0001752724-22-194681.txt : 20220825
0001752724-22-194681.hdr.sgml : 20220825
20220825171302
ACCESSION NUMBER: 0001752724-22-194681
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220630
FILED AS OF DATE: 20220825
DATE AS OF CHANGE: 20220825
PERIOD START: 20221231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: THRIVENT SERIES FUND INC
CENTRAL INDEX KEY: 0000790166
IRS NUMBER: 000000000
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04603
FILM NUMBER: 221198674
BUSINESS ADDRESS:
STREET 1: 901 MARQUETTE AVENUE, SUITE 2500
CITY: MINNEAPOLIS
STATE: MN
ZIP: 55402-3211
BUSINESS PHONE: 612-844-7190
MAIL ADDRESS:
STREET 1: 901 MARQUETTE AVENUE, SUITE 2500
CITY: MINNEAPOLIS
STATE: MN
ZIP: 55402-3211
FORMER COMPANY:
FORMER CONFORMED NAME: LB SERIES FUND INC
DATE OF NAME CHANGE: 19950428
FORMER COMPANY:
FORMER CONFORMED NAME: LBVIP SERIES FUND INC/
DATE OF NAME CHANGE: 19940824
FORMER COMPANY:
FORMER CONFORMED NAME: LBVIP SERIES FUND INC
DATE OF NAME CHANGE: 19920703
0000790166
S000057371
Thrivent Multidimensional Income Portfolio
C000183145
Class A
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000790166
XXXXXXXX
S000057371
C000183145
Thrivent Series Funds, Inc.
811-04603
0000790166
549300VNHRP1O3O9AF57
901 Marquette Avenue
Suite 2500
Minneapolis
55402-3211
612-844-5168
THRIVENT MULTIDIMENSIONAL INCOME PORTFOLIO
S000057371
549300YLLYLA4SJ5JE80
2022-12-31
2022-06-30
N
59502907.51
70805.51
59432102.00
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
15805.36
USD
N
Arko Corp.
N/A
Arko Corporation
041242AA6
27000.00000000
PA
USD
20453.23000000
0.034414448272
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.05125000
N
N
N
N
N
N
American Electric Power Company, Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Company, Inc.
025537101
111.00000000
NS
USD
10649.34000000
0.017918497986
Long
EC
CORP
US
N
1
N
N
N
VIAVI SOLUTIONS INC
5493006K3E3N1QOBF092
Viavi Solutions, Inc.
925550AF2
32000.00000000
PA
USD
26800.51000000
0.045094333025
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.03750000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream, Inc.
23345MAB3
10000.00000000
PA
USD
8375.00000000
0.014091710907
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
0.04375000
N
N
N
N
N
N
TIAA Board of Governors
SQSNUOAGTXNFWCFS1I50
Nuveen Preferred Income Opportunities Fund
67073B106
7700.00000000
NS
USD
58905.00000000
0.099113102208
Long
RF
US
N
1
N
N
N
BlackRock, Inc.
N8Y5YESYCLFDXNNUQV93
BlackRock Enhanced International Dividend Trust
092524107
6300.00000000
NS
USD
31878.00000000
0.053637678842
Long
RF
US
N
1
N
N
N
BP PLC
549300CRVT18MXX0AG93
BP Capital Markets plc
05565QDV7
280000.00000000
PA
USD
243780.84000000
0.410183775764
Long
DBT
CORP
GB
N
2
2030-03-22
Variable
0.04875000
N
N
N
N
N
N
Unum Group
N/A
Provident Financing Trust I
743863AA0
25000.00000000
PA
USD
25750.00000000
0.043326752939
Long
DBT
CORP
US
N
2
2038-03-15
Fixed
0.07405000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
81761LAB8
20000.00000000
PA
USD
16200.00000000
0.027257996023
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.05500000
N
N
N
N
N
N
PARK INTERMED HOLDINGS
N/A
Park Intermediate Holdings, LLC
70052LAC7
15000.00000000
PA
USD
12879.98000000
0.021671755779
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.04875000
N
N
N
N
N
N
Ionis Pharmaceuticals, Inc.
549300SI4ZGLG0BLUZ92
Ionis Pharmaceuticals, Inc.
462222100
482.00000000
NS
USD
17843.64000000
0.030023572109
Long
EC
CORP
US
N
1
N
N
N
PTC Inc.
54930050SSMU8SKDJ030
PTC, Inc.
69370CAC4
35000.00000000
PA
USD
31628.35000000
0.053217619662
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.04000000
N
N
N
N
N
N
Voya Financial, Inc.
549300YJVN8KX08ZHI42
Voya Global Equity Dividend & Premium Opportunity Fund
92912T100
26668.00000000
NS
USD
146674.00000000
0.246792549925
Long
RF
US
N
1
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Company, Inc., Convertible, 6.125%
02557T307
169.00000000
NS
USD
9126.00000000
0.015355337760
Long
EP
CORP
US
N
1
N
N
N
Callaway Golf Company
5493005UB0KFRKBPCU72
Callaway Golf Company, Convertible
131193AE4
3000.00000000
PA
USD
4018.13000000
0.006760874787
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.02750000
N
N
N
N
Y
Callaway Golf Co
Callaway Golf Co
USD
XXXX
N
N
N
MOZART DEBT MERGER SUB
254900QT3R363TVK6F09
Mozart Debt Merger Sub, Inc.
62482BAB8
70000.00000000
PA
USD
57491.00000000
0.096733916629
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.05250000
N
N
N
N
N
N
The Allstate Corporation
OBT0W1ED8G0NWVOLOJ77
Allstate Corporation, 5.100%
020002838
7000.00000000
NS
USD
156520.00000000
0.263359354175
Long
EP
CORP
US
N
1
N
N
N
Rogers Communications Inc.
54930030NVF3Y2OL0A78
Rogers Communications, Inc.
775109BS9
200000.00000000
PA
USD
174945.90000000
0.294362632504
Long
DBT
CORP
CA
N
2
2082-03-15
Variable
0.05250000
N
N
N
N
N
N
Charter Communications, Inc.
0J0XRGZE3PBRFEZ7MV65
Charter Communications, Inc.
16119P108
99.00000000
NS
USD
46384.47000000
0.078046154248
Long
EC
CORP
US
N
1
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc.
25746UDD8
111000.00000000
PA
USD
98638.88000000
0.165969024619
Long
DBT
CORP
US
N
2
2024-12-15
Variable
0.04650000
N
N
N
N
N
N
Giorgi International Holdings S.a R.L.
N/A
Canpack SA/Canpack US LLC
13805AAA5
90000.00000000
PA
USD
78247.69000000
0.131658964375
Long
DBT
CORP
PL
N
2
2025-11-01
Fixed
0.03125000
N
N
N
N
N
N
TC Energy Corporation
549300Y0MFCAXLBWUV51
TransCanada Trust
89356BAC2
160000.00000000
PA
USD
142400.00000000
0.239601150233
Long
DBT
CORP
CA
N
2
2077-03-15
Variable
0.05300000
N
N
N
N
N
N
Voya Financial, Inc.
549300GNK7F1VWTNPE94
Voya Asia Pacific High Dividend Equity Income Fund
92912J102
7333.00000000
NS
USD
51037.68000000
0.085875609784
Long
RF
US
N
1
N
N
N
Ares Management Corporation
WEQ82666OJYSI5GUAB47
Ares Capital Corporation, Convertible
04010LAW3
11000.00000000
PA
USD
11426.25000000
0.019225720806
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.04625000
N
N
N
N
Y
Ares Capital Corp
Ares Capital Corp
USD
XXXX
N
N
N
AT&T Inc.
N/A
DIRECTV Holdings, LLC
25461LAA0
54000.00000000
PA
USD
46065.78000000
0.077509928893
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
0.05875000
N
N
N
N
N
N
Southwest Airlines Co.
UDTZ87G0STFETI6HGH41
Southwest Airlines Company
844741108
157.00000000
NS
USD
5670.84000000
0.009541711985
Long
EC
CORP
US
N
1
N
N
N
Restaurant Brands International Inc.
N/A
1011778 B.C., ULC
68245XAJ8
100000.00000000
PA
USD
87430.00000000
0.147109048910
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
0.04375000
N
N
N
N
N
N
Global Net Lease, Inc.
N/A
Global Net Lease, Inc.
37892AAA8
80000.00000000
PA
USD
66855.24000000
0.112490115190
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.03750000
N
N
N
N
N
N
Bath & Body Works, Inc.
GR3KVMWVCR54YWQNXU90
L Brands, Inc.
501797AL8
10000.00000000
PA
USD
8125.00000000
0.013671062820
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
0.06875000
N
N
N
N
N
N
Hilcorp Energy Company
N/A
Hilcorp Energy I, LP/Hilcorp Finance Company
431318AU8
70000.00000000
PA
USD
61469.76000000
0.103428547756
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.05750000
N
N
N
N
N
N
BlackRock, Inc.
TZVEKBHO1R4X5PI73286
BlackRock Income Trust, Inc.
09247F100
13900.00000000
NS
USD
63106.00000000
0.106181672658
Long
RF
US
N
1
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart, Inc./PetSmart Finance Corporation
71677KAA6
60000.00000000
PA
USD
51914.40000000
0.087350772146
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.04750000
N
N
N
N
N
N
Herc Holdings Inc.
549300TP80QLITMSBP82
Herc Holdings, Inc.
42704LAA2
40000.00000000
PA
USD
36516.04000000
0.061441609452
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.05500000
N
N
N
N
N
N
VICTORS MERGER CORP
N/A
Victors Merger Corporation
92641PAA4
25000.00000000
PA
USD
15250.00000000
0.025659533293
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.06375000
N
N
N
N
N
N
Bank of America Corporation
549300QO5OB3VGJT6S64
BAC Capital Trust XIV
05518VAA3
74000.00000000
PA
USD
52539.76000000
0.088402998096
Long
DBT
CORP
US
N
2
2022-07-18
Floating
0.04000000
N
N
N
N
N
N
American Wholesale Insurance Holding Company, LLC
549300SJE7MUB8NMRG61
AmWINS Group, Inc.
031921AB5
25000.00000000
PA
USD
20473.07000000
0.034447830904
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
0.04875000
N
N
N
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
28470RAH5
60000.00000000
PA
USD
57823.80000000
0.097293883362
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.06250000
N
N
N
N
N
N
Univision Holdings II, Inc.
549300YQDE2JSGTL8V47
Univision Communications, Inc.
914906AU6
78000.00000000
PA
USD
74264.58000000
0.124957013972
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.06625000
N
N
N
N
N
N
Western Midstream Partners, LP
L6D8A6MLSY454J2JXJ60
Western Midstream Operating, LP
958254AL8
10000.00000000
PA
USD
8150.00000000
0.013713127629
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
0.05500000
N
N
N
N
N
N
Hertz Global Holdings, Inc.
549300PD0C69OJ0NLB27
Hertz Corporation
428040DB2
33000.00000000
PA
USD
25410.00000000
0.042754671540
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
0.05000000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDQ1
4430000.00000000
PA
USD
4094635.18000000
6.889601818222
Long
DBT
UST
US
N
2
2026-12-31
Fixed
0.01250000
N
N
N
N
N
N
Builders FirstSource, Inc.
549300W0SKP6L3H7DP63
Builders FirstSource, Inc.
12008RAN7
20000.00000000
PA
USD
16949.00000000
0.028518257691
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.05000000
N
N
N
N
N
N
Verint Systems Inc.
549300KEQJS5FRVUCO94
Verint Systems, Inc., Convertible
92343XAC4
19000.00000000
PA
USD
17337.50000000
0.029171944818
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.00250000
N
N
N
N
Y
Verint Systems Inc
Verint Systems Inc
USD
XXXX
N
N
N
Tenneco Inc.
549300U0EXXFAQFAD785
Tenneco, Inc.
880349AR6
80000.00000000
PA
USD
74800.00000000
0.125857907566
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.05000000
N
N
N
N
N
N
Chimera Investment Corporation
2JBBQFJOL123LOUBE657
Chimera Investment Corporation
16934Q208
2800.00000000
NS
USD
24696.00000000
0.041553300605
Long
EC
CORP
US
N
1
N
N
N
Ford Motor Company
20S05OYHG0MQM4VUIC57
Ford Motor Company, Convertible
345370CZ1
48000.00000000
PA
USD
43776.00000000
0.073657162588
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Ford Motor Co
Ford Motor Co
USD
XXXX
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
48123UAB0
100000.00000000
PA
USD
76002.60000000
0.127881393123
Long
DBT
CORP
US
N
2
2047-05-15
Floating
0.01506400
N
N
N
N
N
N
Rock Holdings Inc.
N/A
Rocket Mortgage Co-Issuer, Inc.
74841CAA9
30000.00000000
PA
USD
23589.60000000
0.039691680432
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.03625000
N
N
N
N
N
N
HCA Healthcare, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BR9
96000.00000000
PA
USD
95496.96000000
0.160682454071
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
0.05375000
N
N
N
N
N
N
The Charles Schwab Corporation
549300VSGCJ7E698NM85
Charles Schwab Corporation
808513BK0
128000.00000000
PA
USD
108500.48000000
0.182562077309
Long
DBT
CORP
US
N
2
2026-06-01
Variable
0.04000000
N
N
N
N
N
N
Duke Energy Corporation
I1BZKREC126H0VB1BL91
Duke Energy Corporation
26441CBP9
102000.00000000
PA
USD
79725.68000000
0.134145819039
Long
DBT
CORP
US
N
2
2082-01-15
Variable
0.03250000
N
N
N
N
N
N
United Rentals, Inc.
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911365BN3
20000.00000000
PA
USD
17097.60000000
0.028768290914
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.04000000
N
N
N
N
N
N
AG Mortgage Investment Trust, Inc.
549300SNP0PBR2XTFR48
AG Mortgage Investment Trust, Inc.
001228501
1878.00000000
NS
USD
12676.50000000
0.021329381888
Long
EC
CORP
US
N
1
N
N
N
Federation Nationale du Credit Agricole
GRH7C46DLKO4V5KVBT29
Pioneer High Income Fund, Inc.
72369H106
2144.00000000
NS
USD
15136.64000000
0.025468794625
Long
RF
US
N
1
N
N
N
Allianz Asset Management of America L.P.
F0MWMXS5YG3P711FB044
Pimco Dynamic Income Fund
72201Y101
8462.00000000
NS
USD
176601.94000000
0.297149072735
Long
RF
US
N
1
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320AM4
138000.00000000
PA
USD
134543.10000000
0.226381190421
Long
DBT
CORP
US
N
2
2043-06-15
Variable
0.05625000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BK4
40000.00000000
PA
USD
36799.23000000
0.061918102778
Long
DBT
CORP
US
N
2
2025-10-15
Variable
0.04875000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CN7
85000.00000000
PA
USD
65335.64000000
0.109933247859
Long
DBT
CORP
GB
N
2
2030-12-17
Variable
0.04600000
N
N
N
N
N
N
Clydesdale Acquisition Holdings, Inc.
N/A
Clydesdale Acquisition Holdings, Inc.
18972EAB1
15000.00000000
PA
USD
12938.55000000
0.021770305213
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.08750000
N
N
N
N
N
N
Empire Community Corp
549300JM1L6KK2QFP273
Empire Communities Corporation
29163VAC7
70000.00000000
PA
USD
55300.00000000
0.093047356797
Long
DBT
CORP
CA
N
2
2025-12-15
Fixed
0.07000000
N
N
N
N
N
N
Panther BF Aggregator 2 LP
N/A
Clarios Global, LP
69867DAC2
15000.00000000
PA
USD
14497.13000000
0.024392759993
Long
DBT
CORP
XX
N
2
2027-05-15
Fixed
0.08500000
N
N
N
N
N
N
CHS Inc.
XEIEFTLYDQ1MZ6TZV015
CHS, Inc., 6.750%
12542R704
2000.00000000
NS
USD
51280.00000000
0.086283335561
Long
EP
CORP
US
N
1
N
N
N
Blackstone Mortgage Trust, Inc.
549300OLDJ20R2Y2UW20
Blackstone Mortgage Trust, Inc.
09257W100
266.00000000
NS
USD
7360.22000000
0.012384249845
Long
EC
CORP
US
N
1
N
N
N
Callon Petroleum Company
549300EFOWPEB0WLZW21
Callon Petroleum Company
13123XBF8
35000.00000000
PA
USD
32204.90000000
0.054187718280
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
0.07500000
N
N
N
N
N
N
DICK'S Sporting Goods, Inc.
529900SSBV5I4LWSK313
Dick's Sporting Goods, Inc.
253393102
93.00000000
NS
USD
7009.41000000
0.011793979624
Long
EC
CORP
US
N
1
N
N
N
Carnival Corporation & Plc
F1OF2ZSX47CR0BCWA982
Carnival Corporation
143658BG6
42000.00000000
PA
USD
41809.74000000
0.070348748560
Long
DBT
CORP
PA
N
2
2026-02-01
Fixed
0.10500000
N
N
N
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206R102
416.00000000
NS
USD
8719.36000000
0.014671128408
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley, 7.125%
61762V200
4200.00000000
NS
USD
110166.00000000
0.185364468515
Long
EP
CORP
US
N
1
N
N
N
Sempra
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BM0
95000.00000000
PA
USD
76168.22000000
0.128160064067
Long
DBT
CORP
US
N
2
2052-04-01
Variable
0.04125000
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38148BAE8
215000.00000000
PA
USD
207539.50000000
0.349204374430
Long
DBT
CORP
US
N
2
2024-08-10
Variable
0.05500000
N
N
N
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T, Inc., 4.750%
00206R706
10950.00000000
NS
USD
209692.50000000
0.352826995753
Long
EP
CORP
US
N
1
N
N
N
Iron Mountain Incorporated
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAF8
37000.00000000
PA
USD
31447.41000000
0.052913171403
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
0.04875000
N
N
N
N
N
N
T-Mobile US, Inc.
549300L17W0GQBR1PO80
Sprint Capital Corporation
852060AD4
101000.00000000
PA
USD
106203.52000000
0.178697229991
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.06875000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company, 5.750%
48128B655
1700.00000000
NS
USD
42347.00000000
0.071252738124
Long
EP
CORP
US
N
1
N
N
N
OneMain Holdings, Inc.
5493008I795YYBFWFU90
OneMain Finance Corporation
85172FAN9
80000.00000000
PA
USD
73938.40000000
0.124408186000
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.07125000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAJ0
130000.00000000
PA
USD
99057.40000000
0.166673223168
Long
DBT
CORP
US
N
2
2026-05-15
Variable
0.04000000
N
N
N
N
N
N
AVIS BUDGET CAR/FINANCE
N/A
Avis Budget Car Rental, LLC
053773BF3
40000.00000000
PA
USD
33272.55000000
0.055984138000
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.05375000
N
N
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320AN2
126000.00000000
PA
USD
119116.57000000
0.200424629100
Long
DBT
CORP
US
N
2
2044-03-15
Variable
0.05200000
N
N
N
N
N
N
Aerojet Rocketdyne Holdings, Inc.
549300VULNLWHE8QWI76
Aerojet Rocketdyne Holdings, Inc.
007800105
199.00000000
NS
USD
8079.40000000
0.013594336609
Long
EC
CORP
US
N
1
N
N
N
Telephone and Data Systems, Inc.
N/A
Telephone and Data Systems, Inc., 6.000%
879433761
5000.00000000
NS
USD
92050.00000000
0.154882625554
Long
EP
CORP
US
N
1
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corporation
143658BL5
107000.00000000
PA
USD
82875.78000000
0.139446153191
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
0.07625000
N
N
N
N
N
N
CMS Energy Corporation
549300IA9XFBAGNIBW29
CMS Energy Corporation, 4.200%
125896837
9775.00000000
NS
USD
173701.75000000
0.292269235235
Long
EP
CORP
US
N
1
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
949746TD3
212000.00000000
PA
USD
182585.00000000
0.307216123703
Long
DBT
CORP
US
N
2
2026-03-15
Variable
0.03900000
N
N
N
N
N
N
JetBlue Airways Corporation
54930070J9H97ZO93T57
JetBlue Airways Corporation, Convertible
477143AP6
20000.00000000
PA
USD
14710.00000000
0.024750933426
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.00500000
N
N
N
N
N
JetBlue Airways Corp
JetBlue Airways Corp
USD
XXXX
N
N
N
Twitter, Inc.
549300I8RX485XMK6836
Twitter, Inc.
90184LAG7
12000.00000000
PA
USD
11313.06000000
0.019035268178
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.03875000
N
N
N
N
N
N
Liberty Media Corporation
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBA5
80000.00000000
PA
USD
74201.60000000
0.124851044305
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
0.05000000
N
N
N
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company, 4.750%
94988U151
5000.00000000
NS
USD
97250.00000000
0.163632105759
Long
EP
CORP
US
N
1
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CH3
15000.00000000
PA
USD
13387.50000000
0.022525705047
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.05250000
N
N
N
N
N
N
KBR, Inc.
