
N
ION Corporates (OpenLink, Wall Street Systems, and Triple Point)
2138002XO5EAYFHPPT53
IONCOR TL B 1L USD
42328DAF5
211660.78000000
PA
USD
207461.43000000
0.180582006962
Long
LON
CORP
US
N
2
2028-03-11
Variable
9.29008100
N
N
N
N
N
N
Cushman & Wakefield U S Borrower LLC
549300870CMN3WI5IF97
CWK 6 3/4 05/15/28
23166MAA1
300000.00000000
PA
USD
273873.00000000
0.238389063416
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
6.75000000
N
N
N
N
N
Crescent Energy Finance LLC
54930061FUL6DBLFUW14
INDNRG 7 1/4 05/01/26
45344LAA1
424000.00000000
PA
USD
409105.37000000
0.356100258123
Long
DBT
CORP
US
Y
2
2026-05-01
Fixed
7.25000000
N
N
N
N
N
N
iHeartMedia Inc
N/A
IHEARTMEDIA-CW39
45174J145
14905.00000000
NS
USD
42851.88000000
0.037299841674
Long
DO
CORP
US
N
2
US BANK
N/A
Call
Purchased
iHeartMedia Inc.
iHeartMedia Inc.
14905.00000000
0.00100000
USD
2039-05-02
XXXX
-244757.20000000
N
N
N
Spring Education Group
N/A
SSHGRO TL 1L USD
84840EAC1
485857.50000000
PA
USD
480845.88000000
0.418545818612
Long
LON
CORP
US
N
2
2030-09-29
Variable
9.91428800
N
N
N
N
N
N
Birkenstock
529900Q2OWN5A80FKR80
BIRKEN TL B 1L USD
L0527CAB0
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2028-04-28
Variable
8.87693000
N
N
N
N
N
N
Spirit AeroSystems
ZD2NBKV6GCC3UMGBM518
SPR TL B 1L USD
84857HAY6
731923.46000000
PA
USD
730459.61000000
0.635818727262
Long
LON
CORP
US
N
2
2027-11-23
Variable
9.63321100
N
N
N
N
N
N
ION Trading
5493009ZVXOKZLQ6QJ12
IONTRA TL B 1L USD
L5582BAV9
175950.00000000
PA
USD
170708.45000000
0.148590870632
Long
LON
CORP
US
N
2
2028-03-26
Variable
10.24008100
N
N
N
N
N
N
Benefit Street Partners CLO I Ltd.
549300Y1V90IQ456QX97
BSP 2013-IIIA DR
08180GAG4
2000000.00000000
PA
USD
1911946.00000000
1.664227639246
Long
ABS-CBDO
CORP
KY
Y
2
2029-07-20
Floating
12.27742900
N
N
N
N
N
N
Wastequip
549300V4U8NYJ3YQD526
WASQUI TL 1LD
40435YAB2
654786.41000000
PA
USD
620616.38000000
0.540207167443
Long
LON
CORP
US
N
2
2025-03-16
Variable
9.16607900
N
N
N
N
N
N
Arconic Rolled Products Corp
N/A
ARNC TL B 1L USD
04287KAB7
600166.06000000
PA
USD
599631.91000000
0.521941518220
Long
LON
CORP
US
N
2
2030-07-27
Variable
9.87923200
N
N
N
N
N
N
IntraFi Network (fka Promontory Interfinancial Network)
254900PILSANV8WOOF24
NEXBUY TL B 1L USD
65343UAC6
1090554.31000000
PA
USD
1069719.27000000
0.931122728031
Long
LON
CORP
US
N
2
2026-11-08
Variable
9.17412100
N
N
N
N
N
N
ViaSat
UFC8NYMNFSYIHNSM2I38
VSAT TL B 1L USD
92555WAD7
1204812.18000000
PA
USD
1118409.07000000
0.973504108524
Long
LON
CORP
US
N
2
2029-02-24
Variable
9.82411900
N
N
N
N
N
N
Aimbridge Hospitality
N/A
AIMBRI TL B 1L USD
00900YAB2
1317623.30000000
PA
USD
1264918.37000000
1.101031155034
Long
LON
CORP
US
N
2
2026-02-01
Variable
9.18860000
N
N
N
N
N
N
Apidos Clo Xx/Llc
5493008YDOADR1DMZM86
APID 2015-20A DR
03765MAG5
1500000.00000000
PA
USD
1368967.50000000
1.191599318563
Long
ABS-CBDO
CORP
KY
Y
2
2031-07-16
Floating
11.35548000
N
N
N
N
N
N
GoldenTree Loan Management US CLO 2, Ltd.
