0001145549-20-050751.txt : 20200827
0001145549-20-050751.hdr.sgml : 20200827
20200826181632
ACCESSION NUMBER: 0001145549-20-050751
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200630
FILED AS OF DATE: 20200827
PERIOD START: 20201231
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: 201138425
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
C000210539
C000210555
C000210554
C000210553
C000210552
C000210551
C000210550
C000210549
C000210548
C000210547
C000210546
C000210545
C000210544
C000210543
C000210542
C000210541
C000210540
C000210556
C000210538
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
2020-12-31
2020-06-30
N
250528568.100000000000
11980859.210000000000
238547708.890000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
49203.820000000000
0.000000000000
0.000000000000
4535981.080000000000
USD
N
AVIS BUDGET RENTAL CAR FUNDING AESOP_19-2A
N/A
AESOP 19-2A A 144A 3.35% 09-22-25/24
05377RDL5
250000.000000000000
PA
USD
254021.500000000000
0.1064866652
Long
ABS-O
CORP
US
Y
2
2025-09-22
Fixed
3.35000000
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING AESOP_16-2A
N/A
AESOP 16-2A A 144A 2.72% 11-20-22/21
05377RCK8
279000.000000000000
PA
USD
278859.940000000000
0.1168990225
Long
ABS-O
CORP
US
Y
2
2022-11-21
Fixed
2.72000000
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
160000.000000000000
PA
USD
157216.800000000000
0.0659058101
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
21841.130000000000
0.0091558750
Long
DBT
CORP
US
Y
2
2024-11-01
Fixed
7.25000000
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
146077.120000000000
0.0612360189
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
94545.580000000000
0.0396338244
Long
DBT
CORP
US
N
2
2049-02-14
Fixed
5.95000000
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING AESOP_20-1A
N/A
AESOP 2020-1A A 144A 2.33% 08-20-26/25
05377RDU5
676000.000000000000
PA
USD
656017.440000000000
0.2750047121
Long
ABS-O
CORP
US
Y
2
2026-08-20
Fixed
2.33000000
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING AESOP_19-3A
N/A
AESOP 19-3A A 144A 2.36% 03-20-26/25
05377RDQ4
200000.000000000000
PA
USD
197794.800000000000
0.0829162438
Long
ABS-O
CORP
US
Y
2
2026-03-20
Fixed
2.36000000
N
N
N
N
N
N
CARRIZO OIL & GAS INC
6X88M1NLGKDIRGWMPT94
CARRIZO OIL & GAS INC SR UNSEC 6.25% 04-15-23
144577AH6
60000.000000000000
PA
USD
22913.100000000000
0.0096052484
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
6.25000000
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
27577.700000000000
0.0115606644
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.20000000
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
55000.000000000000
PA
USD
56089.830000000000
0.0235130449
Long
DBT
CORP
US
Y
2
2027-12-01
Fixed
5.25000000
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
454166.630000000000
PA
USD
446790.060000000000
0.1872958923
Long
ABS-O
CORP
US
Y
2
2039-09-17
Fixed
4.81000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS 144A LIFE SR UNSEC 4.125% 12-01-30
126307BB2
200000.000000000000
PA
USD
198512.000000000000
0.0832168965
Long
DBT
CORP
US
Y
2
2030-12-01
Fixed
4.12500000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC 144A LIFE SR UNSEC 4.625% 12-01-30
126307BD8
400000.000000000000
PA
USD
390544.000000000000
0.1637173552
Long
DBT
CORP
US
Y
2
2030-12-01
Fixed
4.62500000
N
N
N
N
N
N
ASSUREDPARTNERS INC
549300HNDSDQWQ3L2P80
ASSUREDPARTNERS INC 144A LIFE SR UNSEC 8.0% 05-15-27
40060QAA3
160000.000000000000
PA
USD
165268.800000000000
0.0692812355
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
110423.160000000000
0.0462897592
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
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
113823.350000000000
PA
USD
119027.130000000000
0.0498965723
Long
ABS-CBDO
CORP
US
Y
2
2068-10-25
Variable
4.0000000000000000
N
N
N
N
N
N
CPS AUTO TRUST CPS_20-B
N/A
CPS 20-B D 144A 4.75% 04-15-26
12656CAG0
100000.000000000000
PA
USD
104635.800000000000
0.0438636785
Long
ABS-O
CORP
US
Y
2
2026-04-15
Fixed
4.75000000
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
113888.200000000000
0.0477423156
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
71260.610000000000
0.0298726868
Long
DBT
CORP
CA
N
2
2047-06-01
Fixed
4.95000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP SR UNSEC 3.8% 03-15-30
38141GXH2
240000.000000000000
PA
USD
274324.080000000000
0.1149975748
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
3.80000000
N
N
N
N
N
N
GENERAL DYNAMICS CORP
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS SR UNSEC 4.25% 04-01-50
369550BJ6
9000.000000000000
PA
USD
11744.170000000000
0.0049231955
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.25000000
N
N
N
N
N
N
CIT GROUP INC
N8O96ZZJQRFYQUJY7K79
CIT GROUP INC SR UNSEC 3.929% 06-19-24
125581HA9
360000.000000000000
PA
USD
352386.000000000000
0.1477213936
Long
DBT
CORP
US
N
2
2024-06-19
Variable
3.9290000000000000
N
N
N
N
N
N
COMSTOCK RESOURCES INC
I03QQGEA4SS774AURI46
COMSTOCK RESOURCES SR UNSEC 9.75% 08-15-26
205768AR5
200000.000000000000
PA
USD
187250.000000000000
0.0784958283
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
9.75000000
N
N
N
N
N
N
ALLSTATE CORP (THE)
OBT0W1ED8G0NWVOLOJ77
ALLSTATE CORP SR UNSEC 3.85% 08-10-49
020002BG5
20000.000000000000
PA
USD
24178.600000000000
0.0101357502
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 5.35% 07-01-49
037411BG9
50000.000000000000
PA
USD
39936.300000000000
0.0167414310
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.35000000
N
N
N
N
N
N
CPS AUTO TRUST CPS_20-B
N/A
CPS 20-B B 144A 2.11% 04-15-26
12656CAC9
150000.000000000000
PA
USD
151393.200000000000
0.0634645374
Long
ABS-O
CORP
US
Y
2
2026-04-15
Fixed
2.11000000
N
N
N
N
N
N
CPS AUTO TRUST CPS_20-B
N/A
CPS 20-B C 144A 3.30% 04-15-26
12656CAE5
150000.000000000000
PA
USD
154018.950000000000
0.0645652606
Long
ABS-O
CORP
US
Y
2
2026-04-15
Fixed
3.30000000
N
N
N
N
N
N
CANADIAN NATURAL RESOURCES LTD
549300T15RIMIKZC5Q38
CANADIAN NATURAL RESOURCES SR UNSEC 3.85% 06-01-27
136385AX9
70000.000000000000
PA
USD
74909.100000000000
0.0314021461
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
3.85000000
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
400000.000000000000
PA
USD
413400.000000000000
0.1732986671
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
5493008HF9XC5H29ZX61
GFL ENVIRONMENTAL 144A LIFE SEC 4.25% 06-01-25
36168QAJ3
250000.000000000000
PA
USD
252656.250000000000
0.1059143478
Long
DBT
CORP
CA
Y
2
2025-06-01
Fixed
4.25000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
GLOBAL PAYMENTS INC SR UNSEC 2.9% 05-15-30
37940XAD4
116000.000000000000
PA
USD
121472.880000000000
0.0509218389
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.90000000
N
N
N
N
N
N
AEP TRANSMISSION COMPANY LLC
549300X123Z1I0LA3Y84
AEP TRANSMISSION CO LLC SR UNSEC 3.8% 06-15-49
00115AAK5
20000.000000000000
PA
USD
23633.360000000000
0.0099071838
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
39020.790000000000
0.0163576461
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
100000.000000000000
PA
USD
105324.500000000000
0.0441523838
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
100000.000000000000
PA
USD
105549.000000000000
0.0442464950
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
9.75000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTIONS INC
549300HALRZ339MSTH85
CATALENT PHARMA 144A LIFE SR UNSEC 4.875% 01-15-26
14879EAD0
180000.000000000000
PA
USD
183376.800000000000
0.0768721699
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
4.87500000
N
N
N
N
N
N
CYDSA SAB DE CV
4469000001BNTACN9916
CYDSA REG S SR UNSEC 6.25% 10-04-27
N/A
400000.000000000000
PA
USD
393328.000000000000
0.1648844174
Long
DBT
CORP
MX
Y
2
2027-10-04
Fixed
6.25000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_20-2
N/A
DTAOT 20-2A D 144A 4.73% 03-16-26
23343RAG3
100000.000000000000
PA
USD
105899.000000000000
0.0443932161
Long
ABS-O
CORP
US
Y
2
2026-03-16
Fixed
4.73000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_20-2
N/A
DTAOT 20-2A C 144A 3.28% 03-16-26
23343RAE8
250000.000000000000
PA
USD
258278.500000000000
0.1082712138
Long
ABS-O
CORP
US
Y
2
2026-03-16
Fixed
3.28000000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
CLIFFS NATURAL RESOURCES 144A LIFE SEC 4.875% 01-15-24
185899AB7
115000.000000000000
PA
USD
108519.180000000000
0.0454916044
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
120000.000000000000
PA
USD
116077.800000000000
0.0486602033
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
4.75000000
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
158000.000000000000
PA
USD
155303.730000000000
0.0651038447
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
1073000.000000000000
PA
USD
1071186.630000000000
0.4490450296
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300DK79J32SE1QE52
CENOVUS ENERGY INC SR UNSEC 4.25% 04-15-27
15135UAM1
105000.000000000000
PA
USD
95372.450000000000
0.0399804511
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
4.25000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CABLEVISION SYSTEMS 144A LIFE SR UNSEC 5.375% 02-01-28
126307AS6
650000.000000000000
PA
USD
681138.250000000000
0.2855354399
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.37500000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_20-2
N/A
DTAOT 20-2A B 144A 2.08% 03-16-26
23343RAC2
100000.000000000000
PA
USD
100929.700000000000
0.0423100689
Long
ABS-O
CORP
US
Y
2
2026-03-16
Fixed
2.08000000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST DRIVE_20-2
N/A
DRIVE 20-2 C 2.28% 08-17-26/09-15-23
26208VAF3
200000.000000000000
PA
USD
202208.400000000000
0.0847664398
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
2.28000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
ASHTEAD 144A LIFE 4.25% 11-01-29
045054AL7
200000.000000000000
PA
USD
200500.000000000000
0.0840502728
Long
DBT
CORP
US
Y
2
2029-11-01
Fixed
4.25000000
N
N
N
N
N
N
ARD FINANCE SA
6354006P6QPGGPVJW880
ARD FINANCE PIK 144A LIFE SEC 6.5% 06-30-27
00191AAD8
840000.000000000000
PA
USD
832494.600000000000
0.3489845297
Long
DBT
CORP
LU
Y
2
2027-06-30
Fixed
6.50000000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST DRIVE_20-2
N/A
DRIVE 20-2 D 3.05% 05-15-28/02-15-24
26208VAG1
200000.000000000000
PA
USD
203109.400000000000
0.0851441420
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
3.05000000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST DRIVE_20-2
N/A
DRIVE 20-2 B 1.42% 03-17-25/12-15-22
26208VAE6
200000.000000000000
PA
USD
200750.000000000000
0.0841550736
Long
ABS-O
CORP
US
N
2
2025-03-17
Fixed
1.42000000
N
N
N
N
N
N
CD&R SMOKEY BUYER INC
N/A
CD&R SMOKEY BUYER 144A LIFE SEC 6.75% 07-15-25
12510CAA9
465000.000000000000
PA
USD
484716.000000000000
0.2031945736
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
6.75000000
N
N
N
N
N
N
COLT MERGER SUB INC
N/A
COLT MERGER SUB 144A LIFE SEC 5.75% 07-01-25
12770RAA1
690000.000000000000
PA
USD
695175.000000000000
0.2914196926
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
5.75000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
GENERAL MOTORS CO SR UNSEC 6.125% 10-01-25
37045VAV2
55000.000000000000
PA
USD
61878.410000000000
0.0259396371
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.12500000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
GENERAL MOTORS CO SR UNSEC 6.8% 10-01-27
37045VAU4
135000.000000000000
PA
USD
157516.650000000000
0.0660315082
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
6.80000000
N
N
N
N
N
N
CANADIAN NATURAL RESOURCES LTD
549300T15RIMIKZC5Q38
CANADIAN NATURAL RESOURCES SR UNSEC 2.95% 07-15-30
136385BA8
687000.000000000000
PA
USD
683121.890000000000
0.2863669885
Long
DBT
CORP
CA
N
2
2030-07-15
Fixed
2.95000000
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
40000.000000000000
PA
USD
15612.600000000000
0.0065448543
Long
DBT
CORP
US
Y
2
2021-05-15
Fixed
9.00000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP SR UNSEC 4.0% 03-01-48
20030NCK5
35000.000000000000
PA
USD
43048.780000000000
0.0180461930
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.00000000
N
N
N
N
N
N
CSN RESOURCES SA
222100ZEX458NMOXZP08
CSN RESOURCES SA REG S SR UNSEC 7.625% 02-13-23
N/A
400000.000000000000
PA
USD
372500.000000000000
0.1561532499
Long
DBT
CORP
LU
Y
2
2023-02-13
Fixed
7.62500000
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
46930.730000000000
0.0196735195
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
1330000.000000000000
PA
USD
1357251.700000000000
0.5689644668
Long
DBT
CORP
US
Y
2
2026-05-01
Fixed
8.00000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-2
N/A
EART 20-2 B 144A 2.08% 07-15-24/08-15-22
30167YAC5
100000.000000000000
PA
USD
100950.000000000000
0.0423185787
Long
ABS-O
CORP
US
Y
2
2024-07-15
Fixed
2.08000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-2
N/A
EART 20-2 D 144A 4.73% 04-15-26/04-15-24
30167YAG6
100000.000000000000
PA
USD
105842.000000000000
0.0443693215
Long
ABS-O
CORP
US
Y
2
2026-04-15
Fixed
4.73000000
N
N
N
N
N
N
DIEBOLD NIXDORF INC
549300XZK6EWDBAZSY16
DIEBOLD INC SR UNSEC 8.5% 04-15-24
253651AC7
175000.000000000000
PA
USD
139325.380000000000
0.0584056668
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
15000.000000000000
PA
USD
1603.130000000000
0.0006720375
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
7.87500000
Y
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
GM FINANCIAL SR UNSEC 5.2% 03-20-23
37045XCW4
229000.000000000000
PA
USD
245174.040000000000
0.1027777802
Long
DBT
CORP
US
N
2
2023-03-20
Fixed
5.20000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
GARTNER 144A LIFE SR UNSEC 4.5% 07-01-28
366651AC1
625000.000000000000
PA
USD
633875.000000000000
0.2657225269
Long
DBT
CORP
US
Y
2
2028-07-01
Fixed
4.50000000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST FORDR_17-1
N/A
FORDR 17-1 A 144A 2.62% 08-15-28/02-15-22
34531FAA1
100000.000000000000
PA
USD
102863.300000000000
0.0431206405
Long
ABS-O
CORP
US
Y
2
2028-08-15
Fixed
2.62000000
N
N
N
N
N
N
FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_17-3
N/A
FORDR 17-3 A 2.48% 09-15-24/22
34528QFU3
225000.000000000000
PA
USD
227884.500000000000
0.0955299471
Long
ABS-O
CORP
US
N
2
2024-09-15
Fixed
2.48000000
N
N
N
N
N
N
EXXON MOBIL CORP
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP SR UNSEC 3.452% 04-15-51
30231GBM3
18000.000000000000
PA
USD
20070.970000000000
0.0084138180
Long
DBT
CORP
US
N
2
2051-04-15
Fixed
3.45200000
N
N
N
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
HANESBRANDS INC 144A LIFE SR UNSEC 4.875% 05-15-26
410345AL6
645000.000000000000
PA
USD
651330.680000000000
0.2730400066
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
1020000.000000000000
PA
USD
952389.300000000000
0.3992447902
Long
DBT
CORP
US
Y
2
2025-03-15
Fixed
5.37500000
N
N
N
N
N
N
DANSKE BANK AS
MAES062Z21O4RZ2U7M96
DANSKE BANK 144A LIFE SR UNSEC 3.875% 09-12-23
23636AAP6
700000.000000000000
PA
USD
742897.400000000000
0.3114250828
Long
DBT
CORP
DK
Y
2
2023-09-12
Fixed
3.87500000
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
43963.960000000000
0.0184298396
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.30000000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB INTERNATIONAL 144A LIFE SR UNSEC 7.0% 05-01-26
44332PAD3
1400000.000000000000
PA
USD
1401407.000000000000
0.5874745167
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
425000.000000000000
PA
USD
463760.000000000000
0.1944097481
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.37500000
N
N
N
N
N
N
ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC
N/A
ALBERTSONS 144A LIFE SR UNSEC 4.625% 01-15-27
013092AC5
500000.000000000000
PA
USD
500527.500000000000
0.2098228075
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
4.62500000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC SR UNSEC 144A LIFE 2.95% 11-21-26
00287YBU2
71000.000000000000
PA
USD
77755.930000000000
0.0325955468
Long
DBT
CORP
US
Y
2
2026-11-21
Fixed
2.95000000
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
46832.630000000000
0.0196323956
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
40000.000000000000
PA
USD
40159.800000000000
0.0168351229
Long
DBT
CORP
US
N
2
2021-03-09
Fixed
4.12500000
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
222138.400000000000
0.0931211627
Long
DBT
CORP
GB
N
2
2030-05-22
Variable
3.9730000000000000
N
N
N
N
N
N
HARSCO CORP
KAO98FK89NPNNPQGUZ43
HARSCO CORP 144A LIFE SR UNSEC 5.75% 07-31-27
415864AM9
135000.000000000000
PA
USD
135679.050000000000
0.0568771130
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
650000.000000000000
PA
USD
593144.500000000000
0.2486481647
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
80014.350000000000
0.0335422840
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.30000000
N
N
N
N
N
N
ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP
N/A
ICAHN ENTERPRISES SR UNSEC 6.375% 12-15-25
451102BQ9
500000.000000000000
PA
USD
496302.500000000000
0.2080516733
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
6.37500000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL INC
ISRPG12PN4EIEOEMW547
HONEYWELL INTL SR UNSEC 2.7% 08-15-29
438516BU9
35000.000000000000
PA
USD
38781.400000000000
0.0162572930
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
63640.080000000000
0.0266781351
Long
DBT
CORP
US
N
2
2029-08-19
Fixed
2.80000000
N
N
N
N
N
N
DARLING INGREDIENTS INC
L1N0SPPKS7EXZYUMZ898
DARLING INGREDIENTS 144A LIFE SR UNSEC 5.25% 04-15-27
237266AH4
125000.000000000000
PA
USD
128835.630000000000
0.0540083284
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
5.25000000
N
N
N
N
N
N
DIAMOND SPORTS GROUP LLC
5493002K6DHWNZH8YA34
DIAMOND SPORTS GROUP 144A LIFE 5.375% 08-15-26
25277LAA4
138000.000000000000
PA
USD
100728.960000000000
0.0422259180
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
5.37500000
N
N
N
N
N
N
FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_19-4
N/A
FORDF 19-4 A 2.44% 09-15-26/09-16-24
34528QHF4
150000.000000000000
PA
USD
151751.250000000000
0.0636146332
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
2.44000000
N
N
N
N
N
N
FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_19-3
N/A
FORDF 19-3-A1 2.23% 09-15-24/22
34528QHA5
250000.000000000000
PA
USD
254070.750000000000
0.1065073109
Long
ABS-O
CORP
US
N
2
2024-09-15
Fixed
2.23000000
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
27200.030000000000
0.0114023438
Long
DBT
CORP
LU
Y
2
2024-10-15
Fixed
8.50000000
Y
N
N
N
N
N
IAA INC
549300PZCOPC5178W747
IAA SPINCO 144A LIFE SR UNSEC 5.5% 06-15-27
449253AB9
200000.000000000000
PA
USD
207219.000000000000
0.0868669001
Long
DBT
CORP
US
Y
2
2027-06-15
Fixed
5.50000000
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
19745.600000000000
0.0082774218
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
275000.000000000000
PA
USD
298094.500000000000
0.1249622146
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
5.87500000
N
N
N
N
N
N
DIAMOND SPORTS GROUP LLC
5493002K6DHWNZH8YA34
DIAMOND SPORTS GROUP 144A LIFE SR UNSEC 6.625% 08-15-27
25277LAC0
80000.000000000000
PA
USD
43082.400000000000
0.0180602866
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
74103.700000000000
0.0310645197
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
4.80000000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST FORDR_20-1
N/A
FORDR 20-1 A 144A 2.04% 08-15-31/02-18-25
34531NAA4
150000.000000000000
PA
USD
152669.550000000000
0.0639995876
Long
ABS-O
CORP
US
Y
2
2031-08-15
Fixed
2.04000000
N
N
N
N
N
N
GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_19-2
N/A
GFORT 19-2 A 144A 2.90% 04-15-26/24
361886CD4
225000.000000000000
PA
USD
235023.750000000000
0.0985227446
Long
ABS-O
CORP
US
Y
2
2026-04-15
Fixed
2.90000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC SR UNSEC 144A 4.25% 11-21-49
00287YBS7
25000.000000000000
PA
USD
30100.880000000000
0.0126183899
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
49874.590000000000
0.0209075955
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
2.20000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
HOME DEPOT INC SR UNSEC 2.7% 04-15-30
437076CB6
50000.000000000000
PA
USD
55007.750000000000
0.0230594334
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.70000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
HOME DEPOT INC SR UNSEC 3.35% 04-15-50
437076CD2
20000.000000000000
PA
USD
22919.080000000000
0.0096077552
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.35000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATING COMPANY INC
5493003EG7H0N1E4XV50
HILTON ESCROW 144A LIFE SR UNSEC 5.75% 05-01-28
432833AH4
500000.000000000000
PA
USD
507187.500000000000
0.2126147018
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
5.75000000
N
N
N
N
N
N
HOWMET AEROSPACE INC
ABPN11VOHLHX6QR7XQ48
HOWMET AEROSPACE SR UNSEC 6.875% 05-01-25
443201AA6
85000.000000000000
PA
USD
92414.130000000000
0.0387403134
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_20-2
N/A
GMALT 20-2 C 2.56% 07-22-24/03-20-23
36259PAG1
100000.000000000000
PA
USD
100388.000000000000
0.0420829864
Long
ABS-O
CORP
US
N
2
2024-07-22
Fixed
2.56000000
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_20-2
N/A
GMALT 20-2 D 3.21% 12-20-24/04-20-23
36259PAH9
100000.000000000000
PA
USD
100405.000000000000
0.0420901129
Long
ABS-O
CORP
US
N
2
2024-12-20
Fixed
3.21000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES INC 144A LIFE 1ST LIEN 7.0% 05-01-25
247361ZX9
130000.000000000000
PA
USD
134331.470000000000
0.0563122030
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUNICATIONS SR UNSEC 3.625% 05-15-30
25470DBJ7
272000.000000000000
PA
USD
298097.860000000000
0.1249636232
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.62500000
N
N
N
N
N
N
ENTERGY CORP
4XM3TW50JULSLG8BNC79
ENTERGY CORP SR UNSEC 2.8% 06-15-30
29364GAL7
350000.000000000000
PA
USD
369387.900000000000
0.1548486471
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.80000000
N
N
N
N
N
N
EDGEWELL PERSONAL CARE CO
549300CY8QZDL4Z3RU59
EDGEWELL PERSONAL CARE 144A LIFE SR UNSEC 5.5% 06-01-28
28035QAA0
150000.000000000000
PA
USD
154593.750000000000
0.0648062187
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
5.50000000
N
N
N
N
N
N
AMERICAN CAMPUS COMMUNITIES OPERATING PARTNERSHIP LP
RDKVCX5HITZ2GPIR7153
AMERICAN CAMPUS COMMUNITIES INC SR UNSEC 2.85% 02-01-30
024836AF5
5000.000000000000
PA
USD
4834.290000000000
0.0020265506
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.85000000
N
N
N
N
N
N
ADOBE INC
FU4LY2G4933NH2E1CP29
ADOBE SYSTEMS SR UNSEC 2.3% 02-01-30
00724PAD1
150000.000000000000
PA
USD
162164.400000000000
0.0679798606
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.30000000
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
30694.080000000000
0.0128670613
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC 144A LIFE SR UNSEC 4.875% 09-15-29
46284VAF8
1460000.000000000000
PA
USD
1421310.000000000000
0.5958179211
Long
DBT
CORP
US
Y
2
2029-09-15
Fixed
4.87500000
N
N
N
N
N
N
ADVISOR GROUP HOLDINGS INC
N/A
ADVISOR GROUP HOLDINGS LLC 144A LIFE 1ST LIEN 6.25% 03-01-28
00119LAA9
270000.000000000000
PA
USD
251775.000000000000
0.1055449248
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
6.25000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC SR UNSEC 3.375% 02-21-50
031162CS7
30000.000000000000
PA
USD
33003.900000000000
0.0138353456
Long
DBT
CORP
US
N
2
2050-02-21
Fixed
3.37500000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUNICATIONS SR UNSEC 4.65% 05-15-50
25470DBH1
30000.000000000000
PA
USD
34164.720000000000
0.0143219653
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
4.65000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP SR UNSEC 2.45% 06-01-30
26441CBH7
350000.000000000000
PA
USD
369559.400000000000
0.1549205405
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.45000000
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_20-2
N/A
GMALT 20-2 B 1.56% 07-22-24/01-20-23