254900OFQDXZRKRCV808
KBR, Inc., Convertible
48242WAB2
26000.00000000
PA
USD
50128.00000000
0.084344989177
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
0.02500000
N
N
N
N
Y
KBR Inc
KBR Inc
USD
XXXX
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
949746TG6
30000.00000000
PA
USD
27827.99000000
0.046823163010
Long
DBT
CORP
US
N
2
2027-01-15
Floating
0.01544300
N
N
N
N
N
N
XPO Logistics, Inc.
54930096DB9LCLPN7H13
XPO Logistics, Inc.
983793AH3
5000.00000000
PA
USD
4962.50000000
0.008349864522
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.06250000
N
N
N
N
N
N
PACTIV EVERGREEN GROUP
N/A
Pactiv Evergreen Group
69527AAA4
35000.00000000
PA
USD
29750.00000000
0.050057122327
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.04375000
N
N
N
N
N
N
Scientific Games Holdings LP
N/A
Scientific Games International, Inc.
80874DAA4
25000.00000000
PA
USD
21250.00000000
0.035755087376
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.06625000
N
N
N
N
N
N
QBE Insurance Group Limited
549300D2FBW76FPUSG65
QBE Insurance Group, Ltd.
74728GAE0
40000.00000000
PA
USD
38900.00000000
0.065452842303
Long
DBT
CORP
AU
N
2
2025-05-12
Variable
0.05875000
N
N
N
N
N
N
Icahn Enterprises L.P.
N/A
Icahn Enterprises, LP
451102BW6
78000.00000000
PA
USD
72797.93000000
0.122489239906
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.04750000
N
N
N
N
N
N
The Williams Companies, Inc.
N/A
Blue Racer Midstream, LLC/Blue Racer Finance Corporation
095796AE8
31000.00000000
PA
USD
27901.98000000
0.046947658018
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.06625000
N
N
N
N
N
N
Truist Financial Corporation
549300DRQQI75D2JP341
Truist Financial Corporation
89832QAF6
90000.00000000
PA
USD
81450.00000000
0.137047146675
Long
DBT
CORP
US
N
2
2030-03-01
Variable
0.05100000
N
N
N
N
N
N
Titan Acquisition Holdco Limited
N/A
Titan Acquisition, Ltd.
88827AAA1
20000.00000000
PA
USD
18384.00000000
0.030932777709
Long
DBT
CORP
XX
N
2
2026-04-15
Fixed
0.07750000
N
N
N
N
N
N
Southwest Airlines Co.
UDTZ87G0STFETI6HGH41
Southwest Airlines Company, Convertible
844741BG2
32000.00000000
PA
USD
37680.00000000
0.063400079640
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.01250000
N
N
N
N
Y
Southwest Airlines Co
Southwest Airlines Co
USD
XXXX
N
N
N
HAWAIIAN BRAND INTELLECT
N/A
Hawaiian Brand Intellectual Property, Ltd.
41984LAA5
20000.00000000
PA
USD
17924.00000000
0.030158785230
Long
DBT
CORP
KY
N
2
2026-01-20
Fixed
0.05750000
N
N
N
N
N
N
Post Holdings, Inc.
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AM6
56000.00000000
PA
USD
54250.00000000
0.091280634832
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.05750000
N
N
N
N
N
N
Tenet Healthcare Corporation
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corporation
88033GCX6
38000.00000000
PA
USD
34975.77000000
0.058849962937
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
0.06250000
N
N
N
N
N
N
Gartner, Inc.
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651AG2
30000.00000000
PA
USD
25991.10000000
0.043732425953
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.03625000
N
N
N
N
N
N
TASEKO MINES LTD
549300XKUO1JSLU7KX54
Taseko Mines, Ltd.
876511AF3
37000.00000000
PA
USD
31491.26000000
0.052986953077
Long
DBT
CORP
CA
N
2
2026-02-15
Fixed
0.07000000
N
N
N
N
N
N
Thrivent Mutual Funds
N/A
Thrivent Core Emerging Markets Debt Fund
N/A
636165.62630000
NS
USD
4771242.20000000
8.028055612100
Long
RF
US
N
2
N
N
N
Transocean Ltd.
5493000CTMQ2LH21VM89
Transocean Proteus, Ltd.
893829AA9
9000.00000000
PA
USD
8392.50000000
0.014121156273
Long
DBT
CORP
KY
N
2
2024-12-01
Fixed
0.06250000
N
N
N
N
N
N
New Enterprise Stone & Lime Co., Inc.
549300O5DQ5Y61B8VF38
New Enterprise Stone and Lime Company, Inc.
644274AH5
83000.00000000
PA
USD
68228.89000000
0.114801408168
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.05250000
N
N
N
N
N
N
DICK'S Sporting Goods, Inc.
529900SSBV5I4LWSK313
Dick's Sporting Goods, Inc., Convertible
253393AD4
7000.00000000
PA
USD
16673.13000000
0.028054080940
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.03250000
N
N
N
N
Y
Dick's Sporting Goods Inc
Dick's Sporting Goods Inc
USD
XXXX
N
N
N
Allianz SE
549300WT3ICVH2Z06O49
Virtus AllianzGI Convertible & Income Fund
92838X102
16300.00000000
NS
USD
59984.00000000
0.100928619351
Long
RF
US
N
1
N
N
Iron Mountain Incorporated
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAJ0
60000.00000000
PA
USD
52163.70000000
0.087770242418
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.05250000
N
N
N
N
N
N
Custom Truck One Source, Inc.
254900FAHT0HW9T6L409
Nesco Holdings II, Inc.
64083YAA9
25000.00000000
PA
USD
20937.50000000
0.035229277268
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.05500000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
48126HAA8
40000.00000000
PA
USD
37498.80000000
0.063095193907
Long
DBT
CORP
US
N
2
2023-08-01
Variable
0.06000000
N
N
N
N
N
N
Allison Transmission Holdings, Inc.
MWKQ3I0U1GXP2YDSZW75
Allison Transmission, Inc.
019736AE7
52000.00000000
PA
USD
47563.32000000
0.080029678236
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
0.04750000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MV0
225000.00000000
PA
USD
186750.00000000
0.314224120829
Long
DBT
CORP
US
N
2
2026-02-18
Variable
0.03875000
N
N
N
N
N
N
CommScope Holding Company, Inc.
M4TWC4QDOKW45N7T6Y12
CommScope Technologies Finance, LLC
20337YAA5
30000.00000000
PA
USD
25950.00000000
0.043663271408
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.06000000
N
N
N
N
N
N
Allied Universal Security Services LLC
N/A
Allied Universal Holdco, LLC
019576AA5
20000.00000000
PA
USD
18352.60000000
0.030879944310
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.06625000
N
N
N
N
N
N
Next Alt S.a R.L.
5493001ZMCICV4N02J21
Altice France SA
02156LAC5
20000.00000000
PA
USD
16117.20000000
0.027118677377
Long
DBT
CORP
FR
N
2
2028-01-15
Fixed
0.05500000
N
N
N
N
N
N
Aegon N.V.
KEIOKM01PSK5VZ5CCI74
Aegon Funding Corporation II, 5.100%
00775V104
3750.00000000
NS
USD
78750.00000000
0.132504147337
Long
EP
CORP
US
N
1
N
N
N
PENNYMAC FIN SVCS INC
549300W1D516HBDEU871
PennyMac Financial Services, Inc.
70932MAB3
29000.00000000
PA
USD
21315.00000000
0.035864455879
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.04250000
N
N
N
N
N
N
Charter Communications, Inc.
N/A
CCO Holdings, LLC
1248EPCQ4
122000.00000000
PA
USD
99893.60000000
0.168080206888
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
0.04750000
N
N
N
N
N
N
Bombardier Inc.
W7L3VLU8EHQY34Z36697
Bombardier, Inc.
097751BV2
48000.00000000
PA
USD
39575.04000000
0.066588659441
Long
DBT
CORP
CA
N
2
2026-06-15
Fixed
0.07125000
N
N
N
N
N
N
EchoStar Corporation
N/A
Hughes Satellite Systems Corporation
444454AF9
20000.00000000
PA
USD
17750.00000000
0.029866014161
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
0.06625000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding, Inc.
05352TAA7
76000.00000000
PA
USD
69669.20000000
0.117224862751
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.04625000
N
N
N
N
N
N
American Electric Power Company, Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Company, Inc.
025537AU5
200000.00000000
PA
USD
158151.42000000
0.266104368982
Long
DBT
CORP
US
N
2
2062-02-15
Variable
0.03875000
N
N
N
N
N
N
Banco Santander, S.A.
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAH2
115000.00000000
PA
USD
94034.45000000
0.158221645938
Long
DBT
CORP
ES
N
2
2026-11-12
Variable
0.04750000
N
N
N
N
N
N
ATLAS LUXCO 4 / ALL UNI
N/A
Allied Universal Finance Corporation
049362AA4
40000.00000000
PA
USD
32368.47000000
0.054462939910
Long
DBT
CORP
XX
N
2
2028-06-01
Fixed
0.04625000
N
N
N
N
N
N
Liberty Broadband Corporation
549300N3IE9H88Q20221
GCI, LLC
36166TAB6
70000.00000000
PA
USD
60651.40000000
0.102051581483
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.04750000
N
N
N
N
N
N
Hertz Global Holdings, Inc.
549300PD0C69OJ0NLB27
Hertz Corporation
428040DA4
28000.00000000
PA
USD
23410.24000000
0.039389890668
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
0.04625000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream, Inc.
23345MAA5
75000.00000000
PA
USD
63562.50000000
0.106949776065
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.04125000
N
N
N
N
N
N
Delta Air Lines, Inc.
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361ZZ4
9000.00000000
PA
USD
8986.05000000
0.015119858961
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.07375000
N
N
N
N
N
N
Zayo Group Holdings, Inc.
529900Z6OTS7RT0V0I47
Zayo Group Holdings, Inc.
98919VAA3
26000.00000000
PA
USD
21569.34000000
0.036292406416
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.04000000
N
N
N
N
N
N
TIAA Board of Governors
N0WOEFO1WOMLJYH1PV29
Nuveen Short Duration Credit Opportunities Fund
67074X107
15804.00000000
NS
USD
190122.12000000
0.319898024135
Long
RF
US
N
1
N
N
N
Morgan Stanley
5493002EIY4NK3I3E865
Eaton Vance Tax-Managed Global Diversified Equity Income Fund
27829F108
3399.00000000
NS
USD
26206.29000000
0.044094503001
Long
RF
US
N
1
N
N
N
Norwegian Cruise Line Holdings Ltd.
UNZWILHE4KMRP9K2L524
NCL Corporation, Ltd.
62886HAP6
58000.00000000
PA
USD
48241.74000000
0.081171182537
Long
DBT
CORP
BM
N
2
2024-12-15
Fixed
0.03625000
N
N
N
N
N
CNX Resources Corporation
549300JK3KH8PWM3B226
CNX Resources Corporation
12653CAJ7
37000.00000000
PA
USD
34565.40000000
0.058159477516
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.06000000
N
N
N
N
N
N
Hindalco Industries Limited
549300G5F3W3B52WYL23
Novelis Corporation
670001AH9
15000.00000000
PA
USD
11552.85000000
0.019438736997
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
0.03875000
N
N
N
N
N
N
Bausch Health Companies Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Companies, Inc.
071734AH0
178000.00000000
PA
USD
94785.00000000
0.159484515624
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
0.05000000
N
N
N
N
N
N
Bausch Health Companies Inc.
KOO0397YRO83WY5MGD97
Valeant Pharmaceuticals International, Inc.
91911XAW4
35000.00000000
PA
USD
24543.75000000
0.041297125920
Long
DBT
CORP
CA
N
2
2027-01-31
Fixed
0.08500000
N
N
N
N
N
N
Teva Pharmaceutical Industries Limited
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
79000.00000000
PA
USD
64780.00000000
0.108998332248
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
0.03150000
N
N
N
N
N
N
The Charles Schwab Corporation
549300VSGCJ7E698NM85
Charles Schwab Corporation
808513CB9
160000.00000000
PA
USD
143428.69000000
0.241332016155
Long
DBT
CORP
US
N
2
2027-06-01
Variable
0.05000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company, 4.750%
48128B622
5450.00000000
NS
USD
116357.50000000
0.195782239033
Long
EP
CORP
US
N
1
N
N
N
TEGNA INC
549300YC5EDBGX85AO10
TEGNA, Inc.
87901JAJ4
92000.00000000
PA
USD
86020.00000000
0.144736593701
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.04625000
N
N
N
N
N
N
NextEra Energy Partners, LP
549300KJEC5IUVJWR786
NextEra Energy Operating Partners, LP
65342QAL6
95000.00000000
PA
USD
86925.00000000
0.146259339775
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
0.03875000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251525AX9
225000.00000000
PA
USD
194062.50000000
0.326528077368
Long
DBT
CORP
DE
N
2
2025-10-30
Variable
0.06000000
N
N
N
N
N
N
ARD Holdings S.A.
N/A
Ardagh Packaging Finance plc/Ardagh Holdings USA, Inc.
03969AAR1
41000.00000000
PA
USD
29235.46000000
0.049191361261
Long
DBT
CORP
IE
N
2
2027-08-15
Fixed
0.05250000
N
N
N
N
N
N
Progress Software Corporation
549300R65B3JG6972S24
Progress Software Corporation, Convertible
743312AB6
7000.00000000
PA
USD
6758.50000000
0.011371800378
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.01000000
N
N
N
N
Y
Progress Software Corp
Progress Software Corp
USD
XXXX
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage, 4.125%
74460W537
4775.00000000
NS
USD
92921.50000000
0.156349004785
Long
EP
CORP
US
N
1
N
N
OneMain Holdings, Inc.
5493008I795YYBFWFU90
OneMain Finance Corporation
85172FAM1
80000.00000000
PA
USD
75820.80000000
0.127575497834
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
0.06875000
N
N
N
N
N
N
AMSTED Industries Incorporated
N2VLGYMEEBIU3PFSUY86
Amsted Industries, Inc.
032177AJ6
10000.00000000
PA
USD
8525.00000000
0.014344099759
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.04625000
N
N
N
N
N
N
Vistajet Group Holding Limited
N/A
VistaJet Malta Finance plc
92840JAB5
45000.00000000
PA
USD
36000.00000000
0.060573324497
Long
DBT
CORP
XX
N
2
2030-02-01
Fixed
0.06375000
N
N
N
N
N
N
Srm Escrow Issuer LLC
N/A
SRM Escrow Issuer, LLC
85236FAA1
100000.00000000
PA
USD
84523.00000000
0.142217752957
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.06000000
N
N
N
N
N
N
AMSTED Industries Incorporated
N2VLGYMEEBIU3PFSUY86
Amsted Industries, Inc.
032177AH0
65000.00000000
PA
USD
61100.00000000
0.102806392410
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
0.05625000
N
N
N
N
N
N
KKR Real Estate Finance Trust Inc.
549300K23AYZDZ2REL62
KKR Real Estate Finance Trust, Inc., Convertible
48251KAB6
5000.00000000
PA
USD
4946.88000000
0.008323582430
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
0.06125000
N
N
N
N
Y
KKR Real Estate Finance Trust Inc
KKR Real Estate Finance Trust Inc
USD
XXXX
N
N
N
PBF Energy Inc
N/A
PBF Holding Company, LLC
69318FAK4
20000.00000000
PA
USD
20925.00000000
0.035208244864
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.09250000
N
N
N
N
N
N
Chesapeake Energy Corporation
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corporation
92735LAA0
80000.00000000
PA
USD
77362.40000000
0.130169382196
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.06750000
N
N
N
N
N
N
Southwestern Energy Company
EFWMP121W54QV9MGOP87
Southwestern Energy Company
845467AR0
20000.00000000
PA
USD
18552.00000000
0.031215453224
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.05375000
N
N
N
N
N
N
HARVEST MIDSTREAM I LP
549300DW5M17KJOXCY66
Harvest Midstream, LP
417558AA1
81000.00000000
PA
USD
76077.70000000
0.128007755808
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
0.07500000
N
N
N
N
N
N
Spectrum Brands Holdings, Inc.
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
84762LAV7
35000.00000000
PA
USD
30265.90000000
0.050925171719
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.05000000
N
N
N
N
N
N
Teine Energy Ltd.
5493002EE80G6ER7SM91
Teine Energy, Ltd.
879068AB0
25000.00000000
PA
USD
23250.00000000
0.039120272071
Long
DBT
CORP
CA
N
2
2029-04-15
Fixed
0.06875000
N
N
N
N
N
N
The Hartford Financial Services Group, Inc.
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group, Inc.
416515BC7
100000.00000000
PA
USD
78926.55000000
0.132801209016
Long
DBT
CORP
US
N
2
2047-02-12
Floating
0.03536300
N
N
N
N
N
N
Gartner, Inc.
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651AE7
85000.00000000
PA
USD
72356.25000000
0.121746072518
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
0.03750000
N
N
N
N
N
N
XHR LP
549300M88BPT83ZL2164
XHR, LP
98372MAC9
32000.00000000
PA
USD
27451.43000000
0.046189566036
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.04875000
N
N
N
N
N
N
Hanesbrands Inc.
GX5LWVWZLL5S4W1L2F20
Hanesbrands, Inc.
410345AL6
36000.00000000
PA
USD
33345.36000000
0.056106647548
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.04875000
N
N
N
N
N
N
Plains GP Holdings, L.P.
5521FA2ITF25TVH63740
Plains All American Pipeline, LP
726503AE5
60000.00000000
PA
USD
42600.00000000
0.071678433988
Long
DBT
CORP
US
N
2
2022-11-15
Variable
0.06125000
N
N
N
N
N
N
CQP HOLDCO LP/BIP-V CHINNOK HOLDCO
N/A
CQP Holdco, LP/BIP-V Chinnok Holdco, LLC
12657NAA8
34000.00000000
PA
USD
28952.36000000
0.048715019367
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
0.05500000
N
N
N
N
N
N
MACOM Technology Solutions Holdings, Inc.
N/A
MACOM Technology Solutions Holdings, Inc., Convertible
55405YAB6
8000.00000000
PA
USD
6960.00000000
0.011710842736
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.00250000
N
N
N
N
Y
MACOM Technology Solutions Holdings Inc
MACOM Technology Solutions Holdings Inc
USD
XXXX
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBG4
25000.00000000
PA
USD
21159.25000000
0.035602392121
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.05625000
N
N
N
N
N
N
Murphy Oil Corporation
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corporation
626717AM4
42000.00000000
PA
USD
39196.50000000
0.065951730934
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
0.05875000
N
N
N
N
N
N
BellRing Brands, Inc.
549300S3BOK5CMTS8054
BellRing Brands, Inc.
07831CAA1
40000.00000000
PA
USD
37700.00000000
0.063433731487
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
0.07000000
N
N
N
N
N
N
Teradyne, Inc.
C3X4YJ278QNZHRJULN75
Teradyne, Inc., Convertible
880770AG7
1000.00000000
PA
USD
2830.70000000
0.004762914157
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
0.01250000
N
N
N
N
Y
Teradyne Inc
Teradyne Inc
USD
XXXX
N
N
N
Legg Mason, Inc.
549300S7N70O2ERKYG47
Western Asset High Income Opportunity Fund, Inc.
95766K109
46879.00000000
NS
USD
185640.84000000
0.312357856701
Long
RF
US
N
1
N
N
N
Switch, Inc.
5493002D70VTFFLT8L43
Switch, Ltd.
87105NAA8
45000.00000000
PA
USD
44511.75000000
0.074895129908
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
0.03750000
N
N
N
N
N
N
New Residential Investment Corp.
549300WNTHGEO5LP2G31
New Residential Investment Corporation
64828T201
3744.00000000
NS
USD
34894.08000000
0.058712511968
Long
EC
CORP
US
N
1
N
N
N
Jefferies Finance LLC
N/A
Jefferies Finance, LLC
47232MAF9
40000.00000000
PA
USD
32900.00000000
0.055357288221
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
0.05000000
N
N
N
N
N
N
Methanex Corporation
549300TSJHRXT9QXRD13
Methanex Corporation
59151KAK4
63000.00000000
PA
USD
60007.50000000
0.100968160271
Long
DBT
CORP
CA
N
2
2024-12-01
Fixed
0.04250000
N
N
N
N
N
N
ZF Friedrichshafen AG
529900JYGMS9CW9IQX78
ZF North America Capital, Inc.
98877DAC9
30000.00000000
PA
USD
27675.00000000
0.046565743207
Long
DBT
CORP
DE
N
2
2025-04-29
Fixed
0.04750000
N
N
N
N
N
N
Hess Midstream LP
N/A
Hess Midstream Operations, LP
428102AC1
35000.00000000
PA
USD
33337.50000000
0.056093422372
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.05625000
N
N
N
N
N
N
Algonquin Power & Utilities Corp.
