0001145549-23-070102.txt : 20231124
0001145549-23-070102.hdr.sgml : 20231124
20231124161754
ACCESSION NUMBER: 0001145549-23-070102
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230930
FILED AS OF DATE: 20231124
DATE AS OF CHANGE: 20231124
PERIOD START: 20230930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: TOUCHSTONE FUNDS GROUP TRUST
CENTRAL INDEX KEY: 0000914243
IRS NUMBER: 680325521
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-08104
FILM NUMBER: 231436883
BUSINESS ADDRESS:
STREET 1: 303 BROADWAY
STREET 2: SUITE 1100
CITY: CINCINNATI
STATE: OH
ZIP: 45202
BUSINESS PHONE: 5133628000
MAIL ADDRESS:
STREET 1: 303 BROADWAY
STREET 2: SUITE 1100
CITY: CINCINNATI
STATE: OH
ZIP: 45202
FORMER COMPANY:
FORMER CONFORMED NAME: CONSTELLATION FUNDS
DATE OF NAME CHANGE: 20040412
FORMER COMPANY:
FORMER CONFORMED NAME: ALPHA SELECT FUNDS
DATE OF NAME CHANGE: 19981216
FORMER COMPANY:
FORMER CONFORMED NAME: TIP INSTITUTIONAL FUNDS
DATE OF NAME CHANGE: 19971205
0000914243
S000042224
Touchstone Ares Credit Opportunities Fund
C000131056
Class A
TMARX
C000131057
Class C
TMACX
C000131058
Class Y
TMAYX
C000131059
Institutional Class
TARBX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000914243
XXXXXXXX
S000042224
C000131058
C000131056
C000131059
C000131057
Touchstone Funds Group Trust
811-08104
0000914243
5493006SE4K8V7N8TJ90
303 Broadway
Suite 1100
Cincinnati
45202
8006388194
Touchstone Funds Group Trust-Touchstone Ares Credit Opportunities Fund
S000042224
549300WY3XESW147Q524
2023-09-30
2023-09-30
N
358866270.070000000000
14360184.550000000000
344506085.520000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
15142.000000000000
EUR
USD
N
Short-Term Invts T
549300UJV6OHYATSFU27
Short-Term Invts T INVSCO GOVT INST
825252885
4796675.5
NS
USD
4796675.5
1.3923340404
Long
STIV
RF
US
N
1
N
N
Aimco CLO 11 Ltd /Llc
549300VLRW0CEQ83RF89
AIMCO 2020-11A ER
00140PAE5
1000000
PA
USD
970565
0.2817265183
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-17
Floating
11.460289900000
N
N
N
N
N
N
Alps Etf Trust
549300VF1907NYC4WM31
Alps Etf Trust ALERIAN MLP
00162Q452
32000
NS
USD
1350400
0.3919814647
Long
EC
RF
US
N
1
N
N
N
AMN Healthcare Allied Inc
549300H27NUKBFFQEE84
AMN 4.625 10/01/27 144A
00175PAB9
1000000
PA
USD
903750
0.2623320858
Long
DBT
CORP
US
Y
2
2027-10-01
Fixed
4.625000000000
N
N
N
N
N
N
Angi Group Llc
N/A
ANGI 3.875 08/15/28 144A
001846AA2
3430000
PA
USD
2684092.51
0.7791132357
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
3.875000000000
N
N
N
N
N
N
ASP AMC Merger Sub, Inc
54930081QGNZXVDOZF63
AIRM 8 05/15/25 144A
00215JAA7
4477000
PA
USD
22385
0.0064977082
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
8.000000000000
N
N
N
N
N
N
Acadia Healthcare Company, Inc.
5493005CW985Y9D0NC11
ACHC 5 04/15/29 144A
00404AAP4
1000000
PA
USD
899090
0.2609794247
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
5.000000000000
N
N
N
N
N
N
Acrisure Llc / Acrisure Fin Inc
549300R0Z1Q47XRTGO22
ACRISU 10.125 08/01/26 144A
00489LAD5
1766000
PA
USD
1810628.59
0.5255723095
Long
DBT
CORP
US
Y
2
2026-08-01
Fixed
10.125000000000
N
N
N
N
N
N
Acrisure Llc / Acrisure Fin Inc
549300R0Z1Q47XRTGO22
ACRISU 4.25 02/15/29 144A
00489LAF0
321000
PA
USD
269727.83
0.0782940683
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
4.250000000000
N
N
N
N
N
N
AHEAD DB Holdings LLC
254900L07WFL833JX193
AHEDBB 6.625 05/01/28 144A
00867FAA6
2852000
PA
USD
2409024.88
0.6992691802
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
6.625000000000
N
N
N
N
N
N
AIMCO CLO 16 LTD
N/A
AIMCO 2021-16A SUB
00901GAC8
575000
PA
USD
450762.05
0.1308429862
Long
ABS-CBDO
CORP
KY
Y
2
2035-01-17
Floating
18.530959900000
N
N
N
N
N
N
Allegiant Travel Company
549300JM9OZXOHWL2K18
ALGT 7.25 08/15/27 144A
01748XAD4
2500000
PA
USD
2353125
0.6830430866
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
7.250000000000
N
N
N
N
N
N
Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer Inc
5493006Q26653NF8SI73
ALIANT 6.75 10/15/27 144A
01883LAA1
1334000
PA
USD
1240638.85
0.3601210261
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
6.750000000000
N
N
N
N
N
N
Altice Financing S.A.
549300DIYGW8HVDF7Q17
ALTICE 5 01/15/28 144A
02154CAF0
1547000
PA
USD
1322467.03
0.3838733438
Long
DBT
CORP
LU
Y
2
2028-01-15
Fixed
5.000000000000
N
N
N
N
N
N
Altice France Holdings S A
5299000JVHXKJPOE6H40
SFRFP 10.5 05/15/27 144A
02156TAB0
3271000
PA
USD
2040939.44
0.5924247860
Long
DBT
CORP
LU
Y
2
2027-05-15
Fixed
10.500000000000
N
N
N
N
N
N
Antero Resources Corporation
APVBKPOULHUX7YZLKU17
Antero Resources Corporation USD0.01
03674X106
55000
NS
USD
1395900
0.4051887786
Long
EC
CORP
US
N
1
N
N
N
Antero Resources Corporation
APVBKPOULHUX7YZLKU17
AR 5.375 03/01/30 144A
03674XAS5
1002000
PA
USD
922604.73
0.2678050603
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
5.375000000000
N
N
N
N
N
N
APA Corp.
72ZZ1XRHOOU9P9X16K08
APA 5.1 09/01/40
037411AW5
2218000
PA
USD
1759868.82
0.5108382388
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
5.100000000000
N
N
N
N
N
N
Archrock Partners LP/Archrock Partners Finance Corp
549300YFKOM2XNCKQU76
APLP 6.25 04/01/28 144A
03959KAC4
2138000
PA
USD
1990529.87
0.5777923682
Long
DBT
CORP
US
Y
2
2028-04-01
Fixed
6.250000000000
N
N
N
N
N
N
Ardagh Packaging Finance plc / Ardagh Holdings USA Inc.
6354001JXMLKNZDZR978
ARGID 5.25 08/15/27 144A
03969AAP5
464000
PA
USD
387233.84
0.1124026124
Long
DBT
CORP
IE
Y
2
2027-08-15
Fixed
5.250000000000
N
N
N
N
N
N
Ardagh Packaging Finance plc / Ardagh Holdings USA Inc.
6354001JXMLKNZDZR978
ARGID 5.25 04/30/25 144A
03969AAQ3
412000
PA
USD
401610.68
0.1165757869
Long
DBT
CORP
IE
Y
2
2025-04-30
Fixed
5.250000000000
N
N
N
N
N
N
Ardagh Packaging Finance plc / Ardagh Holdings USA Inc.
6354001JXMLKNZDZR978
ARGID 5.25 08/15/27 144a
03969AAR1
2567000
PA
USD
2142304.48
0.6218480805
Long
DBT
CORP
IE
Y
2
2027-08-15
Fixed
5.250000000000
N
N
N
N
N
N
Asbury Automotive Group, Inc.