549300UYD6YMBA6XSE43
GLM 2017-2A E
38136PAA9
1250000.00000000
PA
USD
1172748.75000000
1.020803350953
Long
ABS-CBDO
CORP
KY
Y
2
2030-11-28
Floating
10.37742800
N
N
N
N
N
N
Cushman & Wakefield
549300870CMN3WI5IF97
CWK TL B 1L USD
23340DAR3
143774.47000000
PA
USD
138382.93000000
0.120453557216
Long
LON
CORP
US
N
2
2030-01-31
Variable
9.32411900
N
N
N
N
N
N
Crosby Worldwide
549300V5HSWHDNVOWE35
CROSBY TL 1L USD
22739PAL0
640816.99000000
PA
USD
638679.87000000
0.555930288974
Long
LON
CORP
US
N
2
2026-06-27
Variable
10.33866000
N
N
N
N
N
N
Ion Trading Technologies S A R L
5493009ZVXOKZLQ6QJ12
IONTRA 5 3/4 05/15/28
46205YAA9
475000.00000000
PA
USD
394717.88000000
0.343576861271
Long
DBT
CORP
LU
Y
2
2028-05-15
Fixed
5.75000000
N
N
N
N
N
N
ONTARIO GAMING GTA LP
N/A
ONGAME TL B 1L USD
N/A
399952.23000000
PA
USD
399952.23000000
0.348133030715
Long
LON
CORP
CA
N
2
2030-07-20
Variable
9.64008000
N
N
N
N
N
N
Sinclair Television Group
549300CQGEN0CH65UD62
SBGI TL B4 1L USD
82925BAG0
999677.59000000
PA
USD
689157.74000000
0.599868070912
Long
LON
CORP
US
N
2
2029-04-13
Variable
9.17412100
N
N
N
N
N
N
MedRisk
N/A
MEDRSK TL 1L USD
54317EAB0
1176000.00000000
PA
USD
1161664.56000000
1.011155267086
Long
LON
CORP
US
N
2
2028-04-01
Variable
9.17412100
N
N
N
N
N
N
athenahealth
254900AA3KZN4Q7A5Z33
ATHENA TL 1L USD
04686RAB9
1130693.44000000
PA
USD
1098389.53000000
0.956078369621
Long
LON
CORP
US
N
2
2029-01-27
Variable
8.57686000
N
N
N
N
N
N
Consolidated Energy Finance S.A.
549300PUNIS0USNSL750
CONSEN 5 5/8 10/15/28
20914UAF3
500000.00000000
PA
USD
410452.50000000
0.357272849284
Long
DBT
CORP
LU
Y
2
2028-10-15
Fixed
5.62500000
N
N
N
N
N
N
DiversiTech
254900DLB65AKI8CQ466
DIVTEC TL B 2L USD
45114NAF4
179824.56000000
PA
USD
162741.23000000
0.141655911312
Long
LON
CORP
US
N
2
2029-12-15
Variable
12.40169000
N
N
N
N
N
N
N/A
N/A
OPTFIN TL BC 1L USD
N/A
779483.34000000
PA
USD
747329.65000000
0.650503026318
Long
LON
CORP
US
N
2
2028-02-07
Variable
9.41447900
N
N
N
N
N
N
Paragon Offshore Finance Company
N/A
PGN TL B 1LD
G6903KAB9
1139.56000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
KY
N
2
2022-07-15
Variable
0.00009900
N
N
N
N
N
N
Sotheby's
549300P5BAAMQQ7VL735
BID TL B 1L USD
08883CAE8
1175939.87000000
PA
USD
1141026.22000000
0.993190902059
Long
LON
CORP
US
N
2
2027-01-15
Variable
10.15548100
N
N
N
N
N
N
Burford Capital Global Finance LLC
549300JVAOO67CSCH406
BURLN 6 7/8 04/15/30
12116LAC3
236000.00000000
PA
USD
212678.48000000
0.185123117854
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
6.87500000
N
N
N
N
N
N
Hertz Corporation
549300PD0C69OJ0NLB27
HTZ TL C-EXIT 1L USD
42804VBC4
139557.29000000
PA
USD
138630.63000000
0.120669164344
Long
LON
CORP
US
N
2
2028-06-14
Variable
8.69134000
N
N
N
N
N
N
CSC Holdings, LLC
3HG2WD2W22M120IUNG49
CSCHLD 5 3/4 01/15/30
126307BA4
500000.00000000
PA
USD
262109.72000000
0.228149874807
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
Quikrete
5493007KIN86DIZWZT22
QUIKHO TL B1 1L USD
74839XAH2
879100.12000000
PA
USD
879697.91000000
0.765721195059
Long
LON
CORP
US
N
2
2029-03-18
Variable
8.18860000
N
N
N
N
N
N
Hornblower Sub Llc
N/A
HMSGLO PIK-TERM B 1L USD
44055EAF8
2527967.23000000
PA
USD
941667.79000000
0.819662042288
Long
LON
CORP
US
N
2
2025-04-27
