0001145549-20-012327.txt : 20200302
0001145549-20-012327.hdr.sgml : 20200302
20200228185059
ACCESSION NUMBER: 0001145549-20-012327
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20191231
FILED AS OF DATE: 20200302
PERIOD START: 20191231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: American Funds Multi-Sector Income Fund
CENTRAL INDEX KEY: 0001761673
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23409
FILM NUMBER: 20673447
BUSINESS ADDRESS:
STREET 1: 6455 IRVINE CENTER DRIVE
CITY: IRVINE
STATE: CA
ZIP: 92618
BUSINESS PHONE: 213-486-9200
MAIL ADDRESS:
STREET 1: 333 SOUTH HOPE STREET, 55TH FLOOR
CITY: LOS ANGELES
STATE: CA
ZIP: 90071
0001761673
S000065032
American Funds Multi-Sector Income Fund
C000210538
Class T
MIAVX
C000210539
Class 529-A
CMBKX
C000210540
Class R-5E
RMDSX
C000210541
Class R-5
RMDTX
C000210542
Class R-4
RMDRX
C000210543
Class R-3
RMDQX
C000210544
Class R-2E
RMDPX
C000210545
Class R-2
RMDOX
C000210546
Class R-1
RMDNX
C000210547
Class F-3
MIAZX
C000210548
Class F-2
MIAYX
C000210549
Class F-1
MIAWX
C000210550
Class C
MIAUX
C000210551
Class A
MIAQX
C000210552
Class 529-T
CMBNX
C000210553
Class 529-F-1
CMBOX
C000210554
Class 529-E
CMBMX
C000210555
Class 529-C
CMBLX
C000210556
Class R-6
RMDUX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001761673
XXXXXXXX
S000065032
C000210549
C000210548
C000210547
C000210546
C000210545
C000210544
C000210543
C000210542
C000210541
C000210540
C000210556
C000210538
C000210539
C000210555
C000210554
C000210553
C000210552
C000210551
C000210550
American Funds Multi-Sector Income fund
811-23409
0001761673
549300J5Z0VG84MLRB27
6455 Irvine Center Drive
Irvine
92618-4518
213-486-9200
American Funds Multi-Sector Income fund
S000065032
549300J5Z0VG84MLRB27
2019-12-31
2019-12-31
N
53689425.300000000000
2067949.350000000000
51621475.950000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
47537.390000000000
USD
N
AEP TRANSMISSION COMPANY LLC
549300X123Z1I0LA3Y84
AEP TRANSMISSION CO LLC SR UNSEC 3.8% 06-15-49
00115AAK5
20000.000000000000
PA
USD
21428.060000000000
0.0415099716
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
3.80000000
N
N
N
N
N
N
AMERICAN CAMPUS COMMUNITIES OPERATING PARTNERSHIP LP
RDKVCX5HITZ2GPIR7153
AMERICAN CAMPUS COMMUNITIES INC SR UNSEC 3.3% 07-15-26
024836AE8
38000.000000000000
PA
USD
39380.350000000000
0.0762867572
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.30000000
N
N
N
N
N
N
ALLIED UNIVERSAL HOLDCO LLC
N/A
ALLIED UNIVERSAL HOLDCO 144A LIFE SEC 6.625% 07-15-26
019576AA5
30000.000000000000
PA
USD
32297.220000000000
0.0625654718
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
6.62500000
N
N
N
N
N
N
ALLIED UNIVERSAL HOLDCO LLC
N/A
ALLIED UNIVERSAL HOLDCO 144A LIFE SEC 9.75% 07-15-27
019576AB3
70000.000000000000
PA
USD
74941.510000000000
0.1451750626
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
9.75000000
N
N
N
N
N
N
AG MERGER SUB II INC
N/A
AG MERGER SUB II 144A LIFE SR UNSEC 10.75% 08-01-27
00791GAA5
133000.000000000000
PA
USD
133378.780000000000
0.2583784705
Long
DBT
CORP
US
Y
2
2027-08-01
Fixed
10.75000000
N
N
N
N
N
N
ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER
N/A
ALLIANT HOLDINGS INTERMEDIATE LLC 144A SR UNSEC 6.75% 10-15-27
01883LAA1
63000.000000000000
PA
USD
67586.400000000000
0.1309269035
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
ARD FINANCE SA
6354006P6QPGGPVJW880
ARD FINANCE PIK 144A LIFE SEC 6.5% 06-30-27
00191AAD8
200000.000000000000
PA
USD
207160.000000000000
0.4013058445
Long
DBT
CORP
LU
Y
2
2027-06-30
Fixed
6.50000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC SR UNSEC 144A 2.95% 11-21-26
00287YBU2
31000.000000000000
PA
USD
31511.310000000000
0.0610430241
Long
DBT
CORP
US
Y
2
2026-11-21
Fixed
2.95000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC SR UNSEC 144A 3.2% 11-21-29
00287YBW8
62000.000000000000
PA
USD
63111.910000000000
0.1222590188
Long
DBT
CORP
US
Y
2
2029-11-21
Fixed
3.20000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC SR UNSEC 144A 4.25% 11-21-49
00287YBS7
55000.000000000000
PA
USD
58131.650000000000
0.1126113675
Long
DBT
CORP
US
Y
2
2049-11-21
Fixed
4.25000000
N
N
N
N
N
N
AON CORP
LTS3U8DGK38SETRUWX71
AON SR UNSEC 2.2% 11-15-22
037389BD4
48000.000000000000
PA
USD
48232.370000000000
0.0934346977
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
2.20000000
N
N
N
N
N
N
BWAY HOLDING CO
549300DNGHXL0OMHW304
BWAY 144A LIFE SR UNSEC 7.25% 04-15-25
12429TAE4
100000.000000000000
PA
USD
98999.000000000000
0.1917787087
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
7.25000000
N
N
N
N
N
N
BWAY HOLDING CO
549300DNGHXL0OMHW304
BWAY 144A LIFE SEC 5.5% 04-15-24
12429TAD6
75000.000000000000
PA
USD
77444.250000000000
0.1500233160
Long
DBT
CORP
US
Y
2
2024-04-15
Fixed
5.50000000
N
N
N
N
N
N
B&G FOODS INC
549300TRW1LZMDJZAQ78
B&G FOODS INC SR UNSEC 5.25% 04-01-25
05508RAE6
125000.000000000000
PA
USD
128801.880000000000
0.2495121994
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.25000000
N
N
N
N
N
N
BEACON ROOFING SUPPLY INC
549300HDXQWWCBOYXP31
BEACON ROOFING SUPPLY 144A LIFE SR UNSEC 4.875% 11-01-25
073685AD1
110000.000000000000
PA
USD
110779.350000000000
0.2145993464
Long
DBT
CORP
US
Y
2
2025-11-01
Fixed
4.87500000
N
N
N
N
N
N
BROADCOM CORPORATION/BROADCOM CAYMAN FINANCE LTD
N/A
BROADCOM CORP CAYMAN FINANCE SR UNSEC 3.875% 01-15-27
11134LAH2
110000.000000000000
PA
USD
114240.830000000000
0.2213048502
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.87500000
N
N
N
N
N
N
BANFF MERGER SUB INC
549300DSDR5SWIGOZV63
BANFF MERGER SUB 144A LIFE SR UNSEC 9.75% 09-01-26
05988LAA6
75000.000000000000
PA
USD
76126.880000000000
0.1474713355
Long
DBT
CORP
US
Y
2
2026-09-01
Fixed
9.75000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL SR UNSEC 3.557% 08-15-27
05526DBB0
20000.000000000000
PA
USD
20413.680000000000
0.0395449367
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.55700000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL SR UNSEC 4.54% 08-15-47
05526DBF1
225000.000000000000
PA
USD
226030.500000000000
0.4378613665
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.54000000
N
N
N
N
N
N
BP CAPITAL MARKETS AMERICA INC.
5493009NTB34VXE1T760
BP CAPITAL MARKETS SR UNSEC 4.234% 11-06-28
10373QAE0
55000.000000000000
PA
USD
62176.950000000000
0.1204478347
Long
DBT
CORP
US
N
2
2028-11-06
Fixed
4.23400000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL SR UNSEC 4.39% 08-15-37
05526DBD6
15000.000000000000
PA
USD
15184.290000000000
0.0294146762
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.39000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSEC 3.2% 03-01-29
097023CD5
30000.000000000000
PA
USD
31271.100000000000
0.0605776945
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.20000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSEC 3.458% 03-15-25
06051GHR3
28000.000000000000
PA
USD
29244.150000000000
0.0566511311
Long
DBT
CORP
US
N
2
2025-03-15
Variable
3.4580000000000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM 144A SR UNSEC 4.75% 04-15-29
11135FAB7
230000.000000000000
PA
USD
251709.930000000000
0.4876069995
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.75000000
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US CAPITAL LLC 144A LIFE SR UNSEC 2.95% 04-14-22
05565EBF1
200000.000000000000
PA
USD
203817.600000000000
0.3948310199
Long
DBT
CORP
US
Y
2
2022-04-14
Fixed
2.95000000
N
N
N
N
N
N
BROOKFIELD PROPERTY REIT INC
549300K1JD1LDRNBET48
BROOKFIELD PROPERTY REIT INC 144A LIFE SEC 5.75% 05-15-26
11284DAA3
95000.000000000000
PA
USD
100403.030000000000
0.1944985651
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
5.75000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSEC 3.1% 05-01-26
097023CH6
84000.000000000000
PA
USD
86675.570000000000
0.1679060283
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.10000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSEC 3.9% 05-01-49
097023CK9
80000.000000000000
PA
USD
86705.520000000000
0.1679640468
Long
DBT
CORP
US
N
2
2049-05-01
Fixed
3.90000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSEC 3.6% 05-01-34
097023CJ2
30000.000000000000
PA
USD
32134.530000000000
0.0622503123
Long
DBT
CORP
US
N
2
2034-05-01
Fixed
3.60000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB 144A SR UNSEC 2.9% 07-26-24
110122BZ0
100000.000000000000
PA
USD
103237.500000000000
0.1999894387
Long
DBT
CORP
US
Y
2
2024-07-26
Fixed
2.90000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB 144A SR UNSEC 3.4% 07-26-29
110122CB2
115000.000000000000
PA
USD
122997.680000000000
0.2382684294
Long
DBT
CORP
US
Y
2
2029-07-26
Fixed
3.40000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL SR UNSEC 2.5% 06-28-24
06367WMQ3
110000.000000000000
PA
USD
111336.610000000000
0.2156788584
Long
DBT
CORP
CA
N
2
2024-06-28
Fixed
2.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSEC 2.95% 02-01-30
097023CN3
5000.000000000000
PA
USD
5116.880000000000
0.0099123086
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.95000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL SR UNSEC 3.215% 09-06-26
05526DBJ3
40000.000000000000
PA
USD
40321.120000000000
0.0781091963
Long
DBT
CORP
US
N
2
2026-09-06
Fixed
3.21500000
N
N
N
N
N
N
B&G FOODS INC
549300TRW1LZMDJZAQ78
B&G FOODS INC SR UNSEC 5.25% 09-15-27
05508WAB1
60000.000000000000
PA
USD
60675.000000000000
0.1175382898
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
5.25000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSEC 2.884% 10-22-30
06051GHX0
24000.000000000000
PA
USD
24204.100000000000
0.0468876559
Long
DBT
CORP
US
N
2
2030-10-22
Variable
2.8800000000000000
N
N
N
N
N
N
BRASKEM SA
549300RPMQUFGBB7EY44
BRASKEM 144A LIFE SR UNSEC 4.5% 01-31-30
10554TAD7
200000.000000000000
PA
USD
199300.000000000000
0.3860796235
Long
DBT
CORP
BR
Y
2
2030-01-31
Fixed
4.50000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
BOYD GAMING CORP SR UNSEC 144A 4.75% 12-01-27
103304BR1
50000.000000000000
PA
USD
52030.000000000000
0.1007913839
Long
DBT
CORP
US
Y
2
2027-12-01
Fixed
4.75000000
N
N
N
N
N
N
BRASKEM IDESA SAPI
YH0V7ZHY352ITDGEYB83
BRASKEM IDESA 144A LIFE SECURED 7.45% 11-15-29
10554NAA6
200000.000000000000
PA
USD
213452.000000000000
0.4134945700
Long
DBT
CORP
MX
Y
2
2029-11-15
Fixed
7.45000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COMPANIES 144A LIFE SR UNSEC 5.0% 01-30-28
071734AH0
145000.000000000000
PA
USD
149189.050000000000
0.2890057815
Long
DBT
CORP
CA
Y
2
2028-01-30
Fixed
5.00000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COMPANIES 144A LIFE SR UNSEC 5.25% 01-30-30
071734AJ6
140000.000000000000
PA
USD
145530.000000000000
0.2819175495
Long
DBT
CORP
CA
Y
2
2030-01-30
Fixed
5.25000000
N
N
N
N
N
N
CINEMARK USA INC
54930008H2137JSCPQ09
CINEMARK USA INC SR UNSEC 4.875% 06-01-23
172441AZ0
50000.000000000000
PA
USD
50937.000000000000
0.0986740481
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
4.87500000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
CALPINE CORP 144A LIFE SR SEC 1ST LIEN 5.875% 01-15-24
131347CC8
75000.000000000000
PA
USD
76718.630000000000
0.1486176607
Long
DBT
CORP
US
Y
2
2024-01-15
Fixed
5.87500000
N
N
N
N
N
N
CVR PARTNERS LP/CVR NITROGEN FINANCE CORP
N/A
CVR PARTNERS 144A LIFE SR SEC 2ND LIEN 9.25% 06-15-23
12663QAA3
100000.000000000000
PA
USD
104666.500000000000
0.2027576664
Long
DBT
CORP
US
Y
2
2023-06-15
Fixed
9.25000000
N
N
N
N
N
N
ENTERCOM MEDIA CORP (CBS RADIO INC)
549300S5JUSXRHNCHD80
CBS RADIO (CBS) 144A LIFE SR UNSEC 7.25% 11-01-24
124847AC8
25000.000000000000
PA
USD
26385.380000000000
0.0511131840
Long
DBT
CORP
US
Y
2
2024-11-01
Fixed
7.25000000
N
N
N
N
N
N
CARRIZO OIL & GAS INC
6X88M1NLGKDIRGWMPT94
CARRIZO OIL & GAS INC SR UNSEC 6.25% 04-15-23
144577AH6
90000.000000000000
PA
USD
91560.600000000000
0.1773692021
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
6.25000000
N
N
N
N
N
N
CCCI TREASURE LTD
222100QYJA4A1WYR6697
CCCI TREASURE REG S PRP SR UNSEC (H) 3.5% 12-31-49/20
N/A
200000.000000000000
PA
USD
200504.000000000000
0.3884119861
Long
DBT
CORP
HK
Y
2
2049-12-31
Variable
3.5000000000000000
N
N
N
N
N
N
COTT HOLDINGS INC
N/A
COTT BEVERAGES INC 144A LIFE SR UNSEC 5.50% 04-01-25
221644AA5
50000.000000000000
PA
USD
52354.250000000000
0.1014195139
Long
DBT
CORP
US
Y
2
2025-04-01
Fixed
5.50000000
N
N
N
N
N
N
CONNECTICUT LIGHT AND POWER COMPANY (THE)
549300O45IUXEDS1VZ32
CONN LIGHT & POWER SEC 3.2% 03-15-27
207597EJ0
25000.000000000000
PA
USD
26403.430000000000
0.0511481501
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.20000000
N
N
N
N
N
N
CHENIERE CORPUS CHRISTI HOLDINGS LLC
549300I7CIEWU1BBLQ53
CHENIERE CORPUS CHRISTI SR SEC 1ST LIEN 7.0% 06-30-24
16412XAD7
100000.000000000000
PA
USD
115447.500000000000
0.2236423850
Long
DBT
CORP
US
N
2
2024-06-30
Fixed
7.00000000
N
N
N
N
N
N
CANADIAN NATURAL RESOURCES LTD
549300T15RIMIKZC5Q38
CANADIAN NATURAL RESOURCES SR UNSEC 4.95% 06-01-47
136385AY7
65000.000000000000
PA
USD
78919.040000000000
0.1528802471
Long
DBT
CORP
CA
N
2
2047-06-01
Fixed
4.95000000
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CHARTER COMM CCO 144A SR UNSEC 5.0% 02-01-28
1248EPBX0
200000.000000000000
PA
USD
210234.000000000000
0.4072607304
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
CYDSA SAB DE CV
4469000001BNTACN9916
CYDSA REG S SR UNSEC 6.25% 10-04-27
N/A
200000.000000000000
PA
USD
206071.600000000000
0.3991974197
Long
DBT
CORP
MX
Y
2
2027-10-04
Fixed
6.25000000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
