0001752724-23-195129.txt : 20230828
0001752724-23-195129.hdr.sgml : 20230828
20230828140021
ACCESSION NUMBER: 0001752724-23-195129
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230630
FILED AS OF DATE: 20230828
DATE AS OF CHANGE: 20230828
PERIOD START: 20231231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Ivy Variable Insurance Portfolios
CENTRAL INDEX KEY: 0000810016
IRS NUMBER: 481146010
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05017
FILM NUMBER: 231214096
BUSINESS ADDRESS:
STREET 1: 6300 LAMAR AVENUE
CITY: OVERLAND PARK
STATE: KS
ZIP: 66202
BUSINESS PHONE: 9132362000
MAIL ADDRESS:
STREET 1: P O BOX 29217
CITY: SHAWNEE MISSION
STATE: KS
ZIP: 66201-9217
FORMER COMPANY:
FORMER CONFORMED NAME: Ivy Funds Variable Insurance Portfolios
DATE OF NAME CHANGE: 20100301
FORMER COMPANY:
FORMER CONFORMED NAME: Ivy Funds Variable Insurance Portfolios, Inc.
DATE OF NAME CHANGE: 20080819
FORMER COMPANY:
FORMER CONFORMED NAME: W&R TARGET FUNDS INC
DATE OF NAME CHANGE: 20001026
0000810016
S000006242
Delaware Ivy VIP High Income
C000017176
Class II
C000190649
Class I
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000810016
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S000006242
C000190649
C000017176
Ivy Variable Insurance Portfolios
811-05017
0000810016
72XHPUAYSOH6ROSGJT53
100 Independence
610 Market Street
Philadelphia
19106
215-255-1200
Delaware Ivy VIP High Income
S000006242
HOEHMHXH7KXIOFMGI146
2023-12-31
2023-06-30
N
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0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
454978.84000000
USD
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AU9
5615000.00000000
PA
USD
5761719.95000000
0.753607149976
Long
DBT
CORP
CA
N
2
2031-06-01
Fixed
8.62500000
N
N
N
N
N
N
CONSOLIDATED COMMUNICATI
549300WW675Y48HDVX34
Consolidated Communications Inc
20903XAH6
2639000.00000000
PA
USD
1983472.40000000
0.259429301561
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBD8
3340000.00000000
PA
USD
3184303.23000000
0.416492592948
Long
DBT
CORP
AU
N
2
2030-04-15
Fixed
5.87500000
N
N
N
N
N
N
BIS INDUSTRIES (ARTSONIG)
N/A
BIS INDUSTRIES (ARTSONIG)
000000000
1604602.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BG6
8914000.00000000
PA
USD
8321528.32000000
1.088418613730
Long
DBT
CORP
LR
N
2
2028-04-01
Fixed
5.50000000
N
N
N
N
N
N
PMHC II INC
549300GYZ1T3S8OPH343
Vibrantz Technologies Inc
69346EAG2
862826.63000000
PA
USD
762985.51000000
0.099795085608
Long
LON
CORP
US
N
2
2029-04-21
Floating
9.41780000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35908MAB6
805000.00000000
PA
USD
592867.45000000
0.077544405695
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.00000000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding Inc
05352TAB5
4315000.00000000
PA
USD
3781788.98000000
0.494641051589
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
3.87500000
N
N
N
N
N
N
JONES DESLAURIERS INSURA
549300JQIWNFU00E5424
Jones Deslauriers Insurance Management Inc
48020RAB1
5715000.00000000
PA
USD
5837043.83000000
0.763459175938
Long
DBT
CORP
CA
N
2
2030-03-15
Fixed
8.50000000
N
N
N
N
N
N
Sabine Oil & Gas Holdings Inc
N/A
Sabine Oil & Gas Holdings Inc
78532M104
263.00000000
NS
USD
325.80000000
0.000042613180
Long
EC
CORP
US
N
3
N
N
N
MIDCAP FINANCIAL ISSR TR
N/A
Midcap Financial Issuer Trust
59567LAA2
3040000.00000000
PA
USD
2709202.40000000
0.354351533412
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
6.50000000
N
N
N
N
N
N
VANTAGE SPEC CHEM
54930057U5S5AY44VU09
Vantage Specialty Chemicals Inc
92210XAE0
7905187.50000000
PA
USD
7707557.81000000
1.008114022354
Long
LON
CORP
US
N
2
2026-10-26
Floating
9.89700000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436AX2
85000.00000000
PA
USD
74098.75000000
0.009691784447
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
5.00000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BV2
3900000.00000000
PA
USD
3488175.99000000
0.456237788238
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
4.75000000
N
N
N
N
N
N
ARD FINANCE SA
6354006P6QPGGPVJW880
ARD Finance SA
00191AAD8
1751144.00000000
PA
USD
1421274.18000000
0.185896293714
Long
DBT
CORP
LU
N
2
2027-06-30
Fixed
6.50000000
N
N
Y
N
N
N
ROPER INDUSTRIAL PRODUCT
N/A
Roper Industrial Products Investment Co
000000000
6830000.00000000
PA
USD
6810794.04000000
0.890821339825
Long
LON
CORP
US
N
2
2029-11-22
Floating
9.58920000
N
N
N
N
N
N
PETSMART INC
N/A
PetSmart LLC
71677HAL9
1134328.00000000
PA
USD
1135272.90000000
0.148488607922
Long
LON
CORP
US
N
2
2028-02-12
Floating
8.89760000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AV6
705000.00000000
PA
USD
631064.54000000
0.082540413898
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
6.00000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EAZ1
782000.00000000
PA
USD
681011.35000000
0.089073232824
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
5.25000000
N
N
N
N
N
N
FORESIGHT ENERGY
N/A
FORESIGHT ENERGY
000000000
185515.54000000
NS
USD
3337424.56000000
0.436520176743
Long
EC
CORP
US
N
3
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBJ2
3715000.00000000
PA
USD
3109677.90000000
0.406731934196
Long
DBT
CORP
US
N
2
N/A
Fixed