Variable
10.23099800
N
N
N
N
N
N
Wind River 2019-3 Clo Ltd / Llc
549300QKM4OHZM4I5C40
WINDR 2019-3A E2R
97314GAC5
1750000.00000000
PA
USD
1416864.75000000
1.233290834586
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-15
Floating
12.40548100
N
N
N
N
N
N
KinderCare
549300YNT566T1NYJX62
KNOLEA TL 1L USD
50118YAD1
729447.08000000
PA
USD
730151.00000000
0.635550101845
Long
LON
CORP
US
N
2
2030-05-31
Variable
10.39007900
N
N
N
N
N
N
WestJet Airlines
5493004LHNGMD0JHE251
WJACN TL B 1LD
C4927UAB8
1463061.48000000
PA
USD
1416126.47000000
1.232648208705
Long
LON
CORP
US
N
2
2026-10-08
Variable
8.42443900
N
N
N
N
N
N
EG AMERICA LLC
N/A
OPTFIN TL B-D 1L USD
N/A
329000.00000000
PA
USD
318307.50000000
0.277066475349
Long
LON
CORP
US
N
2
2028-02-07
Variable
10.61300200
N
N
N
N
N
N
VeriFone
254900LTTVM8MM9RKV75
PAY TL 1LD
92346NAB5
1175321.36000000
PA
USD
1096815.77000000
0.954708511430
Long
LON
CORP
US
N
2
2025-08-20
Variable
9.65265800
N
N
N
N
N
N
Mineral Resources Ltd.
5299007V1ACKFFX2P066
MINAU 8 1/2 05/01/30
603051AD5
36000.00000000
PA
USD
34659.36000000
0.030168773004
Long
DBT
CORP
AU
Y
2
2030-05-01
Fixed
8.50000000
N
N
N
N
N
N
Alliance Laundry Systems
549300YBOGK6MBI5ND34
ALH TL B 1L USD
01862LAW8
787160.31000000
PA
USD
786739.18000000
0.684806520808
Long
LON
CORP
US
N
2
2027-09-30
Variable
8.93238100
N
N
N
N
N
N
Strathcona Resources Ltd.
549300ZPS06QWKX6NG96
STRCNA 6 7/8 08/01/26
86304TAA6
450000.00000000
PA
USD
415568.25000000
0.361725784955
Long
DBT
CORP
CA
Y
2
2026-08-01
Fixed
6.87500000
N
N
N
N
N
N
Colibri
N/A
MCKISS TL B 1L USD
58175BAF9
1171584.80000000
PA
USD
1145230.00000000
0.996850025729
Long
LON
CORP
US
N
2
2029-03-04
Variable
10.57577000
N
N
N
N
N
N
PetSmart
N/A
PETM TL B 1L USD
71677HAL9
508300.00000000
PA
USD
502952.68000000
0.437788384864
Long
LON
CORP
US
N
2
2028-01-29
Variable
9.17412100
N
N
N
N
N
N
Altice France S.A
5493001ZMCICV4N02J21
SFRFP 5 1/2 10/15/29
02156LAH4
500000.00000000
PA
USD
343839.05000000
0.299290069103
Long
DBT
CORP
FR
Y
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
TRANSMONTAIGNE OPERATING CO
N/A
ALIANT TL B4 1L USD
N/A
573195.45000000
PA
USD
571914.36000000
0.497815150215
Long
LON
CORP
US
N
2
2027-11-06
Variable
8.93859800
N
N
N
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
SVC 4 3/8 02/15/30
44106MAY8
514000.00000000
PA
USD
353315.96000000
0.307539117746
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.37500000
N
N
N
N
N
N
NCL Corporation Ltd.
UNZWILHE4KMRP9K2L524
NCLH 7 3/4 02/15/29
62886HBG5
502000.00000000
PA
USD
438534.55000000
0.381716491404
Long
DBT
CORP
BM
Y
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
Rackspace Hosting
549300QTYCKLMFSE8I97
RAX TL B 1L USD
75009XAB6
802941.18000000
PA
USD
359681.52000000
0.313079933695
Long
LON
CORP
US
N
2
2028-02-09
Variable
8.20554800
N
N
N
N
N
N
StandardAero Aviation Holdings
549300L1RCRPOAUCB870
DAEAVI TL B1 1L USD
26812CAH9
822937.47000000
PA
USD
814502.36000000
0.708972606832
Long
LON
CORP
US
N
2
2028-08-16
Variable
9.32411900
N
N
N
N
N
N
Apollo Commercial Real Estate Finance
549300E0AN7M2AQHSY29
ARI TL B1 1L USD
03768DAC1
617858.79000000
PA
USD
588510.50000000
0.512261036706
Long
LON
CORP
US
N
2
2028-03-11
Variable
8.93859800
N
N
N
N
N
N
Genesis Energy L.P.
