0001752724-23-133518.txt : 20230615
0001752724-23-133518.hdr.sgml : 20230615
20230615113410
ACCESSION NUMBER: 0001752724-23-133518
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230430
FILED AS OF DATE: 20230615
DATE AS OF CHANGE: 20230615
PERIOD START: 20231031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: TCW FUNDS INC
CENTRAL INDEX KEY: 0000892071
IRS NUMBER: 000000000
STATE OF INCORPORATION: MD
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-07170
FILM NUMBER: 231016534
BUSINESS ADDRESS:
STREET 1: 865 SOUTH FIGUEROA STREET
STREET 2: SUITE 1800
CITY: LOS ANGELES
STATE: CA
ZIP: 90017
BUSINESS PHONE: 213-244-0000
MAIL ADDRESS:
STREET 1: 865 SOUTH FIGUEROA STREET
STREET 2: SUITE 1800
CITY: LOS ANGELES
STATE: CA
ZIP: 90017
FORMER COMPANY:
FORMER CONFORMED NAME: TCW GALILEO FUNDS INC
DATE OF NAME CHANGE: 19950113
FORMER COMPANY:
FORMER CONFORMED NAME: TCW FUNDS INC
DATE OF NAME CHANGE: 19930714
0000892071
S000006320
TCW High Yield Bond Fund
C000017389
I Class
TGHYX
C000017390
N Class
TGHNX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000892071
XXXXXXXX
S000006320
C000017389
C000017390
TCW FUNDS INC
811-07170
0000892071
54930078E2I2DS4UJ217
865 SOUTH FIGUEROA STREET
Suite 1800
LOS ANGELES
90017
213-244-0000
TCW High Yield Bond Fund
S000006320
549300JGPVYZ1J6AKL19
2023-10-31
2023-04-30
N
59983215.80
735308.66
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0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
297124.45000000
0.00000000
0.00000000
261380.58000000
EUR
USD
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Bloomberg U.S. Corporate High Yield Index 2% Issuer Cap
LF89STAT
HERENS HOLDCO SARL
2221002FZ55AMAUX4G64
Herens Holdco Sarl
427169AA5
400000.00000000
PA
USD
331952.00000000
0.560276330462
Long
DBT
CORP
LU
N
2
2028-05-15
Fixed
4.75000000
N
N
N
N
N
N
EVERI HOLDINGS INC
5299006DK5S7BG10K532
Everi Holdings Inc
30034TAA1
225000.00000000
PA
USD
201026.25000000
0.339296794948
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.00000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAG4
115000.00000000
PA
USD
108869.35000000
0.183752228990
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
11.75000000
N
N
N
N
N
N
EMBECTA CORP
549300RPG8GXVDHNXZ62
Embecta Corp
29082KAB1
500000.00000000
PA
USD
454920.00000000
0.767824589862
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.75000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CH0
230000.00000000
PA
USD
195733.31000000
0.330363247325
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.55000000
N
N
N
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAA4
55000.00000000
PA
USD
53446.44000000
0.090208148405
Long
DBT
CORP
NL
N
2
2026-08-15
Fixed
5.50000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AX5
455000.00000000
PA
USD
371980.70000000
0.627837704243
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912797FB8
300000.00000000
PA
USD
293142.42000000
0.494772615861
Long
STIV
UST
US
N
1
2023-10-19
None
0.00000000
N
N
N
N
N
N
COGENT COMMUNICATIONS GR
549300KFWFYF8Q1U0Y26
Cogent Communications Group Inc
19240CAE3
225000.00000000
PA
USD
223850.25000000
0.377819674661
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
7.00000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AZ1
405000.00000000
PA
USD
412846.88000000
0.696812596307
Long
DBT
CORP
CH
N
2
2033-08-12
Fixed
6.54000000
N
N
N
N
N
N
ASP Blade Holdings, Inc
N/A
ASP Blade Holdings, Inc Initial Term Loan
00217HAB7
553411.75000000
PA
USD
472397.80000000
0.797324028482
Long
LON
CORP
US
N
2
2028-10-13
Floating
9.16000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
000000000
100000.00000000
PA
112975.96000000
0.190683461160
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.63000000
N
N
N
N
N
N
Open Text Corporation
549300HP7ONDQODZJV16
Open Text Corporation 2022 Term Loan B
68371YAN3
212966.25000000
PA
USD
213099.35000000
0.359674054809
Long
LON
CORP
CA
N
2
2030-01-31
Variable
8.58000000
N
N
N
N
N
N
Zep Inc.