549300K5VIUTJXQL7X75
Algonquin Power & Utilities Corporation
015857AH8
140000.00000000
PA
USD
116197.38000000
0.195512822346
Long
DBT
CORP
CA
N
2
2082-01-18
Variable
0.04750000
N
N
N
N
N
N
Open Text Corporation
N/A
Open Text Corporation
683720AA4
85000.00000000
PA
USD
73529.25000000
0.123719753341
Long
DBT
CORP
CA
N
2
2030-02-15
Fixed
0.04125000
N
N
N
N
N
N
Embecta Corp.
549300RPG8GXVDHNXZ62
Embecta Corporation
29082KAB1
18000.00000000
PA
USD
16205.94000000
0.027267990622
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.06750000
N
N
N
N
N
N
Cinemark Holdings, Inc.
54930008H2137JSCPQ09
Cinemark USA, Inc.
172441BD8
59000.00000000
PA
USD
52609.12000000
0.088519702702
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.05875000
N
N
N
N
N
ON Semiconductor Corporation
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corporation
682189105
680.00000000
NS
USD
34210.80000000
0.057562830269
Long
EC
CORP
US
N
1
N
N
N
abrdn plc
549300J666ZH67203572
Aberdeen Asia-Pacific Income Fund, Inc.
003009107
71700.00000000
NS
USD
209364.00000000
0.352274264167
Long
RF
US
N
1
N
N
N
Ionis Pharmaceuticals, Inc.
549300SI4ZGLG0BLUZ92
Ionis Pharmaceuticals, Inc., Convertible
462222AB6
7000.00000000
PA
USD
6149.50000000
0.010347101638
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
0.00125000
N
N
N
N
Y
Ionis Pharmaceuticals Inc
Ionis Pharmaceuticals Inc
USD
XXXX
N
N
N
TransDigm Group Incorporated
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BL0
175000.00000000
PA
USD
148466.50000000
0.249808596707
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.05500000
N
N
N
N
N
N
H&E Equipment Services, Inc.
254900KVLRCDMQRYY541
H&E Equipment Services, Inc.
404030AJ7
109000.00000000
PA
USD
88153.75000000
0.148326825122
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
0.03875000
N
N
N
N
N
N
VICI Properties L.P.
N/A
VICI Properties, LP/VICI Note Company, Inc.
92564RAD7
20000.00000000
PA
USD
17591.45000000
0.029599239145
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.03750000
N
N
N
N
N
N
UNITI GROUP/CSL CAPITAL
N/A
Uniti Group, LP
91327BAB6
10000.00000000
PA
USD
8223.90000000
0.013837471203
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
0.04750000
N
N
N
N
N
N
Stanley Black & Decker, Inc.
549300DJ09SMTO561131
Stanley Black & Decker, Inc., Convertible, 5.250%
854502846
112.00000000
NS
USD
7547.68000000
0.012699668606
Long
EP
CORP
US
N
1
N
N
N
TotalEnergies SE
549300TXO070764WUH65
Sunpower Corporation, Convertible
867652AL3
7000.00000000
PA
USD
7234.50000000
0.012172714335
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
0.04000000
N
N
N
N
N
SunPower Corp
SunPower Corp
USD
XXXX
N
N
N
DRAWBRIDGE SPECIAL OPPORTUNITIES FUND
N/A
Drawbridge Special Opportunities Fund, LP
26150TAE9
95000.00000000
PA
USD
87098.47000000
0.146551219070
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.03875000
N
N
N
N
N
N
JELD-WEN Holding, Inc.
549300XWE6NM0N1HFW16
JELD-WEN, Inc.
475795AC4
24000.00000000
PA
USD
20400.00000000
0.034324883881
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.04625000
N
N
N
N
N
N
ARD Holdings S.A.
6354006P6QPGGPVJW880
ARD Finance SA
00191AAD8
18000.00000000
PA
USD
13351.68000000
0.022465434589
Long
DBT
CORP
LU
N
2
2027-06-30
Fixed
0.06500000
N
N
N
N
N
N
Two Harbors Investment Corp.
549300ZUIBT6KH4HU823
Two Harbors Investment Corporation
90187B408
2647.00000000
NS
USD
13182.06000000
0.022180033275
Long
EC
CORP
US
N
1
N
N
N
PetSmart, Inc.
N/A
PetSmart, Inc./PetSmart Finance Corporation
71677KAB4
62000.00000000
PA
USD
55831.62000000
0.093941856540
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.07750000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage, 3.950%
74460W446
4500.00000000
NS
USD
82080.00000000
0.138107179853
Long
EP
CORP
US
N
1
N
N
N
Equitable Holdings, Inc.
549300FIBAKMNHPZ4009
Equitable Holdings, Inc., 5.250%
29452E200
6700.00000000
NS
USD
141370.00000000
0.237868080116
Long
EP
CORP
US
N
1
N
N
N
The Royal Bank of Scotland Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
639057AD0
95000.00000000
PA
USD
69943.75000000
0.117686818480
Long
DBT
CORP
GB
N
2
2031-06-28
Variable
0.04600000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc., Convertible
629377CG5
14000.00000000
PA
USD
15029.00000000
0.025287680385
Long
DBT
CORP
US
N
2
2048-06-01
Fixed
0.02750000
N
N
N
N
Y
NRG Energy Inc
NRG Energy Inc
USD
XXXX
N
N
N
Southwestern Energy Company
EFWMP121W54QV9MGOP87
Southwestern Energy Company
845467AT6
21000.00000000
PA
USD
17945.03000000
0.030194170147
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
0.04750000
N
N
N
N
N
N
MERITOR INC
5LTG829X630QFHTFBO82
Meritor, Inc.
59001KAH3
30000.00000000
PA
USD
28884.62000000
0.048601040562
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
0.04500000
N
N
N
N
N
N
VTR FINANCE BV
213800F4XI4RJB82XM19
VTR Finance NV
918374AA7
30000.00000000
PA
USD
21401.93000000
0.036010723632
Long
DBT
CORP
NL
N
2
2028-07-15
Fixed
0.06375000
N
N
N
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38144GAC5
115000.00000000
PA
USD
97347.11000000
0.163795502302
Long
DBT
CORP
US
N
2
2025-02-10
Variable
0.04400000
N
N
N
N
N
N
Perrigo Company plc
549300E86RB6YCTMRM83
Perrigo Finance Unlimited Company
71429MAB1
97000.00000000
PA
USD
91680.04000000
0.154260133690
Long
DBT
CORP
IE
N
2
2026-03-15
Fixed
0.04375000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage, 4.700%
74460W594
200.00000000
NS
USD
4416.00000000
0.007430327804
Long
EP
CORP
US
N
1
N
N
N
Laredo Petroleum, Inc.
549300X0PTWU2QSLSL14
Laredo Petroleum, Inc.
516806AH9
102000.00000000
PA
USD
92022.36000000
0.154836118702
Long
DBT
CORP
US
N
2
2029-07-31
Fixed
0.07750000
N
N
N
N
N
Molina Healthcare, Inc.
549300NQQCEQ46YHZ591
Molina Healthcare, Inc.
60855RAJ9
85000.00000000
PA
USD
75928.03000000
0.127755922211
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.04375000
N
N
N
N
N
N
Centene Corporation
549300Z7JJ4TQSQGT333
Centene Corporation
15135BAT8
75000.00000000
PA
USD
69937.50000000
0.117676302278
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
0.04625000
N
N
N
N
N
N
NextEra Energy, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KCB4
145000.00000000
PA
USD
116399.20000000
0.195852403133
Long
DBT
CORP
US
N
2
2082-03-15
Variable
0.03800000
N
N
N
N
N
N
Brookfield Asset Management Inc.
N/A
Brookfield Property REIT, Inc.
11284DAA3
30000.00000000
PA
USD
27375.00000000
0.046060965503
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.05750000
N
N
N
N
N
N
Callon Petroleum Company
549300EFOWPEB0WLZW21
Callon Petroleum Company
144577AJ2
36000.00000000
PA
USD
35089.47000000
0.059041273687
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.08250000
N
N
N
N
N
N
Microchip Technology Incorporated
5493007PTFULNYZJ1R12
Microchip Technology, Inc., Convertible
595017AF1
13000.00000000
PA
USD
21588.13000000
0.036324022327
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.01625000
N
N
N
N
Y
Microchip Technology Inc
Microchip Technology Inc
USD
XXXX
N
N
N
Prudential Financial, Inc.
F0ATD1Y4J8CHDKHSLD09
PGIM Global High Yield Fund, Inc.
69346J106
25171.00000000
NS
USD
288711.37000000
0.485783541696
Long
RF
US
N
1
N
N
N
Cascades Inc.
N/A
Cascades USA, Inc.
14739LAA0
30000.00000000
PA
USD
27394.49000000
0.046093759227
Long
DBT
CORP
XX
N
2
2026-01-15
Fixed
0.05125000
N
N
N
N
N
N
First Trust Advisors LP
JUEVI6DHENZLPUBV7E49
First Trust High Income Long/Short Fund
33738E109
22736.00000000
NS
USD
259190.40000000
0.436111783493
Long
RF
US
N
1
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
81761LAA0
58000.00000000
PA
USD
53142.50000000
0.089417163808
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.07500000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
91282CDJ7
2740000.00000000
PA
USD
2376521.88000000
3.998717528113
Long
DBT
UST
US
N
2
2031-11-15
Fixed
0.01375000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NB3
107000.00000000
PA
USD
85867.50000000
0.144479998368
Long
DBT
CORP
US
N
2
2026-11-15
Variable
0.04150000
N
N
N
N
N
N
First Horizon Corporation
COOWI3L2W9TPYR3WJX37
First Horizon Bank, 3.750%
337158208
65.00000000
NS
USD
52819.07000000
0.088872962965
Long
EP
CORP
US
N
2
N
N
N
NIELSEN FINANCE LLC/CO
N/A
Nielsen Finance, LLC
65409QBH4
30000.00000000
PA
USD
27101.56000000
0.045600877451
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
0.04500000
N
N
N
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM
00774CAB3
110000.00000000
PA
USD
103950.00000000
0.174905474485
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.05125000
N
N
N
N
N
N
LPL Financial Holdings Inc.
549300Z5YF8CCRMYUL26
LPL Holdings, Inc.
50212YAD6
30000.00000000
PA
USD
25666.78000000
0.043186727603
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.04000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer, LP
29273VAL4
115000.00000000
PA
USD
95960.43000000
0.161462285146
Long
DBT
CORP
US
N
2
2025-05-15
Variable
0.06750000
N
N
N
N
N
N
Performance Food Group, Inc.
549300OMUOGBYK0FFO76
Performance Food Group, Inc.
71376LAE0
44000.00000000
PA
USD
36740.00000000
0.061818442834
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
0.04250000
N
N
N
N
N
N
Vodafone Group Public Limited Company
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBQ2
64000.00000000
PA
USD
62780.80000000
0.105634493627
Long
DBT
CORP
GB
N
2
2079-04-04
Variable
0.07000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer, LP, 7.600%
29273V605
525.00000000
NS
USD
12232.50000000
0.020582310886
Long
EP
CORP
US
N
1
N
N
N
State Street Corporation
549300NCLW2248PN7J24
SPDR Bloomberg High Yield Bond ETF
78468R622
9350.00000000
NS
USD
848138.50000000
1.427071349419
Long
RF
US
N
1
N
N
BlackRock, Inc.
WU48CSUCFTU86AQUYZ93
BlackRock Credit Allocation Income Trust
092508100
21911.00000000
NS
USD
238610.79000000
0.401484689200
Long
RF
US
N
1
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38144GAG6
130000.00000000
PA
USD
100921.77000000
0.169810197862
Long
DBT
CORP
US
N
2
2026-08-10
Variable
0.03650000
N
N
N
N
N
N
The AES Corporation
2NUNNB7D43COUIRE5295
AES Corporation, Convertible, 6.875%
00130H204
360.00000000
NS
USD
31078.80000000
0.052292951038
Long
EP
CORP
US
N
1
N
N
N
Apollo Commercial Real Estate Finance, Inc.
549300E0AN7M2AQHSY29
Apollo Commercial Real Estate Finance, Inc.
03762U105
1700.00000000
NS
USD
17748.00000000
0.029862648977
Long
EC
CORP
US
N
1
N
N
N
Windstream Holdings, Inc.
N/A
Windstream Services, LLC, Warrants (Expires 12/31/2049)
N/A
31.00000000
NC
USD
472.75000000
0.000795445532
N/A
DE
CORP
US
N
2
Windstream Holdings, Inc.
N/A
Call
Purchased
Windstream Holdings, Inc.
Windstream Services, LLC
1.00000000
1.00000000
USD
2049-12-31
XXXX
-13334.85000000
N
N
N
Ally Financial Inc.
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005NBM1
253000.00000000
PA
USD
200632.77000000
0.337583163388
Long
DBT
CORP
US
N
2
2026-05-15
Variable
0.04700000
N
N
N
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Worldwide Holdings, Inc.
18453HAA4
46000.00000000
PA
USD
38839.18000000
0.065350507037
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
0.05125000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
48128BAF8
368000.00000000
PA
USD
324760.00000000
0.546438690659
Long
DBT
CORP
US
N
2
2024-08-01
Variable
0.05000000
N
N
N
N
N
N
HUDBAY MINERALS INC
549300WI524AL577IX21
Hudbay Minerals, Inc.
443628AJ1
40000.00000000
PA
USD
33471.20000000
0.056318384969
Long
DBT
CORP
CA
N
2
2026-04-01
Fixed
0.04500000
N
N
N
N
N
N
Endeavor Energy Resources, L.P.
N/A
Endeavor Energy Resources, LP
29260FAE0
30000.00000000
PA
USD
28579.50000000
0.048087647985
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
0.05750000
N
N
N
N
N
N
Seagate Technology plc
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WBE0
107000.00000000
PA
USD
83157.19000000
0.139919651504
Long
DBT
CORP
KY
N
2
2031-07-15
Fixed
0.03375000
N
N
N
N
N
N
Tenet Healthcare Corporation
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corporation
88033GDJ6
68000.00000000
PA
USD
58193.04000000
0.097915163761
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
0.06125000
N
N
N
N
N
N
Encompass Health Corporation
549300FVRPM9DRQZRG64
Encompass Health Corporation
29261AAA8
95000.00000000
PA
USD
81329.41000000
0.136844242863
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.04500000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AHN6
105000.00000000
PA
USD
100668.75000000
0.169384468346
Long
DBT
CORP
FR
N
2
2024-03-25
Variable
0.06625000
N
N
N
N
N
N
Albertsons Investor Holdings, LLC
N/A
Albertson's Companies, Inc.
013092AG6
57000.00000000
PA
USD
46130.90000000
0.077619499306
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.03500000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer, LP
29273VAN0
199000.00000000
PA
USD
175899.58000000
0.295967287174
Long
DBT
CORP
US
N
2
2026-11-15
Variable
0.06500000
N
N
N
N
N
N
S.P.C.M. SA
969500F7036FEDYPRV54
SPCM SA
7846ELAE7
40000.00000000
PA
USD
31300.00000000
0.052665140465
Long
DBT
CORP
FR
N
2
2030-03-15
Fixed
0.03375000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corporation
103304BV2
40000.00000000
PA
USD
33800.80000000
0.056872967407
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
0.04750000
N
N
N
N
N
N
W&T Offshore, Inc.
549300Q7EOY2YIO3YK85
W&T Offshore, Inc.
92922PAL0
16000.00000000
PA
USD
15240.00000000
0.025642707370
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
0.09750000
N
N
N
N
N
N
The Southern Company
549300FC3G3YU2FBZD92
Southern Company, 4.950%
842587800
6950.00000000
NS
USD
151878.35000000
0.255549349407
Long
EP
CORP
US
N
1
N
N
N
Dai-ichi Life Holdings, Inc.
3538001235ACEIORUV72
Dai-ichi Life Insurance Company, Ltd.
23380YAC1
230000.00000000
PA
USD
227952.76000000
0.383551569486
Long
DBT
CORP
JP
N
2
2024-10-28
Variable
0.05100000
N
N
N
N
N
T-Mobile US, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABT1
75000.00000000
PA
USD
62267.25000000
0.104770398327
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.02875000
N
N
N
N
N
N
Red Rock Resorts, Inc.
5493004E7Q60TX54WL62
Station Casinos, LLC
857691AH2
32000.00000000
PA
USD
24960.00000000
0.041997504984
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
0.04625000
N
N
N
N
N
N
RACKSPACE TECHNOLOGY
549300QTYCKLMFSE8I97
Rackspace Technology Global, Inc.
750098AA3
65000.00000000
PA
USD
42475.55000000
0.071469035370
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
0.05375000
N
N
N
N
N
N
Allison Transmission Holdings, Inc.
MWKQ3I0U1GXP2YDSZW75
Allison Transmission, Inc.
019736AG2
20000.00000000
PA
USD
16028.80000000
0.026969936213
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
0.03750000
N
N
N
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company, Convertible, 7.500%
949746804
146.00000000
NS
USD
177464.46000000
0.298600342286
Long
EP
CORP
US
N
1
N
N
N
Annaly Capital Management, Inc.
2DTL0G3FPRYUT58TI025
Annaly Capital Management, Inc.
035710409
3158.00000000
NS
USD
18663.78000000
0.031403533396
Long
EC
CORP
US
N
1
N
N
N
Danaher Corporation
S4BKK9OTCEWQ3YHPFM11
Danaher Corporation, Convertible, 5.000%
235851409
5.00000000
NS
USD
6616.05000000
0.011132115098
Long
EP
CORP
US
N
1
N
N
N
Crestwood Equity Partners LP
549300CUY0F1TYDLDL45
Crestwood Equity Partners, LP, 9.250%
226344307
10535.00000000
NS
USD
95868.50000000
0.161307604432
Long
EP
CORP
US
N
1
N
N
N
Entercom Communications Corp.
549300S5JUSXRHNCHD80
Entercom Media Corporation
29365DAA7
72000.00000000
PA
USD
42847.60000000
0.072095043853
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.06500000
N
N
N
N
N
N
Air Transport Services Group, Inc.
5493000F3MSFGIXTQE27
Air Transport Services Group, Inc., Convertible
00922RAB1
10000.00000000
PA
USD
10795.00000000
0.018163584387
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
0.01125000
N
N
N
N
Y
Air Transport Services Group Inc
Air Transport Services Group Inc
USD
XXXX
N
N
N
Cheniere Energy Partners, L.P.
5493005UEC8AZ34LDV29
Cheniere Energy Partners, LP
16411QAG6
35000.00000000
PA
USD
31244.50000000
0.052571756590
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.04500000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
48127FAA1
140000.00000000
PA
USD
130900.00000000
0.220251338241
Long
DBT
CORP
US
N
2
2022-10-01
Floating
0.04286900
N
N
N
N
N
N
Sabre Corporation
F2TJC7HPPHLHU1AQMP98
Sabre GLBL, Inc., Convertible
78573NAE2
5000.00000000
PA
USD
5140.00000000
0.008648524664
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.04000000
N
N
N
N
N
Sabre Corp
Sabre Corp
USD
XXXX
N
N
N
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp.
N/A
Tallgrass Energy Partners LP/Tallgrass Energy Finance Corporation
87470LAD3
82000.00000000
PA
USD
69713.94000000
0.117300141933
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.05500000
N
N
N
N
N
N
Post Holdings, Inc.
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AP9
17000.00000000
PA
USD
15197.66000000
0.025571466410
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
0.05500000
N
N
N
N
N
N
Ford Motor Company
UDSQCVRUX5BONN0VY111
Ford Motor Credit Company, LLC
345397B85
131000.00000000
PA
USD
117624.90000000
0.197914756573
Long
DBT
CORP
US
N
2
2025-02-10
Fixed
0.02300000
N
N
N
N
N
N
Energizer Holdings, Inc.
5493000D6NN0V57UME20
Energizer Holdings, Inc.
29272WAD1
35000.00000000
PA
USD
26870.55000000
0.045212181793
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
0.04375000
N
N
N
N
N
N
SM Energy Company
84BUTVXV5ODI6BXNMH43
SM Energy Company
78454LAW0
15000.00000000
PA
USD
13795.58000000
0.023212337332
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.06500000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MG3
68000.00000000
PA
USD
59840.00000000
0.100686326053
Long
DBT
CORP
US
N
2
2024-09-12
Variable
0.05000000
N
N
N
N
N
N
Boston Scientific Corporation
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corporation
101137107
15.00000000
NS
USD
559.05000000
0.000940653251
Long
EC
CORP
US
N
1
N
N
N
Edgewell Personal Care Company
549300CY8QZDL4Z3RU59
Edgewell Personal Care Company
28035QAA0
30000.00000000
PA
USD
27297.00000000
0.045929723300
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
0.05500000
N
N
N
N
N
N
Jacobs Entertainment Inc.
5493004U9JIWY3HSUO63
Jacobs Entertainment, Inc.