4.65000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCQ4
3290000.00000000
PA
USD
2686449.50000000
0.351375556052
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
HEXION INC
549300LBB370MUHGLV84
Hexion Inc
00217XAB2
895950.00000000
PA
USD
848112.54000000
0.110929319660
Long
LON
CORP
US
N
2
2029-03-15
Floating
9.81620000
N
N
N
N
N
N
CASTLELAKE AVIATION FIN
2138006F7SMD1COVC345
Castlelake Aviation Finance DAC
14856HAA6
4590000.00000000
PA
USD
4068717.83000000
0.532170059380
Long
DBT
CORP
IE
N
2
2027-04-15
Fixed
5.00000000
N
N
N
N
N
N
MURPHY OIL CORP
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717AN2
8268000.00000000
PA
USD
8157403.92000000
1.066951877686
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.37500000
N
N
N
N
N
N
ASCENT RESOURCES/ARU FIN
N/A
Ascent Resources Utica Holdings LLC / ARU Finance Corp
04364VAU7
4874000.00000000
PA
USD
4353364.68000000
0.569400591797
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
5.87500000
N
N
N
N
N
N
VZ SECURED FINANCING BV
549300MG611MYCOWY949
VZ Secured Financing BV
91845AAA3
2805000.00000000
PA
USD
2262110.48000000
0.295873913789
Long
DBT
CORP
NL
N
2
2032-01-15
Fixed
5.00000000
N
N
N
N
N
N
FORM TECHNOLOGIES LLC
X7KHAIMGSSPZ1XIJIL51
Form Technologies LLC
000000000
11852486.75000000
PA
USD
11082075.11000000
1.449485763269
Long
LON
CORP
US
N
2
2025-07-22
Floating
9.87470000
N
N
N
N
N
N
ARDAGH METAL PACKAGING
N/A
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
03969YAA6
2031000.00000000
PA
USD
1746858.83000000
0.228481306920
Long
DBT
CORP
N/A
N
2
2028-09-01
Fixed
3.25000000
N
N
N
N
N
N
CNX MIDSTREAM PART LP
N/A
CNX Midstream Partners LP
12654AAA9
2250000.00000000
PA
USD
1910646.45000000
0.249903993649
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.75000000
N
N
N
N
N
N
CNT HOLDINGS I CORP
254900SYIEHMSB69WT08
CNT Holdings I Corp
12656AAE9
2060000.00000000
PA
USD
1977600.00000000
0.258661217956
Long
LON
CORP
US
N
2
2028-11-06
Floating
11.95500000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB International Ltd
44332PAG6
4780000.00000000
PA
USD
4292997.35000000
0.561504815552
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
5.62500000
N
N
N
N
N
N
iShares iBoxx High Yield Corporate Bond ETF
N/A
iShares iBoxx High Yield Corporate Bond ETF
464288513
290000.00000000
NS
USD
21770300.00000000
2.847457682689
Long
EC
RF
US
N
1
N
N
N
ADVANTAGE SALES & MARKETING
549300T4O24KQDED1182
Advantage Sales & Marketing Inc
00769EAZ3
4457334.51000000
PA
USD
4208468.15000000
0.550448774985
Long
LON
CORP
US
N
2
2027-10-28
Floating
9.69300000
N
N
N
N
N
N
Invesco Senior Loan ETF
549300SIHU6DQELRNG59
Invesco Senior Loan ETF
46138G508
424157.00000000
NS
USD
8924263.28000000
1.167253645516
Long
EC
RF
US
N
1
N
N
N
CALLON PETROLEUM CO
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123XBF8
2445000.00000000
PA
USD
2310114.48000000
0.302152621873
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
7.50000000
N
N
N
N
N
N
AERCAP HOLDINGS NV
549300SZYINBBLJQU475
AerCap Holdings NV
00774YAA7
8349000.00000000
PA
USD
7886349.35000000
1.031499154583
Long
DBT
CORP
NL
N
2
2079-10-10
Fixed
5.87500000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBF1
7165000.00000000
PA
USD
5342643.15000000
0.698793782508
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
TELESAT CANADA/TELESAT L
N/A
Telesat Canada / Telesat LLC
87952VAM8
1130000.00000000
PA
USD
465113.65000000
0.060834781147
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
6.50000000
N
N
N
N
N
N
ARCHES BUYER INC
2549009ADY4208OH2Y47
Arches Buyer Inc
039524AB9
3964000.00000000
PA
USD
3419941.00000000
0.447312957322
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
6.12500000
N
N
N
N
N
N
APPLIED SYSTEMS INC
549300NSKGF0SY5SWQ62
Applied Systems Inc
03827FBA8
4121112.22000000
PA
USD
4131415.00000000
0.540370568257
Long
LON
CORP
US
N
2
2027-09-19
Floating
11.86300000
N
N
N
N
N
N
ADTALEM GLOBAL EDUCATION
549300Z467EZLMODV621
Adtalem Global Education Inc
00737WAA7
2551000.00000000
PA
USD
2317966.15000000
0.303179585124
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.50000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAF2
4126000.00000000
PA
USD
4022881.36000000
0.526174854507
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.00000000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AE6
6240000.00000000
PA
USD
5551490.88000000
0.726110129701
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
4.75000000
N
N
N
N
N
N
CRESTWOOD MID PARTNER LP
N/A
Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp
226373AT5
3455000.00000000
PA
USD
3409451.35000000
0.445940958108
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
7.37500000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AF0
1271000.00000000
PA
USD
1098267.80000000
0.143648506670
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.37500000
N
N
N
N
N
N
CP ATLAS BUYER INC
2549006ZZ07G0NDDCR36
CP Atlas Buyer Inc
12597YAA7
1146000.00000000
PA
USD
900899.25000000
0.117833584780
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
7.00000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AP2
3140000.00000000
PA
USD
2013839.00000000
0.263401116762
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
6.12500000