NU75S1Y8UH3706J5CS61
Zep Inc. 2017 1st Lien Term Loan
98944EAN2
257087.38000000
PA
USD
220838.06000000
0.372735630101
Long
LON
CORP
US
N
2
2024-08-12
Floating
9.16000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAQ6
850000.00000000
PA
USD
680416.50000000
1.148422843683
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
5.14000000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855RAL4
200000.00000000
PA
USD
171906.00000000
0.290146957585
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
3.88000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDD1
65000.00000000
PA
USD
43372.06000000
0.073204374793
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
Post Holdings Inc
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AM6
300000.00000000
PA
USD
297000.00000000
0.501283529388
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAR2
1020000.00000000
PA
USD
975650.40000000
1.646725508286
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
FED HOME LN DISCOUNT NT
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313384KE8
1500000.00000000
PA
USD
1479671.03000000
2.497423287043
Long
DBT
USGSE
US
N
2
2023-08-09
None
0.00000000
N
N
N
N
N
N
PRESTIGE BRANDS INC
549300JBVP4J6D42I235
Prestige Brands Inc
74112BAM7
215000.00000000
PA
USD
182418.90000000
0.307890875485
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.75000000
N
N
N
N
N
N
AXALTA COATING SYSTEMS
549300G80QONCHILSF69
Axalta Coating Systems LLC
05453GAC9
250000.00000000
PA
USD
217600.00000000
0.367270356885
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.38000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
36962GX74
52000.00000000
PA
USD
45495.97000000
0.076789159644
Long
DBT
CORP
US
N
2
2036-08-15
Floating
5.34000000
N
N
N
N
N
N
UNIFRAX ESCROW ISS CORP
549300RRU6BWJLD0YT71
ASP Unifrax Holdings Inc
90473LAA0
412000.00000000
PA
USD
340027.72000000
0.573906719095
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
5.25000000
N
N
N
N
N
N
CDK GLOBAL, INC.
N/A
CDK Global, Inc. 2022 USD Term Loan B
15477BAB3
174562.50000000
PA
USD
174608.76000000
0.294708738972
Long
LON
CORP
US
N
2
2029-07-06
Variable
9.15000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EBA5
330000.00000000
PA
USD
285839.40000000
0.482446408317
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.13000000
N
N
N
N
N
N
eResearchTechnology, Inc.
2549003SUFVGC903CK03
eResearchTechnology, Inc. 2020 1st Lien Term Loan
29481PAH4
127060.31000000
PA
USD
120548.47000000
0.203464520215
Long
LON
CORP
US
N
2
2027-02-04
Variable
9.60000000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
Valvoline Inc
92047WAG6
150000.00000000
PA
USD
124860.00000000
0.210741621142
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.63000000
N
N
N
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Cos Inc/The
55916AAB0
125000.00000000
PA
USD
83907.50000000
0.141621036168
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
7.88000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCN1
160000.00000000
PA
USD
128400.00000000
0.216716515735
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.50000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBM9
520000.00000000
PA
USD
393531.35000000
0.664211394117
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
3.88000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BP1
135000.00000000
PA
USD
122343.75000000
0.206494635685
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.63000000
N
N
N
N
N
N
GEN DIGITAL INC
YF6ZV0M6AU4FY94MK914
Gen Digital Inc
668771AK4
53000.00000000
PA
USD
53485.48000000
0.090274041028
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
6.75000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAF4
136000.00000000
PA
USD
131169.28000000
0.221390571130
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.60000000
N
N
N
N
N
N
FIRSTCASH INC
549300V2X3UU7K0DG350
FirstCash Inc
31944TAA8
165000.00000000
PA
USD
153463.20000000
0.259018769451
Long
DBT
CORP
US
N
2
2030-01-01
Fixed
5.63000000
N
N
N
N
N
N
ROCKIES EXPRESS PIPELINE
W2ZGZGZKY5GGNY6F3V51
Rockies Express Pipeline LLC
77340RAT4
30000.00000000
PA
USD
26775.00000000
0.045191469694
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.80000000
N
N
N
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Cos Inc/The
55916AAA2
480000.00000000
PA
USD
395904.00000000
0.668216008144
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.25000000
N
N
N
N
N
N
ATI INC
ZW1LRE7C3H17O2ZN9B45
ATI Inc
01741RAM4
130000.00000000
PA
USD
117650.00000000
0.198572414924
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
5.13000000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAA0
135000.00000000
PA
USD
118800.00000000
0.200513411755
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.88000000
N
N
N
N
N
N
Elanco Animal Health Incorporated
549300SHPNDCE059M934
Elanco Animal Health Incorporated Term Loan B
28414BAF3
259816.79000000
PA
USD
252786.15000000
0.426658361792
Long
LON
CORP
US
N
2
2027-08-01
Variable
6.84000000
N
N
N
N
N
N
CDI ESCROW ISSUER INC
N/A
CDI Escrow Issuer Inc
12511VAA6
92000.00000000
PA
USD
88904.20000000
0.150054583008
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.75000000
N
N
N
N
N
N
MODIVCARE INC
549300EFZIFW7F7I0Q28
ModivCare Inc
743815AE2
80000.00000000
PA
USD
76520.80000000
0.129153591567
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
5.88000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A78
1100000.00000000
PA
USD
1086250.00000000
1.833398093595
Long
DBT
CORP
US
N
2
2023-11-17
Fixed
3.37000000
N
N
N
N
N
N
GLOBAL SWITCH FINANCE
635400GVJAKOJNEUMF33
Global Switch Finance BV
000000000
115000.00000000
PA
106876.36000000
0.180388413969
Long
DBT
CORP
NL
Y
2
2030-10-07
Fixed
1.38000000
N
N
N
N
N
N
IQVIA Inc
549300PLWY28YB00C717
IQVIA Inc
46266TAA6
228000.00000000
PA
USD
223538.04000000
0.377292719339
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) JUN23
000000000
63.00000000
NC
USD
108024.12000000
0.182325630076
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year U.S. Treasury Notes
FVM3 Comdty
2023-06-30
6805733.72000000
USD
108024.12000000
N
N
N
Yum! Brands Inc
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AJ0
1000000.00000000
PA
USD
992500.00000000
1.675164656288
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
3.88000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AK5
473000.00000000
PA
USD
466103.92000000
0.786701070973
Long
DBT
US
N
2
2028-06-01
Fixed
5.75000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BOBL FUTURE JUN23
000000000
-3.00000000
NC
-9861.85000000
-0.01664506051
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
CME 1 Year Mid-Curve 3 Month Eurodollar Option
OEM3 Comdty
2023-06-08
-344977.17000000
EUR
-9861.85000000
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAH1
1475000.00000000
PA
USD
1190428.25000000
2.009232574556
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.50000000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAR1
500000.00000000
PA
USD
429375.00000000
0.724709142865
Long
DBT
CORP
XX
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
VZ SECURED FINANCING BV
549300MG611MYCOWY949
VZ Secured Financing BV
91845AAA3
255000.00000000
PA
USD
213284.55000000
0.359986639690
Long
DBT
CORP
NL
N
2
2032-01-15
Fixed
5.00000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAF2
106000.00000000
PA
USD
105582.49000000
0.178204589995
Long
DBT
US
N
2
2024-05-01
Fixed
5.63000000
N
N
N
N
N
N
COHERENT CORP
549300O5C25A0MMHHU33
Coherent Corp
902104AC2
65000.00000000
PA
USD
58550.70000000
0.098823237522
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
5.00000000
N
N
N
N
N
N
Churchill Downs Inc
529900FODTBQC8MIS994
Churchill Downs Inc
171484AE8
70000.00000000
PA
USD
66369.86000000
0.112020598201
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
Auris Luxembourg III S.a.r.l.