469815AK0
28000.00000000
PA
USD
23677.72000000
0.039839950469
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.06750000
N
N
N
N
N
N
DISH Network Corporation
N/A
DISH DBS Corporation
25470XBF1
63000.00000000
PA
USD
46645.83000000
0.078485916584
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
0.05750000
N
N
N
N
N
N
Qorvo, Inc.
254900YAUJV2EUEVBR11
Qorvo, Inc.
74736KAJ0
35000.00000000
PA
USD
27521.90000000
0.046308138318
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
0.03375000
N
N
N
N
N
N
DaVita Inc.
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAS7
37000.00000000
PA
USD
28854.89000000
0.048551017091
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.04625000
N
N
N
N
N
N
Truist Financial Corporation
549300DRQQI75D2JP341
Truist Financial Corporation
89832QAE9
160000.00000000
PA
USD
155749.97000000
0.262063707590
Long
DBT
CORP
US
N
2
2025-09-01
Variable
0.04950000
N
N
N
N
N
N
Navient Corporation
54930067J0ZNOEBRW338
Navient Corporation
78442FEQ7
37000.00000000
PA
USD
36676.62000000
0.061711800131
Long
DBT
CORP
US
N
2
2023-01-25
Fixed
0.05500000
N
N
N
N
N
N
MetLife, Inc.
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RBT4
152000.00000000
PA
USD
141095.76000000
0.237406645990
Long
DBT
CORP
US
N
2
2028-03-15
Variable
0.05875000
N
N
N
N
N
N
Charter Communications, Inc.
N/A
CCO Holdings, LLC
1248EPCD3
34000.00000000
PA
USD
29078.50000000
0.048927261566
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.04750000
N
N
N
N
N
N
Icahn Enterprises L.P.
N/A
Icahn Enterprises, LP
451102BZ9
72000.00000000
PA
USD
63780.48000000
0.107316547545
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.05250000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967JM4
144000.00000000
PA
USD
133682.61000000
0.224933336532
Long
DBT
CORP
US
N
2
2025-05-15
Variable
0.05950000
N
N
N
N
N
N
Cornerstone Building Brands, Inc.
549300IW41QEWQ6T0H29
Cornerstone Building Brands, Inc.
21925DAA7
40000.00000000
PA
USD
25697.70000000
0.043238753359
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.06125000
N
N
N
N
N
N
SIMMONS FOOD INC/SIMMONS
N/A
Simmons Foods, Inc.
82873MAA1
92000.00000000
PA
USD
77776.80000000
0.130866648465
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.04625000
N
N
N
N
N
N
OCI N.V.
549300NCMRGIBJYUOE57
OCI NV
67091GAE3
30000.00000000
PA
USD
28956.45000000
0.048721901170
Long
DBT
CORP
NL
N
2
2025-10-15
Fixed
0.04625000
N
N
N
N
N
N
Prime Security Services Borrower, LLC
N/A
Prime Security Services Borrower, LLC/Prime Finance Inc.
74166MAC0
147000.00000000
PA
USD
137077.50000000
0.230645552465
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.05750000
N
N
N
N
N
N
Charter Communications, Inc.
N/A
CCO Holdings, LLC
1248EPCP6
45000.00000000
PA
USD
34762.50000000
0.058491116467
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
0.04250000
N
N
N
N
N
N
Liberty Media Corporation
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBJ6
20000.00000000
PA
USD
17300.00000000
0.029108847605
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.04000000
N
N
N
N
N
N
BlackRock, Inc.
UZXE8UOGW61VMG5WLP57
BlackRock Floating Rate Income Strategies Fund, Inc.
09255X100
3650.00000000
NS
USD
41573.50000000
0.069951252944
Long
RF
US
N
1
N
N
N
Alcoa Corporation
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AE1
100000.00000000
PA
USD
94750.00000000
0.159425624892
Long
DBT
CORP
NL
N
2
2027-12-15
Fixed
0.05500000
N
N
N
N
N
N
The Greenbrier Companies, Inc.
5493001GAGGFR30BP390
Greenbrier Companies, Inc.
393657101
159.00000000
NS
USD
5722.41000000
0.009628483273
Long
EC
CORP
US
N
1
N
N
N
MSCI Inc.
549300HTIN2PD78UB763
MSCI, Inc.
55354GAH3
40000.00000000
PA
USD
35453.20000000
0.059653283001
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.04000000
N
N
N
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company, 4.250%
95002Y400
11500.00000000
NS
USD
202170.00000000
0.340169694822
Long
EP
CORP
US
N
1
N
N
N
Callaway Golf Company
5493005UB0KFRKBPCU72
Callaway Golf Company
131193104
174.00000000
NS
USD
3549.60000000
0.005972529795
Long
EC
CORP
US
N
1
N
N
N
Churchill Downs Incorporated
529900FODTBQC8MIS994
Churchill Downs, Inc.
171484AE8
20000.00000000
PA
USD
17800.00000000
0.029950143779
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.04750000
N
N
N
N
N
N
EnLink Midstream, LLC
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners, LP
29336UAF4
50000.00000000
PA
USD
46125.00000000
0.077609572012
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.04850000
N
N
N
N
N
N
Invesco Ltd.
UJGJ6DJQ6L11ZHIVZG65
Invesco Dynamic Credit Opportunities Fund
46091B207
9669.01000000
NS
USD
103613.11000000
0.174338625949
Long
RF
US
N
3
N
N
N
Allspring Global Investments Holdings, LLC
5493000KZPDD7O5F1562
Allspring Global Dividend Opportunities Fund
94987C103
8831.00000000
NS
USD
38503.16000000
0.064785122356
Long
RF
US
N
1
N
N
N
Credit Acceptance Corporation
N/A
Credit Acceptance Corporation
225310AN1
52000.00000000
PA
USD
48983.87000000
0.082419884795
Long
DBT
CORP
US
Y
2
2024-12-31
Fixed
0.05125000
N
N
N
N
N
N
Pioneer Natural Resources Company
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Company
723787107
163.00000000
NS
USD
36362.04000000
0.061182490230
Long
EC
CORP
US
N
1
N
N
N
Vistra Corp.
549300ZH5GKBTJZ7NM23
Vistra Operations Company, LLC
92840VAF9
75000.00000000
PA
USD
68183.25000000
0.114724614653
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
0.05000000
N
N
N
N
N
N
Alliant Holdings, L.P.
N/A
Alliant Holdings Intermediate, LLC
01883LAA1
22000.00000000
PA
USD
19522.36000000
0.032848173534
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.06750000
N
N
N
N
N
N
Anywhere Real Estate Inc.
N/A
Realogy Group, LLC
75606DAL5
50000.00000000
PA
USD
37916.00000000
0.063797171434
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.05750000
N
N
N
N
N
N
PRA GROUP INC
549300Q5HW3JSSB86K27
PRA Group, Inc.
69354NAC0
27000.00000000
PA
USD
26257.50000000
0.044180668555
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
0.07375000
N
N
N
N
N
N
Nippon Life Insurance Company
549300Y0HHMFW3EVWY08
Nippon Life Insurance Company
654579AD3
172000.00000000
PA
USD
170281.11000000
0.286513692549
Long
DBT
CORP
JP
N
2
2044-10-16
Variable
0.05100000
N
N
N
N
N
N
COMSTOCK RESOURCES INC
I03QQGEA4SS774AURI46
Comstock Resources, Inc.
205768AS3
17000.00000000
PA
USD
15222.31000000
0.025612942311
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.06750000
N
N
N
N
N
N
Comerica Incorporated
I9Q57JVPWHHZ3ZGBW498
Comerica, Inc.
200340AU1
20000.00000000
PA
USD
19800.00000000
0.033315328473
Long
DBT
CORP
US
N
2
2025-07-01
Variable
0.05625000
N
N
N
N
N
N
Ziff Davis, Inc.
5493008OJYGLHD7MXA18
Ziff Davis, Inc., Convertible
48123VAD4
30000.00000000
PA
USD
28905.00000000
0.048635331794
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
0.01750000
N
N
N
N
Y
Ziff Davis Inc
Ziff Davis Inc
USD
XXXX
N
N
N
KB Home
549300LGUCWQURMWLG09
KB Home
48666KAY5
35000.00000000
PA
USD
29189.19000000
0.049113507713
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.04800000
N
N
N
N
N
N
CHENIERE ENERGY INC
MIHC87W9WTYSYZWV1J40
Cheniere Energy, Inc.
16411RAK5
20000.00000000
PA
USD
18011.40000000
0.030305843801
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.04625000
N
N
N
N
N
N
SENSATA TECHNOLOGIES INC
5493002MMDDCUNV7NY90
Sensata Technologies, Inc.
81728UAB0
100000.00000000
PA
USD
80146.00000000
0.134853046254
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.03750000
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBJ8
100000.00000000
PA
USD
64500.00000000
0.108527206390
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.06875000
N
N
N
N
N
N
Enterprise Products Partners L.P.
5493004LGN656HWLDA30
Enterprise Products Operating, LLC
29379VBM4
75000.00000000
PA
USD
59806.15000000
0.100629370302
Long
DBT
CORP
US
N
2
2077-08-16
Variable
0.04875000
N
N
N
N
N
N
SeaWorld Entertainment, Inc.
549300UZV72O3371JJ53
SeaWorld Parks and Entertainment, Inc.
81282UAG7
22000.00000000
PA
USD
18616.18000000
0.031323442001
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
0.05250000
N
N
N
N
N
N
Block, Inc.
549300OHIIUWSTIZME52
Block, Inc., Convertible
852234AD5
4000.00000000
PA
USD
4328.00000000
0.007282259678
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
0.00500000
N
N
N
N
Y
Block Inc
Block Inc
USD
XXXX
N
N
N
Guitar Center Escrow Ii Inc
N/A
Guitar Center Escrow Issuer II, Inc.
40204BAA3
12000.00000000
PA
USD
10590.00000000
0.017818652956
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.08500000
N
N
N
N
N
N
Liberty Media Corporation
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBG2
30000.00000000
PA
USD
25055.70000000
0.042158529072
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
0.04125000
N
N
N
N
N
N
Cushman & Wakefield plc
N/A
Cushman & Wakefield US Borrower, LLC
23166MAA1
27000.00000000
PA
USD
25076.25000000
0.042193106345
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
0.06750000
N
N
N
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco, LLC
019576AC1
32000.00000000
PA
USD
23237.49000000
0.039099222840
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.06000000
N
N
N
N
N
N
Granite Point Mortgage Trust Inc.
529900VX2HQZ76AYIE02
Granite Point Mortgage Trust, Inc.
38741L107
2611.00000000
NS
USD
24987.27000000
0.042043389278
Long
EC
CORP
US
N
1
N
N
N
U.S. Bancorp
N1GZ7BBF3NP8GI976H15
U.S. Bancorp
902973BC9
120000.00000000
PA
USD
92100.00000000
0.154966755172
Long
DBT
CORP
US
N
2
2027-01-15
Variable
0.03700000
N
N
N
N
N
N
Scripps Escrow Inc.
N/A
Scripps Escrow, Inc.
81104PAA7
30000.00000000
PA
USD
26263.95000000
0.044191521275
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.05875000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
48128BAN1
85000.00000000
PA
USD
69615.00000000
0.117133666246
Long
DBT
CORP
US
N
2
2026-06-01
Variable
0.03650000
N
N
N
N
N
N
Patrick Industries, Inc.
549300FZ5ZTCCJ3Z5W14
Patrick Industries, Inc.
703343103
101.00000000
NS
USD
5235.84000000
0.008809784314
Long
EC
CORP
US
N
1
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Worldwide Holdings, Inc.
18453HAC0
47000.00000000
PA
USD
34195.79000000
0.057537574558
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
0.07750000
N
N
N
N
N
N
Huntington Bancshares Incorporated
549300XTVCVV9I7B5T19
Huntington Bancshares, Inc.
446150AV6
104000.00000000
PA
USD
92173.77000000
0.155090880009
Long
DBT
CORP
US
N
2
2027-10-15
Variable
0.04450000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
060505104
102.00000000
NS
USD
3175.26000000
0.005342668176
Long
EC
CORP
US
N
1
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental, Inc.
36168QAL8
68000.00000000
PA
USD
56100.00000000
0.094393430674
Long
DBT
CORP
CA
N
2
2028-08-01
Fixed
0.04000000
N
N
N
N
N
N
UWM Holdings Corporation
549300HW662MN1WU8550
United Wholesale Mortgage, LLC
913229AA8
31000.00000000
PA
USD
23735.15000000
0.039936581748
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.05500000
N
N
N
N
N
N
II-VI Incorporated
549300O5C25A0MMHHU33
II-VI, Inc.
902104108
234.00000000
NS
USD
11922.30000000
0.020060370740
Long
EC
CORP
US
N
1
N
N
N
FTI Consulting, Inc.
549300K17GM8EQD0FQ48
FTI Consulting, Inc.
302941109
254.00000000
NS
USD
45935.90000000
0.077291393799
Long
EC
CORP
US
N
1
N
N
N
TIAA Board of Governors
W4CSTD4RDGQSJ4FOVO30
Nuveen Credit Strategies Income Fund
67073D102
50362.00000000
NS
USD
261882.40000000
0.440641322092
Long
RF
US
N
1
N
N
N
Southwestern Energy Company
EFWMP121W54QV9MGOP87
Southwestern Energy Company
845467AS8
45000.00000000
PA
USD
41400.00000000
0.069659323171
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
0.05375000
N
N
N
N
N
N
COTY INC
549300BO9IWPF3S48F93
Coty, Inc.
222070AE4
58000.00000000
PA
USD
53142.50000000
0.089417163808
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.05000000
N
N
N
N
N
N
Boston Scientific Corporation
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corporation, Convertible, 5.500%
101137206
224.00000000
NS
USD
22722.56000000
0.038232805563
Long
EP
CORP
US
N
1
N
N
N
Six Flags Entertainment Corporation
5493003MX0ZXTM8EVY68
Six Flags Theme Parks, Inc.
83001WAC8
30000.00000000
PA
USD
30369.90000000
0.051100161323
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.07000000
N
N
N
N
N
N
ON Semiconductor Corporation
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corporation, Convertible
682189AS4
5000.00000000
PA
USD
5755.00000000
0.009683318957
Long
DBT
CORP
US
N
2
2027-05-01
None
0.00000000
N
N
N
N
Y
ON Semiconductor Corp
ON Semiconductor Corp
USD
XXXX
N
N
N
Radiate Holdings, L.P.
N/A
Radiate Holdco, LLC
75026JAE0
25000.00000000
PA
USD
19321.88000000
0.032510847420
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
0.06500000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AX6
200000.00000000
PA
USD
204250.00000000
0.343669486904
Long
DBT
CORP
CH
N
2
2027-06-23
Variable
0.09750000
N
N
N
N
N
N
The Charles Schwab Corporation
549300VSGCJ7E698NM85
Charles Schwab Corporation
808513BJ3
125000.00000000
PA
USD
96218.75000000
0.161896932401
Long
DBT
CORP
US
N
2
2030-12-01
Variable
0.04000000
N
N
N
N
N
N
Gray Television, Inc.
N/A
Gray Escrow II, Inc.
389286AA3
114000.00000000
PA
USD
91340.22000000
0.153688355158
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
0.05375000
N
N
N
N
N
N
Clydesdale Acquisition Holdings, Inc.
N/A
Clydesdale Acquisition Holdings, Inc.
18972EAA3
8000.00000000
PA
USD
7517.04000000
0.012648113977
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.06625000
N
N
N
N
N
N
TotalEnergies SE
549300TXO070764WUH65
SunPower Corporation
867652406
188.00000000
NS
USD
2972.28000000
0.005001135581
Long
EC
CORP
US
N
1
N
N
N
Organon Finance 1 LLC
N/A
Organon & Company
68622TAA9
75000.00000000
PA
USD
66375.00000000
0.111682067041
Long
DBT
CORP
US
N
2
2028-04-30
Fixed
0.04125000
N
N
N
N
N
N
SS&C Technologies Holdings, Inc.
549300KY09TR3J12JU49
SS&C Technologies, Inc.
78466CAC0
124000.00000000
PA
USD
115637.44000000
0.194570671587
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
0.05500000
N
N
N
N
N
N
BlackRock, Inc.
G737UEA5SJ50G32LUQ88
BlackRock Enhanced Equity Dividend Trust
09251A104
2800.00000000
NS
USD
24724.00000000
0.041600413190
Long
RF
US
N
1
N
N
N
Jazz Pharmaceuticals plc
635400GAUMJCLEZRRV50
Jazz Pharmaceuticals, Inc.
G50871105
28.00000000
NS
USD
4368.28000000
0.007350034498
Long
EC
CORP
IE
N
1
N
N
N
TIAA Board of Governors
549300I4IAH7O6ZZEH53
Nuveen Global High Income Fund
67075G103
15307.00000000
NS
USD
177255.06000000
0.298248007448
Long
RF
US
N
1
N
N
N
SLM Corporation
N/A
SLM Corporation
78442PGD2
10000.00000000
PA
USD
9059.58000000
0.015243579976
Long
DBT
CORP
US
N
2
2025-10-29
Fixed
0.04200000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
060505EU4
40000.00000000
PA
USD
39655.54000000
0.066724108125
Long
DBT
CORP
US
N
2
2026-03-10
Variable
0.06300000
N
N
N
N
N
N
Delta Air Lines, Inc.
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361ZX9
23000.00000000
PA
USD
23280.34000000
0.039171321922
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.07000000
N
N
N
N
N
N
MetLife, Inc.
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RCA4
140000.00000000
PA
USD
124663.53000000
0.209757901546
Long
DBT
CORP
US
N
2
2025-09-15
Variable
0.03850000
N
N
N
N
N
N
Prudential Financial, Inc.
P63V0W84H2Z3IOKHSM44
PGIM High Yield Bond Fund, Inc.
69346H100
22455.00000000
NS
USD
276421.05000000
0.465103943320
Long
RF
US
N
1
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320BH4
20000.00000000
PA
USD
16741.00000000
0.028168278483
Long
DBT
CORP
US
N
2
2050-10-01
Variable
0.03700000
N
N
N
N
N
N
American Axle & Manufacturing Holdings, Inc.
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing, Inc.
02406PAU4
95000.00000000
PA
USD
84075.00000000
0.141463951586
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.06500000
N
N
N
N
N
N
Advanced Drainage Systems, Inc.
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems, Inc.
00790RAB0
56000.00000000
PA
USD
54687.92000000
0.092017475673
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
0.06375000
N
N
N
N
N
N
Venture Global LNG, Inc.
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass, LLC
92328MAB9
20000.00000000
PA
USD
17090.40000000
0.028756176249
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
0.04125000
N
N
N
N
N
N
Burlington Stores, Inc.
5299003Z37DVGKKC1W09
Burlington Stores, Inc., Convertible
122017AB2
23000.00000000
PA
USD
22669.38000000
0.038143325302
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.02250000
N
N
N
N
Y
Burlington Stores Inc
Burlington Stores Inc
USD
XXXX
N
N
N
First Trust Advisors LP
549300188EQ1UO018C30
First Trust Senior Floating Rate Income Fund II
33733U108
12566.00000000
NS
USD
125534.34000000
0.211223119788
Long
RF
US
N
1
N
N
N
Vishay Intertechnology, Inc.
5493009O8F3QQJTCQR75
Vishay Intertechnology, Inc., Convertible
928298AP3
14000.00000000
PA
USD
13248.20000000
0.022291319933
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.02250000
N
N
N
N
Y
Vishay Intertechnology Inc
Vishay Intertechnology Inc
USD
XXXX
N
N
N
Charter Communications, Inc.
N/A
CCO Holdings, LLC
1248EPBR3
27000.00000000
PA
USD
26344.17000000
0.044326498833
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.05500000
N
N
N
N
N
N
Vodafone Group Public Limited Company
549300MG611MYCOWY949
VZ Secured Financing BV
91845AAA3
71000.00000000
PA
USD
58930.00000000
0.099155167017
Long
DBT
CORP
NL
N
2
2032-01-15
Fixed
0.05000000
N
N
N
N
N
N
Iron Mountain Incorporated
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAG6
15000.00000000
PA
USD
13285.30000000
0.022353744109
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.05000000
N
N
N
N
N
N
Hockey Parent Holdings, L.P.
549300JQT6ATTUNS5E06
HUB International, Ltd.
44332PAD3
20000.00000000
PA
USD
18808.00000000
0.031646196865
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.07000000
N
N
N
N
N
N
Bausch Health Companies Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Companies, Inc.
91911KAP7
36000.00000000
PA
USD
26598.60000000
0.044754600804
Long
DBT
CORP
CA
N
2
2025-12-15
Fixed
0.09000000
N
N
N
N
N
N
Capital One Financial Corporation
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corporation, 5.000%
14040H824
4250.00000000
NS
USD
86062.50000000
0.144808103876
Long
EP
CORP
US
N
1
N
N
CrownQuest Operating, LLC
N/A
CrownRock Finance, Inc.
228701AF5
54000.00000000
PA
USD
50760.00000000
0.085408387541
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.05625000
N
N
N
N
N
N
Yum! Brands, Inc.