36259PAF3
100000.000000000000
PA
USD
100370.000000000000
0.0420754408
Long
ABS-O
CORP
US
N
2
2024-07-22
Fixed
1.56000000
N
N
N
N
N
N
HERTZ VEHICLE FINANCING LLC
5493004IHDYOZ9K9WF47
HERTZ 15-3A A 144A 2.67% 09-25-21/20
42806DAH2
200919.950000000000
PA
USD
198341.750000000000
0.0831455271
Long
ABS-O
CORP
US
Y
2
2021-09-25
Fixed
2.67000000
N
N
N
N
N
N
ICAHN ENTERPRISES LP
549300T0G4GS0SINS786
ICAHN ENTERPRISES SR UNSEC 4.75% 09-15-24
451102BW6
250000.000000000000
PA
USD
236641.250000000000
0.0992008060
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.75000000
N
N
N
N
N
N
INTERNATIONAL BUSINESS MACHINES CORP
VGRQXHF3J8VDLUA7XE92
IBM CORP SR UNSEC CO 1.7% 05-15-27
459200KH3
120000.000000000000
PA
USD
122766.360000000000
0.0514640700
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
1.70000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
ANHEUSER-BUSCH INBEV SR UNSEC 4.5% 06-01-50
035240AT7
100000.000000000000
PA
USD
119759.500000000000
0.0502035842
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.50000000
N
N
N
N
N
N
ARDAGH PACKAGING FINANCE PLC / ARDAGH HOLDINGS USA INC
6354001JXMLKNZDZR978
ARDAGH PACKAGING FINANCE 144A LIFE SEC 5.25% 04-30-25
03969AAQ3
435000.000000000000
PA
USD
447234.380000000000
0.1874821528
Long
DBT
CORP
IE
Y
2
2025-04-30
Fixed
5.25000000
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
597179.660000000000
PA
USD
592629.750000000000
0.2484323797
Long
ABS-O
CORP
US
Y
2
2025-12-26
Fixed
2.67000000
N
N
N
N
N
N
HERTZ VEHICLE FINANCING LLC HERTZ_19-1A
N/A
HERTZ 19-1A A 144A 3.71% 03-25-23/22
42806DCD9
346594.220000000000
PA
USD
343554.240000000000
0.1440190902
Long
ABS-O
CORP
US
Y
2
2023-03-25
Fixed
3.71000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
DIAMONDBACK ENERGY INC SR UNSEC 4.75% 05-31-25
25278XAP4
450000.000000000000
PA
USD
481775.850000000000
0.2019620529
Long
DBT
CORP
US
N
2
2025-05-31
Fixed
4.75000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DAVITA INC 144A LIFE SR UNSEC 4.625% 06-01-30
23918KAS7
1000000.000000000000
PA
USD
995125.000000000000
0.4171597391
Long
DBT
CORP
US
Y
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON BACKSTOP (UNFUNDED) 0.0% 07-14-22
N/A
8361.190000000000
PA
USD
8361.190000000000
0.0035050389
Long
DBT
CORP
LU
N
2
2022-07-14
Fixed
0.00000000
Y
N
N
N
N
N
INTERNATIONAL GAME TECHNOLOGY PLC
549300UQ6KHRCZDRGZ76
INTL GAME TECH 144A LIFE 1ST LIEN 5.25% 01-15-29
460599AE3
590000.000000000000
PA
USD
576725.000000000000
0.2417650552
Long
DBT
CORP
GB
Y
2
2029-01-15
Fixed
5.25000000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
DANA SR UNSEC 5.625% 06-15-28
235825AG1
180000.000000000000
PA
USD
179134.200000000000
0.0750936577
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.62500000
N
N
N
N
N
N
DPL INC
N/A
DPL 144A SR UNSEC 4.125% 07-01-25
233293AS8
740000.000000000000
PA
USD
742057.200000000000
0.3110728682
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
4.12500000
N
N
N
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
HANESBRANDS INC 144A LIFE SR UNSEC 5.375% 05-15-25
410345AN2
445000.000000000000
PA
USD
450840.630000000000
0.1889939049
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
5.37500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC SR UNSEC 2.848% 06-04-31
404280CH0
200000.000000000000
PA
USD
204961.600000000000
0.0859205905
Long
DBT
CORP
GB
N
2
2031-06-04
Variable
2.8480000000000000
N
N
N
N
N
N
ENDEAVOR ENERGY RESOURCES LP
549300WY5QI80P9WHD46
ENDEAVOR ENERGY RESOURCES 144A LIFE SR UNSEC 6.625% 07-15-25
29260FAF7
1165000.000000000000
PA
USD
1177022.800000000000
0.4934119072
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
6.62500000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
EQUINIX INC SR UNSEC 2.15% 07-15-30
29444UBH8
830000.000000000000
PA
USD
823011.400000000000
0.3450091404
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.15000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC 144A LIFE SR UNSEC 5.0% 07-15-28
46284VAG6
344000.000000000000
PA
USD
336905.000000000000
0.1412317065
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
5.00000000
N
N
N
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
INTUIT INC. SR UNSEC 1.35% 07-15-27
46124HAC0
225000.000000000000
PA
USD
226363.730000000000
0.0948924352
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
1.35000000
N
N
N
N
N
N
HERTZ VEHICLE FINANCING LLC HERTZ_18-2A
N/A
HERTZ 18-2A A 144A 3.65% 06-27-22/06-25-21
42806DBV0
177264.760000000000
PA
USD
175797.360000000000
0.0736948432
Long
ABS-O
CORP
US
Y
2
2022-06-27
Fixed
3.65000000
N
N
N
N
N
N
MCAS_19-01
N/A
MCAS 19-1 M10 144A (L+325) FRN 10-15-49
62547NAB5
425000.000000000000
PA
USD
389884.800000000000
0.1634410164
Long
ABS-CBDO
USGA
US
Y
2
2049-10-15
Variable
3.4345000000000000
N
N
N
N
N
N
AIR PRODUCTS & CHEMICALS INC
7QEON6Y1RL5XR3R1W237
AIR PRODUCTS & CHEMICALS SR UNSEC 2.05% 05-15-30
009158BC9
40000.000000000000
PA
USD
42087.280000000000
0.0176431290
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.05000000
N
N
N
N
N
N
ARCONIC CORP
549300B4YFWH3U74B152
ARCONIC CORP 144A LIFE 1ST LIEN 6.0% 05-15-25
03966VAB3
115000.000000000000
PA
USD
118521.880000000000
0.0496847698
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
6.00000000
N
N
N
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
INTUIT INC. SR UNSEC 1.65% 07-15-30
46124HAD8
370000.000000000000
PA
USD
369463.500000000000
0.1548803389
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
1.65000000
N
N
N
N
N
N
JELD-WEN INC
549300XWE6NM0N1HFW16
JELD-WEN 144A LIFE SR UNSEC 4.875% 12-15-27
475795AD2
180000.000000000000
PA
USD
173925.000000000000
0.0729099436
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
4.87500000
N
N
N
N
N
N
NISSAN MASTER OWNER TRUST RECEIVABLES NMOTR_19-A
N/A
NMOTR 19-A FRN 02-15-24
65474VAQ4
150000.000000000000
PA
USD
149277.900000000000
0.0625777966
Long
ABS-O
CORP
US
N
2
2024-02-15
Variable
0.7447500000000000
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
192360.540000000000
PA
USD
191557.630000000000
0.0803016013
Long
ABS-CBDO
CORP
US
Y
2
2063-10-25
Variable
2.7500000000000000
N
N
N
N
N
N
HARLEY-DAVIDSON FINANCIAL SERVICES INC
RLUFFFFW4GRYU77BTS24
HARLEY-DAVIDSON INC 144A LIFE SR UNSEC 3.35% 06-08-25
41283LAY1
510000.000000000000
PA
USD
521779.470000000000
0.2187317046
Long
DBT
CORP
US
Y
2
2025-06-08
Fixed
3.35000000
N
N
N
N
N
N
HILLENBRAND INC
U246OE781574J2BUD366
HILLENBRAND SR UNSEC 5.75% 06-15-25
431571AD0
620000.000000000000
PA
USD
642475.000000000000
0.2693276758
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
5.75000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS LP
549300NELT611CL6XM83
EQT MIDSTREAM PARTNERS LP SR UNSEC 144A LIFE 6.0% 07-01-25
26885BAF7
550000.000000000000
PA
USD
556875.000000000000
0.2334438686
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
6.00000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS LP
549300NELT611CL6XM83
EQT MIDSTREAM PARTNERS LP SR UNSEC 144A LIFE 6.5% 07-01-27
26885BAH3
590000.000000000000
PA
USD
605829.700000000000
0.2539658431
Long
DBT
CORP
US
Y
2
2027-07-01
Fixed
6.50000000
N
N
N
N
N
N
SANTANDER CONSUMER ACQUIRED RECEIVABLES TRUST SCART_20-A
N/A
SCART 20-A C 144A 3.71% 02-17-26/12-15-23
80281MAC7
200000.000000000000
PA
USD
210347.400000000000
0.0881783359
Long
ABS-O
CORP
US
Y
2
2026-02-17
Fixed
3.71000000
N
N
N
N
N
N
SANTANDER CONSUMER ACQUIRED RECEIVABLES TRUST SCART_20-A
N/A
SCART 20-A B 144A 2.26% 12-15-25/06-15-23
80281MAB9
200000.000000000000
PA
USD
203916.600000000000
0.0854825230
Long
ABS-O
CORP
US
Y
2
2025-12-15
Fixed
2.26000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC SR UNSEC 4.45% 05-06-50
02209SBK8
150000.000000000000
PA
USD
164705.250000000000
0.0690449935
Long
DBT
CORP
US
N
2
2050-05-06
Fixed
4.45000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC SR UNSEC 3.4% 05-06-30
02209SBJ1
18000.000000000000
PA
USD
19402.380000000000
0.0081335428
Long
DBT
CORP
US
N
2
2030-05-06
Fixed
3.40000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC SR UNSEC 2.65% 05-11-50
037833DW7
55000.000000000000
PA
USD
56992.270000000000
0.0238913508
Long
DBT
CORP
US
N
2
2050-05-11
Fixed
2.65000000
N
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP INC
ODVCVCQG2BP6VHV36M30
AIG GROUP SR UNSEC 4.375% 06-30-50
026874DP9
50000.000000000000
PA
USD
57540.500000000000
0.0241211707
Long
DBT
CORP
US
N
2
2050-06-30
Fixed
4.37500000
N
N
N
N
N
N
SANTANDER CONSUMER ACQUIRED RECEIVABLES TRUST SCART_20-A
N/A
SCART 20-A A 144A 1.37% 10-15-24/01-17-23
80281MAA1
192206.100000000000
PA
USD
193398.350000000000
0.0810732373
Long
ABS-O
CORP
US
Y
2
2024-10-15
Fixed
1.37000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST TPMT_18-4
N/A
TPMT 18-4 A1 144A FRN 06-25-58
89175TAA6
159295.620000000000
PA
USD
169308.780000000000
0.0709748087
Long
ABS-O
CORP
US
Y
2
2058-06-25
Variable
3.0000000000000000
N
N
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON 144A LIFE SR SEC 1ST LIEN 8.0% 02-15-24
45824TAR6
35000.000000000000
PA
USD
35554.400000000000
0.0149045238
Long
DBT
CORP
LU
Y
2
2024-02-15
Fixed
8.00000000
Y
N
N
N
N
N
INEOS GROUP HOLDINGS SA
213800WOJR3Q33H3EB73
INEOS 144A LIFE 2ND LIEN 5.625% 08-01-24
44986UAD1
200000.000000000000
PA
USD
194067.000000000000
0.0813535376
Long
DBT
CORP
CH
Y
2
2024-08-01
Fixed
5.62500000
N
N
N
N
N
N
COLT MERGER SUB INC
N/A
COLT MERGER SUB 144A SEC 6.25% 07-01-25
28470RAH5
715000.000000000000
PA
USD
711210.500000000000
0.2981418280
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
6.25000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS CORP
549300ZCZ76HYCS0H445
FRONTIER COMMUNICATIONS SR UNSEC 10.5% 09-15-22
35906AAW8
130000.000000000000
PA
USD
45306.950000000000
0.0189928255
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
10.50000000
Y
N
N
N
N
N
WORLD FINANCIAL NETWORK CREDIT CARD MASTER TRUST WFNMT_19-A
N/A
WFNMT 19-A A 3.14% 12-15-25/02-05-22
981464HA1
65000.000000000000
PA
USD
67136.230000000000
0.0281437329
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
3.14000000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_20-2
N/A
WLAKE 20-2 B 144A 1.32% 07-15-25
96042PAD4
300000.000000000000
PA
USD
300900.300000000000
0.1261384154
Long
ABS-O
CORP
US
Y
2
2025-07-15
Fixed
1.32000000
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
57897.900000000000
0.0242709940
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
4.30000000
N
N
N
N
N
N
JBS INVESTMENTS II GMBH
529900V1Q46CPWIWT649
JBS INVESTMENTS 144A LIFE SR UNSEC 5.75% 01-15-28
46650CAB5
1200000.000000000000
PA
USD
1188300.000000000000
0.4981393473
Long
DBT
CORP
AT
Y
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP INC
ODVCVCQG2BP6VHV36M30
AIG GROUP SR UNSEC 3.4% 06-30-30
026874DR5
120000.000000000000
PA
USD
130259.040000000000
0.0546050266
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
3.40000000
N
N
N
N
N
N
AES CORP (THE)
2NUNNB7D43COUIRE5295
AES CORP 144A LIFE SEC 3.3% 07-15-25
00130HCB9
275000.000000000000
PA
USD
283713.380000000000
0.1189336009
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
3.30000000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_20-2
N/A
WLAKE 20-2 C 144A 2.01% 07-15-25
96042PAE2
300000.000000000000
PA
USD
300786.300000000000
0.1260906262
Long
ABS-O
CORP
US
Y
2
2025-07-15
Fixed
2.01000000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_20-2
N/A
WLAKE 20-2 D 144A 2.76% 01-15-26
96042PAF9
300000.000000000000
PA
USD
301550.100000000000
0.1264108138
Long
ABS-O
CORP
US
Y
2
2026-01-15
Fixed
2.76000000
N
N
N
N
N
N
AES CORP (THE)
2NUNNB7D43COUIRE5295
AES CORP 144A LIFE SEC 3.95% 07-15-30
00130HCC7
975000.000000000000
PA
USD
999508.090000000000
0.4189971451
Long
DBT
CORP
US
Y
2
2030-07-15
Fixed
3.95000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T INC SR UNSEC 2.3% 06-01-27
00206RJX1
125000.000000000000
PA
USD
129258.250000000000
0.0541854921
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
2.30000000
N
N
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON SR UNSEC 5.5% 08-01-23
45824TAP0
65000.000000000000
PA
USD
37194.630000000000
0.0155921137
Long
DBT
CORP
LU
N
2
2023-08-01
Fixed
5.50000000
Y
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC SR SUB 5.75% 08-15-24
46284PAP9
360000.000000000000
PA
USD
364577.400000000000
0.1528320694
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
5.75000000
N
N
N
N
N
N
ARDAGH PACKAGING FINANCE PLC / ARDAGH HOLDINGS USA INC
6354001JXMLKNZDZR978
ARDAGH PACKAGING FINANCE 144A LIFE SEC 5.25% 08-15-27
03969AAR1
400000.000000000000
PA
USD
393324.000000000000
0.1648827406
Long
DBT
CORP
IE
Y
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC SR UNSEC 2.7% 06-03-60
023135BU9
55000.000000000000
PA
USD
56168.480000000000
0.0235460153
Long
DBT
CORP
US
N
2
2060-06-03
Fixed
2.70000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN SR UNSEC 3.875% 03-15-23
35671DAZ8
30000.000000000000
PA
USD
30099.000000000000
0.0126176018
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.87500000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN SR UNSEC 5.45% 03-15-43
35671DBC8
20000.000000000000
PA
USD
19667.700000000000
0.0082447658
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING LP
549300Y6CTBSE0QIPL28
DCP MIDSTREAM OPERATING SR UNSEC 5.375% 07-15-25
23311VAG2
150000.000000000000
PA
USD
149342.250000000000
0.0626047723
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.37500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS SR UNSEC 4.329% 09-21-28
92343VER1
74000.000000000000
PA
USD
89146.100000000000
0.0373703442
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
4.32900000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC 144A LIFE SR UNSEC 5.25% 03-15-28
46284VAE1
500000.000000000000
PA
USD
498657.500000000000
0.2090388972
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
5.25000000
N
N
N
N
N
N
TEEKAY CORP
YHKQM2RIPKZYOZ6RVZ46
TEEKAY CORP 144A LIFE SEC 9.25% 11-15-22
87900YAF0
80000.000000000000
PA
USD
77081.200000000000
0.0323126977
Long
DBT
CORP
CA
Y
2
2022-11-15
Fixed
9.25000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CR SR UNSEC 3.81% 01-09-24
345397YG2
200000.000000000000
PA
USD
192810.000000000000
0.0808265990
Long
DBT
CORP
US
N
2
2024-01-09
Fixed
3.81000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS LTD
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS 144A LIFE SR UNSEC 7.5% 04-01-25
335934AL9
700000.000000000000
PA
USD
671380.500000000000
0.2814449584
Long
DBT
CORP
CA
Y
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
AXALTA COATING SYSTEMS LLC
549300G80QONCHILSF69
AXALTA COATING SYS 144A LIFE SR UNSEC 4.75% 06-15-27
05454NAA7
1085000.000000000000
PA
USD
1093354.500000000000
0.4583378751
Long
DBT
CORP
US
Y
2
2027-06-15
Fixed
4.75000000
N
N
N
N
N
N
AMERICAN CAMPUS COMMUNITIES OPERATING PARTNERSHIP LP
RDKVCX5HITZ2GPIR7153
AMERICAN CAMPUS COMMUNITIES INC SR UNSEC 3.875% 01-30-31
024836AG3
175000.000000000000
PA
USD
183800.050000000000
0.0770495977
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
3.87500000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING LP
549300Y6CTBSE0QIPL28
DCP MIDSTREAM OPERATING SR UNSEC 5.625% 07-15-27
23311VAJ6
750000.000000000000
PA
USD
757500.000000000000
0.3175465417
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.62500000
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
20850.560000000000
0.0087406247
Long
DBT
CORP
US
N
2
2045-12-15
Fixed
6.12500000
N
N
N
N
N
N
TALEN ENERGY SUPPLY LLC
K5K33XN0PQAU1XF7NN66
TALEN ENERGY SUPPLY 144A LIFE SEC 7.25% 05-15-27
87422VAF5
185000.000000000000
PA
USD
184387.650000000000
0.0772959216
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
7.25000000
N
N
N
N
N
N
TALEN ENERGY SUPPLY LLC
K5K33XN0PQAU1XF7NN66
TALEN ENERGY SUPPLY 144A LIFE SEC 6.625% 01-15-28
87422VAG3
190000.000000000000
PA
USD
186520.150000000000
0.0781898727
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
6.62500000
N
N
N
N
N
N
FXI HOLDINGS INC
549300VLKCUZW3MSVS50
FXI HOLDINGS 144A LIFE SEC 7.875% 11-01-24
36120RAA7
438000.000000000000
PA
USD
378044.370000000000
0.1584774684
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
47325.000000000000
0.0198387988
Long
DBT
CORP
US
Y
2
2026-04-01
Fixed
8.50000000
Y
N
N
N
N
N
TRIVIUM PACKAGING BV
7245008KGK6ZIU5L8334
TRIVIUM PACKAGING BV 144A LIFE 5.5% 08-15-26
89686QAA4
200000.000000000000
PA
USD
202750.000000000000
0.0849934803
Long
DBT
CORP
NL
Y
2
2026-08-15
Fixed
5.50000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE 144A 1ST LIEN 4.875% 01-01-26
88033GCY4
160000.000000000000
PA
USD
156956.800000000000
0.0657968172
Long
DBT
CORP
US
Y
2
2026-01-01
Fixed
4.87500000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC 144A LIFE SR UNSEC 7.5% 03-15-25
097751BM2
10000.000000000000
PA
USD
6557.250000000000
0.0027488212
Long
DBT
CORP
CA
Y
2
2025-03-15
Fixed
7.50000000
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
90974.000000000000
0.0381366061
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
7.25000000
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
655000.000000000000
PA
USD
633096.800000000000
0.2653963029
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 4.4% 11-26-23
874060AT3
200000.000000000000
PA
USD
222527.000000000000
0.0932840651
Long
DBT
CORP
JP
N
2
2023-11-26
Fixed
4.40000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JP MORGAN CHASE SR UNSEC 2.522% 04-22-31
46647PBL9
53000.000000000000
PA
USD
56095.730000000000
0.0235155182
Long
DBT
CORP
US
N
2
2031-04-22
Variable
2.5220000000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JP MORGAN CHASE SR UNSEC 3.109% 04-22-51
46647PBN5
99000.000000000000
PA
USD
107075.030000000000
0.0448862119
Long
DBT
CORP
US
N
2
2051-04-22
Variable
3.1090000000000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL CO LTD
549300ZLMVP4X0OGR454
TAKEDA PHARMACEUTICAL SR UNSEC 5.0% 11-26-28
874060AW6
320000.000000000000
PA
USD
395005.120000000000
0.1655874717
Long
DBT
CORP
JP
N
2
2028-11-26
Fixed
5.00000000
N
N
N
N
N
N
TWITTER INC
549300I8RX485XMK6836
TWITTER 144A LIFE SR UNSEC 3.875% 12-15-27
90184LAG7
100000.000000000000
PA
USD
100260.000000000000
0.0420293284
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
3.87500000
N
N
N
N
N
N
BWAY HOLDING CO
549300DNGHXL0OMHW304
BWAY 144A LIFE SEC 5.5% 04-15-24
12429TAD6
135000.000000000000
PA
USD
132889.010000000000
0.0557075189
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
645000.000000000000
PA
USD
650482.500000000000
0.2726844467
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.25000000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON SR UNSEC 2.894% 06-06-22
075887BT5
130000.000000000000
PA
USD
134560.010000000000
0.0564080077
Long
DBT
CORP
US
N
2
2022-06-06
Fixed
2.89400000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON SR UNSEC 3.7% 06-06-27
075887BW8
190000.000000000000
PA
USD
212698.540000000000
0.0891639417
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
3.70000000
N
N
N
N
N
N
FAIR ISAAC CORP
RI6HET5SJUEY30V1PS26
FAIR ISAAC 144A LIFE SR UNSEC 5.25% 05-15-26
303250AE4
470000.000000000000
PA
USD
513973.200000000000
0.2154592900
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
5.25000000
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
210000.000000000000
PA
USD
179572.050000000000
0.0752772059
Long
DBT
CORP
US
Y
2
2023-08-15
Fixed
7.50000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC 144A LIFE SR UNSEC 7.5% 12-01-24
097751BR1
75000.000000000000
PA
USD
48945.380000000000
0.0205180675
Long
DBT
CORP
CA
Y
2
2024-12-01
Fixed
7.50000000
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
119016.810000000000
0.0498922461
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.87500000
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
44489.030000000000
0.0186499507
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
4.87500000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO DISTRIB 144A SR UNSEC 7.125% 06.15.25
95081QAN4
900000.000000000000
PA
USD
951480.000000000000
0.3988636086
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
7.12500000
N
N
N
N
N
N
BANFF MERGER SUB INC
549300DSDR5SWIGOZV63
BANFF MERGER SUB 144A LIFE SR UNSEC 9.75% 09-01-26
05988LAA6
570000.000000000000
PA
USD
574879.200000000000
0.2409912896
Long
DBT
CORP
US
Y
2
2026-09-01
Fixed
9.75000000
N
N
N
N
N
N
BANGKOK BANK PCL/HONG KONG
N/A
BANGKOK BANK PCL REG S SR UNSEC 4.45% 09-19-28
N/A
200000.000000000000
PA
USD
227552.400000000000
0.0953907296
Long
DBT
CORP
HK
Y
2
2028-09-19
Fixed
4.45000000
N
N
N
N
N
N
JAGUAR HOLDING CO II
N/A
JAGUAR HOLDING COMPANY II 144A LIFE SR UNSEC 4.625% 06-15-25
47010LAB8
365000.000000000000
PA
USD
372144.880000000000
0.1560043824
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
4.62500000
N
N
N
N
N
N
JAGUAR HOLDING CO II
N/A
JAGUAR HOLDING COMPANY II 144A LIFE SR UNSEC 5.0% 06-15-28
47010LAA0
340000.000000000000
PA
USD
348712.500000000000
0.1461814501
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
5.00000000
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
295000.000000000000
PA
USD
313382.930000000000
0.1313711758
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
6.25000000
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
125000.000000000000
PA
USD
135498.130000000000
0.0568012708
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
8.25000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL SR UNSEC 4.54% 08-15-47
05526DBF1
235000.000000000000
PA
USD
256206.170000000000
0.1074024861
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.54000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSEC 3.2% 03-01-29
097023CD5
30000.000000000000
PA
USD
29694.900000000000
0.0124482017
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.20000000
N
N
N
N
N
N
MV24 CAPITAL BV
N/A
MV24 CAPITAL BV REG S 1ST LIEN 6.748% 06-01-34
N/A
588360.000000000000
PA
USD
560230.510000000000
0.2348505096
Long
DBT
CORP
NL
Y
2
2034-06-01
Fixed
6.74800000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T CORP SR UNSEC 4.35% 06-15-45
00206RBK7
22000.000000000000
PA
USD
24786.830000000000
0.0103907223
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
4.35000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS CORP
549300ZCZ76HYCS0H445
FRONTIER COMMUNICATIONS 144A LIFE 1ST LIEN 8.0% 04-01-27
35906ABC1
230000.000000000000
PA
USD
233836.400000000000
0.0980250035
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
8.00000000
Y
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CR SR UNSEC 5.584% 03-18-24
345397ZQ9
225000.000000000000
PA
USD
227647.130000000000
0.0954304408
Long
DBT
CORP
US
N
2
2024-03-18
Fixed
5.58400000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COMPANIES 144A LIFE SEC 5.75% 08-15-27
071734AC1
200000.000000000000
PA
USD
212462.000000000000
0.0890647833
Long
DBT
CORP
CA
Y
2
2027-08-15
Fixed
5.75000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC 144A LIFE SR UNSEC 7.875% 04-15-27
097751BT7
50000.000000000000
PA
USD
32834.250000000000
0.0137642278
Long
DBT
CORP
CA
Y
2
2027-04-15
Fixed
7.87500000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
FISERV SR UNSEC 3.5% 07-01-29
337738AU2
170000.000000000000
PA
USD
191258.500000000000
0.0801762050
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
41286.840000000000
0.0173075819
Long
DBT
CORP
CA
Y
2
2024-07-15
Fixed
7.87500000
N
N
N
N
N
N
ENBRIDGE ENERGY PARTNERS LP
CZ6VG2MNE1J6YDI02G48
ENBRIDGE ENERGY PARTNERS SR UNSEC 7.375% 10-15-45
29250RAX4
18000.000000000000
PA
USD
25782.340000000000
0.0108080434
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
71785.160000000000
0.0300925799
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
2.95000000
N
N
N
N
N
N
FXI HOLDINGS INC
549300VLKCUZW3MSVS50
FXI HOLDINGS 144A LIFE SEC 12.25% 11-15-26
35166FAA0
736000.000000000000
PA
USD
716102.240000000000
0.3001924618
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
12.25000000
N
N
N
N
N
N
FAIR ISAAC CORP
RI6HET5SJUEY30V1PS26
FAIR ISAAC 144A LIFE SR UNSEC 4.0% 06-15-28
303250AF1
190000.000000000000
PA
USD
190950.000000000000
0.0800468807