213800VO63L2OE6QXG55
Auris Luxembourg III S.a.r.l. 2019 USD Term Loan B2
000000000
15840.13000000
PA
USD
14869.92000000
0.025097797910
Long
LON
CORP
LU
N
2
2026-02-27
Floating
9.12000000
N
N
N
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
1763331.30000000
NS
USD
1763331.30000000
2.976191708904
Long
STIV
RF
US
N
1
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BE6
418000.00000000
PA
USD
420829.86000000
0.710286456204
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCD3
100000.00000000
PA
USD
86176.61000000
0.145450892968
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35908MAE0
175000.00000000
PA
USD
170917.25000000
0.288478122267
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
8.63000000
N
N
N
N
N
N
CAESARS RESORT / FINCO
N/A
Caesars Resort Collection LLC / CRC Finco Inc
12770RAA1
600000.00000000
PA
USD
605826.00000000
1.022527257491
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
5.75000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAC7
65000.00000000
PA
USD
54938.00000000
0.092725638173
Long
DBT
CORP
US
N
2
2033-11-01
Fixed
3.88000000
N
N
N
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAF3
540000.00000000
PA
USD
36787.50000000
0.062090800799
Long
DBT
CORP
US
N
2
2026-08-15
None
0.00000000
Y
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAJ9
897000.00000000
PA
USD
688715.27000000
1.162429701310
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.63000000
N
N
N
N
N
N
Titan Acquisition Limited
N/A
Titan Acquisition Limited 2018 Term Loan B
000000000
195514.61000000
PA
USD
187671.54000000
0.316756403827
Long
LON
CORP
CA
N
2
2025-03-28
Floating
8.15000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCJ2
150000.00000000
PA
USD
162019.50000000
0.273460292221
Long
DBT
CORP
US
N
2
2032-11-09
Fixed
6.25000000
N
N
N
N
N
N
WYNDHAM HOTELS & RESORTS
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts Inc
98311AAB1
387000.00000000
PA
USD
360765.27000000
0.608908039819
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.38000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAZ4
250000.00000000
PA
USD
204715.00000000
0.345522753261
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.63000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AL1
395000.00000000
PA
USD
341580.20000000
0.576527031060
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.65000000
N
N
N
N
N
N
VALARIS LTD
N/A
Valaris Ltd
000000000
5000.00000000
PA
USD
5200.63000000
0.008777744651
Long
DBT
CORP
BM
N
2
2028-04-30
Fixed
8.25000000
N
N
Y
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAY1
30000.00000000
PA
USD
17475.00000000
0.029494712713
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
ROCKIES EXPRESS PIPELINE
W2ZGZGZKY5GGNY6F3V51
Rockies Express Pipeline LLC
77340RAM9
541000.00000000
PA
USD
472103.65000000
0.796827555249
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
6.88000000
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAW0
330000.00000000
PA
USD
313067.70000000
0.528402968328
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.50000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCZ1
810000.00000000
PA
USD
798757.20000000
1.348161038182
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
4.88000000
N
N
N
N
N
N
Smithfield Foods Inc
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248BB3
217000.00000000
PA
USD
201953.12000000
0.340861187759
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.20000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAC0
130000.00000000
PA
USD
108755.40000000
0.183559901521
Long
DBT
CORP
XX
N
2
2031-12-01
Fixed
3.75000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner Inc
366651AC1
296000.00000000
PA
USD
278679.23000000
0.470361306335
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.50000000
N
N
N
N
N
N
American Airlines, Inc.