CLIFFS NATURAL RESOURCES 144A LIFE SEC 4.875% 01-15-24
185899AB7
55000.000000000000
PA
USD
56326.330000000000
0.1091141409
Long
DBT
CORP
US
Y
2
2024-01-15
Fixed
4.87500000
N
N
N
N
N
N
CHURCHILL DOWNS INC
529900FODTBQC8MIS994
CHURCHILL DOWNS 144A LIFE SR UNSEC 4.75% 01-15-28
171484AE8
85000.000000000000
PA
USD
88132.250000000000
0.1707278771
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300DK79J32SE1QE52
CENOVUS ENERGY INC SR UNSEC 5.25% 06-15-37
15135UAP4
20000.000000000000
PA
USD
22155.460000000000
0.0429190750
Long
DBT
CORP
CA
N
2
2037-06-15
Fixed
5.25000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300DK79J32SE1QE52
CENOVUS ENERGY SR UNSEC 5.4% 06-15-47
15135UAR0
25000.000000000000
PA
USD
29172.700000000000
0.0565127197
Long
DBT
CORP
CA
N
2
2047-06-15
Fixed
5.40000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300DK79J32SE1QE52
CENOVUS ENERGY INC SR UNSEC 4.25% 04-15-27
15135UAM1
80000.000000000000
PA
USD
84735.200000000000
0.1641471857
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
4.25000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP SR UNSEC 4.0% 03-01-48
20030NCK5
35000.000000000000
PA
USD
38858.820000000000
0.0752764606
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.00000000
N
N
N
N
N
N
CHARLES RIVER LABORATORIES INTERNATIONAL INC
549300BSQ0R4UZ5KX287
CHARLES RIVER LABORATORIES 144A LIFE SR UNSEC 5.5% 04-01-26
159864AC1
45000.000000000000
PA
USD
48479.540000000000
0.0939135100
Long
DBT
CORP
US
Y
2
2026-04-01
Fixed
5.50000000
N
N
N
N
N
N
COMPASS GROUP DIVERSIFIED HOLDINGS LLC
549300I6PTUQPX21TE93
COMPASS DIVERSIFIED 144A LIFE SR UNSEC 8.0% 05-01-26
20451RAA0
75000.000000000000
PA
USD
81401.100000000000
0.1576884397
Long
DBT
CORP
US
Y
2
2026-05-01
Fixed
8.00000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORP 144A LIFE SR UNSEC 5.375% 06-01-26
15137TAA8
45000.000000000000
PA
USD
47839.500000000000
0.0926736385
Long
DBT
CORP
US
Y
2
2026-06-01
Fixed
5.37500000
N
N
N
N
N
N
CIT GROUP INC
N8O96ZZJQRFYQUJY7K79
CIT GROUP INC SR UNSEC 4.125% 03-09-21
125581GV4
50000.000000000000
PA
USD
51034.000000000000
0.0988619544
Long
DBT
CORP
US
N
2
2021-03-09
Fixed
4.12500000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENERGY SR UNSEC 3.85% 02-01-24
15189TAU1
65000.000000000000
PA
USD
68560.900000000000
0.1328146837
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
3.85000000
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING AESOP_19-2A
N/A
AESOP 19-2A A 144A 3.35% 09-22-25/24
05377RDL5
100000.000000000000
PA
USD
103196.300000000000
0.1999096270
Long
ABS-O
CORP
US
Y
2
2025-09-22
Fixed
3.35000000
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
CONAGRA BRANDS INC SR UNSEC 5.4% 11-01-48
205887CE0
105000.000000000000
PA
USD
128069.760000000000
0.2480939525
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
5.40000000
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
CONAGRA BRANDS INC SR UNSEC 3.8% 10-22-21
205887BZ4
100000.000000000000
PA
USD
103193.900000000000
0.1999049777
Long
DBT
CORP
US
N
2
2021-10-22
Fixed
3.80000000
N
N
N
N
N
N
CASCADE FUNDING MORTGAGE TRUST CFMT_18-RM2
N/A
CFMT 18-RM2 A 144A FRN 10-25-68/23
14727QAA3
84632.560000000000
PA
USD
86890.810000000000
0.1683229865
Long
ABS-CBDO
CORP
US
Y
2
2068-10-25
Variable
4.0000000000000000
N
N
N
N
N
N
FINANCE OF AMERICA STRUCTURED FASST_19-JR1
N/A
FASST 19-JR1 A 144A 2.0% 03-25-69
31739FAB5
135619.500000000000
PA
USD
140714.320000000000
0.2725887190
Long
ABS-CBDO
CORP
US
Y
2
2069-03-25
Fixed
2.00000000
N
N
N
N
N
N
CLEAR CHANNEL WORLDWIDE HOLDINGS INC
N/A
CLEAR CHANNEL WORLDWIDE 144A LIFE SR SUB 9.25% 02-15-24
18451QAN8
85000.000000000000
PA
USD
94314.730000000000
0.1827044428
Long
DBT
CORP
US
Y
2
2024-02-15
Fixed
9.25000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX CORP SR UNSEC 4.5% 03-15-49
126408HP1
25000.000000000000
PA
USD
29255.750000000000
0.0566736023
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.50000000
N
N
N
N
N
N
FINANCE OF AMERICA STRUCTURED FASST_19-JR2
N/A
FASST 19-JR2 A1 144A 2.0% 04-01-69
31739GAA5
264456.250000000000
PA
USD
275748.000000000000
0.5341730257
Long
ABS-CBDO
CORP
US
Y
2
2069-06-25
Fixed
2.00000000
N
N
N
N
N
N
HERTZ VEHICLE FINANCING LLC HERTZ_19-3A
N/A
HERTZ 19-3A A 144A 2.67% 12-26-25/24
42806DCN7
200000.000000000000
PA
USD
199543.800000000000
0.3865519076
Long
ABS-O
CORP
US
Y
2
2025-12-26
Fixed
2.67000000
N
N
N
N
N
N
CENTENNIAL RESOURCE PRODUCTION LLC
5493004CTVUMQLRPOE23
CENTENNIAL RESOURCE PRODUCTION 144A LIFE SR UNSEC 6.875% 04-01-27
15138AAC4
30000.000000000000
PA
USD
31269.690000000000
0.0605749631
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
6.87500000
N
N
N
N
N
N
HERTZ VEHICLE FINANCING LLC HERTZ_19-2A
N/A
HERTZ 19-2A A 144A 3.42% 05-25-25/05-28-24
42806DCH0
100000.000000000000
PA
USD
103117.500000000000
0.1997569773
Long
ABS-O
CORP
US
Y
2
2025-05-25
Fixed
3.42000000
N
N
N
N
N
N
LEGACY MORTGAGE ASSET TRUST LMAT_19-GS2
N/A
LMAT 19-GS2 A1 144A FRN 01-25-59
52475BAA0
233980.920000000000
PA
USD
236278.610000000000
0.4577137822
Long
ABS-CBDO
CORP
US
Y
2
2059-01-25
Variable
3.7500000000000000
N
N
N
N
N
N
LEGACY MORTGAGE ASSET TRUST LMAT_19-GS5
N/A
LMAT 19-GS5 A1 144A FRN 05-25-59
52475FAF0
195502.340000000000
PA
USD
196162.160000000000
0.3800010681
Long
ABS-CBDO
CORP
US
Y
2
2059-05-25
Variable
3.2000000000000000
N
N
N
N
N
N
RMF PROPRIETARY ISSUANCE TRUST RMF_19-1
N/A
RPIT 19-1 A 144A FRN 10-25-63/10-15-24
74968RAA3
199580.550000000000
PA
USD
197720.660000000000
0.3830201604
Long
ABS-CBDO
CORP
US
Y
2
2063-10-25
Variable
2.7500000000000000
N
N
N
N
N
N
SUNOCO LP
54930001NJU8E40NQ561
SUNOCO LP FINANCE CORP SR UNSEC 4.875% 01-15-23
86765LAJ6
45000.000000000000
PA
USD
46144.580000000000
0.0893902763
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
4.87500000
N
N
N
N
N
N
MV24 CAPITAL BV
N/A
MV24 CAPITAL BV 144A LIFE 1ST LIEN 6.748% 06-01-34
55388RAA4
200000.000000000000
PA
USD
211630.000000000000
0.4099650312
Long
DBT
CORP
NL
Y
2
2034-06-01
Fixed
6.74800000
N
N
N
N
N
N
AES CORP (THE)
2NUNNB7D43COUIRE5295
AES CORP SR UNSEC 4.875% 05-15-23
00130HBT1
17000.000000000000
PA
USD
17290.450000000000
0.0334946835
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
4.87500000
N
N
N
N
N
N
PETSMART INC
N/A
PETSMART (ARGOS) SR UNSEC 144A LIFE 7.125% 03-15-23
04021LAA8
150000.000000000000
PA
USD
147375.000000000000
0.2854916433
Long
DBT
CORP
US
Y
2
2023-03-15
Fixed
7.12500000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC SR UNSEC 3.375% 11-16-25
046353AL2
65000.000000000000
PA
USD
69068.030000000000
0.1337970849
Long
DBT
CORP
GB
N
2
2025-11-16
Fixed
3.37500000
N
N
N
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
ARAMARK CORP SR UNSEC 5.125% 01-15-24
038522AK4
90000.000000000000
PA
USD
92545.650000000000
0.1792774195
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5.12500000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC SR UNSEC 4.45% 05-14-46
00287YAW9
50000.000000000000
PA
USD
53488.850000000000
0.1036174364
Long
DBT
CORP
US
N
2
2046-05-14
Fixed
4.45000000
N
N
N
N
N
N
AES CORP (THE)
2NUNNB7D43COUIRE5295
AES CORP SR UNSEC 6.0% 05-15-26
00130HBX2
130000.000000000000
PA
USD
138690.500000000000
0.2686682189
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.00000000
N
N
N
N
N
N
AK STEEL CORPORATION
O05HJM8THRTZG4688Q91
AK STEEL CORP SR SEC 1ST LIEN 7.5% 07-15-23
001546AT7
50000.000000000000
PA
USD
52145.750000000000
0.1010156123
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
7.50000000
N
N
N
N
N
N
AXALTA COATING SYSTEMS LLC
549300G80QONCHILSF69
AXALTA COATINGS SYS 144A LIFE SR UNSEC 4.875% 08-15-24
05453GAA3
150000.000000000000
PA
USD
155562.750000000000
0.3013527745
Long
DBT
CORP
US
Y
2
2024-08-15
Fixed
4.87500000
N
N
N
N
N
N
ALLISON TRANSMISSION INC
MWKQ3I0U1GXP2YDSZW75
ALLISON TRANSMISSION 144A LIFE SR UNSEC 5.0% 10-01-24
019736AD9
50000.000000000000
PA
USD
51312.000000000000
0.0994004899
Long
DBT
CORP
US
Y
2
2024-10-01
Fixed
5.00000000
N
N
N
N
N
N
ASSOCIATED MATERIALS LLC/ASSOCIATED MATERIALS FINANCE INC
N/A
ASSOCIATED MATERIALS 144A LIFE SR SEC 1ST LIEN 9.0% 01-01-24
04570XAB5
158000.000000000000
PA
USD
139040.000000000000
0.2693452627
Long
DBT
CORP
US
Y
2
2024-01-01
Fixed
9.00000000
N
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
ABBOTT LABORATORIES SR UNSEC 3.75% 11-30-26
002824BF6
30000.000000000000
PA
USD
32783.310000000000
0.0635071148
Long
DBT
CORP
US
N
2
2026-11-30
Fixed
3.75000000
N
N
N
N
N
N
AK STEEL CORPORATION
O05HJM8THRTZG4688Q91
AK STEEL CORP SR UNSEC 7.625% 10-01-21
001546AS9
35000.000000000000
PA
USD
35364.000000000000
0.0685063713
Long
DBT
CORP
US
N
2
2021-10-01
Fixed
7.62500000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
GMAC (ALLY) SR UNSEC 8.0% 11-01-31
370425RZ5
25000.000000000000
PA
USD
34316.950000000000
0.0664780489
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.00000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
ASHTEAD 144A LIFE SR SEC 2ND LIEN 4.125% 08-15-25
045054AD5
200000.000000000000
PA
USD
206083.000000000000
0.3992195035
Long
DBT
CORP
US
Y
2
2025-08-15
Fixed
4.12500000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T CORP SR UNSEC FRN SR UNSEC (L+65) 01-15-20
00206RDU3
120000.000000000000
PA
USD
120031.200000000000
0.2325218289
Long
DBT
CORP
US
N
2
2020-01-15
Variable
2.9533800000000000
N
N
N
N
N
N
ASCENT RESOURCES UTICA HOLDINGS/ARU FINANCE CORP
N/A
ASCENT RESOURCES-UTICA LLC 144A LIFE SR UNSEC 7.0% 11-01-26
04364VAG8
50000.000000000000
PA
USD
40017.400000000000
0.0775208366
Long
DBT
CORP
US
Y
2
2026-11-01
Fixed
7.00000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER CO INC
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER SR UNSEC 3.65% 12-01-21
025537AL5
140000.000000000000
PA
USD
144442.200000000000
0.2798102870
Long
DBT
CORP
US
N
2
2021-12-01
Fixed
3.65000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC SR UNSEC 5.95% 02-14-49
02209SBF9
72000.000000000000
PA
USD
87175.800000000000
0.1688750629
Long
DBT
CORP
US
N
2
2049-02-14
Fixed
5.95000000
N
N
N
N
N
N
ASSUREDPARTNERS INC
549300HNDSDQWQ3L2P80
ASSUREDPARTNERS INC 144A LIFE SR UNSEC 8.0% 05-15-27
40060QAA3
80000.000000000000
PA
USD
83427.840000000000
0.1616145964
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
8.00000000
N
N
N
N
N
N
ANHEUSER-BUSCH COMPANIES / ANHEUSER-BUSCH INBEV WORLDWIDE
N/A
ANHEUSER-BUSCH COMPANIES/INBEV WORLDWIDE SR UNSEC 4.9% 02-01-46
03522AAJ9
90000.000000000000
PA
USD
106602.120000000000
0.2065073074
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
ALLSTATE CORP (THE)
OBT0W1ED8G0NWVOLOJ77
ALLSTATE CORP SR UNSEC 3.85% 08-10-49
020002BG5
20000.000000000000
PA
USD
22176.540000000000
0.0429599108
Long
DBT
CORP
US
N
2
2049-08-10
Fixed
3.85000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
APACHE CORP SR UNSEC 4.25% 01-15-30
037411BF1
30000.000000000000
PA
USD
31113.180000000000
0.0602717753
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.25000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
APACHE CORP SR UNSEC 5.35% 07-01-49
037411BG9
125000.000000000000
PA
USD
130809.630000000000
0.2534015690
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.35000000
N
N
N
N
N
N
NVA HOLDINGS INC
549300PQXWQYUO44P605
NVA HOLDINGS 144A LIFE SR UNSEC 6.875% 04-01-26
62953QAA7
75000.000000000000
PA
USD
81281.250000000000
0.1574562689
Long
DBT
CORP
US
Y
2
2026-04-01
Fixed
6.87500000
N
N
N
N
N
N
NABORS INDUSTRIES INC
549300VFQWRKICUFNU92
NABORS INDUSTRIES SR UNSEC 5.75% 02-01-25
62957HAF2
30000.000000000000
PA
USD
27087.450000000000
0.0524732188
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.75000000
N
N
N
N
N
N
NGL ENERGY PARTNERS LP / NGL ENERGY FINANCE CORP
N/A
NGL ENERGY PARTNERS 144A SR UNSEC 7.5% 04-15-26
62913TAN2
150000.000000000000
PA
USD
145480.950000000000
0.2818225309
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
NEIMAN MARCUS GROUP LTD LLC
549300VXED5TMJSBCI17
NEIMAN MARCUS / MARIPOSA 144A LIFE 3RD LIEN 8.0% 10-15-24
64021VAA0
90000.000000000000
PA
USD
28800.000000000000
0.0557907334
Long
DBT
CORP
US
Y
2
2024-10-25
Fixed
8.00000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NUSTAR LOGISTICS LP SR UNSEC 6.0% 06-01-26
67059TAF2
40000.000000000000
PA
USD
42374.960000000000
0.0820878505
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.00000000
N
N
N
N
N
N
NEIMAN MARCUS GROUP LTD LLC
549300VXED5TMJSBCI17
NEIMAN MARCUS/MARIPOSA 144A LIFE PIK 2ND LIEN 14.0% 04-25-24
64021VAE2
66386.000000000000
PA
USD
34520.720000000000
0.0668727877
Long
DBT
CORP
US
Y
2
2024-04-25
Fixed
14.00000000
N
N
N
N
N
N
NEXSTAR ESCROW CORP
5493006PK6I4I2OOT688
NEXSTAR ESCROW CORP 144A LIFE 1ST LIEN 5.625% 07-15-27
65343HAA9
10000.000000000000
PA
USD
10556.500000000000
0.0204498221
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.62500000
N
N
N
N
N
N
NOBLE ENERGY INC
02VFQXG2D1LR5ZH3K186
NOBLE ENERGY INC SR UNSEC 3.25% 10-15-29
655044AQ8
150000.000000000000
PA
USD
151376.250000000000
0.2932427778
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.25000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX 144A LIFE SR UNSEC 4.875% 06-15-30
64110LAV8
332000.000000000000
PA
USD
337801.700000000000
0.6543821032
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
4.87500000
N
N
N
N
N
N
NORFOLK SOUTHERN CORPORATION
54930036C8MWP850MI84
NORFOLK SOUTHERN CORP SR UNSEC 3.0% 04-01-22
655844BJ6
44000.000000000000
PA
USD
44911.060000000000
0.0870007282
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
3.00000000
N
N
N
N
N
N
OWENS-BROCKWAY GLASS CONTAINER INC.