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498AL5
59000.00000000
PA
USD
53542.50000000
0.090090200747
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.04750000
N
N
N
N
N
N
Western Midstream Partners, LP
L6D8A6MLSY454J2JXJ60
Western Midstream Operating, LP
958254AE4
96000.00000000
PA
USD
90600.00000000
0.152442866651
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.03950000
N
N
N
N
N
N
General Motors Company
5493008B6JBRUJ90QL97
General Motors Financial Company, Inc.
37045XDB9
40000.00000000
PA
USD
34800.00000000
0.058554213680
Long
DBT
CORP
US
N
2
2030-09-30
Variable
0.05700000
N
N
N
N
N
N
SAS Rue La Boetie
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AJ4
40000.00000000
PA
USD
40972.00000000
0.068939173647
Long
DBT
CORP
FR
N
2
2025-12-23
Variable
0.08125000
N
N
N
N
N
N
Pebblebrook Hotel Trust
5493004Q1NNH6JXCSI52
Pebblebrook Hotel Trust, Convertible
70509VAA8
25000.00000000
PA
USD
22262.50000000
0.037458712128
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
0.01750000
N
N
N
N
Y
Pebblebrook Hotel Trust
Pebblebrook Hotel Trust
USD
XXXX
N
N
N
Marathon Petroleum Corporation
5493000CZJ19CK4P3G36
MPLX, LP
55336VAU4
107000.00000000
PA
USD
101615.76000000
0.170977900125
Long
DBT
CORP
US
N
2
2023-02-15
Variable
0.06875000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation, Convertible, 7.250%
060505682
11.00000000
NS
USD
13249.50000000
0.022293507303
Long
EP
CORP
US
N
1
N
N
N
Hindalco Industries Limited
549300G5F3W3B52WYL23
Novelis Corporation
670001AE6
50000.00000000
PA
USD
41559.00000000
0.069926855355
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
0.04750000
N
N
N
N
N
N
Cable One, Inc.
549300648QS85T0XSH18
Cable One, Inc., Convertible
12685JAG0
34000.00000000
PA
USD
28492.00000000
0.047940421154
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.01125000
N
N
N
N
Y
Cable One Inc
Cable One Inc
USD
XXXX
N
N
N
Thrivent Mutual Funds
N/A
Thrivent Core Short-Term Reserve Fund
N/A
186163.60000000
PA
USD
1861636.00000000
3.132374486771
Long
STIV
PF
US
N
2
N
N
N
Winnebago Industries, Inc.
549300B7OYKYJLTE3G11
Winnebago Industries, Inc., Convertible
974637AB6
12000.00000000
PA
USD
12285.00000000
0.020670646984
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.01500000
N
N
N
N
Y
Winnebago Industries Inc
Winnebago Industries Inc
USD
XXXX
N
N
N
Jazz Pharmaceuticals plc
N/A
Jazz Investments I, Ltd., Convertible
472145AF8
35000.00000000
PA
USD
41037.50000000
0.069049383446
Long
DBT
CORP
BM
N
2
2026-06-15
Fixed
0.02000000
N
N
N
N
Y
Jazz Pharmaceuticals PLC
Jazz Pharmaceuticals PLC
USD
XXXX
N
N
N
Centene Corporation
549300Z7JJ4TQSQGT333
Centene Corporation
15135BAR2
55000.00000000
PA
USD
51340.85000000
0.086385721305
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.04250000
N
N
N
N
N
N
TELESAT CANADA/TELESAT LLC
N/A
Telesat Canada
87952VAP1
20000.00000000
PA
USD
11700.00000000
0.019686330461
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
0.04875000
N
N
N
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
12769GAA8
76000.00000000
PA
USD
59090.00000000
0.099424381792
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
0.04625000
N
N
N
N
N
N
Kaman Corporation
5493003YK076OLTEQF95
Kaman Corporation
483548103
214.00000000
NS
USD
6687.50000000
0.011252336321
Long
EC
CORP
US
N
1
N
N
N
LSF5 BI-LO Holdings, LLC
N/A
SEG Holding, LLC
78397KAA0
95000.00000000
PA
USD
85129.50000000
0.143238245216
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.05625000
N
N
N
N
N
N
OneMain Holdings, Inc.
5493008I795YYBFWFU90
OneMain Finance Corporation
85172FAQ2
20000.00000000
PA
USD
17875.20000000
0.030076674723
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.06625000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises, Ltd.
780153BH4
76000.00000000
PA
USD
53987.36000000
0.090838718778
Long
DBT
CORP
LR
N
2
2026-07-01
Fixed
0.04250000
N
N
N
N
N
N
FS/KKR Advisor, LLC
549300TYRSI1T21B1360
FS KKR Capital Corporation
302635206
984.00000000
NS
USD
19109.28000000
0.032153128287
Long
EC
CORP
US
N
1
N
N
N
Fortress Transportation and Infrastructure Investors LLC
529900E7PUVK6BC8PE80
Fortress Transportation and Infrastructure Investors, LLC
34960PAD3
20000.00000000
PA
USD
16508.29000000
0.027776722418
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
0.05500000
N
N
N
N
N
N
Akamai Technologies, Inc.
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies, Inc., Convertible
00971TAL5
14000.00000000
PA
USD
13909.00000000
0.023403176956
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
0.00375000
N
N
N
N
Y
Akamai Technologies Inc
Akamai Technologies Inc
USD
XXXX
N
N
N
Penn National Gaming, Inc.
N/A
Penn National Gaming, Inc.
707569AV1
35000.00000000
PA
USD
26558.00000000
0.044686287555
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
0.04125000
N
N
N
N
N
N
SCIL IV LLC
N/A
SCIL USA Holdings, LLC
78397UAA8
44000.00000000
PA
USD
35200.00000000
0.059227250619
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
0.05375000
N
N
N
N
N
N
Lumentum Holdings Inc.
549300JLWRRC38DWEF52
Lumentum Holdings, Inc., Convertible
55024UAB5
19000.00000000
PA
USD
26353.00000000
0.044341356124
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.00250000
N
N
N
N
Y
Lumentum Holdings Inc
Lumentum Holdings Inc
USD
XXXX
N
N
N
O-I Glass, Inc.
72450053F5WRDY8CDZ66
OI European Group BV
67777LAD5
80000.00000000
PA
USD
67000.00000000
0.112733687258
Long
DBT
CORP
NL
N
2
2030-02-15
Fixed
0.04750000
N
N
N
N
N
N
Norwegian Cruise Line Holdings Ltd.
UNZWILHE4KMRP9K2L524
NCL Corporation, Ltd.
62886HBE0
22000.00000000
PA
USD
18810.00000000
0.031649562049
Long
DBT
CORP
BM
N
2
2027-02-15
Fixed
0.05875000
N
N
N
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353TAG5
30000.00000000
PA
USD
27745.20000000
0.046683861190
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.06250000
N
N
N
N
N
National Amusements, Inc.
5KYC8KF17ROCY24M3H09
Paramount Global
92556H206
56.00000000
NS
USD
1382.08000000
0.002325477231
Long
EC
CORP
US
N
1
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Company
382550BR1
15000.00000000
PA
USD
12056.25000000
0.020285753985
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
0.05250000
N
N
N
N
N
N
JBS S.A.
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corporation
72147KAG3
35000.00000000
PA
USD
27343.75000000
0.046008384492
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
0.03500000
N
N
N
N
N
N
VICI Properties L.P.
N/A
VICI Properties, LP/VICI Note Company, Inc.
92564RAH8
55000.00000000
PA
USD
50600.00000000
0.085139172765
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
0.04500000
N
N
N
N
N
N
Twitter, Inc.
549300I8RX485XMK6836
Twitter, Inc.
90184L102
33.00000000
NS
USD
1233.87000000
0.002076100219
Long
EC
CORP
US
N
1
N
N
N
Synovus Financial Corp.
549300EIUS8UN5JTLE54
Synovus Financial Corporation, 5.875%
87161C709
250.00000000
NS
USD
6207.50000000
0.010444691994
Long
EP
CORP
US
N
1
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
060505FL3
184000.00000000
PA
USD
161557.78000000
0.271835884249
Long
DBT
CORP
US
N
2
2028-03-15
Variable
0.05875000
N
N
N
N
N
N
TC Energy Corporation
549300Y0MFCAXLBWUV51
TransCanada Trust
89356BAG3
125000.00000000
PA
USD
113437.50000000
0.190869069379
Long
DBT
CORP
CA
N
2
2082-03-07
Variable
0.05600000
N
N
N
N
N
N
Ally Financial Inc.
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005NBF6
50000.00000000
PA
USD
49259.25000000
0.082883237076
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
0.05750000
N
N
N
N
N
N
Weatherford International plc
549300A2JKMG5PGOGF82
Weatherford International, Ltd.
947075AU1
44000.00000000
PA
USD
36510.60000000
0.061432456149
Long
DBT
CORP
BM
N
2
2030-04-30
Fixed
0.08625000
N
N
N
N
N
N
Tenet Healthcare Corporation
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corporation
88033GCS7
10000.00000000
PA
USD
9597.30000000
0.016148343533
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
0.04625000
N
N
N
N
N
N
Summit Hotel Properties, Inc.
254900OBQWJK6X20LS71
Summit Hotel Properties, Inc., Convertible
866082AA8
16000.00000000
PA
USD
13520.00000000
0.022748648533
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.01500000
N
N
N
N
N
Summit Hotel Properties Inc
Summit Hotel Properties Inc
USD
XXXX
N
N
N
The Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GYU2
105000.00000000
PA
USD
85837.50000000
0.144429520598
Long
DBT
CORP
US
N
2
2026-11-10
Variable
0.04125000
N
N
N
N
N
N
T-Mobile US, Inc.
549300ZTTY7CXOLJ6539
Sprint Corporation
85207UAJ4
92000.00000000
PA
USD
95893.24000000
0.161349231767
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.07625000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc.
693475BD6
220000.00000000
PA
USD
211175.80000000
0.355322784982
Long
DBT
CORP
US
N
2
2027-05-15
Variable
0.06000000
N
N
N
N
N
N
KKR & Co. Inc.
549300JOHU21WRN2Z451
KKR & Company, Inc.
48251W104
538.00000000
NS
USD
24904.02000000
0.041903313465
Long
EC
CORP
US
N
1
N
N
N
GFL Environmental Inc.
549300FYK4MBXWIVZU26
GFL Environmental, Inc.
36168QAM6
54000.00000000
PA
USD
46305.00000000
0.077912438634
Long
DBT
CORP
CA
N
2
2028-09-01
Fixed
0.03500000
N
N
N
N
N
N
NiSource Inc.
549300D8GOWWH0SJB189
NiSource, Inc.
65473PAG0
77000.00000000
PA
USD
69297.66000000
0.116599712391
Long
DBT
CORP
US
N
2
2023-06-15
Variable
0.05650000
N
N
N
N
N
N
Telesat Corporation
N/A
Telesat Canada
87952VAM8
10000.00000000
PA
USD
4206.96000000
0.007078598700
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
0.06500000
N
N
N
N
N
N
ITT Inc.
549300TH2PHOLK31LB42
ITT Holdings, LLC
45074JAA2
47000.00000000
PA
USD
37600.00000000
0.063265472252
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
0.06500000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
46625HJQ4
40000.00000000
PA
USD
40267.00000000
0.067752946042
Long
DBT
CORP
US
N
2
2024-02-01
Variable
0.06750000
N
N
N
N
N
N
Sumitomo Life Insurance Company
549300I5OQCDADQSPI57
Sumitomo Life Insurance Company
86564CAC4
175000.00000000
PA
USD
149939.46000000
0.252286987931
Long
DBT
CORP
JP
N
2
2081-04-15
Variable
0.03375000
N
N
N
N
N
N
The Bank of New York Mellon Corporation
RH2DL1HWBBECVFYQNK56
BNY Mellon High Yield Strategies Fund
09660L105
60189.00000000
NS
USD
136629.03000000
0.229890960275
Long
RF
US
N
1
N
N
N
EQT Corporation
4NT01YGM4X7ZX86ISY52
EQT Corporation, Convertible
26884LAK5
23000.00000000
PA
USD
54176.50000000
0.091156964295
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.01750000
N
N
N
N
Y
EQT Corp
EQT Corp
USD
XXXX
N
N
N
Rite Aid Corporation
529900W353T1JY1DKT44
Rite Aid Corporation
767754CK8
21000.00000000
PA
USD
17010.00000000
0.028620895824
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.07500000
N
N
N
N
N
N
TC Energy Corporation
549300Y0MFCAXLBWUV51
TransCanada Trust
89356BAA6
115000.00000000
PA
USD
108534.55000000
0.182619403230
Long
DBT
CORP
CA
N
2
2075-05-20
Variable
0.05625000
N
N
N
N
N
N
Duke Energy Corporation
I1BZKREC126H0VB1BL91
Duke Energy Corporation
26441CBG9
51000.00000000
PA
USD
46410.00000000
0.078089110831
Long
DBT
CORP
US
N
2
2024-09-16
Variable
0.04875000
N
N
N
N
N
N
Bath & Body Works, Inc.
GR3KVMWVCR54YWQNXU90
L Brands, Inc.
501797AW4
109000.00000000
PA
USD
94147.66000000
0.158412132217
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
0.06625000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Company
842587DJ3
64000.00000000
PA
USD
54378.88000000
0.091497487334
Long
DBT
CORP
US
N
2
2051-09-15
Variable
0.03750000
N
N
N
N
N
N
AerCap Holdings N.V.
549300SZYINBBLJQU475
AerCap Holdings NV
00774YAA7
60000.00000000
PA
USD
51397.62000000
0.086481242073
Long
DBT
CORP
NL
N
2
2079-10-10
Variable
0.05875000
N
N
N
N
N
N
Buckeye Partners, L.P.
549300C1PQJLVEIUBK50
Buckeye Partners, LP
118230AQ4
40000.00000000
PA
USD
34989.08000000
0.058872358241
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
0.03950000
N
N
N
N
N
N
Microchip Technology Incorporated
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017104
12.00000000
NS
USD
696.96000000
0.001172699562
Long
EC
CORP
US
N
1
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CQ3
110000.00000000
PA
USD
88705.10000000
0.149254522412
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.03375000
N
N
N
N
N
N
Coinbase Global, Inc.
5493004G3J2SC154DU06
Coinbase Global, Inc., Convertible
19260QAB3
42000.00000000
PA
USD
23497.61000000
0.039536898762
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
0.00500000
N
N
N
N
Y
Coinbase Global Inc
Coinbase Global Inc
USD
XXXX
N
N
N
Air Lease Corporation
5493004NW4M4P8TMMK63
Air Lease Corporation
00912XBJ2
174000.00000000
PA
USD
144487.81000000
0.243114083361
Long
DBT
CORP
US
N
2
2026-06-15
Variable
0.04650000
N
N
N
N
N
N
Danaher Corporation
S4BKK9OTCEWQ3YHPFM11
Danaher Corporation
235851102
189.00000000
NS
USD
47915.28000000
0.080621883439
Long
EC
CORP
US
N
1
N
N
N
Hilton Worldwide Holdings Inc.
5493003EG7H0N1E4XV50
Hilton Domestic Operating Company, Inc.
432833AF8
37000.00000000
PA
USD
33438.75000000
0.056263784848
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.04875000
N
N
N
N
N
N
The Bank of New York Mellon Corporation
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corporation
064058AH3
150000.00000000
PA
USD
146550.00000000
0.246583908474
Long
DBT
CORP
US
N
2
2025-09-20
Variable
0.04700000
N
N
N
N
N
N
Central Garden & Pet Company
5493004DVZLD37DJ0H83
Central Garden & Pet Company
153527AN6
50000.00000000
PA
USD
41025.50000000
0.069029192337
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
0.04125000
N
N
N
N
N
N
Akamai Technologies, Inc.
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies, Inc., Convertible
00971TAJ0
21000.00000000
PA
USD
22984.50000000
0.038673543802
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.00125000
N
N
N
N
Y
Akamai Technologies Inc
Akamai Technologies Inc
USD
XXXX
N
N
N
ILIAD HOLDING SAS
9695009PXA7OI9NXN582
Iliad Holding SASU
449691AA2
52000.00000000
PA
USD
46798.44000000
0.078742697002
Long
DBT
CORP
FR
N
2
2026-10-15
Fixed
0.06500000
N
N
N
N
N
N
TerraForm Power, Inc.
5493000S2OLR3UT5BE13
TerraForm Power Operating, LLC
88104LAE3
95000.00000000
PA
USD
86045.30000000
0.144779163287
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
0.05000000
N
N
N
N
N
N
Mattamy Group Corporation
5493008TNY7A82WCXU31
Mattamy Group Corporation
57701RAJ1
43000.00000000
PA
USD
35114.78000000
0.059083860099
Long
DBT
CORP
CA
N
2
2027-12-15
Fixed
0.05250000
N
N
N
N
N
N
The Bank of Nova Scotia
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
064159VJ2
212000.00000000
PA
USD
196568.52000000
0.330744687441
Long
DBT
CORP
CA
N
2
2025-06-04
Variable
0.04900000
N
N
N
N
N
N
Holly Energy Partners, L.P.
N/A
Holly Energy Partners, LP/Holly Energy Finance Corporation
435765AJ1
52000.00000000
PA
USD
48945.52000000
0.082355357379
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.06375000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MU2
145000.00000000
PA
USD
125425.00000000
0.211039145140
Long
DBT
CORP
US
N
2
2025-12-10
Variable
0.04000000
N
N
N
N
N
N
Barings LLC
549300WWIZCL845OP089
Barings Global Short Duration High Yield Fund
06760L100
18287.00000000
NS
USD
237913.87000000
0.400312056941
Long
RF
US
N
1
N
N
N
NCR Corporation
549300YKTY8JX1DV2R67
NCR Corporation
62886EAV0
119000.00000000
PA
USD
102918.15000000
0.173169291572
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
0.06125000
N
N
N
N
N
N
Truist Financial Corporation
549300DRQQI75D2JP341
Truist Financial Corporation, 4.750%
89832Q695
4100.00000000
NS
USD
82082.00000000
0.138110545038
Long
EP
CORP
US
N
1
N
N
N
The Gap, Inc.
T2ZG1WRWZ4BUCMQL9224
Gap, Inc.
364760AP3
12000.00000000
PA
USD
8426.40000000
0.014178196153
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.03625000
N
N
N
N
N
N
Ford Motor Company
20S05OYHG0MQM4VUIC57
Ford Motor Company, 6.000%
345370837
4500.00000000
NS
USD
108045.00000000
0.181795690147
Long
EP
CORP
US
N
1
N
N
N
Federation Nationale du Credit Agricole
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AL9
48000.00000000
PA
USD
46283.34000000
0.077875993684
Long
DBT
CORP
FR
N
2
2024-09-23
Variable
0.06875000
N
N
N
N
N
N
RALI Series 2007-QS1 Trust
N/A
Residential Accredit Loans, Inc. Trust
74922KAA3
47537.73500000
PA
USD
40752.60000000
0.068570012886
Long
ABS-CBDO
CORP
US
N
2
2037-01-25
Fixed
0.06000000
N
N
N
N
N
N
AMC Networks Inc.
549300VGG9K75226LR46
AMC Networks, Inc.
00164VAE3
51000.00000000
PA
USD
47508.54000000
0.079937505828
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
0.04750000
N
N
N
N
N
N
NextEra Energy, Inc.
N/A
NextEra Energy, Inc.
65339F101
86.00000000
NS
USD
6661.56000000
0.011208689876
Long
EC
CORP
US
N
1
N
N
N
Ferrellgas Partners, L.P.
N/A
Ferrellgas, LP
315289AA6
32000.00000000
PA
USD
27781.92000000
0.046745645981
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.05375000
N
N
N
N
N
N
PGT Innovations, Inc.
549300LRW9WM59C1S579
PGT Innovations, Inc.
69336VAB7
41000.00000000
PA
USD
32326.86000000
0.054392927243
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.04375000
N
N
N
N
N
N
NextEra Energy Partners, LP
5493008F4ZOQFNG3WN54
NextEra Energy Partners, LP, Convertible
65341BAD8
33000.00000000
PA
USD
34105.50000000
0.057385653295
Long
DBT
CORP
US
N
2
2025-11-15
None
0.00000000
N
N
N
N
N
NextEra Energy Partners LP
NextEra Energy Partners LP
USD
XXXX
N
N
N
Sabre Corporation
529900VKCYZW8GZ4WW58
Sabre Corporation
78573M104
1231.00000000
NS
USD
7176.73000000
0.012075510975
Long
EC
CORP
US
N
1
N
N
N
First Republic Bank
YWC0TIKBQM2JV8L4IV08
First Republic Bank, 4.500%
33616C696
6500.00000000
NS
USD
120250.00000000
0.202331729744
Long
EP
CORP
US
N
1
N
N
N
Meritor, Inc.