IWUQB36BXD6OWD6X4T14
American Airlines, Inc. 2021 Term Loan
02376CBJ3
70000.00000000
PA
USD
70573.30000000
0.119115262304
Long
LON
CORP
KY
N
2
2028-04-20
Floating
10.00000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc
14879EAK4
325000.00000000
PA
USD
275875.86000000
0.465629713043
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.50000000
N
N
N
N
N
N
SILGAN HOLDINGS INC
KAF673KJXD92C8KSLU49
Silgan Holdings Inc
827048AW9
125000.00000000
PA
USD
117008.13000000
0.197489051762
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.13000000
N
N
N
N
N
N
Clydesdale Acquisition Holdings Inc
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings Inc Term Loan B
18972FAC6
297750.00000000
PA
USD
291422.81000000
0.491870217983
Long
LON
CORP
US
N
2
2029-04-13
Variable
9.26000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT JUN23
000000000
-4.00000000
NC
USD
-28468.47000000
-0.04804974787
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CME Ultra Long Term U.S. Treasury Bond Futures
WNM3 Comdty
2023-06-21
-537156.53000000
USD
-28468.47000000
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855RAK6
650000.00000000
PA
USD
568750.00000000
0.959949519661
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
3.88000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-3538.71000000
-0.00597271730
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
355000.00000000
EUR
389967.50000000
USD
2023-07-14
-3538.71000000
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AN1
325000.00000000
PA
USD
277650.75000000
0.468625413795
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.63000000
N
N
N
N
N
N
SEALED AIR CORP
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211KAY6
362000.00000000
PA
USD
338470.00000000
0.571277562936
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.00000000
N
N
N
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners LP / GLP Finance Corp
37954FAJ3
540000.00000000
PA
USD
506601.00000000
0.855052987446
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.88000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBR3
1525000.00000000
PA
USD
1501332.00000000
2.533983177587
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
5.50000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBE4
550000.00000000
PA
USD
421138.91000000
0.710808078004
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
5.25000000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands Inc
84762LAV7
65000.00000000
PA
USD
59475.00000000
0.100383292627
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
KEVLAR SPA
815600867DEB25AA7195
Kevlar SpA
49272YAB9
250000.00000000
PA
USD
208212.50000000
0.351425915362
Long
DBT
CORP
IT
N
2
2029-09-01
Fixed
6.50000000
N
N
N
N
N
N
ALLISON TRANSMISSION INC
MWKQ3I0U1GXP2YDSZW75
Allison Transmission Inc
019736AG2
100000.00000000
PA
USD
85625.00000000
0.144519872740
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
3.75000000
N
N
N
N
N
N
180 MEDICAL INC
254900ZB648OPWVFVX59
180 Medical Inc
682357AA6
138000.00000000
PA
USD
123165.00000000
0.207880760596
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.88000000
N
N
N
N
N
N
GRAY ESCROW II INC
N/A
Gray Escrow II Inc
389286AA3
400000.00000000
PA
USD
257208.00000000
0.434121663390
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.38000000
N
N
N
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
Cable One Inc
12685JAC9
640000.00000000
PA
USD
521600.00000000
0.880368649592
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.00000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058AL4
285000.00000000
PA
USD
236983.86000000
0.399986888043
Long
DBT
CORP
US
N
2
2026-12-20
Fixed
3.75000000
N
N
N
N
N
N
HOLOGIC INC
549300DYP6F5ZJL0LB74
Hologic Inc
436440AP6
55000.00000000
PA
USD
49507.50000000
0.083559913573
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505GB4
225000.00000000
PA
USD
192170.25000000
0.324349431526
Long
DBT
CORP
US
N
2
2027-01-27
Fixed
4.38000000
N
N
N
N
N
N
VMED O2 UK FINAN
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
92858RAB6
70000.00000000
PA
USD
59719.80000000
0.100796471778
Long
DBT
CORP
GB
N
2
2031-07-15
Fixed
4.75000000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229BB1
349000.00000000
PA
USD
340546.35000000
0.574782074909
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.88000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
369604BQ5
214000.00000000
PA
USD
214368.08000000
0.361815446904
Long
DBT
CORP
US
N
2
2023-06-15
Variable
8.20000000
N
N
N
N
N
N
ACRISURE LLC / FIN INC
N/A
Acrisure LLC / Acrisure Finance Inc
00489LAF0
335000.00000000
PA
USD
281678.05000000
0.475422784697
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.25000000
N
N
N
N
N
N
DirecTV Financing, LLC
N/A
DirecTV Financing, LLC Term Loan
25460HAB8
144455.00000000
PA
USD
139037.94000000
0.234671479064
Long
LON
CORP
US
N
2
2027-08-02
Floating
10.02000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner Inc
366651AE7
80000.00000000
PA
USD
70100.00000000
0.118316415522
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AF3
150000.00000000
PA
USD
154902.00000000
0.261447209660
Long
DBT
CORP
CA
N
2
2027-12-01
Fixed
6.90000000
N
N
N
N
N
N
BLOCK COMMUNICATIONS INC
M5G68A9OHJWIL4SFC742
Block Communications Inc
093645AJ8
355000.00000000
PA
USD
308850.00000000
0.521284235863
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.88000000
N
N
N
N
N
N
OLYMPUS WTR US HLDG CORP
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp
16308NAA2
200000.00000000
PA
USD
191260.00000000
0.322813090339
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
7.13000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAB9
600000.00000000
PA
USD
532290.00000000
0.898411481003
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
4.13000000
N
N
N
N
N
N
ARCHROCK PARTNERS LP/FIN
N/A
Archrock Partners LP / Archrock Partners Finance Corp
03959KAC4