V2UQUCDZJ9WY98W8QU33
OWENS-ILLINOIS 144A LIFE SR UNSEC 5.875% 08-15-23
69073TAR4
120000.000000000000
PA
USD
128350.200000000000
0.2486372147
Long
DBT
CORP
US
Y
2
2023-08-15
Fixed
5.87500000
N
N
N
N
N
N
OASIS PETROLEUM INC
529900FA4V2YNIKZ0M71
OASIS PETROLEUM 144A LIFE SR UNSEC 6.25% 05-01-26
674215AK4
170000.000000000000
PA
USD
141529.250000000000
0.2741673836
Long
DBT
CORP
US
Y
2
2026-05-01
Fixed
6.25000000
N
N
N
N
N
N
OUTFRONT MEDIA CAPITAL LLC
5493005WC7J0FDMW0610
OUTFRONT MEDIA CAP LLC 144A LIFE SR UNSEC 5.0% 08-15-27
69007TAB0
25000.000000000000
PA
USD
26233.750000000000
0.0508194497
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.00000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP SR UNSEC 3.2% 08-15-26
674599CR4
25000.000000000000
PA
USD
25317.030000000000
0.0490435997
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.20000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP SR UNSEC 3.5% 08-15-29
674599CS2
108000.000000000000
PA
USD
110185.490000000000
0.2134489337
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP SR UNSEC 4.4% 08-15-49
674599CY9
20000.000000000000
PA
USD
20621.200000000000
0.0399469400
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
4.40000000
N
N
N
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV 144A SEC 5.25% 11-01-24
67091GAC7
200000.000000000000
PA
USD
208500.000000000000
0.4039016633
Long
DBT
CORP
NL
Y
2
2024-11-01
Fixed
5.25000000
N
N
N
N
N
N
OASIS PETROLEUM INC
529900FA4V2YNIKZ0M71
OASIS PETROLEUM SR UNSEC 6.875% 03-15-22
674215AG3
100000.000000000000
PA
USD
96500.000000000000
0.1869377003
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
6.87500000
N
N
N
N
N
N
PRISO ACQUISITION CORP
N/A
PRIME SOURCE SR UNSEC 144A LIFE 9.0% 05-15-23
74273XAA0
225000.000000000000
PA
USD
223875.000000000000
0.4336857788
Long
DBT
CORP
US
Y
2
2023-05-15
Fixed
9.00000000
N
N
N
N
N
N
PARTY CITY HOLDINGS INC
5493005PYM1JS6EZN307
PARTY CITY HOLDINGS INC 144A LIFE SR UNSEC 6.125% 08-15-23
702150AC7
50000.000000000000
PA
USD
43895.750000000000
0.0850338918
Long
DBT
CORP
US
Y
2
2023-08-15
Fixed
6.12500000
N
N
N
N
N
N
PRESTIGE BRANDS INC
549300JBVP4J6D42I235
PRESTIGE BRANDS 144A LIFE SR UNSEC 6.375% 03-01-24
74112BAK1
25000.000000000000
PA
USD
26052.130000000000
0.0504676194
Long
DBT
CORP
US
Y
2
2024-03-01
Fixed
6.37500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PEMEX 5.625% 01-23-46
71654QBX9
27000.000000000000
PA
USD
24174.050000000000
0.0468294437
Long
DBT
CORP
MX
N
2
2046-01-23
Fixed
5.62500000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC 144A LIFE SR UNSEC 5.0% 08-15-26
737446AK0
75000.000000000000
PA
USD
79357.500000000000
0.1537296223
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
5.00000000
N
N
N
N
N
N
PETSMART INC
N/A
PETSMART 144A LIFE SR SEC 1ST LIEN 5.875% 06-01-25
716768AC0
75000.000000000000
PA
USD
76593.750000000000
0.1483757459
Long
DBT
CORP
US
Y
2
2025-06-01
Fixed
5.87500000
N
N
N
N
N
N
PETSMART INC
N/A
PETSMART 144A LIFE SR UNSEC 8.875% 06-01-25
716768AD8
150000.000000000000
PA
USD
148500.000000000000
0.2876709688
Long
DBT
CORP
US
Y
2
2025-06-01
Fixed
8.87500000
N
N
N
N
N
N
ELEMENT SOLUTIONS INC
549300FLGN6P5CU20J91
PLATFORM SPECIALTY PRODUCTS 144A LIFE SR UNSEC 5.875% 12-01-25
72766QAD7
40000.000000000000
PA
USD
41949.600000000000
0.0812638524
Long
DBT
CORP
US
Y
2
2025-12-01
Fixed
5.87500000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS & ELECTRIC SR UNSEC 3.95% 12-01-47
694308HY6
125000.000000000000
PA
USD
124362.500000000000
0.2409123290
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.95000000
Y
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS & ELECTRIC 144A SR UNSEC 4.65% 08-01-28
694308JA6
125000.000000000000
PA
USD
129418.500000000000
0.2507067022
Long
DBT
CORP
US
Y
2
2028-08-01
Fixed
4.65000000
Y
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
PFIZER INC SR UNSEC 4.0% 03-15-49
717081EV1
10000.000000000000
PA
USD
11490.610000000000
0.0222593597
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.00000000
N
N
N
N
N
N
CLARIOS GLOBAL LP
549300474L1ZLXZY2P98
PANTHER BF AGGREGATOR 2 144A LIFE SEC 6.25% 05-15-26
69867DAA6
40000.000000000000
PA
USD
43174.960000000000
0.0836375931
Long
DBT
CORP
CA
Y
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
CLARIOS GLOBAL LP
549300474L1ZLXZY2P98
PANTHER BF AGGREGATOR 2 144A LIFE SR UNSEC 8.5% 05-15-27
69867DAC2
80000.000000000000
PA
USD
85148.000000000000
0.1649468529
Long
DBT
CORP
CA
Y
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
N
PHILIP MORRIS INTERNATIONAL
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTL INC SR UNSEC 3.375% 08-15-29
718172CJ6
235000.000000000000
PA
USD
246638.140000000000
0.4777820383
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.37500000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC AND GAS COMPANY
549300RUHPVD434XUK18
PUB SVC EL & GAS SEC 3.2% 05-15-29
74456QBY1
30000.000000000000
PA
USD
31633.860000000000
0.0612804253
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.20000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC 144A LIFE SR UNSEC 5.5% 12-15-29
737446AP9
30000.000000000000
PA
USD
32044.500000000000
0.0620759082
Long
DBT
CORP
US
Y
2
2029-12-15
Fixed
5.50000000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP INC
549300OMUOGBYK0FFO76
PERFORMANCE FOOD GROUP 144A LIFE SR UNSEC 5.5% 10-15-27
69346VAA7
37000.000000000000
PA
USD
39637.180000000000
0.0767842826
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
5.50000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PAYPAL HOLDINGS INC SR UNSEC 2.4% 10-01-24
70450YAC7
100000.000000000000
PA
USD
101040.700000000000
0.1957338455
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
2.40000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PAYPAL HOLDINGS INC SR UNSEC 2.65% 10-01-26
70450YAD5
59000.000000000000
PA
USD
59851.670000000000
0.1159433528
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.65000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PAYPAL HOLDINGS INC SR UNSEC 2.85% 10-01-29
70450YAE3
115000.000000000000
PA
USD
115816.500000000000
0.2243572038
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.85000000
N
N
N
N
N
N
COMM MORTGAGE TRUST COMM_12-CR3
N/A
COMM 12-CR3 C 144A FRN 10-15-45/22
12624PAQ8
300000.000000000000
PA
USD
304819.200000000000
0.5904891218
Long
ABS-CBDO
CORP
US
Y
2
2045-10-15
Variable
4.5840000000000000
N
N
N
N
N
N
COMM MORTGAGE TRUST COMM_13-LC13
N/A
COMM 13-LC13 B 144A FRN 08-10-46/09-10-23
12626GAP8
200000.000000000000
PA
USD
214437.200000000000
0.4154030780
Long
ABS-CBDO
CORP
US
Y
2
2046-08-10
Variable
5.0090000000000000
N
N
N
N
N
N
PRESTIGE BRANDS INC
549300JBVP4J6D42I235
PRESTIGE BRANDS 144A LIFE SR UNSEC 5.125% 01-15-28
74112BAL9
14000.000000000000
PA
USD
14700.000000000000
0.0284765201
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
5.12500000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS & ELECTRIC SR UNSEC 2.45% 08-15-22
694308HB6
60000.000000000000
PA
USD
60131.280000000000
0.1164850072
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
2.45000000
Y
N
N
N
N
N
QEP RESOURCES INC
Q6JQDZPXKEDQKVK58165
QEP RESOURCES SR UNSEC 5.25% 05-01-23
74733VAC4
20000.000000000000
PA
USD
19850.000000000000
0.0384529881
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
5.25000000
N
N
N
N
N
N
IQVIA INC
549300PLWY28YB00C717
QUINTILES IMS HEALTH 144A LIFE SR UNSEC 5.0% 10-15-26
449934AD0
200000.000000000000
PA
USD
211464.600000000000
0.4096446219
Long
DBT
CORP
US
Y
2
2026-10-15
Fixed
5.00000000
N
N
N
N
N
N
QEP RESOURCES INC
Q6JQDZPXKEDQKVK58165
QEP RESOURCES SR UNSEC 5.625% 03-01-26
74733VAD2
35000.000000000000
PA
USD
34222.130000000000
0.0662943656
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
5.62500000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
RANGE RESOURCES CORP SR UNSEC 4.875% 05-15-25
75281AAS8
150000.000000000000
PA
USD
128625.000000000000
0.2491695513
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.87500000
N
N
N
N
N
N
REALOGY GROUP LLC / REALOGY CO ISSUER CORP
N/A
REALOGY CORP 144A LIFE SR UNSEC 4.875% 06-01-23
75606DAE1
30000.000000000000
PA
USD
29550.000000000000
0.0572436170
Long
DBT
CORP
US
Y
2
2023-06-01
Fixed
4.87500000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
RANGE RESOURCES CORP SR UNSEC 5.0% 03-15-23
75281ABA6
25000.000000000000
PA
USD
23057.750000000000
0.0446669716
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
5.00000000
N
N
N
N
N
N
RBS GLOBAL INC/REXNORD LLC
N/A
REXNORD 144A LIFE SR UNSEC 4.875% 12-15-25
75524DAP5
100000.000000000000
PA
USD
103499.000000000000
0.2004960108
Long
DBT
CORP
US
Y
2
2025-12-15
Fixed
4.87500000
N
N
N
N
N
N
REALOGY GROUP LLC / REALOGY CO ISSUER CORP
N/A
REALOGY CORP 144A LIFE SR UNSEC 9.375% 04-01-27
75606DAG6
170000.000000000000
PA
USD
177817.450000000000
0.3444640951
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
9.37500000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
REPUBLIC SERVICES SR UNSEC 2.5% 08-15-24
760759AU4
100000.000000000000
PA
USD
101163.400000000000
0.1959715373
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.50000000
N
N
N
N
N
N
SEALED AIR CORP
Q0M0CZB4YN6JZ65WXI09
SEALED AIR CORP 144A LIFE SR UNSEC 5.25% 04-01-23
81211KAU4
25000.000000000000
PA
USD
26697.880000000000
0.0517185522
Long
DBT
CORP
US
Y
2
2023-04-01
Fixed
5.25000000
N
N
N
N
N
N
SENSATA TECHNOLOGIES BV
N/A
SENSATA TECH 144A LIFE SR UNSEC 4.875% 10-15-23
81725WAG8
25000.000000000000
PA
USD
26687.250000000000
0.0516979600
Long
DBT
CORP
NL
Y
2
2023-10-15
Fixed
4.87500000
N
N
N
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
SPRINT SR UNSEC 7.25% 09-15-21
85207UAE5
110000.000000000000
PA
USD
116525.200000000000
0.2257300820
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
7.25000000
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_13-GC15
N/A
CGCMT 13-GC15 D 144A LIFE FRN 09-10-46
17321JAP9
250000.000000000000
PA
USD
262740.000000000000
0.5089742111
Long
ABS-MBS
CORP
US
Y
2
2046-09-10
Variable
5.2142300000000000
N
N
N
N
N
N
COMM MORTGAGE TRUST COMM_13-CR10
549300YJIXJB9DCDOI21
COMM 13-CR10 D 144A FRN 08-10-46/23
12626BAW4
200000.000000000000
PA
USD
206633.200000000000
0.4002853390
Long
ABS-MBS
CORP
US
Y
2
2046-08-10
Variable
4.7890800000000000
N
N
N
N
N
N
SPRINT CAPITAL CORPORATION
549300L17W0GQBR1PO80
SPRINT SR UNSEC 6.875% 11-15-28
852060AD4
340000.000000000000
PA
USD
366979.000000000000
0.7109037339
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.87500000
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM ENERGY SR UNSEC 5.625% 06-01-25
78454LAL4
30000.000000000000
PA
USD
28562.550000000000
0.0553307504
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.62500000
N
N
N
N
N
N
COMM MORTGAGE TRUST COMM_13-CR7
549300FVY7JUBJ0PIH53
COMM 13-CR7 C 144A FRN 03-10-46/10-10-23
12625FAY2
177066.000000000000
PA
USD
175210.170000000000
0.3394133290
Long
ABS-CBDO
CORP
US
Y
2
2046-03-10
Variable
4.0406300000000000
N
N
N
N
N
N
COMM MORTGAGE TRUST COMM_13-LC6
N/A
COMM 13-LC6 D 144A FRN 01-10-46/23
20048EAE1
113000.000000000000
PA
USD
115294.130000000000
0.2233452800
Long
ABS-MBS
CORP
US
Y
2
2046-01-10
Variable
4.2652000000000000
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST GSMS_14-GC18
N/A
GSMS 14-GC18 B FRN 01-10-47/24
36252RBC2
150000.000000000000
PA
USD
156191.100000000000
0.3025700004
Long
ABS-MBS
CORP
US
N
2
2047-01-10
Variable
4.8850000000000000
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST GSMS_13-GC14
549300ITVQSU1IHX4H03
GSMS 13-GC14 D 144A FRN 08-10-46/23
36198FAV4
370000.000000000000
PA
USD
380824.720000000000
0.7377253614
Long
ABS-MBS
CORP
US
Y
2
2046-08-10
Variable
4.7412200000000000
N
N
N
N
N
N
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_13-C14
N/A
JPMBB 13-C14 C FRN 08-15-46/23
46640LAK8
230000.000000000000
PA
USD
241381.320000000000
0.4675986410
Long
ABS-CBDO
CORP
US
N
2
2046-08-15
Variable
4.7018700000000000
N
N
N
N
N
N
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_13-LC11
N/A
JPMCC 13-LC11 D FRN 04-15-46/05-15-23
46639YAX5
435000.000000000000
PA
USD
390628.700000000000
0.7567174181
Long
ABS-MBS
CORP
US
N
2
2046-04-15
Variable
4.1677500000000000
N
N
N
N
N
N
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST TRUST JPMCC_15-JP1
N/A
JPMCC 15-JP1 B FRN 01-15-49/12-17-25
46590KAH7
110000.000000000000
PA
USD
118706.830000000000
0.2299562882
Long
ABS-MBS
CORP
US
N
2
2049-01-15
Variable
4.6217000000000000
N
N
N
N
N
N
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_15-C31
N/A
JPMBB 15-C31 C 4.61737% 08-15-48/25
46644YBB5
150000.000000000000
PA
USD
157148.700000000000
0.3044250423
Long
ABS-CBDO
CORP
US
N
2
2048-08-17
Variable
4.6164700000000000
N
N
N
N
N
N
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_14-C19
N/A
JPMBB 14-C19 D 144A FRN 04-15-47/24
46641WAG2
141000.000000000000
PA
USD
142774.490000000000
0.2765796355
Long
ABS-CBDO
CORP
US
Y
2
2047-04-15
Variable
4.6790900000000000
N
N
N
N
N
N
MORGAN STANLEY BAML TRUST MSBAM_13-C11
N/A
MSBAM 13-C11 AS FRN 08-15-46/07-15-23
61762TAG1
40000.000000000000
PA
USD
42259.680000000000
0.0818645326
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
4.3534600000000000
N
N
N
N
N
N
MORGAN STANLEY BAML TRUST MSBAM_14-C15
N/A
MSBAM 14-C15 B FRN 04-15-47/03-15-24
61763KBD5
100000.000000000000
PA
USD
106198.900000000000
0.2057261983
Long
ABS-MBS
CORP
US
N
2
2047-04-15
Variable
4.5650000000000000
N
N
N
N
N
N
MORGAN STANLEY BAML TRUST MSBAM_14-C19
N/A
MSBAM 14-C19 B FRN 12-15-47/12-17-24
61764PBX9
15000.000000000000
PA
USD
15803.180000000000
0.0306135764
Long
ABS-CBDO
CORP
US
N
2
2047-12-15
Variable
4.0000000000000000
N
N
N
N
N
N
MORGAN STANLEY BAML TRUST MSBAM_13-C7
N/A
MSBAM 13-C7 C FRN 02-15-46/01-15-23
61690KAK8
100000.000000000000
PA
USD
102649.500000000000
0.1988503779
Long
ABS-MBS
CORP
US
N
2
2046-02-15
Variable
4.1225300000000000
N
N
N
N
N
N
MORGAN STANLEY BAML TRUST MSBAM_13-C7
N/A
MSBAM 13-C7 D 144A FRN 02-15-46/01-15-23
61690KAL6
400000.000000000000
PA
USD
387717.200000000000
0.7510773237
Long
ABS-MBS
CORP
US
Y
2
2046-02-15
Variable
4.2385300000000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
SIRIUS 144A LIFE SR UNSEC 4.625% 05-15-23
82967NAL2
75000.000000000000
PA
USD
76281.380000000000
0.1477706296
Long
DBT
CORP
US
Y
2
2023-05-15
Fixed
4.62500000
N
N
N
N
N
N
SUMMIT MATERIALS LLC/SUMMIT MATERIAL FINANCE CORP
N/A
SUMMIT MATERIALS SR UNSEC 6.125% 07-15-23
86614RAG2
20000.000000000000
PA
USD
20350.000000000000
0.0394215772
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
6.12500000
N
N
N
N
N
N
SOLERA LLC / SOLERA FINANCE INC
N/A
SOLERA 144A LIFE SR UNSEC 10.5% 03-01-24
83422AAA1
50000.000000000000
PA
USD
53157.250000000000
0.1029750681
Long
DBT
CORP
US
Y
2