N
N
N
N
N
N
NEXSTAR MEDIA INC
5493006PK6I4I2OOT688
Nexstar Media Inc
65336YAN3
4400000.00000000
PA
USD
3821972.88000000
0.499896925636
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
4.75000000
N
N
N
N
N
N
Goldman Sachs Financial Square Government Fund
549300BRJMXN4GUWZ402
Goldman Sachs Financial Square Government Fund
38141W273
8658903.06000000
NS
USD
8658903.06000000
1.132545717875
Long
STIV
RF
US
N
1
N
N
N
CLYDESDALE ACQUISITION
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings Inc
18972EAA3
755000.00000000
PA
USD
720910.84000000
0.094291907318
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.62500000
N
N
N
N
N
N
ADVANTAGE SALES & MARKET
549300T4O24KQDED1182
Advantage Sales & Marketing Inc
00775PAA5
4400000.00000000
PA
USD
3724886.00000000
0.487198396799
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.50000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBK5
3000000.00000000
PA
USD
2270695.80000000
0.296996835172
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
4.75000000
N
N
N
N
N
N
HUNTER DOUGLAS INC
529900811T142NS3H544
Hunter Douglas Inc
000000000
2063481.62000000
PA
USD
1967401.79000000
0.257327337789
Long
LON
CORP
US
N
2
2029-02-25
Floating
8.72530000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBM1
1600000.00000000
PA
USD
1262019.52000000
0.165066497840
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
5.25000000
N
N
N
N
N
N
ORGANON & CO/ORG
N/A
Organon & Co / Organon Foreign Debt Co-Issuer BV
68622TAB7
6670000.00000000
PA
USD
5511849.88000000
0.720925264540
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
5.12500000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AS8
7590000.00000000
PA
USD
7090105.14000000
0.927353980053
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.37500000
N
N
N
N
N
N
CALLON PETROLEUM
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123XBD3
5090000.00000000
PA
USD
5038663.28000000
0.659034577710
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
8.00000000
N
N
N
N
N
N
CONSOLIDATED COMMUNICATI
549300WW675Y48HDVX34
Consolidated Communications Inc
20903XAF0
7638000.00000000
PA
USD
6034020.00000000
0.789222776282
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.50000000
N
N
N
N
N
N
SPX FLOW INC
5493003YXEKRBINIEM78
SPX FLOW Inc
000000000
4082570.11000000
PA
USD
4024732.34000000
0.526416954396
Long
LON
CORP
US
N
2
2029-04-05
Floating
9.71300000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
20338QAA1
2310000.00000000
PA
USD
1851182.49000000
0.242126374152
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
8.25000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AT2
2736000.00000000
PA
USD
2673113.04000000
0.349631206848
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
6.87500000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAA2
10750000.00000000
PA
USD
5253804.50000000
0.687174085192
Long
DBT
CORP
LU
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AG8
1666000.00000000
PA
USD
1449370.35000000
0.189571146845
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.87500000
N
N
N
N
N
N
NEW COTAI EQUITY
N/A
NEW COTAI EQUITY
000000000
3072567.00000000
NS
USD
3228883.61000000
0.422323506878
Long
EC
CORP
US
N
3
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EAV0
983000.00000000
PA
USD
984706.49000000
0.128795196214
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
6.12500000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAF8
2375000.00000000
PA
USD
1688371.83000000
0.220831469413
Long
DBT
CORP
FR
N
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
PRE-PAID LEGAL SERVICES
549300DKH5WJ2J8QU878
Pre-Paid Legal Services Inc
74006LAU6
990000.00000000
PA
USD
900900.00000000
0.117833682876
Long
LON
CORP
US
N
2
2029-12-15
Floating
12.51370000
N
N
N
N
N
N
UKG INC
529900FKHWSTQ1GXK240
UKG Inc
90385KAJ0
7900000.00000000
PA
USD
7667937.50000000
1.002931863353
Long
LON
CORP
US
N
2
2027-05-03
Floating
10.52640000
N
N
N
N
N
N
SEALED AIR CORP
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211KBA7
2175000.00000000
PA
USD
2026077.75000000
0.265001890417
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.00000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAH8
4170000.00000000
PA
USD
3983148.14000000
0.520977927384
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.37500000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397C92
4130000.00000000
PA
USD
4138268.26000000
0.541266943954
Long
DBT
CORP
US
N
2
2028-05-12
Fixed
6.80000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABG2
3287000.00000000
PA
USD
2553425.09000000
0.333976559335
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
6.75000000
N
N
N
N
N
N
CALIFORNIA RESOURCES CORP
5493003Q8F0T4F4YMR48
California Resources Corp
13057Q123
7744.00000000
NS
USD
91843.84000000
0.012012762700
Long
EC
CORP
US
N
1
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAJ7
3775000.00000000
PA
USD
3240779.74000000
0.423879467373
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
4.25000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DK8
1030000.00000000
PA
USD
791137.85000000
0.103477285524
Long
DBT
CORP
US
N
2
2044-07-15
Fixed
4.50000000
N
N
N
N
N
N
PAR PHARMACEUTICAL INC
549300KK5WR4MGN4YT97