549300JH4DTA7U42GL91
ABG 4.5 03/01/28
043436AU8
480000
PA
USD
430412.1
0.1249359933
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.500000000000
N
N
N
N
N
N
Asbury Automotive Group, Inc.
549300JH4DTA7U42GL91
ABG 4.625 11/15/29 144A
043436AW4
2340000
PA
USD
2009348.87
0.5832549712
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
4.625000000000
N
N
N
N
N
N
Ascent Resources Utica Holdings LLC / ARU Finance Corp
549300EGLQ2M2CL7JZ89
ASCRES 7 11/01/26 144A
04364VAG8
2226000
PA
USD
2174068.89
0.6310683559
Long
DBT
CORP
US
Y
2
2026-11-01
Fixed
7.000000000000
N
N
N
N
N
N
Ascent Resources Utica Holdings LLC / ARU Finance Corp
549300EGLQ2M2CL7JZ89
ASCRES 8.25 12/31/28 144A
04364VAR4
187000
PA
USD
185053.98
0.0537157362
Long
DBT
CORP
US
Y
2
2028-12-31
Fixed
8.250000000000
N
N
N
N
N
N
Ascent Resources Utica Holdings LLC / ARU Finance Corp
549300EGLQ2M2CL7JZ89
ASCRES 5.875 06/30/29 144A
04364VAU7
111000
PA
USD
99815.6
0.0289735375
Long
DBT
CORP
US
Y
2
2029-06-30
Fixed
5.875000000000
N
N
N
N
N
N
Ashton Woods (USA) LLC/Ashton Woods Finance Co.
N/A
ASHWOO 6.625 01/15/28 144A
045086AK1
1025000
PA
USD
967007.14
0.2806937760
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
6.625000000000
N
N
N
N
N
N
Ashton Woods (USA) LLC/Ashton Woods Finance Co.
N/A
ASHWOO 4.625 08/01/29 144A
045086AM7
804000
PA
USD
678467.01
0.1969390494
Long
DBT
CORP
US
Y
2
2029-08-01
Fixed
4.625000000000
N
N
N
N
N
N
Atrium Xv /Atrium Xv Llc
N/A
ATRM 15A SUB
04965EAC8
340000
PA
USD
177046.84
0.0513914986
Long
ABS-CBDO
CORP
KY
Y
2
2031-01-23
Floating
17.907506500000
N
N
N
N
N
N
Atrium Xiii
N/A
ATRM 13A E
04965TAA9
325000
PA
USD
304592.28
0.0884141944
Long
ABS-CBDO
CORP
KY
Y
2
2030-11-21
Floating
11.322710100000
N
N
N
N
N
N
AVAYA HOLDINGS CORP
549300NZS2OZN6Q63A60
AVAYA HOLDINGS CORP
05351X309
6269
NS
USD
52502.88
0.0152400443
Long
EC
CORP
US
N
3
N
N
N
Avaya Holdings Corp
549300NZS2OZN6Q63A60
Avaya Holdings Corp COM NEW
05351X507
78977
NS
USD
661432.38
0.1919943966
Long
EC
CORP
US
N
1
N
N
N
LBM Acquisition LLC
549300FAEB3VWZL4NI86
USLBMH 6.25 01/15/29 144A
05552BAA4
3704000
PA
USD
3037280
0.8816331925
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
6.250000000000
N
N
N
N
N
N
BAIN CAPITAL CREDIT CLO 2019-2 LTD
549300WZ8E2KQS66KT95
BCC 2019-2A ER
05682MAE5
1250000
PA
USD
1132605
0.3287619719
Long
ABS-CBDO
CORP
KY
Y
2
2032-10-18
Floating
11.580289900000
N
N
N
N
N
N
BAIN CAPITAL CREDIT CLO LIMITED
N/A
BCC 2021-2A SUB
05684TAC2
620000
PA
USD
346180.72
0.1004860972
Long
ABS-CBDO
CORP
KY
Y
2
2034-07-17
Floating
0.000000000000
N
N
N
N
N
N
Bain Capital Credit CLO 2022-1 Ltd / LLC
N/A
BCC 2022-1A SUB
05684WAC5
850000
PA
USD
494819
0.1436314250
Long
ABS-CBDO
CORP
KY
Y
2
2035-04-18
Floating
17.929685800000
N
N
N
N
N
N
Ball Corporation
0BGI85ALH27ZJP15DY16
BALL 2.875 08/15/30
058498AW6
3913000
PA
USD
3100560.64
0.9000017040
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.875000000000
N
N
N
N
N
N
Bausch Health Companies Inc
B3BS7ACMDUWISF18KY76
Bausch Health Companies Inc COM NPV
071734107
162858
NS
USD
1338692.76
0.3885831967
Long
EC
CORP
CA
N
1
N
N
Belo Corp.
N/A
TGNA 7.25 09/15/27
080555AF2
72000
PA
USD
70103.42
0.0203489642
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
7.250000000000
N
N
N
N
N
N
Blackstone Private Credit Fund
549300ORP3TTCNXSYO43
BCRED 2.625 12/15/26
09261HAD9
2729000
PA
USD
2349356.94
0.6819493294
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
2.625000000000
N
N
N
N
N
N
Blue Racer Midstream, LLC / Blue Racer Finance Corp
N/A
BLURAC 7.625 12/15/25 144A
095796AH1
2849000
PA
USD
2859627.4
0.8300658596
Long
DBT
CORP
US
Y
2
2025-12-15
Fixed
7.625000000000
N
N
N
N
N
N
Brookfield Property Reit Inc/Bpr Cumulus Llc/Bpr Nimbus Llc/Ggsi Sellco Llc
549300K1JD1LDRNBET48
BPR 5.75 05/15/26 144A
11284DAA3
40000
PA
USD
36699.24
0.0106527117
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
5.750000000000
N
N
N
N
N
N
Brookfield Property Reit Inc/Bpr Cumulus Llc/Bpr Nimbus Llc/Ggsi Sellco Llc
549300K1JD1LDRNBET48
BPR 4.5 04/01/27 144A
11284DAC9
3038000
PA
USD
2531747.68
0.7348920052
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
4.500000000000
N
N
N
N
N
N
CCO Holdings, LLC/ CCO Holdings Capital Corp.
N/A
CHTR 5.125 05/01/27 144A
1248EPBT9
460000
PA
USD
428617.7
0.1244151317
Long
DBT
CORP
US
Y
2
2027-05-01
Fixed
5.125000000000
N
N
N
N
N
N
CCO Holdings, LLC/ CCO Holdings Capital Corp.
N/A
CHTR 5 02/01/28 144A
1248EPBX0
199000
PA
USD
180719.52
0.0524575697
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.000000000000
N
N
N
N
N
N
CCO Holdings, LLC/ CCO Holdings Capital Corp.
N/A
CHTR 4.5 08/15/30 144A
1248EPCE1
2085000
PA
USD
1711436.18
0.4967796657
Long
DBT
CORP
US
Y
2
2030-08-15
Fixed
4.500000000000
N
N
N
N
N
N
CCO Holdings, LLC/ CCO Holdings Capital Corp.
N/A
CHTR 4.25 02/01/31 144A
1248EPCK7
675000
PA
USD
537302.63
0.1559631753
Long
DBT
CORP
US
Y
2
2031-02-01
Fixed
4.250000000000
N
N
N
N
N
N
CF Industries, Inc.
5FVKT86LAD2F40NPC183
CF 5.15 03/15/34
12527GAF0
3262000
PA
USD
2998704.44
0.8704358402
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.150000000000
N
N
N
N
N
N
CIFC Funding 2019-IV LTD/LLC
N/A
CIFC 2019-4A DR
125493AE6
1000000
PA
USD
951317
0.2761393891
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-16
Floating
11.860289900000
N
N
N
N
N
N
Cifc Funding 2015-IV Limited
549300ZXX0SJBZWIWI81
CIFC 2015-4A SUB
12550VAE0
1500000
PA
USD
562774.5
0.1633569111
Long
ABS-CBDO
CORP
KY
Y
2
2027-10-20
Floating
0.000000000000
N
N
N
N
N
N
CIFC FUNDING 2020-III LTD
N/A
CIFC 2020-3A SUB
12560GAC5
500000
PA
USD
411658.5
0.1194923740
Long
ABS-CBDO
CORP
KY
Y
2
2031-10-20
Floating
19.697419200000
N
N
N
N
N
N
CIFC FUNDING 2021-VII LTD
N/A
CIFC 2021-7A E
12567KAA3
1046139
PA
USD
997419.26
0.2895215214
Long
ABS-CBDO
CORP
KY
Y
2
2035-01-23
Floating
13.383726800000
N
N
N
N
N
N
CP Atlas Buyer Inc.