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
4.00000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATING LP
5493008K8W3OKZE54J59
ENERGY TRANSFER PARTNERS SR UNSEC 5.3% 04-15-47
29273RBL2
175000.000000000000
PA
USD
169483.830000000000
0.0710481902
Long
DBT
CORP
US
N
2
2047-04-15
Fixed
5.30000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL SR UNSEC 4.125% 03-15-28
281020AM9
184000.000000000000
PA
USD
194700.700000000000
0.0816191867
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.12500000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM 144A SR UNSEC 4.75% 04-15-29
11135FAB7
600000.000000000000
PA
USD
681426.600000000000
0.2856563172
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
207331.800000000000
0.0869141863
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
415000.000000000000
PA
USD
351646.100000000000
0.1474112250
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
53000.000000000000
PA
USD
54057.670000000000
0.0226611567
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 3.6% 05-01-34
097023CJ2
30000.000000000000
PA
USD
28424.730000000000
0.0119157422
Long
DBT
CORP
US
N
2
2034-05-01
Fixed
3.60000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COMPANIES 144A LIFE SR UNSEC 7.0% 01-15-28
071734AD9
470000.000000000000
PA
USD
484894.300000000000
0.2032693176
Long
DBT
CORP
CA
Y
2
2028-01-15
Fixed
7.00000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FIRSTENERGY CORP SR UNSEC 2.65% 03-01-30
337932AL1
80000.000000000000
PA
USD
83656.000000000000
0.0350688759
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.65000000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
FOX SR UNSEC 3.5% 04-08-30
35137LAL9
193000.000000000000
PA
USD
215911.800000000000
0.0905109510
Long
DBT
CORP
US
N
2
2030-04-08
Fixed
3.50000000
N
N
N
N
N
N
BERRY GLOBAL ESCROW CORP
N/A
BERRY GLOBAL ESCROW CORP 1ST LIEN 144A LIFE 4.875% 07-15-26
085770AA3
250000.000000000000
PA
USD
254011.250000000000
0.1064823683
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
4.87500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSEC 2.95% 02-01-30
097023CN3
3000.000000000000
PA
USD
2932.080000000000
0.0012291378
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.95000000
N
N
N
N
N
N
FORD MOTOR CO
20S05OYHG0MQM4VUIC57
FORD MOTOR CO SR UNSEC 8.5% 04-21-23
345370CV0
130000.000000000000
PA
USD
137718.750000000000
0.0577321621
Long
DBT
CORP
US
N
2
2023-04-21
Fixed
8.50000000
N
N
N
N
N
N
FORD MOTOR CO
20S05OYHG0MQM4VUIC57
FORD MOTOR CO SR UNSEC 9.625% 04-22-30
345370CX6
330000.000000000000
PA
USD
391437.750000000000
0.1640920182
Long
DBT
CORP
US
N
2
2030-04-22
Fixed
9.62500000
N
N
N
N
N
N
FORD MOTOR CO
20S05OYHG0MQM4VUIC57
FORD MOTOR CO SR UNSEC 9.0% 04-22-25
345370CW8
66000.000000000000
PA
USD
71486.250000000000
0.0299672759
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
9.00000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
FISERV SR UNSEC 2.25% 06-01-27
337738BB3
150000.000000000000
PA
USD
157072.050000000000
0.0658451304
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
2.25000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CR SR UNSEC 5.125% 06-16-25
345397A60
405000.000000000000
PA
USD
406935.900000000000
0.1705888947
Long
DBT
CORP
US
N
2
2025-06-16
Fixed
5.12500000
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
88621.430000000000
0.0371504008
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
700000.000000000000
PA
USD
418250.000000000000
0.1753318034
Long
DBT
CORP
US
Y
2
2025-10-01
Fixed
8.75000000
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
36756.690000000000
0.0154085278
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
5.95000000
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
83098.400000000000
0.0348351281
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
410000.000000000000
PA
USD
435096.920000000000
0.1823940888
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
6.25000000
N
N
N
N
N
N
ENERGIZER HOLDINGS INC
5493000D6NN0V57UME20
ENERGIZER HOLDINGS 144A LIFE SR UNSEC 7.75% 01-15-27
29272WAB5
225000.000000000000
PA
USD
240431.630000000000
0.1007897461
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
7.75000000
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
4505.300000000000
0.0018886369
Long
DBT
CORP
US
Y
2
2027-05-01
Fixed
6.50000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL SR UNSEC 5.75% 06-15-27
281020AN7
16000.000000000000
PA
USD
18394.610000000000
0.0077110822
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
2344.650000000000
0.0009828851
Long
DBT
CORP
GB
N
2
2026-02-01
Fixed
7.75000000
N
N
N
N
N
N
GRAY TELEVISION INC
529900TM5726KDN7UU35
GRAY TELEVISION INC 144A LIFE SR UNSEC 7.0% 05-15-27
389284AA8
430000.000000000000
PA
USD
441889.500000000000
0.1852415611
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
25504.630000000000
0.0106916265
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
6.50000000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
ENCOMPASS HEALTH CORP SR UNSEC 4.5% 02-01-28
29261AAA8
357000.000000000000
PA
USD
343009.170000000000
0.1437905950
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
280000.000000000000
PA
USD
267873.200000000000
0.1122933443
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.75000000
N
N
N
N
N
N
SERVICE CORP INTERNATIONAL/US
549300RKVM2ME20JHZ15
SERVICE CORP INTL SR UNSEC 5.125% 06-01-29
817565CE2
80000.000000000000
PA
USD
86215.200000000000
0.0361417011
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.12500000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
SIRIUS 144A LIFE SR UNSEC 4.625% 07-15-24
82967NBE7
200000.000000000000
PA
USD
205688.000000000000
0.0862250998
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
215000.000000000000
PA
USD
213340.200000000000
0.0894329277
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
136000.000000000000
PA
USD
137792.480000000000
0.0577630700
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
6.25000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
EQUINIX INC SR UNSEC 2.9% 11-18-26
29444UBD7
68000.000000000000
PA
USD
73458.020000000000
0.0307938485
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
81537.380000000000
0.0341807433
Long
DBT
CORP
US
N
2
2029-11-18
Fixed
3.20000000
N
N
N
N
N
N
SILGAN HOLDINGS INC
KAF673KJXD92C8KSLU49
SILGAN HOLDINGS 144A SR UNSEC 4.125% 02-01-28
827048AV1
84000.000000000000
PA
USD
83475.000000000000
0.0349930001
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
4.12500000
N
N
N
N
N
N
SPRINGLEAF FINANCE CORP
5493008I795YYBFWFU90
SPRINGLEAF FIN CORP SR UNSEC 5.375% 11-15-29
85172FAR0
200000.000000000000
PA
USD
189240.000000000000
0.0793300430
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.37500000
N
N
N
N
N
N
SEALED AIR CORP
Q0M0CZB4YN6JZ65WXI09
SEALED AIR CORP SR UNSEC 144A LIFE 4.0% 12-01-27
81211KAY6
68000.000000000000
PA
USD
68170.000000000000
0.0285770927
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
720000.000000000000
PA
USD
577216.800000000000
0.2419712194
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNATIONAL INC
RLTHESQ0RNFQJWPBJN60
SCIENTIFIC GAMES 144A LIFE SR UNSEC 7.25% 11-15-29
80874YBE9
1135000.000000000000
PA
USD
909918.150000000000
0.3814407417
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
7.25000000
N
N
N
N
N
N
SOUTHERN CALIFORNIA GAS COMPANY
XY0N0J73VHV5F4CUJV89
SO CAL GAS SEC 2.55% 02-01-30
842434CU4
25000.000000000000
PA
USD
26967.830000000000
0.0113050048
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.55000000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON SEC 3.65% 02-01-50
842400GT4
25000.000000000000
PA
USD
27587.830000000000
0.0115649109
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.65000000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA COMMUNICATIONS 144A SR UNSEC 3.875% 02-15-27
78410GAC8
135000.000000000000
PA
USD
134622.680000000000
0.0564342792
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
3.87500000
N
N
N
N
N
N
SCOTTS MIRACLE-GRO CO/THE
2TH9E0JTOUXOEGI2R879
SCOTTS MIRACLE GROW SR UNSEC 4.5% 10-15-29
810186AS5
105000.000000000000
PA
USD
108350.030000000000
0.0454206961
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.50000000
N
N
N
N
N
N
SCIENCE APPLICATIONS INTERNATIONAL CORP
549300LZPNZIXQGZPZ48
SCIENCE APPLICATIONS INTL 144A LIFE SR UNSEC 4.875% 04-01-28
808625AA5
25000.000000000000
PA
USD
24964.500000000000
0.0104652022
Long
DBT
CORP
US
Y
2
2028-04-01
Fixed
4.87500000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON SEC 2.25% 06-01-30
842400GU1
50000.000000000000
PA
USD
50882.650000000000
0.0213301776
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.25000000
N
N
N
N
N
N
SIX FLAGS THEME PARKS INC
5493003MX0ZXTM8EVY68
SIX FLAGS THEME PARKS 144A LIFE SEC 7.0% 07-01-25
83001WAC8
315000.000000000000
PA
USD
327009.380000000000
0.1370834294
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
7.00000000
N
N
N
N
N
N
SALLY HOLDINGS LLC/SALLY CAPITAL INC
N/A
SALLY BEAUTY SUPPLY 144A 2ND LIEN 8.75% 04-30-25
79546VAM8
380000.000000000000
PA
USD
413012.500000000000
0.1731362258
Long
DBT
CORP
US
Y
2
2025-04-30
Fixed
8.75000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQUEFACTION 144A SEC 4.5% 05-15-30
785592AW6
340000.000000000000
PA
USD
376145.740000000000
0.1576815563
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
4.50000000
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
SANDS CHINA 144A SR UNSEC 4.375% 06-18-30
80007RAG0
200000.000000000000
PA
USD
209064.000000000000
0.0876403303
Long
DBT
CORP
MO
Y
2
2030-06-18
Fixed
4.37500000
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
SANDS CHINA 144A SR UNSEC 3.8% 01-08-26
80007RAJ4
200000.000000000000
PA
USD
206502.000000000000
0.0865663313
Long
DBT
CORP
MO
Y
2
2026-01-08
Fixed
3.80000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL SR UNSEC 3.215% 09-06-26
05526DBJ3
40000.000000000000
PA
USD
43009.440000000000
0.0180297016
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
550000.000000000000
PA
USD
551892.000000000000
0.2313549782
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
5.25000000
N
N
N
N
N
N
KRATOS DEFENSE & SECURITY SOLUTIONS INC
5493000EKBN0UY1F3F88
KRATOS 144A LIFE SEC 6.5% 11-30-25
50077BAM0
70000.000000000000
PA
USD
72880.150000000000
0.0305516034
Long
DBT
CORP
US
Y
2
2025-11-30
Fixed
6.50000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
KINDER MORGAN SR UNSEC 5.2% 03-01-48
49456BAQ4
15000.000000000000
PA
USD
18239.540000000000
0.0076460764
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
5.20000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
HOSPITALITY PROPERTIES TRUST SR UNSEC 7.5% 09-15-25
81761LAA0
142000.000000000000
PA
USD
149210.760000000000
0.0625496513
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
7.50000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY PRP JR SUB (H) 4.875% 12-31-49/10-15-25
816851BK4
750000.000000000000
PA
USD
751875.000000000000
0.3151885229
Long
DBT
CORP
US
N
2
2049-12-31
Variable
4.8750000000000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNATIONAL INC
RLTHESQ0RNFQJWPBJN60
SCIENTIFIC GAMES 144A LIFE SR UNSEC 8.625% 07-01-25
80874YBG4
955000.000000000000
PA
USD
895026.000000000000
0.3751979024
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
8.62500000
N
N
N
N
N
N
MESQUITE ENERGY INC
549300SB0HTIM17TVR61
SANCHEZ ENERGY EXIT FACILITY BACKSTOP (UNFUNDED) 0.0% 12-03-20
N/A
2070.000000000000
PA
USD
2070.000000000000
0.0008677509
Long
DBT
CORP
US
N
2
2020-12-03
Fixed
0.00000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL SR UNSEC 3.55% 11-15-24
281020AQ0
104000.000000000000
PA
USD
109943.290000000000
0.0460885961
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.55000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATING LP
5493008K8W3OKZE54J59
ENERGY TRANSFER OPERATING SR UNSEC 5.0% 05-15-50
29278NAR4
47000.000000000000
PA
USD
44573.440000000000
0.0186853356
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.00000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
NAVIENT CORP SR UNSEC 5.625% 08-01-33
78442FAZ1
15000.000000000000
PA
USD
11593.580000000000
0.0048600676
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.62500000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE SR UNSEC 6.75% 06-15-23
88033GCN8
365000.000000000000
PA
USD
362627.500000000000
0.1520146648
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
6.75000000
N
N
N
N
N
N
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV
5493004T21MOAFINJP35
TEVA PHARMACEUTICAL SR UNSEC 3.15% 10-01-26
88167AAE1
2140000.000000000000
PA
USD
1918788.200000000000
0.8043624518
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
51356.750000000000
0.0215289219
Long
DBT
CORP
US
N
2
2022-04-15
Fixed
4.00000000
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
86327.280000000000
0.0361886854
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
27859.350000000000
0.0116787330
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
23787.150000000000
0.0099716531
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
180000.000000000000
PA
USD
168732.000000000000
0.0707330206
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
6.50000000
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
13291.130000000000
0.0055716863
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 LIFE SR UNSEC 3.75% 04-01-30
50077LAU0
240000.000000000000
PA
USD
247957.200000000000
0.1039444902
Long
DBT
CORP
US
Y
2
2030-04-01
Fixed
3.75000000
N
N
N
N
N
N
TEGNA INC
549300YC5EDBGX85AO10
TEGNA INC 144A LIFE SR UNSEC 4.625% 03-15-28
87901JAE5
150000.000000000000
PA
USD
138873.750000000000
0.0582163420
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
4.62500000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP/TARGA RESOURCES PARTNERS FINANCE COR
N/A
TARGA RESOURCES SR UNSEC 6.875% 01-15-29
87612BBN1
15000.000000000000
PA
USD
15759.380000000000
0.0066063850
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.87500000
N
N
N
N
N
N
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV
5493004T21MOAFINJP35
TEVA PHARMACEUTICAL SR UNSEC 6.75% 03-01-28
88167AAK7
1250000.000000000000
PA
USD
1323381.250000000000
0.5547658605
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
49064.250000000000
0.0205678982
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.62500000
N
N
N
N
N
N
PETSMART INC
N/A
PETSMART (ARGOS) SR UNSEC 144A LIFE 7.125% 03-15-23
04021LAA8
270000.000000000000
PA
USD
266770.800000000000
0.1118312145
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
73101.730000000000
0.0306444905
Long
DBT
CORP
GB
N
2
2025-11-16
Fixed
3.37500000
N
N
N
N
N
N
TRANSOCEAN GUARDIAN LTD
N/A
TRANSOCEAN GUARDIAN 144A LIFE SEC 5.875% 01-15-24
893800AA0
116900.000000000000
PA
USD
103426.110000000000
0.0433565724
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
80000.000000000000
PA
USD
69200.000000000000
0.0290088722
Long
DBT
CORP
KY
Y
2
2027-02-01
Fixed
6.87500000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP/TARGA RESOURCES PARTNERS FINANCE COR
N/A
TARGA RESOURCES SR UNSEC 6.5% 07-15-27
87612BBL5
515000.000000000000
PA
USD
517575.000000000000
0.2169691767
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.50000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC INC
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC SR UNSEC 4.497% 03-25-30
883556CG5
18000.000000000000
PA
USD
22291.720000000000
0.0093447638
Long
DBT
CORP
US
N
2
2030-03-25
Fixed
4.49700000
N
N
N
N
N
N
TRANSOCEAN PONTUS LTD
N/A
TRANSOCEAN PONTUS 144A LIFE SEC 6.125% 08-01-25
89382PAA3
79325.000000000000
PA
USD
69806.000000000000
0.0292629094
Long
DBT
CORP
CH
Y
2
2025-08-01
Fixed
6.12500000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM 144A LIFE SEC 6.25% 03-15-26
893647BE6
445000.000000000000
PA
USD
445489.500000000000
0.1867506932
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
KIMBERLY-CLARK CORP
MP3J6QPYPGN75NVW2S34
KIMBERLY-CLARK CORP SR UNSEC 3.1% 03-26-30
494368CB7
162000.000000000000
PA
USD
184633.990000000000
0.0773991881
Long
DBT
CORP
US
N
2
2030-03-26
Fixed
3.10000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER SR UNSEC 3.8% 05-01-50
49271VAK6
39000.000000000000
PA
USD
44695.370000000000
0.0187364491
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.80000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER SR UNSEC 3.2% 05-01-30
49271VAJ9
150000.000000000000
PA
USD
166285.050000000000
0.0697072509
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.20000000
N
N
N
N
N
N
HJ HEINZ CO
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO 144A SR UNSEC 3.875% 05-15-27
50077LBA3
419000.000000000000
PA
USD
438416.040000000000
0.1837854750
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
3.87500000
N
N
N
N
N
N
TRAVELERS COMPANIES INC
549300Y650407RU8B149
TRAVELERS CO SR UNSEC 4.1% 03-04-49
89417EAP4
20000.000000000000
PA
USD
25198.140000000000
0.0105631448
Long
DBT
CORP
US
N
2
2049-03-04
Fixed
4.10000000
N
N
N
N
N
N
TENCENT HOLDINGS LTD
254900N4SLUMW4XUYY11
TENCENT HOLDINGS REG S SR UNSEC 3.975% 04-11-29
88032XAN4
200000.000000000000
PA
USD
226156.000000000000
0.0948053541
Long
DBT
CORP
CN
Y
2
2029-04-11
Fixed
3.97500000
N
N
N
N
N
N
HJ HEINZ CO
5493003STKEZ2S0RNU91
KRAFT FOODS GROUP INC 144A SR UNSEC 4.25% 03-01-31
50077LBD7
556000.000000000000
PA
USD
590624.900000000000
0.2475919399
Long
DBT
CORP
US
Y
2
2031-03-01
Fixed
4.25000000
N
N
N
N
N
N
KIMBERLY-CLARK DE MEXICO SAB DE CV
549300JGHL56QT00KT54
KIMBERLY CLARK DE MEXICO 144A LIFE SR UNSEC SF 2.431% 07-01-31
494386AD7
460000.000000000000
PA
USD
463795.000000000000
0.1944244202
Long
DBT
CORP
MX
Y
2
2031-07-01
Fixed
2.43100000
N
N
N
N
N
N
AES CORP (THE)
2NUNNB7D43COUIRE5295
AES CORP SR UNSEC 6.0% 05-15-26
00130HBX2
600000.000000000000
PA
USD
628389.000000000000
0.2634227773
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.00000000
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
152265.750000000000
0.0638303133
Long
DBT
CORP
US
Y
2
2024-08-15
Fixed
4.87500000
N
N
N
N
N
N
BANGKOK BANK PCL/HONG KONG
N/A
BANGKOK BANK PCL REG S SUB 3.733% 09-25-34
N/A
200000.000000000000
PA
USD
191421.400000000000
0.0802444932
Long
DBT
CORP
HK
Y
2
2034-09-25
Variable
3.7330000000000000
N
N
N
N
N
N
BRASKEM SA
549300RPMQUFGBB7EY44
BRASKEM REG S SR UNSEC 4.5% 01-31-30
N/A
400000.000000000000
PA
USD
366700.000000000000
0.1537218704
Long
DBT
CORP
BR
Y
2
2030-01-31
Fixed
4.50000000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
LAMAR MEDIA SR UNSEC 5.75% 02-01-26
513075BL4
25000.000000000000
PA
USD
25848.380000000000
0.0108357276
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.75000000
N
N
N
N
N
N
GOLDEN NUGGET INC
91D14OD6M4H1RVBN7R43
GOLDEN NUGGET 144A LIFE SR UNSEC 6.75% 10-15-24
38113YAE9
610000.000000000000
PA
USD
439200.000000000000
0.1841141137
Long
DBT
CORP
US
Y
2
2024-10-15
Fixed
6.75000000
N
N
N
N
N
N
ALLISON TRANSMISSION INC
MWKQ3I0U1GXP2YDSZW75
ALLISON TRANSMISSION 144A LIFE SR UNSEC 5.0% 10-01-24
019736AD9
135000.000000000000
PA
USD
135082.350000000000
0.0566269744
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
136036.420000000000
0.0570269237
Long
DBT
CORP
US
Y
2
2024-01-01
Fixed
9.00000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT SR UNSEC 6.125% 02-01-25
26884LAH2
75000.000000000000
PA
USD
74869.500000000000
0.0313855456
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
6.12500000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL SR UNSEC 4.95% 04-15-25
281020AR8
130000.000000000000
PA
USD
143096.850000000000
0.0599866797
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.95000000
N
N
N
N
N
N
EOG RESOURCES INC
XWTZDRYZPBUHIQBKDB46
EOG RESOURCES SR UNSEC 4.95% 04-15-50
26875PAT8
47000.000000000000
PA
USD
61404.510000000000
0.0257409766
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.95000000
N
N
N
N
N
N
EOG RESOURCES INC
XWTZDRYZPBUHIQBKDB46
EOG RESOURCES SR UNSEC 4.375% 04-15-30
26875PAU5
14000.000000000000
PA
USD
16698.580000000000
0.0070001008
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.37500000
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
5000.000000000000
0.0020960168
Long
DBT
CORP
US
Y
2
2023-10-15
Fixed
8.75000000
Y
N
N
N
N
N
LEVEL 3 FINANCING INC
OKXQCBALRQBU7RU5WQ22
LEVEL 3 SR UNSEC 5.375% 01-15-24
527298BK8
350000.000000000000
PA
USD
353900.750000000000
0.1483563819
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5.37500000
N
N
N
N
N
N
EGYPT (ARAB REPUBLIC OF)
529900GFIVH4086NMH82
EGYPT ARAB REP OF SR 144A SR UNSEC 7.625% 05-29-32
03846JX54
500000.000000000000
PA
USD
489295.000000000000
0.2051141058
Long
DBT
NUSS
EG
Y
2
2032-05-29
Fixed
7.62500000
N
N
N
N
N
N
ETHIOPIA FEDERAL DEMOCRATIC REPUBLIC OF (GOVERNMENT)
N/A
ETHIOPIA REP OF REG S 6.625% 12-11-24
N/A
760000.000000000000
PA
USD
763402.520000000000
0.3200208979
Long
DBT
NUSS
ET
Y
2
2024-12-11
Fixed
6.62500000
N
N
N
N
N
N
BRASKEM SA
549300RPMQUFGBB7EY44
BRASKEM 144A LIFE SR UNSEC 4.5% 01-31-30
10554TAD7
920000.000000000000
PA
USD
843410.000000000000
0.3535603020
Long
DBT
CORP
BR
Y
2
2030-01-31
Fixed
4.50000000
N
N
N
N
N
N
BRASKEM SA
549300RPMQUFGBB7EY44
BRASKEM 144A LIFE SR UNSEC 5.875% 01-31-50
10554TAE5
400000.000000000000
PA
USD
353100.000000000000
0.1480207048
Long
DBT
CORP
BR
Y
2
2050-01-31
Fixed
5.87500000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MTR CREDIT SR UNSEC 3.375% 04-01-30
89236TGY5
57000.000000000000
PA
USD
65580.610000000000
0.0274916118
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.37500000
N
N
N
N
N
N
TRANSCANADA PIPELINES LTD
5BV01I6231JPDAPMGH09
TRANS-CANADA PIPELINES SR UNSEC 4.1% 04-15-30
89352HBA6
38000.000000000000
PA
USD
43352.790000000000
0.0181736350
Long
DBT
CORP
CA
N
2
2030-04-15
Fixed
4.10000000
N
N
N
N
N
N
SPRINT CAPITAL CORPORATION
549300L17W0GQBR1PO80
SPRINT SR UNSEC 6.875% 11-15-28
852060AD4
430000.000000000000
PA
USD
525223.500000000000
0.2201754536
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.87500000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
SIRIUS 144A LIFE SR UNSEC 4.625% 05-15-23
82967NAL2
150000.000000000000
PA
USD
151215.750000000000
0.0633901498
Long
DBT
CORP
US
Y
2
2023-05-15
Fixed
4.62500000
N
N
N
N
N
N
GHANA (REPUBLIC OF)
213800PP4399SNNXZ126
GHANA REP OF 144A LIFE SF 8.125% 03-26-32
N/A
400000.000000000000
PA
USD
377600.000000000000
0.1582911870
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
600000.000000000000
PA
USD
571785.000000000000
0.2396941906
Long
DBT
NUSS
GA
Y
2
2024-12-12
Fixed
6.37500000
N
N
N
N
N
N
SIGNATURE AVIATION PLC
2138001T2QEV5RXMFI32
SIGNATURE AVIATION 144A LIFE SR UNSEC 4.0% 03-01-28
05545MAC6
450000.000000000000
PA
USD
407448.000000000000
0.1708035688
Long
DBT
CORP
GB
Y
2
2028-03-01
Fixed
4.00000000
N
N
N
N
N
N
BAKER HUGHES HOLDINGS LLC
549300XU3XH6F05YEQ93
BAKER HUGHES SR UNSEC 3.138% 11-07-29
05723KAG5
350000.000000000000
PA
USD
366197.300000000000
0.1535111369
Long
DBT
CORP
US
N
2
2029-11-07
Fixed
3.13800000
N
N
N
N
N
N
SALLY HOLDINGS LLC/SALLY CAPITAL INC
N/A
SALLY BEAUTY SUPPLY SR UNSEC 5.625% 12-01-25
79546VAL0
450000.000000000000
PA
USD
438444.000000000000
0.1837971960
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.62500000
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
19942.300000000000
0.0083598791
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
6.12500000
N
N
N
N
N
N
AMERIGAS PARTNERS LP/AMERIGAS FINANCE CORP
N/A
AMERIGAS PART FIN CORP SR UNSEC 5.625% 05-20-24
030981AH7
175000.000000000000
PA
USD
182054.250000000000
0.0763177525
Long
DBT
CORP
US
N
2
2024-05-20
Fixed
5.62500000
N
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
ABBOTT LABORATORIES SR UNSEC 3.75% 11-30-26
002824BF6
30000.000000000000
PA
USD
34933.470000000000
0.0146442278
Long
DBT
CORP
US
N
2
2026-11-30
Fixed
3.75000000
N
N
N
N
N
N
LEVI STRAUSS & CO
MB0UERO0RDFKU8258G77
LEVI STRAUSS & CO SR UNSEC 5.0% 05-01-25
52736RBG6
75000.000000000000
PA
USD
75555.380000000000
0.0316730688
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.00000000
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