200000.00000000
PA
USD
192132.00000000
0.324284872284
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
6.25000000
N
N
N
N
N
N
PACTIV EVERGREEN GROUP
N/A
Pactiv Evergreen Group Issuer LLC / Pactiv Evergreen Group Issuer Inc
69527AAA4
280000.00000000
PA
USD
247970.80000000
0.418530901714
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.38000000
N
N
N
N
N
N
ADT SEC CORP
5493009JEEDYLVRA0J13
ADT Security Corp/The
00101JAH9
525000.00000000
PA
USD
524228.25000000
0.884804671262
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
4.13000000
N
N
N
N
N
N
ALTERYX INC
549300XWZG0JHL7I0827
Alteryx Inc
02156BAG8
85000.00000000
PA
USD
82875.00000000
0.139878358579
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
8.75000000
N
N
N
N
N
N
HUDSON PACIFIC PROPERTIE
5493007NTUGLGZ8T3526
Hudson Pacific Properties LP
44409MAB2
80000.00000000
PA
USD
55545.48000000
0.093750957090
Long
DBT
US
N
2
2029-04-01
Fixed
4.65000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401BB3
250000.00000000
PA
USD
296667.50000000
0.500722328130
Long
DBT
CORP
CH
N
2
2033-11-15
Fixed
9.02000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABF4
362000.00000000
PA
USD
318118.36000000
0.536927590114
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAE1
200000.00000000
PA
USD
149000.00000000
0.251485676359
Long
DBT
CORP
FR
N
2
2029-01-15
Fixed
5.13000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc
14879EAE8
350000.00000000
PA
USD
336540.75000000
0.568021329774
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.00000000
N
N
N
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
237071.43000000
NS
USD
237071.43000000
0.400134690732
Long
STIV
RF
US
N
1
N
N
N
1011778 B.C. Unlimited Liability Company
549300RHSHNRWI5LLA86
1011778 B.C. Unlimited Liability Company Term Loan B4
000000000
78008.72000000
PA
USD
77381.14000000
0.130605693492
Long
LON
CORP
CA
N
2
2026-11-19
Floating
6.77000000
N
N
N
N
N
N
TRANSMONTAIGE PARTNERS
N/A
TransMontaigne Partners LP / TLP Finance Corp
89376VAA8
712000.00000000
PA
USD
619653.60000000
1.045865803387
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.13000000
N
N
N
N
N
N
JANE STREET GRP/JSG FIN
N/A
Jane Street Group / JSG Finance Inc
47077WAA6
540000.00000000
PA
USD
485778.60000000
0.819908454913
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.50000000
N
N
N
N
N
N
SCIENCE APPLICATIONS INT
549300LZPNZIXQGZPZ48
Science Applications International Corp
808625AA5
275000.00000000
PA
USD
259968.50000000
0.438780899696
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.88000000
N
N
N
N
N
N
CINEWORLD GROUP WTS
N/A
CINEWORLD GROUP WTS
000000000
42717.00000000
NS
USD
1174.72000000
0.001982719823
N/A
DE
US
N
2
N/A
N/A
Call
Purchased
Cineworld Group PLC
Cineworld Group PLC
1.00000000
1.00000000
USD
2049-01-01
XXXX
1174.72000000
N
N
N
SCIH SALT HOLDINGS INC
N/A
SCIH Salt Holdings Inc
78433BAA6
70000.00000000
PA
USD
63158.20000000
0.106599883521
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.88000000
N
N
N
N
N
N
TierPoint, LLC
549300L53HPEWRGN5U22
TierPoint, LLC 2021 Term Loan
88651BAL6
191095.08000000
PA
USD
186049.21000000
0.314018197402
Long
LON
CORP
US
N
2
2026-05-05
Floating
8.77000000
N
N
N
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block Inc
852234AP8
125000.00000000
PA
USD
102187.50000000
0.172474446664
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.50000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
902973BC9
400000.00000000
PA
USD
308212.00000000
0.520207404578
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.70000000
N
N
N
N
N
N
PENN ENTERTAINMENT INC
N/A
Penn Entertainment Inc
707569AV1
410000.00000000
PA
USD
346450.00000000
0.584746393119
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.13000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DR8
150000.00000000
PA
USD
154366.50000000
0.260543380266
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
5.25000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAA9
250000.00000000
PA
USD
223977.50000000
0.378034450180
Long
DBT
CORP
FR
N
2
2027-02-01
Fixed
8.13000000
N
N
N
N
N
N
CLEARWATER PAPER CORP
549300HCVV19GXN4P292
Clearwater Paper Corp
18538RAJ2
364000.00000000
PA
USD
328044.08000000
0.553680451910
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.75000000
N
N
N
N
N
N
SIMMONS FOOD INC/SIMMONS
N/A
Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed
82873MAA1
580000.00000000
PA
USD
479573.00000000
0.809434498448
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.63000000
N
N
N
N
N
N
HUDSON PACIFIC PROPERTIE
5493007NTUGLGZ8T3526
Hudson Pacific Properties LP
44409MAC0
132000.00000000
PA
USD
82748.16000000
0.139664275067
Long
DBT
US
N
2
2030-01-15
Fixed
3.25000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
870000.00000000
PA
USD
727379.16000000
1.227687516929
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
PRIMO WATER HOLDINGS INC
9845008F9A5F2E1D4832
Primo Water Holdings Inc
74168LAA4
300000.00000000
PA
USD
264847.79000000
0.447016279198
Long
DBT
CORP
US
N
2
2029-04-30
Fixed
4.38000000
N
N
N
N
N
N
BANIJAY ENTERTAINMENT
969500CE0IE2EZ5VBG13
Banijay Entertainment SASU
060335AA4
225000.00000000
PA
USD
219654.09000000
0.370737297911
Long
DBT
CORP
FR
N
2
2025-03-01
Fixed
5.38000000
N
N
N
N
N
N
Pilgrim's Pride Corp
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAE8
170000.00000000
PA
USD
169510.40000000
0.286103608013
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.88000000
N
N
N
N
N
N
CENTRAL GARDEN & PET CO
5493004DVZLD37DJ0H83
Central Garden & Pet Co
153527AN6
240000.00000000
PA
USD
206004.00000000
0.347698357535
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.13000000
N
N
N
N
N
N
AMERICAN ASSETS TRUST LP
549300V1TI0SMG9Z6U69
American Assets Trust LP
02401LAA2
475000.00000000
PA
USD
378394.50000000
0.638663065525
Long
DBT
US
N
2
2031-02-01
Fixed
3.38000000
N
N
N
N
N
N
Spin Holdco Inc.