2549006ZZ07G0NDDCR36
AMBATH 7 12/01/28 144A
12597YAA7
2634676
PA
USD
2065954.29
0.5996858624
Long
DBT
CORP
US
Y
2
2028-12-01
Fixed
7.000000000000
N
N
N
N
N
N
CSC Holdings, LLC
3HG2WD2W22M120IUNG49
CSCHLD 5.75 01/15/30 144A
126307BA4
4333000
PA
USD
2427671.92
0.7046818683
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
5.750000000000
N
N
N
N
N
N
CSC Holdings, LLC
3HG2WD2W22M120IUNG49
CSCHLD 4.625 12/01/30 144a
126307BD8
315000
PA
USD
167476.17
0.0486134141
Long
DBT
CORP
US
Y
2
2030-12-01
Fixed
4.625000000000
N
N
N
N
N
N
CSC Holdings, LLC
3HG2WD2W22M120IUNG49
CSCHLD 3.375 02/15/31 144A
126307BF3
205000
PA
USD
139690.08
0.0405479281
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.375000000000
N
N
N
N
N
N
CSC Holdings, LLC
3HG2WD2W22M120IUNG49
CSCHLD 4.5 11/15/31 144a
126307BH9
76000
PA
USD
53878.14
0.0156392419
Long
DBT
CORP
US
Y
2
2031-11-15
Fixed
4.500000000000
N
N
N
N
N
N
Caesars Entertainment Inc New
549300FA4CTCW903Y781
CZR 4.625 10/15/29 144A
12769GAA8
1882000
PA
USD
1594140.8
0.4627322613
Long
DBT
CORP
US
Y
2
2029-10-15
Fixed
4.625000000000
N
N
N
N
N
N
Caesars Entertainment Inc New
549300FA4CTCW903Y781
CZR 7 02/15/30 144A
12769GAB6
780000
PA
USD
758950.48
0.2203010373
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
7.000000000000
N
N
N
N
N
N
Callon Petroleum Company
549300EFOWPEB0WLZW21
CPE 8 08/01/28 144A
13123XBD3
250000
PA
USD
250360
0.0726721560
Long
DBT
CORP
US
Y
2
2028-08-01
Fixed
8.000000000000
N
N
N
N
N
N
Callon Petroleum Company
549300EFOWPEB0WLZW21
CPE 7.5 06/15/30 144A
13123XBF8
1372000
PA
USD
1330259.36
0.3861352283
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
7.500000000000
N
N
N
N
N
Calpine Corporation
43R4VPJBXTU2O15HEF41
CPN 4.5 02/15/28 144A
131347CM6
2200000
PA
USD
1982700.72
0.5755197958
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
4.500000000000
N
N
N
N
N
N
Calpine Corporation
43R4VPJBXTU2O15HEF41
CPN 4.625 02/01/29 144A
131347CP9
731000
PA
USD
612142.62
0.1776870267
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
4.625000000000
N
N
N
N
N
N
CARLYLE US CLO 2021-11 LTD
N/A
CGMS 2021-11A E
143124AA3
1000000
PA
USD
923775
0.2681447553
Long
ABS-CBDO
CORP
KY
Y
2
2033-01-25
Floating
11.655140000000
N
N
N
N
N
N
Carlyle 2014-1 Income Note Issuer Ltd
N/A
CGMS 2021-5A SUB
14318AAE5
750000
PA
USD
502746
0.1459324004
Long
ABS-CBDO
CORP
KY
Y
2
2034-07-20
Floating
0.000000000000
N
N
N
N
N
N
CARLYLE US CLO 2021-10 LTD
N/A
CGMS 2021-10A E
14318EAA5
1000000
PA
USD
919334
0.2668556634
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-20
Floating
11.750430100000
N
N
N
N
N
N
Carvana Co
5493003WEAK2PJ5WS063
CVNA 12 12/01/28 144A
146869AL6
141000.01
PA
USD
110730.12
0.0321417022
Long
DBT
CORP
US
Y
2
2028-12-01
Fixed
12.000000000000
N
N
Y
N
N
N
Carvana Co
5493003WEAK2PJ5WS063
CVNA 14 06/01/31 144A
146869AM4
252000.01
PA
USD
197240.41
0.0572530989
Long
DBT
CORP
US
Y
2
2031-06-01
Fixed
14.000000000000
N
N
Y
N
N
N
Carvana Co
5493003WEAK2PJ5WS063
CVNA 13 06/01/30 144A
146869AN2
212000.01
PA
USD
164878.77
0.0478594652
Long
DBT
CORP
US
Y
2
2030-06-01
Fixed
13.000000000000
N
N
Y
N
N
N
Cedar Funding IV CLO Ltd./LLC
549300PPJP6KEORGHQ85
CEDF 2014-4A ERR
150322AG0
500000
PA
USD
444400
0.1289962699
Long
ABS-CBDO
CORP
KY
Y
2
2034-07-24
Floating
11.882710000000
N
N
N
N
N
N
CEDAR FUNDING CLO LTD
N/A
CEDF 2021-14A E
15033GAA1
714286
PA
USD
626970.25
0.1819910522
Long
ABS-CBDO
CORP
KY
Y
2
2033-07-15
Floating
11.600290100000
N
N
N
N
N
N
Chart Industries Inc
EM7QGKC1GYOF3LSZSL80
GTLS 9.5 01/01/31 144A
16115QAG5
2043000
PA
USD
2171476.22
0.6303157800
Long
DBT
CORP
US
Y
2
2031-01-01
Fixed
9.500000000000
N
N
N
N
N
N
The Chemours Company LLC
549300M1BOLNXL8DOV14
CC 5.75 11/15/28 144A
163851AF5
1677000
PA
USD
1454971.07
0.4223353755
Long
DBT
CORP
US
Y
2
2028-11-15
Fixed
5.750000000000
N
N
N
N
N
N
The Chemours Company LLC
549300M1BOLNXL8DOV14
CC 4.625 11/15/29 144A
163851AH1
229000
PA
USD
184276.76
0.0534901320
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
4.625000000000
N
N
N
N
N
N
Cheniere Energy Partners L P
5493005UEC8AZ34LDV29
CQP 4.5 10/01/29
16411QAG6
382000
PA
USD
346210.65
0.1004947850
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.500000000000
N
N
N
N
N
N
Cheniere Energy Partners L P
5493005UEC8AZ34LDV29
CQP 4 03/01/31
16411QAK7
239000
PA
USD
204345.62
0.0593155328
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.000000000000
N
N
N
N
N
N
Cheniere Energy Partners L P
5493005UEC8AZ34LDV29
CQP 3.25 01/31/32
16411QAN1
2560000
PA
USD
2038259.46
0.5916468665
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
3.250000000000
N
N
N
N
N
N
Chesapeake Energy Corporation
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corporation COM
165167735
12000
NS
USD
1034760
0.3003604417
Long
EC
CORP
US
N
1
N
N
N
CITGO Petroleum Corporation
YX52P86PXMLYDOTUQ225
CITPET 6.375 06/15/26 144A
17302XAM8
2216000
PA
USD
2188473.96
0.6352497247
Long
DBT
CORP
US
Y
2
2026-06-15
Fixed
6.375000000000
N
N
N
N
N
N
Clarios Global LP / Clarios US Finance Company Inc
549300474L1ZLXZY2P98
POWSOL 6.75 05/15/25 144A
18060TAA3
125000
PA
USD
124041.3
0.0360055468
Long
DBT
CORP
CA
Y
2
2025-05-15
Fixed
6.750000000000
N
N
N
N
N
N
CommScope Holdings Co Inc
254900AW4CEPCQWSRI58
COMM 8.25 03/01/27 144A
20338QAA1
1000000
PA
USD
653525
0.1896991163
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
8.250000000000
N
N
N
N
N
N
CommScope Holdings Co Inc
254900AW4CEPCQWSRI58
COMM 6 03/01/26 144A
20338QAD5
310000
PA
USD
289057.76
0.0839049794
Long
DBT
CORP
US
Y
2
2026-03-01
Fixed
6.000000000000
N
N
N
N
N
N
Compass Minerals International Inc.