Par Pharmaceutical Inc
69888XAA7
2936000.00000000
PA
USD
2173852.57000000
0.284330174663
Long
DBT
CORP
US
N
2
2027-04-01
Variable
7.50000000
Y
N
N
N
N
N
Studio City International Hold
N/A
Studio City International Holdings Ltd
86389T106
335966.00000000
NS
USD
2331167.28000000
0.304906233771
Long
EC
CORP
HK
N
1
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Cos Inc/The
55916AAB0
2518000.00000000
PA
USD
1699650.00000000
0.222306603509
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
7.87500000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35908MAD2
1080000.00000000
PA
USD
1056535.70000000
0.138190135000
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
8.75000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CP9
3295000.00000000
PA
USD
2783803.82000000
0.364109064843
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.62500000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BK7
2414000.00000000
PA
USD
2259742.26000000
0.295564161225
Long
DBT
CORP
LR
N
2
2027-07-15
Fixed
5.37500000
N
N
N
N
N
N
SABLE INTL FINANCE LTD
2138009IE9A35LO5JS73
Sable International Finance Ltd
785712AG5
4009000.00000000
PA
USD
3762619.69000000
0.492133794358
Long
DBT
CORP
KY
N
2
2027-09-07
Fixed
5.75000000
N
N
N
N
N
N
MAUSER PACKAGING SOLUT
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co
57763RAC1
1945000.00000000
PA
USD
1797524.07000000
0.235108093271
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
9.25000000
N
N
N
N
N
N
WHITE CAP BUYER LLC
N/A
White Cap Buyer LLC
96350RAA2
4435000.00000000
PA
USD
4025139.48000000
0.526470206484
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
6.87500000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BK2
2381000.00000000
PA
USD
1111219.84000000
0.145342575461
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.00000000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BK4
8105000.00000000
PA
USD
7519435.63000000
0.983508484225
Long
DBT
CORP
CA
N
2
2026-08-15
Fixed
3.87500000
N
N
N
N
N
N
STAPLES INC
XQM2JINI1UL7642TU573
Staples Inc
855030AN2
8116000.00000000
PA
USD
6714107.09000000
0.878175120040
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
AZUL INVESTMENTS LLP
549300C6XNC8IDH04C74
Azul Investments LLP
05502FAC2
877000.00000000
PA
USD
697729.19000000
0.091259851380
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
7.25000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCE1
2924000.00000000
PA
USD
2437420.38000000
0.318803663108
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart Inc / PetSmart Finance Corp
71677KAB4
5149000.00000000
PA
USD
5121906.48000000
0.669922415239
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
GRUPO AEROMEXICO SAB
N/A
Grupo Aeromexico SAB de CV
40054JAA7
6240000.00000000
PA
USD
5588978.93000000
0.731013398649
Long
DBT
CORP
MX
N
2
2027-03-17
Fixed
8.50000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAL4
10319000.00000000
PA
USD
9051248.94000000
1.183862800794
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.75000000
N
N
N
N
N
N
ARDONAGH MIDCO 2 PLC
9845003AD1386OH58D80
Ardonagh Midco 2 PLC
03985RAA1
6179977.81000000
PA
USD
5716479.47000000
0.747689897924
Long
DBT
CORP
GB
N
2
2027-01-15
Fixed
11.50000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BQ6
2915000.00000000
PA
USD
2910979.05000000
0.380743015028
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
6.00000000
N
N
N
N
N
N
AMC NETWORKS INC
549300VGG9K75226LR46
AMC Networks Inc
00164VAF0
4609000.00000000
PA
USD
2482856.78000000
0.324746540618
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.25000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAT5
2425000.00000000
PA
USD
1941957.70000000
0.253999364837
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
CLYDESDALE ACQUISITION
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings Inc
18972EAB1
2415000.00000000
PA
USD
2134434.72000000
0.279174496523
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
8.75000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BU4
4385000.00000000
PA
USD
4158637.09000000
0.543931095641
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.75000000
N
N
N
N
N
N
CMG MEDIA CORPORATION
N/A
CMG Media Corp
88146LAA1
7046000.00000000
PA
USD
4949117.45000000
0.647322384419
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
8.87500000
N
N
N
N
N
N
HEARTLAND DENTAL LLC
5493008FRC0GRKBN1075
HEARTLAND DENTAL LLC
42236WAV9
3064621.73000000
PA
USD
2959658.44000000
0.387110061097
Long
LON
CORP
US
N
2
2028-04-30
Floating
10.07630000
N
N
N
N
N
N
BELLATRIX EXPLORATION
549300S2235IL73TH941
Bellatrix Exploration Ltd
078314AK7
1113000.00000000
PA
USD
0.01000000
0.000000001307
Long
DBT
CORP
CA
N
3
2023-12-15
Variable
12.50000000
N
N
Y
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAC6
8025000.00000000
PA
USD
7010840.63000000
0.916986537346
Long
DBT
CORP
US
N
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CQ1
2660000.00000000
PA
USD
2047837.71000000
0.267847995674
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.75000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AR0
760000.00000000
PA
USD
716424.49000000
0.093705112842
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.37500000
N
N
N
N
N
N