2024-03-01
Fixed
10.50000000
N
N
N
N
N
N
SPRINT CAPITAL CORPORATION
549300L17W0GQBR1PO80
SPRINT CAPITAL SR UNSEC 8.75% 03-15-32
852060AT9
20000.000000000000
PA
USD
24312.000000000000
0.0470966774
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75000000
N
N
N
N
N
N
SCANA CORP
V8HA8TAJG10VL0G7B254
SCANA SR UNSEC 6.25% 04-01-20
80589MAB8
30000.000000000000
PA
USD
30229.110000000000
0.0585591741
Long
DBT
CORP
US
N
2
2020-04-01
Fixed
6.25000000
N
N
N
N
N
N
SIX FLAGS ENTERTAINMENT CORPORATION
549300JYTDUAA4JQ3717
SIX FLAGS INC 144A LIFE SR UNSEC 4.875% 07-31-24
83001AAB8
150000.000000000000
PA
USD
155750.250000000000
0.3017159954
Long
DBT
CORP
US
Y
2
2024-07-31
Fixed
4.87500000
N
N
N
N
N
N
STATE GRID OVERSEAS INVESTMENT (2016) LTD
3003006V8BHG5158QO96
STATE GRID OF CHINA 144A LIFE SR UNSEC 3.5% 05-04-27
857006AG5
200000.000000000000
PA
USD
209460.000000000000
0.4057613544
Long
DBT
CORP
VG
Y
2
2027-05-04
Fixed
3.50000000
N
N
N
N
N
N
SAN DIEGO GAS & ELECTRIC CO
KNIRVXKVNJJ4P8OTMS63
SAN DIEGO GAS & ELECTRIC SEC 3.75% 06-01-47
797440BV5
54000.000000000000
PA
USD
56102.000000000000
0.1086795737
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
3.75000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY COMPANY
EFWMP121W54QV9MGOP87
SOUTHWESTERN ENERGY SR UNSEC 7.5% 04-01-26
845467AM1
50000.000000000000
PA
USD
46376.250000000000
0.0898390624
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
7.50000000
N
N
N
N
N
N
SANCHEZ ENERGY CORP
549300SB0HTIM17TVR61
SANCHEZ ENERGY 144A LIFE 1ST LIEN 7.25% 02-15-23
79970YAE5
30000.000000000000
PA
USD
19597.500000000000
0.0379638506
Long
DBT
CORP
US
Y
2
2023-02-15
Fixed
7.25000000
Y
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON SR SEC 1ST LIEN SER C 4.125% 03-01-48
842400GK3
198000.000000000000
PA
USD
211233.130000000000
0.4091962233
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.12500000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA COMMUNICATIONS SR UNSEC 4.0% 10-01-22
78410GAB0
100000.000000000000
PA
USD
102124.300000000000
0.1978329719
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
4.00000000
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM ENERGY SR UNSEC 6.625% 01-15-27
78454LAP5
175000.000000000000
PA
USD
172406.150000000000
0.3339814425
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.62500000
N
N
N
N
N
N
DUN & BRADSTREET CORP (THE)
RI37BMPWE56BCJ747E14
DUN & BRADSTREET SUB 144A LIFE 1ST LIEN 6.875% 08-15-26
26483EAJ9
30000.000000000000
PA
USD
33168.750000000000
0.0642537808
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
6.87500000
N
N
N
N
N
N
NATIONSTAR HECM LOAN TRUST NHLT_19-2
N/A
NHLT 19-2A M2 144A FRN 11-25-29
63862UAC2
200000.000000000000
PA
USD
200089.800000000000
0.3876096069
Long
ABS-CBDO
CORP
US
Y
2
2029-11-26
Variable
2.6453000000000000
N
N
N
N
N
N
UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST UBSBB_13-C5
N/A
UBSBB 13-C5 B 144A FRN 03-10-46/02-10-23
90270YAG4
25000.000000000000
PA
USD
25488.730000000000
0.0493762132
Long
ABS-MBS
CORP
US
Y
2
2046-03-10
Variable
3.6487000000000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-C34
N/A
WFCM 16-C34 A4 3.096% 06-15-49/04-15-26
95000DBD2
25000.000000000000
PA
USD
25757.480000000000
0.0498968298
Long
ABS-CBDO
CORP
US
N
2
2049-06-15
Fixed
3.09600000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_13-C11
N/A
WFRBS 13-C11 C FRN 03-15-45
92937EAH7
240000.000000000000
PA
USD
247934.880000000000
0.4802940548
Long
ABS-CBDO
CORP
US
N
2
2045-03-15
Variable
4.2048700000000000
N
N
N
N
N
N
COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES WFRBS_12-C7
N/A
WFRBS 12-C7 C FRN 06-15-45
92936TAE2
300000.000000000000
PA
USD
306426.900000000000
0.5936035233
Long
ABS-MBS
CORP
US
N
2
2045-06-15
Variable
4.8133600000000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_13-C14
549300GADFYEKC4OLM57
WFRBS 13-C14 B FRN 06-15-46/05-15-23
92890PAH7
197669.000000000000
PA
USD
201803.640000000000
0.3909296204
Long
ABS-CBDO
CORP
US
N
2
2046-06-15
Variable
3.8410000000000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_12-C8
N/A
WFRBS 12-C8 B 4.311% 08-15-45/07-15-22
92936YAF8
50000.000000000000
PA
USD
51995.400000000000
0.1007243575
Long
ABS-CBDO
CORP
US
N
2
2045-08-15
Fixed
4.31100000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_12-LC5
N/A
WFCM 12-LC5 C FRN 10-15-45/09-15-22
94988HAG6
20000.000000000000
PA
USD
20889.940000000000
0.0404675372
Long
ABS-CBDO
CORP
US
N
2
2045-10-15
Variable
4.6930000000000000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 5.875% 06-01-27
185899AC5
40000.000000000000
PA
USD
38474.000000000000
0.0745309957
Long
DBT
CORP
US
Y
2
2027-06-01
Fixed
5.87500000
N
N
N
N
N
N
CUMULUS MEDIA NEW HOLDINGS INC
5493001D9VBAVY1OKJ46
CUMULUS MEDIA NEW HOLDINGS 144A LIFE 1ST LIEN 6.75% 07-01-26
23110AAA4
35000.000000000000
PA
USD
37559.340000000000
0.0727591362
Long
DBT
CORP
US
Y
2
2026-07-01
Fixed
6.75000000
N
N
N
N
N
N
DUN & BRADSTREET CORP (THE)
RI37BMPWE56BCJ747E14
DUN & BRADSTREET SUB 144A LIFE SR UNSEC 10.25% 02-15-27
26483EAK6
200000.000000000000
PA
USD
230370.000000000000
0.4462677515
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
10.25000000
N
N
N
N
N
N
CEDAR FAIR LP
549300TUVLNQQ6BVKH61
CEDAR FAIR 144A SR UNSEC 5.25% 07-15-29
150190AC0
10000.000000000000
PA
USD
10793.500000000000
0.0209089333
Long
DBT
CORP
US
Y
2
2029-07-15
Fixed
5.25000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMM CCO SR SEC 1ST LIEN 5.125% 07-01-49
161175BS2
133000.000000000000
PA
USD
144563.020000000000
0.2800443369
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.12500000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
CIGNA CORPORATION SR UNSEC 4.9% 12-15-48
125523AK6
20000.000000000000
PA
USD
23914.240000000000
0.0463261454
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
4.90000000
N
N
N
N
N
N
CONSUMERS ENERGY COMPANY
7NKTFWJ1G6MELP9TU740
CONSUMERS ENERGY CO 3.1% 08-15-50
210518DF0
30000.000000000000
PA
USD
29924.700000000000
0.0579694777
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
3.10000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS LP
5493005UEC8AZ34LDV29
CHENIERE ENERGY PARTNERS 144A SR UNSEC 4.5% 10-01-29
16411QAE1
77000.000000000000
PA
USD
79267.650000000000
0.1535555668
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CHARTER COMM CCO 144A SR UNSEC 4.75% 03-01-30
1248EPCD3
120000.000000000000
PA
USD
122625.600000000000
0.2375476442
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES WFRBS_12-C6
N/A
WFRBS 12-C6 B 4.697% 04-15-45/03-15-22
92936QAJ7
40000.000000000000
PA
USD
41703.640000000000
0.0807873840
Long
ABS-CBDO
CORP
US
N
2
2045-04-15
Fixed
4.69700000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-LC22
N/A
WFCM 15-LC22 C FRN 09-15-58
94989TBF0
110000.000000000000
PA
USD
115851.340000000000
0.2244246951
Long
ABS-CBDO
CORP
US
N
2
2058-09-15
Variable
4.5339000000000000
N
N
N
N
N
N
CHARLES RIVER LABORATORIES INTERNATIONAL INC
549300BSQ0R4UZ5KX287
CHARLES RIVER LABORATORIES 144A SR UNSEC 4.25% 05-01-28
159864AE7
8000.000000000000
PA
USD
8164.800000000000
0.0158166729
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
4.25000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SR UNSEC 2.976% 11-05-30
17308CC53
10000.000000000000
PA
USD
10153.120000000000
0.0196684031
Long
DBT
CORP
US
N
2
2030-11-05
Variable
2.9760000000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SR UNSEC 2.312% 11-04-22
17308CC46
90000.000000000000
PA
USD
90285.480000000000
0.1748990674
Long
DBT
CORP
US
N
2
2022-11-04
Variable
2.3120000000000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP SR UNSEC 2.65% 02-01-30
20030NDA6
110000.000000000000
PA
USD
110444.400000000000
0.2139504886
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.65000000
N
N
N
N
N
N
CHENIERE CORPUS CHRISTI HOLDINGS LLC
549300I7CIEWU1BBLQ53
CHENIERE CORPUS CHRISTI 144A SR SEC 3.7% 11-15-29
16412XAH8
60000.000000000000
PA
USD
61259.400000000000
0.1186703768
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
3.70000000
N
N
N
N
N
N
CASCADES INC.
FPD41G4F3GH7OJ38TS94
CASCADES INC SR UNSEC 144A 5.125% 01-15-26
14739LAA0
25000.000000000000
PA
USD
25750.000000000000
0.0498823397
Long
DBT
CORP
CA
Y
2
2026-01-15
Fixed
5.12500000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORP SR UNSEC 144A 4.25% 12-15-27
15135BAQ4
355000.000000000000
PA
USD
365863.000000000000
0.7087418429
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORP SR UNSEC 144A 4.625% 12-15-29
15135BAS0
220000.000000000000
PA
USD
232254.000000000000
0.4499173953
Long
DBT
CORP
US
Y
2
2029-12-15
Fixed
4.62500000
N
N
N
N
N
N
SUMMIT MATERIALS LLC/SUMMIT MATERIAL FINANCE CORP
N/A
SUMMIT MATERIALS SR UNSEC 144A LIFE 6.5% 03-15-27
86614RAM9
25000.000000000000
PA
USD
26946.200000000000
0.0521995923
Long
DBT
CORP
US
Y
2
2027-03-15
Fixed
6.50000000
N
N
N
N
N
N
SCIENTIFIC GAMES CORP
529900JXALYBOHXKFM62
SCIENTIFIC GAMES 144A LIFE SR UNSEC 8.25% 03-15-26
80874YBA7
50000.000000000000
PA
USD
55218.700000000000
0.1069684642
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
8.25000000
N
N
N
N
N
N
SURGERY CENTER HOLDINGS INC
54930054EVI5HWPPW113
SURGERY CENTER HOLDINGS SR UNSEC 144A LIFE 10.0% 04-15-27
86881WAD4
45000.000000000000
PA
USD
49515.660000000000
0.0959206592
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
10.00000000
N
N
N
N
N
N
STAPLES INC
XQM2JINI1UL7642TU573
STAPLES 144A LIFE SEC 7.5% 04-15-26
855030AN2
75000.000000000000
PA
USD
77953.050000000000
0.1510089523
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCMT_12-LC5
N/A
WFCM 12-LC5 D 144A FRN 10-15-45/09-15-22
94988HAP6
44000.000000000000
PA
USD
45460.980000000000
0.0880660213
Long
ABS-CBDO
CORP
US
Y
2
2045-10-15
Variable
4.7550700000000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_13-C13
N/A
WFRBS 13-C13 D 144A FRN 05-15-45
92937UAJ7
40000.000000000000
PA
USD
40643.960000000000
0.0787345950
Long
ABS-CBDO
CORP
US
Y
2
2045-05-15
Variable
4.1392600000000000
N
N
N
N
N
N
ILLINOIS (STATE OF)
54930048FV8RWPR02D67
ILLINOIS ST GO TAXABLE PENSION SF 5.1% 06-01-33
452151LF8
90000.000000000000
PA
USD
97097.400000000000
0.1880949706
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
5.10000000
N
N
N
N
N
N
PUERTO RICO COMMONWEALTH AQUEDUCT & SEWER AUTHORITY
N/A
PR CMWLTH AQUEDUCT & SWR TAXABLE 12B SF 5.35% 07-01-27
745160RX1
150000.000000000000
PA
USD
146625.000000000000
0.2840387596
Long
DBT
MUN
PR
N
2
2027-07-01
Fixed
5.35000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
SIRIUS 144A LIFE SR UNSEC 4.625% 07-15-24
82967NBE7
10000.000000000000
PA
USD
10520.850000000000
0.0203807617
Long
DBT
CORP
US
Y
2
2024-07-15
Fixed
4.62500000
N
N
N
N
N
N
SUNOCO LP
54930001NJU8E40NQ561
SUNOCO LP FINANCE CORP SR UNSEC 6.0% 04-15-27
86765LAQ0
40000.000000000000
PA
USD
42792.920000000000
0.0828975135
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
6.00000000
N
N
N
N
N
N
SELECT MEDICAL CORPORATION
N/A
SELECT MEDICAL CORP 144A LIFE SR UNSEC 6.25% 08-15-26
816196AT6
36000.000000000000
PA
USD
39036.780000000000
0.0756212008
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
6.25000000
N
N
N
N
N
N
SCOTTS MIRACLE-GRO CO/THE
2TH9E0JTOUXOEGI2R879
SCOTTS MIRACLE GROW 144A SR UNSEC 4.5% 10-15-29
810186AQ9
50000.000000000000
PA
USD
51236.250000000000
0.0992537487
Long
DBT
CORP
US
Y
2
2029-10-15
Fixed
4.50000000
N
N
N
N
N
N
SILGAN HOLDINGS INC
KAF673KJXD92C8KSLU49
SILGAN HOLDINGS 144A SR UNSEC 4.125% 02-01-28
827048AV1
49000.000000000000
PA
USD
49137.200000000000
0.0951875147
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
4.12500000
N
N
N
N
N
N
SHELL INTERNATIONAL FINANCE BV
213800ITMMKU4Z7I4F78
SHELL INTL FINANCE SR UNSEC 2.0% 11-07-24
822582CC4
90000.000000000000
PA
USD
89820.450000000000
0.1739982214
Long
DBT
CORP
NL
N
2
2024-11-07
Fixed
2.00000000
N
N
N
N
N
N
SOUTH CAROLINA PUBLIC SERVICE AUTHORITY
EMBXY64GWKA9MZGFUD26
SC PUB SVC SANTEE COOPER 15E SF 5.25% 12-01-55
837151PF0
30000.000000000000
PA
USD
34469.100000000000
0.0667727905
Long
DBT
MUN
US
N
2
2055-12-01
Fixed
5.25000000
N
N
N
N
N
N
SOUTH CAROLINA PUBLIC SERVICE AUTHORITY
EMBXY64GWKA9MZGFUD26
SC PUB SVC SANTEE COOPER 16C 5.0% 12-01-35
837151SL4
50000.000000000000
PA
USD
59270.500000000000
0.1148175230
Long
DBT
MUN
US
N
2
2035-12-01
Fixed
5.00000000
N
N
N
N
N
N
HEXION HOLDINGS CORP
549300LBB370MUHGLV84
HEXION HOLDINGS CORP CL B
42830K103
4181.000000000000
NS
USD
50381.050000000000
0.0975970738
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
EUR FWD SALE TO USD 1/8/2020
N/A
1.000000000000
NC
N/A
-901.260000000000
-0.0017459013
N/A
DFE
NUSS
N/A
N
2
JPMORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
100000.000000000000
EUR
111325.000000000000
USD
2020-01-08
-901.260000000000
N
N
N
N/A
N/A
EUR FWD SALE TO USD 1/23/2020
N/A
1.000000000000
NC
N/A
-70.600000000000
-0.0001367648
N/A
DFE
NUSS
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES
I7331LVCZKQKX5T7XV54
15000.000000000000
EUR
16779.680000000000
USD
2020-01-23
-70.600000000000
N
N
N
N/A
N/A
EUR FWD PUR FROM USD 1/8/2020
N/A
1.000000000000
NC
N/A
498.060000000000
0.0009648310
N/A
DFE
NUSS
N/A
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
111728.200000000000
USD
100000.000000000000
EUR
2020-01-08
498.060000000000
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY 144A LIFE 2ND LIEN 11.5% 01-01-25
165167DD6
21000.000000000000
PA
USD
19897.500000000000
0.0385450041
Long
DBT
CORP
US
Y
2
2025-01-01
Fixed
11.50000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
CALPINE CORP 144A LIFE SR UNSEC 5.125% 03-15-28
131347CN4
50000.000000000000
PA
USD
51160.000000000000
0.0991060388
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
5.12500000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
CALPINE CORP SEC 5.375% 01-15-23
131347CE4
25000.000000000000
PA
USD
25345.030000000000
0.0490978406
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
5.37500000
N
N
N
N
N
N
DENBURY RESOURCES INC
549300KCWA5W52MS5559
DENBURY RESOURCES INC 144A LIFE SR SEC 2ND LIEN 9.0% 05-15-21
247916AF6
60000.000000000000
PA
USD
58185.000000000000
0.1127147160
Long
DBT
CORP
US
Y
2
2021-05-15
Fixed
9.00000000
N
N
N
N
N
N
N/A
N/A
EUR FWD SALE TO USD 6/19/2020
N/A
1.000000000000
NC
N/A
-535.200000000000
-0.0010367778
N/A
DFE
NUSS
N/A
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
100000.000000000000
EUR
112846.400000000000
USD
2020-06-19
-535.200000000000
N
N
N
CAPITAL GROUP CENTRAL CASH FUND
549300YD0SRETB6WWP29
CAPITAL GROUP CENTRAL CASH FUND
14020B102
8116.630000000000
NS
USD
811663.000000000000
1.5723359030
Long
STIV
RF
US
N
1
N
N
N
CDX HIGH YIELD ISSUER
N/A
ICE: (CDX.NA.HY.33.V2)
N/A
1.000000000000
NC
USD
-88429.770000000000
-0.1713042263
N/A
DCR
CORP
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