2549008X9G8XP7YJGC47
CMP 6.75 12/01/27 144A
20451NAG6
3066000
PA
USD
2904789.72
0.8431751548
Long
DBT
CORP
US
Y
2
2027-12-01
Fixed
6.750000000000
N
N
N
N
N
N
Diamond Sports Group LLC / Diamond Sports Finance Co
5493002K6DHWNZH8YA34
DSPORT 6.625 08/15/27 144A
25277LAC0
1000000
PA
USD
20000
0.0058054127
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
6.625000000000
Y
Y
N
N
N
N
Diamond Sports Group LLC / Diamond Sports Finance Co
5493002K6DHWNZH8YA34
DSPORT 5.375 08/15/26 144a
25277LAF3
2891000
PA
USD
57820
0.0167834481
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
5.375000000000
Y
Y
N
N
N
N
DISH DBS Corporation
N/A
DISH 7.75 07/01/26
25470XAY1
496000
PA
USD
372000
0.1079806760
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.750000000000
N
N
N
N
N
N
DISH DBS Corporation
N/A
DISH 5.125 06/01/29
25470XBD6
1085000
PA
USD
601502.3
0.1745984542
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.125000000000
N
N
N
N
N
N
Dreyfus Government Cash Management Funds
549300F7IDB6WRO7VJ11
Dreyfus Government Cash Management Funds SH BEN INT
262006208
13605742.4
NS
USD
13605742.4
3.9493474780
Long
STIV
RF
US
N
1
N
N
N
Dryden 57 Clo Ltd
N/A
DRSLF 2018-57A E
26243KAL1
250000
PA
USD
210781.25
0.0611836072
Long
ABS-CBDO
CORP
KY
Y
2
2031-05-15
Floating
10.520710100000
N
N
N
N
N
N
Dryden 45 Senior Loan Fund
54930046L20VLJKPVV31
DRSLF 2016-45A ER
26244PAG0
250000
PA
USD
214973
0.0624003491
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-15
Floating
11.110290000000
N
N
N
N
N
N
Dryden 76 Clo Ltd / Llc
N/A
DRSLF 2019-76A ER
26252XAE7
1000000
PA
USD
902176
0.2618751999
Long
ABS-CBDO
CORP
NL
Y
2
2034-10-20
Floating
11.750430100000
N
N
N
N
N
N
Dryden 78 Clo Ltd / Llc
N/A
DRSLF 2020-78A SUB
26253JAC1
250000
PA
USD
154644.25
0.0448886846
Long
ABS-CBDO
CORP
KY
Y
2
2033-04-18
Floating
19.773292100000
N
N
N
N
N
N
DRYDEN 106 CLO LTD
N/A
DRSLF 2022-106A E
26254TAA2
500000
PA
USD
507498.5
0.1473119116
Long
ABS-CBDO
CORP
KY
Y
2
2035-10-15
Floating
13.604900000000
N
N
N
N
N
N
Equitrans Midstream Corporation
549300NELT611CL6XM83
EQM 6.5 07/15/48
26885BAE0
3277000
PA
USD
2881907.18
0.8365330254
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
6.500000000000
N
N
N
N
N
N
EG Global Finance PLC
549300TL8Q5207VYET27
EGBLFN 6.75 02/07/25 144a
28228PAA9
2323000
PA
USD
2282347.5
0.6624984568
Long
DBT
CORP
GB
Y
2
2025-02-07
Fixed
6.750000000000
N
N
N
N
N
N
EG Global Finance PLC
549300TL8Q5207VYET27
EGBLFN 8.5 10/30/25 144A
28228PAB7
356455
PA
USD
351999.31
0.1021750630
Long
DBT
CORP
GB
Y
2
2025-10-30
Fixed
8.500000000000
N
N
N
N
N
N
Elastic NV
2549003I48WHHH937I59
ESTC 4.125 07/15/29 144A
28415LAA1
2057000
PA
USD
1751818.54
0.5085014790
Long
DBT
CORP
NL
Y
2
2029-07-15
Fixed
4.125000000000
N
N
N
N
N
N
Caesars Entertainment Inc New
549300V3UCT773B1KR38
CZR 8.125 07/01/27 144A
28470RAK8
957000
PA
USD
961614.2
0.2791283639
Long
DBT
CORP
US
Y
2
2027-07-01
Fixed
8.125000000000
N
N
N
N
N
N
ELMWOOD CLO VIII LTD
N/A
ELMW8 2021-1A F1
290021AC8
250000
PA
USD
218706.75
0.0634841471
Long
ABS-CBDO
CORP
KY
Y
2
2034-01-20
Floating
13.250429900000
N
N
N
N
N
N
ELMWOOD CLO VIII LTD
N/A
ELMW8 2021-1A SUB
290021AE4
588235
PA
USD
476223.29
0.1382336365
Long
ABS-CBDO
CORP
KY
Y
2
2034-01-20
Floating
16.979154600000
N
N
N
N
N
N
ELMWOOD CLO 22 LTD
N/A
ELM22 2023-1A E
29002EAA4
250000
PA
USD
252584
0.0733177179
Long
ABS-CBDO
CORP
KY
Y
2
2036-04-17
Floating
0.000000000000
N
N
N
N
N
N
ELMWOOD CLO 23 LTD
N/A
ELMWOOD CLO 23 LTD
29004AAA0
250000
PA
USD
253432.5
0.0735640126
Long
ABS-CBDO
CORP
KY
N
2
2036-04-16
Variable
13.05666
N
N
N
N
N
N
Emerald Debt Merger Sub L.L.C. / Emerald Co-Issuer Inc
98450099EE3A0ZD5F786
EMECLI 6.625 12/15/30 144A
29103CAA6
1513000
PA
USD
1457730.11
0.4231362438
Long
DBT
CORP
US
Y
2
2030-12-15
Fixed
6.625000000000
N
N
N
N
N
N
Enlink Midstream LLC
54930000GY1H533OBE23
ENLC 5.375 06/01/29
29336TAA8
928000
PA
USD
858359.72
0.2491566205
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.375000000000
N
N
N
N
N
N
Entegris Inc
IYX6OWO7BT5DKO3BYG52
ENTG 3.625 05/01/29 144A
29362UAD6
500000
PA
USD
424610
0.1232518141
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
3.625000000000
N
N
N
N
N
Entegris Escrow Corp.
IYX6OWO7BT5DKO3BYG52
ENTG 4.75 04/15/29 144A
29365BAA1
1250000
PA
USD
1123669.13
0.3261681512
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.750000000000
N
N
N
N
N
N
Enviva Inc
549300WH5VXDEFM5KR81
EVA 6.5 01/15/26 144A
29413XAD9
3119000
PA
USD
2542016.19
0.7378726521
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
6.500000000000
N
N
N
N
N
N
Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc.
N/A
FRTITA 6.75 01/15/30 144A
31556TAC3
2830000
PA
USD
2306733.85
0.6695770980
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
6.750000000000
N
N
N
N
N
N
Fillmore Pk Clo Ltd / Llc
N/A
FILPK 2018-1A E
31722QAA2
1000000
PA
USD
920656
0.2672394012
Long
ABS-CBDO
CORP
KY
Y
2
2030-07-15
Floating
10.660289900000
N
N
N
N
N
N
First Quantum Minerals Ltd.
549300I7UVBGWRYMYZ18
FMCN 6.875 10/15/27 144A
335934AT2
175000
PA
USD
167897.47
0.0487357051
Long
DBT
CORP
CA
Y
2
2027-10-15
Fixed
6.875000000000
N
N
N
N
N
N
First Quantum Minerals Ltd.