TRUE RELIGION COMMON
N/A
TRUE RELIGION COMMON
000000000
22.94300000
NS
USD
448650.43000000
0.058681465746
Long
EC
CORP
US
N
3
N
N
N
SUNSET DEBT MERGER SUB INC
N/A
Sunset Debt Merger Sub Inc
78489HAB4
4208677.30000000
PA
USD
3419550.31000000
0.447261856821
Long
LON
CORP
US
N
2
2028-10-06
Floating
9.53340000
N
N
N
N
N
N
NEW COTAI EQUITY
N/A
NEW COTAI EQUITY
000000000
3485632.53000000
PA
USD
9157409.55000000
1.197748132854
Long
DBT
CORP
US
N
3
2027-02-02
Fixed
5.00000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDT4
1475000.00000000
PA
USD
1480436.56000000
0.193634467899
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
6.75000000
N
N
N
N
N
N
CERDIA FINANZ GMBH
391200KURNDJSX9GX570
Cerdia Finanz GmbH
15679GAA0
3160000.00000000
PA
USD
3111909.22000000
0.407023780853
Long
DBT
CORP
DE
N
2
2027-02-15
Fixed
10.50000000
N
N
N
N
N
N
WESTMORELAND COAL
N/A
WESTMORELAND COAL
000000000
572.64000000
NS
USD
8589.60000000
0.001123481188
Long
EC
CORP
US
N
3
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CQ7
370000.00000000
PA
USD
306490.57000000
0.040087593107
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
5.00000000
N
N
N
N
N
N
CRESTWOOD MID PARTNER LP
N/A
Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp
226373AR9
850000.00000000
PA
USD
794550.25000000
0.103923612152
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.00000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDR8
4955000.00000000
PA
USD
4476126.01000000
0.585457223642
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.37500000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBJ7
6715000.00000000
PA
USD
5675920.90000000
0.742385018720
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.56900000
N
N
N
N
N
N
GUARDIAN US HOLDCO LLC
254900OSYC6XQ21DY128
Guardian US Holdco LLC
40147EAB5
3041000.00000000
PA
USD
3022942.54000000
0.395387337788
Long
LON
CORP
US
N
2
2030-01-31
Floating
9.11300000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp
65342RAF7
1865000.00000000
PA
USD
1807381.57000000
0.236397410097
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
7.50000000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAA0
4981000.00000000
PA
USD
4333510.84000000
0.566803798495
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.87500000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436AU8
2576930.00000000
PA
USD
2365289.57000000
0.309369276394
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BZ3
1300000.00000000
PA
USD
1286447.50000000
0.168261568157
Long
DBT
CORP
CA
N
2
2029-02-01
Fixed
7.50000000
N
N
N
N
N
N
ATHENAHEALTH GROUP INC
254900AA3KZN4Q7A5Z33
AthenaHealth Group Inc
60337JAA4
2060000.00000000
PA
USD
1735838.61000000
0.227039911528
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.50000000
N
N
N
N
N
N
FORESIGHT ENERGY LLC
549300HM3UR1W0JJ7F28
Foresight Energy LLC
34552KAB2
1259960.43000000
PA
USD
1228461.42000000
0.160677248741
Long
LON
CORP
US
N
2
2027-06-30
Floating
13.53340000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAK8
4488000.00000000
PA
USD
4598377.87000000
0.601447219093
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
8.12500000
N
N
N
N
N
N
LIGADO NETWORKS LLC
N/A
Ligado Networks LLC
53225HAA8
9681924.00000000
PA
USD
3727540.74000000
0.487545624894
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
15.50000000
N
N
Y
N
N
N
BATH & BODY WORKS INC
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
501797AL8
6070000.00000000
PA
USD
5563238.16000000
0.727646621283
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
6.87500000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBE9
5520000.00000000
PA
USD
5531868.00000000
0.723543544931
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.25000000
N
N
N
N
N
N
SC GAMES HOLDIN/US FINCO
N/A
Scientific Games Holdings LP/Scientific Games US FinCo Inc
80874DAA4
6455000.00000000
PA
USD
5686370.88000000
0.743751829275
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
6.62500000
N
N
N
N
N
N
MODIVCARE ESCROW ISSUER
N/A
ModivCare Escrow Issuer Inc
60783XAA2
1509000.00000000
PA
USD
1118086.01000000
0.146240639728
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BD8
12759000.00000000
PA
USD
5690221.82000000
0.744255514970
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.62500000
N
N
N
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX Resources Corp
12653CAJ7
6420000.00000000
PA
USD
5957035.18000000
0.779153506811
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
ARDAGH METAL PACKAGING
N/A
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
03969YAB4
2360000.00000000
PA
USD
1871736.77000000
0.244814781868
Long
DBT
CORP
N/A
N
2
2029-09-01
Fixed
4.00000000
N
N
N
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAF5
5090000.00000000
PA
USD
4865477.05000000
0.636382594910
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
6.87500000
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20337YAA5
4007000.00000000
PA
USD
3739910.21000000
0.489163496140
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.00000000
N
N
N
N
N
N
STAPLES INC
XQM2JINI1UL7642TU573
Staples Inc
855030AP7
2375000.00000000
PA
USD
1383059.88000000
0.180898034520
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