5LTG829X630QFHTFBO82
Meritor, Inc., Convertible
59001KAF7
9000.00000000
PA
USD
9821.70000000
0.016525917255
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
0.03250000
N
N
N
N
Y
Meritor Inc
Meritor Inc
USD
XXXX
N
N
N
NextEra Energy, Inc.
N/A
NextEra Energy, Inc., Convertible, 5.279%
65339F770
144.00000000
NS
USD
7149.60000000
0.012029862245
Long
EP
CORP
US
N
1
N
N
N
Icahn Enterprises L.P.
N/A
Icahn Enterprises, LP
451102BQ9
30000.00000000
PA
USD
28359.30000000
0.047717141150
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.06375000
N
N
N
N
N
N
BOYNE USA INC
N/A
Boyne USA, Inc.
103557AC8
30000.00000000
PA
USD
25978.20000000
0.043710720512
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.04750000
N
N
N
N
N
N
Becton, Dickinson and Company
ICE2EP6D98PQUILVRZ91
Becton, Dickinson and Company
075887109
30.00000000
NS
USD
7395.90000000
0.012444284740
Long
EC
CORP
US
N
1
N
N
N
DISH Network Corporation
N/A
DISH DBS Corporation
25470XBE4
16000.00000000
PA
USD
12541.44000000
0.021102130966
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
0.05250000
N
N
N
N
N
N
NuStar Energy L.P.
N62BF2PKP51FIIOIUN20
Nustar Logistics, LP, 7.778%
67059T204
1415.00000000
NS
USD
33889.25000000
0.057021792700
Long
EP
CORP
US
N
1
N
N
N
Gray Television, Inc.
529900TM5726KDN7UU35
Gray Television, Inc.
389375AL0
40000.00000000
PA
USD
31300.00000000
0.052665140465
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
0.04750000
N
N
N
N
N
N
Franklin Resources, Inc.
HM42X4Y58XQ0M2JYZW07
Templeton Emerging Markets Income Fund
880192109
21037.00000000
NS
USD
113389.43000000
0.190788187165
Long
RF
US
N
1
N
N
N
Thrivent Mutual Funds
N/A
Thrivent Cash Management Trust
N/A
3707344.00000000
PA
USD
3707344.00000000
6.237948642637
Long
STIV
PF
US
N
2
N
N
Charter Communications, Inc.
N/A
CCO Holdings, LLC
1248EPCE1
85000.00000000
PA
USD
70573.64000000
0.118746666574
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
0.04500000
N
N
N
N
N
N
HILTON GRAND VAC BOR ESC
N/A
Hilton Grand Vacations Borrower Escrow, LLC
43284MAA6
85000.00000000
PA
USD
68850.00000000
0.115846483101
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.05000000
N
N
N
N
N
N
Crown Holdings, Inc.
7HLDMDH0ZXNUH6PT7Z42
Crown Cork & Seal Company, Inc.
228255AH8
40000.00000000
PA
USD
40860.40000000
0.068751396341
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
0.07375000
N
N
N
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group
78486QAP6
160000.00000000
PA
USD
120724.92000000
0.203130826501
Long
DBT
CORP
US
N
2
2026-11-15
Variable
0.04250000
N
N
N
N
N
N
WABASH NATIONAL CORP
5299004ZAWHQZI5XO485
Wabash National Corporation
929566AL1
42000.00000000
PA
USD
32130.00000000
0.054061692113
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.04500000
N
N
N
N
N
N
Hecla Mining Company
5493009Y6HOBZD1QD537
Hecla Mining Company
422704AH9
20000.00000000
PA
USD
18437.38000000
0.031022594489
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.07250000
N
N
N
N
N
N
NextEra Energy, Inc.
N/A
NextEra Energy, Inc., Convertible, 4.872%
65339F796
473.00000000
NS
USD
26634.63000000
0.044815224607
Long
EP
CORP
US
N
1
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
060505GB4
200000.00000000
PA
USD
165954.00000000
0.279232930378
Long
DBT
CORP
US
N
2
2027-01-27
Variable
0.04375000
N
N
N
N
N
N
Iron Mountain Incorporated
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAN1
48000.00000000
PA
USD
39222.96000000
0.065996252328
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.04500000
N
N
N
N
N
N
M&T Bank Corporation
549300WYXDDBYRASEG81
M&T Bank Corporation
55261FAN4
100000.00000000
PA
USD
76250.00000000
0.128297666469
Long
DBT
CORP
US
N
2
2026-09-01
Variable
0.03500000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company, 4.200%
48128B523
5700.00000000
NS
USD
105678.00000000
0.177812994061
Long
EP
CORP
US
N
1
N
N
N
T. Rowe Price Group, Inc.
V5LSTDFQKWGSW30MQ381
New America High Income Fund, Inc.
641876800
11923.00000000
NS
USD
81195.63000000
0.136619145659
Long
RF
US
N
1
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020AT4
170000.00000000
PA
USD
135257.15000000
0.227582645486
Long
DBT
CORP
US
N
2
2026-12-15
Variable
0.05000000
N
N
N
N
N
N
Chart Industries, Inc.
EM7QGKC1GYOF3LSZSL80
Chart Industries, Inc., Convertible
16115QAD2
6000.00000000
PA
USD
17235.00000000
0.028999479103
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
0.01000000
N
N
N
N
Y
Chart Industries Inc
Chart Industries Inc
USD
XXXX
N
N
N
Enbridge Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NBC8
48000.00000000
PA
USD
43887.36000000
0.073844536072
Long
DBT
CORP
CA
N
2
2080-07-15
Variable
0.05750000
N
N
N
N
N
N
Ford Motor Company
UDSQCVRUX5BONN0VY111
Ford Motor Credit Company, LLC
345397XL2
60000.00000000
PA
USD
56831.10000000
0.095623573939
Long
DBT
CORP
US
N
2
2025-08-04
Fixed
0.04134000
N
N
N
N
N
N
Mercer International Inc.
549300Z5IAG39VRTY874
Mercer International, Inc.
588056BB6
40000.00000000
PA
USD
34145.20000000
0.057452452211
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.05125000
N
N
N
N
N
N
Pebblebrook Hotel Trust
5493004Q1NNH6JXCSI52
Pebblebrook Hotel Trust
70509V100
339.00000000
NS
USD
5617.23000000
0.009451508210
Long
EC
CORP
US
N
1
N
N
N
Post Holdings, Inc.
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AN4
26000.00000000
PA
USD
24679.20000000
0.041525033053
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.05625000
N
N
N
N
N
N
Morgan Stanley
NZ7KR43H6Z5W1GY0QX46
Eaton Vance Limited Duration Income Fund
27828H105
27960.00000000
NS
USD
288826.80000000
0.485977763330
Long
RF
US
N
1
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
060505EN0
82000.00000000
PA
USD
80743.76000000
0.135858832655
Long
DBT
CORP
US
N
2
2025-03-17
Variable
0.06100000
N
N
N
N
N
N
Vail Resorts, Inc.
529900PSZHRNU9HKH870
Vail Resorts, Inc., Convertible
91879QAN9
9000.00000000
PA
USD
7830.00000000
0.013174698078
Long
DBT
CORP
US
N
2
2026-01-01
None
0.00000000
N
N
N
N
Y
Vail Resorts Inc
Vail Resorts Inc
USD
XXXX
N
N
N
Telephone and Data Systems, Inc.
549300B164AZXESI6E03
United States Cellular Corporation
911684AD0
35000.00000000
PA
USD
33337.50000000
0.056093422372
Long
DBT
CORP
US
N
2
2033-12-15
Fixed
0.06700000
N
N
N
N
N
N
Cleveland-Cliffs Inc.
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
185899AH4
37000.00000000
PA
USD
34503.61000000
0.058055510134
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.05875000
N
N
N
N
N
N
Hess Midstream LP
N/A
Hess Midstream Operations, LP
428102AF4
27000.00000000
PA
USD
24232.50000000
0.040773419052
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
0.05500000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AK4
40000.00000000
PA
USD
34753.97000000
0.058476763954
Long
DBT
CORP
CH
N
2
2025-09-12
Variable
0.07250000
N
N
N
N
N
N
Bloomin' Brands, Inc.
E1UJ2GO305B5FXGV7N04
Bloomin' Brands, Inc., Convertible
094235AB4
3000.00000000
PA
USD
4743.00000000
0.007980535502
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.05000000
N
N
N
N
Y
Bloomin' Brands Inc
Bloomin' Brands Inc
USD
XXXX
N
N
N
Cheniere Energy Partners, L.P.
5493005UEC8AZ34LDV29
Cheniere Energy Partners, LP
16411QAL5
15000.00000000
PA
USD
11812.50000000
0.019875622100
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
0.03250000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
060505EH3
284000.00000000
PA
USD
276048.00000000
0.464476252244
Long
DBT
CORP
US
N
2
2024-09-05
Variable
0.06250000
N
N
N
N
N
N
The Vanguard Group, Inc.
N/A
Vanguard Short-Term Corporate Bond ETF
92206C409
4500.00000000
NS
USD
343170.00000000
0.577415215770
Long
RF
US
N
1
N
N
N
TIAA Board of Governors
1V4KW82TOLZ6S7J7N128
Nuveen Quality Preferred Income Fund II
67072C105
8600.00000000
NS
USD
62436.00000000
0.105054335786
Long
RF
US
N
1
N
N
N
Twitter, Inc.
549300I8RX485XMK6836
Twitter, Inc., Convertible
90184LAN2
52000.00000000
PA
USD
46023.27000000
0.077438401892
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Twitter Inc
Twitter Inc
USD
XXXX
N
N
N
SHIFT4 PAYMENTS LLC/FIN
N/A
Shift4 Payments, LLC
82453AAA5
10000.00000000
PA
USD
8849.90000000
0.014890774013
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
0.04625000
N
N
N
N
N
N
Minerva Merger Subordinated Inc.
N/A
Minerva Merger Sub, Inc.
60337JAA4
50000.00000000
PA
USD
41579.50000000
0.069961348498
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.06500000
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBH2
55000.00000000
PA
USD
45563.10000000
0.076664123372
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.06000000
N
N
N
N
N
N
Next Alt S.a R.L.
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAH6
15000.00000000
PA
USD
12037.50000000
0.020254205378
Long
DBT
CORP
LU
N
2
2029-08-15
Fixed
0.05750000
N
N
N
N
N
N
Capital One Financial Corporation
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corporation
14040HCF0
36000.00000000
PA
USD
28890.00000000
0.048610092909
Long
DBT
CORP
US
N
2
2026-09-01
Variable
0.03950000
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
48124BAC9
105000.00000000
PA
USD
99356.25000000
0.167176065891
Long
DBT
CORP
US
N
2
2023-05-01
Variable
0.05150000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280AT6
55000.00000000
PA
USD
53182.21000000
0.089483979550
Long
DBT
CORP
GB
N
2
2025-03-30
Variable
0.06375000
N
N
N
N
N
N
Magic Mergeco Inc.
549300H9LWMBP7HYLR98
Magic MergerCo, Inc.
55916AAA2
37000.00000000
PA
USD
29080.89000000
0.048931282962
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
0.05250000
N
N
N
N
N
N
Allspring Global Investments Holdings, LLC
5493001HF04TYQLWJP49
Allspring Income Opportunities Fund
94987B105
36673.00000000
NS
USD
238007.77000000
0.400470052363
Long
RF
US
N
1
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320BJ0
250000.00000000
PA
USD
230787.50000000
0.388321281316
Long
DBT
CORP
US
N
2
2052-03-01
Variable
0.05125000
N
N
N
N
N
N
TransDigm Group Incorporated
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BE6
30000.00000000
PA
USD
28912.50000000
0.048647951236
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.06250000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays plc
06738EBG9
100000.00000000
PA
USD
98250.00000000
0.165314698107
Long
DBT
CORP
GB
N
2
2024-06-15
Variable
0.08000000
N
N
N
N
N
N
Waste Pro USA, Inc.
549300BY1QXU5BI3UF28
Waste Pro USA, Inc.
94107JAA1
15000.00000000
PA
USD
13324.50000000
0.022419701729
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.05500000
N
N
N
N
N
N
Teleflex Incorporated
UUL85LWXB4NGSWWXIQ25
Teleflex, Inc.
879369AG1
88000.00000000
PA
USD
79511.08000000
0.133784734721
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
0.04250000
N
N
N
N
N
N
Starwood Property Trust, Inc.
BUGSFQZERKRBFWIG5267
Starwood Property Trust, Inc., Convertible
85571BAH8
11000.00000000
PA
USD
10862.50000000
0.018277159370
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
0.04375000
N
N
N
N
Y
Starwood Property Trust Inc
Starwood Property Trust Inc
USD
XXXX
N
N
N
Bausch Health Companies Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Companies, Inc.
071734AN7
46000.00000000
PA
USD
35996.84000000
0.060568007505
Long
DBT
CORP
CA
N
2
2028-06-01
Fixed
0.04875000
N
N
N
N
N
N
HLF FIN SARL LLC/HERBALI
N/A
HLF Financing SARL, LLC
40390DAC9
110000.00000000
PA
USD
75900.00000000
0.127708759148
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.04875000
N
N
N
N
N
N
Uniti Group LP LLC
549300GM4ENWVC5GBF11
Uniti Fiber Holdings, Inc., Convertible
91325LAA8
8000.00000000
PA
USD
8485.00000000
0.014276796065
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.04000000
N
N
N
N
Y
Uniti Group Inc
Uniti Group Inc
USD
XXXX
N
N
N
Cedar Fair, L.P.
549300TUVLNQQ6BVKH61
Cedar Fair, LP
150190AE6
69000.00000000
PA
USD
60849.63000000
0.102385121764
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
0.05250000
N
N
N
N
N
N
NiSource Inc.
549300D8GOWWH0SJB189
NiSource, Inc.
65473P105
547.00000000
NS
USD
16131.03000000
0.027141947629
Long
EC
CORP
US
N
1
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises, Ltd.
780153BC5
72000.00000000
PA
USD
71205.12000000
0.119809189989
Long
DBT
CORP
LR
N
2
2023-06-15
Fixed
0.09125000
N
N
N
N
N
N
Sunoco LP
N/A
Sunoco, LP
86765LAU1
29000.00000000
PA
USD
23414.12000000
0.039396419127
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
0.04500000
N
N
N
N
N
N
American International Group, Inc.
ODVCVCQG2BP6VHV36M30
American International Group, Inc. 5.850%
026874768
4200.00000000
NS
USD
105840.00000000
0.178085574021
Long
EP
CORP
US
N
1
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
J.P. Morgan Chase & Company
48128BAG6
100000.00000000
PA
USD
84452.11000000
0.142098473986
Long
DBT
CORP
US
N
2
2025-02-01
Variable
0.04600000
N
N
N
N
N
N
Nippon Life Insurance Company
549300Y0HHMFW3EVWY08
Nippon Life Insurance Company
654579AG6
172000.00000000
PA
USD
148886.99000000
0.250516109963
Long
DBT
CORP
JP
N
2
2050-01-23
Variable
0.03400000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
22546DAB2
56000.00000000
PA
USD
53286.13000000
0.089658834547
Long
DBT
CORP
CH
N
2
2023-12-11
Variable
0.07500000
N
N
N
N
N
N
Light & Wonder, Inc.
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc.
80874YBE9
62000.00000000
PA
USD
58144.22000000
0.097833019602
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.07250000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group, Inc., Convertible
30212PBE4
14000.00000000
PA
USD
12635.00000000
0.021259554306
Long
DBT
CORP
US
N
2
2026-02-15
None
0.00000000
N
N
N
N
Y
Expedia Group Inc
Expedia Group Inc
USD
XXXX
N
N
N
Federation Nationale du Credit Agricole
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AP0
200000.00000000
PA
USD
155433.32000000
0.261530914723
Long
DBT
CORP
FR
N
2
2029-03-23
Variable
0.04750000
N
N
N
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
44106MAS1
25000.00000000
PA
USD
21483.20000000
0.036147467912
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.04650000
N
N
N
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599DZ5
60000.00000000
PA
USD
66025.20000000
0.111093496238
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.08500000
N
N
N
N
N
N
Booking Holdings Inc.
FXM8FAOHMYDIPD38UZ17
Booking Holdings, Inc.
09857L108
8.00000000
NS
USD
13991.92000000
0.023542697513
Long
EC
CORP
US
N
1
N
N
N
United Natural Foods, Inc.
549300GKGW6WPZ282D40
United Natural Foods, Inc.
911163AA1
21000.00000000
PA
USD
19625.37000000
0.033021497371
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.06750000
N
N
N
N
N
N
Comstock Resources, Inc.
I03QQGEA4SS774AURI46
Comstock Resources, Inc.
205768AT1
25000.00000000
PA
USD
21500.00000000
0.036175735463
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.05875000
N
N
N
N
N
N
Broadcom Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135F101
106.00000000
NS
USD
51495.86000000
0.086646539945
Long
EC
CORP
SG
N
1
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corporation
143658BN1
40000.00000000
PA
USD
28891.20000000
0.048612112019
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
0.05750000
N
N
N
N
N
N
Hilton Worldwide Holdings Inc.
N/A
Hilton Worldwide Finance, LLC
432891AK5
50000.00000000
PA
USD
47106.75000000
0.079261457048
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.04875000
N
N
N
N
N
N
Venture Global LNG, Inc.
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass, LLC
92328MAA1
78000.00000000
PA
USD
68228.55000000
0.114800836086
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
0.03875000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BT6
105000.00000000
PA
USD
99436.28000000
0.167310723756
Long
DBT
CORP
GB
N
2
2025-07-26
Variable
0.06000000
N
N
N
N
N
N
Lumen Technologies, Inc.
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BR3
35000.00000000
PA
USD
28043.75000000
0.047186199135
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.04250000
N
N
N
N
N
N
VIASAT INC
UFC8NYMNFSYIHNSM2I38
Viasat, Inc.
92552VAN0
25000.00000000
PA
USD
17220.50000000
0.028975081514
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.06500000
N
N
N
N
N
N
Range Resources Corporation
H3Y3WLYCX0BTO1TRW162
Range Resources Corporation
75281ABK4
55000.00000000
PA
USD
49325.65000000
0.082994961208
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.04750000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley, 5.850%
61762V606
4800.00000000
NS
USD
118704.00000000
0.199730441975
Long
EP
CORP
US
N
1
N
N
N
Unifrax Escrow Issuer Corp.
549300RRU6BWJLD0YT71
Unifrax Escrow Issuer Corporation
90473LAA0
36000.00000000
PA
USD
28724.22000000
0.048331152749
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
0.05250000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
185899AL5
50000.00000000
PA
USD
44083.45000000
0.074174475605
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
0.04875000
N
N
N
N
N
United Rentals, Inc.
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911365BF0
7000.00000000
PA
USD
6864.66000000
0.011550424381
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.05500000
N
N
N
N
N
N
Regions Financial Corporation
CW05CS5KW59QTC0DG824
Regions Financial Corporation, 5.700%
7591EP704
3250.00000000
NS
USD
75822.50000000
0.127578358241
Long
EP
CORP
US
N
1
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DB3
91000.00000000
PA
USD
84741.65000000
0.142585651774
Long
DBT
CORP
US
N
2
2025-09-30
Variable
0.04500000
N
N
N
N
N
N
BlackRock, Inc.
549300JU1XG1HF56J989
BlackRock TCP Capital Corporation
09259E108
4000.00000000
NS
USD
50120.00000000
0.084331528438
Long
EC
CORP
US
N
1
N
N
N
Allen Media Group, LLC
N/A
Allen Media, LLC/Allen Media Co-Issuer, Inc.
01771YAA8
38000.00000000
PA
USD
19613.32000000
0.033001222134
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.10500000
N
N
N
N
N
N
LCPR Senior Secured Financing DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAA1
36000.00000000
PA
USD
33581.88000000
0.056504614290
Long
DBT
CORP
IE
N
2
2027-10-15
Fixed
0.06750000
N
N
N
N
N
N
AGNC Investment Corp.
5TRACI5HRMELWV32OF39
AGNC Investment Corporation
00123Q104
3044.00000000
NS
USD
33697.08000000
0.056698448929
Long
EC
CORP
US
N
1
N
N
N
Dana Incorporated
KVWHW7YLZPFJM8QYNJ51
Dana, Inc.
235825AG1
45000.00000000
PA
USD
38735.14000000
0.065175450129
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.05625000
N
N
N
N
N
N
Lumentum Holdings Inc.
549300JLWRRC38DWEF52
Lumentum Holdings, Inc.
55024U109
128.00000000
NS
USD
10165.76000000
0.017104829978
Long
EC
CORP
US
N
1
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Company
382550BN0
30000.00000000
PA
USD
24844.71000000
0.041803518913
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
0.05000000
N
N
N
N
N
N
SINCLAIR TELEVISION GROU
549300CQGEN0CH65UD62
Sinclair Television Group, Inc.
829259AY6
93000.00000000
PA
USD
68477.65000000
0.115219969840
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.05500000
N
N
N
N
N
N
Akamai Technologies, Inc.