31974.600000000000
0.0134038596
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
5.62500000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE 144A LIFE 1ST LIEN 7.5% 04-01-25
88033GDE7
190000.000000000000
PA
USD
202706.250000000000
0.0849751402
Long
DBT
CORP
US
Y
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE 144A SEC 3.875% 04-15-30
87264ABE4
300000.000000000000
PA
USD
334933.500000000000
0.1404052471
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
HONDURAS REPUBLIC OF
5493002DW1JNBNG17615
HONDURAS REP OF REG S 6.25% 01-19-27
N/A
400000.000000000000
PA
USD
427800.000000000000
0.1793351955
Long
DBT
NUSS
HN
Y
2
2027-01-19
Fixed
6.25000000
N
N
N
N
N
N
HONDURAS REPUBLIC OF
5493002DW1JNBNG17615
HONDURAS REP OF 144A LIFE 5.625% 06-24-30
438180AJ0
320000.000000000000
PA
USD
326240.000000000000
0.1367609027
Long
DBT
NUSS
HN
Y
2
2030-06-24
Fixed
5.62500000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
BOYD GAMING CORP SR UNSEC 144A 4.75% 12-01-27
103304BR1
390000.000000000000
PA
USD
335532.600000000000
0.1406563918
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
400000.000000000000
PA
USD
375124.000000000000
0.1572532395
Long
DBT
CORP
MX
Y
2
2029-11-15
Fixed
7.45000000
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
51101.750000000000
0.0214220251
Long
DBT
CORP
US
Y
2
2024-03-01
Fixed
10.50000000
N
N
N
N
N
N
SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC
549300XK5HGW68R8K327
SHIRE SR UNSEC 3.20% 09-23-26
82481LAD1
85000.000000000000
PA
USD
94360.120000000000
0.0395560789
Long
DBT
CORP
IE
N
2
2026-09-23
Fixed
3.20000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COMPANIES 144A LIFE SR UNSEC 5.0% 01-30-28
071734AH0
360000.000000000000
PA
USD
339386.400000000000
0.1422719177
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
455000.000000000000
PA
USD
432190.850000000000
0.1811758545
Long
DBT
CORP
CA
Y
2
2030-01-30
Fixed
5.25000000
N
N
N
N
N
N
PAKISTAN (ISLAMIC REPUBLIC OF)
529900LOP29R5WKHOD86
PAKISTAN REP REG S 6.875% 12-05-27
N/A
400000.000000000000
PA
USD
395480.000000000000
0.1657865430
Long
DBT
NUSS
PK
Y
2
2027-12-05
Fixed
6.87500000
N
N
N
N
N
N
ISRAEL (STATE OF)
213800T8ZHTFZIBYPE21
ISRAEL STATE 3.375% 01-15-50
46513JXN6
200000.000000000000
PA
USD
219920.000000000000
0.0921912019
Long
DBT
NUSS
IL
N
2
2050-01-15
Fixed
3.37500000
N
N
N
N
N
N
ISRAEL (STATE OF)
213800T8ZHTFZIBYPE21
ISRAEL STATE 3.875% 07-03-50
46513JB42
200000.000000000000
PA
USD
238272.000000000000
0.0998844219
Long
DBT
NUSS
IL
N
2
2050-07-03
Fixed
3.87500000
N
N
N
N
N
N
BAHRAIN (KINGDOM OF)
549300RODM1WN85LFQ95
BAHRAIN KINGDOM OF REG S 6.125% 08-01-23
N/A
200000.000000000000
PA
USD
212150.600000000000
0.0889342434
Long
DBT
NUSS
BH
Y
2
2023-08-01
Fixed
6.12500000
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
261373.750000000000
0.1095687530
Long
DBT
NUSS
BH
Y
2
2022-07-05
Fixed
6.12500000
N
N
N
N
N
N
KENYA (REPUBLIC OF)
549300VVURQQYU45PR87
KENYA GOVT 144A LIFE 6.875% 06-24-24
491798AE4
200000.000000000000
PA
USD
203735.000000000000
0.0854063956
Long
DBT
NUSS
KE
Y
2
2024-06-24
Fixed
6.87500000
N
N
N
N
N
N
MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)
254900EGTWEU67VP6075
UTD MEX ST GVT GLOBAL 4.5% 04-22-29
91087BAF7
600000.000000000000
PA
USD
653625.000000000000
0.2740017932
Long
DBT
NUSS
MX
N
2
2029-04-22
Fixed
4.50000000
N
N
N
N
N
N
MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)
254900EGTWEU67VP6075
UTD MEX ST GVT GLOBAL 4.75% 03-08-44
91086QBB3
200000.000000000000
PA
USD
210859.000000000000
0.0883928003
Long
DBT
NUSS
MX
N
2
2044-03-08
Fixed
4.75000000
N
N
N
N
N
N
MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)
254900EGTWEU67VP6075
UTD MEX ST GVT GLOBAL 5.0% 04-27-51
91087BAL4
200000.000000000000
PA
USD
216200.000000000000
0.0906317654
Long
DBT
NUSS
MX
N
2
2051-04-27
Fixed
5.00000000
N
N
N
N
N
N
OMAN SULTANATE OF (GOVERNMENT)
549300SZ20F0QTKNQC75
OMAN GOVT BOND REG S 5.625% 01-17-28
N/A
800000.000000000000
PA
USD
749160.000000000000
0.3140503858
Long
DBT
NUSS
OM
Y
2
2028-01-17
Fixed
5.62500000
N
N
N
N
N
N
PANAMA REPUBLIC OF (GOVERNMENT)
549300SHS4T08CL0LP14
PANAMA GLOBAL 3.16% 01-23-30
698299BK9
400000.000000000000
PA
USD
431350.000000000000
0.1808233674
Long
DBT
NUSS
PA
N
2
2030-01-23
Fixed
3.16000000
N
N
N
N
N
N
PERU (REPUBLIC OF)
254900STKLK2DBJJZ530
PERU GOVT 2.783% 01-23-31
715638DF6
200000.000000000000
PA
USD
213700.000000000000
0.0895837571
Long
DBT
NUSS
PE
N
2
2031-01-23
Fixed
2.78300000
N
N
N
N
N
N
PHILIPPINES (REPUBLIC OF)
529900RAHBALMYIJ3T08
PHILIPPINES REP OF 2.95% 05-05-45
718286CH8
700000.000000000000
PA
USD
729565.200000000000
0.3058361799
Long
DBT
NUSS
PH
N
2
2045-05-05
Fixed
2.95000000
N
N
N
N
N
N
PAKISTAN (ISLAMIC REPUBLIC OF)
529900LOP29R5WKHOD86
PAKISTAN REP REG S 8.25% 04-15-24
N/A
700000.000000000000
PA
USD
732172.000000000000
0.3069289592
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 3.75% 04-16-30
74727PBD2
400000.000000000000
PA
USD
456470.800000000000
0.1913540910
Long
DBT
NUSS
QA
Y
2
2030-04-16
Fixed
3.75000000
N
N
N
N
N
N
QATAR (STATE OF)
52990074F6OJOAXK4P65
STATE OF QATAR 144A LIFE 4.4% 04-16-50
74727PBE0
400000.000000000000
PA
USD
496072.400000000000
0.2079552146
Long
DBT
NUSS
QA
Y
2
2050-04-16
Fixed
4.40000000
N
N
N
N
N
N
TURKEY (REPUBLIC OF)
5493000PCHOG3B6S3Q85
TURKEY REP OF 7.375% 02-05-25
900123AW0
400000.000000000000
PA
USD
422301.200000000000
0.1770300800
Long
DBT
NUSS
TR
N
2
2025-02-05
Fixed
7.37500000
N
N
N
N
N
N
CDX HIGH YIELD ISSUER
N/A
CDX NA HY S34 5Y (CE) 5.0% 06-20-25 0.30 REC ICE
N/A
1.000000000000
NC
USD
60791.220000000000
0.0254838834
N/A
DCR
CORP
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
Y
CDX
2025-06-20
0.000000000000
USD
87289.810000000000
USD
4275000.000000000000
USD
60791.220000000000
N
N
N
LSB INDUSTRIES INC
5493001H215A0HG0MI71
LSB INDUSTRIES 144A LIFE SEC 9.625% 05-01-23
502160AM6
885000.000000000000
PA
USD
855224.180000000000
0.3585128459
Long
DBT
CORP
US
Y
2
2023-05-01
Fixed
9.62500000
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
22427.730000000000
0.0094017797
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
GMAC (ALLY) SR UNSEC 8.0% 11-01-31
370425RZ5
25000.000000000000
PA
USD
31790.680000000000
0.0133267597
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.00000000
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
32178.000000000000
0.0134891256
Long
DBT
CORP
US
Y
2
2026-11-01
Fixed
7.00000000
N
N
N
N
N
N
CME CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
EURO$ 90DAY FUT EDH2 03-14-22
N/A
74.000000000000
NC
USD
-9073.930000000000
-0.0038038219
N/A
DIR
CORP
US
N
1
CME Clearing
SNZ2OJLFK8MNNCLQOF39
Short
CME CHICAGO MERCANTILE EXCHANGE
EURO$ 90DAY FUT EDH2 03-14-22
2022-03-14
-18466700.000000000000
USD
-9073.930000000000
N
N
N
CME CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
UST 10YR FUT TYU0 09-21-20
N/A
99.000000000000
NC
USD
61303.840000000000
0.0256987754
N/A
DIR
CORP
US
N
1
CME Clearing
SNZ2OJLFK8MNNCLQOF39
Long
CME CHICAGO MERCANTILE EXCHANGE
UST 10YR FUT TYU0 09-21-20
2020-09-30
13778016.120000000000
USD
61303.840000000000
N
N
N
LPL FINANCIAL HOLDINGS INC
549300XROQ4Y8G2L7682
LPL HOLDINGS INC 144A LIFE SR UNSEC 4.625% 11-15-27
50212YAC8
140000.000000000000
PA
USD
138687.500000000000
0.0581382654
Long
DBT
CORP
US
Y
2
2027-11-15
Fixed
4.62500000
N
N
N
N
N
N
REGIONALCARE HOSPITAL PARTNERS HOLDINGS INC
549300G8ZVHRTBBBSZ90
LIFEPOINT HEALTH 144A LIFE 1ST LIEN 6.75% 04-15-25
53219LAT6
150000.000000000000
PA
USD
155250.000000000000
0.0650813209
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
6.75000000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
LAMAR MEDIA 144A SR UNSEC 4.875% 01-15-29
513075BU4
650000.000000000000
PA
USD
656093.750000000000
0.2750367015
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
4.87500000
N
N
N
N
N
N
LIVE NATION ENTERTAINMENT INC
5493007B9BM9ZXJINO78
LIVE NATION ENTERTAINMENT 144A LIFE SEC 6.5% 05-15-27
538034AV1
200000.000000000000
PA
USD
206375.000000000000
0.0865130925
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
6.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSEC 4.083% 03-20-50
06051GJA8
76000.000000000000
PA
USD
95274.660000000000
0.0399394572
Long
DBT
CORP
US
N
2
2051-03-20
Variable
4.0830000000000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERGY CO
549300JD0S5IZJE9LY15
BERKSHIRE HATHAWAY ENERGY 144A SR UNSEC 4.05% 04-15-25
084659AS0
50000.000000000000
PA
USD
57013.000000000000
0.0239000409
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
4.05000000
N
N
N
N
N
N
SPRINT CAPITAL CORPORATION
549300L17W0GQBR1PO80
SPRINT CAPITAL SR UNSEC 8.75% 03-15-32
852060AT9
250000.000000000000
PA
USD
357622.500000000000
0.1499165520
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75000000
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
134532.000000000000
0.0563962658
Long
DBT
CORP
US
Y
2
2024-07-31
Fixed
4.87500000
N
N
N
N
N
N
CME CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
UST 10YR FUT ULTRA UXYU0 09-21-20
N/A
12.000000000000
NC
USD
12616.900000000000
0.0052890468
N/A
DIR
CORP
US
N
1
CME Clearing
SNZ2OJLFK8MNNCLQOF39
Long
CME CHICAGO MERCANTILE EXCHANGE
UST 10YR FUT ULTRA UXYU0 09-21-20
2020-09-30
1889812.560000000000
USD
12616.900000000000
N
N
N
CME CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
UST 20YR FUT USU0 09-21-20
N/A
7.000000000000
NC
USD
5029.500000000000
0.0021083833
N/A
DIR
CORP
US
N
1
CME Clearing
SNZ2OJLFK8MNNCLQOF39
Long
CME CHICAGO MERCANTILE EXCHANGE
UST 20YR FUT USU0 09-21-20
2020-09-30
1249937.500000000000
USD
5029.500000000000
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
MOLINA HEALTHCARE SR UNSEC 5.375% 11-15-22
60855RAG5
40000.000000000000
PA
USD
40889.000000000000
0.0171408060
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
5.37500000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
MOLINA HEALTHCARE 144A LIFE SR UNSEC 4.875% 06-15-25
60855RAH3
160000.000000000000
PA
USD
161383.200000000000
0.0676523790
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
4.87500000
N
N
N
N
N
N
BP CAPITAL MARKETS AMERICA INC
5493009NTB34VXE1T760
BP CAPITAL MARKETS SR UNSEC 3.633% 04-06-30
10373QBL3
50000.000000000000
PA
USD
56584.350000000000
0.0237203494
Long
DBT
CORP
US
N
2
2030-04-06
Fixed
3.63300000
N
N
N
N
N
N
BURLINGTON NORTHERN SANTA FE LLC
N/A
BURLINGTON NORTHERN SANTA FE SR UNSEC 3.05% 02-15-51
12189LBF7
15000.000000000000
PA
USD
16362.870000000000
0.0068593700
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.05000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE 144A SEC 4.5% 04-15-50
87264AAY1
69000.000000000000
PA
USD
81451.050000000000
0.0341445535
Long
DBT
CORP
US
Y
2
2050-04-15
Fixed
4.50000000
N
N
N
N
N
N
TRAVELERS COMPANIES INC
549300Y650407RU8B149
TRAVELERS CO SR UNSEC 2.55% 04-27-50
89417EAQ2
3000.000000000000
PA
USD
2973.400000000000
0.0012464593
Long
DBT
CORP
US
N
2
2050-04-27
Fixed
2.55000000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON SR SEC 1ST LIEN 4.0% 04-01-47
842400GG2
52000.000000000000
PA
USD
59479.680000000000
0.0249340814
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
SPCM SA
969500F7036FEDYPRV54
SNF FLOERGER 144A LIFE SR UNSEC 4.875% 09-15-25
7846ELAC1
200000.000000000000
PA
USD
202177.000000000000
0.0847532768
Long
DBT
CORP
FR
Y
2
2025-09-15
Fixed
4.87500000
N
N
N
N
N
N
CME CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
UST 30YR FUT ULTRA WNU0 09-21-20
N/A
10.000000000000
NC
USD
27107.120000000000
0.0113633957
N/A
DIR
CORP
US
N
1
CME Clearing
SNZ2OJLFK8MNNCLQOF39
Long
CME CHICAGO MERCANTILE EXCHANGE
UST 30YR FUT ULTRA WNU0 09-21-20
2020-09-30
2181562.500000000000
USD
27107.120000000000
N
N
N
CME CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
UST 5YR FUT FVU0 09-30-20
N/A
130.000000000000
NC
USD
-103803.580000000000
-0.0435148090
N/A
DIR
CORP
US
N
1
CME Clearing
SNZ2OJLFK8MNNCLQOF39
Short
CME CHICAGO MERCANTILE EXCHANGE
UST 5YR FUT FVU0 09-30-20
2020-10-05
-16346484.700000000000
USD
-103803.580000000000
N
N
N
LEVEL 3 FINANCING INC
OKXQCBALRQBU7RU5WQ22
LEVEL 3 144A LIFE SR UNSEC 4.25% 07-01-28
527298BR3
500000.000000000000
PA
USD
501840.000000000000
0.2103730119
Long
DBT
CORP
US
Y
2
2028-07-01
Fixed
4.25000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSEC 3.7% 10-23-24
61761JVL0
50000.000000000000
PA
USD
55490.450000000000
0.0232617828
Long
DBT
CORP
US
N
2
2024-10-23
Fixed
3.70000000
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
221478.000000000000
0.0928443208
Long
DBT
CORP
VG
Y
2
2027-05-04
Fixed
3.50000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
SIRIUS 144A LIFE SR UNSEC 5.0% 08-01-27
82967NBA5
130000.000000000000
PA
USD
133547.050000000000
0.0559833715
Long
DBT
CORP
US
Y
2
2027-08-01
Fixed
5.00000000
N
N
N
N
N
N
TALEN ENERGY SUPPLY LLC
K5K33XN0PQAU1XF7NN66
TALEN ENERGY SUPPLY 144A LIFE SEC 7.625% 06-01-28
87422VAJ7
165000.000000000000
PA
USD
165309.380000000000
0.0692982468
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
7.62500000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MTR CREDIT SR UNSEC 1.35% 08-25-23
89236THA6
150000.000000000000
PA
USD
153092.250000000000
0.0641767849
Long
DBT
CORP
US
N
2
2023-08-25
Fixed
1.35000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
SIRIUS 144A LIFE SR UNSEC 3.875% 08-01-22
82967NAY4
145000.000000000000
PA
USD
146060.680000000000
0.0612291272
Long
DBT
CORP
US
Y
2
2022-08-01
Fixed
3.87500000
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
62495.660000000000
0.0261983904
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
3.75000000
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
125000.000000000000
PA
USD
128831.880000000000
0.0540067564
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 3.875% 04-30-28
N/A
400000.000000000000
PA
USD
364028.000000000000
0.1526017591
Long
DBT
CORP
MX
Y
2
2028-04-30
Fixed
3.87500000
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
193348.000000000000
0.0810521304
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
500000.000000000000
PA
USD
532077.500000000000
0.2230486734
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
5.37500000
N
N
N
N
N
N
MAGNOLIA OIL & GAS OPERATING LLC
N/A
MAGNOLIA OIL & GAS OPERATING 144A LIFE SR UNSEC 6.0% 08-01-26
559665AA2
400000.000000000000
PA
USD
380000.000000000000
0.1592972751
Long
DBT
CORP
US
Y
2
2026-08-01
Fixed
6.00000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP SR UNSEC 5.5% 02-15-49
55336VAT7
16000.000000000000
PA
USD
18181.550000000000
0.0076217668
Long
DBT
CORP
US
N
2
2049-02-15
Fixed
5.50000000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST INC
BUGSFQZERKRBFWIG5267
STARWOOD PROPERTY TRUST SR UNSEC 5.0% 12-15-21
85571BAG0
150000.000000000000
PA
USD
145922.250000000000
0.0611710968
Long
DBT
CORP
US
N
2
2021-12-15
Fixed
5.00000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY COMPANY
EFWMP121W54QV9MGOP87
SOUTHWESTERN ENERGY SR UNSEC 7.5% 04-01-26
845467AM1
50000.000000000000
PA
USD
43922.750000000000
0.0184125642
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
7.50000000
N
N
N
N
N
N
MGM RESORTS INTERNATIONAL
54930066VBP7DZEGGJ87
MGM RESORTS INTL SR UNSEC 6.0% 03-15-23
552953CC3
150000.000000000000
PA
USD
151890.750000000000
0.0636731121
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
335000.000000000000
PA
USD
312596.880000000000
0.1310416610
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
19485.680000000000
0.0081684624
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.20000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE 144A 1ST LIEN 4.625% 06-15-28
88033GDG2
750000.000000000000
PA
USD
736635.000000000000
0.3087998637
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
4.62500000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM 144A SR UNSEC 5.0% 04-15-30
11135FAH4
751000.000000000000
PA
USD
864655.590000000000
0.3624665246
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
5.00000000
N
N
N
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
BOOKING HOLDINGS SR UNSEC 4.625% 04-13-30
09857LAR9
510000.000000000000
PA
USD
597626.670000000000
0.2505271054
Long
DBT
CORP
US
N
2
2030-04-13
Fixed
4.62500000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM SR SUB 5.5% 11-15-27
893647BL0
375000.000000000000
PA
USD
328393.130000000000
0.1376635020
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.50000000
N
N
N
N
N
N
TECK RESOURCES LTD
T8KI5SQ2JRWHL7XY0E11
TECK RESOURCES LTD 144A SR UNSEC 3.9% 07-15-30
878742BE4
411000.000000000000
PA
USD
410928.080000000000
0.1722624300
Long
DBT
CORP
CA
Y
2
2030-07-15
Fixed
3.90000000
N
N
N
N
N
N
MESQUITE ENERGY INC
549300SB0HTIM17TVR61
SANCHEZ ENERGY 144A LIFE 1ST LIEN 7.25% 02-15-23
79970YAE5
27000.000000000000
PA
USD
472.500000000000
0.0001980736
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
123000.000000000000
PA
USD
144100.160000000000
0.0604072706
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.12500000
N
N
N
N
N
N
BANCO SANTANDER MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO SANTANDER MEXICO
SCRYQ25DTVRHYYMM6P89
BANCO SANTANDER MEXICO 144A LIFE SR UNSEC 5.375% 04-17-25
05969BAD5
150000.000000000000
PA
USD
164441.250000000000
0.0689343238
Long
DBT
CORP
MX
Y
2
2025-04-17
Fixed
5.37500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSEC 2.592% 04-29-31
06051GJB6
300000.000000000000
PA
USD
318015.600000000000
0.1333132066
Long
DBT
CORP
US
N
2
2031-04-29
Variable
2.5920000000000000
N
N
N
N
N
N
SPRINGLEAF FINANCE CORP
5493008I795YYBFWFU90
SPRINGLEAF FIN CORP SR UNSEC 6.875% 03-15-25
85172FAM1
75000.000000000000
PA
USD
77118.980000000000
0.0323285352
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.87500000
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM ENERGY SR UNSEC 6.625% 01-15-27
78454LAP5
85000.000000000000
PA
USD
41896.930000000000
0.0175633336
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.62500000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS LP
5493005UEC8AZ34LDV29
CHENIERE ENERGY PARTNERS 1ST LIEN 5.25% 10-01-25
16411QAB7
255000.000000000000
PA
USD
254413.500000000000
0.1066509929
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.25000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENERGY SR UNSEC 3.85% 02-01-24
15189TAU1
65000.000000000000
PA
USD
71148.680000000000
0.0298257654
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
3.85000000
N
N
N
N
N
N
STARFRUIT FINCO BV/STARFRUIT US HOLDCO LLC
N/A
STARFRUIT FINCO 144A LIFE SR UNSEC 8.0% 10-01-26
85529VAA2
150000.000000000000
PA
USD
154026.750000000000
0.0645685304
Long
DBT
CORP
NL
Y
2
2026-10-01
Fixed
8.00000000
N
N
N
N
N
N
DUN & BRADSTREET CORP (THE)
RI37BMPWE56BCJ747E14
DUN & BRADSTREET SUB 144A LIFE 1ST LIEN 6.875% 08-15-26
26483EAJ9
700000.000000000000
PA
USD
743641.500000000000
0.3117370120
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
6.87500000
N
N
N
N
N
N
BAKER HUGHES HOLDINGS LLC
549300XU3XH6F05YEQ93
BAKER HUGHES SR UNSEC 4.486% 05-01-30
05724BAA7
51000.000000000000
PA
USD
58768.830000000000
0.0246360907
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.48600000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSEC 4.875% 05-01-25
097023CT0
345000.000000000000
PA
USD
376054.140000000000
0.1576431573
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.87500000
N
N
N
N
N
N
MATADOR RESOURCES CO
549300CI3Q2UUK5R4G79
MATADOR RESOURCES SR UNSEC 5.875% 09-15-26
576485AE6
10000.000000000000
PA
USD
7423.700000000000
0.0031120399
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.87500000
N
N
N
N
N
N
MEREDITH CORP
549300YC8BC386CCTS24
MEREDITH CORP SR UNSEC 6.875% 02-01-26
589433AB7
215000.000000000000
PA
USD
179015.450000000000
0.0750438773
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
6.87500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSEC 5.15% 05-01-30
097023CY9
41000.000000000000
PA
USD
45830.780000000000
0.0192124168
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM 144A SR UNSEC 4.15% 11-15-30
11135FAP6
870000.000000000000
PA
USD
948570.570000000000
0.3976439658
Long
DBT
CORP
US
Y
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
CONAGRA BRANDS INC SR UNSEC 5.4% 11-01-48
205887CE0
20000.000000000000
PA
USD
27650.380000000000
0.0115911321
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 5.3% 11-01-38
205887CD2
2000.000000000000
PA
USD
2614.650000000000
0.0010960701
Long
DBT
CORP
US
N
2
2038-11-01
Fixed
5.30000000
N
N
N
N
N
N
MGM RESORTS INTERNATIONAL
54930066VBP7DZEGGJ87
MGM RESORTS INTL SR UNSEC 5.5% 04-15-27
552953CF6
133000.000000000000
PA
USD
128773.930000000000
0.0539824635
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
26635.130000000000
0.0111655359
Long
DBT
CORP
AU
Y
2
2027-05-01
Fixed
8.12500000
N
N
N
N
N
N
DUN & BRADSTREET CORP (THE)
RI37BMPWE56BCJ747E14
DUN & BRADSTREET SUB 144A LIFE SR UNSEC 10.25% 02-15-27
26483EAK6
1295000.000000000000
PA
USD
1440447.930000000000
0.6038406056
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
10.25000000
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
270000.000000000000
PA
USD
277036.200000000000
0.1161345046
Long
DBT
CORP
US
Y
2
2027-03-15
Fixed
6.50000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL CO LTD
549300ZLMVP4X0OGR454
TAKEDA PHARMACEUTICAL SR UNSEC 2.05% 03-31-30
874060AX4
307000.000000000000
PA
USD
304532.640000000000
0.1276611045
Long
DBT
CORP
JP
N
2
2030-03-31
Fixed
2.05000000
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
TRANSOCEAN INC SR UNSEC 8.375% 12-15-21
893830BB4
120000.000000000000
PA
USD
85200.000000000000
0.0357161259
Long
DBT
CORP
US
N
2
2021-12-15
Variable
8.3750000000000000
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
44460.250000000000
0.0186378860
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
150000.000000000000
PA
USD
150534.000000000000
0.0631043579
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
10.00000000
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
CONAGRA BRANDS INC SR UNSEC 4.6% 11-01-25
205887CB6
250000.000000000000
PA
USD
288496.500000000000
0.1209387008
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
4.60000000
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
103972.900000000000
0.0435857886
Long
DBT
CORP
US
N
2
2021-10-22
Fixed
3.80000000
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
47915.100000000000
0.0200861707
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
45976.050000000000
0.0192733144
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
4.00000000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON SR UNSEC 2.823% 05-20-30
075887CJ6
23000.000000000000
PA
USD
24410.890000000000
0.0102331270
Long
DBT
CORP
US
N
2
2030-05-20
Fixed
2.82300000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON SR UNSEC 3.794% 05-20-50
075887CK3
36000.000000000000
PA
USD
40177.330000000000
0.0168424715
Long
DBT
CORP
US
N
2
2050-05-20
Fixed
3.79400000
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
77114.780000000000
0.0323267745
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
108000.000000000000
PA
USD
115589.380000000000
0.0484554559
Long
ABS-MBS
CORP
US
N
2
2047-08-10
Fixed
3.96800000
N
N
N
N
N
N
TOTAL CAPITAL INTERNATIONAL SA
549300U37G2I8G4RUG09
TOTAL CAPITAL INTL SR UNSEC 3.127% 05-29-50
89153VAV1
36000.000000000000
PA
USD
36853.340000000000
0.0154490438
Long
DBT
CORP
FR
N
2
2050-05-29
Fixed
3.12700000
N
N
N
N
N
N
TENCENT HOLDINGS LTD
254900N4SLUMW4XUYY11
TENCENT HOLDINGS 144A LIFE SR UNSEC 3.24% 06-03-50
88032WAV8
200000.000000000000
PA
USD
200975.200000000000
0.0842494782
Long
DBT
CORP
CN
Y
2
2050-06-03
Fixed
3.24000000
N
N
N
N
N
N
MURPHY OIL CORP
QBKYQD0ODE7DC7PDIN91
MURPHY OIL CORPORATION SR UNSEC 5.875% 12-01-27
626717AM4
210000.000000000000
PA
USD
184997.400000000000
0.0775515308
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
101000.000000000000
PA
USD
98697.200000000000
0.0413741974
Long
DBT
CORP
US
Y
2
2027-12-09
Fixed
4.25000000
N
N
N
N
N
N
METROPOLITAN LIFE GLOBAL FUNDING I
635400MMSOCXNNNZDZ82
METLIFE GLOBAL FUNDING SEC 144A LIFE 1.95% 01-13-23
59217GEE5