10.75000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBG2
7045000.00000000
PA
USD
5758967.66000000
0.753247162778
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.12500000
N
N
N
N
N
N
TRUE RELIGION PREFERRED
N/A
TRUE RELIGION PREFERRED
000000000
23.82400000
NS
USD
119120.00000000
0.015580362198
Long
EP
CORP
US
N
3
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAB7
3916832.00000000
PA
USD
3806685.98000000
0.497897467620
Long
DBT
CORP
N/A
N
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397C68
1420000.00000000
PA
USD
1451761.14000000
0.189883851463
Long
DBT
CORP
US
N
2
2030-03-06
Fixed
7.35000000
N
N
N
N
N
N
LSF9 ATL HLDG/VICTRA FIN
N/A
LSF9 Atlantis Holdings LLC / Victra Finance Corp
50220MAA8
6302000.00000000
PA
USD
5874420.64000000
0.768347895192
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
7.75000000
N
N
N
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Cos Inc/The
55916AAA2
2801000.00000000
PA
USD
2265924.97000000
0.296372831987
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.25000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCS0
6850000.00000000
PA
USD
6461219.35000000
0.845098536891
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
6.37500000
N
N
N
N
N
N
STUDIO CITY INTL ADR
N/A
STUDIO CITY INTL ADR
000000000
581459.00000000
NS
USD
4034569.56000000
0.527703618690
Long
EC
CORP
KY
N
1
N
N
N
MAJORDRIVE HOLDINGS IV L
25490044R1FR5N8FIT62
MajorDrive Holdings IV LLC
56085RAA8
6450000.00000000
PA
USD
5128620.75000000
0.670800611667
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
6.37500000
N
N
N
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAC2
2710000.00000000
PA
USD
2657139.28000000
0.347541910621
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
6.87500000
N
N
N
N
N
N
TELESAT CANADA/TELESAT L
N/A
Telesat Canada / Telesat LLC
87952VAR7
6406000.00000000
PA
USD
3959100.18000000
0.517832561980
Long
DBT
CORP
CA
N
2
2026-12-06
Fixed
5.62500000
N
N
N
N
N
N
VIBRANTZ TECH INC
549300GYZ1T3S8OPH343
Vibrantz Technologies Inc
69357VAA3
4410000.00000000
PA
USD
3384542.70000000
0.442683018309
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
9.00000000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436AV6
4450930.00000000
PA
USD
3960035.60000000
0.517954910724
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112CB7
3740000.00000000
PA
USD
3708069.00000000
0.484998808559
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
5.87500000
N
N
N
N
N
N
VITAL ENERGY INC
549300X0PTWU2QSLSL14
Vital Energy Inc
516806AG1
2876000.00000000
PA
USD
2822865.90000000
0.369218209861
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
10.12500000
N
N
N
N
N
N
JONES DESLAURIERS INSURA
549300JQIWNFU00E5424
Jones Deslauriers Insurance Management Inc
48020RAA3
3385000.00000000
PA
USD
3415138.01000000
0.446684747753
Long
DBT
CORP
CA
N
2
2030-12-15
Fixed
10.50000000
N
N
N
N
N
N
CONNECT FINCO SARL/CONNE
N/A
Connect Finco SARL / Connect US Finco LLC
20752TAA2
8039000.00000000
PA
USD
7815647.64000000
1.022251687744
Long
DBT
CORP
N/A
N
2
2026-10-01
Fixed
6.75000000
N
N
N
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WBH3
1965000.00000000
PA
USD
2054152.05000000
0.268673883050
Long
DBT
CORP
KY
N
2
2029-12-15
Fixed
8.25000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAS7
1475000.00000000
PA
USD
1267892.15000000
0.165834611527
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WAN1
2155000.00000000
PA
USD
1914535.19000000
0.250412623415
Long
DBT
CORP
KY
N
2
2034-12-01
Fixed
5.75000000
N
N
N
N
N
N
MLN US HOLDCO LLC
549300QKU7NPW6O86862
MLN US Holdco LLC
55292HAJ2
8256074.68000000
PA
USD
4747242.94000000
0.620918103154
Long
LON
CORP
US
N
2
2027-10-18
Floating
11.97630000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436AW4
85000.00000000
PA
USD
75542.35000000
0.009880600858
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.62500000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AH0
4819000.00000000
PA
USD
3884804.56000000
0.508115027818
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.37500000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABE7
3836000.00000000
PA
USD
3524309.66000000
0.460963910352
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAM4
5255000.00000000
PA
USD
5129465.93000000
0.670911157424
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
8.00000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EBA5
4402000.00000000
PA
USD
3901010.58000000
0.510234702611
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.12500000
N
N
N
N
N
N
WEATHERFORD INTERNATIONA
549300A2JKMG5PGOGF82
Weatherford International Ltd
947075AU1
5505000.00000000
PA
USD
5594054.39000000
0.731677246073
Long
DBT
CORP
BM
N
2
2030-04-30
Fixed
8.62500000
N
N
N
N
N
N
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
USD/CAD FORWARD
000000000
1.00000000
NC
USD
-13641.31000000
-0.00178422221
N/A
DFE
CORP
US
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
-1740000.00000000
CAD
1301009.67000000
USD
2023-08-25
-13641.31000000
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35908MAA8
1011498.00000000
PA
USD
739415.15000000
0.096712188144
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
5.87500000
N
N
N
N
N