Y
CDX
2024-12-20
0.000000000000
USD
221254.610000000000
USD
-3217500.000000000000
USD
-88429.770000000000
N
N
N
CME CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
UST 30YR FUT ULTRA WNH0 03-20-20
N/A
4.000000000000
NC
USD
21524.780000000000
0.0416973355
N/A
DIR
CORP
US
N
1
CME Clearing
SNZ2OJLFK8MNNCLQOF39
Short
CME CHICAGO MERCANTILE EXCHANGE
UST 30YR FUT ULTRA WNH0 03-20-20
2020-03-31
-726625.000000000000
USD
21524.780000000000
N
N
N
SEALED AIR CORP
Q0M0CZB4YN6JZ65WXI09
SEALED AIR CORP SR UNSEC 144A LIFE 4.0% 12-01-27
81211KAY6
38000.000000000000
PA
USD
38570.000000000000
0.0747169648
Long
DBT
CORP
US
Y
2
2027-12-01
Fixed
4.00000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNATIONAL INC
RLTHESQ0RNFQJWPBJN60
SCIENTIFIC GAMES 144A LIFE SR UNSEC 7.0% 05-15-28
80874YBC3
10000.000000000000
PA
USD
10718.500000000000
0.0207636450
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
DIEBOLD NIXDORF INC
549300XZK6EWDBAZSY16
DIEBOLD INC SR UNSEC 8.5% 04-15-24
253651AC7
175000.000000000000
PA
USD
169385.130000000000
0.3281291883
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
8.50000000
N
N
N
N
N
N
DIAMOND OFFSHORE DRILLING INC
F14FQJ2EEHW5VPYUHL14
DIAMOND OFFSHORE DRILLING SR UNSEC 7.875% 08-15-25
25271CAP7
30000.000000000000
PA
USD
26175.000000000000
0.0507056405
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
7.87500000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNATIONAL INC
RLTHESQ0RNFQJWPBJN60
SCIENTIFIC GAMES 144A LIFE SR UNSEC 7.25% 11-15-29
80874YBE9
15000.000000000000
PA
USD
16340.250000000000
0.0316539768
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
7.25000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MTR CREDIT SR UNSEC 1.9% 04-08-21
89236TCZ6
64000.000000000000
PA
USD
64091.010000000000
0.1241557100
Long
DBT
CORP
US
N
2
2021-04-08
Fixed
1.90000000
N
N
N
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROGRESS LLC SEC 3.6% 09-15-47
26442UAE4
5000.000000000000
PA
USD
5236.000000000000
0.0101430653
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
3.60000000
N
N
N
N
N
N
DANSKE BANK AS
MAES062Z21O4RZ2U7M96
DANSKE BANK 144A LIFE SR UNSEC 3.875% 09-12-23
23636AAP6
300000.000000000000
PA
USD
311514.000000000000
0.6034581427
Long
DBT
CORP
DK
Y
2
2023-09-12
Fixed
3.87500000
N
N
N
N
N
N
CME CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
UST 10YR FUT TYH0 03-20-20
N/A
56.000000000000
NC
USD
-63067.910000000000
-0.1221737830
N/A
DIR
CORP
US
N
1
CME Clearing
SNZ2OJLFK8MNNCLQOF39
Long
CME CHICAGO MERCANTILE EXCHANGE
UST 10YR FUT TYH0 03-20-20
2020-03-31
7191625.280000000000
USD
-63067.910000000000
N
N
N
CME CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
UST 10YR FUT ULTRA UXYH0 03-20-20
N/A
58.000000000000
NC
USD
104948.050000000000
0.2033030789
N/A
DIR
CORP
US
N
1
CME Clearing
SNZ2OJLFK8MNNCLQOF39
Short
CME CHICAGO MERCANTILE EXCHANGE
UST 10YR FUT ULTRA UXYH0 03-20-20
2020-03-31
-8160781.540000000000
USD
104948.050000000000
N
N
N
CME CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
UST 20YR FUT USH0 03-20-20
N/A
7.000000000000
NC
USD
-22907.370000000000
-0.0443756587
N/A
DIR
CORP
US
N
1
CME Clearing
SNZ2OJLFK8MNNCLQOF39
Long
CME CHICAGO MERCANTILE EXCHANGE
UST 20YR FUT USH0 03-20-20
2020-03-31
1091343.750000000000
USD
-22907.370000000000
N
N
N
CME CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
UST 2YR FUT TUH0
N/A
75.000000000000
NC
USD
-13279.460000000000
-0.0257246810
N/A
DIR
CORP
US
N
1
CME Clearing
SNZ2OJLFK8MNNCLQOF39
Long
CME CHICAGO MERCANTILE EXCHANGE
UST 2YR FUT TUH0
2020-04-03
16162500.000000000000
USD
-13279.460000000000
N
N
N
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV
5493004T21MOAFINJP35
TEVA PHARMACEUTICAL SR UNSEC 3.15% 10-01-26
88167AAE1
625000.000000000000
PA
USD
521890.630000000000
1.0109951728
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
3.15000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE SR UNSEC 4.0% 04-15-22
87264AAR6
50000.000000000000
PA
USD
51312.150000000000
0.0994007805
Long
DBT
CORP
US
N
2
2022-04-15
Fixed
4.00000000
N
N
N
N
N
N
CONCHO RESOURCES INC
SYHS7HRDXLL4I0IQ8776
CONCHO RESOURCES INC SR UNSEC 4.3% 08-15-28
20605PAK7
40000.000000000000
PA
USD
43595.320000000000
0.0844519053
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.30000000
N
N
N
N
N
N
DTE ELECTRIC COMPANY
9N0FWODEJVKHC2DYLO03
DTE ELECTRIC SEC 3.95% 03-01-49
23338VAJ5
20000.000000000000
PA
USD
22849.700000000000
0.0442639417
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
3.95000000
N
N
N
N
N
N
CME CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
UST 5YR FUT FVH0
N/A
19.000000000000
NC
USD
-5827.540000000000
-0.0112889837
N/A
DIR
CORP
US
N
1
CME Clearing
SNZ2OJLFK8MNNCLQOF39
Long
CME CHICAGO MERCANTILE EXCHANGE
UST 5YR FUT FVH0
2020-04-03
2253578.220000000000
USD
-5827.540000000000
N
N
N
DARLING INGREDIENTS INC
L1N0SPPKS7EXZYUMZ898
DARLING INGREDIENTS 144A LIFE SR UNSEC 5.25% 04-15-27
237266AH4
125000.000000000000
PA
USD
133259.130000000000
0.2581466871
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
5.25000000
N
N
N
N
N
N
DIAMOND SPORTS GROUP LLC
N/A
DIAMOND SPORTS GROUP 144A LIFE 5.375% 08-15-26
25277LAA4
38000.000000000000
PA
USD
38510.190000000000
0.0746011021
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
5.37500000
N
N
N
N
N
N
DIAMOND SPORTS GROUP LLC
N/A
DIAMOND SPORTS GROUP 144A LIFE SR UNSEC 6.625% 08-15-27
25277LAC0
45000.000000000000
PA
USD
43845.750000000000
0.0849370329
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
6.62500000
N
N
N
N
N
N
DOW CHEMICAL COMPANY (THE)
ZQUIP1CSZO8LXRBSOU78
DOW CHEMICAL SR UNSEC 4.8% 05-15-49
260543CV3
62000.000000000000
PA
USD
71796.560000000000
0.1390827338
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
4.80000000
N
N
N
N
N
N
TEMPO ACQUISITION LLC
549300VV0B2RPMHQGA61
TEMPO ACQUISITION 144A LIFE SR UNSEC 6.75% 06-01-25
88023JAA4
85000.000000000000
PA
USD
87974.150000000000
0.1704216092
Long
DBT
CORP
US
Y
2
2025-06-01
Fixed
6.75000000
N
N
N
N
N
N
TRONOX FINANCE PLC
N/A
TRONOX FINANCE 144A LIFE SR UNSEC 5.75% 10-01-25
89705PAA3
30000.000000000000
PA
USD
30649.050000000000
0.0593726728
Long
DBT
CORP
GB
Y
2
2025-10-01
Fixed
5.75000000
N
N
N
N
N
N
TALEN ENERGY SUPPLY LLC
K5K33XN0PQAU1XF7NN66
TALEN ENERGY SUPPLY 144A LIFE SR UNSEC 10.5% 01-15-26
87422VAE8
30000.000000000000
PA
USD
28607.190000000000
0.0554172260
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
10.50000000
N
N
N
N
N
N
TRONOX INC
549300EPZ4YXC7E5P181
TRONOX 144A LIFE SR UNSEC 6.5% 04-15-26
897051AA6
120000.000000000000
PA
USD
123927.000000000000
0.2400686879
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
6.50000000
N
N
N
N
N
N
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV
5493004T21MOAFINJP35
TEVA PHARMACEUTICAL SR UNSEC 6.75% 03-01-28
88167AAK7
200000.000000000000
PA
USD
203412.000000000000
0.3940453004
Long
DBT
CORP
NL
N
2
2028-03-01
Fixed
6.75000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE 1ST LIEN 4.625% 07-15-24
88033GCS7
50000.000000000000
PA
USD
51291.750000000000
0.0993612621
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.62500000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP/TARGA RESOURCES PARTNERS FINANCE COR
N/A
TARGA RESOURCES 144A LIFE SR UNSEC 6.5% 07-15-27
87612BBK7
15000.000000000000
PA
USD
16452.750000000000
0.0318719093
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
6.50000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP/TARGA RESOURCES PARTNERS FINANCE COR
N/A
TARGA RESOURCES 144A LIFE SR UNSEC 6.875% 01-15-29
87612BBM3
15000.000000000000
PA
USD
16677.750000000000
0.0323077744
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
6.87500000
N
N
N
N
N
N
TRANSOCEAN GUARDIAN LTD
N/A
TRANSOCEAN GUARDIAN 144A LIFE SEC 5.875% 01-15-24
893800AA0
35600.000000000000
PA
USD
36489.640000000000
0.0706869366
Long
DBT
CORP
US
Y
2
2024-01-15
Fixed
5.87500000
N
N
N
N
N
N
TRANSOCEAN POSEIDON LTD
N/A
TRANSOCEAN POSEIDON 144A LIFE SR SEC 1ST LIEN 6.875% 02-01-27
89383JAA6
40000.000000000000
PA
USD
42492.920000000000
0.0823163600
Long
DBT
CORP
KY
Y
2
2027-02-01
Fixed
6.87500000
N
N
N
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
DUKE ENERGY FLORIDA SEC 2.5% 12-01-29
26444HAH4
80000.000000000000
PA
USD
79989.520000000000
0.1549539577
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.50000000
N
N
N
N
N
N
ENERGIZER HOLDINGS INC
5493000D6NN0V57UME20
ENERGIZER HOLDINGS INC 144A LIFE SR UNSEC 5.5% 06-15-25
29273AAA4
25000.000000000000
PA
USD
25989.630000000000
0.0503465457
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
5.50000000
N
N
N
N
N
N
TRANSOCEAN PONTUS LTD
N/A
TRANSOCEAN PONTUS 144A LIFE SEC 6.125% 08-01-25
89382PAA3
35600.000000000000
PA
USD
36578.640000000000
0.0708593455
Long
DBT
CORP
CH
Y
2
2025-08-01
Fixed
6.12500000
N
N
N
N
N
N
TOTAL CAPITAL INTERNATIONAL SA
549300U37G2I8G4RUG09
TOTAL CAPITAL INTL SR UNSEC 3.455% 02-19-29
89153VAQ2
45000.000000000000
PA
USD
48762.500000000000
0.0944616540
Long
DBT
CORP
FR
N
2
2029-02-19
Fixed
3.45500000
N
N
N
N
N
N
TRAVELERS COMPANIES INC
549300Y650407RU8B149
TRAVELERS CO SR UNSEC 4.1% 03-04-49
89417EAP4
20000.000000000000
PA
USD
22996.660000000000
0.0445486294
Long
DBT
CORP
US
N
2
2049-03-04
Fixed
4.10000000
N
N
N
N
N
N
TEEKAY CORP
YHKQM2RIPKZYOZ6RVZ46
TEEKAY CORP 144A LIFE SEC 9.25% 11-15-22
87900YAF0
80000.000000000000
PA
USD
84424.960000000000
0.1635461955
Long
DBT
CORP
BM
Y
2
2022-11-15
Fixed
9.25000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATING LP
5493008K8W3OKZE54J59
ENERGY TRANSFER PARTNERS SR UNSEC 6.125% 12-15-45
29273RBJ7
20000.000000000000
PA
USD
23169.600000000000
0.0448836450
Long
DBT
CORP
US
N
2
2045-12-15
Fixed
6.12500000
N
N
N
N
N
N
ENBRIDGE ENERGY PARTNERS LP
CZ6VG2MNE1J6YDI02G48
ENBRIDGE ENERGY PARTNERS SR UNSEC 7.375% 10-15-45
29250RAX4
35000.000000000000
PA
USD
52210.690000000000
0.1011414126
Long
DBT
CORP
US
N
2
2045-10-15
Fixed
7.37500000
N
N
N
N
N
N
ENTERGY CORP
4XM3TW50JULSLG8BNC79
ENTERGY CORP SR UNSEC 2.95% 09-01-26
29364GAJ2
65000.000000000000
PA
USD
66033.700000000000
0.1279190468
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
2.95000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATING LP
5493008K8W3OKZE54J59
ENERGY TRANSFER PARTNERS SR UNSEC 5.3% 04-15-47
29273RBL2
35000.000000000000
PA
USD
37323.830000000000
0.0723029114
Long
DBT
CORP
US
N
2
2047-04-15
Fixed
5.30000000
N
N
N
N
N
N
TALEN ENERGY SUPPLY LLC
K5K33XN0PQAU1XF7NN66
TALEN ENERGY SUPPLY 144A LIFE SEC 7.25% 05-15-27
87422VAF5
50000.000000000000
PA
USD
52702.500000000000
0.1020941363
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
7.25000000
N
N
N
N
N
N
TOTAL CAPITAL INTERNATIONAL SA
549300U37G2I8G4RUG09
TOTAL CAPITAL INTL SR UNSEC 2.434% 01-10-25
89153VAS8
50000.000000000000
PA
USD
50621.650000000000
0.0980631589
Long
DBT
CORP
FR
N
2
2025-01-10
Fixed
2.43400000
N
N
N
N
N
N
TPC GROUP INC
549300K276KVW5JD1583
TPC GROUP 144A LIFE 1ST LIEN 10.5% 08-01-24
89236YAB0
76000.000000000000
PA
USD
76728.460000000000
0.1486367032
Long
DBT
CORP
US
Y
2
2024-08-01
Fixed
10.50000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE 144A 1ST LIEN 4.875% 01-01-26
88033GCY4
60000.000000000000
PA
USD
62919.000000000000
0.1218853178
Long
DBT
CORP
US
Y
2
2026-01-01
Fixed
4.87500000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP/TARGA RESOURCES PARTNERS FINANCE COR
N/A
TARGA RESOURCES 144A SR UNSEC 5.5% 03-01-30
87612BBP6
145000.000000000000
PA
USD
149168.750000000000
0.2889664568
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
5.50000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL CO LTD
549300ZLMVP4X0OGR454
TAKEDA PHARMACEUTICAL SR UNSEC 5.0% 11-26-28
874060AW6
120000.000000000000
PA
USD
139737.720000000000
0.2706968707
Long
DBT
CORP
JP
N
2
2028-11-26
Fixed
5.00000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
WAL-MART STORES SR UNSEC 2.55% 04-11-23
931142DH3
130000.000000000000
PA
USD
132815.020000000000
0.2572863669
Long
DBT
CORP
US
N
2
2023-04-11
Fixed
2.55000000
N
N
N
N
N
N
WILLIAM CARTER COMPANY (THE)
N/A
WILLIAM CARTER 144A LIFE SR UNSEC 5.625% 03-15-27
96926JAC1
40000.000000000000
PA
USD
43092.920000000000
0.0834786670
Long
DBT
CORP
US
Y
2
2027-03-15
Fixed
5.62500000
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
TRANSOCEAN INC SR UNSEC 8.375% 12-15-21
893830BB4
45000.000000000000
PA
USD
46255.500000000000
0.0896051481
Long
DBT
CORP
US
N
2
2021-12-15
Variable
8.3750000000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE SR UNSEC 6.375% 03-01-25
87264AAN5
25000.000000000000
PA
USD
25885.380000000000
0.0501445949
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
6.37500000
N
N
N
N
N
N
WEA FINANCE LLC
3CYEJKBUJZO3UW777J80
WEA FINANCE LLC 144A LIFE SR UNSEC 3.5% 06-15-29
92928QAF5
50000.000000000000
PA
USD
51814.600000000000
0.1003741157
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
3.50000000
N
N
N
N
N
N
WYNN RESORTS LTD
254900CEKKWIHTEAB172
WYNN RESORTS LTD 144A LIFE SR UNSEC 5.125% 10-01-29
983133AA7
32000.000000000000
PA
USD
34420.000000000000
0.0666776751
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
5.12500000
N
N
N
N
N
N
WESCO AIRCRAFT HOLDINGS INC
529900P5VTXZS191P208
WESCO AIRCRAFT HOLDINGS SEC 144A LIFE 8.5% 11-15-24
97789LAC0
125000.000000000000
PA
USD
129635.630000000000
0.2511273217
Long
DBT
CORP
US
Y
2
2024-11-15
Fixed
8.50000000
N
N
N
N
N
N
WESCO AIRCRAFT HOLDINGS INC
529900P5VTXZS191P208
WESCO AIRCRAFT HOLDINGS 144A LIFE 9.0% 11-15-26
97789LAB2
25000.000000000000
PA
USD
26233.380000000000
0.0508187329
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
9.00000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY SR UNSEC 2.6% 12-01-29
98389BAW0
50000.000000000000
PA
USD
49523.650000000000
0.0959361372
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.60000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY SR UNSEC 3.5% 12-01-49
98389BAX8
40000.000000000000
PA
USD
40714.480000000000
0.0788712048
Long
DBT
CORP
US
N
2
2049-12-01
Fixed
3.50000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA SR UNSEC 3.625% 09-10-28
29446MAB8
15000.000000000000
PA
USD
16462.860000000000
0.0318914942
Long
DBT
CORP
NO
N
2
2028-09-10
Fixed
3.62500000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA SR UNSEC 3.25% 11-18-49
29446MAC6
23000.000000000000
PA
USD
23174.520000000000
0.0448931759
Long
DBT
CORP
NO
N
2
2049-11-18
Fixed
3.25000000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS INC
549300YQDE2JSGTL8V47
UNIVISION COMM 144A LIFE SR SEC 1ST LIEN 5.125% 02-15-25
914906AS1
50000.000000000000
PA
USD
49562.500000000000
0.0960113966
Long
DBT
CORP
US
Y
2
2025-02-15
Fixed
5.12500000
N
N
N
N
N
N
UNISYS CORP
549300T21W22FIJJOW08
UNISYS CORP SEC 144A LIFE 10.75% 04-15-22