150000.000000000000
PA
USD
155306.100000000000
0.0651048382
Long
DBT
CORP
US
Y
2
2023-01-13
Fixed
1.95000000
N
N
N
N
N
N
MATCH GROUP INC
549300BIJKT86CPCKK96
MATCH GROUP 144A LIFE SR UNSEC 4.125% 08-01-30
57665RAL0
600000.000000000000
PA
USD
588468.000000000000
0.2466877602
Long
DBT
CORP
US
Y
2
2030-08-01
Fixed
4.12500000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
METLIFE INC SR UNSEC 4.55% 03-23-30
59156RBZ0
40000.000000000000
PA
USD
49704.160000000000
0.0208361507
Long
DBT
CORP
US
N
2
2030-03-23
Fixed
4.55000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSEC 5.597% 03-24-51
6174468N2
33000.000000000000
PA
USD
50128.420000000000
0.0210140019
Long
DBT
CORP
US
N
2
2051-03-24
Variable
5.5970000000000000
N
N
N
N
N
N
BRINK'S CO (THE)
XFP140TFNOQMIVFTVQ13
BRINK'S CO 144A LIFE SR UNSEC 5.5% 07-15-25
109696AB0
500000.000000000000
PA
USD
510515.000000000000
0.2140096010
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
5.50000000
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
25712.500000000000
0.0107787663
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
6.37500000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS INC
549300YQDE2JSGTL8V47
UNIVISION COMM 144A LIFE SR SEC 1ST LIEN 5.125% 02-15-25
914906AS1
150000.000000000000
PA
USD
141750.750000000000
0.0594223900
Long
DBT
CORP
US
Y
2
2025-02-15
Fixed
5.12500000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
MASTERCARD SR UNSEC 3.85% 03-26-50
57636QAQ7
100000.000000000000
PA
USD
125346.300000000000
0.0525455896
Long
DBT
CORP
US
N
2
2050-03-26
Fixed
3.85000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL INC
225YDZ14ZO8E1TXUSU86
MARRIOTT INTL SR UNSEC 5.75% 05-01-25
571903BD4
227000.000000000000
PA
USD
247647.470000000000
0.1038146504
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.75000000
N
N
N
N
N
N
UNITED RENTALS (NORTH AMERICA) INC
NGIZXNT70J2LYT3FBI09
UNITED RENTALS SR UNSEC 5.875% 09-15-26
911365BE3
130000.000000000000
PA
USD
136384.950000000000
0.0571730287
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.87500000
N
N
N
N
N
N
UNITED RENTALS (NORTH AMERICA) INC
NGIZXNT70J2LYT3FBI09
UNITED RENTALS SR UNSEC 4.625% 10-15-25
911365BH6
125000.000000000000
PA
USD
125871.250000000000
0.0527656504
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.62500000
N
N
N
N
N
N
MATCH GROUP INC
549300BIJKT86CPCKK96
MATCH GROUP 144A LIFE SR UNSEC 4.625% 06-01-28
57665RAN6
150000.000000000000
PA
USD
152328.750000000000
0.0638567231
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
4.62500000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI INC 144A LIFE SR UNSEC 3.875% 02-15-31
55354GAL4
400000.000000000000
PA
USD
408750.000000000000
0.1713493715
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.87500000
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
50609.250000000000
0.0212155674
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
480000.000000000000
PA
USD
489120.000000000000
0.2050407452
Long
DBT
CORP
US
Y
2
2026-11-01
Fixed
8.00000000
N
N
N
N
N
N
UNITED RENTALS (NORTH AMERICA) INC
NGIZXNT70J2LYT3FBI09
UNITED RENTALS SR UNSEC 6.5% 12-15-26
911365BK9
10000.000000000000
PA
USD
10519.000000000000
0.0044096001
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
6.50000000
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
45927.070000000000
0.0192527818
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
4.45000000
N
N
N
N
N
N
INTERNATIONAL GAME TECHNOLOGY PLC
549300UQ6KHRCZDRGZ76
INTL GAME TECH 144A LIFE SR SEC 1ST LIEN 6.5% 02-15-25
460599AC7
400000.000000000000
PA
USD
410250.000000000000
0.1719781766
Long
DBT
CORP
GB
Y
2
2025-02-15
Fixed
6.50000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300DK79J32SE1QE52
CENOVUS ENERGY INC SR UNSEC 3.0% 08-15-22
15135UAG4
6000.000000000000
PA
USD
5749.460000000000
0.0024101929
Long
DBT
CORP
CA
N
2
2022-08-15
Fixed
3.00000000
N
N
N
N
N
N
PARAGUAY REPUBLIC OF (GOVERNMENT)
529900UXKJTJPCU0HK83
PARAGUAY REP OF 144A 4.7% 03-27-27
699149AD2
400000.000000000000
PA
USD
438428.000000000000
0.1837904887
Long
DBT
NUSS
PY
Y
2
2027-03-27
Fixed
4.70000000
N
N
N
N
N
N
ARGENTINA REPUBLIC OF GOVERNMENT
549300KPBYGYF7HCHO27
ARGENTINA REP OF 6.875% 01-26-27
040114HL7
570000.000000000000
PA
USD
231277.500000000000
0.0969523040
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
167206.000000000000
0.0700933163
Long
DBT
NUSS
AR
N
2
2022-01-26
Fixed
5.62500000
N
N
N
N
N
N
SRI LANKA (DEMOCRATIC SOCIALIST REPUBLIC OF)
254900HXCCIOHM74FA02
SRI LANKA REP OF REG S 6.2% 05-11-27
N/A
700000.000000000000
PA
USD
460287.100000000000
0.1929538968
Long
DBT
NUSS
LK
Y
2
2027-05-11
Fixed
6.20000000
N
N
N
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
RUSSIAN FEDERATION REG S 5.25% 06-23-47
N/A
400000.000000000000
PA
USD
529000.000000000000
0.2217585750
Long
DBT
NUSS
RU
Y
2
2047-06-23
Fixed
5.25000000
N
N
N
N
N
N
ARGENTINA REPUBLIC OF GOVERNMENT
549300KPBYGYF7HCHO27
ARGENTINA REP OF 5.875% 01-11-28
040114HQ6
979000.000000000000
PA
USD
396064.240000000000
0.1660314584
Long
DBT
NUSS
AR
N
2
2028-01-11
Fixed
5.87500000
N
N
N
N
N
N
ARGENTINA REPUBLIC OF GOVERNMENT
549300KPBYGYF7HCHO27
ARGENTINA REP OF 4.625% 01-11-23
040114HP8
210000.000000000000
PA
USD
88650.450000000000
0.0371625661
Long
DBT
NUSS
AR
N
2
2023-01-11
Fixed
4.62500000
N
N
N
N
N
N
KENYA (REPUBLIC OF)
549300VVURQQYU45PR87
KENYA GOVT REG S 7.25% 02-28-28
N/A
760000.000000000000
PA
USD
753570.400000000000
0.3158992402
Long
DBT
NUSS
KE
Y
2
2028-02-28
Fixed
7.25000000
N
N
N
N
N
N
KENYA (REPUBLIC OF)
549300VVURQQYU45PR87
KENYA GOVT REG S 8.25% 02-28-48
N/A
200000.000000000000
PA
USD
197785.000000000000
0.0829121357
Long
DBT
NUSS
KE
Y
2
2048-02-28
Fixed
8.25000000
N
N
N
N
N
N
SENEGAL (REPUBLIC OF)
549300NP14ZLQGWIUZ97
REPUBLIC OF SENEGAL EUR 144A LIFE 4.75% 03-13-28
N/A
200000.000000000000
PA
217869.120000000000
0.0913314662
Long
DBT
NUSS
SN
Y
2
2028-03-13
Fixed
4.75000000
N
N
N
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
RUSSIAN FEDERATION REG S 4.375% 03-21-29
N/A
600000.000000000000
PA
USD
683250.000000000000
0.2864206926
Long
DBT
NUSS
RU
Y
2
2029-03-21
Fixed
4.37500000
N
N
N
N
N
N
PANAMA REPUBLIC OF (GOVERNMENT)
549300SHS4T08CL0LP14
PANAMA GLOBAL SF 4.5% 04-16-50
698299BH6
400000.000000000000
PA
USD
492200.000000000000
0.2063318915
Long
DBT
NUSS
PA
N
2
2050-04-16
Fixed
4.50000000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
MOLINA HEALTHCARE 144A LIFE SR UNSEC 4.375% 06-15-28
60855RAJ9
715000.000000000000
PA
USD
718128.130000000000
0.3010417217
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
4.37500000
N
N
N
N
N
N
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP
549300U6G4UOCMLQK204
MGM GROWTH PROPERTIES 144A LIFE SR UNSEC 4.625% 06-15-25
55303XAK1
325000.000000000000
PA
USD
319744.750000000000
0.1340380721
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
4.62500000
N
N
N
N
N
N
ROMANIA (REPUBLIC OF)
315700IASY927EDWBK92
ROMANIA GOVT BOND 144A 5.125% 06-15-48
77586RAF7
300000.000000000000
PA
USD
356130.000000000000
0.1492908910
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
200000.000000000000
PA
USD
237420.000000000000
0.0995272606
Long
DBT
NUSS
RO
Y
2
2048-06-15
Fixed
5.12500000
N
N
N
N
N
N
MERITOR INC
5LTG829X630QFHTFBO82
MERITOR 144A SR UNSEC 6.25% 06-01-25
59001KAG5
500000.000000000000
PA
USD
506875.000000000000
0.2124837008
Long
DBT
CORP
US
Y
2
2025-06-01
Fixed
6.25000000
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
25485.630000000000
0.0106836616
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
7.75000000
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
35343.970000000000
0.0148163108
Long
DBT
NUSS
RO
Y
2
2034-04-03
Fixed
3.50000000
N
N
N
N
N
N
PANAMA REPUBLIC OF (GOVERNMENT)
549300SHS4T08CL0LP14
PANAMA GLOBAL 7.125% 01-29-26
698299AV6
200000.000000000000
PA
USD
253714.000000000000
0.1063577601
Long
DBT
NUSS
PA
N
2
2026-01-29
Fixed
7.12500000
N
N
N
N
N
N
COMM MORTGAGE TRUST COMM_12-CR2
N/A
COMM 12-CR2 AM 3.791% 08-15-45/07-15-22
12624KAF3
85000.000000000000
PA
USD
87276.390000000000
0.0365865555
Long
ABS-CBDO
CORP
US
N
2
2045-08-15
Fixed
3.79100000
N
N
N
N
N
N
COMM MORTGAGE TRUST COMM_12-LC4
N/A
COMM 12-LC4 AM 4.063% 12-10-44/02-11-22
126192AE3
600000.000000000000
PA
USD
614525.400000000000
0.2576111097
Long
ABS-CBDO
CORP
US
N
2
2044-12-10
Fixed
4.06300000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX CORP SR UNSEC 4.5% 03-15-49
126408HP1
25000.000000000000
PA
USD
32126.780000000000
0.0134676540
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.50000000
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
15987.150000000000
0.0067018669
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
6.87500000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC AND GAS COMPANY
549300RUHPVD434XUK18
PUB SVC EL & GAS SEC 2.45% 01-15-30
74456QCB0
50000.000000000000
PA
USD
53919.450000000000
0.0226032144
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
2.45000000
N
N
N
N
N
N
PRIME SECURITY SERVICES BORROWER LLC
549300O6QPZVWXV2DC15
PRIME SECURITY SERVICES 144A LIFE SEC 6.25% 01-15-28
74166MAE6
74000.000000000000
PA
USD
69907.060000000000
0.0293052741
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
COMSTOCK RESOURCES INC
I03QQGEA4SS774AURI46
COMSTOCK RESOURCES SR UNSEC 9.75% 08-15-26
205677AB3
640000.000000000000
PA
USD
600540.800000000000
0.2517487184
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
9.75000000
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
9058.100000000000
0.0037971859
Long
DBT
CORP
US
Y
2
2029-07-15
Fixed
5.25000000
N
N
N
N
N
N
PARTNERS HEALTHCARE SYSTEM INC
5493007Z86EDN0QFYU66
PARTNERS HEALTHCARE SYSTEM INC 3.192% 07-01-49
70213HAE8
42000.000000000000
PA
USD
44795.230000000000
0.0187783107
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
3.19200000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC 144A LIFE SR UNSEC 4.625% 04-15-30
737446AQ7
1246000.000000000000
PA
USD
1225004.900000000000
0.5135261645
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
4.62500000
N
N
N
N
N
N
PROGRESSIVE CORP (THE)
529900TACNVLY9DCR586
PROGRESSIVE SR UNSEC 3.2% 03-26-30
743315AW3
30000.000000000000
PA
USD
34126.890000000000
0.0143061068
Long
DBT
CORP
US
N
2
2030-03-26
Fixed
3.20000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC SR UNSEC 3.625% 03-19-50
713448EU8
50000.000000000000
PA
USD
60978.950000000000
0.0255625805
Long
DBT
CORP
US
N
2
2050-03-19
Fixed
3.62500000
N
N
N
N
N
N
PROCTER & GAMBLE CO
2572IBTT8CCZW6AU4141
PROCTER & GAMBLE CO SR UNSEC 3.6% 03-25-50
742718FK0
25000.000000000000
PA
USD
31213.500000000000
0.0130848039
Long
DBT
CORP
US
N
2
2050-03-25
Fixed
3.60000000
N
N
N
N
N
N
PHILIP MORRIS INTERNATIONAL
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTL INC SR UNSEC 2.1% 05-01-30
718172CP2
124000.000000000000
PA
USD
127902.400000000000
0.0536171152
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.10000000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
NEWELL RUBBERMAID SR UNSEC 4.7% 04-01-26
651229AW6
200000.000000000000
PA
USD
210072.000000000000
0.0880628873
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
4.70000000
N
N
N
N
N
N
ALTICE FRANCE SA (FRANCE)
5493001ZMCICV4N02J21
ALTICE (NUMERICABLE GRP SA) 144A LIFE SR SEC 1ST LIEN 7.375% 05-01-26
67054KAA7
400000.000000000000
PA
USD
417996.000000000000
0.1752253258
Long
DBT
CORP
FR
Y
2
2026-05-01
Fixed
7.37500000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PAYPAL HOLDINGS INC SR UNSEC 2.3% 06-01-30
70450YAH6
46000.000000000000
PA
USD
47906.700000000000
0.0200826494
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.30000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE BV
549300FNENFFSMO3GT38
PETROBRAS SR UNSEC 5.6% 01-03-31
71647NBH1
1800000.000000000000
PA
USD
1809675.000000000000
0.7586218323
Long
DBT
CORP
NL
N
2
2031-01-03
Fixed
5.60000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC SR UNSEC 7.25% 05-15-26
629377CA8
325000.000000000000
PA
USD
343627.380000000000
0.1440497507
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
7.25000000
N
N
N
N
N
N
NOBLE ENERGY INC
02VFQXG2D1LR5ZH3K186
NOBLE ENERGY INC SR UNSEC 4.95% 08-15-47
655044AN5
420000.000000000000
PA
USD
374898.720000000000
0.1571588014
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.95000000
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
96195.300000000000
0.0403253925
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.30000000
N
N
N
N
N
N
UNITED RENTALS (NORTH AMERICA) INC
NGIZXNT70J2LYT3FBI09
UNITED RENTALS SR UNSEC 5.25% 01-15-30
911365BL7
65000.000000000000
PA
USD
67262.980000000000
0.0281968669
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.25000000
N
N
N
N
N
N
COMM MORTGAGE TRUST COMM_14-CR19
N/A
COMM 14-CR19 AM 4.08% 08-10-47/08-12-24
12592GBF9
500000.000000000000
PA
USD
531864.000000000000
0.2229591734
Long
ABS-CBDO
CORP
US
N
2
2047-08-10
Fixed
4.08000000
N
N
N
N
N
N
COMM MORTGAGE TRUST COMM_12-CR4
N/A
COMM 12-CR4 AM 3.251% 10-15-45/22
12624QAT0
55000.000000000000
PA
USD
56004.580000000000
0.0234773079
Long
ABS-CBDO
CORP
US
N
2
2045-10-15
Fixed
3.25100000
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
20827.880000000000
0.0087311172
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
62634.420000000000
0.0262565590
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
2.55000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC (THE)
D71FAKCBLFS2O0RBPG08
WILLIAMS COS SR UNSEC 3.5% 11-15-30
969457BX7
257000.000000000000
PA
USD
270919.630000000000
0.1135704180
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
3.50000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO DISTRIB 144A SR UNSEC 7.25% 06-15-28
95081QAP9
865000.000000000000
PA
USD
914365.550000000000
0.3833051067
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
7.25000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTIONS INC
549300HALRZ339MSTH85
CATALENT PHARMA 144A LIFE SR UNSEC 5.0% 07-15-27
14879EAE8
455000.000000000000
PA
USD
473118.100000000000
0.1983326950
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.00000000
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
13000.000000000000
PA
USD
15031.970000000000
0.0063014523
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.12500000
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
15970.710000000000
0.0066949752
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.37500000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP SR UNSEC 3.25% 02-05-50
907818FK9
13000.000000000000
PA
USD
14285.280000000000
0.0059884373
Long
DBT
CORP
US
N
2
2050-02-05
Fixed
3.25000000
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
727000.000000000000
PA
USD
743047.070000000000
0.3114878250
Long
ABS-MBS
CORP
US
N
2
2046-04-10
Variable
3.7320000000000000
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_14-GC25
N/A
CGCMT 14-GC25 AS 4.017% 10-10-47/09-12-24
17322YAF7
438000.000000000000
PA
USD
470518.000000000000
0.1972427244
Long
ABS-MBS
CORP
US
N
2
2047-10-10
Fixed
4.01700000
N
N
N
N
N
N
CONSUMERS ENERGY COMPANY
7NKTFWJ1G6MELP9TU740
CONSUMERS ENERGY CO 3.1% 08-15-50
210518DF0
36000.000000000000
PA
USD
40199.040000000000
0.0168515725
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
427000.000000000000
PA
USD
417635.890000000000
0.1750743664
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
ROMANIA (REPUBLIC OF)
315700IASY927EDWBK92
ROMANIA GOVT BOND EUR 144A LIFE 2.0% 01-28-32
N/A
200000.000000000000
PA
210399.190000000000
0.0882000464
Long
DBT
NUSS
RO
Y
2
2032-01-28
Fixed
2.00000000
N
N
N
N
N
N
ROMANIA (REPUBLIC OF)
315700IASY927EDWBK92
ROMANIA GOVT BOND EUR 144A LIFE 2.75% 02-26-26
N/A
100000.000000000000
PA
117171.720000000000
0.0491187782
Long
DBT
NUSS
RO
Y
2
2026-02-26
Fixed
2.75000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
NAVIENT CORP SR UNSEC 6.75% 06-15-26
63938CAJ7
1225000.000000000000
PA
USD
1142085.880000000000
0.4787662331
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.75000000
N
N
N
N
N
N
NABORS INDUSTRIES INC
549300VFQWRKICUFNU92
NABORS INDUSTRIES SR UNSEC 5.75% 02-01-25
62957HAF2
15000.000000000000
PA
USD
6129.680000000000
0.0025695824
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.75000000
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
103222.680000000000
0.0432712938
Long
ABS-MBS
CORP
US
N
2
2047-11-10
Variable
4.6624280000000000
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
334605.120000000000
0.1402675891
Long
ABS-MBS
CORP
US
N
2
2046-10-10
Variable
4.7620000000000000
N
N
N
N
N
N
WPX ENERGY INC
ZXZE9GCS2BB547GJW219
WPX ENERGY INC SR UNSEC 5.875% 06-15-28
98212BAM5
750000.000000000000
PA
USD
720000.000000000000
0.3018264159
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.87500000
N
N
N
N
N
N
WILLIAMS PARTNERS LP
WUURD1P1N0874ONXXO03
WILLIAMS PARTNERS LP SR UNSEC 3.9% 01-15-25
96950FAQ7
5000.000000000000
PA
USD
5477.510000000000
0.0022961906
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
3.90000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP 144A SR UNSEC 2.242% 02-15-25
14448CAF1
36000.000000000000
PA
USD
36949.860000000000
0.0154895053
Long
DBT
CORP
US
Y
2
2025-02-15
Fixed
2.24200000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP 144A SR UNSEC 2.493% 02-15-27
14448CAH7
25000.000000000000
PA
USD
25500.930000000000
0.0106900754
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
2.49300000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COMPANIES 144A LIFE SR UNSEC 6.25% 02-15-29
071734AK3
75000.000000000000
PA
USD
75515.630000000000
0.0316564055
Long
DBT
CORP
CA
Y
2
2029-02-15
Fixed
6.25000000
N
N
N
N
N
N
BANK OF NEW YORK MELLON CORP
WFLLPEPC7FZXENRZV188
BANK OF NEW YORK MELLON PFD SERIES G PRP JR SUB (H) 4.7% 12-31-49/09-20-25
064058AH3
250000.000000000000
PA
USD
260625.000000000000
0.1092548745
Long
DBT
CORP
US
N
2
2049-12-31
Variable
4.7000000000000000
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
350000.000000000000
PA
USD
358652.000000000000
0.1503481218
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMM CCO SEC 4.8% 03-01-50
161175BT0
20000.000000000000
PA
USD
22761.700000000000
0.0095417810
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP 144A SR UNSEC 2.722% 02-15-30
14448CAA2
40000.000000000000
PA
USD
40176.240000000000
0.0168420146
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
2.72200000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITED HEALTH GROUP SR UNSEC 1.25% 01-15-26
91324PDW9
278000.000000000000
PA
USD
283371.240000000000
0.1187901746
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.25000000
N
N
N
N
N
N
CHARLES RIVER LABORATORIES INTERNATIONAL INC
549300BSQ0R4UZ5KX287
CHARLES RIVER LABORATORIES 144A SR UNSEC 4.25% 05-01-28
159864AE7
143000.000000000000
PA
USD
143168.740000000000
0.0600168162
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 2.312% 11-04-22
17308CC46
90000.000000000000
PA
USD
91941.750000000000
0.0385422901
Long
DBT
CORP
US
N
2
2022-11-04
Variable
2.3120000000000000
N
N
N
N
N
N
COMM MORTGAGE TRUST COMM_15-PC1
N/A
COMM 15-PC1 AM FRN 07-10-50/06-12-25
12593GAH5
250000.000000000000
PA
USD
270889.500000000000
0.1135577874
Long
ABS-MBS
CORP
US
N
2
2050-07-10
Variable
4.2900000000000000
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
9842.730000000000
0.0041261054
Long
ABS-CBDO
CORP
US
N
2
2048-10-10
Variable
4.7997600000000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
BOYD GAMING CORP SR UNSEC 144A LIFE 8.625% 06-01-25
103304BS9
500000.000000000000
PA
USD
523437.500000000000
0.2194267564
Long
DBT
CORP
US
Y
2
2025-06-01
Fixed
8.62500000
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
BMC SOFTWARE 144A LIFE 1ST LIEN 7.125% 10-02-25
103186AB8
870000.000000000000
PA
USD
915392.250000000000
0.3837355027
Long
DBT
CORP
US
Y
2
2025-10-02
Fixed
7.12500000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS INC
549300YQDE2JSGTL8V47
UNIVISION COMM 144A LIFE SEC 6.625% 06-01-27
914906AU6
2275000.000000000000
PA
USD
2181156.250000000000
0.9143480187
Long
DBT
CORP
US
Y
2
2027-06-01
Fixed
6.62500000
N
N
N
N
N
N
MILEAGE PLUS HOLDINGS LLC/MILEAGE PLUS INTELLECTUAL PROPERTY ASSETS LTD
N/A
UNITED AIRLINES HOLDINGS 144A LIFE 1ST LIEN SF 6.5% 06-20-27
599191AA1
975000.000000000000
PA
USD
979875.000000000000
0.4107668879
Long
DBT
CORP
US
Y
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
CFCRE COMMERCIAL MORTGAGE TRUST CFCRE_16-C6
N/A
CFCRE 16-C6 AM FRN 11-10-49/11-13-26
12532ABA6
250000.000000000000
PA
USD
263567.500000000000
0.1104883804
Long
ABS-CBDO
CORP
US
N
2
2049-11-10
Variable
3.5020000000000000
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
26958.000000000000
0.0113008841
Long
ABS-CBDO
CORP
US
N
2
2049-10-10
Fixed
3.09100000
N
N
N
N
N
N
CD COMMERCIAL MORTGAGE TRUST CD_17-CD6
N/A
CD 17-CD6 A5 3.456% 11-13-50/10-18-27
125039AF4
10000.000000000000
PA
USD
11200.120000000000
0.0046951279
Long
ABS-MBS
CORP
US
N
2
2050-11-13
Fixed
3.45600000
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
289454.400000000000
0.1213402557
Long
ABS-CBDO
CORP
US
Y
2
2045-10-15
Variable
4.5840000000000000
N
N
N
N
N
N
SENEGAL (REPUBLIC OF)
549300NP14ZLQGWIUZ97
REPUBLIC OF SENEGAL USD REG S 6.25% 07-30-24
N/A
200000.000000000000
PA
USD
210651.200000000000
0.0883056899
Long
DBT
NUSS
SN
Y
2
2024-07-30
Fixed
6.25000000
N
N
N
N
N
N
KAZAKHSTAN (REPUBLIC OF)
5493007OEK8EF02UO833
KAZAKHSTAN REPUBLIC OF REG S 4.875% 10-14-44
N/A
400000.000000000000
PA
USD
509409.600000000000
0.2135462136
Long
DBT
NUSS
KZ
Y
2
2044-10-14
Fixed
4.87500000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP SR UNSEC 2.65% 02-01-30
20030NDA6
200000.000000000000
PA
USD
217640.600000000000
0.0912356698
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
190000.000000000000
PA
USD
194917.960000000000
0.0817102629
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
3.70000000
N
N
N
N
N
N
W R GRACE & CO
5493003X5Z6TVAXIPW56
W R GRACE 144A LIFE SR UNSEC 4.875% 06-15-27
383909AG3
180000.000000000000
PA
USD
183245.400000000000
0.0768170865
Long
DBT
CORP
US
Y
2
2027-06-15
Fixed
4.87500000
N
N
N
N
N
N
WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP (DBA WABTEC CORP)
06BTX5UWZD0GQ5N5Y745
WABTEC SR UNSEC 3.2% 06-15-25
960386AQ3
323000.000000000000
PA
USD
330111.170000000000
0.1383837101
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.20000000
N
N
N
N
N
N
SERBIA (REPUBLIC OF)
254900W94OCY91V32O78
SERBIA 144A LIFE EUR 3.125% 05-15-27
N/A
200000.000000000000
PA
235665.360000000000
0.0987917097
Long
DBT
NUSS
RS
Y
2
2027-05-15
Fixed
3.12500000
N
N
N
N
N
N
TURKEY (REPUBLIC OF)
5493000PCHOG3B6S3Q85
TURKEY REP OF 7.625% 04-26-29
900123CT5
200000.000000000000
PA
USD
211065.800000000000
0.0884794916
Long
DBT
NUSS
TR
N
2
2029-04-26
Fixed
7.62500000
N
N
N
N
N
N
QATAR (STATE OF)
52990074F6OJOAXK4P65
STATE OF QATAR REG S 5.103% 04-23-48
N/A
200000.000000000000
PA
USD
272566.400000000000
0.1142607495
Long
DBT
NUSS
QA
Y
2
2048-04-23
Fixed
5.10300000
N
N
N
N
N
N
SOUTH AFRICA (REPUBLIC OF)
549300KEVMSOSY8T8R35
SOUTH AFRICA REP 5.875% 06-22-30
836205AY0
500000.000000000000
PA
USD
509909.500000000000
0.2137557734
Long
DBT
NUSS
ZA
N
2
2030-06-22
Fixed
5.87500000
N
N
N
N
N
N
NEIMAN MARCUS GROUP LTD LLC
549300VXED5TMJSBCI17
NEIMAN MARCUS / MARIPOSA 144A LIFE 3RD LIEN 8.0% 10-25-24
64021VAA0
90000.000000000000
PA
USD
4500.000000000000
0.0018864151
Long
DBT
CORP
US
Y
2
2024-10-25
Fixed
8.00000000
Y
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NUSTAR LOGISTICS LP SR UNSEC 6.0% 06-01-26
67059TAF2
145000.000000000000
PA
USD
142348.680000000000
0.0596730443
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.00000000
N
N
N
N
N
N
COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES CGCMT_12-GC8
N/A
CGCMT 12-GC8 B 144A LIFE 4.285% 09-10-45/07-12-22
17318UAG9
500000.000000000000
PA
USD
497162.500000000000
0.2084121882
Long
ABS-MBS
CORP
US
Y
2
2045-09-10
Fixed
4.28500000
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
190196.200000000000
0.0797308852
Long
ABS-CBDO
CORP
US
Y
2
2046-08-10
Variable
5.0090000000000000
N
N
N
N
N
N
CASCADES INC.