549300I7UVBGWRYMYZ18
FMCN 8.625 06/01/31 144A
335934AU9
2223000
PA
USD
2217246.88
0.6436016585
Long
DBT
CORP
CA
Y
2
2031-06-01
Fixed
8.625000000000
N
N
N
N
N
N
Ford Motor Company
20S05OYHG0MQM4VUIC57
F 4.75 01/15/43
345370CQ1
1000000
PA
USD
729951.57
0.2118835053
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.750000000000
N
N
N
N
N
N
Ford Motor Credit Company LLC
UDSQCVRUX5BONN0VY111
F 5.125 06/16/25
345397A60
55000
PA
USD
53223.78
0.0154493004
Long
DBT
CORP
US
N
2
2025-06-16
Fixed
5.125000000000
N
N
N
N
N
N
Ford Motor Credit Company LLC
UDSQCVRUX5BONN0VY111
F 4.125 08/17/27
345397A86
462000
PA
USD
420008.03
0.1219159973
Long
DBT
CORP
US
N
2
2027-08-17
Fixed
4.125000000000
N
N
N
N
N
N
Ford Motor Credit Company LLC
UDSQCVRUX5BONN0VY111
F 3.81 01/09/24
345397YG2
11000
PA
USD
10872.24
0.0031558920
Long
DBT
CORP
US
N
2
2024-01-09
Fixed
3.810000000000
N
N
N
N
N
N
Ford Motor Credit Company LLC
UDSQCVRUX5BONN0VY111
F 3.815 11/02/27
345397YT4
610000
PA
USD
543132.53
0.1576554240
Long
DBT
CORP
US
N
2
2027-11-02
Fixed
3.815000000000
N
N
N
N
N
N
Ford Motor Credit Company LLC
UDSQCVRUX5BONN0VY111
F 4.063 11/01/24
345397ZX4
2077000
PA
USD
2010910.69
0.5837083217
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.063000000000
N
N
N
N
N
N
Freeport-McMoRan Inc.
549300IRDTHJQ1PVET45
FCX 5.45 03/15/43
35671DBC8
1913000
PA
USD
1631758.58
0.4736515982
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.450000000000
N
N
N
N
N
N
Freeport-McMoRan Inc.
549300IRDTHJQ1PVET45
FCX 5.4 11/14/34
35671DBJ3
374000
PA
USD
342386.3
0.0993846885
Long
DBT
CORP
US
N
2
2034-11-14
Fixed
5.400000000000
N
N
N
N
N
N
Freeport-McMoRan Inc.
549300IRDTHJQ1PVET45
FCX 4.625 08/01/30
35671DCH6
417000
PA
USD
375697.98
0.1090540910
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.625000000000
N
N
N
N
N
N
GFL Environmental Inc.
549300FYK4MBXWIVZU26
GFLCN 3.75 08/01/25 144A
36168QAK0
142000
PA
USD
134604.67
0.0390717830
Long
DBT
CORP
CA
Y
2
2025-08-01
Fixed
3.750000000000
N
N
N
N
N
N
GFL Environmental Inc.
549300FYK4MBXWIVZU26
GFLCN 3.5 09/01/28 144A
36168QAM6
958000
PA
USD
824688.17
0.2393827583
Long
DBT
CORP
CA
Y
2
2028-09-01
Fixed
3.500000000000
N
N
N
N
N
N
GFL Environmental Inc.
549300FYK4MBXWIVZU26
GFLCN 4.375 08/15/29 144A
36168QAP9
1713271
PA
USD
1488094.94
0.4319502623
Long
DBT
CORP
CA
Y
2
2029-08-15
Fixed
4.375000000000
N
N
N
N
N
N
Go Daddy Operating Company LLC and GD Finance Co Inc
5493005GJOH8HLL11157
GDDY 3.5 03/01/29 144A
38016LAC9
415000
PA
USD
349300.19
0.1013915877
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
3.500000000000
N
N
N
N
N
N
Gray Escrow II Inc.
529900TM5726KDN7UU35
GTN 5.375 11/15/31 144A
389286AA3
428000
PA
USD
280101.43
0.0813052198
Long
DBT
CORP
US
Y
2
2031-11-15
Fixed
5.375000000000
N
N
N
N
N
N
Gray Television, Inc.
529900TM5726KDN7UU35
GTN 4.75 10/15/30 144A
389375AL0
1162000
PA
USD
769792.71
0.2234482183
Long
DBT
CORP
US
Y
2
2030-10-15
Fixed
4.750000000000
N
N
N
N
N
N
Grifols Escrow Issuer S A U
959800HLB3PGTGSLVV62
GRFSM 4.75 10/15/28 144a
39843UAA0
1442000
PA
USD
1234871.12
0.3584468234
Long
DBT
CORP
ES
Y
2
2028-10-15
Fixed
4.750000000000
N
N
N
N
N
N
H&E Equipment Services, Inc.
254900KVLRCDMQRYY541
HEES 3.875 12/15/28 144A
404030AJ7
2434000
PA
USD
2078617.75
0.6033616930
Long
DBT
CORP
US
Y
2
2028-12-15
Fixed
3.875000000000
N
N
N
N
N
N
HCA Inc.
L3CJ6J7LJ2DX62FTXD46
HCA 3.5 09/01/30
404119CA5
1500000
PA
USD
1271545.64
0.3690923596
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.500000000000
N
N
N
N
N
N
HAT Holdings I LLC and HAT Holdings II LLC
254900YE1WH1XG7Y4E44
HASI 6 04/15/25 144A
418751AB9
1136000
PA
USD
1105377.42
0.3208586050
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
6.000000000000
N
N
N
N
N
N
HAT Holdings I LLC and HAT Holdings II LLC
254900YE1WH1XG7Y4E44
HASI 3.75 09/15/30 144A
418751AD5
512000
PA
USD
391817.83
0.1137332101
Long
DBT
CORP
US
Y
2
2030-09-15
Fixed
3.750000000000
N
N
N
N
N
N
HAT Holdings I LLC and HAT Holdings II LLC
254900YE1WH1XG7Y4E44
HASI 3.375 06/15/26 144A
418751AE3
834000
PA
USD
741286.72
0.2151737665
Long
DBT
CORP
US
Y
2
2026-06-15
Fixed
3.375000000000
N
N
N
N
N
N
Hawaiian Brand Intellectual Property Limited / Hawaiianmiles Loyalty Limited
N/A
HA 5.75 01/20/26 144A
41984LAA5
1286231
PA
USD
1157432.56
0.3359686835
Long
DBT
CORP
KY
Y
2
2026-01-20
Fixed
5.750000000000
N
N
N
N
N
N
Hilton Domestic Operating Co Inc.
5493003EG7H0N1E4XV50
HLT 3.75 05/01/29 144A
432833AJ0
2326000
PA
USD
2012375.65
0.5841335566
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
3.750000000000
N
N
N
N
N
N
ICG US CLO LTD
N/A
ICG 2021-1A SUB
449289AC1
1000000
PA
USD
498960
0.1448334357
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-17
Floating
16.737589600000
N
N
N
N
N
N
ITT Holdings LLC
549300TH2PHOLK31LB42
INTMAT 6.5 08/01/29 144A
45074JAA2
3314000
PA
USD
2809024.97
0.8153774601
Long
DBT
CORP
US
Y
2
2029-08-01
Fixed
6.500000000000
N
N
N
N
N
N
INVESCO CLO LTD
N/A
INVCO 2021-3A Y
46145KAC8
75000
PA
USD
20950.95
0.0060814455
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-23
Floating
9.569424200000
N
N
N
N
N
N
INVESCO CLO LTD
N/A
INVCO 2021-3A SUB
46145KAE4
750000
PA
USD
458272.5
0.1330230493
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-23
Floating
15.806808200000
N
N
N
N
N
N
INVESCO U.S. CLO 2023-2, LTD
N/A
INVCO 2023-2A E
46147LAA8
250000
PA
USD
253219.25
0.0735021123
Long
ABS-CBDO
CORP
JE
Y
2
2036-04-21
Floating
0.000000000000
N
N
N
N
N
N
Iron Mountain Inc.