N
GRAY TELEVISION INC
529900TM5726KDN7UU35
Gray Television Inc
389375AL0
5150000.00000000
PA
USD
3497957.25000000
0.457517133215
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.75000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAE0
1170000.00000000
PA
USD
1059890.25000000
0.138628895108
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
6.50000000
N
N
N
N
N
N
DIG INTL FIN/DIG INTL HL
N/A
Digicel International Finance Ltd/Digicel international Holdings Ltd
25381VAA5
4031000.00000000
PA
USD
3698442.50000000
0.483739705498
Long
DBT
CORP
N/A
N
2
2024-05-25
Fixed
8.75000000
N
N
N
N
N
N
HRT DNT / HRT DNT FIN
N/A
Heartland Dental LLC / Heartland Dental Finance Corp
42239PAA7
509000.00000000
PA
USD
456629.91000000
0.059725145972
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
8.50000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
3167000.00000000
PA
USD
1499843.70000000
0.196172834843
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AY0
5220000.00000000
PA
USD
4758599.50000000
0.622403490310
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
6.00000000
N
N
N
N
N
N
CLARIOS GLOBAL LP
549300474L1ZLXZY2P98
CLARIOS GLOBAL LP
000000000
3770000.00000000
PA
USD
3760575.00000000
0.491866358069
Long
LON
CORP
CA
N
2
2030-05-04
Floating
8.86300000
N
N
N
N
N
N
NORTHWEST FIBER LLC/NORT
N/A
Northwest Fiber LLC / Northwest Fiber Finance Sub Inc
667449AD4
6187000.00000000
PA
USD
5469926.70000000
0.715441900463
Long
DBT
CORP
US
N
2
2027-04-30
Fixed
4.75000000
N
N
N
N
N
N
GRAY ESCROW II INC
N/A
Gray Escrow II Inc
389286AA3
5459000.00000000
PA
USD
3624190.25000000
0.474027843938
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.37500000
N
N
N
N
N
N
MAUSER PACKAGING SOLUT
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co
57763RAB3
5360000.00000000
PA
USD
5330993.82000000
0.697270102347
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
7.87500000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BR2
3186000.00000000
PA
USD
2847548.99000000
0.372446647423
Long
DBT
CORP
PA
N
2
2029-05-01
Fixed
6.00000000
N
N
N
N
N
N
WESCO AIRCRAFT HOLDINGS
529900P5VTXZS191P208
Wesco Aircraft Holdings Inc
97789LAC0
5955000.00000000
PA
USD
387075.00000000
0.050627675435
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
8.50000000
Y
Y
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AZ7
2665000.00000000
PA
USD
2379511.61000000
0.311229455494
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
6.25000000
N
N
N
N
N
N
ENTEGRIS ESCROW CORP
N/A
Entegris Escrow Corp
29365BAA1
2121000.00000000
PA
USD
1970952.19000000
0.257791714199
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.75000000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAB8
3650000.00000000
PA
USD
3416835.08000000
0.446906716904
Long
DBT
CORP
US
N
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BL0
7030000.00000000
PA
USD
6638849.39000000
0.868331750126
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.50000000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBE6
1505000.00000000
PA
USD
1436440.48000000
0.187879977790
Long
DBT
CORP
AU
N
2
2032-04-15
Fixed
6.12500000
N
N
N
N
N
N
MSILF Government Portfolio
549300BI6Y5SI6BYPB26
MSILF Government Portfolio
61747C707
8658903.17000000
NS
USD
8658903.17000000
1.132545732262
Long
STIV
RF
US
N
1
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAH4
1292000.00000000
PA
USD
925255.85000000
0.121019318913
Long
DBT
CORP
FR
N
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CN4
5470000.00000000
PA
USD
4888987.54000000
0.639457661646
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.12500000
N
N
N
N
N
N
CRESTWOOD MID PARTNER LP
N/A
Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp
226373AQ1
1636000.00000000
PA
USD
1552564.00000000
0.203068413832
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.62500000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BL5
4148000.00000000
PA
USD
4066383.54000000
0.531864744708
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDK3
3025000.00000000
PA
USD
2915071.50000000
0.381278289149
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.12500000
N
N
N
N
N
N
WHITE CAP PARENT LLC
N/A
White Cap Parent LLC
96351CAA4
3126000.00000000
PA
USD
2997724.59000000
0.392088942935
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.25000000
N
N
N
N
N
N
CUMULUS MEDIA NEW HLDGS
5493001D9VBAVY1OKJ46
Cumulus Media New Holdings Inc
23110AAA4
4075000.00000000
PA
USD
2806099.61000000
0.367025254263
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
6.75000000
N
N
N
N
N
N
NORTHWEST FIBER LLC
254900LE3FBC16P2QY79
Northwest Fiber LLC
66743UAE6
1927361.87000000
PA
USD
1885923.59000000
0.246670354350
Long
LON
CORP
US
N
2
2027-04-30
Floating
8.86300000
N
N
N
N
N
N
MLN US HOLDCO LLC
549300QKU7NPW6O86862
MLN US Holdco LLC
55292HAL7
2336000.00000000
PA
USD
1168000.00000000
0.152769165945
Long
LON
CORP
US
N
2
2027-10-18
Floating
14.52630000
N
N
N
N
N
N
AMYNTA AGENCY BORROWER
5493000GP6HBRVTWBO85
Amynta Agency Borrower Inc
57810JAG3
7320000.00000000
PA
USD
7137000.00000000
0.933487617596
Long
LON
CORP
US
N
2
2028-02-28
Floating
10.21300000
N
N
N
N
N
N
JONES DESLAURIERS INSURA
549300JQIWNFU00E5424
Jones Deslauriers Insurance Management Inc