FPD41G4F3GH7OJ38TS94
CASCADES INC SR UNSEC 144A 5.125% 01-15-26
14739LAA0
100000.000000000000
PA
USD
101812.500000000000
0.0426801416
Long
DBT
CORP
CA
Y
2
2026-01-15
Fixed
5.12500000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY 144A LIFE 2ND LIEN 11.5% 01-01-25
165167DD6
21000.000000000000
PA
USD
2273.780000000000
0.0009531762
Long
DBT
CORP
US
Y
2
2025-01-01
Fixed
11.50000000
Y
N
N
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
BOSTON SCIENTIFIC CORP SR UNSEC 2.65% 06-01-30
101137BA4
150000.000000000000
PA
USD
155999.850000000000
0.0653956606
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.65000000
N
N
N
N
N
N
BWX TECHNOLOGIES INC
549300NP85N265KWMS58
BWX TECHNOLOGIES 144A LIFE SR UNSEC 4.125% 06-30-28
05605HAB6
610000.000000000000
PA
USD
610762.500000000000
0.2560336894
Long
DBT
CORP
US
Y
2
2028-06-30
Fixed
4.12500000
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
228318.750000000000
0.0957119861
Long
ABS-MBS
CORP
US
Y
2
2046-09-10
Variable
5.3868700000000000
N
N
N
N
N
N
COMM MORTGAGE TRUST COMM_12-CR3
N/A
COMM 12-CR3 AM 144A 3.416% 10-15-45/09-16-22
12624PAJ4
500000.000000000000
PA
USD
510172.500000000000
0.2138660239
Long
ABS-CBDO
CORP
US
Y
2
2045-10-15
Fixed
3.41600000
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST SEMT_13-2
N/A
SEMT 13-2 A FRN 02-25-43
81745MAA9
143206.260000000000
PA
USD
144756.180000000000
0.0606822764
Long
ABS-CBDO
CORP
US
N
2
2043-02-25
Variable
1.8740000000000000
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST SEMT_13-1
N/A
SEMT 13-1 2A1 FRN 02-25-43
81744WAC4
104665.240000000000
PA
USD
106577.790000000000
0.0446777672
Long
ABS-CBDO
CORP
US
N
2
2043-02-25
Variable
1.8550000000000000
N
N
N
N
N
N
TURKEY (REPUBLIC OF)
5493000PCHOG3B6S3Q85
TURKEY REP OF 6.0% 01-14-41
900123BJ8
200000.000000000000
PA
USD
173325.000000000000
0.0726584216
Long
DBT
NUSS
TR
N
2
2041-01-14
Fixed
6.00000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY BOND 2.0% 02-15-50
912810SL3
59000.000000000000
PA
USD
67540.250000000000
0.0283130994
Long
DBT
UST
US
N
2
2050-02-15
Fixed
2.00000000
N
N
N
N
N
N
SRI LANKA (DEMOCRATIC SOCIALIST REPUBLIC OF)
254900HXCCIOHM74FA02
SRI LANKA REP OF REG S 7.55% 03-28-30
N/A
600000.000000000000
PA
USD
394546.200000000000
0.1653950909
Long
DBT
NUSS
LK
Y
2
2030-03-28
Fixed
7.55000000
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
73923.360000000000
0.0309889206
Long
ABS-MBS
CORP
US
Y
2
2046-01-10
Variable
4.4622300000000000
N
N
N
N
N
N
WMG ACQUISITION CORP
549300NAS11NXI33CP80
WARNER MUSIC 144A LIFE SEC 3.875% 07-15-30
92933BAQ7
225000.000000000000
PA
USD
227823.750000000000
0.0955044804
Long
DBT
CORP
US
Y
2
2030-07-15
Fixed
3.87500000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY SR UNSEC 2.6% 12-01-29
98389BAW0
50000.000000000000
PA
USD
53851.500000000000
0.0225747295
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.60000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
CALPINE CORP 144A LIFE SR UNSEC 5.125% 03-15-28
131347CN4
90000.000000000000
PA
USD
88166.250000000000
0.0369595878
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
5.12500000
N
N
N
N
N
N
CENTURYLINK INC
8M3THTGWLTYZVE6BBY25
CENTURYLINK 144A LIFE SEC 4.0% 02-15-27
156700BC9
365000.000000000000
PA
USD
354128.480000000000
0.1484518471
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
4.00000000
N
N
N
N
N
N
NEIMAN MARCUS GROUP LTD LLC
549300VXED5TMJSBCI17
NEIMAN MARCUS GROUP DIP BACKSTOP (UNFUNDED) 6.75% 12-04-20
N/A
4883.030000000000
PA
USD
4883.030000000000
0.0020469826
Long
DBT
CORP
US
N
2
2020-12-04
Fixed
0.00000000
Y
N
N
N
N
N
NEIMAN MARCUS GROUP LTD LLC
549300VXED5TMJSBCI17
NEIMAN MARCUS GROUP EXIT BACKSTOP (UNFUNDED) 0.0% 12-04-20
N/A
33889.600000000000
PA
USD
33889.600000000000
0.0142066340
Long
DBT
CORP
US
N
2
2020-12-04
Fixed
0.00000000
Y
N
N
N
N
N
SEQUOIA MORTGAGE TRUST SEMT_17-2
N/A
SEMT 17-2 A4 144A FRN 02-25-47
81746KAD6
111744.870000000000
PA
USD
114571.570000000000
0.0480287866
Long
ABS-CBDO
CORP
US
Y
2
2047-02-25
Variable
3.5000000000000000
N
N
N
N
N
N
STARWOOD MORTGAGE RESIDENTIAL STAR_20-2
N/A
STAR 20-2 A1 144A FRN 04-25-60
85573DAA7
200000.000000000000
PA
USD
200537.200000000000
0.0840658671
Long
ABS-CBDO
CORP
US
Y
2
2060-04-25
Variable
2.7180000000000000
N
N
N
N
N
N
COMM MORTGAGE TRUST COMM_13-CR7
549300FVY7JUBJ0PIH53
COMM 13-CR7 AM 144A 3.314% 03-10-46/04-12-23
12625FAS5
560000.000000000000
PA
USD
577704.960000000000
0.2421758577
Long
ABS-CBDO
CORP
US
Y
2
2046-03-10
Fixed
3.31400000
N
N
N
N
N
N
CASCADE FUNDING MORTGAGE TRUST CFMT_19-HB1
N/A
CFMT 19-HB1 A 144A FRN 12-25-29/02-25-22
12529BAA0
526545.390000000000
PA
USD
530046.390000000000
0.2221972252
Long
ABS-CBDO
CORP
US
Y
2
2029-12-25
Variable
2.3861000000000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL HOLDINGS INC
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAPITAL SR UNSEC 2.25% 06-01-30
65339KBR0
110000.000000000000
PA
USD
113245.220000000000
0.0474727762
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.25000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NORWEGIAN CRUISE LINES 144A LIFE SR UNSEC 12.25% 05-15-24
62886HAR2
290000.000000000000
PA
USD
304594.250000000000
0.1276869316
Long
DBT
CORP
US
Y
2
2024-05-15
Fixed
12.25000000
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
68377.000000000000
PA
USD
20513.100000000000
0.0085991604
Long
DBT
CORP
US
Y
2
2024-04-25
Fixed
14.00000000
Y
N
N
N
N
N
NEXSTAR ESCROW CORP
5493006PK6I4I2OOT688
NEXSTAR ESCROW CORP 144A LIFE 1ST LIEN 5.625% 07-15-27
65343HAA9
70000.000000000000
PA
USD
70177.100000000000
0.0294184758
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.62500000
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CHARTER COMM CCO 144A SR UNSEC 4.5% 08-15-30
1248EPCE1
410000.000000000000
PA
USD
419903.550000000000
0.1760249771
Long
DBT
CORP
US
Y
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
CCCI TREASURE LTD
222100QYJA4A1WYR6697
CCCI TREASURE REG S PRP SUB (H) 3.425% 12-31-49/24
N/A
200000.000000000000
PA
USD
198580.000000000000
0.0832454023
Long
DBT
CORP
HK
Y
2
2049-12-31
Variable
3.4250000000000000
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
24880.400000000000
0.0104299472
Long
ABS-MBS
CORP
US
Y
2
2046-03-10
Variable
3.6487000000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST VERUS_20-2
N/A
VERUS 20-2 A1 144A FRN 05-25-60
92537UAA0
500000.000000000000
PA
USD
505118.500000000000
0.2117473701
Long
ABS-CBDO
CORP
US
Y
2
2060-05-25
Variable
2.2260000000000000
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
41005.360000000000
0.0171895845
Long
ABS-CBDO
CORP
US
N
2
2045-04-15
Fixed
4.69700000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_13-C16
N/A
WFRBS 13-C16 B FRN 09-15-46/23
92938EBF9
251000.000000000000
PA
USD
234254.790000000000
0.0982003940
Long
ABS-CBDO
CORP
US
N
2
2046-09-15
Variable
5.1999600000000000
N
N
N
N
N
N
NORTHERN STATES POWER COMPANY (MINNESOTA)
3S1GHB0TEH85KX44SB51
NORTHERN STATES POWER CO SEC 1ST LIEN 2.9% 03-01-50
665772CR8
6000.000000000000
PA
USD
6585.260000000000
0.0027605631
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
2.90000000
N
N
N
N
N
N
NOBLE ENERGY INC
02VFQXG2D1LR5ZH3K186
NOBLE ENERGY INC SR UNSEC 4.2% 10-15-49
655044AR6
17000.000000000000
PA
USD
14127.580000000000
0.0059223289
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
4.20000000
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
103983.330000000000
0.0435901608
Long
ABS-CBDO
CORP
US
N
2
2058-09-15
Variable
4.6872300000000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_11-C5
N/A
WFRBS 11-C5 B 144A FRN 11-15-44
92936JAG9
500000.000000000000
PA
USD
507669.500000000000
0.2128167579
Long
ABS-CBDO
CORP
US
Y
2
2044-11-15
Variable
5.8445100000000000
N
N
N
N
N
N
VERUS 2019-1
N/A
VERUS 19-1 A1 144A FRN 02-25-59
92537DAA8
173464.910000000000
PA
USD
177051.990000000000
0.0742207883
Long
ABS-CBDO
CORP
US
Y
2
2059-02-25
Variable
3.8360000000000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_14-C22
N/A
WFRBS 14-C22 AS FRN 09-15-57/09-17-24
92890KBC8
100000.000000000000
PA
USD
106395.100000000000
0.0446011829
Long
ABS-MBS
CORP
US
N
2
2057-09-15
Variable
4.0690000000000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY SR UNSEC 3.5% 12-01-49
98389BAX8
40000.000000000000
PA
USD
44806.600000000000
0.0187830771
Long
DBT
CORP
US
N
2
2049-12-01
Fixed
3.50000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
YUM! BRANDS INC SR UNSEC 144A LIFE 7.75% 04-01-25
988498AM3
88000.000000000000
PA
USD
95095.000000000000
0.0398641431
Long
DBT
CORP
US
Y
2
2025-04-01
Fixed
7.75000000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
CLEVELAND-CLIFFS INC 144A LIFE SEC 6.75% 03-15-26
185899AG6
260000.000000000000
PA
USD
251550.000000000000
0.1054506041
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
6.75000000
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CHARTER COMM CCO 144A SR UNSEC 4.5% 05-01-32
1248EPCJ0
235000.000000000000
PA
USD
238231.250000000000
0.0998673394
Long
DBT
CORP
US
Y
2
2032-05-01
Fixed
4.50000000
N
N
N
N
N
N
NEWCREST FINANCE PTY LTD
549300I0XDZ4K7PDSS04
NEWCREST MINING 144A LIFE SR UNSEC 4.2% 05-13-50
65120FAE4
15000.000000000000
PA
USD
16806.830000000000
0.0070454795
Long
DBT
CORP
AU
Y
2
2050-05-13
Fixed
4.20000000
N
N
N
N
N
N
NEWCREST FINANCE PTY LTD
549300I0XDZ4K7PDSS04
NEWCREST MINING 144A LIFE SR UNSEC 3.25% 05-13-30
65120FAD6
62000.000000000000
PA
USD
66333.920000000000
0.0278074018
Long
DBT
CORP
AU
Y
2
2030-05-13
Fixed
3.25000000
N
N
N
N
N
N
YARA INTERNATIONAL ASA
213800WKOUWXWFJ5Z514
YARA INTERNATIONAL 144A LIFE SR UNSEC 3.148% 06-04-30
984851AG0
39000.000000000000
PA
USD
40628.870000000000
0.0170317586
Long
DBT
CORP
NO
Y
2
2030-06-04
Fixed
3.14800000
N
N
N
N
N
N
ZIGGO SECURED FINANCE BV
N/A
ZIGGO 144A LIFE SR SEC 1ST LIEN 5.5% 01-15-27
98954NAA7
1120000.000000000000
PA
USD
1140311.200000000000
0.4780222813
Long
DBT
CORP
NL
Y
2
2027-01-15
Fixed
5.50000000
N
N
N
N
N
N
NOBLE ENERGY INC
02VFQXG2D1LR5ZH3K186
NOBLE ENERGY INC SR UNSEC 3.25% 10-15-29
655044AQ8
163000.000000000000
PA
USD
147479.790000000000
0.0618240228
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
458000.000000000000
PA
USD
490545.480000000000
0.2056383112
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
4.87500000
N
N
N
N
N
N
CREDIT ACCEPTANCE CORP
N/A
CREDIT ACCEPTANCE CORP SR UNSEC 6.625% 03-15-26
225310AM3
15000.000000000000
PA
USD
15126.380000000000
0.0063410293
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.62500000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORPORATION SR UNSEC 3.75% 04-01-40
20030NDH1
15000.000000000000
PA
USD
17706.590000000000
0.0074226619
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.75000000
N
N
N
N
N
N
ZIGGO BOND COMPANY BV
213800JYI4P7V5QDOG59
ZIGGO BOND CO BV 144A LIFE SR UNSEC 5.125% 02-28-30
98953GAD7
100000.000000000000
PA
USD
99392.000000000000
0.0416654599
Long
DBT
CORP
NL
Y
2
2030-02-28
Fixed
5.12500000
N
N
N
N
N
N
FRONT RANGE BIDCO INC
N/A
FRONT RANGE BIDCO 144A LIFE SR UNSEC 6.125% 03-01-28
98919VAB1
1270000.000000000000
PA
USD
1237259.400000000000
0.5186632920
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
6.12500000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG 144A SR UNSEC 4.194% 04-01-31
225401AP3
400000.000000000000
PA
USD
457402.000000000000
0.1917444532
Long
DBT
CORP
CH
Y
2
2031-04-01
Variable
4.1940000000000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP 144A LIFE SR SEC 1ST LIEN 11.5% 04-01-23
143658BC5
985000.000000000000
PA
USD
1066201.430000000000
0.4469552170
Long
DBT
CORP
US
Y
2
2023-04-01
Fixed
11.50000000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
NUTRIEN LTD SR UNSEC 2.95% 05-13-30
67077MAW8
21000.000000000000
PA
USD
22299.440000000000
0.0093480001
Long
DBT
CORP
CA
N
2
2030-05-13
Fixed
2.95000000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
NEWELL RUBBERMAID SR UNSEC 4.875% 06-01-25
651229BB1
200000.000000000000
PA
USD
209831.000000000000
0.0879618593
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.87500000
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
40998.320000000000
0.0171866333
Long
ABS-CBDO
CORP
US
Y
2
2045-10-15
Variable
4.9178300000000000
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
36067.480000000000
0.0151196086
Long
ABS-CBDO
CORP
US
Y
2
2045-05-15
Variable
4.1900000000000000
N
N
N
N
N
N
CITGO PETROLEUM CORPORATION
YX52P86PXMLYDOTUQ225
CITGO PETROLEUM 144A LIFE SEC 7.0% 06-15-25
17302XAK2
1000000.000000000000
PA
USD
1003750.000000000000
0.4207753680
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
7.00000000
N
N
N
N
N
N
EMPRESAS PUBLICAS DE MEDELLIN ESP
549300SU25TO8EMXB434
EMPRESAS PUBLICAS DE MEDELLIN COP SR UNSEC 144A LIFE 4.25% 07-18-29
29246BAE8
500000.000000000000
PA
USD
502717.500000000000
0.2107408628
Long
DBT
CORP
CO
Y
2
2029-07-18
Fixed
4.25000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMM CCO SEC 1ST LIEN 2.8% 04-01-31
161175BU7
263000.000000000000
PA
USD
267204.580000000000
0.1120130565
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.80000000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
CLEVELAND-CLIFFS INC 144A LIFE SEC 9.875% 10-17-25
185899AJ0
145000.000000000000
PA
USD
152369.630000000000
0.0638738602
Long
DBT
CORP
US
Y
2
2025-10-17
Fixed
9.87500000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
NOVELIS 144A LIFE SR UNSEC 4.75% 01-30-30
670001AE6
155000.000000000000
PA
USD
148409.400000000000
0.0622137185
Long
DBT
CORP
US
Y
2
2030-01-30
Fixed
4.75000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
NAVIENT CORP SR UNSEC 5.0% 03-15-27
63938CAK4
610000.000000000000
PA
USD
513738.950000000000
0.2153610917
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
CLEVELAND-CLIFFS INC SR UNSEC 5.875% 06-01-27
185899AH4
15000.000000000000
PA
USD
12419.100000000000
0.0052061284
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.87500000
N
N
N
N
N
N
CEDAR FAIR LP/CANADAS WONDERLAND CO/MAGNUM MANAGEMENT CORP/MILLENNIUM OPERATIONS LLC
N/A
CEDAR FAIR 144A LIFE 1ST LIEN 5.5% 05-01-25
150190AF3
115000.000000000000
PA
USD
116078.130000000000
0.0486603416
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
5.50000000
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_20-GC46
N/A
CGCMT 20-GC46 A5 2.717% 02-15-53/30
17328RAZ2
50000.000000000000
PA
USD
54282.800000000000
0.0227555319
Long
ABS-MBS
CORP
US
N
2
2053-02-18
Fixed
2.71700000
N
N
N
N
N
N
CASCADE FUNDING MORTGAGE TRUST CFMT_20-HB2
N/A
CFMT 20-HBA A 144A FRN 04-25-30/07-25-22
12529EAA4
133364.910000000000
PA
USD
134917.680000000000
0.0565579442
Long
ABS-CBDO
CORP
US
Y
2
2030-04-25
Variable
3.4047000000000000
N
N
N
N
N
N
WELLS FARGO MORTGAGE BACKED SECURITIES TRUST WFMBS_20-1
N/A
WFMBS 20-1 A3 144A FRN 12-25-49/02-25-27
95002KAC7
153086.400000000000
PA
USD
156430.730000000000
0.0655762869
Long
ABS-CBDO
CORP
US
Y
2
2049-12-25
Variable
3.0000000000000000
N
N
N
N
N
N
WELLS FARGO MORTGAGE BACKED SECURITIES TRUST WFMBS_19-4
N/A
WFMBS 19-4 A3 144A 09-25-49/11-02-26
95002FAC8
190407.480000000000
PA
USD
194357.480000000000
0.0814753078
Long
ABS-CBDO
CORP
US
Y
2
2049-09-25
Variable
3.5000000000000000
N
N
N
N
N
N
COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES WFRBS_12-C10
N/A
WFRBS 12-C10 AS 3.241% 12-15-45/12-16-22
92890NAW9
740000.000000000000
PA
USD
736763.980000000000
0.3088539326
Long
ABS-CBDO
CORP
US
N
2
2045-12-15
Fixed
3.24100000
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
26770.500000000000
0.0112222834
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
239772.240000000000
0.1005133276
Long
ABS-CBDO
CORP
US
N
2
2045-03-15
Variable
4.3425900000000000
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
200000.000000000000
PA
USD
165522.000000000000
0.0693873778
Long
ABS-MBS
CORP
US
N
2
2045-06-15
Variable
4.9660500000000000
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
45748.080000000000
0.0191777486
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
124212.600000000000
0.0520703387
Long
DBT
CORP
US
Y
2
2023-08-15
Fixed
5.87500000
N
N
N
N
N
N
NGL ENERGY PARTNERS LP / NGL ENERGY FINANCE CORP
N/A
NGL ENERGY PARTNERS SR UNSEC 7.5% 04-15-26
62913TAP7
150000.000000000000
PA
USD
114351.000000000000
0.0479363229
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
NOVARTIS CAPITAL CORP
5493002KF87V5RSRQS84
NOVARTIS CAPITAL CORP SR UNSEC 1.75% 02-14-25
66989HAP3
41000.000000000000
PA
USD
42903.020000000000
0.0179850899
Long
DBT
CORP
US
N
2
2025-02-14
Fixed
1.75000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
CONSTELLATION BRANDS SR UNSEC 2.875% 05-01-30
21036PBF4
40000.000000000000
PA
USD
42479.440000000000
0.0178075238
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.87500000
N
N
N
N
N
N
CLEAR CHANNEL WORLDWIDE HOLDINGS INC
N/A
CLEAR CHANNEL WORLDWIDE SR UNSEC 9.25% 02-15-24
18451QAP3
225000.000000000000
PA
USD
209302.880000000000
0.0877404696
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
9.25000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORP SR UNSEC 4.25% 12-15-27
15135BAR2
465000.000000000000
PA
USD
480914.630000000000
0.2016010266
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORP SR UNSEC 3.375% 02-15-30
15135BAV3
644000.000000000000
PA
USD
651261.100000000000
0.2730108384
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.37500000
N
N
N
N
N
N
WELLS FARGO MORTGAGE BACKED SECURITIES TRUST WFMBS_19-2
N/A
WFMBS 19-2 A3 144A FRN 04-25-49
95002JAC0
61501.780000000000
PA
USD
61888.010000000000
0.0259436615
Long
ABS-CBDO
CORP
US
Y
2
2049-04-25
Variable
4.0000000000000000
N
N
N
N
N
N
BROWARD CNTY FLA
N/A
BROWARD CO FL ARPT 19C TAXABLE SF 3.477% 10-01-43
114894ZW1
75000.000000000000
PA
USD
75042.000000000000
0.0314578582
Long
DBT
MUN
US
N
2
2043-10-01
Fixed
3.47700000
N
N
N
N
N
N
NOVARTIS CAPITAL CORP
5493002KF87V5RSRQS84
NOVARTIS CAPITAL CORP SR UNSEC 2.0% 02-14-27
66989HAQ1
24000.000000000000
PA
USD
25458.140000000000
0.0106721377
Long
DBT
CORP
US
N
2
2027-02-14
Fixed
2.00000000
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN SR UNSEC 5.15% 05-01-40
666807BT8
30000.000000000000
PA
USD
40055.190000000000
0.0167912701
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.15000000
N
N
N
N
N
N
CASCADE FUNDING MORTGAGE TRUST CFMT_20-HB3
N/A
CFMT 20-HB3 A 144A FRN 05-25-30
12529FAA1
247916.640000000000
PA
USD
250179.380000000000
0.1048760356
Long
ABS-CBDO
CORP
US
Y
2
2030-05-25
Variable
2.8115000000000000
N
N
N
N
N
N
COLT FUNDING LLC COLT_19-1
N/A
COLT 19-1 A1 144A FRN 03-25-49
19687XAA5
89214.460000000000
PA
USD
90343.110000000000
0.0378721349
Long
ABS-CBDO
CORP
US
Y
2
2049-03-25
Variable
3.7050000000000000
N
N
N
N
N
N
CHICAGO IL BRD ED
54930099NR6T9V7LVB43
CHICAGO IL BOE GO 18A 5.0% 12-01-34
167505VA1
150000.000000000000
PA
USD
161386.500000000000
0.0676537623
Long
DBT
MUN
US
N
2
2034-12-01
Fixed
5.00000000
N
N
N
N
N
N
ILLINOIS (STATE OF)
54930048FV8RWPR02D67
IL ST GO 5.125% 05-01-22
4521526E6
500000.000000000000
PA
USD
520130.000000000000
0.2180402413
Long
DBT
MUN
US
N
2
2022-05-01
Fixed
5.12500000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_13-C14
549300GADFYEKC4OLM57
WFRBS 13-C14 AS 3.488% 06-15-46/05-17-23
92890PAG9
350000.000000000000
PA
USD
360283.700000000000
0.1510321360
Long
ABS-CBDO
CORP
US
N
2
2046-06-15
Fixed
3.48800000
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
570000.000000000000
PA
USD
557253.090000000000
0.2336023652
Long
ABS-CBDO
CORP
US
N
2
2046-06-15
Variable
3.8410000000000000
N
N
N
N
N
N
EXPORT-IMPORT BANK OF INDIA
335800OFZ8YEIVN1QI11
EXPORT-IMPORT BANK OF INDIA REG S SR UNSEC 3.25% 01-15-30
30216KAE2
600000.000000000000
PA
USD
594838.200000000000
0.2493581694
Long
DBT
CORP
IN
Y
2
2030-01-15
Fixed
3.25000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
ECOPETROL SA SR UNSEC 6.875% 04-09-30
279158AN9
200000.000000000000
PA
USD
230700.000000000000
0.0967102141
Long
DBT
CORP
CO
N
2
2030-04-29
Fixed
6.87500000
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
91433.700000000000
0.0383293138
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
5.10000000
N
N
N
N
N
N
ILLINOIS (STATE OF)
54930048FV8RWPR02D67
ILLINOIS ST GO 17A 5.0% 12-01-22
452152R94
270000.000000000000
PA
USD
283059.900000000000
0.1186596599
Long
DBT
MUN
US
N
2
2022-12-01
Fixed
5.00000000
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN SR UNSEC 5.25% 05-01-50
666807BU5
27000.000000000000
PA
USD
38994.480000000000
0.0163466169
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.25000000
N
N
N
N
N
N
NCR CORPORATION
549300YKTY8JX1DV2R67
NCR CORPORATION 144A LIFE SR UNSEC 8.125% 04-15-25
62886EAX6
65000.000000000000
PA
USD
69184.380000000000
0.0290023242
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
8.12500000
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
51217.400000000000
0.0214705059
Long
ABS-CBDO
CORP
US
N
2
2045-08-15
Fixed
4.31100000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_14-C19
549300FCX3YXSYSLU895
WFRBS 14-C19 B FRN 03-15-47/24
92938VAT2
372000.000000000000
PA
USD
385113.000000000000
0.1614406618
Long
ABS-CBDO
CORP
US
N
2
2047-03-15
Variable
4.7230000000000000
N
N
N
N
N
N
EMPRESA DE TRANSPORTE DE PASAJEROS METRO SA
959800T4M5QUPYMSCH69
EMPRESA DE TRANSPORTE DE PASAJEROS SR UNSEC 144A LIFE 4.7% 05-07-50
29246QAE5
400000.000000000000
PA
USD
459510.000000000000
0.1926281339
Long
DBT
CORP
CL
Y
2
2050-05-07
Fixed
4.70000000
N
N
N
N
N
N
GRUPO ENERGIA BOGOTA SA ESP
529900LG618OWYVHI655
GRUPO ENERGIA BOGOTA SA ESP 144A LIFE SR UNSEC 4.875% 05-15-30
40053XAA7
230000.000000000000
PA
USD
241931.250000000000
0.1014183918
Long
DBT
CORP
CO
Y
2
2030-05-15
Fixed
4.87500000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORP SR UNSEC 4.625% 12-15-29
15135BAT8
740000.000000000000
PA
USD
785339.800000000000
0.3292170793
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.62500000
N
N
N
N
N
N
CHEVRON CORP
N/A
CHEVRON CORP SR UNSEC 2.978% 05-11-40
166764BZ2
19000.000000000000
PA
USD
20363.840000000000
0.0085365901
Long
DBT
CORP
US
N
2
2040-05-11
Fixed
2.97800000
N
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_20-01
N/A
CMLTI 20-EXP1 A1A 144A FRN 05-25-60
17328JAA5
400000.000000000000
PA
USD
403070.000000000000
0.1689682965
Long
ABS-CBDO
CORP
US
Y
2
2060-05-25
Variable
1.8040000000000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-2
N/A
EART 20-2 C 144A 3.28% 05-15-25/07-17-23
30167YAE1
100000.000000000000
PA
USD
103094.000000000000
0.0432173507
Long
ABS-O
CORP
US
Y
2
2025-05-15
Fixed
3.28000000
N
N
N
N
N
N
CLARIOS GLOBAL LP
549300474L1ZLXZY2P98
CLARIOS GLOBAL LP 144A LILFE SEC 6.75% 05-15-25
18060TAA3
200000.000000000000
PA
USD
208625.000000000000
0.0874563000
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
6.75000000
N
N
N
N
N
N
E.I. DU PONT DE NEMOURS AND CO
GLU7INWNWH88J9XBXD45
E.I. DU PONT DE NEMOURS SR UNSEC 1.7% 07-15-25
263534CN7
90000.000000000000
PA
USD
92987.640000000000
0.0389807307
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
1.70000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP SR UNSEC 4.1% 02-01-21
674599BY0
3000.000000000000
PA
USD
3027.000000000000
0.0012689286
Long
DBT
CORP
US
N
2
2021-02-01
Fixed
4.10000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP SR UNSEC 2.7% 02-15-23
674599CE3
32000.000000000000
PA
USD
29320.000000000000
0.0122910424
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
2.70000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORPORATION SR UNSEC 1.95% 01-15-31
20030NDM0
32000.000000000000
PA
USD
32666.880000000000
0.0136940657
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.95000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SR UNSEC 2.572% 06-03-31
172967MS7
200000.000000000000
PA
USD
206966.800000000000
0.0867611770
Long
DBT
CORP
US
N
2
2031-06-03
Variable
2.5720000000000000
N
N
N
N
N
N
NEW YORK LIFE INSURANCE COMPANY
TAE73CY392TBWJ3O3305
NEW YORK LIFE INSURANCE 144A LIFE SUB 3.75% 05-15-50
64952GAT5
11000.000000000000
PA
USD
12430.290000000000
0.0052108193
Long
DBT
CORP
US
Y
2
2050-05-15
Fixed
3.75000000
N
N
N
N
N
N
NAVISTAR INTERNATIONAL CORP
WNDD3CRVXJGC8I7GX671
NAVISTAR 144A 1ST LIEN 9.5% 05-01-25
63934EAW8
142000.000000000000
PA
USD
152738.750000000000
0.0640285965
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
9.50000000
N
N
N
N
N
N