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies, Inc.
00971T101
72.00000000
NS
USD
6575.76000000
0.011064323452
Long
EC
CORP
US
N
1
N
N
N
CNX Resources Corporation
549300JK3KH8PWM3B226
CNX Resources Corporation, Convertible
12653CAG3
24000.00000000
PA
USD
35076.00000000
0.059018609168
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.02250000
N
N
N
N
Y
CNX Resources Corp
CNX Resources Corp
USD
XXXX
N
N
N
Lincoln National Corporation
EFQMQROEDSNBRIP7LE47
Lincoln National Corporation
534187BN8
100000.00000000
PA
USD
69385.37000000
0.116747292565
Long
DBT
CORP
US
N
2
2022-08-17
Floating
0.03801200
N
N
N
N
N
N
Nexstar Media Group, Inc.
5493006PK6I4I2OOT688
Nexstar Escrow Corporation
65343HAA9
72000.00000000
PA
USD
65700.00000000
0.110546317207
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.05625000
N
N
N
N
N
N
NuStar Energy L.P.
N62BF2PKP51FIIOIUN20
NuStar Logistics, LP
67059TAG0
45000.00000000
PA
USD
42075.00000000
0.070795073006
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.05750000
N
N
N
N
N
N
Great Gulf Group Limited
N/A
Ashton Woods USA, LLC
045086AM7
25000.00000000
PA
USD
18750.00000000
0.031548606508
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
0.04625000
N
N
N
N
N
N
JAB Cosmetics B.V.
N/A
HFC Prestige Products, Inc.
222070AG9
53000.00000000
PA
USD
45491.49000000
0.076543632934
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.04750000
N
N
N
N
N
N
The PNC Financial Services Group, Inc.
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc.
693475BC8
95000.00000000
PA
USD
72135.53000000
0.121374690735
Long
DBT
CORP
US
N
2
2026-09-15
Variable
0.03400000
N
N
N
N
N
N
BWAY Parent Company, Inc.
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Company
12429TAE4
57000.00000000
PA
USD
49732.50000000
0.083679523904
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.07250000
N
N
N
N
N
N
Fortress Transportation and Infrastructure Investors LLC
529900E7PUVK6BC8PE80
Fortress Transportation and Infrastructure Investors, LLC
34960PAC5
31000.00000000
PA
USD
30299.51000000
0.050981723648
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
0.09750000
N
N
N
N
N
N
Energizer Holdings, Inc.
5493000D6NN0V57UME20
Energizer Holdings, Inc.
29272WAC3
10000.00000000
PA
USD
7937.20000000
0.013355071977
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.04750000
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBD1
11000.00000000
PA
USD
9989.21000000
0.016807768300
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.08000000
N
N
N
N
N
N
Wyndham Hotels & Resorts, Inc.
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts, Inc.
98311AAB1
20000.00000000
PA
USD
17493.20000000
0.029433924447
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
0.04375000
N
N
N
N
N
N
Fortress Transportation and Infrastructure Investors LLC
529900E7PUVK6BC8PE80
Fortress Transportation and Infrastructure Investors, LLC
34960PAB7
56000.00000000
PA
USD
52836.56000000
0.088902391505
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.06500000
N
N
N
N
N
N
Altice USA, Inc.
3HG2WD2W22M120IUNG49
CSC Holdings, LLC
126307AS6
102000.00000000
PA
USD
88230.00000000
0.148455122788
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.05375000
N
N
N
N
N
N
American Express Company
R4PP93JZOLY261QX3811
American Express Company
025816CH0
85000.00000000
PA
USD
69156.85000000
0.116362786562
Long
DBT
CORP
US
N
2
2026-09-15
Variable
0.03550000
N
N
N
N
N
N
Bombardier Inc.
W7L3VLU8EHQY34Z36697
Bombardier, Inc.
097751BX8
65000.00000000
PA
USD
48711.00000000
0.081960755821
Long
DBT
CORP
CA
N
2
2028-02-15
Fixed
0.06000000
N
N
N
N
N
N
Hannon Armstrong Sustainable Infrastructure Capital, Inc.
N/A
Hannon Armstrong Sustainable Infrastructure Capital, Inc.
41068X100
50.00000000
NS
USD
1893.00000000
0.003185147313
Long
EC
CORP
US
N
1
N
N
N
UNITED STATES STEEL CORP
JNLUVFYJT1OZSIQ24U47
United States Steel Corporation
912909AU2
107000.00000000
PA
USD
93367.13000000
0.157098818412
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.06875000
N
N
N
N
N
N
Spectrum Brands Holdings, Inc.
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
84762LAW5
10000.00000000
PA
USD
8999.58000000
0.015142624435
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.05500000
N
N
N
N
N
N
Seagate Technology plc
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WBF7
69000.00000000
PA
USD
54144.96000000
0.091103895332
Long
DBT
CORP
KY
N
2
2029-07-15
Fixed
0.03125000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280AH2
115000.00000000
PA
USD
122697.97000000
0.206450665332
Long
DBT
CORP
GB
N
2
2037-09-15
Fixed
0.06500000
N
N
N
N
N
N
VICI Properties L.P.
N/A
VICI Properties, LP/VICI Note Company, Inc.
92564RAG0
17000.00000000
PA
USD
16171.25000000
0.027209621493
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.04625000
N
N
N
N
N
N
Aramark
42YMHYH0XMHJEXDUB065
Aramark Services, Inc.
038522AR9
10000.00000000
PA
USD
9783.50000000
0.016461642228
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.06375000
N
N
N
N
N
N
BWAY Parent Company, Inc.
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Company
12429TAD6
30000.00000000
PA
USD
28650.00000000
0.048206270745
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.05500000
N
N
N
N
N
N
The Scotts Miracle-Gro Company
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Company
810186AS5
35000.00000000
PA
USD
28708.05000000
0.048303945231
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
0.04500000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation, 5.375%
06053U601
1089.00000000
NS
USD
24970.77000000
0.042015626504
Long
EP
CORP
US
N
1
N
N
N
Mr. Cooper Group Inc.
N/A
Nationstar Mortgage Holdings, Inc.
63861CAA7
37000.00000000
PA
USD
32095.28000000
0.054003272507
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.06000000
N
N
N
N
N
N
Vail Resorts, Inc.
529900PSZHRNU9HKH870
Vail Resorts, Inc.
91879Q109
16.00000000
NS
USD
3488.80000000
0.005870228180
Long
EC
CORP
US
N
1
N
N
N
DTE Energy Company
549300IX8SD6XXD71I78
DTE Energy Company
233331107
115.00000000
NS
USD
14576.25000000
0.024525886700
Long
EC
CORP
US
N
1
N
N
N
Cengage Learning Holdings II, Inc.
549300BYGM0FWUSVXJ88
Cengage Learning, Inc.
15137NAA1
62000.00000000
PA
USD
57350.00000000
0.096496671108
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.09500000
N
N
N
N
N
N
State Street Corporation
549300YI2V5ELVW58659
SPDR Bloomberg Short Term High Yield Bond ETF
78468R408
8815.00000000
NS
USD
212617.80000000
0.357749083147
Long
RF
US
N
1
N
N
N
BlackRock, Inc.
CC8M7XFKTNG56DXMAR33
BlackRock Core Bond Trust
09249E101
18147.00000000
NS
USD
205424.04000000
0.345644917623
Long
RF
US
N
1
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
Chemours Company
163851AF5
52000.00000000
PA
USD
44315.96000000
0.074565695152
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.05750000
N
N
N
N
N
N
Chart Industries, Inc.
EM7QGKC1GYOF3LSZSL80
Chart Industries, Inc.
16115Q308
238.00000000
NS
USD
39836.44000000
0.067028489081
Long
EC
CORP
US
N
1
N
N
N
National Amusements, Inc.
5KYC8KF17ROCY24M3H09
Paramount Global, Convertible, 5.750%
92556H305
137.00000000
NS
USD
5408.76000000
0.009100738183
Long
EP
CORP
US
N
1
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
American Airlines, Inc.
023771S58
92000.00000000
PA
USD
95210.80000000
0.160200963445
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.11750000
N
N
N
N
N
N
GC Advisors LLC
2549005WE0QLGK9APF78
Golub Capital BDC, Inc.
38173M102
4239.00000000
NS
USD
54937.44000000
0.092437316115
Long
EC
CORP
US
N
1
N
N
N
Aircastle Limited
549300PNK8AKY3OIKP58
Aircastle, Ltd.
00928QAW1
115000.00000000
PA
USD
94912.83000000
0.159699601403
Long
DBT
CORP
BM
N
2
2026-06-15
Variable
0.05250000
N
N
N
N
N
N
Patrick Industries, Inc.
549300FZ5ZTCCJ3Z5W14
Patrick Industries, Inc., Convertible
703343AB9
9000.00000000
PA
USD
8811.00000000
0.014825321170
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
0.01000000
N
N
N
N
Y
Patrick Industries Inc
Patrick Industries Inc
USD
XXXX
N
N
N
MIWD Holdco II LLC
N/A
MIWD Holdco II, LLC
55337PAA0
59000.00000000
PA
USD
47481.02000000
0.079891200886
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
0.05500000
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc.
25746UDM8
120000.00000000
PA
USD
98700.00000000
0.166071864663
Long
DBT
CORP
US
N
2
2027-01-15
Variable
0.04350000
N
N
N
N
N
N
Ford Motor Company
20S05OYHG0MQM4VUIC57
Ford Motor Company
345370DA5
25000.00000000
PA
USD
18697.50000000
0.031460270410
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
0.03250000
N
N
N
N
N
N
PG&E Corporation
8YQ2GSDWYZXO2EDN3511
PG&E Corporation
69331CAH1
40000.00000000
PA
USD
33755.20000000
0.056796241196
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.05000000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation, 5.000%
06055H202
1000.00000000
NS
USD
21290.00000000
0.035822391070
Long
EP
CORP
US
N
1
N
N
N
Sunoco LP
N/A
Sunoco, LP
86765LAQ0
40000.00000000
PA
USD
38135.20000000
0.064165995676
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.06000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA
02156LAH4
187000.00000000
PA
USD
142851.17000000
0.240360285422
Long
DBT
CORP
FR
N
2
2029-10-15
Fixed
0.05500000
N
N
N
N
N
N
NextEra Energy Partners, LP
5493008F4ZOQFNG3WN54
NextEra Energy Partners, LP
65341B106
51.00000000
NS
USD
3782.16000000
0.006363833471
Long
EC
CORP
US
N
1
N
N
N
JetBlue Airways Corporation
54930070J9H97ZO93T57
JetBlue Airways Corporation
477143101
137.00000000
NS
USD
1146.69000000
0.001929411818
Long
EC
CORP
US
N
1
N
N
N
Aramark
42YMHYH0XMHJEXDUB065
Aramark Services, Inc.
038522AQ1
84000.00000000
PA
USD
76121.64000000
0.128081688916
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.05000000
N
N
N
N
N
N
Covanta Holding Corporation
40XIFLS8XDQGGHGPGC04
Covanta Holding Corporation
22282EAJ1
65000.00000000
PA
USD
53059.50000000
0.089277508643
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
0.05000000
N
N
N
N
N
N
O-I Glass, Inc.
V2UQUCDZJ9WY98W8QU33
Owens-Brockway Glass Container, Inc.
69073TAR4
35000.00000000
PA
USD
34650.00000000
0.058301824828
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
0.05875000
N
N
N
N
N
N
Antero Resources Corporation
APVBKPOULHUX7YZLKU17
Antero Resources Corporation
03674XAS5
57000.00000000
PA
USD
51973.74000000
0.087450617176
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.05375000
N
N
N
N
N
N
First Horizon Corporation
TF3RXI1ZB1TQ30H9JV10
First Horizon Corporation, 6.500%
320517402
2000.00000000
NS
USD
50780.00000000
0.085442039388
Long
EP
CORP
US
N
1
N
N
N
Precision Drilling Corporation
549300WF2OE8T5BP4B84
Precision Drilling Corporation
740212AM7
42000.00000000
PA
USD
37590.00000000
0.063248646329
Long
DBT
CORP
CA
N
2
2029-01-15
Fixed
0.06875000
N
N
N
N
N
N
Invesco Ltd.
549300INXEJOUVOV7Z07
Invesco Variable Rate Preferred ETF
46138G870
3500.00000000
NS
USD
77665.00000000
0.130678534641
Long
RF
US
N
1
N
N
BLACK KNIGHT INFOSERV LLC
549300H5PS5C68DAUX66
Black Knight InfoServ, LLC
092174AA9
46000.00000000
PA
USD
39965.72000000
0.067246014620
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
0.03625000
N
N
N
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
28470RAK8
40000.00000000
PA
USD
38650.00000000
0.065032194217
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
0.08125000
N
N
N
N
N
N
Covanta Holding Corporation
40XIFLS8XDQGGHGPGC04
Covert Mergeco, Inc.
22303XAA3
17000.00000000
PA
USD
13833.24000000
0.023275703760
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
0.04875000
N
N
N
N
N
N
Macy's, Inc.
N/A
Macy's Retail Holdings, LLC
55617LAP7
65000.00000000
PA
USD
55331.25000000
0.093099937808
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
0.05875000
N
N
N
N
N
N
Bloomin' Brands, Inc.
N/A
Bloomin' Brands, Inc.
094235108
91.00000000
NS
USD
1512.42000000
0.002544786317
Long
EC
CORP
US
N
1
N
N
N
International Game Technology PLC
549300UQ6KHRCZDRGZ76
International Game Technology plc
460599AE3
72000.00000000
PA
USD
65196.00000000
0.109698290664
Long
DBT
CORP
GB
N
2
2029-01-15
Fixed
0.05250000
N
N
N
N
N
N
Ford Motor Company
UDSQCVRUX5BONN0VY111
Ford Motor Credit Company, LLC
345397ZX4
105000.00000000
PA
USD
99612.73000000
0.167607617176
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
0.04063000
N
N
N
N
N
N
BlackRock, Inc.
97ZR60BLU36N5VJMH054
BlackRock Corporate High Yield Fund, Inc.
09255P107
22354.00000000
NS
USD
213033.62000000
0.358448738696
Long
RF
US
N
1
N
N
N
Lumen Technologies, Inc.
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BN2
113000.00000000
PA
USD
96332.50000000
0.162088327281
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.04625000
N
N
N
N
N
N
United Rentals, Inc.
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911365BG8
57000.00000000
PA
USD
53892.36000000
0.090678872505
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.04875000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corporation
25470XBB0
17000.00000000
PA
USD
11563.40000000
0.019456488346
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.07375000
N
N
N
N
N
N
Nabors Industries Ltd.
N/A
Nabors Industries, Ltd.
629571AA8
80000.00000000
PA
USD
70948.00000000
0.119376561845
Long
DBT
CORP
BM
N
2
2026-01-15
Fixed
0.07250000
N
N
N
N
N
N
The E.W. Scripps Company
N/A
Scripps Escrow II, Inc.
81105DAB1
50000.00000000
PA
USD
39877.50000000
0.067097576323
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.05375000
N
N
N
N
N
N
General Electric Company
3C7474T6CDKPR9K6YT90
General Electric Company
369604BQ5
180000.00000000
PA
USD
157716.00000000
0.265371734622
Long
DBT
CORP
US
N
2
2022-09-15
Floating
0.05158900
N
N
N
N
N
N
U.S. Bancorp
N/A
USB Realty Corporation
903312AA4
133000.00000000
PA
USD
106582.67000000
0.179335184880
Long
DBT
CORP
US
N
2
2027-01-15
Floating
0.02191300
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967GD7
82000.00000000
PA
USD
80343.60000000
0.135185526502
Long
DBT
CORP
US
N
2
2023-01-30
Variable
0.05950000
N
N
N
N
N
N
The Charles Schwab Corporation
549300VSGCJ7E698NM85
Charles Schwab Corporation
808513BD6
176000.00000000
PA
USD
173800.00000000
0.292434549933
Long
DBT
CORP
US
N
2
2025-06-01
Variable
0.05375000
N
N
N
N
N
N
Navient Corporation
54930067J0ZNOEBRW338
Navient Corporation
63938CAK4
10000.00000000
PA
USD
8225.30000000
0.013839826832
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.05000000
N
N
N
N
N
N
Mattel, Inc.
549300VELLG24KHTJ564
Mattel, Inc.
577081BE1
80000.00000000
PA
USD
73394.00000000
0.123492182726
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.03375000
N
N
N
N
N
N
Olin Corporation
549300GKK294V7W57P06
Olin Corporation
680665AL0
10000.00000000
PA
USD
8912.50000000
0.014996104293
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
0.05625000
N
N
N
N
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples, Inc.
855030AP7
46000.00000000
PA
USD
30360.00000000
0.051083503659
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.10750000
N
N
N
N
N
N
Transocean Ltd.
DOL4HJ22ADYSIWES4H94
Transocean, Inc.
893830BQ1
37000.00000000
PA
USD
34729.31000000
0.058435271227
Long
DBT
CORP
KY
N
2
2027-01-30
Fixed
0.11500000
N
N
N
N
N
N
Altice USA, Inc.
3HG2WD2W22M120IUNG49
CSC Holdings, LLC
126307BB2
56000.00000000
PA
USD
43680.00000000
0.073495633723
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
0.04125000
N
N
N
N
N
N
Endo International plc
549300KK5WR4MGN4YT97
Par Pharmaceutical, Inc.
69888XAA7
80000.00000000
PA
USD
60800.00000000
0.102301614706
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.07500000
N
N
N
N
N
N
Euronet Worldwide, Inc.
YG3575C4DSHJPA5KET68
Euronet Worldwide, Inc., Convertible
298736AL3
8000.00000000
PA
USD
8090.00000000
0.013612172088
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
0.00750000
N
N
N
N
Y
Euronet Worldwide Inc
Euronet Worldwide Inc
USD
XXXX
N
N
N
CP ATLAS BUYER INC
2549006ZZ07G0NDDCR36
CP Atlas Buyer, Inc.
12597YAA7
35000.00000000
PA
USD
25276.30000000
0.042529708944
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
0.07000000
N
N
N
N
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples, Inc.
855030AN2
44000.00000000
PA
USD
36470.28000000
0.061364614026
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.07500000
N
N
N
N
N
N
Chobani Inc.
N/A
Chobani, LLC/Chobani Finance Corporation, Inc.
17027NAB8
56000.00000000
PA
USD
47320.00000000
0.079620269866
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.04625000
N
N
N
N
N
N
Hilcorp Energy Company
N/A
Hilcorp Energy I, LP/Hilcorp Finance Company
431318AZ7
46000.00000000
PA
USD
40396.74000000
0.067971245573
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
0.06250000
N
N
N
N
N
N
JBS S.A.
N/A
JBS USA LUX SA/JBS USA Food Company/JBS USA Finance, Inc.
46590XAA4
17000.00000000
PA
USD
17102.00000000
0.028775694320
Long
DBT
CORP
XX
N
2
2029-04-15
Fixed
0.06500000
N
N
N
N
N
N
Brookfield Residential Properties Inc.
N/A
Brookfield Residential Properties, Inc.
11283YAB6
90000.00000000
PA
USD
74605.07000000
0.125529919840
Long
DBT
CORP
CA
N
2
2027-09-15
Fixed
0.06250000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BP3
66000.00000000
PA
USD
59768.70000000
0.100566357218
Long
DBT
CORP
GB
N
2
2028-03-23
Variable
0.06500000
N
N
N
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation
674599DF9
20000.00000000
PA
USD
20500.00000000
0.034493143116
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
0.06450000
N
N
N
N
N
N
USA Compression Partners, LP
N/A
USA Compression Partners, LP
91740PAC2
50000.00000000
PA
USD
45485.00000000
0.076532712909
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.06875000
N
N
N
N
N
N
ATLAS LUXCO 4 / ALLIED UNIVERSAL
N/A
Allied Universal Holdco, LLC
019579AA9
70000.00000000
PA
USD
57729.18000000
0.097134676475
Long
DBT
CORP
XX
N
2
2028-06-01
Fixed
0.04625000
N
N
N
N
N
N
T-Mobile US, Inc.
549300L17W0GQBR1PO80
Sprint Capital Corporation
852060AT9
64000.00000000
PA
USD
77022.72000000
0.129597839228
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
0.08750000
N
N
N
N
N
N
Alpha Frontier Ltd.
254900E35Z4TKA4UFG64
Playtika Holding Corporation
72815LAA5
42000.00000000
PA
USD
34650.00000000
0.058301824828
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.04250000
N
N
N
N
N
N
BlackRock, Inc.
Y02PFSGMGNYKWM70AJ95
BlackRock Debt Strategies Fund, Inc.
09255R202
1800.00000000
NS
USD
16452.00000000
0.027682009295
Long
RF
US
N
1
N
N
N
Wyndham Destinations, Inc.