549300QAS44U2GUXGK45
Spin Holdco Inc. 2021 Term Loan
84850XAK8
416500.00000000
PA
USD
344880.74000000
0.582097759478
Long
LON
CORP
US
N
2
2028-03-04
Floating
8.99000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAN1
95000.00000000
PA
USD
83524.00000000
0.140973755921
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.65000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BU6
184000.00000000
PA
USD
176724.64000000
0.298279970602
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
10.50000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EAZ1
616000.00000000
PA
USD
518524.84000000
0.875178322796
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
5.25000000
N
N
N
N
N
N
SCIL IV LLC / SCIL USA H
N/A
SCIL IV LLC / SCIL USA Holdings LLC
78397UAA8
64000.00000000
PA
USD
58989.44000000
0.099563753130
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
5.38000000
N
N
N
N
N
N
TRANSOCEAN TITAN FIN LTD
N/A
Transocean Titan Financing Ltd
89386MAA6
400000.00000000
PA
USD
407500.00000000
0.687788007493
Long
DBT
CORP
KY
N
2
2028-02-01
Fixed
8.38000000
N
N
N
N
N
N
SPRINT LLC
549300ZTTY7CXOLJ6539
Sprint LLC
85207UAF2
435000.00000000
PA
USD
438912.86000000
0.740807365503
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.88000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAL9
34000.00000000
PA
USD
30584.02000000
0.051620422520
Long
DBT
US
N
2
2029-02-15
Fixed
3.88000000
N
N
N
N
N
N
MH SUB I LLC
N/A
MH SUB I LLC
000000000
89358.41000000
PA
USD
86044.55000000
0.145227999018
Long
LON
CORP
US
N
2
2028-04-25
None
0.00000000
N
N
N
N
N
N
Artera Services LLC
549300J2G34D0WX8Z443
Artera Services LLC
73939VAA2
195000.00000000
PA
USD
168312.30000000
0.284081426880
Long
DBT
CORP
US
N
2
2025-12-04
Fixed
9.03000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAH9
1010000.00000000
PA
USD
970832.20000000
1.638593237911
Long
DBT
CORP
XX
N
2
2033-04-01
Fixed
5.75000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAW1
75000.00000000
PA
USD
63994.88000000
0.108012051546
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
TELEFLEX INC
UUL85LWXB4NGSWWXIQ25
Teleflex Inc
879369AG1
687000.00000000
PA
USD
644949.18000000
1.088560273489
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.25000000
N
N
N
N
N
N
IRIS HOLDINGS INC.
54930013SPZ2NB3I3V40
IRIS Holdings Inc. Term Loan
46271BAB6
100495.00000000
PA
USD
90432.94000000
0.152634826047
Long
LON
CORP
US
N
2
2028-06-28
Variable
9.90000000
N
N
N
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229AY2
145000.00000000
PA
USD
113100.00000000
0.190892818766
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
6.00000000
N
N
N
N
N
N
GRIFOLS ESCROW ISSUER
959800HLB3PGTGSLVV62
Grifols Escrow Issuer SA
39843UAA0
250000.00000000
PA
USD
201072.50000000
0.339374856777
Long
DBT
CORP
ES
N
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAJ4
554000.00000000
PA
USD
550825.58000000
0.929696265386
Long
DBT
US
N
2
2027-02-01
Fixed
5.75000000
N
N
N
N
N
N
NEXSTAR BROADCASTING INC
5493006PK6I4I2OOT688
Nexstar Media Inc
65336YAN3
75000.00000000
PA
USD
66069.00000000
0.111512799673
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
4.75000000
N
N
N
N
N
N
CARRIAGE SERVICES INC
N/A
Carriage Services Inc
143905AP2
277000.00000000
PA
USD
233186.91000000
0.393578307245
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.25000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BR7
305000.00000000
PA
USD
309904.40000000
0.523063876784
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.75000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCS7
930000.00000000
PA
USD
923409.46000000
1.558552030906
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.63000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AC1
18000.00000000
PA
USD
12465.00000000
0.021038717824
Long
DBT
CORP
CA
N
2
2027-08-15
Fixed
5.75000000
N
N
N
N
N
N
CINEMARK USA INC
54930008H2137JSCPQ09
Cinemark USA Inc
172441BF3
70000.00000000
PA
USD
63233.80000000
0.106727482965
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.25000000
N
N
N
N
N
N
PENN ENTERTAINMENT INC
N/A
Penn Entertainment Inc
707569AS8
65000.00000000
PA
USD
61859.85000000
0.104408498099
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.63000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAR2
170000.00000000
PA
USD
179683.20000000
0.303273497197
Long
DBT
CORP
NL
N
2
2031-09-15
Fixed
8.13000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT JUN23
000000000
-14.00000000
NC
USD
-46158.04000000
-0.07790661683
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Ultra 10-Year U.S. Treasury Notes Futures
UXYM3 Comdty
2023-06-21
-1654185.71000000
USD
-46158.04000000
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAF3
100000.00000000
PA
USD
89688.00000000
0.151377498935
Long
DBT
CORP
US
N
2
2027-08-31
Fixed
3.38000000
N
N
N
N
N
N
CT Technologies Intermediate Holdings, Inc.