METROPOLITAN PIER & EXPOSITION AUTH (HYATT REGENCY MCCORMICK PL)
254900I3VDCQ58UGBR15
METRO PIER/EXPO IL SF CAB AGM 0.0% 12-15-56
592250DD3
250000.000000000000
PA
USD
61772.500000000000
0.0258952393
Long
DBT
MUN
US
N
2
2056-12-15
Fixed
0.00000000
N
N
N
N
N
N
NEW HOPE CULTURAL EDUCATION FACILITIES CORP
N/A
NEW HOPE TX MORNINGSIDE MINISTRIES 20B SF 3.75% 01-01-22
64542UFK5
100000.000000000000
PA
USD
99328.000000000000
0.0416386309
Long
DBT
MUN
US
N
2
2022-01-01
Fixed
3.75000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_14-C19
549300FCX3YXSYSLU895
WFRBS 14-C19 AS 4.271% 03-15-47/24
92938VAS4
417000.000000000000
PA
USD
443855.220000000000
0.1860655976
Long
ABS-CBDO
CORP
US
N
2
2047-03-15
Fixed
4.27100000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_13-LC12
549300V2DF3KW9L1CV04
WFCM 13-LC12 AS FRN 07-15-46/07-17-23
94988QAN1
500000.000000000000
PA
USD
527627.500000000000
0.2211832184
Long
ABS-CBDO
CORP
US
N
2
2046-07-15
Variable
4.4111000000000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE BV
549300FNENFFSMO3GT38
PETROBRAS SR UNSEC 6.75% 06-03-50
71647NBG3
660000.000000000000
PA
USD
680460.000000000000
0.2852511152
Long
DBT
CORP
NL
N
2
2050-06-03
Fixed
6.75000000
N
N
N
N
N
N
PTTEP TREASURY CENTER CO LTD
2549006WFOUPZX6TZG08
PTTEP EXPLORATION AND PRODUCTION 144A LIFE SR UNSEC 2.587% 06-10-27
69371MAF4
400000.000000000000
PA
USD
409950.800000000000
0.1718527509
Long
DBT
CORP
TH
Y
2
2027-06-10
Fixed
2.58700000
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
141187.500000000000
0.0591862737
Long
DBT
MUN
PR
N
2
2027-07-01
Fixed
5.35000000
N
N
N
N
N
N
PUERTO RICO SALES TAX FING CORP
549300EIUFISISP8X671
COFINA PR 18A1 SF 5.0% 07-01-58
74529JPX7
100000.000000000000
PA
USD
104805.000000000000
0.0439346077
Long
DBT
MUN
PR
N
2
2058-07-01
Fixed
5.00000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_13-LC12
549300V2DF3KW9L1CV04
WFCM 13-LC12 B FRN 07-15-46/07-17-23
94988QAQ4
300000.000000000000
PA
USD
274291.500000000000
0.1149839172
Long
ABS-CBDO
CORP
US
N
2
2046-07-15
Variable
4.4111000000000000
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
20174.660000000000
0.0084572852
Long
ABS-CBDO
CORP
US
N
2
2045-10-15
Variable
4.6930000000000000
N
N
N
N
N
N
PLAINS ALL AMERICAN PIPELINE LP
5521FA2ITF25TVH63740
PLAINS ALL AMER PIPELINE SR UNSEC 3.8% 09-15-30
72650RBN1
179000.000000000000
PA
USD
176636.480000000000
0.0740466051
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.80000000
N
N
N
N
N
N
PLDT INC
254900ADE8GQHM5P2648
PLDT REG S SR UNSEC 2.5% 01-23-31
N/A
400000.000000000000
PA
USD
405830.000000000000
0.1701252977
Long
DBT
CORP
PH
Y
2
2031-01-23
Fixed
2.50000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS & ELECTRIC SEC 2.1% 08-01-27
694308JF5
110000.000000000000
PA
USD
108907.700000000000
0.0456544733
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
2.10000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS & ELECTRIC SEC 3.5% 08-01-50
694308JJ7
665000.000000000000
PA
USD
643640.200000000000
0.2698161315
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.50000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK SR UNSEC 4.0% 07-13-27
682680AS2
59000.000000000000
PA
USD
59963.290000000000
0.0251368124
Long
DBT
CORP
US
N
2
2027-07-13
Fixed
4.00000000
N
N
N
N
N
N
OASIS PETROLEUM INC
529900FA4V2YNIKZ0M71
OASIS PETROLEUM 144A LIFE SR UNSEC 6.25% 05-01-26
674215AK4
20000.000000000000
PA
USD
3363.100000000000
0.0014098228
Long
DBT
CORP
US
Y
2
2026-05-01
Fixed
6.25000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS & ELECTRIC SEC 2.5% 02-01-31
694308JG3
625000.000000000000
PA
USD
612562.500000000000
0.2567882554
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.50000000
N
N
N
N
N
N
PG&E CORP
8YQ2GSDWYZXO2EDN3511
PGE CORP SR UNSEC 1ST LIEN 5.0% 07-01-28
69331CAH1
510000.000000000000
PA
USD
509362.500000000000
0.2135264691
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORPORATION
54930036C8MWP850MI84
NORFOLK SOUTHERN CORP SR UNSEC 3.05% 05-15-50
655844CF3
8000.000000000000
PA
USD
8273.310000000000
0.0034681993
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.05000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
VALEANT 144A LIFE SR UNSEC 6.125% 04-15-25
91831AAC5
200000.000000000000
PA
USD
203136.000000000000
0.0851552928
Long
DBT
CORP
CA
Y
2
2025-04-15
Fixed
6.12500000
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
34214.400000000000
0.0143427913
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
58507.500000000000
0.0245265403
Long
DBT
MUN
US
N
2
2035-12-01
Fixed
5.00000000
N
N
N
N
N
N
ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_20-1
N/A
EFMT 2020-1 A1 144A 2.006% 06-25-65
31574PAA3
200000.000000000000
PA
USD
201972.000000000000
0.0846673401
Long
ABS-CBDO
CORP
US
Y
2
2065-06-25
Variable
2.0060000000000000
N
N
N
N
N
N
FLAGSTAR MORTGAGE TRUST FSMT_18-1
N/A
FSMT 18-1 A5 144A FRN 03-25-48
33850TAE8
62057.150000000000
PA
USD
62958.280000000000
0.0263923222
Long
ABS-CBDO
CORP
US
Y
2
2048-03-25
Variable
3.5000000000000000
N
N
N
N
N
N
PG&E CORP
8YQ2GSDWYZXO2EDN3511
PG&E CORP SR UNSEC 1ST LIEN 5.25% 07-01-30
69331CAJ7
285000.000000000000
PA
USD
287137.500000000000
0.1203690035
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
5.25000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS & ELECTRIC SR UNSEC 4.65% 08-01-28
694308JC2
125000.000000000000
PA
USD
149125.000000000000
0.0625137004
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
4.65000000
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
65610.900000000000
0.0275043094
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
2.45000000
Y
N
N
N
N
N
IQVIA INC
549300PLWY28YB00C717
QUINTILES IMS HEALTH 144A LIFE SR UNSEC 5.0% 10-15-26
449934AD0
600000.000000000000
PA
USD
620070.000000000000
0.2599354246
Long
DBT
CORP
US
Y
2
2026-10-15
Fixed
5.00000000
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
1200000.000000000000
PA
USD
1078374.000000000000
0.4520579992
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
57141.200000000000
0.0239537828
Long
DBT
CORP
LU
Y
2
2025-07-15
Fixed
5.75000000
N
N
N
N
N
N
HEXION HOLDINGS CORP
549300LBB370MUHGLV84
HEXION HOLDINGS CORP CL B
42830K103
4181.000000000000
NS
USD
28221.750000000000
0.0118306523
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
EUR FWD PUR FROM USD 7/13/2020
N/A
1.000000000000
NC
N/A
-416.890000000000
-0.0001747617
N/A
DFE
NUSS
N/A
N
2
JPMORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
65486.170000000000
USD
57900.000000000000
EUR
2020-07-13
-416.890000000000
N
N
N
N/A
N/A
EUR FWD SALE TO USD 7/20/2020
N/A
1.000000000000
NC
N/A
50.420000000000
0.0000211362
N/A
DFE
NUSS
N/A
N
2
BANK OF NEW YORK MELLON/THE
HPFHU0OQ28E4N0NFVK49
15000.000000000000
EUR
16910.580000000000
USD
2020-07-20
50.420000000000
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
VALEANT 144A LIFE SR UNSEC 9.0% 12-15-25
91911KAP7
200000.000000000000
PA
USD
215682.000000000000
0.0904146181
Long
DBT
CORP
CA
Y
2
2025-12-15
Fixed
9.00000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COMPANIES 144A LIFE SR UNSEC 9.25% 04-01-26
91911XAV6
250000.000000000000
PA
USD
271550.000000000000
0.1138346712
Long
DBT
CORP
CA
Y
2
2026-04-01
Fixed
9.25000000
N
N
N
N
N
N
QEP RESOURCES INC
Q6JQDZPXKEDQKVK58165
QEP RESOURCES SR UNSEC 5.625% 03-01-26
74733VAD2
110000.000000000000
PA
USD
70197.050000000000
0.0294268389
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
40000.000000000000
PA
USD
30139.000000000000
0.0126343699
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.87500000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK SR UNSEC 4.55% 07-15-28
682680AU7
20000.000000000000
PA
USD
20992.720000000000
0.0088002187
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.55000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP SR UNSEC 3.125% 02-15-22
674599CC7
20000.000000000000
PA
USD
19254.000000000000
0.0080713414
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
3.12500000
N
N
N
N
N
N
N/A
N/A
EUR FWD SALE TO USD 7/21/2020
N/A
1.000000000000
NC
N/A
-297.390000000000
-0.0001246669
N/A
DFE
NUSS
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES
I7331LVCZKQKX5T7XV54
203000.000000000000
EUR
227882.200000000000
USD
2020-07-21
-297.390000000000
N
N
N
CAPITAL GROUP CENTRAL CASH FUND
549300YD0SRETB6WWP29
CAPITAL GROUP CENTRAL CASH FUND
14020B102
111007.980000000000
NS
USD
11101908.080000000000
4.6539571190
Long
STIV
RF
US
N
1
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
VALEANT 144A LIFE SR UNSEC 8.5% 01-31-27
91911XAW4
75000.000000000000
PA
USD
79741.880000000000
0.0334280637
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
5255.300000000000
0.0022030394
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
6.25000000
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
28143.750000000000
0.0117979544
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
21390.380000000000
0.0089669191
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
5.00000000
N
N
N
N
N
N
FLAGSTAR MORTGAGE TRUST FSMT_19-2
N/A
FSMT 19-2 A3 144A FRN 12-25-49
33852BAC9
72464.180000000000
PA
USD
74373.100000000000
0.0311774531
Long
ABS-CBDO
CORP
US
Y
2
2049-12-25
Variable
3.5000000000000000
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
225000.000000000000
PA
USD
230773.500000000000
0.0967410255
Long
ABS-MBS
CORP
US
N
2
2047-01-10
Variable
4.8850000000000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS SR UNSEC 4.016% 12-03-29
92343VEU4
35000.000000000000
PA
USD
41918.660000000000
0.0175724429
Long
DBT
CORP
US
N
2
2029-12-03
Fixed
4.01600000
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
29422.000000000000
0.0123338011
Long
DBT
CORP
GB
N
2
2050-09-17
Fixed
4.25000000
N
N
N
N
N
N
GS MORTGAGE SECURITIES CORPORATION II GSMS_13-GC10
N/A
GSMS 13-GC10 B 144A 3.682% 02-10-46
36192CAL9
380000.000000000000
PA
USD
384165.940000000000
0.1610436511
Long
ABS-MBS
CORP
US
Y
2
2046-02-10
Fixed
3.68200000
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
284325.020000000000
0.1191900024
Long
ABS-MBS
CORP
US
Y
2
2046-08-10
Variable
4.9024500000000000
N
N
N
N
N
N
RBS GLOBAL INC/REXNORD LLC
N/A
REXNORD 144A LIFE SR UNSEC 4.875% 12-15-25
75524DAP5
200000.000000000000
PA
USD
201623.000000000000
0.0845210381
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
245000.000000000000
PA
USD
229262.430000000000
0.0961075799
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
9.37500000
N
N
N
N
N
N
CDX HIGH GRADE ISSUER
N/A
CDX NA IG S34 5Y 1.0% 06-20-25 0.40 REC ICE
N/A
1.000000000000
NC
USD
-67796.570000000000
-0.0284205496
N/A
DCR
CORP
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
Y
CDX
2025-06-20
38001.820000000000
USD
0.000000000000
USD
-2500000.000000000000
USD
-67796.570000000000
N
N
N
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_13-C10
N/A
JPMCC 13-C10 C FRN 12-15-47/12-17-23
46639JAK6
500000.000000000000
PA
USD
495403.000000000000
0.2076745999
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
4.2485000000000000
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
270471.260000000000
0.1133824597
Long
ABS-MBS
CORP
US
N
2
2046-04-15
Variable
4.1674500000000000
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
27865.050000000000
0.0116811225
Long
DBT
CORP
US
N
2
2049-12-01
Fixed
3.30000000
N
N
N
N
N
N
VICI PROPERTIES LP/VICI NOTE CO INC
N/A
VICI PROPERTIES LP SR UNSEC 144A LIFE 3.5% 02-15-25
92564RAC9
10000.000000000000
PA
USD
9423.450000000000
0.0039503419
Long
DBT
CORP
US
Y
2
2025-02-15
Fixed
3.50000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK SR UNSEC 4.35% 03-15-29
682680AW3
35000.000000000000
PA
USD
36839.110000000000
0.0154430785
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.35000000
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
22542.250000000000
0.0094497868
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.00000000
N
N
N
N
N
N
RADIOLOGY PARTNERS INC
549300SFTAG2177WUZ08
RADIOLOGY PARTNERS INC 144A LIFE SR UNSEC 9.25% 02-01-28
75041VAA2
165000.000000000000
PA
USD
155925.000000000000
0.0653642832
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
9.25000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN 144A 1ST LIEN 10.875% 06-01-23
780153AY8
810000.000000000000
PA
USD
832798.260000000000
0.3491118250
Long
DBT
CORP
US
Y
2
2023-06-01
Fixed
10.87500000
N
N
N
N
N
N
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_11-C5
N/A
JPMCC 11-C5 AS 144A FRN 08-15-46/09-17-21
46636VAK2
400000.000000000000
PA
USD
413171.600000000000
0.1732029211
Long
ABS-MBS
CORP
US
Y
2
2046-08-15
Variable
5.6051200000000000
N
N
N
N
N
N
JPMMT 2018-3
N/A
JPMMT 18-3 A1 144A FRN 09-25-48/40
46649TAA4
150492.600000000000
PA
USD
154589.460000000000
0.0648044203
Long
ABS-CBDO
CORP
US
Y
2
2048-09-25
Variable
3.5000000000000000
N
N
N
N
N
N
VICI PROPERTIES LP/VICI NOTE CO INC
N/A
VICI PROPERTIES LP SR UNSEC 144A LIFE 3.75% 02-15-27
92564RAD7
85000.000000000000
PA
USD
80046.200000000000
0.0335556356
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
3.75000000
N
N
N
N
N
N
VICI PROPERTIES LP/VICI NOTE CO INC
N/A
VICI PROPERTIES LP SR UNSEC 144A LIFE 4.125% 08-15-30
92564RAE5
125000.000000000000
PA
USD
119414.380000000000
0.0500589088
Long
DBT
CORP
US
Y
2
2030-08-15
Fixed
4.12500000
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
137893.350000000000
0.0578053550
Long
ABS-CBDO
CORP
US
N
2
2048-08-17
Variable
4.7733600000000000
N
N
N
N
N
N
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_12-LC9
N/A
JPMCC 12-LC9 B 144A FRN 12-15-47/12-16-22
46639EAK7
530000.000000000000
PA
USD
488234.410000000000
0.2046695029
Long
ABS-MBS
CORP
US
Y
2
2047-12-15
Variable
3.8119000000000000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
VALVOLINE 144A LIFE SR UNSEC 4.25% 02-15-30
92047WAD3
35000.000000000000
PA
USD
34535.200000000000
0.0144772717
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
4.25000000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
VISA INC SR UNSEC 2.7% 04-15-40
92826CAK8
120000.000000000000
PA
USD
128946.240000000000
0.0540546965
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
2.70000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN 144A LIFE SR UNSEC 9.125% 06-15-23
780153BC5
240000.000000000000
PA
USD
238231.680000000000
0.0998675196
Long
DBT
CORP
US
Y
2
2023-06-15
Fixed
9.12500000
N
N
N
N
N
N
REALOGY GROUP LLC / REALOGY CO ISSUER CORP
N/A
REALOGY GROUP 144A LIFE 2ND LIEN 7.625% 06-15-25
75606DAJ0
150000.000000000000
PA
USD
150000.000000000000
0.0628805033
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
7.62500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP SR UNSEC 2.7% 08-15-22
674599CP8
135000.000000000000
PA
USD
125927.330000000000
0.0527891593
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
2.70000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP SR UNSEC 2.9% 08-15-24
674599CW3
210000.000000000000
PA
USD
179967.900000000000
0.0754431476
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.90000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP SR UNSEC 3.2% 08-15-26
674599CR4
16000.000000000000
PA
USD
12985.680000000000
0.0054436406
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.20000000
N
N
N
N
N
N
OUTFRONT MEDIA CAPITAL LLC
5493005WC7J0FDMW0610
OUTFRONT MEDIA CAPITAL LLC 144A LIFE SR UNSEC 4.625% 03-15-30
69007TAC8
220000.000000000000
PA
USD
202028.200000000000
0.0846908993
Long
DBT
CORP
US
Y
2
2030-03-15
Fixed
4.62500000
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
119304.470000000000
0.0500128341
Long
ABS-CBDO
CORP
US
Y
2
2047-04-15
Variable
4.8334700000000000
N
N
N
N
N
N
JP MORGAN MORTGAGE TRUST JPMMT_17-2
N/A
JPMMT 17-2 A5 144A FRN 05-25-47/04-25-24
46648HAE3
112552.670000000000
PA
USD
114626.570000000000
0.0480518428
Long
ABS-CBDO
CORP
US
Y
2
2047-05-25
Variable
3.5000000000000000
N
N
N
N
N
N
VAIL RESORTS INC
529900PSZHRNU9HKH870
VAIL RESORTS INC 144A LIFE SR UNSEC 6.25% 05-15-25
91879QAL3
110000.000000000000
PA
USD
115568.750000000000
0.0484468078
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
6.25000000
N
N
N
N
N
N
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN AMERICA 144A LIFE SR UNSEC 3.125% 05-12-23
928668BD3
248000.000000000000
PA
USD
261009.830000000000
0.1094161965
Long
DBT
CORP
US
Y
2
2023-05-12
Fixed
3.12500000
N
N
N
N
N
N
OPEN TEXT CORP
549300UQROQS42RKHM85
OPEN TEXT 144A LIFE SR UNSEC 3.875% 02-15-28
683715AC0
25000.000000000000
PA
USD
24113.250000000000
0.0101083553
Long
DBT
CORP
CA
Y
2
2028-02-15
Fixed
3.87500000
N
N
N
N
N
N
OPEN TEXT CORP
549300UQROQS42RKHM85
OPEN TEXT 144A LIFE SR UNSEC 4.125% 02-15-30
683720AA4
25000.000000000000
PA
USD
24621.130000000000
0.0103212603
Long
DBT
CORP
CA
Y
2
2030-02-15
Fixed
4.12500000
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
26227.630000000000
0.0109947105
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
26028.380000000000
0.0109111842
Long
DBT
CORP
NL
Y
2
2023-10-15
Fixed
4.87500000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK SR UNSEC 2.2% 09-15-25
682680BA0
18000.000000000000
PA
USD
17688.220000000000
0.0074149612
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
2.20000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK SR UNSEC 3.1% 03-15-30
682680BB8
102000.000000000000
PA
USD
97767.920000000000
0.0409846401
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
3.10000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK SR UNSEC 5.85% 01-15-26
682680BD4
110000.000000000000
PA
USD
125758.600000000000
0.0527184271
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.85000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK SR UNSEC 7.15% 01-15-51
682680BF9
29000.000000000000
PA
USD
35338.910000000000
0.0148141896
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
7.15000000
N
N
N
N
N
N
VENATOR FINANCE SARL/VENATOR MATERIALS CORP
N/A
VENATOR FIN 144A LIFE SEC 9.5% 07-01-25
9226ALAA2
610000.000000000000
PA
USD
622200.000000000000
0.2608283278
Long
DBT
CORP
LU
Y
2
2025-07-01
Fixed
9.50000000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
VALVOLINE 144A SR UNSEC 4.375% 08-15-25
92047WAF8
395000.000000000000
PA
USD
398414.780000000000
0.1670168126
Long
DBT
CORP
US
Y
2
2025-08-15
Fixed
4.37500000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK SR UNSEC 6.35% 01-15-31
682680BE2
115000.000000000000
PA
USD
134850.730000000000
0.0565298785
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
6.35000000
N
N
N
N
N
N
OWENS-BROCKWAY GLASS CONTAINER INC.
V2UQUCDZJ9WY98W8QU33
OWENS-ILLINOIS 144A LIFE SR UNSEC 6.625% 05-13-27
69073TAT0
450000.000000000000
PA
USD
468843.750000000000
0.1965408732
Long
DBT
CORP
US
Y
2
2027-05-13
Fixed
6.62500000
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
VIKING CRUISES LTD 144A LIFE 1ST LIEN 13.0% 05-15-25
92676XAE7
145000.000000000000
PA
USD
153609.380000000000
0.0643935675
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
13.00000000
N
N
N
N
N
N
UPJOHN INC
N/A
UPJOHN 144A SR UNSEC 2.3% 06-22-27
91533BAC4
105000.000000000000
PA
USD
108569.370000000000
0.0455126442
Long
DBT
CORP
US
Y
2
2027-06-22
Fixed
2.30000000
N
N
N
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
SPRINT SR UNSEC 7.25% 09-15-21
85207UAE5
190000.000000000000
PA
USD
199405.950000000000
0.0835916433
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
7.25000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY COMPANY
EFWMP121W54QV9MGOP87
SOUTHWESTERN ENERGY SR UNSEC 6.2% 01-23-25
845467AL3
275000.000000000000
PA
USD
236324.000000000000
0.0990678138
Long
DBT
CORP
US
N
2
2025-01-23
Variable
6.2000000000000000
N
N
N
N
N
N
OLIN CORP
549300GKK294V7W57P06
OLIN CORP 144A LIFE SR UNSEC 9.5% 06-01-25
680665AM8
445000.000000000000
PA
USD
497009.380000000000
0.2083479998
Long
DBT
CORP
US
Y
2
2025-06-01
Fixed
9.50000000
N
N
N
N
N
N
PRISO ACQUISITION CORP
N/A
PRIME SOURCE SR UNSEC 144A LIFE 9.0% 05-15-23
74273XAA0
365000.000000000000
PA
USD
326675.000000000000
0.1369432561
Long
DBT
CORP
US
Y
2
2023-05-15
Fixed
9.00000000
N
N
N
N
N
N
UPJOHN INC
N/A
UPJOHN 144A SR UNSEC 2.7% 06-22-30
91533BAD2
408000.000000000000
PA
USD
420079.250000000000
0.1760986312
Long
DBT
CORP
US
Y
2
2030-06-22
Fixed
2.70000000
N
N
N
N
N
N
UPJOHN INC
N/A
UPJOHN 144A SR UNSEC 3.85% 06-22-40
91533BAE0
110000.000000000000
PA
USD
118382.550000000000
0.0496263622
Long
DBT
CORP
US
Y
2
2040-06-22
Fixed
3.85000000
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
11250.000000000000
0.0047160377
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
100000.000000000000
PA
USD
103260.500000000000
0.0432871481
Long
DBT
CORP
US
Y
2
2024-03-01
Fixed
6.37500000
N
N
N
N
N
N
INDONESIA ASAHAN ALUMINIUM PERSERO PT
2549008P48EB9SN2OI80
INDONESIA ASAHAN ALUMINIUM 144A LIFE SR UNSEC 4.75% 05-15-25
74445PAE2
400000.000000000000
PA
USD
428454.400000000000
0.1796095221
Long
DBT
CORP
ID
Y
2
2025-05-15
Fixed
4.75000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PEMEX 144A SR UNSEC 7.69% 01-23-50
71654QCW0
46000.000000000000
PA
USD
38218.410000000000
0.0160212857
Long
DBT
CORP
MX
Y
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PEMEX 5.625% 01-23-46
71654QBX9
127000.000000000000
PA
USD
90206.830000000000
0.0378150058
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
425000.000000000000
PA
USD
427411.880000000000
0.1791724943
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
5.00000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PEMEX 6.875% 08-04-26
71654QCB6
120000.000000000000
PA
USD
113658.600000000000
0.0476460665
Long
DBT
CORP
MX
N
2
2026-08-04
Fixed
6.87500000
N
N
N
N
N
N
PETSMART INC
N/A
PETSMART 144A LIFE SR SEC 1ST LIEN 5.875% 06-01-25
716768AC0
660000.000000000000
PA
USD
663699.300000000000
0.2782249736
Long
DBT
CORP
US
Y
2
2025-06-01
Fixed
5.87500000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY BOND 0.625% 05-15-30
912828ZQ6
55000.000000000000
PA
USD
54832.250000000000
0.0229858632
Long
DBT
UST
US
N
2
2030-05-15
Fixed
0.62500000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY NOTE 0.5% 05-31-27
912828ZS2
37000.000000000000
PA
USD
37028.860000000000
0.0155226224
Long
DBT
UST
US
N
2
2027-05-31
Fixed
0.50000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE BV
549300FNENFFSMO3GT38
PETROBRAS SR UNSEC 144A 5.093% 01-15-30
71647NBF5
50000.000000000000
PA
USD
49900.000000000000
0.0209182474
Long
DBT
CORP
NL
Y
2
2030-01-15
Fixed
5.09300000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS REG S SR UNSEC 6.49% 01-23-27
N/A
540000.000000000000
PA
USD
493500.600000000000
0.2068771074
Long
DBT
CORP
MX
Y
2
2027-01-23
Fixed
6.49000000
N
N
N
N
N
N
UKRAINE REPUBLIC OF (GOVERNMENT)
6354001WLTJXOMEXPY07
UKRAINE GOVT REG S SF 7.375% 09-25-32
N/A
700000.000000000000
PA
USD
705415.900000000000
0.2957127123
Long
DBT
NUSS
UA
Y
2
2032-09-25
Fixed
7.37500000
N
N
N
N
N
N
MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)
254900EGTWEU67VP6075
UTD MEX ST GVT GLOBAL 3.75% 01-11-28
91087BAE0
200000.000000000000
PA
USD
208565.000000000000
0.0874311478
Long
DBT
NUSS
MX
N
2
2028-01-11
Fixed
3.75000000
N
N
N
N
N
N
PETRONAS CAPITAL LTD
549300G7YFX3540OYR85
PETRONAS CAPITAL LTD 144A LIFE SR UNSEC 3.5% 04-21-30
716743AP4
300000.000000000000
PA
USD
334035.300000000000
0.1400287186
Long
DBT
CORP
MY
Y
2
2030-04-21
Fixed
3.50000000
N
N
N
N
N
N
PETRONAS CAPITAL LTD
549300G7YFX3540OYR85
PETRONAS CAPITAL LTD 144A LIFE SR UNSEC 4.55% 04-21-50
716743AR0
200000.000000000000
PA
USD
254605.800000000000
0.1067316057
Long
DBT
CORP
MY
Y
2
2050-04-21
Fixed
4.55000000
N
N
N
N
N
N
PETSMART INC
N/A
PETSMART 144A LIFE SR UNSEC 8.875% 06-01-25
716768AD8
1610000.000000000000
PA
USD
1611980.300000000000
0.6757475507
Long
DBT
CORP
US
Y
2
2025-06-01
Fixed
8.87500000
N
N
N
N
N
N
PUBLIC SERVICE COMPANY OF COLORADO
5BANEF6PGSEK0SNMQF44
PS COLORADO SEC 3.8% 06-15-47
744448CN9
10000.000000000000
PA
USD
12088.750000000000
0.0050676446
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
3.80000000
N
N
N
N
N
N
UKRAINE REPUBLIC OF (GOVERNMENT)
6354001WLTJXOMEXPY07
UKRAINE GOVT REG S 9.75% 11-01-28
N/A
200000.000000000000
PA
USD
228515.600000000000
0.0957945063
Long
DBT
NUSS
UA
Y
2
2028-11-01
Fixed
9.75000000
N
N
N
N
N
N
MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)
254900EGTWEU67VP6075
UTD MEX ST GVT GLOBAL 6.05% 01-11-40
91086QAV0
400000.000000000000