SQL3F6CKNNBM3SQGHX24
IRM 4.875 09/15/29 144A
46284VAF8
1820000
PA
USD
1594971.2
0.4629733021
Long
DBT
CORP
US
Y
2
2029-09-15
Fixed
4.875000000000
N
N
N
N
N
N
Iron Mountain Inc.
SQL3F6CKNNBM3SQGHX24
IRM 5.25 07/15/30 144A
46284VAJ0
1105000
PA
USD
965617.95
0.2802905349
Long
DBT
CORP
US
Y
2
2030-07-15
Fixed
5.250000000000
N
N
N
N
N
N
Iron Mountain Inc.
SQL3F6CKNNBM3SQGHX24
IRM 4.5 02/15/31 144A
46284VAN1
700000
PA
USD
577481.14
0.1676258169
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
4.500000000000
N
N
N
N
N
N
Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc
P77IMDGVZE8EFBTF2M92
JBSSBZ 5.5 01/15/30
46590XAL0
578000
PA
USD
539648.72
0.1566441763
Long
DBT
CORP
LU
N
2
2030-01-15
Fixed
5.500000000000
N
N
N
N
N
N
Korn Ferry
549300FOD20OM0GT5G40
KFY 4.625 12/15/27 144A
50067PAA7
2695000
PA
USD
2479400
0.7196970109
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
4.625000000000
N
N
N
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
BBWI 6.875 11/01/35
501797AL8
1711000
PA
USD
1528074.25
0.4435550820
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
6.875000000000
N
N
N
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
BBWI 6.75 07/01/36
501797AM6
1750000
PA
USD
1533174.65
0.4450355783
Long
DBT
CORP
US
N
2
2036-07-01
Fixed
6.750000000000
N
N
N
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
BBWI 7.5 06/15/29
501797AR5
92000
PA
USD
90882.09
0.0263804019
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
7.500000000000
N
N
N
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
BBWI 6.625 10/01/30 144A
501797AW4
405000
PA
USD
379705.23
0.1102172780
Long
DBT
CORP
US
Y
2
2030-10-01
Fixed
6.625000000000
N
N
N
N
N
N
LCM Investments Holdings II LLC
549300P5V78NNQTG4428
MAGLLC 4.875 05/01/29 144A
50190EAA2
2469000
PA
USD
2099141.82
0.6093192278
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
4.875000000000
N
N
N
N
N
N
LPL Holdings Inc.
549300Z5YF8CCRMYUL26
LPLA 4.625 11/15/27 144A
50212YAC8
1601000
PA
USD
1479165.02
0.4293581687
Long
DBT
CORP
US
Y
2
2027-11-15
Fixed
4.625000000000
N
N
N
N
N
N
LPL Holdings Inc.
549300Z5YF8CCRMYUL26
LPLA 4.375 05/15/31 144A
50212YAF1
1229000
PA
USD
1051665.62
0.3052676467
Long
DBT
CORP
US
Y
2
2031-05-15
Fixed
4.375000000000
N
N
N
N
N
N
Ladder Capital Finance Holdings LLLP/ Ladder Capital Finance Corp.
N/A
LADR 5.25 10/01/25 144A
505742AG1
752000
PA
USD
723938.29
0.2101380267
Long
DBT
CORP
US
Y
2
2025-10-01
Fixed
5.250000000000
N
N
N
N
N
N
Ladder Capital Finance Holdings LLLP/ Ladder Capital Finance Corp.
N/A
LADR 4.25 02/01/27 144A
505742AM8
1906000
PA
USD
1666980.74
0.4838755569
Long
DBT
CORP
US
Y
2
2027-02-01
Fixed
4.250000000000
N
N
N
N
N
N
Lamb Weston Holdings Inc
5493005SMYID1D2OY946
LW 4.125 01/31/30 144A
513272AD6
3076000
PA
USD
2630212.45
0.7634734365
Long
DBT
CORP
US
Y
2
2030-01-31
Fixed
4.125000000000
N
N
N
N
N
N
Level 3 Financing, Inc.
254900AE5FEFIJOXWL19
LVLT 4.625 09/15/27 144A
527298BN2
3330000
PA
USD
2358483.86
0.6845986063
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
4.625000000000
N
N
N
N
N
N
Level 3 Financing, Inc.
254900AE5FEFIJOXWL19
LVLT 4.25 07/01/28 144A
527298BR3
273000
PA
USD
170028.41
0.0493542544
Long
DBT
CORP
US
Y
2
2028-07-01
Fixed
4.250000000000
N
N
N
N
N
N
Level 3 Financing, Inc.
254900AE5FEFIJOXWL19
LVLT 3.625 01/15/29 144A
527298BS1
600000
PA
USD
336000
0.0975309332
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
3.625000000000
N
N
N
N
N
N
LifePoint Health, Inc
549300G8ZVHRTBBBSZ90
RGCARE 4.375 02/15/27 144A
53219LAS8
185000
PA
USD
159562.5
0.0463163081
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
4.375000000000
N
N
N
N
N
N
LifePoint Health, Inc
549300G8ZVHRTBBBSZ90
RGCARE 5.375 01/15/29 144A
53219LAU3
1385000
PA
USD
971269.75
0.2819310865
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
5.375000000000
N
N
N
N
N
N
Lithia Motors Incorporated
SE8N1EZEHPZQBCBVKD53
LAD 4.375 01/15/31 144A
536797AF0
1222000
PA
USD
1010902.26
0.2934352403
Long
DBT
CORP
US
Y
2
2031-01-15
Fixed
4.375000000000
N
N
N
N
N
N
Lithia Motors Incorporated
SE8N1EZEHPZQBCBVKD53
LAD 3.875 06/01/29 144A
536797AG8
129000
PA
USD
108721.2
0.0315585717
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
3.875000000000
N
N
N
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
LYV 4.75 10/15/27 144A
538034AR0
934000
PA
USD
855193.75
0.2482376324
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
4.750000000000
N
N
N
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM 4.75 10/15/28
552953CH2
1949000
PA
USD
1716669.46
0.4982987332
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.750000000000
N
N
N
N
N
N
Madison IAQ LLC
549300IXDNBXNHUPBU73
MADIAQ 5.875 06/30/29 144A
55760LAB3
650000
PA
USD
523386.15
0.1519236298
Long
DBT
CORP
US
Y
2
2029-06-30
Fixed
5.875000000000
N
N
N
N
N
N
Madison Park Funding Xxxvii Ltd/Llc
N/A
MDPK 2019-37A SUB
55817FAC7
540000
PA
USD
379722.6
0.1102223200
Long
ABS-CBDO
CORP
KY
Y
2
2032-07-15
Floating
25.999690200000
N
N
N
N
N
N
Madison Park Funding XIII Ltd.