909214BT4
55000.000000000000
PA
USD
59279.660000000000
0.1148352675
Long
DBT
CORP
US
Y
2
2022-04-15
Fixed
10.75000000
N
N
N
N
N
N
UNITED RENTALS (NORTH AMERICA) INC
NGIZXNT70J2LYT3FBI09
UNITED RENTALS SR UNSEC 4.625% 10-15-25
911365BH6
65000.000000000000
PA
USD
66962.030000000000
0.1297173875
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.62500000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS INC
549300YQDE2JSGTL8V47
UNIVISION COMM 144A LIFE SR SEC 5.125% 05-15-23
914906AR3
50000.000000000000
PA
USD
50000.000000000000
0.0968589121
Long
DBT
CORP
US
Y
2
2023-05-15
Fixed
5.12500000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
UBER TECHNOLOGIES 144A LIFE SR UNSEC 8.0% 11-01-26
90353TAC4
150000.000000000000
PA
USD
156723.450000000000
0.3036012573
Long
DBT
CORP
US
Y
2
2026-11-01
Fixed
8.00000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITED HEALTH GROUP SR UNSEC 4.45% 12-15-48
91324PDQ2
35000.000000000000
PA
USD
41788.990000000000
0.0809527222
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
4.45000000
N
N
N
N
N
N
EAGLE HOLDING CO II LLC
N/A
EAGLE HOLDING 144A LIFE PIK TOGGLE SR UNSEC 7.625%/8.375% 05-15-22
26959XAA1
25000.000000000000
PA
USD
25455.830000000000
0.0493124800
Long
DBT
CORP
US
Y
2
2022-05-15
Fixed
7.62500000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL SR UNSEC 4.125% 03-15-28
281020AM9
14000.000000000000
PA
USD
14361.000000000000
0.0278198167
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.12500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PEMEX 144A SR UNSEC 7.69% 01-23-50
71654QCW0
46000.000000000000
PA
USD
50359.650000000000
0.0975556182
Long
DBT
CORP
MX
Y
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE BV
549300FNENFFSMO3GT38
PETROBRAS SR UNSEC 144A 5.093% 01-15-30
71647NBF5
75000.000000000000
PA
USD
80457.000000000000
0.1558595498
Long
DBT
CORP
NL
Y
2
2030-01-15
Fixed
5.09300000
N
N
N
N
N
N
EGYPT (ARAB REPUBLIC OF)
529900GFIVH4086NMH82
EGYPT ARAB REP OF 144A 6.588% 02-21-28
03846JW48
200000.000000000000
PA
USD
209078.000000000000
0.4050213524
Long
DBT
NUSS
EG
Y
2
2028-02-21
Fixed
6.58800000
N
N
N
N
N
N
ABU DHABI (EMIRATE OF)
213800FER4348CINTA77
EMIRATE OF ABU DHABI 144A LIFE 2.5% 09-30-29
29135LAE0
200000.000000000000
PA
USD
199625.000000000000
0.3867092064
Long
DBT
NUSS
AE
Y
2
2029-09-30
Fixed
2.50000000
N
N
N
N
N
N
ANGOLA (REPUBLIC OF)
549300QHR2R3J8JSGK83
ANGOLA (REPUBLIC OF) 144A LIFE 8.0% 11-26-29
035198AD2
200000.000000000000
PA
USD
213943.800000000000
0.4144472742
Long
DBT
NUSS
AO
Y
2
2029-11-26
Fixed
8.00000000
N
N
N
N
N
N
CENTRAL BANK OF TUNISIA
254900B5LFB16S9T2T11
CENTRAL BANK OF TUNISIA EUR 144A LIFE 6.375% 07-15-26
N/A
100000.000000000000
PA
111586.270000000000
0.2161624943
Long
DBT
NUSS
TN
Y
2
2026-07-15
Fixed
6.37500000
N
N
N
N
N
N
COSTA RICA (REPUBLIC OF)
549300DYYS8QPMR8OP36
COSTA RICA REP OF REG S 4.375% 04-30-25
N/A
200000.000000000000
PA
USD
200083.000000000000
0.3875964341
Long
DBT
NUSS
CR
Y
2
2025-04-30
Fixed
4.37500000
N
N
N
N
N
N
DOMINICAN REPUBLIC (GOVERNMENT)
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC REG S 5.95% 01-25-27
N/A
250000.000000000000
PA
USD
276652.000000000000
0.5359242348
Long
DBT
NUSS
DO
Y
2
2027-01-25
Fixed
5.95000000
N
N
N
N
N
N
GHANA (REPUBLIC OF)
213800PP4399SNNXZ126
GHANA REP OF 144A LIFE SF 8.125% 03-26-32
N/A
200000.000000000000
PA
USD
204273.200000000000
0.3957135983
Long
DBT
NUSS
GH
Y
2
2032-03-26
Fixed
8.12500000
N
N
N
N
N
N
GABON REPUBLIC OF (GOVERNMENT)
N/A
GABON REPUBLIC REG S 6.375% 12-12-24
N/A
200000.000000000000
PA
USD
209381.000000000000
0.4056083174
Long
DBT
NUSS
GA
Y
2
2024-12-12
Fixed
6.37500000
N
N
N
N
N
N
ENERGY TRANSFER OPERATING LP
5493008K8W3OKZE54J59
ENERGY TRANSFER PARTNERS SR UNSEC 6.0% 06-15-48
29278NAE3
80000.000000000000
PA
USD
93227.520000000000
0.1805983232
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
6.00000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATING LP
5493008K8W3OKZE54J59
ENERGY TRANSFER PARTNERS SR UNSEC 6.25% 04-15-49
29279FAA7
60000.000000000000
PA
USD
72310.200000000000
0.1400777461
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
6.25000000
N
N
N
N
N
N
HONDURAS REPUBLIC OF
5493002DW1JNBNG17615
HONDURAS REP OF 144A LIFE 6.25% 01-19-27
438180AH4
150000.000000000000
PA
USD
164114.700000000000
0.3179194259
Long
DBT
NUSS
HN
Y
2
2027-01-19
Fixed
6.25000000
N
N
N
N
N
N
GREECE REPUBLIC OF (GOVERNMENT)
2138003EKTMKZ5598902
GREECE GOVT BOND EUR REG S 3.75% 01-30-28
N/A
100000.000000000000
PA
132820.500000000000
0.2572969826
Long
DBT
NUSS
GR
N
2
2028-01-30
Fixed
3.75000000
N
N
N
N
N
N
ENERGIZER HOLDINGS INC
5493000D6NN0V57UME20
ENERGIZER HOLDINGS 144A LIFE SR UNSEC 7.75% 01-15-27
29272WAB5
100000.000000000000
PA
USD
111940.000000000000
0.2168477323
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
7.75000000
N
N
N
N
N
N
PAR PHARMACEUTICAL COMPANIES INC
549300KK5WR4MGN4YT97
PAR PHARMACEUTICALS 144A LIFE SEC 7.5% 04-01-27
69888XAA7
30000.000000000000
PA
USD
29925.750000000000
0.0579715118
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
7.50000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP SR UNSEC 4.30% 03-01-49
907818FC7
75000.000000000000
PA
USD
86512.430000000000
0.1675899970
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.30000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITED HEALTH GROUP SR UNSEC 2.375% 08-15-24
91324PDR0
15000.000000000000
PA
USD
15195.200000000000
0.0294358108
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.37500000
N
N
N
N
N
N
BAHRAIN (KINGDOM OF)
549300RODM1WN85LFQ95
BAHRAIN KINGDOM OF REG S 6.125% 07-05-22
N/A
250000.000000000000
PA
USD
270007.500000000000
0.5230526540
Long
DBT
NUSS
BH
Y
2
2022-07-05
Fixed
6.12500000
N
N
N
N
N
N
MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)
254900EGTWEU67VP6075
UTD MEX ST GVT GLOBAL 4.5% 04-22-29
91087BAF7
200000.000000000000
PA
USD
219600.000000000000
0.4254043418
Long
DBT
NUSS
MX
N
2
2029-04-22
Fixed
4.50000000
N
N
N
N
N
N
PAKISTAN (ISLAMIC REPUBLIC OF)
529900LOP29R5WKHOD86
PAKISTAN REP REG S 8.25% 04-15-24
N/A
400000.000000000000
PA
USD
446748.000000000000
0.8654305050
Long
DBT
NUSS
PK
Y
2
2024-04-15
Fixed
8.25000000
N
N
N
N
N
N
QATAR (STATE OF)
52990074F6OJOAXK4P65
STATE OF QATAR 144A LIFE 3.375% 03-14-24
74727PAZ4
200000.000000000000
PA
USD
209605.000000000000
0.4060422453
Long
DBT
NUSS
QA
Y
2
2024-03-14
Fixed
3.37500000
N
N
N
N
N
N
CAMEROON (REPUBLIC OF)
54930021BO6NHYGBBV24
CAMEROON REP OF REG S SF 9.5% 11-19-25
N/A
200000.000000000000
PA
USD
224996.400000000000
0.4358581305
Long
DBT
NUSS
CM
Y
2
2025-11-19
Fixed
9.50000000
N
N
N
N
N
N
TURKEY (REPUBLIC OF)
5493000PCHOG3B6S3Q85
TURKEY REP OF 7.375% 02-05-25
900123AW0
200000.000000000000
PA
USD
218846.600000000000
0.4239448717
Long
DBT
NUSS
TR
N
2
2025-02-05
Fixed
7.37500000
N
N
N
N
N
N
ENTERCOM MEDIA CORP (CBS RADIO INC)
549300S5JUSXRHNCHD80
ENTERCOM MEDIA CORP 144A LIFE 2ND LIEN 6.5% 05-01-27
29365DAA7
5000.000000000000
PA
USD
5364.240000000000
0.0103914890
Long
DBT
CORP
US
Y
2
2027-05-01
Fixed
6.50000000
N
N
N
N
N
N
EAGLE HOLDING CO II LLC
N/A
EAGLE HOLDING 144A LIFE PIK TOGGLE UNSEC 7.75% 05-15-22
26959XAC7
80000.000000000000
PA
USD
81372.800000000000
0.1576336176
Long
DBT
CORP
US
Y
2
2022-05-15
Fixed
7.75000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL SR UNSEC 5.75% 06-15-27
281020AN7
16000.000000000000
PA
USD
17972.610000000000
0.0348161490
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.75000000
N
N
N
N
N
N
VALARIS PLC
7N0UJMJLXD0MDT5D5086
VALARIS SR UNSEC 7.75% 02-01-26
91889DAE6
30000.000000000000
PA
USD
17024.250000000000
0.0329790067
Long
DBT
CORP
GB
N
2
2026-02-01
Fixed
7.75000000
N
N
N
N
N
N
ARGENTINA REPUBLIC OF GOVERNMENT
549300KPBYGYF7HCHO27
ARGENTINA REP OF 6.875% 01-26-27
040114HL7
200000.000000000000
PA
USD
100069.600000000000
0.1938526517
Long
DBT
NUSS
AR
N
2
2027-01-26
Fixed
6.87500000
N
N
N
N
N
N
ARGENTINA REPUBLIC OF GOVERNMENT
549300KPBYGYF7HCHO27
ARGENTINA REP OF 5.625% 01-26-22
040114HK9
400000.000000000000
PA
USD
208124.800000000000
0.4031748341
Long
DBT
NUSS
AR
N
2
2022-01-26
Fixed
5.62500000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITED HEALTH GROUP SR UNSEC 2.875% 08-15-29
91324PDS8
15000.000000000000
PA
USD
15435.690000000000
0.0299016828
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
2.87500000
N
N
N
N
N
N
UNIVAR SOLUTIONS USA INC
5493008FTB9VZW6CVA82
UNIVAR SOLUTIONS INC SR UNSEC 144A LIFE 5.125% 12-01-27
91337CAA4
15000.000000000000
PA
USD
15684.450000000000
0.0303835753
Long
DBT
CORP
US
Y
2
2027-12-01
Fixed
5.12500000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
ENCOMPASS HEALTH CORP SR UNSEC 4.5% 02-01-28
29261AAA8
17000.000000000000
PA
USD
17647.700000000000
0.0341867405
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.50000000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
ENCOMPASS HEALTH CORP SR UNSEC 4.75% 02-01-30
29261AAB6
30000.000000000000
PA
USD
31180.500000000000
0.0604021862
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.75000000
N
N
N
N
N
N
KENYA (REPUBLIC OF)
549300VVURQQYU45PR87
KENYA GOVT REG S 7.25% 02-28-28
N/A
200000.000000000000
PA
USD
217949.000000000000
0.4222060605
Long
DBT
NUSS
KE
Y
2
2028-02-28
Fixed
7.25000000
N
N
N
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
RUSSIAN FEDERATION REG S 4.375% 03-21-29
N/A
400000.000000000000
PA
USD
445520.800000000000
0.8630531999
Long
DBT
NUSS
RU
Y
2
2029-03-21
Fixed
4.37500000
N
N
N
N
N
N
ROMANIA (REPUBLIC OF)
315700IASY927EDWBK92
ROMANIA GOVT BOND 144A 5.125% 06-15-48
77586RAF7
100000.000000000000
PA
USD
115475.000000000000
0.2236956574
Long
DBT
NUSS
RO
Y
2
2048-06-15
Fixed
5.12500000
N
N
N
N
N
N
ROMANIA (REPUBLIC OF)
315700IASY927EDWBK92
ROMANIA GOVT BOND REG S 5.125% 06-15-48
N/A
100000.000000000000
PA
USD
115475.000000000000
0.2236956574
Long
DBT
NUSS
RO
Y
2
2048-06-15
Fixed
5.12500000
N
N
N
N
N
N
EXTENDED STAY AMERICA INC
549300IESZBC3BJUJW64
EXTENDED STAY AMERICA SR UNSEC 144A LIFE 4.625% 10-01-27
26907YAB0
53000.000000000000
PA
USD
53760.550000000000
0.1041437677
Long
DBT
CORP
US
Y
2
2027-10-01
Fixed
4.62500000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
EQUINIX INC SR UNSEC 2.625% 11-18-24
29444UBC9
42000.000000000000
PA
USD
42165.690000000000
0.0816824572
Long
DBT
CORP
US
N
2
2024-11-18
Fixed
2.62500000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
EQUINIX INC SR UNSEC 2.9% 11-18-26
29444UBD7
68000.000000000000
PA
USD
68246.430000000000
0.1322054993
Long
DBT
CORP
US
N
2
2026-11-18
Fixed
2.90000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
EQUINIX INC SR UNSEC 3.2% 11-18-29
29444UBE5
75000.000000000000
PA
USD
75417.750000000000
0.1460976243
Long
DBT
CORP
US
N
2
2029-11-18
Fixed
3.20000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL SR UNSEC 3.55% 11-15-24
281020AQ0
75000.000000000000
PA
USD
76842.300000000000
0.1488572316
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.55000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL SR UNSEC 3.125% 11-15-22
281020AP2
150000.000000000000
PA
USD
152373.000000000000
0.2951736602
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
3.12500000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS CORP
549300ZCZ76HYCS0H445
FRONTIER COMMUNICATIONS SR UNSEC 10.5% 09-15-22
35906AAW8
130000.000000000000
PA
USD
63740.560000000000
0.1234768259
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
10.50000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN SR UNSEC 3.875% 03-15-23
35671DAZ8
55000.000000000000
PA
USD
56117.330000000000
0.1087092706
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.87500000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
VALEANT 144A LIFE SR UNSEC 6.125% 04-15-25
91831AAC5
50000.000000000000
PA
USD
51765.750000000000
0.1002794846
Long
DBT
CORP
CA
Y
2
2025-04-15
Fixed
6.12500000
N
N
N
N
N
N
VIRGIN AUSTRALIA HOLDINGS LTD
254900SNPW6V9967CJ18
VIRGIN AUSTRALIA 144A LIFE SR UNSEC 7.875% 10-15-21
92765YAG2
100000.000000000000
PA
USD
103486.000000000000
0.2004708275
Long
DBT
CORP
AU
Y
2
2021-10-15
Fixed
7.87500000
N
N
N
N
N
N
ROMANIA (REPUBLIC OF)
315700IASY927EDWBK92
ROMANIA GOVT BOND EUR 144A LIFE 3.5% 04-03-34
N/A
30000.000000000000
PA
37966.000000000000
0.0735469091
Long
DBT
NUSS
RO
Y
2
2034-04-03
Fixed
3.50000000
N
N
N
N
N
N
ETHIOPIA FEDERAL DEMOCRATIC REPUBLIC OF (GOVERNMENT)
N/A
ETHIOPIA REP OF 144A LIFE 6.625% 12-11-24
29766LAA4
200000.000000000000
PA
USD
216457.200000000000
0.4193161780
Long
DBT
NUSS
ET
Y
2
2024-12-11
Fixed
6.62500000
N
N
N
N
N
N
FIRST QUANTUM MINERALS LTD
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS 144A LIFE SR UNSEC 7.5% 04-01-25
335934AL9
520000.000000000000
PA
USD
532784.200000000000
1.0320979596
Long
DBT
CORP
CA
Y
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FIRSTENERGY CORP SR UNSEC 3.9% 07-15-27
337932AH0
55000.000000000000
PA
USD
58814.030000000000
0.1139332592
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.90000000
N
N
N
N
N
N
VERITAS US INC / VERITAS BERMUDA LTD
N/A
VERITAS 144A LIFE SR UNSEC 10.5% 02-01-24
92346LAA1
200000.000000000000
PA
USD
185583.000000000000
0.3595073496
Long
DBT
CORP
US
Y
2
2024-02-01
Fixed
10.50000000
N
N
N
N
N
N
VENATOR FINANCE SARL/VENATOR MATERIALS CORP
N/A
VENATOR FIN 144A LIFE SR UNSEC 5.75% 07-15-25
9226APAA3
80000.000000000000
PA
USD
74000.000000000000
0.1433511899
Long
DBT
CORP
LU
Y
2
2025-07-15
Fixed
5.75000000
N
N
N
N
N
N
FIRST QUALITY FINANCE CO INC
N/A
FIRST QUALITY 144A LIFE SR UNSEC 5.0% 07-01-25
336130AB5
120000.000000000000
PA
USD
125200.200000000000
0.2425351033
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
5.00000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN SR UNSEC 3.55% 03-01-22
35671DAU9
85000.000000000000
PA
USD
86213.800000000000
0.1670114975
Long
DBT
CORP
US
N
2
2022-03-01
Fixed
3.55000000
N
N
N
N
N
N
KAZAKHSTAN (REPUBLIC OF)
5493007OEK8EF02UO833
KAZAKHSTAN REPUBLIC OF REG S 4.875% 10-14-44
N/A
200000.000000000000
PA
USD
247618.000000000000
0.4796802018
Long
DBT
NUSS
KZ
Y
2
2044-10-14
Fixed
4.87500000
N
N
N
N
N
N
POLAND (REPUBLIC OF)
259400R9L8QEP0TPXS31
POLAND GOVT BOND USD 3.25% 04-06-26
731011AU6
250000.000000000000
PA
USD
265580.000000000000
0.5144757974
Long
DBT
NUSS
PL
N
2
2026-04-06
Fixed
3.25000000
N
N
N
N
N
N
VERISIGN INC
LMPL4N8ZOJRMF0KOF759
VERISIGN INC SR UNSEC 4.75% 07-15-27
92343EAL6
35000.000000000000
PA
USD
36989.750000000000
0.0716557389
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.75000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
VALEANT 144A LIFE SR UNSEC 9.0% 12-15-25
91911KAP7
100000.000000000000
PA
USD
113970.000000000000
0.2207802042
Long
DBT
CORP
CA
Y
2
2025-12-15
Fixed
9.00000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