N/A
CT Technologies Intermediate Holdings, Inc. 2021 Term Loan B
12650JAR7
142100.00000000
PA
USD
135239.41000000
0.228260231505
Long
LON
CORP
US
N
2
2025-12-16
Floating
9.27000000
N
N
N
N
N
N
PRIME HEALTHCARE SERVICE
N/A
Prime Healthcare Services Inc
74165HAB4
420000.00000000
PA
USD
375900.00000000
0.634452790225
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
7.25000000
N
N
N
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869PAM6
725000.00000000
PA
USD
715031.25000000
1.206846426339
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
4.13000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAH4
450000.00000000
PA
USD
338071.50000000
0.570604965338
Long
DBT
CORP
FR
N
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
Neptune Bidco US Inc
549300VG15T3VCYZ4531
Neptune Bidco US Inc 2022 USD Term Loan B
64069JAC6
157000.00000000
PA
USD
140789.75000000
0.237628224854
Long
LON
CORP
US
N
2
2029-04-11
Variable
10.00000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAY7
855000.00000000
PA
USD
746491.95000000
1.259946529817
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
2.45000000
N
N
N
N
N
N
FERTITTA ENTERTAINMENT
N/A
Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc
31556TAA7
325000.00000000
PA
USD
284511.50000000
0.480205147715
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.63000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBB0
607000.00000000
PA
USD
304179.84000000
0.513401830854
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.38000000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AQ4
185000.00000000
PA
USD
150471.86000000
0.253969916008
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
2.30000000
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
Zayo Group Holdings Inc
98919VAA3
525000.00000000
PA
USD
398069.18000000
0.671870449464
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.00000000
N
N
N
N
N
N
Proampac PG Borrower LLC
549300ZI6LTXYFEY1578
Proampac PG Borrower LLC 2020 Term Loan
74274NAG8
372428.50000000
PA
USD
367696.80000000
0.620607237874
Long
LON
CORP
US
N
2
2025-11-03
Floating
9.01000000
N
N
N
N
N
N
MODIVCARE ESCROW ISSUER
N/A
ModivCare Escrow Issuer Inc
60783XAA2
375000.00000000
PA
USD
302820.00000000
0.511106661176
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
45824TBC8
373000.00000000
PA
USD
346856.43000000
0.585432375156
Long
DBT
CORP
LU
N
2
2030-03-15
Fixed
6.50000000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932AJ6
96000.00000000
PA
USD
88836.48000000
0.149940283612
Long
DBT
CORP
US
N
2
2047-07-15
Fixed
5.10000000
N
N
N
N
N
N
UPBOUND GROUP INC
529900QUHE15UQNCCJ63
Upbound Group Inc
76009NAL4
500000.00000000
PA
USD
440000.00000000
0.742642265760
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.38000000
N
N
N
N
N
N
SBA Senior Finance II LLC
549300PVT2ADFWMYEW87
SBA Senior Finance II LLC 2018 Term Loan B
78404XAH8
259393.01000000
PA
USD
259466.94000000
0.437934355026
Long
LON
CORP
US
N
2
2025-04-11
Floating
6.78000000
N
N
N
N
N
N
ADTALEM GLOBAL EDUCATION
549300Z467EZLMODV621
Adtalem Global Education Inc
00737WAA7
158000.00000000
PA
USD
150752.54000000
0.254443654260
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.50000000
N
N
N
N
N
N
WASH MULTIFAM ACQ INC
549300AS7PRY5PHG6L12
WASH Multifamily Acquisition Inc
93710WAA3
80000.00000000
PA
USD
75276.00000000
0.127052589084
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AY3
385000.00000000
PA
USD
241094.89000000
0.406925580392
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
7.50000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAE3
500000.00000000
PA
USD
505000.00000000
0.852350782292
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.25000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBQ7
401000.00000000
PA
USD
333408.19000000
0.562734121919
Long
DBT
CORP
US
N
2
2050-04-02
Fixed
5.28000000
N
N
N
N
N
N
NEW HOLDCO SERIES A UNITS
N/A
NEW HOLDCO SERIES A UNITS
000000000
5610.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
Y
3
N
N
N
BWX TECHNOLOGIES INC
549300NP85N265KWMS58
BWX Technologies Inc
05605HAB6
330000.00000000
PA
USD
307533.60000000
0.519062385230
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
4.13000000
N
N
N
N
N
N
VZ SECURED FINANCING BV
549300MG611MYCOWY949
VZ Secured Financing BV
000000000
190000.00000000
PA
164185.05000000
0.277115358036
Long
DBT
CORP
NL
Y
2
2032-01-15
Fixed
3.50000000
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp
058498AY2
600000.00000000
PA
USD
623652.00000000
1.052614396195
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
6.88000000
N
N
N
N
N
N
HEALTHEQUITY INC
529900LRJU1RAFQHM467
HealthEquity Inc
42226AAA5
245000.00000000
PA
USD
219299.50000000
0.370138812636
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton Inc
09951LAA1
468000.00000000
PA
USD
429305.39000000
0.724591653483
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.88000000
N
N
N
N
N
N
ADMI Corp.