549300VJ5D6MDK138782
GEL 8 01/15/27
37185LAM4
422000.00000000
PA
USD
405629.82000000
0.353075012446
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
8.00000000
N
N
N
N
N
N
ViaSat, Inc.
UFC8NYMNFSYIHNSM2I38
VSAT 7 1/2 05/30/31
92552VAR1
520000.00000000
PA
USD
341016.00000000
0.296832783261
Long
DBT
CORP
US
Y
2
2031-05-30
Fixed
7.50000000
N
N
N
N
N
N
Community Health Systems Incorporated
5493007X5NC5XI1BB106
CYH 5 5/8 03/15/27
12543DBG4
459000.00000000
PA
USD
373390.35000000
0.325012600093
Long
DBT
CORP
US
Y
2
2027-03-15
Fixed
5.62500000
N
N
N
N
N
TEXAS COMPETITIVE/TCEH
N/A
TXU 11 1/2 10/01/20
N/A
635000.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2049-11-22
Variable
0.00000000
Y
N
N
N
N
N
Team Health
549300PVTQ4UDTTMQT11
TMH TL B 1L USD
87817JAG3
1355726.00000000
PA
USD
979884.86000000
0.852927576035
Long
LON
CORP
US
N
2
2027-02-17
Variable
10.63320800
N
N
N
N
N
N
TRA RIGHTS - (TXU)
N/A
TRA RIGHTS - (TXU)
N/A
10588.00000000
NS
USD
13621.46000000
0.011856616357
Long
EC
CORP
US
N
2
N
N
N
Kindred At Home Hospice
N/A
KAHPIC TL B 1L USD
12568YAD6
389045.98000000
PA
USD
385365.61000000
0.335436303837
Long
LON
CORP
US
N
2
2028-02-11
Variable
10.61460000
N
N
N
N
N
N
UPC Financing Partnership
213800DXWIS9KORQ3X94
UPCB TL 1L USD
N9000DAH0
650000.00000000
PA
USD
639236.00000000
0.556414364841
Long
LON
CORP
US
N
2
2029-01-31
Variable
8.44898000
N
N
N
N
N
N
CHG Healthcare
54930016Y1HPAVB9PZ54
COMHEA TL 1L USD
12541HAU7
264092.66000000
PA
USD
262152.90000000
0.228187460256
Long
LON
CORP
US
N
2
2028-09-30
Variable
9.14482100
N
N
N
N
N
N
CDK Global
N/A
CDK TL B 1L USD
15477BAD9
1149432.81000000
PA
USD
1144404.04000000
0.996131079974
Long
LON
CORP
US
N
2
2029-07-06
Variable
9.40619900
N
N
N
N
N
N
Novolex
254900QKSDYFR3K5YD98
NOVHOL TL 1L USD
18972FAC6
1175354.53000000
PA
USD
1139852.95000000
0.992169644993
Long
LON
CORP
US
N
2
2029-03-30
Variable
9.59911900
N
N
N
N
N
N
Fidelity Institutional Cash Portfolios
549300SHPEJB1OPRCV46
FID-MM GOVT-I
316175108
628978.78000000
PA
USD
628978.78000000
0.547486105870
Long
STIV
RF
US
N
1
N
N
N
Parexel
254900PHGVI5379Z9791
PRXL TL 1L USD
71911KAC8
992801.22000000
PA
USD
982317.24000000
0.855044808439
Long
LON
CORP
US
N
2
2028-08-11
Variable
8.68056100
N
N
N
N
N
N
Covetrus Inc
N/A
CORBID TL 1L USD
22304EAC0
1174740.84000000
PA
USD
1152085.96000000
1.002817703752
Long
LON
CORP
US
N
2
2029-09-20
Variable
10.39007900
N
N
N
N
N
N
Petco Animal Supplies
N/A
WOOF TL B 1L USD
71601HAB2
511418.38000000
PA
USD
500906.18000000
0.436007036508
Long
LON
CORP
US
N
2
2028-02-25
Variable
8.90169100
N
N
N
N
N
N
BARRACUDA NETWORKS INC
N/A
CUDA TL 1L USD
N/A
1176275.67000000
PA
USD
1124519.54000000
0.978822884820
Long
LON
CORP
US
N
2
2029-08-15
Variable
9.88321000
N
N
N
N
N
N
HLF Financing SaRL LLC and Herbalife International Inc.