VALEANT 144A LIFE SR UNSEC 8.5% 01-31-27
91911XAW4
75000.000000000000
PA
USD
85548.750000000000
0.1657231771
Long
DBT
CORP
CA
Y
2
2027-01-31
Fixed
8.50000000
N
N
N
N
N
N
VIZIENT INC
5493007V6T3HZ7777P70
VIZIENT INC 144A LIFE SR UNSEC 6.25% 05-15-27
92856JAB6
5000.000000000000
PA
USD
5364.240000000000
0.0103914890
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
6.25000000
N
N
N
N
N
N
FXI HOLDINGS INC
549300VLKCUZW3MSVS50
FXI HOLDINGS 144A LIFE SEC 7.875% 11-01-24
36120RAA7
275000.000000000000
PA
USD
264684.750000000000
0.5127415385
Long
DBT
CORP
US
Y
2
2024-11-01
Fixed
7.87500000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS CORP
549300ZCZ76HYCS0H445
FRONTIER COMMUNICATIONS 144A LIFE 2ND LIEN 8.5% 04-01-26
35906ABA5
50000.000000000000
PA
USD
50717.500000000000
0.0982488375
Long
DBT
CORP
US
Y
2
2026-04-01
Fixed
8.50000000
N
N
N
N
N
N
FS ENERGY AND POWER FUND
54930004XHN0QROEGZ58
FS ENERGY AND POWER FUND 144A LIFE 1ST LIEN 7.5% 08-15-23
30264DAA7
230000.000000000000
PA
USD
236229.550000000000
0.4576187442
Long
DBT
CORP
US
Y
2
2023-08-15
Fixed
7.50000000
N
N
N
N
N
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
FINANCIAL & RISK US HOLDINGS 144A LIFE SR SEC 1ST LIEN 6.25% 05-15-26
31740LAA1
105000.000000000000
PA
USD
114775.500000000000
0.2223406012
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC SR UNSEC 4.25% 09-17-50
92857WBU3
25000.000000000000
PA
USD
26123.130000000000
0.0506051590
Long
DBT
CORP
GB
N
2
2050-09-17
Fixed
4.25000000
N
N
N
N
N
N
VIRGINIA ELECTRIC AND POWER COMPANY
CQKUMNNZVDJLRYV2PT43
VIRGINIA ELEC & PWR SR UNSEC 3.3% 12-01-49
927804GC2
25000.000000000000
PA
USD
25272.430000000000
0.0489572015
Long
DBT
CORP
US
N
2
2049-12-01
Fixed
3.30000000
N
N
N
N
N
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
FINANCIAL & RISK US HOLDINGS 144A LIFE SR UNSEC 8.25% 11-15-26
31740LAC7
115000.000000000000
PA
USD
129731.500000000000
0.2513130390
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
8.25000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS CORP
549300ZCZ76HYCS0H445
FRONTIER COMMUNICATIONS 144A LIFE 1ST LIEN 8.0% 04-01-27
35906ABC1
60000.000000000000
PA
USD
62811.000000000000
0.1216761025
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
8.00000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
FISERV SR UNSEC 3.5% 07-01-29
337738AU2
220000.000000000000
PA
USD
231368.500000000000
0.4482020239
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.50000000
N
N
N
N
N
N
FAIRSTONE FINANCIAL INC
549300CWWT866A22GS52
FAIRSTONE FINANCIAL INC 144A LIFE SR UNSEC 7.875% 07-15-24
30575FAA6
42000.000000000000
PA
USD
45272.430000000000
0.0877007663
Long
DBT
CORP
CA
Y
2
2024-07-15
Fixed
7.87500000
N
N
N
N
N
N
SOUTH AFRICA (REPUBLIC OF)
549300KEVMSOSY8T8R35
SOUTH AFRICA REP 5.875% 06-22-30
836205AY0
200000.000000000000
PA
USD
216694.000000000000
0.4197749018
Long
DBT
NUSS
ZA
N
2
2030-06-22
Fixed
5.87500000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY BOND 1.75% 11-15-29
912828YS3
1544000.000000000000
PA
USD
1520484.880000000000
2.9454502259
Long
DBT
UST
US
N
2
2029-11-15
Fixed
1.75000000
N
N
N
N
N
N
UKRAINE REPUBLIC OF (GOVERNMENT)
6354001WLTJXOMEXPY07
UKRAINE GOVT REG S 7.75% 09-01-20
N/A
100000.000000000000
PA
USD
103081.400000000000
0.1996870452
Long
DBT
NUSS
UA
Y
2
2020-09-01
Fixed
7.75000000
N
N
N
N
N
N
UKRAINE REPUBLIC OF (GOVERNMENT)
6354001WLTJXOMEXPY07
UKRAINE GOVT REG S 7.75% 09-01-26
N/A
200000.000000000000
PA
USD
219172.200000000000
0.4245756170
Long
DBT
NUSS
UA
Y
2
2026-09-01
Fixed
7.75000000
N
N
N
N
N
N
WELLS FARGO & CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO SR UNSEC 2.15% 01-30-20
94974BGF1
600000.000000000000
PA
USD
600096.600000000000
1.1624940763
Long
DBT
CORP
US
N
2
2020-01-30
Fixed
2.15000000
N
N
N
N
N
N
WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP
N/A
WYNN LAS VEGAS 144A LIFE SR UNSEC 4.25% 05-30-23
983130AU9
75000.000000000000
PA
USD
78735.000000000000
0.1525237288
Long
DBT
CORP
US
Y
2
2023-05-30
Fixed
4.25000000
N
N
N
N
N
N
FXI HOLDINGS INC
549300VLKCUZW3MSVS50
FXI HOLDINGS 144A LIFE SEC 12.25% 11-15-26
35166FAA0
100000.000000000000
PA
USD
104312.400000000000
0.2020717116
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
12.25000000
N
N
N
N
N
N
WMG ACQUISITION CORP
549300NAS11NXI33CP80
WARNER MUSIC 144A LIFE SR SEC 1ST LIEN 5.0% 08-01-23
92933BAK0
75000.000000000000
PA
USD
76906.130000000000
0.1489808817
Long
DBT
CORP
US
Y
2
2023-08-01
Fixed
5.00000000
N
N
N
N
N
N
WHITING PETROLEUM CORP
52990028CHK9KUB1B293
WHITING PETROLEUM SR UNSEC 6.25% 04-01-23
966387AP7
50000.000000000000
PA
USD
42000.000000000000
0.0813614861
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
6.25000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY BOND 2.25% 08-15-49
912810SJ8
506000.000000000000
PA
USD
490971.800000000000
0.9510998881
Long
DBT
UST
US
N
2
2049-08-15
Fixed
2.25000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY NOTE 1.625% 12-31-24
912828YY0
832000.000000000000
PA
USD
834728.960000000000
1.6170187788
Long
DBT
UST
US
N
2
2024-12-31
Fixed
1.75000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY NOTE 1.75% 12-31-26
912828YX2
158000.000000000000
PA
USD
157123.100000000000
0.3043754505
Long
DBT
UST
US
N
2
2026-12-31
Fixed
1.75000000
N
N
N
N
N
N
ALMONDE INC
549300ZB2RO6QC7YTK71
MISYS TL 2ND LIEN (L+725) (FLR 1.00) 9.44625% 06-13-25
02034DAF4
80000.000000000000
PA
USD
78400.000000000000
0.1518747741
Long
LON
CORP
US
N
2
2025-06-13
Variable
9.6523800000000000
N
N
N
N
N
N
WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP
N/A
WYNN LAS VEGAS 144A LIFE SR UNSEC 5.25% 05-15-27
983130AX3
45000.000000000000
PA
USD
47868.750000000000
0.0927303009
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
WEST STREET MERGER SUB INC
N/A
PAREXEL 144A LIFE SR UNSEC 6.375% 09-01-25
95616AAA1
100000.000000000000
PA
USD
99999.000000000000
0.1937158870
Long
DBT
CORP
US
Y
2
2025-09-01
Fixed
6.37500000
N
N
N
N
N
N
WMG ACQUISITION CORP
549300NAS11NXI33CP80
WARNER MUSIC 144A LIFE SR UNSEC 5.5% 04-15-26
92933BAP9
50000.000000000000
PA
USD
52767.400000000000
0.1022198591
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
5.50000000
N
N
N
N
N
N
WYNDHAM HOTELS & RESORTS INC
549300FE3MQ4RVXXC673
WYNDHAM 144A LIFE SR UNSEC 5.375% 04-15-26
98311AAA3
50000.000000000000
PA
USD
52866.150000000000
0.1024111555
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
5.37500000
N
N
N
N
N
N
WHITING PETROLEUM CORP
52990028CHK9KUB1B293
WHITING PETROLEUM SR UNSEC 6.625% 01-15-26
966387BG6
205000.000000000000
PA
USD
140221.030000000000
0.2716331283
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.62500000
N
N
N
N
N
N
WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP (DBA WABTEC CORP)
06BTX5UWZD0GQ5N5Y745
WABTEC SR UNSEC 4.40% 30-15-24
960386AN0
22000.000000000000
PA
USD
23371.060000000000
0.0452739089
Long
DBT
CORP
US
N
2
2024-03-15
Variable
4.4000000000000000
N
N
N
N
N
N
APPLIED SYSTEMS INC
549300NSKGF0SY5SWQ62
APPLIED SYSTEMS TL 2ND LIEN (L+700) (FLR 1.00) 8.94463% 09-19-25
03827FAZ4
25000.000000000000
PA
USD
25656.250000000000
0.0497007293
Long
LON
CORP
US
N
2
2025-09-19
Variable
9.1043800000000000
N
N
N
N
N
N
CALIFORNIA RESOURCES CORP
5493003Q8F0T4F4YMR48
CALIFORNIA RESOURCES TL-B (L+475) (FLR 1.00) 6.55475% 12-31-22
N/A
35000.000000000000
PA
USD
31295.850000000000
0.0606256397
Long
LON
CORP
US
N
2
2022-12-31
Variable
6.5547500000000000
N
N
N
N
N
N
DIEBOLD NIXDORF INC
549300XZK6EWDBAZSY16
DIEBOLD NIXDORF TL-A1 (L+925) 11.06225% 08-30-22
25365EAP0
60834.280000000000
PA
USD
64332.250000000000
0.1246230349
Long
LON
CORP
US
N
2
2022-08-30
Variable
11.0622500000000000
N
N
N
N
N
N
DIEBOLD NIXDORF INC
549300XZK6EWDBAZSY16
DIEBOLD TL-A (L+475) 6.5% 04-30-22
25365EAR6
148393.180000000000
PA
USD
143941.380000000000
0.2788401094
Long
LON
CORP
US
N
2
2022-04-30
Variable
6.5625000000000000
N
N
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON TL-B5 6.625% 01-02-24
L5137LAH8
35000.000000000000
PA
USD
35514.080000000000
0.0687971030
Long
LON
CORP
LU
N
2
2024-01-02
Fixed
6.62500000
N
N
N
N
N
N
KRONOS INC
5493000E2HBSA8M27B95
KRONOS TL-B 2ND LIEN (L+825) (FLR 1.0) 10.15913% 11-01-24
50105JAL1
175000.000000000000
PA
USD
179812.500000000000
0.3483288625
Long
LON
CORP
US
N
2
2024-11-01
Variable
10.5031300000000000
N
N
N
N
N
N
MONEYGRAM INTERNATIONAL INC
5299002DLX0Q04KC4156
MONEYGRAM INTERNATIONAL TL-B (L+600) (FLR 1.00) 7.79938% 06-30-23
60935QAJ5
149625.000000000000
PA
USD
135784.690000000000
0.2630391470
Long
LON
CORP
US
N
2
2023-06-30
Variable
7.7016300000000000
N
N
N
N
N
N
NEIMAN MARCUS GROUP LTD LLC
549300VXED5TMJSBCI17
NEIMAN MARCUS TL-B PIK TOGGLE (L+600) (FLR 1.50) 7.73438% 10-25-23
64021SAE9
55072.060000000000
PA
USD
45351.840000000000
0.0878545977
Long
LON
CORP
US
N
2
2023-10-25
Variable
7.7710000000000000
N
N
N
N
N
N
NESTLE SKIN HEALTH SA
549300XE8DVCIZTGCX55
SUNSHINE LUXEMBOURG TL-B1 (L+425) 6.19463% 10-01-26
N/A
88731.000000000000
PA
USD
89689.650000000000
0.1737448385
Long
LON
CORP
CH
N
2
2026-10-01
Variable
6.3486300000000000
N
N
N
N
N
N
PLY GEM MIDCO LLC
N/A
PISCES MIDCO (PLY GEM) TL-B (L+375) 5.43363% 04-12-25
72431HAB6
148869.360000000000
PA
USD
148806.090000000000
0.2882639197
Long
LON
CORP
US
N
2
2025-04-12
Variable
5.5080000000000000
N
N
N
N
N
N
SANCHEZ ENERGY CORP
549300SB0HTIM17TVR61
SANCHEZ ENERGY DIP TL (L+800) FLR (2.00) 10.17563% 05-11-20
N/A
3358.190000000000
PA
USD
3358.190000000000
0.0065054126
Long
LON
CORP
US
N
3
2020-05-11
Variable
10.1756300000000000
Y
N
N
N
N
N
VERITAS US INC / VERITAS BERMUDA LTD
N/A
VERITAS US TL-B 1ST LIEN (L+450) 6.29938% 01-27-23
N/A
24872.440000000000
PA
USD
24043.370000000000
0.0465762932
Long
LON
CORP
US
N
2
2023-01-27
Variable
6.2016300000000000
N
N
N
N
N
N
BELLEMEADE RE LTD BMIR_19-3
N/A
BMIR 19-3A M1B 144A FRN (L+160) 07-25-29
07877GAB5
400000.000000000000
PA
USD
400925.600000000000
0.7766643487
Long
ABS-CBDO
CORP
US
Y
2
2029-07-25
Variable
3.3080000000000000
N
N
N
N
N
N
COMM MORTGAGE TRUST COMM_14-UBS6
N/A
COMM 2014-UBS6 C FRN 12-10-47/12-12-24
12592PBL6
93000.000000000000
PA
USD
95028.610000000000
0.1840873556
Long
ABS-MBS
CORP
US
N
2
2047-12-10
Variable
4.4491700000000000
N
N
N
N
N
N
COMM MORTGAGE TRUST COMM_13-LC6
N/A
COMM 13-LC6 B 3.739% 01-10-46/01-12-23
20048EBB6
50000.000000000000
PA
USD
51487.200000000000
0.0997398836
Long
ABS-MBS
CORP
US
N
2
2046-01-10
Fixed
3.73900000
N
N
N
N
N
N
COMM MORTGAGE TRUST COMM_15-CR22
N/A
COMM 15-CR22 B FRN 03-10-48/03-12-25
12592XBG0
25000.000000000000
PA
USD
26110.280000000000
0.0505802663
Long
ABS-MBS
CORP
US
N
2
2048-03-10
Variable
3.9260000000000000
N
N
N
N
N
N
COMM MORTGAGE TRUST COMM_14-UBS4
5493004GWEVMOU8S3L34
COMM 14-UBS4 B 4.35% 08-10-47/07-12-24
12591QAU6
75000.000000000000
PA
USD
78098.850000000000
0.1512913929
Long
ABS-CBDO
CORP
US
N
2
2047-08-10
Fixed
4.35000000
N
N
N
N
N
N
COMM MORTGAGE TRUST COMM_14-UBS4
5493004GWEVMOU8S3L34
COMM 2014-UBS4 AM 3.968% 08-10-47
12591QAT9
68000.000000000000
PA
USD
71720.080000000000
0.1389345784
Long
ABS-MBS
CORP
US
N
2
2047-08-10
Fixed
3.96800000
N
N
N
N
N
N
COMM MORTGAGE TRUST COMM_14-CR19
N/A
COMM 14-CR19 C FRN 08-10-47/08-10-24
12592GBJ1
300000.000000000000
PA
USD
316349.400000000000
0.6128251744
Long
ABS-MBS
CORP
US
N
2
2047-08-10
Variable
4.7472400000000000
N
N
N
N
N
N
COMM MORTGAGE TRUST COMM_14-UBS6
N/A
COMM 2014-UBS6 AM FRN 12-10-47/11-10-24
12592PBH5
260000.000000000000
PA
USD
273556.920000000000
0.5299285132
Long
ABS-MBS
CORP
US
N
2
2047-12-10
Fixed
4.04800000
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_13-GC11
N/A
CGCMT 13-GC11 B 3.732% 04-10-46/23
17320DAQ1
95000.000000000000
PA
USD
98319.780000000000
0.1904629385
Long
ABS-MBS
CORP
US
N
2
2046-04-10
Variable
3.7320000000000000
N
N
N
N
N
N
COMM MORTGAGE TRUST COMM_14-CCRE20
N/A
COMM 14-CR20 C FRN 11-10-47/10-10-24
12592LBP6
110000.000000000000
PA
USD
115354.250000000000
0.2234617432
Long
ABS-MBS
CORP
US
N
2
2047-11-10
Variable
4.5130800000000000
N
N
N
N
N
N
COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATE COMM_13-CR12
549300MGZ5FI5VFL1177
COMM 2013-CR12 B FRN 10-10-46/11-10-23
12591KAH8
320000.000000000000
PA
USD
333425.920000000000
0.6459054373
Long
ABS-MBS
CORP
US
N
2
2046-10-10
Variable
4.7620000000000000
N
N
N
N
N
N
COMM MORTGAGE TRUST COMM_15-LC23
N/A
COMM 15-LC23 C FRN 10-10-48/25
12636FBP7
10000.000000000000
PA
USD
10595.920000000000
0.0205261857
Long
ABS-CBDO
CORP
US
N
2
2048-10-13
Variable
4.6452300000000000
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_16-P6
N/A
CGCMT 16-P6 B FRN 12-10-49/12-11-26
17291EAZ4
110000.000000000000
PA
USD
117009.200000000000
0.2266676763
Long
ABS-MBS
CORP
US
N
2
2049-12-10
Variable
4.2419600000000000
N
N
N
N
N
N
COMM MORTGAGE TRUST COMM_16-COR1
N/A
COMM 16-COR1 A4 3.091% 10-10-49/08-10-26
12594MBC1
25000.000000000000
PA
USD
25819.000000000000
0.0500160050
Long
ABS-CBDO
CORP
US
N
2
2049-10-10
Fixed
3.09100000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC SR UNSEC 5.375% 03-15-20
38141EA58
100000.000000000000
PA
USD
100699.800000000000
0.1950734615
Long
DBT
CORP
US
N
2
2020-03-15
Fixed
5.37500000
N
N
N
N
N
N
GENESYS TELECOMMUNICATIONS LABORATORIES INC
N/A
GENESYS 144A LIFE SR UNSEC 10.0% 11-30-24
39479TAA4
85000.000000000000
PA
USD
92083.480000000000
0.1783821138
Long
DBT
CORP
US
Y
2
2024-11-30
Fixed
10.00000000
N
N
N
N
N
N
GOLDEN NUGGET INC
91D14OD6M4H1RVBN7R43
GOLDEN NUGGET 144A LIFE SR SUB 8.75% 10-01-25
38113YAC3
100000.000000000000
PA
USD
107186.500000000000
0.2076393556
Long
DBT
CORP
US
Y
2
2025-10-01
Fixed
8.75000000
N
N
N
N
N
N
GENERAL DYNAMICS CORP
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS SR UNSEC 3.00% 05-11-21
369550BE7
100000.000000000000
PA
USD
101685.900000000000
0.1969837129
Long
DBT
CORP
US
N
2
2021-05-11
Fixed
3.00000000
N
N
N
N
N
N
GLAXOSMITHKLINE CAPITAL PLC
5493007Q8VD7Q3ZYZS59
GLAXOSMITHKLINE CAPITAL PLC SR UNSEC 3.125% 05-14-21
377373AE5
100000.000000000000
PA
USD
101731.600000000000
0.1970722420
Long
DBT
CORP
GB
N
2
2021-05-14
Fixed
3.12500000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
GENERAL MOTORS CO SR UNSEC 5.95% 04-01-49
37045VAT7
35000.000000000000
PA
USD
38757.710000000000
0.0750805925
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
5.95000000
N
N
N
N
N
N
GRAY TELEVISION INC
529900TM5726KDN7UU35
GRAY TELEVISION INC 144A LIFE SR UNSEC 7.0% 05-15-27
389284AA8
40000.000000000000
PA
USD
44524.000000000000
0.0862509240
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
7.00000000
N
N
N
N
N
N
GREIF INC
54930070FVGKR0Z1FI24
GREIF 144A LIFE SR UNSEC 6.5% 03-01-27
397624AH0
25000.000000000000
PA
USD
27046.250000000000
0.0523934070
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
6.50000000
N
N
N
N
N
N