PA
USD
488718.000000000000
0.2048722255
Long
DBT
NUSS
MX
N
2
2040-01-11
Fixed
6.05000000
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
197986.400000000000
0.0829965632
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
500000.000000000000
PA
USD
525385.000000000000
0.2202431549
Long
DBT
NUSS
AE
Y
2
2029-09-30
Fixed
2.50000000
N
N
N
N
N
N
ELEMENT SOLUTIONS INC
549300FLGN6P5CU20J91
PLATFORM SPECIALTY PRODUCTS 144A LIFE SR UNSEC 5.875% 12-01-25
72766QAD7
135000.000000000000
PA
USD
136728.410000000000
0.0573170083
Long
DBT
CORP
US
Y
2
2025-12-01
Fixed
5.87500000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
PHILLIPS 66 SR UNSEC 3.9% 03-15-28
718546AR5
45000.000000000000
PA
USD
50894.510000000000
0.0213351494
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
3.90000000
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
100449.000000000000
0.0421085579
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
400000.000000000000
PA
USD
418081.600000000000
0.1752612096
Long
DBT
NUSS
UA
Y
2
2026-09-01
Fixed
7.75000000
N
N
N
N
N
N
UKRAINE REPUBLIC OF (GOVERNMENT)
6354001WLTJXOMEXPY07
UKRAINE GOVT REG S 7.75% 09-01-27
N/A
200000.000000000000
PA
USD
208489.400000000000
0.0873994561
Long
DBT
NUSS
UA
Y
2
2027-09-01
Fixed
7.75000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY NOTE 0.25% 06-30-25
912828ZW3
141000.000000000000
PA
USD
140740.560000000000
0.0589989150
Long
DBT
UST
US
N
2
2025-06-30
Fixed
0.25000000
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
41426.800000000000
0.0173662536
Long
DBT
CORP
US
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
180000.000000000000
PA
USD
181345.500000000000
0.0760206421
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
N
ANGOLA (REPUBLIC OF)
549300QHR2R3J8JSGK83
ANGOLA (REPUBLIC OF) 144A LIFE 8.0% 11-26-29
035198AD2
400000.000000000000
PA
USD
330800.000000000000
0.1386724700
Long
DBT
NUSS
AO
Y
2
2029-11-26
Fixed
8.00000000
N
N
N
N
N
N
ANGOLA (REPUBLIC OF)
549300QHR2R3J8JSGK83
ANGOLA (REPUBLIC OF) REG S 8.0% 11-26-29
N/A
700000.000000000000
PA
USD
578900.000000000000
0.2426768225
Long
DBT
NUSS
AO
Y
2
2029-11-26
Fixed
8.00000000
N
N
N
N
N
N
PHILIP MORRIS INTERNATIONAL
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTL INC SR UNSEC 3.375% 08-15-29
718172CJ6
85000.000000000000
PA
USD
96702.720000000000
0.0405381047
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.37500000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC 144A LIFE SR UNSEC 5.5% 12-15-29
737446AP9
205000.000000000000
PA
USD
212341.050000000000
0.0890140807
Long
DBT
CORP
US
Y
2
2029-12-15
Fixed
5.50000000
N
N
N
N
N
N
ARMENIA (REPUBLIC OF)
5299000H77JSW90G7935
ARMENIA REP OF REG S 7.15% 03-26-25
N/A
200000.000000000000
PA
USD
225208.000000000000
0.0944079493
Long
DBT
NUSS
AM
Y
2
2025-03-26
Fixed
7.15000000
N
N
N
N
N
N
CENTRAL BANK OF TUNISIA
254900B5LFB16S9T2T11
CENTRAL BANK OF TUNISIA REG S 5.75% 01-30-25
N/A
200000.000000000000
PA
USD
186296.200000000000
0.0780959921
Long
DBT
NUSS
TN
Y
2
2025-01-30
Fixed
5.75000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PAYPAL HOLDINGS INC SR UNSEC 2.85% 10-01-29
70450YAE3
63000.000000000000
PA
USD
69076.730000000000
0.0289571970
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.85000000
N
N
N
N
N
N
UPJOHN INC
N/A
UPJOHN 144A SR UNSEC 4.0% 06-22-50
91533BAF7
302000.000000000000
PA
USD
324671.740000000000
0.1361034828
Long
DBT
CORP
US
Y
2
2050-06-22
Fixed
4.00000000
N
N
N
N
N
N
WILLIAMS PARTNERS LP
WUURD1P1N0874ONXXO03
WILLIAMS PARTNERS LP SR UNSEC 5.1% 09-15-45
96949LAC9
6000.000000000000
PA
USD
6579.510000000000
0.0027581527
Long
DBT
CORP
US
N
2
2045-09-15
Fixed
5.10000000
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
60000.000000000000
PA
USD
56586.900000000000
0.0237214184
Long
DBT
CORP
US
Y
2
2023-05-30
Fixed
4.25000000
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
76210.880000000000
0.0319478566
Long
DBT
CORP
US
Y
2
2023-08-01
Fixed
5.00000000
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
80000.000000000000
PA
USD
69330.400000000000
0.0290635363
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
ALMONDE INC
549300ZB2RO6QC7YTK71
MISYS TL 2ND LIEN (L+725) (FLR 1.00) 8.25% 06-13-25
02034DAF4
80000.000000000000
PA
USD
69828.560000000000
0.0292723667
Long
LON
CORP
US
N
2
2025-06-13
Variable
8.2500000000000000
N
N
N
N
N
N
APPLIED SYSTEMS INC
549300NSKGF0SY5SWQ62
APPLIED SYSTEMS TL 2ND LIEN (L+700) (FLR 1.00) 8.0% 09-19-25
03827FAZ4
25000.000000000000
PA
USD
25062.500000000000
0.0105062841
Long
LON
CORP
US
N
2
2025-09-19
Variable
8.0000000000000000
N
N
N
N
N
N
WILLIAMS PARTNERS LP
WUURD1P1N0874ONXXO03
WILLIAMS PARTNERS LP SR UNSEC 6.3% 04-15-40
96950FAF1
8000.000000000000
PA
USD
9599.300000000000
0.0040240588
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
6.30000000
N
N
N
N
N
N
WEST STREET MERGER SUB INC
N/A
PAREXEL 144A LIFE SR UNSEC 6.375% 09-01-25
95616AAA1
215000.000000000000
PA
USD
208682.230000000000
0.0874802910
Long
DBT
CORP
US
Y
2
2025-09-01
Fixed
6.37500000
N
N
N
N
N
N
BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)
254900ZFY40OYEADAP90
BRAZIL GLOBAL BD 3.875% 06-12-30
105756CC2
210000.000000000000
PA
USD
202870.500000000000
0.0850439943
Long
DBT
NUSS
BR
N
2
2030-06-12
Fixed
3.87500000
N
N
N
N
N
N
COLOMBIA (REPUBLIC OF)
549300MHDRBVRF6B9117
COLOMBIA REP OF 4.5% 03-15-29
195325DP7
300000.000000000000
PA
USD
330036.000000000000
0.1383521986
Long
DBT
NUSS
CO
N
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
WMG ACQUISITION CORP
549300NAS11NXI33CP80
WARNER MUSIC 144A LIFE SR UNSEC 5.5% 04-15-26
92933BAP9
180000.000000000000
PA
USD
186886.800000000000
0.0783435736
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
475000.000000000000
PA
USD
458567.380000000000
0.1922329844
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
5.37500000
N
N
N
N
N
N
CALIFORNIA RESOURCES CORP
5493003Q8F0T4F4YMR48
CALIFORNIA RESOURCES TL-B (L+475) (FLR 1.00) 5.75% 12-31-22
N/A
35000.000000000000
PA
USD
13081.250000000000
0.0054837039
Long
LON
CORP
US
N
2
2022-12-31
Variable
5.7500000000000000
N
N
N
N
N
N
DIEBOLD NIXDORF INC
549300XZK6EWDBAZSY16
DIEBOLD NIXDORF TL-A1 (L+925) 9.43750% 08-31-22
25365EAP0
898045.870000000000
PA
USD
901413.540000000000
0.3778755806
Long
LON
CORP
US
N
2
2022-08-31
Variable
9.4375000000000000
N
N
N
N
N
N
WHITING PETROLEUM CORP
52990028CHK9KUB1B293
WHITING PETROLEUM SR UNSEC 6.625% 01-15-26
966387BG6
30000.000000000000
PA
USD
5378.250000000000
0.0022545804
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.62500000
Y
N
N
N
N
N
WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP (DBA WABTEC CORP)
06BTX5UWZD0GQ5N5Y745
WABTEC SR UNSEC 4.40% 30-15-24
960386AN0
12000.000000000000
PA
USD
12736.640000000000
0.0053392422
Long
DBT
CORP
US
N
2
2024-03-15
Variable
4.4000000000000000
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
101395.870000000000
0.0425054889
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 144A LIFE SF 6.125% 02-19-31
221597CP0
300000.000000000000
PA
USD
260175.000000000000
0.1090662330
Long
DBT
NUSS
CR
Y
2
2031-02-19
Fixed
6.12500000
N
N
N
N
N
N
DIEBOLD NIXDORF INC
549300XZK6EWDBAZSY16
DIEBOLD TL-A (L+475) 4.9375% 04-30-22
25365EAR6
143494.950000000000
PA
USD
141701.260000000000
0.0594016437
Long
LON
CORP
US
N
2
2022-04-30
Variable
4.9375000000000000
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
35156.240000000000
0.0147376138
Long
LON
CORP
LU
N
2
2024-01-02
Fixed
6.62500000
Y
N
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON DIP TL (L+550) (FLR 1.00) 07-14-22
N/A
8361.180000000000
PA
USD
8504.010000000000
0.0035649095
Long
LON
CORP
LU
N
2
2022-07-14
Variable
5.8371300000000000
Y
N
N
N
N
N
KRONOS INC
5493000E2HBSA8M27B95
KRONOS TL-B 2ND LIEN (L+825) (FLR 1.0) 9.25% 11-01-24
50105JAL1
960000.000000000000
PA
USD
960514.560000000000
0.4026509265
Long
LON
CORP
US
N
2
2024-11-01
Variable
9.2500000000000000
N
N
N
N
N
N
COLOMBIA (REPUBLIC OF)
549300MHDRBVRF6B9117
COLOMBIA REP OF SR UNSEC 4.125% 05-15-51
195325DT9
400000.000000000000
PA
USD
402800.000000000000
0.1688551116
Long
DBT
NUSS
CO
N
2
2051-05-15
Fixed
4.12500000
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
179731.000000000000
0.0753438383
Long
DBT
NUSS
CR
Y
2
2025-04-30
Fixed
4.37500000
N
N
N
N
N
N
WILLIAM CARTER COMPANY (THE)
TGI2A0HXEYNQPU7TYV27
WILLIAM CARTER 144A LIFE SR UNSEC 5.625% 03-15-27
96926JAC1
40000.000000000000
PA
USD
41316.200000000000
0.0173198897
Long
DBT
CORP
US
Y
2
2027-03-15
Fixed
5.62500000
N
N
N
N
N
N
WEA FINANCE LLC
3CYEJKBUJZO3UW777J80
WEA FINANCE LLC 144A LIFE SR UNSEC 3.5% 06-15-29
92928QAF5
10000.000000000000
PA
USD
9710.460000000000
0.0040706574
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
3.50000000
N
N
N
N
N
N
DOMINICAN REPUBLIC (GOVERNMENT)
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC REG S 5.95% 01-25-27
N/A
1450000.000000000000
PA
USD
1463862.000000000000
0.6136558623
Long
DBT
NUSS
DO
Y
2
2027-01-25
Fixed
5.95000000
N
N
N
N
N
N
DOMINICAN REPUBLIC (GOVERNMENT)
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC REG S 5.875% 01-30-60
N/A
300000.000000000000
PA
USD
259050.000000000000
0.1085946292
Long
DBT
NUSS
DO
Y
2
2060-01-30
Fixed
5.87500000
N
N
N
N
N
N
MONEYGRAM INTERNATIONAL INC
5299002DLX0Q04KC4156
MONEYGRAM INTERNATIONAL TL-B (L+600) (FLR 1.00) 7.0% 06-30-23
60935QAJ5
148875.000000000000
PA
USD
138825.940000000000
0.0581962999
Long
LON
CORP
US
N
2
2023-06-30
Variable
7.0000000000000000
N
N
N
N
N
N
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_15-C28
N/A
JPMBB 15-C28 C FRN 10-15-48/03-17-25
46644FAK7
300000.000000000000
PA
USD
274506.900000000000
0.1150742136
Long
ABS-CBDO
CORP
US
N
2
2048-10-19
Variable
4.2913700000000000
N
N
N
N
N
N
DOMINICAN REPUBLIC (GOVERNMENT)
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC REG S 5.5% 01-27-25
N/A
600000.000000000000
PA
USD
609087.000000000000
0.2553313142
Long
DBT
NUSS
DO
Y
2
2025-01-27
Fixed
5.50000000
N
N
N
N
N
N
EGYPT (ARAB REPUBLIC OF)
529900GFIVH4086NMH82
EGYPT ARAB REP OF SR UNSEC REG S 7.6003% 03-01-29
N/A
200000.000000000000
PA
USD
204390.000000000000
0.0856809738
Long
DBT
NUSS
EG
Y
2
2029-03-01
Fixed
7.60030000
N
N
N
N
N
N
EGYPT (ARAB REPUBLIC OF)
529900GFIVH4086NMH82
EGYPT ARAB REP OF SR UNSEC REG S 8.15% 11-20-59
N/A
200000.000000000000
PA
USD
186950.000000000000
0.0783700673
Long
DBT
NUSS
EG
Y
2
2059-11-20
Fixed
8.15000000
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
80816.160000000000
0.0338784054
Long
ABS-MBS
CORP
US
N
2
2047-12-10
Variable
4.5948600000000000
N
N
N
N
N
N
WYNN RESORTS LTD
254900CEKKWIHTEAB172
WYNN RESORTS LTD 144A LIFE SR UNSEC 5.125% 10-01-29
983133AA7
660000.000000000000
PA
USD
591010.200000000000
0.2477534589
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
25000.000000000000
PA
USD
16750.000000000000
0.0070216562
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
16500.000000000000
0.0069168554
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
9.00000000
N
N
N
N
N
N
WPX ENERGY INC
ZXZE9GCS2BB547GJW219
WPX ENERGY INC SR UNSEC 4.5% 01-15-30
98212BAL7
200000.000000000000
PA
USD
177111.000000000000
0.0742455255
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.50000000
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
80000.000000000000
PA
USD
81230.080000000000
0.0340519221
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
25899.930000000000
0.0108573376
Long
ABS-MBS
CORP
US
N
2
2048-03-10
Variable
3.9260000000000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERATING LP
L6D8A6MLSY454J2JXJ60
WESTERN MIDSTREAM OP SR UNSEC 4.05% 02-01-30
958667AC1
22000.000000000000
PA
USD
21256.950000000000
0.0089109848
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.05000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERATING LP
L6D8A6MLSY454J2JXJ60
WESTERN MIDSTREAM OP SR UNSEC 3.1% 02-01-25
958667AB3
30000.000000000000
PA
USD
28493.400000000000
0.0119445289
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.10000000
N
N
N
N
N
N
RBIT_20-1
N/A
RBIT 20-1 M3 144A FRN 02-25-30/10-25-22
74968QAD9
125000.000000000000
PA
USD
120507.880000000000
0.0505173077
Long
ABS-CBDO
CORP
US
Y
2
2030-02-25
Variable
2.9636000000000000
N
N
N
N
N
N
RBIT_20-1
N/A
RBIT 20-1 M2 144A FRN 02-25-30/08-25-22
74968QAC1
125000.000000000000
PA
USD
124615.130000000000
0.0522390806
Long
ABS-CBDO
CORP
US
Y
2
2030-02-25
Variable
2.6226000000000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERATING LP
L6D8A6MLSY454J2JXJ60
WESTERN MIDSTREAM OP SR UNSEC 5.25% 02-01-50
958667AA5
200000.000000000000
PA
USD
174291.000000000000
0.0730633720
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
5.25000000
N
N
N
N
N
N
WELLS FARGO & CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO SR UNSEC 2.572% 02-11-31
95000U2J1
131000.000000000000
PA
USD
137213.200000000000
0.0575202339
Long
DBT
CORP
US
N
2
2031-02-11
Variable
2.5720000000000000
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST SEMT_18-CH1
549300ZUG1L9OO3W6B29
SEMT 18-CH1 A2 144A FRN 02-25-48/05-25-34
81747DAB5
446823.250000000000
PA
USD
458955.840000000000
0.1923958281
Long
ABS-CBDO
CORP
US
Y
2
2048-02-25
Variable
3.5000000000000000
N
N
N
N
N
N
LEGACY MORTGAGE ASSET TRUST LMAT_19-GS7
N/A
LMAT 19-GS7 A1 144A FRN 11-25-59
52474MAA7
289812.990000000000
PA
USD
287219.160000000000
0.1204032356
Long
ABS-CBDO
CORP
US
Y
2
2059-11-25
Variable
3.2500000000000000
N
N
N
N
N
N
LEGACY MORTGAGE ASSET TRUST LMAT_20-GS4
N/A
LMAT 20-GS4 A1 144A FRN 02-25-60
52474KAA1
452015.200000000000
PA
USD
454749.440000000000
0.1906324911
Long
ABS-CBDO
CORP
US
Y
2
2060-02-25
Variable
3.2500000000000000
N
N
N
N
N
N
WYNN RESORTS FINANCE LLC
N/A
WYNN RESORTS LTD 144A LIFE SR UNSEC 7.75% 04-15-25
983133AB5
370000.000000000000
PA
USD
374282.750000000000
0.1569005847
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
7.75000000
N
N
N
N
N
N
WELLS FARGO & CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO SR UNSEC 2.188% 04-30-26
95000U2N2
31000.000000000000
PA
USD
32089.710000000000
0.0134521141
Long
DBT
CORP
US
N
2
2026-04-30
Variable
2.1880000000000000
N
N
N
N
N
N
WELLS FARGO & CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO SR UNSEC 3.068% 04-30-41
95000U2Q5
57000.000000000000
PA
USD
59531.540000000000
0.0249558213
Long
DBT
CORP
US
N
2
2041-04-30
Variable
3.0680000000000000
N
N
N
N
N
N
WILLIAM CARTER COMPANY (THE)
TGI2A0HXEYNQPU7TYV27
WILLIAM CARTER COMPANY (THE) 144A LIFE SR UNSEC 5.5% 05-15-25
96926JAE7
244000.000000000000
PA
USD
252082.500000000000
0.1056738298
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
5.50000000
N
N
N
N
N
N
WALT DISNEY CO
549300GZKULIZ0WOW665
DISNEY WALT CO SR UNSEC 2.65% 01-13-31
254687FX9
300000.000000000000
PA
USD
318659.400000000000
0.1335830897
Long
DBT
CORP
US
N
2
2031-01-13
Fixed
2.65000000
N
N
N
N
N
N
NEIMAN MARCUS GROUP LTD LLC
549300VXED5TMJSBCI17
NEIMAN MARCUS TL-B PIK TOGGLE (L+600) (FLR 1.50) 10.75% 10-25-23
64021SAE9
55052.160000000000
PA
USD
13542.830000000000
0.0056771998
Long
LON
CORP
US
N
2
2023-10-25
Variable
0.0000000000000000
Y
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
42330.800000000000
0.0177452134
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
4.4979000000000000
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
103922.400000000000
0.0435646188
Long
ABS-MBS
CORP
US
N
2
2047-04-15
Variable
4.5650000000000000
N
N
N
N
N
N
NESTLE SKIN HEALTH SA
549300XE8DVCIZTGCX55
SUNSHINE LUXEMBOURG TL-B1 (L+425) 5.322% 10-01-26
N/A
88509.170000000000
PA
USD
84889.760000000000
0.0355860722
Long
LON
CORP
CH
N
2
2026-10-01
Variable
5.3220000000000000
N
N
N
N
N
N
NEIMAN MARCUS GROUP LLC (THE)
3LGBWM7SJ10PEV1KRW42
NEIMAN MARCUS TL-DIP (L+1275) (FLR 1.25) 14.0% 10-07-20
N/A
17090.640000000000
PA
USD
17090.640000000000
0.0071644536
Long
LON
CORP
US
N
3
2020-10-07
Variable
14.0000000000000000
Y
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
15626.670000000000
0.0065507525
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
94204.600000000000
0.0394908844
Long
ABS-MBS
CORP
US
N
2
2046-02-15
Variable
4.2593000000000000
N
N
N
N
N
N
MORGAN STANLEY BAML TRUST MSBAM_13-C7
N/A
MSBAM 13-C7 B 3.769% 02-15-46/01-18-23
61690KAH5
200000.000000000000
PA
USD
197929.800000000000
0.0829728363
Long
ABS-MBS
CORP
US
N
2
2046-02-15
Fixed
3.76900000
N
N
N
N
N
N
MORGAN STANLEY BAML TRUST MSBAM_13-C12
N/A
MSBAM 13-C12 AS FRN 10-15-46/09-15-23
61762XAW7
500000.000000000000
PA
USD
531411.000000000000
0.2227692743
Long
ABS-MBS
CORP
US
N
2
2046-10-15
Variable
4.4820000000000000
N
N
N
N
N
N
PLY GEM MIDCO LLC
N/A
PISCES MIDCO (PLY GEM) TL-B (L+375) 3.92825% 04-12-25
72431HAB6
148115.600000000000
PA
USD
141388.630000000000
0.0592705881
Long
LON
CORP
US
N
2
2025-04-12
Variable
3.9405000000000000
N
N
N
N
N
N
PG&E CORP
8YQ2GSDWYZXO2EDN3511
PG&E CORP SR SEC TL (L+450) (FLR 1.0) 5.5% 06-23-25
N/A
60000.000000000000
PA
USD
59325.000000000000
0.0248692391
Long
LON
CORP
US
N
2
2025-06-23
Variable
5.5000000000000000
N
N
N
N
N
N
MORGAN STANLEY BAML TRUST MSBAM_13-C9
549300PFVBG5704L7K74
MSBAM 13-C9 B 3.708% 05-15-46/04-15-23
61762DAZ4
541000.000000000000
PA
USD
549576.470000000000
0.2303843003
Long
ABS-MBS
CORP
US
N
2
2046-05-15
Variable
3.7080000000000000
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST MSC_17-H1
N/A
MSCI 17-H1 A5 3.53% 06-15-50/05-17-27
61691JAV6
45000.000000000000
PA
USD
50295.290000000000
0.0210839543
Long
ABS-CBDO
CORP
US
N
2
2050-06-15
Fixed
3.53000000
N
N
N
N
N
N
MESQUITE ENERGY INC
549300SB0HTIM17TVR61
SANCHEZ ENERGY DIP TL (L+1000) FLR (2.00) 12.0% 05-11-20/30
N/A
6486.670000000000
PA
USD
648.670000000000
0.0002719246
Long
LON
CORP
US
N
2
2030-05-11
Variable
12.0000000000000000
Y
N
N
N
N
N
STERIGENICS-NORDION HOLDINGS LLC
549300OVT7MBXFLOFU20
SOTERA HEALTH HOLDINGS TL (L+450) (FLR 1.0) 5.5% 12-11-26
83600VAD3
180000.000000000000
PA
USD
176456.160000000000
0.0739710144
Long
LON
CORP
US
N
2
2026-12-11
Variable
5.5000000000000000
N
N
N
N
N
N
MESQUITE ENERGY INC
549300SB0HTIM17TVR61
SANCHEZ ENERGY DIP TL 8.25% 05-11-20/30
N/A
3000.000000000000
PA
USD
300.000000000000
0.0001257610
Long
LON
CORP
US
N
2
2030-05-11
Variable
8.2500000000000000
Y
N
N
N
N
N
ULTIMATE SOFTWARE GROUP INC
529900FKHWSTQ1GXK240
ULTIMATE SOFTWARE GROUP INC TL (L +400) (FLR 0.75) 4.75% 05-04-26
N/A
775000.000000000000
PA
USD
767457.700000000000
0.3217208430
Long
LON
CORP
US
N
2
2026-05-04
Variable
4.75
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
300000.000000000000
PA
USD
223550.100000000000
0.0937129520
Long
ABS-MBS
CORP
US
Y
2
2046-02-15
Variable
4.3753000000000000
N
N
N
N
N
N
METLIFE SECURITIZATION TRUST MST_18-1A
N/A
MST 18-1A A 144A FRN 03-25-57
59166DAA5
149056.880000000000
PA
USD
160023.290000000000
0.0670823001
Long
ABS-CBDO
CORP
US
Y
2
2057-03-25
Variable
3.7500000000000000
N
N
N
N
N
N
ULTIMATE SOFTWARE GROUP INC
529900FKHWSTQ1GXK240
ULTIMATE SOFTWARE GROUP INC TL (L +675) 7.5% 05-03-27
N/A
275000.000000000000
PA
USD
280328.130000000000
0.1175144927
Long
LON
CORP
US
N
2
2027-06-30
Variable
7.0551300000000000
N
N
N
N
N
N
VERITAS US INC / VERITAS BERMUDA LTD
N/A
VERITAS US TL-B 1ST LIEN (L+450) 5.5% 01-27-23
N/A
24744.880000000000
PA
USD
22950.880000000000
0.0096210859
Long
LON
CORP
US
N
2
2023-01-27
Variable
5.5000000000000000
N
N
N
N
N
N
MULTIFAMILY CONNECTICUT AVENUE SECURITIES MCAS_20-1
N/A
MCAS 20-1 M10 144A (L+375) FRN 03-25-50
62548QAD3
300000.000000000000
PA
USD
277092.300000000000
0.1161580219
Long
ABS-CBDO
USGA
US
Y
2
2050-03-25
Variable
3.9345400000000000
N
N
N
N
N
N
MELLO WAREHOUSE SECURITIZATION TRUST MWST_18_W1
54930071PMO0D7K08N34
MWST 18-W1 B 144A FRN (L+105) 11-25-51/10-26-20
585492AB7
266666.670000000000
PA
USD
266852.540000000000
0.1118654802
Long
ABS-CBDO
CORP
US
Y
2
2051-11-27
Variable
1.2345000000000000
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
199082.600000000000
0.0834560939
Long
ABS-CBDO
CORP
US
Y
2
2029-11-26
Variable
2.6453000000000000
N
N
N
N
N
N
NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_18-1
N/A
NRZT 18-1A A1A 144A FRN 12-25-57
64830GAB2
88219.240000000000
PA
USD
94139.020000000000
0.0394633931
Long
ABS-CBDO
CORP
US
Y
2
2057-12-25
Variable
4.0000000000000000
N
N
N
N
N
N
ANGEL OAK MORTGAGE TRUST AOMT_19-2
N/A
AOMT 19-2 A1 144A FRN 03-25-49/04-25-23
03463WAA1
45519.470000000000
PA
USD
46837.990000000000
0.0196346426
Long
ABS-CBDO
CORP
US
Y
2
2049-03-25
Variable
3.6280000000000000
N
N
N
N
N
N
BANK OF AMERICA COMMERCIAL MORTGAGE TRUST BACM 17-BNK3
N/A
BACM 17-BNK3 A4 3.574% 02-15-50/01-15-27
06427DAS2
10000.000000000000
PA
USD
11230.240000000000
0.0047077543
Long
ABS-MBS
CORP
US
N
2
2050-02-15
Fixed
3.57400000
N
N
N
N
N
N
NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT 19-2A
N/A
NRZT 19-2A A1 144A FRN 12-25-57
64830DAB9
289011.160000000000
PA
USD
310923.990000000000
0.1303403799
Long
ABS-CBDO
CORP
US
Y
2
2057-12-25
Variable
4.2500000000000000
N
N
N
N
N
N
NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT 18-5A
N/A
NRZT 18-5A A1 144A FRN 12-25-57
64829XAA0
282022.960000000000
PA
USD
303161.710000000000
0.1270864061
Long
ABS-CBDO
CORP
US
Y
2
2057-12-25
Variable
4.7500000000000000
N
N
N
N
N
N
BANK BANK 17-BNK9
N/A
BANK 17-BNK9 A4 3.538% 11-15-54/12-17-27
06540RAE4
10000.000000000000
PA
USD
11305.410000000000
0.0047392658
Long
ABS-CBDO
CORP
US
N
2
2054-11-15
Fixed
3.53800000
N
N
N
N
N
N
BENCHMARK MORTGAGE TRUST BMARK_18-B2
N/A
BMARK 18-B2 A4 3.6147% 02-15-51/11-18-27
08161CAD3
25000.000000000000
PA
USD
28447.130000000000
0.0119251323
Long
ABS-CBDO
CORP
US
N
2
2051-02-15
Fixed
3.61470000
N
N
N
N
N
N
BENCHMARK MORTGAGE TRUST BMARK 18-B3
N/A
BMARK 18-B3 A5 4.025% 04-10-51/02-11-28
08161BAY9
10000.000000000000
PA
USD
11663.060000000000
0.0048891939
Long
ABS-CBDO
CORP
US
N
2
2051-04-10
Fixed
4.02500000
N
N
N
N
N
N
BENCHMARK MORTGAGE TRUST BMARK 18-B4
N/A
BMARK 18-B4 A5 FRN 07-15-51/06-16-28
08161HAF7
10000.000000000000
PA
USD
11774.560000000000
0.0049359351
Long
ABS-CBDO
CORP
US
N
2
2051-07-15
Variable
4.1210000000000000
N
N
N
N
N
N
OSW STRUCTURED ASSET TRUST OSAT_20-RPL1
N/A
OSAT 20-RPL1 A1 144A FRN 12-01-59
67113FAA7
780234.610000000000
PA
USD
795855.690000000000
0.3336253757
Long
ABS-O
CORP
US
Y
2
2060-01-01
Variable
3.0719000000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL TRUST PROG_20-SFR2
N/A
PROG 20-SFR2 A 144A 2.078% 06-18-37/06-19-25
74333LAA4
100000.000000000000
PA
USD
103141.300000000000
0.0432371790
Long
ABS-CBDO
CORP
US
Y
2
2037-06-18
Fixed
2.07800000
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
391537.600000000000
0.1641338757
Long
ABS-CBDO
CORP
US
Y
2
2029-07-25
Variable
1.7845000000000000
N
N
N
N
N
N
BENCHMARK MORTGAGE TRUST BMARK_19-B13
N/A
BMARK 19-B13 A4 2.952% 08-15-57/10-17-29
08162DAE8
20000.000000000000
PA
USD
22137.440000000000
0.0092800891
Long
ABS-CBDO
CORP
US
N
2
2057-08-15
Fixed
2.95200000
N
N
N
N
N
N
PROGRESS RESIDENTIAL TRUST PROG_20-SFR2
N/A
PROG 20-SFR2 B 144A 2.578% 06-18-37/06-19-25
74333LAC0
200000.000000000000
PA
USD
206750.200000000000
0.0866703776
Long
ABS-CBDO
CORP
US
Y
2
2037-06-18
Fixed
2.57800000
N
N
N
N
N
N
PROGRESS RESIDENTIAL TRUST PROG_20-SFR2
N/A
PROG 20-SFR2 C 144A 3.077% 06-18-37/06-19-25
74333LAE6
200000.000000000000
PA
USD
205841.000000000000
0.0862892379
Long
ABS-CBDO
CORP
US
Y
2
2037-06-18
Fixed
3.07700000
N
N
N
N
N
N
BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL1
N/A
BRAVO 20-RPL1 A1 144A FRN 05-26-59
10568YAA6
250000.000000000000
PA
USD
258497.750000000000
0.1083631242
Long
ABS-CBDO
CORP
US
Y
2
2059-05-26
Variable
2.5000000000000000
N
N
N
N
N
N
BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL1
N/A
BRAVO 20-RPL1 A2 144A FRN 05-26-59
10568YAB4
300000.000000000000
PA
USD
313155.600000000000
0.1312758783
Long
ABS-CBDO
CORP
US
Y
2
2059-05-26
Variable
3.0000000000000000
N
N
N
N
N
N
COMM MORTGAGE TRUST COMM_12-CR2
N/A
COMM 12-CR2 B 4.393% 08-15-45/07-15-22
12624KAG1
70000.000000000000
PA
USD
70302.050000000000
0.0294708553
Long
ABS-CBDO
CORP
US
N
2
2045-08-15
Fixed
4.39300000
N
N
N
N
N
N
COMM MORTGAGE TRUST COMM_12-LC4
N/A
COMM 12-LC4 B FRN 12-10-44/02-10-22
126192AF0
524000.000000000000
PA
USD
517177.000000000000
0.2168023338
Long
ABS-CBDO
CORP
US
N
2
2044-12-10
Variable
4.9340000000000000
N
N
N
N
N
N
2020-08-26
American Funds Multi-Sector Income fund
Scott Lewis
Scott Lewis
Analyst