5493008U1LYGMQWO7N12
ADMI Corp. 2021 Term Loan B2
00709LAH0
269500.00000000
PA
USD
254762.39000000
0.429993905772
Long
LON
CORP
US
N
2
2027-12-23
Floating
8.40000000
N
N
N
N
N
N
SK INVICTUS INTERMEDIATE
N/A
SK Invictus Intermediate II Sarl
29977LAA9
487000.00000000
PA
USD
415079.84000000
0.700581438293
Long
DBT
CORP
LU
N
2
2029-10-30
Fixed
5.00000000
N
N
N
N
N
N
Hanesbrands, Inc.
GX5LWVWZLL5S4W1L2F20
Hanesbrands, Inc. 2023 Term Loan B
410346AX8
90000.00000000
PA
USD
89747.10000000
0.151477249294
Long
LON
CORP
US
N
2
2030-03-08
Variable
8.73000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAG0
512000.00000000
PA
USD
498411.52000000
0.841230592031
Long
DBT
US
N
2
2025-06-15
Fixed
4.63000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AR0
115000.00000000
PA
USD
106806.25000000
0.180270080675
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
NORTHWEST FIBER LLC/NORT
N/A
Northwest Fiber LLC / Northwest Fiber Finance Sub Inc
667449AD4
200000.00000000
PA
USD
175000.00000000
0.295369082972
Long
DBT
CORP
US
N
2
2027-04-30
Fixed
4.75000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513CB9
265000.00000000
PA
USD
229225.00000000
0.386891303111
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.00000000
N
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAK4
150000.00000000
PA
USD
148230.00000000
0.250186052394
Long
DBT
CORP
US
N
2
2033-07-01
Fixed
6.25000000
N
N
N
N
N
N
Plaze, Inc.
54930069WJQSNERFIV02
Plaze, Inc. 2020 Incremental Term Loan
72819QAN2
209637.06000000
PA
USD
193740.28000000
0.326999364791
Long
LON
CORP
US
N
2
2026-08-03
Floating
8.85000000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAP5
50000.00000000
PA
USD
42817.97000000
0.072269168763
Long
DBT
CORP
XX
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
PAPA JOHN'S INTERNATIONA
HZYLD3DK5XOX0WBVNB56
Papa John's International Inc
698813AA0
270000.00000000
PA
USD
233776.80000000
0.394573937350
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
3.88000000
N
N
N
N
N
N
SES GLOBAL AMERICAS HLDG
5299000YGN3VJ3R60481
SES GLOBAL Americas Holdings Inc
78413KAB8
559000.00000000
PA
USD
416780.61000000
0.703452037580
Long
DBT
CORP
US
N
2
2044-03-25
Fixed
5.30000000
N
N
N
N
N
N
Nathan's Famous Inc
54930034SKNSF1JIE673
Nathan's Famous Inc
632347AC4
8000.00000000
PA
USD
8040.00000000
0.013570099583
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
6.63000000
N
N
N
N
N
N
CONSOLIDATED COMMUNICATI
549300WW675Y48HDVX34
Consolidated Communications Inc
20903XAF0
195000.00000000
PA
USD
152587.50000000
0.257540742560
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.50000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AY4
85000.00000000
PA
USD
83002.50000000
0.140093556054
Long
DBT
CORP
CH
N
2
2026-07-15
Fixed
6.37000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAK1
40000.00000000
PA
USD
37566.86000000
0.063406222790
Long
DBT
US
N
2
2028-01-15
Fixed
4.50000000
N
N
N
N
N
N
NGL ENRGY OP/FIN CORP
N/A
NGL Energy Operating LLC / NGL Energy Finance Corp
62922LAA6
260000.00000000
PA
USD
250582.80000000
0.422939496255
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
7.50000000
N
N
N
N
N
N
CHOBANI LLC/FINANCE CORP
N/A
Chobani LLC / Chobani Finance Corp Inc
17027NAB8
75000.00000000
PA
USD
68892.31000000
0.116278048163
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.63000000
N
N
N
N
N
N
CROWN FINANCE US, INC.
N/A
Crown Finance US, Inc. 2022 DIP Term Loan
22834KAL5
399212.42000000
PA
USD
407198.66000000
0.687279398811
Long
LON
CORP
US
N
2
2023-09-07
Variable
14.96000000
N
N
N
N
N
N
2023-05-17
TCW FUNDS INC
Richard Villa
Richard Villa
Treasurer