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Company
98310WAS7
35000.00000000
PA
USD
33184.56000000
0.055836086699
Long
DBT
CORP
US
N
2
2026-07-31
Fixed
0.06625000
N
N
N
N
N
N
Societe Generale Societe anonyme
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368JFA3
40000.00000000
PA
USD
39181.97000000
0.065927282868
Long
DBT
CORP
FR
N
2
2025-09-29
Variable
0.08000000
N
N
N
N
N
N
AMERICAN FIN TR/FINAN OP
N/A
American Finance Trust, Inc.
02608AAA7
68000.00000000
PA
USD
53380.00000000
0.089816779490
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
0.04500000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AJ7
200000.00000000
PA
USD
167291.68000000
0.281483700509
Long
DBT
CORP
CH
N
2
2027-02-12
Variable
0.04875000
N
N
N
N
N
N
BlackRock, Inc.
U48QD6ILUF60LKMSND68
BlackRock Enhanced Global Dividend Trust
092501105
18401.00000000
NS
USD
179777.77000000
0.302492699988
Long
RF
US
N
1
N
N
N
Brookfield Asset Management Inc.
5493007NX94W3HSQTJ60
Brookfield Real Assets Income Fund, Inc.
112830104
3018.00000000
NS
USD
55621.74000000
0.093588714058
Long
RF
US
N
1
N
N
N
Waddell & Reed Financial, Inc.
549300C130E3EJZ8ZQ39
Delaware Ivy High Income Opportunities Fund
246107106
13932.00000000
NS
USD
142663.68000000
0.240044816183
Long
RF
US
N
1
N
N
AllianceBernstein L.P.
AE2ZT9UGMEIJ7T4R5734
AllianceBernstein Global High Income Fund, Inc.
01879R106
27756.00000000
NS
USD
271176.12000000
0.456278864240
Long
RF
US
N
1
N
N
N
OneMain Holdings, Inc.
5493008I795YYBFWFU90
OneMain Finance Corporation
682691AB6
15000.00000000
PA
USD
12000.00000000
0.020191108165
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.03500000
N
N
N
N
N
N
Citizens Financial Group, Inc.
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc.
174610BD6
80000.00000000
PA
USD
63712.00000000
0.107201323621
Long
DBT
CORP
US
N
2
2026-10-06
Variable
0.04000000
N
N
N
N
N
N
Centene Corporation
549300Z7JJ4TQSQGT333
Centene Corporation
15135BAW1
90000.00000000
PA
USD
74587.50000000
0.125500356692
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
0.03000000
N
N
N
N
N
N
Iron Mountain Incorporated
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAC5
65000.00000000
PA
USD
58730.75000000
0.098819910492
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.04875000
N
N
N
N
N
N
MEG Energy Corp.
5493002WXPTG5ZC1T326
MEG Energy Corporation
552704AE8
49000.00000000
PA
USD
49346.92000000
0.083030749947
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
0.07125000
N
N
N
N
N
N
WESCO International, Inc.
549300I2CEZJG9N4AH67
WESCO Distribution, Inc.
95081QAP9
95000.00000000
PA
USD
93955.00000000
0.158087963976
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.07250000
N
N
N
N
N
N
Regions Financial Corporation
CW05CS5KW59QTC0DG824
Regions Financial Corporation
7591EPAR1
80000.00000000
PA
USD
79216.77000000
0.133289530967
Long
DBT
CORP
US
N
2
2025-06-15
Variable
0.05750000
N
N
N
N
N
N
InterDigital, Inc.
N/A
InterDigital, Inc., Convertible
45867GAC5
4000.00000000
PA
USD
4048.00000000
0.006811133821
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.03500000
N
N
N
N
N
InterDigital Inc
InterDigital Inc
USD
XXXX
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953CF6
105000.00000000
PA
USD
94238.90000000
0.158565651943
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.05500000
N
N
N
N
N
N
iStar Inc.
QFFLKWYYS3UPWD86E794
iStar, Inc.
45031UCG4
80000.00000000
PA
USD
73884.80000000
0.124317999050
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
0.04250000
N
N
N
N
N
N
Anthem, Inc.
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
036752103
124.00000000
NS
USD
59839.92000000
0.100686191445
Long
EC
CORP
US
N
1
N
N
N
Ingevity Corporation
5493009UTFC4B5IMGF87
Ingevity Corporation
45688CAB3
69000.00000000
PA
USD
57787.50000000
0.097232805260
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.03875000
N
N
N
N
N
N
SunCoke Energy, Inc.
1KF1J2NXQE2PI0QOB943
SunCoke Energy, Inc.
86722AAD5
47000.00000000
PA
USD
37557.39000000
0.063193776992
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
0.04875000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
185899AK7
40000.00000000
PA
USD
35300.00000000
0.059395509854
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.04625000
N
N
N
N
N
Virtus Equity & Convertible Income
549300E7CGC36IOELF91
Virtus AllianzGI Equity & Convertible Income Fund
92841M101
2525.00000000
NS
USD
52393.75000000
0.088157322788
Long
RF
US
N
1
N
N
N
iHeartMedia, Inc.
54930076J6KDZL504O62
iHeartCommunications, Inc.
45174HBG1
40000.00000000
PA
USD
32963.20000000
0.055463628057
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.04750000
N
N
N
N
N
N
Charter Communications, Inc.
N/A
CCO Holdings, LLC
1248EPBT9
10000.00000000
PA
USD
9437.50000000
0.015879465276
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.05125000
N
N
N
N
N
N
Suburban Propane Partners, L.P.
N/A
Suburban Propane Partners, LP
864486AK1
40000.00000000
PA
USD
37728.40000000
0.063481517110
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.05875000
N
N
N
N
N
N
Bausch Health Companies Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Companies, Inc.
91911KAN2
21000.00000000
PA
USD
18443.99000000
0.031033716424
Long
DBT
CORP
CA
N
2
2025-11-01
Fixed
0.05500000
N
N
N
N
N
N
Hindalco Industries Limited
549300G5F3W3B52WYL23
Novelis Corporation
670001AG1
25000.00000000
PA
USD
21131.87000000
0.035556322742
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
0.03250000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation
06055HAB9
400000.00000000
PA
USD
385750.00000000
0.649059997911
Long
DBT
CORP
US
N
2
2027-04-27
Variable
0.06125000
N
N
N
N
N
N
PTC Inc.
54930050SSMU8SKDJ030
PTC, Inc.
69370CAB6
10000.00000000
PA
USD
9457.81000000
0.015913638726
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.03625000
N
N
N
N
N
N
Becton, Dickinson and Company
ICE2EP6D98PQUILVRZ91
Becton, Dickinson and Company, Convertible, 6.000%
075887406
444.00000000
NS
USD
21960.24000000
0.036950131765
Long
EP
CORP
US
N
1
N
N
N
Medical Properties Trust, Inc.
N/A
MPT Operating Partnership, LP
55342UAJ3
40000.00000000
PA
USD
35100.00000000
0.059058991384
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
0.04625000
N
N
N
N
N
N
Citigroup Inc.
N/A
Citigroup Capital XIII, 7.609%
173080201
2000.00000000
NS
USD
53600.00000000
0.090186949807
Long
EP
CORP
US
N
1
N
N
N
Archrock, Inc.
N/A
Archrock Partners, LP/Archrock Partners Finance Corporation
03959KAC4
57000.00000000
PA
USD
50462.10000000
0.084907143280
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
0.06250000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
90932LAH0
35000.00000000
PA
USD
29689.45000000
0.049955241360
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.04625000
N
N
N
N
N
N
NiSource Inc.
549300D8GOWWH0SJB189
NiSource, Inc., Convertible, 7.750%
65473P121
37.00000000
NS
USD
4207.64000000
0.007079742863
Long
EP
CORP
US
N
1
N
N
N
ARD Holdings S.A.
N/A
Ardagh Packaging Finance plc/Ardagh Holdings USA, Inc.
03969AAP5
40000.00000000
PA
USD
28522.40000000
0.047991571962
Long
DBT
CORP
XX
N
2
2027-08-15
Fixed
0.05250000
N
N
N
N
N
N
BlackRock, Inc.
549300BOVTR6GS7HLC41
BlackRock Multi-Sector Income Trust
09258A107
18018.00000000
NS
USD
256035.78000000
0.430803844023
Long
RF
US
N
1
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation, 4.250%
06055H806
6500.00000000
NS
USD
120250.00000000
0.202331729744
Long
EP
CORP
US
N
1
N
N
N
FTI Consulting, Inc.
549300K17GM8EQD0FQ48
FTI Consulting, Inc., Convertible
302941AP4
21000.00000000
PA
USD
37825.20000000
0.063644392049
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
0.02000000
N
N
N
N
Y
FTI Consulting Inc
FTI Consulting Inc
USD
XXXX
N
N
N
Ally Financial Inc.
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005NBN9
95000.00000000
PA
USD
70086.25000000
0.117926587890
Long
DBT
CORP
US
N
2
2028-05-15
Variable
0.04700000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology, Inc., Convertible
595017AU8
4000.00000000
PA
USD
3980.00000000
0.006696717541
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
0.00125000
N
N
N
N
Y
Microchip Technology Inc
Microchip Technology Inc
USD
XXXX
N
N
N
Howmet Aerospace Inc.
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
443201AB4
93000.00000000
PA
USD
77026.32000000
0.129603896560
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.03000000
N
N
N
N
N
N
Next Alt S.a R.L.
5493001ZMCICV4N02J21
Altice France SA
02156LAF8
2000.00000000
PA
USD
1510.00000000
0.002540714444
Long
DBT
CORP
FR
N
2
2029-07-15
Fixed
0.05125000
N
N
N
N
N
N
Blackstone Inc.
549300YESIF051NRED20
Blackstone Strategic Credit Fund
09257R101
13600.00000000
NS
USD
151912.00000000
0.255605968639
Long
RF
US
N
1
N
N
Radian Group Inc.
54930005OUP720S5U385
Radian Group, Inc.
750236AW1
37000.00000000
PA
USD
33137.61000000
0.055757088988
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.04875000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays plc
06738EBT1
75000.00000000
PA
USD
57514.77000000
0.096773911849
Long
DBT
CORP
GB
N
2
2028-03-15
Variable
0.04375000
N
N
N
N
N
N
Bombardier Inc.
W7L3VLU8EHQY34Z36697
Bombardier, Inc.
097751BT7
40000.00000000
PA
USD
33296.40000000
0.056024267827
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
0.07875000
N
N
N
N
N
N
Perimeter Solutions
N/A
EverArc Escrow Sarl
29977LAA9
46000.00000000
PA
USD
38718.89000000
0.065148108003
Long
DBT
CORP
LU
N
2
2029-10-30
Fixed
0.05000000
N
N
N
N
N
N
TreeHouse Foods, Inc.
5493007M7EVHE470Q576
TreeHouse Foods, Inc.
89469AAD6
74000.00000000
PA
USD
60290.76000000
0.101444771379
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
0.04000000
N
N
N
N
N
N
Pioneer Natural Resources Company
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Company, Convertible
723787AP2
7000.00000000
PA
USD
15134.00000000
0.025464352581
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.00250000
N
N
N
N
Y
Pioneer Natural Resources Co
Pioneer Natural Resources Co
USD
XXXX
N
N
N
Navient Corporation
54930067J0ZNOEBRW338
Navient Corporation
63938CAH1
4000.00000000
PA
USD
3608.96000000
0.006072408477
Long
DBT
CORP
US
N
2
2025-06-25
Fixed
0.06750000
N
N
N
N
N
N
MOZART DEBT MERGER SUB
254900QT3R363TVK6F09
Mozart Debt Merger Sub, Inc.
62482BAA0
34000.00000000
PA
USD
28958.14000000
0.048724744751
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
0.03875000
N
N
N
N
N
N
GREENBRIER COS INC
5493001GAGGFR30BP390
Greenbrier Companies, Inc., Convertible
393657AM3
9000.00000000
PA
USD
8370.00000000
0.014083297945
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
0.02875000
N
N
N
N
Y
Greenbrier Cos Inc/The
Greenbrier Cos Inc/The
USD
XXXX
N
N
N
BioMarin Pharmaceutical Inc.
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical, Inc., Convertible
09061GAK7
9000.00000000
PA
USD
8944.20000000
0.015049442471
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.01250000
N
N
N
N
N
BioMarin Pharmaceutical Inc
BioMarin Pharmaceutical Inc
USD
XXXX
N
N
N
Ford Motor Company
UDSQCVRUX5BONN0VY111
Ford Motor Credit Company, LLC
345397B77
89000.00000000
PA
USD
75841.35000000
0.127610075107
Long
DBT
CORP
US
N
2
2026-08-10
Fixed
0.02700000
N
N
N
N
N
N
National Amusements, Inc.
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAE7
200000.00000000
PA
USD
178560.00000000
0.300443689506
Long
DBT
CORP
US
N
2
2062-03-30
Variable
0.06375000
N
N
N
N
N
N
The Southern Company
549300FC3G3YU2FBZD92
Southern Company
842587DF1
120000.00000000
PA
USD
107577.60000000
0.181009246484
Long
DBT
CORP
US
N
2
2051-01-15
Variable
0.04000000
N
N
N
N
N
N
Viavi Solutions Inc.
5493006K3E3N1QOBF092
Viavi Solutions, Inc., Convertible
925550AB1
2000.00000000
PA
USD
2255.00000000
0.003794245742
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.01000000
N
N
N
N
Y
Viavi Solutions Inc
Viavi Solutions Inc
USD
XXXX
N
N
N
Sunoco LP
N/A
Sunoco, LP
86765LAN7
5000.00000000
PA
USD
4558.79000000
0.007670585166
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.05875000
N
N
N
N
N
N
Olin Corporation
549300GKK294V7W57P06
Olin Corporation
680665AJ5
83000.00000000
PA
USD
76291.53000000
0.128367544530
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.05125000
N
N
N
N
N
N
Western Digital Corporation
549300QQXOOYEF89IC56
Western Digital Corporation
958102105
73.00000000
NS
USD
3272.59000000
0.005506434889
Long
EC
CORP
US
N
1
N
N
N
SUBURBAN PROPANE PARTNRS
N/A
Suburban Propane Partners, LP
864486AL9
20000.00000000
PA
USD
17007.50000000
0.028616689344
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
0.05000000
N
N
N
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
949746101
100.00000000
NS
USD
3917.00000000
0.006590714223
Long
EC
CORP
US
N
1
N
N
N
Howard Midstream Energy Partners, LLC
N/A
Howard Midstream Energy Partners, LLC
442722AA2
45000.00000000
PA
USD
38767.66000000
0.065230168032
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.06750000
N
N
N
N
N
N
Frontier Communications Corporation
N/A
Frontier Communications Holdings, LLC
35906ABE7
48000.00000000
PA
USD
43156.93000000
0.072615520144
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.05875000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings, LLC
35908MAD2
14000.00000000
PA
USD
14153.86000000
0.023815176518
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.08750000
N
N
N
N
N
N
BlackRock, Inc.
549300YX74JNY54XCY80
iShares S&P U.S. Preferred Stock Index Fund
464288687
60580.00000000
NS
USD
1991870.40000000
3.351505891546
Long
RF
US
N
1
N
N
Hockey Parent Holdings, L.P.
549300JQT6ATTUNS5E06
HUB International, Ltd.
44332PAG6
28000.00000000
PA
USD
23129.48000000
0.038917486041
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
0.05625000
N
N
N
N
N
N
SYNEOS HEALTH INC
549300F1ZGKDS8P6GU13
Syneos Health, Inc.
87166BAA0
85000.00000000
PA
USD
71980.42000000
0.121113703836
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.03625000
N
N
N
N
N
N
Post Holdings, Inc.
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AR5
39000.00000000
PA
USD
31896.15000000
0.053668217893
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
0.04500000
N
N
N
N
N
N
GMACM Mortgage Loan Trust 2005-AR6
N/A
GMACM Mortgage Loan Trust
36185MBG6
15748.59000000
PA
USD
14877.51000000
0.025032784470
Long
ABS-CBDO
CORP
US
N
2
2035-11-19
Variable
0.03752900
N
N
N
N
N
N
OASIS PETROLEUM INC
529900FA4V2YNIKZ0M71
Oasis Petroleum, Inc.
674215AL2
35000.00000000
PA
USD
32375.00000000
0.054473927238
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
0.06375000
N
N
N
N
N
N
Owens & Minor, Inc.
549300LMT5KQQXCEZ733
Owens & Minor, Inc.
690732AG7
39000.00000000
PA
USD
35625.33000000
0.059942907622
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.06625000
N
N
N
N
N
N
Altice USA, Inc.
3HG2WD2W22M120IUNG49
CSC Holdings, LLC
126307AZ0
37000.00000000
PA
USD
33415.81000000
0.056225186179
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.06500000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
539439AG4
40000.00000000
PA
USD
38800.00000000
0.065284583069
Long
DBT
CORP
GB
N
2
2024-06-27
Variable
0.07500000
N
N
N
N
N
N
Cedar Fair, L.P.
N/A
Cedar Fair, LP
150190AB2
20000.00000000
PA
USD
18953.60000000
0.031891182310
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.05375000
N
N
N
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110LAS5
40000.00000000
PA
USD
37642.00000000
0.063336141131
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
0.04875000
N
N
N
N
N
N
Calpine Corporation
43R4VPJBXTU2O15HEF41
Calpine Corporation
131347CM6
44000.00000000
PA
USD
39946.61000000
0.067213860280
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.04500000
N
N
N
N
N
N
CONSOLIDATED ENERGY FIN
549300PUNIS0USNSL750
Consolidated Energy Finance SA
20914UAF3
106000.00000000
PA
USD
85272.58000000
0.143478990529
Long
DBT
CORP
LU
N
2
2028-10-15
Fixed
0.05625000
N
N
N
N
N
N
Consolidated Communications Holdings, Inc.
549300WW675Y48HDVX34
Consolidated Communications, Inc.
20903XAH6
47000.00000000
PA
USD
37570.39000000
0.063215650693
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
0.05000000
N
N
N
N
N
N
ENACT HOLDINGS INC
N/A
Genworth Mortgage Holdings, Inc.
37255LAA5
28000.00000000
PA
USD
26407.36000000
0.044432821844
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.06500000
N
N
N
N
N
N
Nippon Life Insurance Company
549300Y0HHMFW3EVWY08
Nippon Life Insurance Company
654579AK7
160000.00000000
PA
USD
129395.88000000
0.217720517440
Long
DBT
CORP
JP
N
2
2051-09-16
Variable
0.02900000
N
N
N
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953CC3
15000.00000000
PA
USD
14965.20000000
0.025180330993
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.06000000
N
N
N
N
N
N
D.R. Horton, Inc.
549300BC2UB0GHV60V70
Forestar Group, Inc.
346232AF8
37000.00000000
PA
USD
30405.77000000
0.051160515911
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.03850000
N
N
N
N
N
N
CommScope Holding Company, Inc.
549300Z6K4JXMFE8QY54
CommScope, Inc.
203372AV9
70000.00000000
PA
USD
53205.60000000
0.089523335385
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.07125000
N
N
N
N
N
N
First Quantum Minerals Ltd.
549300I7UVBGWRYMYZ18
First Quantum Minerals, Ltd.
335934AT2
89000.00000000
PA
USD
79571.34000000
0.133886127736
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
0.06875000
N
N
N
N
N
N
Tenet Healthcare Corporation
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corporation
88033GDA5
125000.00000000
PA
USD
112500.00000000
0.189291639053
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
0.05125000
N
N
N
N
N
N
Enbridge Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NAW5
137000.00000000
PA
USD
121948.99000000
0.205190437316
Long
DBT
CORP
CA
N
2
2078-03-01
Variable
0.06250000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage, 4.625%
74460W552
800.00000000
NS
USD
17592.00000000
0.029600164570
Long
EP
CORP
US
N
1
N
N
N
Ameriprise Financial, Inc.
6QVMFZKY1QSOOIHD7Y77
Tri-Continental Corporation
895436103
5123.00000000
NS
USD
134068.91000000
0.225583321956
Long
RF
US
N
1
N
N
N
Allianz SE
549300535GECAFITZP67
Virtus Dividend, Interest & Premium Strategy Fund
92840R101
12847.00000000
NS
USD
148254.38000000
0.249451685218
Long
RF
US
N
1
N
N
N
American Airlines Group Inc.
N/A
American Airlines, Inc.
00253XAA9
128000.00000000
PA
USD
117604.48000000
0.197880398038
Long
DBT
CORP
XX
N
2
2026-04-20
Fixed
0.05500000
N
N
N
N
N
N
SM Energy Company
84BUTVXV5ODI6BXNMH43
SM Energy Company
78454LAP5
44000.00000000
PA
USD
41140.00000000
0.069221849161
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.06625000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
90932LAG2
44000.00000000
PA
USD
38771.48000000
0.065236595535
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.04375000
N
N
N
N
N
N
2022-07-27
Thrivent Series Fund, Inc.
Sarah L. Bergstrom
Sarah L. Bergstrom
Treasurer and Principal Accounting Officer