ST81INWBFR1E54KGC135
HLF 4 7/8 06/01/29
40390DAC9
524000.00000000
PA
USD
358371.46000000
0.311939609617
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
4.87500000
N
N
N
N
N
N
CSC Holdings (Cablevision/Altice USA)
3HG2WD2W22M120IUNG49
CSCHLD TL 1LD
64072UAE2
1185877.75000000
PA
USD
1110029.01000000
0.966209798188
Long
LON
CORP
US
N
2
2025-07-17
Variable
9.83450200
N
N
N
N
N
N
Civitas Resources Inc
IIVIHPH28S64K95M2381
CIVI 8 5/8 11/01/30
17888HAC7
139000.00000000
PA
USD
141745.51000000
0.123380469679
Long
DBT
CORP
US
Y
2
2030-11-01
Fixed
8.62500000
N
N
N
N
N
N
Claros Mortgage Trust
549300Z9LU2CZ3K30C16
CMTGTL TL B 1L USD
18269PAC6
1178819.38000000
PA
USD
1122825.46000000
0.977348295705
Long
LON
CORP
US
N
2
2026-08-09
Variable
9.93866000
N
N
N
N
N
N
Fogo de Chao
549300MOPGNZTXUHVM05
FOGO TL B 1L USD
05553QAB8
560938.42000000
PA
USD
541025.11000000
0.470928018672
Long
LON
CORP
US
N
2
2030-09-21
Variable
10.15960000
N
N
N
N
N
N
Multi-Color Corp/Fort Dearborn
5493004FUZN8R6Y3VB98
LABL TL B 1L USD
50168EAN2
1265593.23000000
PA
USD
1195593.27000000
1.040688055641
Long
LON
CORP
US
N
2
2028-10-22
Variable
10.42412000
N
N
N
N
N
N
Proofpoint
529900C5FODDK0WSR085
PFPT TL B 1L USD
74345HAB7
1169175.00000000
PA
USD
1151391.85000000
1.002213525053
Long
LON
CORP
US
N
2
2028-06-10
Variable
8.68860000
N
N
N
N
N
N
Park River Holdings (fka PrimeSource and Dimora)
254900PGY077KWCROT75
PRIMBP TL B 1L USD
70082HAC0
1015185.81000000
PA
USD
962350.46000000
0.837664993767
Long
LON
CORP
US
N
2
2028-01-22
Variable
8.90710900
N
N
N
N
N
N
Sedgwick CMS
549300BIN4DWJG5VWF64
SEDGEW TL B 1L USD
81527CAP2
1224434.67000000
PA
USD
1221661.33000000
1.063378647296
Long
LON
CORP
US
N
2
2028-02-17
Variable
9.07412000
N
N
N
N
N
N
Sable International Finance Limited
2138009IE9A35LO5JS73
CWCLN 5 3/4 09/07/27
785712AG5
464000.00000000
PA
USD
420974.06000000
0.366431199446
Long
DBT
CORP
KY
Y
2
2027-09-07
Fixed
5.75000000
N
N
N
N
N
N
Madison Park Funding XL, Ltd
549300UTF8S11AHH4P70
ATRM 9A ER
04964LAJ8
1540000.00000000
PA
USD
1442166.88000000
1.255314732791
Long
ABS-CBDO
CORP
KY
Y
2
2030-05-28
Floating
12.09951000
N
N
N
N
N
N
Asurion
549300KNQVXGIOXWK278
ASUCOR TL B3 2L USD
04649VAZ3
355000.00000000
PA
USD
309737.50000000
0.269606834299
Long
LON
CORP
US
N
2
2028-01-29
Variable
10.68860200
N
N
N
N
N
N
Prometric
54930034OH1XQT27TX40
PROMET TL B 1L USD
80358TAC0
345827.64000000
PA
USD
342542.28000000
0.298161313126
Long
LON
CORP
US
N
2
2028-01-29
Variable
10.69488000
N
N
N
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
PARA 6 3/8 03/30/62
92556HAE7
424000.00000000
PA
USD
312432.88000000
0.271952991509
Long
DBT
CORP
US
N
2
2062-03-30
Fixed
6.37500000
N
N
N
N
N
Greystar Real Estate Partners
254900HGC806SXAS4M46
GRSTAR TL 1L USD
39806LAB3
507354.61000000
PA
USD
507354.61000000
0.441619985533
Long
LON
CORP
US
N
2
2030-08-07
Variable
9.14702000
N
N
N
N
N
N
Consumer Cellular
254900TMV7DAFRQALU04
CONCEL TL B 1L USD
12510EAC1
885344.30000000
PA
USD
867823.34000000
0.755385135569
Long
LON
CORP
US
N
2
2027-12-12
Variable
9.39008200