000000000
462243.67000000
PA
346312.02000000
0.045296060318
Long
LON
CORP
CA
N
2
2028-03-26
Floating
9.61500000
N
N
N
N
N
N
CHEPLAPHARM ARZNEIMITTEL
529900ONXKBELT7EW052
Cheplapharm Arzneimittel GmbH
16412EAA5
4525000.00000000
PA
USD
4101573.13000000
0.536467385388
Long
DBT
CORP
DE
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABF4
745000.00000000
PA
USD
643512.52000000
0.084168553900
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BX8
4499000.00000000
PA
USD
4257444.19000000
0.556854621545
Long
DBT
CORP
CA
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
ASCENT RESOURCES/ARU FIN
N/A
Ascent Resources Utica Holdings LLC / ARU Finance Corp
04364VAG8
1898000.00000000
PA
USD
1838857.75000000
0.240514353390
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
7.00000000
N
N
N
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550BR1
4740000.00000000
PA
USD
4122970.50000000
0.539266065498
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
5.25000000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp
65342RAD2
6907000.00000000
PA
USD
6005155.08000000
0.785447374096
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.87500000
N
N
N
N
N
N
CP ATLAS BUYER INC
2549006ZZ07G0NDDCR36
CP Atlas Buyer Inc
12658HAG7
4352892.02000000
PA
USD
4106683.74000000
0.537135830275
Long
LON
CORP
US
N
2
2027-11-23
Floating
8.71300000
N
N
N
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
Chemours Co/The
163851AF5
4550000.00000000
PA
USD
4185293.39000000
0.547417620228
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.75000000
N
N
N
N
N
N
HEXION INC
54930030FZF8HYAEHM46
Hexion Inc
42829JAB5
3665000.00000000
PA
USD
3041950.00000000
0.397873428379
Long
LON
CORP
US
N
2
2030-03-15
Floating
12.19060000
N
N
N
N
N
N
DIRECTV FIN LLC/COINC
N/A
Directv Financing LLC / Directv Financing Co-Obligor Inc
25461LAA0
6662000.00000000
PA
USD
6041169.55000000
0.790157905383
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.87500000
N
N
N
N
N
N
JONES DESLAURIERS INSURA
549300JQIWNFU00E5424
Jones Deslauriers Insurance Management Inc
000000000
2029460.76000000
PA
1520467.87000000
0.198870383858
Long
LON
CORP
CA
N
2
2028-03-26
Floating
9.61500000
N
N
N
N
N
N
BlackRock Liquidity FedFund
549300T8K043VZEOVK74
BlackRock Liquidity FedFund
09248U700
8658903.14000000
NS
USD
8658903.14000000
1.132545728338
Long
STIV
RF
US
N
1
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAL6
3335000.00000000
PA
USD
3175950.85000000
0.415400139073
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.75000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EAY4
2287000.00000000
PA
USD
2043640.79000000
0.267299057346
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
VMED O2 UK FINAN
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
92858RAB6
4395000.00000000
PA
USD
3659116.58000000
0.478596051390
Long
DBT
CORP
GB
N
2
2031-07-15
Fixed
4.75000000
N
N
N
N
N
N
ASG WRRNT CORP - COM STK
N/A
ASG WRRNT CORP - COM STK
000000000
1200.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
Fidelity Government Portfolio
549300FQDFZGLUOCWN51
Fidelity Government Portfolio
316175108
8658903.17000000
NS
USD
8658903.17000000
1.132545732262
Long
STIV
RF
US
N
1
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
69867DAC2
3765000.00000000
PA
USD
3778218.92000000
0.494174103739
Long
DBT
CORP
N/A
N
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
N
SENSATA TECHNOLOGIES BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAK9
3805000.00000000
PA
USD
3390957.02000000
0.443521982621
Long
DBT
CORP
NL
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
ENTEGRIS ESCROW CORP
N/A
Entegris Escrow Corp
29365BAB9
5825000.00000000
PA
USD
5589828.44000000
0.731124510750
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
5.95000000
N
N
N
N
N
N
MURPHY OIL USA INC
N32S6DTR2ZZ5222WHV58
Murphy Oil USA Inc
626738AE8
985000.00000000
PA
USD
905224.85000000
0.118399353876
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.75000000
N
N
N
N
N
N
GDB DEBT RECOVERY AUTH OF CMWL
N/A
GDB Debt Recovery Authority of Puerto Rico
36829QAA3
4202998.53000000
PA
USD
3477981.28000000
0.454904365855
Long
DBT
MUN
US
N
2
2040-08-20
Fixed
7.50000000
N
N
N
N
N
N
ROLLER BEARING CO OF AME
254900U9XW6S76H2P167
Roller Bearing Co of America Inc
775631AD6
5507000.00000000
PA
USD
4940649.11000000
0.646214763496
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.37500000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB INTERNATIONAL LTD
44332EAW6
1621000.00000000
PA
USD
1625880.83000000
0.212657926648
Long
LON
CORP
US
N
2
2030-06-20
Floating
9.32710000
N
N
N
N
N
N
AZUL INVESTMENTS LLP
549300C6XNC8IDH04C74
Azul Investments LLP
05502FAA6
1470000.00000000
PA
USD
1243090.51000000
0.162590668156
Long
DBT
CORP
US
N
2
2024-10-26
Fixed
5.87500000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BN1
7663000.00000000
PA
USD
7061569.45000000
0.923621639676
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
LARCHMONT RESOURCES
N/A
LARCHMONT RESOURCES
000000000
1007.07000000
NS
USD
11722.29000000
0.001533223001
Long
EC
CORP
US
N
3
N
N
N
2023-08-28
Ivy Variable Insurance Portfolio
Dan Geatens
Dan Geatens
Division Director - Head of US Fund Administration