N/A
MDPK 2014-12A SUB
55818QAE8
300000
PA
USD
222
0.0000644401
Long
ABS-CBDO
CORP
KY
Y
2
2026-07-20
Floating
0.000000000000
N
N
N
N
N
N
Madison Pk Fdg Xxxi Ltd
N/A
MDPK 2018-31A SUB
55819EAC8
250000
PA
USD
149655.25
0.0434405244
Long
ABS-CBDO
CORP
KY
Y
2
2031-01-23
Floating
20.549196000000
N
N
N
N
N
N
Madison Park Funding Xxii Llc
N/A
MDPK 2016-22A SUB
55819VAC0
1000000
PA
USD
603738
0.1752474123
Long
ABS-CBDO
CORP
US
Y
2
2029-10-25
Floating
18.423781700000
N
N
N
N
N
N
Madison Park Funding Xxii Llc
N/A
MDPK 2016-22A ER
55819VAG1
500000
PA
USD
469966.5
0.1364174741
Long
ABS-CBDO
CORP
US
Y
2
2033-01-18
Floating
11.960289900000
N
N
N
N
N
N
Madison Park Funding LIII Ltd / LLC
N/A
MDPK 2022-53A SUB
558201AC3
625000
PA
USD
520284.38
0.1510232771
Long
DBT
CORP
KY
Y
2
2035-04-21
Fixed
N/A
N
N
N
N
N
N
Madison Pk Fdg Xxviii 2018-28
N/A
MDPK 2018-28A SUB
55821BAE6
500000
PA
USD
271447.5
0.0787932380
Long
ABS-CBDO
CORP
KY
Y
2
2030-07-15
Floating
23.245162800000
N
N
N
N
N
N
MADISON PARK FUNDING XXXVIII LTD
N/A
MDPK 2021-38A SUB
55821MAC6
500000
PA
USD
408381
0.1185410119
Long
ABS-CBDO
CORP
KY
Y
2
2034-07-17
Floating
22.760729500000
N
N
N
N
N
N
Magnetite XXIII LTD / LLC
549300WG00K34O9YA435
MAGNE 2019-23A ER
55954RAG5
1000000
PA
USD
971181
0.2819053250
Long
ABS-CBDO
CORP
KY
Y
2
2035-01-25
Floating
11.555140100000
N
N
N
N
N
N
MidCap Financial Issuer Trust
N/A
MIDCAP 6.5 05/01/28
59567LAA2
2515000
PA
USD
2170943.93
0.6301612718
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
6.500000000000
N
N
N
N
N
N
MidCap Financial Issuer Trust
N/A
MIDCAP 5.625 01/15/30
59590AAA7
657441
PA
USD
509871.6
0.1480007528
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
5.625000000000
N
N
N
N
N
N
Molina Healthcare, Inc.
549300NQQCEQ46YHZ591
MOH 4.375 06/15/28 144A
60855RAJ9
2506000
PA
USD
2245491.58
0.6518002655
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
4.375000000000
N
N
N
N
N
N
Moss Creek Resources Holdings Inc
54930037SLMSPWKYIX36
MSSCRK 7.5 01/15/26 144A
61965RAA3
2691000
PA
USD
2606319.07
0.7565378899
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
7.500000000000
N
N
N
N
N
N
Moss Creek Resources Holdings Inc
54930037SLMSPWKYIX36
MSSCRK 10.5 05/15/27 144A
61965RAB1
36000
PA
USD
36150.12
0.0104933183
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
10.500000000000
N
N
N
N
N
N
Mozart Debt Merger Subordinated Inc.
254900QT3R363TVK6F09
MEDIND 3.875 04/01/29 144A
62482BAA0
1336000
PA
USD
1129560.61
0.3278782749
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
3.875000000000
N
N
N
N
N
N
Mozart Debt Merger Subordinated Inc.
254900QT3R363TVK6F09
MEDIND 5.25 10/01/29 144A
62482BAB8
1386000
PA
USD
1197994.51
0.3477426264
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
5.250000000000
N
N
N
N
N
N
NGL Energy Partners LP/ NGL Energy Finance Corp
5299005YSRP46BE8Z459
NGL 6.125 03/01/25
62913TAM4
1482000
PA
USD
1454927.71
0.4223227894
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
6.125000000000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG 6.625 01/15/27
629377CC4
375000
PA
USD
367318.54
0.1066217856
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.625000000000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG 3.625 02/15/31 144A
629377CR1
1492000
PA
USD
1131999.65
0.3285862566
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.625000000000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG 3.875 02/15/32 144A
629377CS9
160000
PA
USD
120135.17
0.0348717120
Long
DBT
CORP
US
Y
2
2032-02-15
Fixed
3.875000000000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG 7 03/15/33 144A
629377CT7
645000
PA
USD
623167.65
0.1808872691
Long
DBT
CORP
US
Y
2
2033-03-15
Fixed
7.000000000000
N
N
N
N
N
N
Nationstar Mortgage LLC
549300LBCBNR1OT00651
COOP 5.5 08/15/28 144A
63861CAC3
3006000
PA
USD
2651500.92
0.7696528542
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
5.500000000000
N
N
N
N
N
N
N/A
N/A
USD/EUR FWD 20231016 00052196
N/A
7910529.14
NC
USD
126318.9
0.0366666672
N/A
DFE
CORP
US
N
2
Wells Fargo Securities LLC
VYVVCKR63DVZZN70PB21
7357443
EUR
7910529.14
USD
2023-10-16
126318.9
N
N
N
New Fortress Energy Inc.
254900EICTYTCHA5X705
NFE 6.5 09/30/26 144A
644393AB6
3017000
PA
USD
2777777.85
0.8063073388
Long
DBT
CORP
US
Y
2
2026-09-30
Fixed
6.500000000000
N
N
N
N
N
N
Nexstar Media Inc.
5493006PK6I4I2OOT688
NXST 4.75 11/01/28 144A
65336YAN3
2731000
PA
USD
2260348.47
0.6561127844
Long
DBT
CORP
US
Y
2
2028-11-01
Fixed
4.750000000000
N
N
N
N
N
N
NFP Corp.
VO2L9FZNXDJNQNEYH039
NFP 6.875 08/15/28 144A
65342RAD2
2550000
PA
USD
2189726.06
0.6356131726
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
6.875000000000
N
N
N
N
N
N
Niagara Park Clo Ltd / Llc
N/A
NIAPK 2019-1A ER
65357KAE7
250000
PA
USD
241775.75
0.0701804003
Long
ABS-CBDO
CORP
KY
Y
2
2032-07-19
Floating
11.210289900000
N
N
N
N
N
N
Nissan Motor Co Ltd.
353800DRBDH1LUTNAY26
NSANY 4.345 09/17/27 144A
654744AC5
1610000
PA
USD
1469797.19
0.4266389628
Long
DBT
CORP
JP
Y
2
2027-09-17
Fixed
4.345000000000
N
N
N
N
N
N
Oha Credit Funding 4 Ltd / Llc
N/A
OAKC 2019-4A ER
67098EAG6
825000
PA
USD
813063.08
0.2360083360
Long
ABS-CBDO
CORP
KY
Y
2
2036-10-22
Floating
11.672709900000
N
N
N
N
N
N
Oha Loan Funding Ltd 2016-1
54930016024GMIAF7A82
OHALF 2016-1A SUB
67110VAC1
350000
PA
USD
216455.75
0.0628307479
Long
ABS-CBDO
CORP
US
Y
2
2028-01-20
Floating
17.663720200000
N
N
N
N
N
N
Oaktree CLO 2019-2 Ltd/Llc
N/A
OAKCL 2019-2A D
67401VAA3
250000
PA
USD
215543.75
0.0625660211
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-15
Floating
12.030290000000
N
N
N
N
N
N
OAKTREE CLO 2022-2 LTD
N/A
OAKCL 2022-2A E
67402QAA3
250000
PA
USD
235167.25
0.0682621468
Long
ABS-CBDO
CORP
KY
Y
2
2033-07-15
Floating
13.326319900000
N
N
N
N
N
N
OCTAGON LOAN FUNDING LLC
549300HJJWTCMWFILG24
OCTLF 2014-1A DRR
67590RBG9
250000
PA
USD
237627.5
0.0689762852
Long
ABS-CBDO
CORP
KY
Y
2
2031-11-18
Floating
8.245140100000
N
N
N
N
N
N
OI European Group B.V.
72450053F5WRDY8CDZ66
OI 4.75 02/15/30 144A
67777LAD5
2818000
PA
USD
2451127.71
0.7114903954
Long
DBT
CORP
NL
Y
2
2030-02-15
Fixed
4.750000000000
N
N
N
N
N
N
OneMain Financial Corporation
5493008I795YYBFWFU90
OMF 4 09/15/30
682691AA8
1184000
PA
USD
886166.49
0.2572281092
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
4.000000000000
N
N
N
N
N
N
OneMain Financial Corporation
5493008I795YYBFWFU90
OMF 3.5 01/15/27
682691AB6
599000
PA
USD
512893.75
0.1488779942
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.500000000000
N
N
N
N
N
N
OneMain Financial Corporation
5493008I795YYBFWFU90
OMF 3.875 09/15/28
682691AC4
392000
PA
USD
314635.86
0.0913295507
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
3.875000000000
N
N
N
N
N
N
OneMain Financial Corporation
5493008I795YYBFWFU90
OMF 9 01/15/29
682695AA9
441000
PA
USD
439575.57
0.1275958796
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
9.000000000000
N
N
N
N
N
N
Open Text Holdings Inc
N/A
OTEXCN 4.125 02/15/30 144A
683720AA4
2425000
PA
USD
2028676.19
0.5888651247
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
4.125000000000
N
N
N
N
N
N
Option Care Health Inc
549300DI3Q5ACSYJRI17
OPCH 4.375 10/31/29 144A
68404LAA0
1236000
PA
USD
1067595
0.3098914779
Long
DBT
CORP
US
Y
2
2029-10-31
Fixed
4.375000000000
N
N
N
N
N
N
Owens Brockway Glass Container Inc.