N
N
N
N
N
N
SFR Group/Numericable
N/A
SFRFP TL B12 1LD
F6628DAL8
838340.75000000
PA
USD
746647.23000000
0.649909023022
Long
LON
CORP
US
N
2
2026-01-09
Variable
10.89387000
N
N
N
N
N
N
Dynasty Acquisition Co Inc
549300L1RCRPOAUCB870
DAEAVI TL B2 1L USD
26812CAJ5
352687.49000000
PA
USD
349072.44000000
0.303845402928
Long
LON
CORP
US
N
2
2028-08-16
Variable
9.32411900
N
N
N
N
N
N
Deluxe Corporation
KWGNKB8TX9LE5TV29231
DLX 8 06/01/29
248019AU5
450000.00000000
PA
USD
356508.00000000
0.310317585963
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
8.00000000
N
N
N
N
N
Benefit Street Partners Clo Vii, Ltd
549300CIOPBDYOSN3T91
BSP 2017-12A D
08179JAA4
2000000.00000000
PA
USD
1845916.00000000
1.606752715257
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-15
Floating
12.06547900
N
N
N
N
N
N
Univision Communications/Televisa
549300YQDE2JSGTL8V47
UVN TL B 1L USD
914908BD9
1111909.04000000
PA
USD
1111909.04000000
0.967846244975
Long
LON
CORP
US
N
2
2029-06-10
Variable
9.64008000
N
N
N
N
N
N
US LBM
N/A
USLBMH TL B2 1L USD
50179JAF5
1269351.30000000
PA
USD
1210643.80000000
1.053788586728
Long
LON
CORP
US
N
2
2027-12-18
Variable
9.17412100
N
N
N
N
N
N
Advisor Group (dba Osaic Group)
549300XL60BDV6UW5C86
ADVGRO TL 1L USD
00775KAG3
1177794.88000000
PA
USD
1173896.38000000
1.021802290026
Long
LON
CORP
US
N
2
2028-08-10
Variable
9.82411900
N
N
N
N
N
N
Multiplan
5493002WXOPRPTXWTU06
MLTPLN TL B 1L USD
55328HAK7
1206404.70000000
PA
USD
1122541.48000000
0.977101109140
Long
LON
CORP
US
N
2
2028-08-17
Variable
9.91550200
N
N
N
N
N
N
TRIDENT TPI HOLDINGS INC
N/A
TEKNI TL B3 1L USD
N/A
583472.39000000
PA
USD
576911.24000000
0.502164617096
Long
LON
CORP
US
N
2
2028-09-17
Variable
9.65169000
N
N
N
N
N
N
Fly Leasing
54930033GL3A930IIN33
FLY TL B 1L USD
L3953TAD6
832936.38000000
PA
USD
794413.07000000
0.691486154981
Long
LON
CORP
US
N
2
2025-08-09
Variable
7.38000000
N
N
N
N
N
N
Medline Industries
254900QT3R363TVK6F09
MEDIND TL B 1L USD
58503UAC7
560757.20000000
PA
USD
557779.58000000
0.485511721378
Long
LON
CORP
US
N
2
2028-09-30
Variable
8.68860000
N
N
N
N
N
N
APx Group/Vivint
549300OMQVKPRU98OE64
VVNT TL B 1L USD
00213NAM4
1175999.97000000
PA
USD
1176370.41000000
1.023955776111
Long
LON
CORP
US
N
2
2028-07-01
Variable
8.92352900
N
N
N
N
N
N
1-800 Contacts
254900SYIEHMSB69WT08
CTAC TL B 1L USD
12656AAC3
536753.47000000
PA
USD
534783.58000000
0.465495162965
Long
LON
CORP
US
N
2
2027-10-16
Variable
8.92577200
N
N
N
N
N
N
Playa Resorts
5493005SPBUMPZZCIZ96
PLYA TL B 1L USD
72812NAG1
861307.09000000
PA
USD
859291.63000000
0.747958823533
Long
LON
CORP
US
N
2
2028-11-22
Variable
9.58450000
N
N
N
N
N
N
Ellucian
549300RP8NIJ7FY7OS79
DAEL TL 1L USD
83578BAM5
773256.78000000
PA
USD
764557.64000000
0.665498898130
Long
LON
CORP
US
N
2
2027-09-23
Variable
8.92411900
N
N
N
N
N
N
Ultimate Software
529900FKHWSTQ1GXK240
ULTI TL 1LD
90385KAB7
1175510.24000000
PA
USD
1174605.10000000
1.022419185803
Long
LON
CORP
US
N
2
2026-04-08
Variable
9.23321200
N
N
N
N
N
N
Jp Intermediate B Llc
549300PC0CHCVUMNS121
JUICEP TL 1L USD