GO DADDY OPERATING COMPANY LLC/GD FINANCE CO INC
N/A
GODADDY OP CO 144A LIFE SR UNSEC 5.25% 12-01-27
38016LAA3
15000.000000000000
PA
USD
15815.250000000000
0.0306369582
Long
DBT
CORP
US
Y
2
2027-12-01
Fixed
5.25000000
N
N
N
N
N
N
GLP CAPITAL LP
2549005PXW31DRW8EC44
GLP CAPITAL SR UNSEC 3.35% 09-01-24
361841AN9
11000.000000000000
PA
USD
11259.880000000000
0.0218123945
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
3.35000000
N
N
N
N
N
N
GLP CAPITAL LP
2549005PXW31DRW8EC44
GLP CAPITAL SR UNSEC 4.0% 01-15-30
361841AP4
50000.000000000000
PA
USD
51151.150000000000
0.0990888948
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.00000000
N
N
N
N
N
N
GLOBAL SC FINANCE SRL SEACO_19-1A
N/A
SEACO 19-1A B 144A 4.81% 09-17-39
37891TAB6
486249.990000000000
PA
USD
479759.040000000000
0.9293787734
Long
ABS-O
CORP
US
Y
2
2039-09-17
Fixed
4.81000000
N
N
N
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
HANESBRANDS INC 144A LIFE SR UNSEC 4.875% 05-15-26
410345AL6
125000.000000000000
PA
USD
132575.000000000000
0.2568214054
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
4.87500000
N
N
N
N
N
N
HOWARD HUGHES CORP/THE
549300BVHY25JZC1KI49
HOWARD HUGHES 144A LIFE SR UNSEC 5.375% 03-15-25
44267DAB3
150000.000000000000
PA
USD
156748.500000000000
0.3036497836
Long
DBT
CORP
US
Y
2
2025-03-15
Fixed
5.37500000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB INTERNATIONAL 144A LIFE SR UNSEC 7.0% 05-01-26
44332PAD3
180000.000000000000
PA
USD
190804.500000000000
0.3696223258
Long
DBT
CORP
US
Y
2
2026-05-01
Fixed
7.00000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC SR UNSEC 5.375% 09-01-26
404121AH8
75000.000000000000
PA
USD
83720.630000000000
0.1621817828
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.37500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC SR UNSEC 3.973% 05-22-30
404280CC1
200000.000000000000
PA
USD
215540.200000000000
0.4175397856
Long
DBT
CORP
GB
N
2
2030-05-22
Variable
3.9730000000000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
HOME DEPOT INC SR UNSEC 2.95% 06-15-29
437076BY7
55000.000000000000
PA
USD
57214.690000000000
0.1108350526
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
2.95000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC SEC 5.25% 06-15-49
404119BZ1
25000.000000000000
PA
USD
27952.350000000000
0.0541486842
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
5.25000000
N
N
N
N
N
N
HARSCO CORP
KAO98FK89NPNNPQGUZ43
HARSCO CORP 144A LIFE SR UNSEC 5.75% 07-31-27
415864AM9
40000.000000000000
PA
USD
42751.800000000000
0.0828178567
Long
DBT
CORP
US
Y
2
2027-07-31
Fixed
5.75000000
N
N
N
N
N
N
HEXION INC
54930030FZF8HYAEHM46
HEXION 144A LIFE SR UNSEC 7.875% 07-15-27
42829LAF1
120000.000000000000
PA
USD
125097.000000000000
0.2423351865
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
7.87500000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL INC
ISRPG12PN4EIEOEMW547
HONEYWELL INTL SR UNSEC 2.3% 08-15-24
438516BW5
75000.000000000000
PA
USD
76023.600000000000
0.1472712638
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.30000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL INC
ISRPG12PN4EIEOEMW547
HONEYWELL INTL SR UNSEC 2.7% 08-15-29
438516BU9
35000.000000000000
PA
USD
35834.790000000000
0.0694183755
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
2.70000000
N
N
N
N
N
N
HARTFORD FINANCIAL SERVICES GROUP INC (THE)
IU7C3FTM7Y3BQM112U94
HARTFORD FINL SVCS GRP SR UNSEC 2.8% 08-19-29
416515BE3
60000.000000000000
PA
USD
60737.400000000000
0.1176591697
Long
DBT
CORP
US
N
2
2029-08-19
Fixed
2.80000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATING COMPANY INC
5493003EG7H0N1E4XV50
HILTON ESCROW SR UNSEC 4.875% 01-15-30
432833AF8
20000.000000000000
PA
USD
21234.560000000000
0.0411351276
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.87500000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC SR UNSEC 5.875% 05-01-23
404121AG0
75000.000000000000
PA
USD
83043.380000000000
0.1608698288
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
5.87500000
N
N
N
N
N
N
INMARSAT FINANCE PLC
549300FCV5VH7Q5A3B66
INMARSAT 144A LIFE SR UNSEC 4.875% 05-15-22
45763PAE6
125000.000000000000
PA
USD
126796.880000000000
0.2456281570
Long
DBT
CORP
GB
Y
2
2022-05-15
Fixed
4.87500000
N
N
N
N
N
N
INFOR SOFTWARE PARENT LLC
549300EVBMRDGKXYUH20
INFOR (LAWSON) SR UNSEC 6.5% 05-15-22
45672NAG6
115000.000000000000
PA
USD
116929.700000000000
0.2265136706
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
6.50000000
N
N
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON SR UNSEC 5.5% 08-01-23
45824TAP0
110000.000000000000
PA
USD
94723.750000000000
0.1834967874
Long
DBT
CORP
LU
N
2
2023-08-01
Fixed
5.50000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC SR SUB 5.75% 08-15-24
46284PAP9
60000.000000000000
PA
USD
60824.400000000000
0.1178277042
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
5.75000000
N
N
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON 144A LIFE SR UNSEC 8.5% 10-15-24
45824TBA2
45000.000000000000
PA
USD
41081.180000000000
0.0795815680
Long
DBT
CORP
LU
Y
2
2024-10-15
Fixed
8.50000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
IHEARTCOMMUNICATIONS SEC 144A LIFE 1ST LIEN 5.25% 08-15-27
45174HBE6
32000.000000000000
PA
USD
33540.800000000000
0.0649745080
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
JAGUAR HOLDING CO II
N/A
PPDI JAGUAR 144A LIFE SR UNSEC 6.375% 08-01-23
47010DAA8
60000.000000000000
PA
USD
62080.680000000000
0.1202613425
Long
DBT
CORP
US
Y
2
2023-08-01
Fixed
6.37500000
N
N
N
N
N
N
JELD-WEN INC
549300XWE6NM0N1HFW16
JELD-WEN 144A LIFE SR UNSEC 4.875% 12-15-27
475795AD2
70000.000000000000
PA
USD
71774.360000000000
0.1390397285
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
4.87500000
N
N
N
N
N
N
JERSEY CENTRAL POWER & LIGHT COMPANY
549300W9UGH9ZPLNPF79
JERSEY CENTRAL P&L 144A LIFE SR UNSEC 4.3% 01-15-26
476556DC6
50000.000000000000
PA
USD
54432.800000000000
0.1054460358
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
4.30000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JP MORGAN CHASE SR UNSEC 2.739% 10-15-30
46647PBE5
50000.000000000000
PA
USD
49992.300000000000
0.0968439958
Long
DBT
CORP
US
N
2
2030-10-15
Variable
2.7390000000000000
N
N
N
N
N
N
KINETIC CONCEPTS INC / KCI USA INC
N/A
KINETIC CONCEPTS INC 144A LIFE SR SEC 3RD LIEN 12.5% 11-01-21
49461BAH7
160000.000000000000
PA
USD
165064.000000000000
0.3197583892
Long
DBT
CORP
US
Y
2
2021-11-01
Fixed
12.50000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER SR UNSEC 5.085% 05-25-48
49271VAD2
10000.000000000000
PA
USD
12060.560000000000
0.0233634544
Long
DBT
CORP
US
N
2
2048-05-25
Fixed
5.08500000
N
N
N
N
N
N
HJ HEINZ CO
5493003STKEZ2S0RNU91
KRAFT FOODS GROUP INC 144A SR UNSEC 4.875% 10-01-49
50077LAY2
50000.000000000000
PA
USD
52701.050000000000
0.1020913274
Long
DBT
CORP
US
Y
2
2049-10-01
Fixed
4.87500000
N
N
N
N
N
N
LSC COMMUNICATIONS INC
5493000O7BCKOMYMHF87
LSC COMMUNICATIONS 144A LIFE SR SEC 1ST LIEN 8.75% 10-15-23
50218PAA5
50000.000000000000
PA
USD
27145.750000000000
0.0525861562
Long
DBT
CORP
US
Y
2
2023-10-15
Fixed
8.75000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMENT INC
5493007B9BM9ZXJINO78
LIVE NATION ENTERTAINMENT 144A LIFE SR UNSEC 4.875% 11-01-24
538034AK5
50000.000000000000
PA
USD
51874.500000000000
0.1004901527
Long
DBT
CORP
US
Y
2
2024-11-01
Fixed
4.87500000
N
N
N
N
N
N
LEVI STRAUSS & CO
MB0UERO0RDFKU8258G77
LEVI STRAUSS & CO SR UNSEC 5.0% 05-01-25
52736RBG6
25000.000000000000
PA
USD
25822.880000000000
0.0500235213
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.00000000
N
N
N
N
N
N
LOWES COMPANIES INC
WAFCR4OKGSC504WU3E95
LOWE'S COMPANIES INC SR UNSEC 4.05% 05-03-47
548661DQ7
2000.000000000000
PA
USD
2157.500000000000
0.0041794621
Long
DBT
CORP
US
N
2
2047-05-03
Fixed
4.05000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMENT INC
5493007B9BM9ZXJINO78
LIVE NATION ENTERTAINMENT 144A LIFE SR UNSEC 5.625% 03-15-26
538034AN9
35000.000000000000
PA
USD
37374.680000000000
0.0724014169
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
5.62500000
N
N
N
N
N
N
LSB INDUSTRIES INC
5493001H215A0HG0MI71
LSB INDUSTRIES 144A LIFE SEC 9.625% 05-01-23
502160AM6
145000.000000000000
PA
USD
149318.830000000000
0.2892571885
Long
DBT
CORP
US
Y
2
2023-05-01
Fixed
9.62500000
N
N
N
N
N
N
LOWES COMPANIES INC
WAFCR4OKGSC504WU3E95
LOWE'S COMPANIES INC SR UNSEC 4.55% 04-05-49
548661DS3
8000.000000000000
PA
USD
9430.460000000000
0.0182684819
Long
DBT
CORP
US
N
2
2049-04-05
Fixed
4.55000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMENT INC
5493007B9BM9ZXJINO78
LIVE NATION ENTERTAINMENT 144A LIFE SR UNSEC 4.75% 10-15-27
538034AR0
26000.000000000000
PA
USD
26958.100000000000
0.0522226447
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
LPL FINANCIAL HOLDINGS INC
549300XROQ4Y8G2L7682
LPL HOLDINGS INC 144A LIFE SR UNSEC 4.625% 11-15-27
50212YAC8
65000.000000000000
PA
USD
66462.500000000000
0.1287497089
Long
DBT
CORP
US
Y
2
2027-11-15
Fixed
4.62500000
N
N
N
N
N
N
MGM RESORTS INTERNATIONAL
54930066VBP7DZEGGJ87
MGM RESORTS INTL SR UNSEC 6.0% 03-15-23
552953CC3
85000.000000000000
PA
USD
93464.730000000000
0.1810578413
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
6.00000000
N
N
N
N
N
N
MDC PARTNERS INC
529900SR4J92B5C43M74
MDC PARTNERS INC 144A LIFE SR UNSEC 6.5% 05-01-24
552697AQ7
235000.000000000000
PA
USD
213262.500000000000
0.4131274747
Long
DBT
CORP
US
Y
2
2024-05-01
Fixed
6.50000000
N
N
N
N
N
N
MOLSON COORS BEVERAGE CO
54930073LBBH6ZCBE225
MOLSON COORS BREWING CO SR UNSEC 4.2% 07-15-46
60871RAH3
20000.000000000000
PA
USD
19938.220000000000
0.0386238860
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.20000000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
MOLINA HEALTHCARE SR UNSEC 5.375% 11-15-22
60855RAG5
100000.000000000000
PA
USD
106476.000000000000
0.2062629904
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
5.37500000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP SR UNSEC 2.4% 02-06-22
594918BW3
200000.000000000000
PA
USD
202806.600000000000
0.3928725327
Long
DBT
CORP
US
N
2
2022-02-06
Fixed
2.40000000
N
N
N
N
N
N
MPT OPERATING PARTNERSHIP LP / MPT FINANCE CORP
N/A
MEDICAL PROPERTIES TRUST INC SR UNSEC 5.0% 10-15-27
55342UAH7
50000.000000000000
PA
USD
53126.250000000000
0.1029150155
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.00000000
N
N
N
N
N
N
MEXICO CITY AIRPORT TRUST
N/A
MEXICO CITY ARPT TRUST REG S SEC 5.5% 07-31-47
N/A
200000.000000000000
PA
USD
206939.000000000000
0.4008777281
Long
DBT
CORP
MX
Y
2
2047-07-31
Fixed
5.50000000
N
N
N
N
N
N
METROPOLITAN LIFE GLOBAL FUNDING I
635400MMSOCXNNNZDZ82
METLIFE GLOBAL FUNDING GIC 144A LIFE 2.4% 01-08-21
59217GCL1
150000.000000000000
PA
USD
150745.800000000000
0.2920214837
Long
DBT
CORP
US
Y
2
2021-01-08
Fixed
2.40000000
N
N
N
N
N
N
MERLIN ENTERTAINMENTS PLC
549300ZTI0VEFO6WV007
MERLIN ENTERTAINMENT 144A LIFE SR UNSEC 5.75% 06-15-26
59010QAB2
200000.000000000000
PA
USD
219569.600000000000
0.4253454516
Long
DBT
CORP
GB
Y
2
2026-06-15
Fixed
5.75000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI INC 144A LIFE SR UNSEC 5.375% 05-15-27
55354GAF7
50000.000000000000
PA
USD
53991.150000000000
0.1045904810
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
5.37500000
N
N
N
N
N
N
MATADOR RESOURCES CO
549300CI3Q2UUK5R4G79
MATADOR RESOURCES SR UNSEC 5.875% 09-15-26
576485AE6
25000.000000000000
PA
USD
25125.630000000000
0.0486728237
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.87500000
N
N
N
N
N
N
MIDAMERICAN ENERGY COMPANY
NINLOILYRTLIMK26MZ18
MIDAMERICAN ENERGY SEC 3.65% 04-15-29
595620AT2
70000.000000000000
PA
USD
76505.870000000000
0.1482055067
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.65000000
N
N
N
N
N
N
MEREDITH CORP
549300YC8BC386CCTS24
MEREDITH CORP SR UNSEC 6.875% 02-01-26
589433AB7
65000.000000000000
PA
USD
67765.620000000000
0.1312740846
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
6.87500000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC SR UNSEC 3.40% 03-07-29
58933YAX3
30000.000000000000
PA
USD
32483.160000000000
0.0629256708
Long
DBT
CORP
US
N
2
2029-03-07
Fixed
3.40000000
N
N
N
N
N
N
MGM RESORTS INTERNATIONAL
54930066VBP7DZEGGJ87
MGM RESORTS INTL SR UNSEC 5.5% 04-15-27
552953CF6
85000.000000000000
PA
USD
94507.250000000000
0.1830773884
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
MINERAL RESOURCES LTD
5299007V1ACKFFX2P066
MINERAL RESOURCES LTD 144A LIFE SR UNSEC 8.125% 05-01-27
603051AA1
25000.000000000000
PA
USD
27495.580000000000
0.0532638393
Long
DBT
CORP
AU
Y
2
2027-05-01
Fixed
8.12500000
N
N
N
N
N
N
LABL ESCROW ISSUER LLC
N/A
LABL ESCROW ISSUER LLC 144A LIFE 6.75% 07-15-26
50168AAB6
50000.000000000000
PA
USD
53218.700000000000
0.1030941077
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
6.75000000
N
N
N
N
N
N
LABL ESCROW ISSUER LLC
N/A
LABL ESCROW ISSUER 144A LIFE SR UNSEC 10.5% 07-15-27
50168AAA8
45000.000000000000
PA
USD
46103.540000000000
0.0893107745
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
10.50000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI INC 144A LIFE SR UNSEC 4.0% 11-15-29
55354GAH3
45000.000000000000
PA
USD
45702.000000000000
0.0885329200
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
4.00000000
N
N
N
N
N
N
MURPHY OIL CORP
QBKYQD0ODE7DC7PDIN91
MURPHY OIL CORPORATION SR UNSEC 5.875% 12-01-27
626717AM4
15000.000000000000
PA
USD
15768.750000000000
0.0305468794
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.87500000
N
N
N
N
N
N
MOOG INC
549300WM2I4U7OBAHG07
MOOG INC 144A LIFE SR UNSEC 4.25% 12-09-27
615394AM5
43000.000000000000
PA
USD
43864.300000000000
0.0849729675
Long
DBT
CORP
US
Y
2
2027-12-09
Fixed
4.25000000
N
N
N
N
N
N
MGM RESORTS INTERNATIONAL
54930066VBP7DZEGGJ87
MGM RESORTS INTL SR UNSEC 7.75% 03-15-22
552953BX8
25000.000000000000
PA
USD
27919.500000000000
0.0540850479
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
7.75000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC SR UNSEC 7.25% 05-15-26
629377CA8
35000.000000000000
PA
USD
38302.250000000000
0.0741982853
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
7.25000000
N
N
N
N
N
N
NGL ENERGY PARTNERS LP / NGL ENERGY FINANCE CORP
N/A
NGL ENERGY PARTNERS SR UNSEC 7.5% 11-01-23
62913TAJ1
25000.000000000000
PA
USD
25155.500000000000
0.0487306873
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
7.50000000
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN SR UNSEC 2.55% 10-15-22
666807BQ4
60000.000000000000
PA
USD
60897.420000000000
0.1179691570
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
2.55000000
N
N
N
N
N
N
2020-02-27
American Funds Multi-Sector Income fund
Brandon Smith
Brandon Smith
Analyst