46650KAE1
1047797.52000000
PA
USD
377207.11000000
0.328334847418
Long
LON
CORP
US
N
2
2027-11-20
Variable
11.14481900
N
N
N
N
N
N
Calpine Corporation
43R4VPJBXTU2O15HEF41
CPN 5 02/01/31
131347CQ7
471000.00000000
PA
USD
380498.95000000
0.331200185200
Long
DBT
CORP
US
Y
2
2031-02-01
Fixed
5.00000000
N
N
N
N
N
Applied Systems
N/A
APPSYS TL B 1L USD
03827FAX9
703027.17000000
PA
USD
705487.77000000
0.614082325538
Long
LON
CORP
US
N
2
2024-09-19
Variable
9.89007800
N
N
N
N
N
N
Telesat Canada /Telesat LLC
5493004V5GLBY6SO5Y34
TELSAT 4 7/8 06/01/27
87952VAP1
550000.00000000
PA
USD
327629.50000000
0.285180684670
Long
DBT
CORP
CA
Y
2
2027-06-01
Fixed
4.87500000
N
N
N
N
N
Cetera Financial Group
N/A
RCAP TL 1LD
04009DAB0
1171624.35000000
PA
USD
1172795.97000000
1.020844452965
Long
LON
CORP
US
N
2
2025-10-01
Variable
9.67412200
N
N
N
N
N
N
Hawaiian Brand Intellectual Property Limited / Hawaiianmiles Loyalty Limited
N/A
HA 5 3/4 01/20/26
41984LAA5
56631.00000000
PA
USD
41936.26000000
0.036502852579
Long
DBT
CORP
KY
Y
2
2026-01-20
Fixed
5.75000000
N
N
N
N
N
N
United Airlines
K1OQBWM7XEOO08LDNP29
UAL TL B 1L USD
90932RAJ3
547094.38000000
PA
USD
546752.45000000
0.475913304620
Long
LON
CORP
US
N
2
2028-04-14
Variable
9.18938900
N
N
N
N
N
N
C&S Group Enterprises LLC
N/A
CSWHOL 5 12/15/28
12467AAF5
571000.00000000
PA
USD
442308.02000000
0.385001057532
Long
DBT
CORP
US
Y
2
2028-12-15
Fixed
5.00000000
N
N
N
N
N
N
RealPage
5493001RSFZX4122A604
RP TL B 1L USD
75605VAD4
1078614.24000000
PA
USD
1055974.13000000
0.919158456083
Long
LON
CORP
US
N
2
2028-02-18
Variable
8.43860200
N
N
N
N
N
N
Medallion Midstream
N/A
MEDMID TL 1L USD
58404BAD7
1179057.03000000
PA
USD
1182128.47000000
1.028967801869
Long
LON
CORP
US
N
2
2028-10-14
Variable
9.40169200
N
N
N
N
N
N
Hertz
549300PD0C69OJ0NLB27
HTZ TL B-EXIT 1L USD
42804VBB6
723845.71000000
PA
USD
719039.37000000
0.625878133200
Long
LON
CORP
US
N
2
2028-06-14
Variable
8.69134000
N
N
N
N
N
N
Refresco
254900U303DPAFR7MA71
REFRLN TL B 1L USD
N6872PAF8
1339372.97000000
PA
USD
1333231.94000000
1.160493781766
Long
LON
CORP
US
N
2
2029-05-05
Variable
9.61457000
N
N
N
N
N
N
Verscend (Cotiviti)
N/A
VCVHHO TL B 1L USD
92531HAD9
582630.72000000
PA
USD
583056.04000000
0.507513275478
Long
LON
CORP
US
N
2
2025-08-27
Variable
9.43859900
N
N
N
N
N
N
Epicor
JGNXVGGGXR4O1L5I7S73
EGLPT TL B 1L USD
29426NAN4
1177619.20000000
PA
USD
1172896.95000000
1.020932349646
Long
LON
CORP
US
N
2
2027-07-31
Variable
8.68860000
N
N
N
N
N
N
ITT Holdings LLC
549300TH2PHOLK31LB42
INTMAT 6 1/2 08/01/29
45074JAA2
494000.00000000
PA
USD
413641.02000000
0.360048253564
Long
DBT
CORP
US
Y
2
2029-08-01
Fixed
6.50000000
N
N
N
N
N
N
Univar
254900IXUJZ9H146T437
UNVR TL B 1L USD
97360BAB1
521644.50000000
PA
USD
520760.31000000
0.453288796505
Long
LON
CORP
US
N
2
2030-06-22
Variable
9.81459000
N
N
N
N
N
N
Ellucian
549300RP8NIJ7FY7OS79
DAEL TL 1L USD
83578BAP8
264989.31000000
PA
USD
262919.74000000
0.228854945804
Long
LON
CORP
US
N
2
2027-10-07
Variable
9.57412100
N
N
N
N
N
N
Sterigenics-Nordion Holdings, LLC
549300OVT7MBXFLOFU20
STENOR TL 1L USD
83600VAF8
503123.02000000
PA
USD
503123.02000000
0.437936655023
Long
LON
CORP
US
N
2
2026-12-11
Variable
9.08866100
N
N
N
N
N
N
Howard Midstream Energy Partners Llc
N/A
HOWMID 6 3/4 01/15/27
442722AA2
416000.00000000
PA
USD
393004.06000000
0.342085089739
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
6.75000000
N
N
N
N
N
N
PF Chang's China Bistro
N/A
PFCB TL B 1L USD
69345YAB0
1440909.19000000
PA
USD
1374014.98000000
1.195992829532
Long
LON
CORP
US
N
2
2026-03-01
Variable
11.78321000
N
N
N
N
N
N
Asurion
549300KNQVXGIOXWK278
ASUCOR TL B4 2L USD
04649VBA7
365000.00000000
PA
USD
313281.33000000
0.272691513382
Long
LON
CORP
US
N
2
2029-01-14
Variable
10.68860200
N
N
N
N
N
N
Peraton (fka Magnolia)
549300EQPCK07ZW63836
PERCOR TL B 1L USD
71360HAB3
1172702.93000000
PA
USD
1152731.80000000
1.003379866480
Long
LON
CORP
US
N
2
2028-02-24
Variable
9.17412100
N
N
N
N
N
N
Benefit Street Partners CLO II 2013-2
549300PVYNJC7QL0GC48
BSP 2013-IIA DR
08180CAG3
2900000.00000000
PA
USD
2642790.30000000
2.300381214736
Long
ABS-CBDO
CORP
KY
Y
2
2029-07-15
Floating
12.20548000
N
N
N
N
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
CCL TL B 1L USD
P2121YAS7
635106.50000000
PA
USD
624522.45000000
0.543607153455
Long
LON
CORP
US
N
2
2028-10-08
Variable
8.68860000
N
N
N
N
N
N
US Silica
549300LB0THBBEFBXE82
SLCA TL B 1L USD
90343KAV4
727847.69000000
PA
USD
729146.90000000
0.634676096527
Long
LON
CORP
US
N
2
2030-03-17
Variable
10.17411800
N
N
N
N
N
N
USIC
5493009ZYUWB7X699U62
USICHO TL B 1L USD
90290HAP7
1176000.00000000
PA
USD
1138332.72000000
0.990846381269
Long
LON
CORP
US
N
2
2028-05-14
Variable
8.93859800
N
N
N
N
N
N
McAfee
2549009UKR8UEZYVCR93
MCFE TL B 1L USD
57906HAD9
1796459.11000000
PA
USD
1722777.34000000
1.499568327502
Long
LON
CORP
US
N
2
2029-02-03
Variable
9.16458800
N
N
N
N
N
N
Dave & Buster's Entertainment
549300JAVWTAY1FT5Z45
PLAY TL B 1L USD
23833EAW4
834082.80000000
PA
USD
834170.38000000
0.726092369887
Long
LON
CORP
US
N
2
2029-06-29
Variable
9.18749900
N
N
N
N
N
N
Gainwell Technologies (fka Milano Acqusition/DXC State & Local HHS)
N/A
MILACQ TL 1L USD
59909TAC8
1185198.75000000
PA
USD
1135817.44000000
0.988656989677
Long
LON
CORP
US
N
2
2027-08-17
Variable
9.49007900
N
N
N
N
N
N
DigiCert
549300EF826JEEUCHZ67
DIGICT TL 1LD
24022KAB5
587817.28000000
PA
USD
578265.25000000
0.503343196860
Long
LON
CORP
US
N
2
2026-08-08
Variable
9.32411900
N
N
N
N
N
N
M6 Midstream
N/A
METXHO TL B 1L USD
55285DAB7
1163961.61000000
PA
USD
1158764.52000000
1.008630966335
Long
LON
CORP
US
N
2
2029-08-11
Variable
9.92444000
N
N
N
N
N
N
Kennedy Wilson Inc
5EA4464UK7FM5QNNKL62
KW 4 3/4 03/01/29
489399AL9
458000.00000000
PA
USD
345107.58000000
0.300394243953
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.75000000
N
N
N
N
N
Mineral Resources Ltd.
5299007V1ACKFFX2P066
MINAU 9 1/4 10/01/28
603051AE3
184000.00000000
PA
USD
183898.80000000
0.160072233098
Long
DBT
CORP
AU
Y
2
2028-10-01
Fixed
9.25000000
N
N
N
N
N
N
2023-11-28
Dunham Funds
James Colantino
James Colantino
Assistant Treasurer