V2UQUCDZJ9WY98W8QU33
OI 6.625 05/13/27 144A
69073TAT0
51000
PA
USD
49713.36
0.0144303285
Long
DBT
CORP
US
Y
2
2027-05-13
Fixed
6.625000000000
N
N
N
N
N
N
Blue Owl Capital Corporation
2549000BD79OOCPF2L94
OBDC 3.4 07/15/26
69121KAE4
1666000
PA
USD
1494373.13
0.4337726365
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.400000000000
N
N
N
N
N
N
Clarios Global Lp
549300474L1ZLXZY2P98
POWSOL 6.25 05/15/26 144A
69867DAA6
1227000
PA
USD
1202762.43
0.3491266136
Long
DBT
CORP
CA
Y
2
2026-05-15
Fixed
6.250000000000
N
N
N
N
N
N
Clarios Global Lp
549300474L1ZLXZY2P98
POWSOL 8.5 05/15/27 144A
69867DAC2
837000
PA
USD
834598.98
0.2422595754
Long
DBT
CORP
CA
Y
2
2027-05-15
Fixed
8.500000000000
N
N
N
N
N
N
Pattern Energy Operations LP / Pattern Energy Operations Inc
254900P898KPCM50SP51
PEGI 4.5 08/15/28 144A
70339PAA7
1736000
PA
USD
1508138.72
0.4377683830
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.500000000000
N
N
N
N
N
N
Quicken Lns Llc/Quicken Lns Co-Issuer Inc
549300FGXN1K3HLB1R50
RKTRM 3.625 03/01/29 144A
74841CAA9
2669000
PA
USD
2207436.49
0.6407539904
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
3.625000000000
N
N
N
N
N
N
RR 6 Ltd / LLC
549300KSO6EE9C4GF767
RRAM 2019-6A SUB
74990GAC5
500000
PA
USD
394704.5
0.1145711256
Long
ABS-CBDO
CORP
KY
Y
2
2030-04-15
Floating
23.769779700000
N
N
N
N
N
N
SPX Flow Inc.
5493003YXEKRBINIEM78
FLOW 8.75 04/01/30 144A
758071AA2
1275000
PA
USD
1178865
0.3421898914
Long
DBT
CORP
US
Y
2
2030-04-01
Fixed
8.750000000000
N
N
N
N
N
N
REESE PARK CLO LTD
N/A
RESPK 2020-1A SUB
758464AC5
1000000
PA
USD
545715
0.1584050393
Long
ABS-CBDO
CORP
KY
Y
2
2032-10-15
Floating
13.322250000000
N
N
N
N
N
N
REESE PARK CLO LTD
N/A
RESPK 2020-1A M2
758464AG6
1000000
PA
USD
34862
0.0101194149
Long
ABS-CBDO
CORP
KY
Y
2
2032-10-15
Floating
0.970827000000
N
N
N
N
N
N
Rockcliff Energy II LLC
5493007AZNVKZ5HEMT23
RCKENE 5.5 10/15/29 144A
77289KAA3
2468426
PA
USD
2221524.16
0.6448432273
Long
DBT
CORP
US
Y
2
2029-10-15
Fixed
5.500000000000
N
N
N
N
N
N
ROCKLAND PARK LTD
N/A
ROCKP 2021-1A SUB
77366PAC4
750000
PA
USD
493326
0.1431980510
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-20
Floating
11.852809700000
N
N
N
N
N
N
ROCKLAND PARK CLO LTD
N/A
ROCKLAND PARK CLO LTD
77366PAE0
750000
PA
USD
5377.5
0.0015609303
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Variable
0
N
N
N
N
N
N
ROCKLAND PARK CLO LTD
N/A
ROCKLAND PARK CLO LTD
77366PAG5
750000
PA
USD
12547.5
0.0036421708
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Variable
0
N
N
N
N
N
N
SCIH Salt Holdings Inc.
N/A
MORTON 4.875 05/01/28 144A
78433BAA6
249000
PA
USD
219621.59
0.0637496983
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
4.875000000000
N
N
N
N
N
N
SCIH Salt Holdings Inc.
N/A
MORTON 6.625 05/01/29 144A
78433BAB4
2723000
PA
USD
2333079.47
0.6772244579
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
6.625000000000
N
N
N
N
N
N
SRS Distribution Inc.
549300ZQ3XP75BCYM468
SRSDIS 6.125 07/01/29 144A
78471RAC0
1256000
PA
USD
1069677.54
0.3104959781
Long
DBT
CORP
US
Y
2
2029-07-01
Fixed
6.125000000000
N
N
N
N
N
N
SRS Distribution Inc.
549300ZQ3XP75BCYM468
SRSDIS 6 12/01/29 144A
78471RAD8
1086000
PA
USD
912240
0.2647964835
Long
DBT
CORP
US
Y
2
2029-12-01
Fixed
6.000000000000
N
N
N
N
N
N
Scripps Escrow II Inc
549300U1OW41QPKYW028
SSP 3.875 01/15/29 144A
81105DAA3
3267000
PA
USD
2456906.51
0.7131678113
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
3.875000000000
N
N
N
N
N
N
Seagate HDD Cayman
529900BD50TRWEG1SF63
STX 3.375 07/15/31
81180WBE0
398000
PA
USD
277287
0.0804882734
Long
DBT
CORP
KY
N
2
2031-07-15
Fixed
3.375000000000
N
N
N
N
N
N
Seagate HDD Cayman
529900BD50TRWEG1SF63
STX 3.125 07/15/29
81180WBF7
440000
PA
USD
335731.47
0.0974529868
Long
DBT
CORP
KY
N
2
2029-07-15
Fixed
3.125000000000
N
N
N
N
N
N
Sirius Xm Radio Inc
WP5O65E6BMU84LNO4227
SIRI 5 08/01/27 144A
82967NBA5
526000
PA
USD
480448.4
0.1394600619
Long
DBT
CORP
US
Y
2
2027-08-01
Fixed
5.000000000000
N
N
N
N
N
N
Sirius Xm Radio Inc
WP5O65E6BMU84LNO4227
SIRI 5.5 07/01/29 144A
82967NBC1
240000
PA
USD
212284.25
0.0616198839
Long
DBT
CORP
US
Y
2
2029-07-01
Fixed
5.500000000000
N
N
N
N
N
N
Sirius Xm Radio Inc
WP5O65E6BMU84LNO4227
SIRI 4.125 07/01/30 144A
82967NBG2
749000
PA
USD
599200
0.1739301641
Long
DBT
CORP
US
Y
2
2030-07-01
Fixed
4.125000000000
N
N
N
N
N
N
Sirius Xm Radio Inc
WP5O65E6BMU84LNO4227
SIRI 3.125 09/01/26 144A
82967NBL1
1000000
PA
USD
891250
0.2587037029
Long
DBT
CORP
US
Y
2
2026-09-01
Fixed
3.125000000000
N
N
N
N
N
N
Specialty Building Products Holding Llc / Sbp Finance
549300ICFD46O3KMJC06
SBPLLC 6.375 09/30/26 144A
84749AAA5
2960000
PA
USD
2768027.48
0.8034770927
Long
DBT
CORP
US
Y
2
2026-09-30
Fixed
6.375000000000
N
N
N
N
N
N
Spirit IP Cayman Ltd / Spirit Loyalty Cayman Ltd
N/A
SAVE 8 09/20/25 144A
84859BAA9
1937000
PA
USD
1935949.76
0.5619493650
Long
DBT
CORP
KY
Y
2
2025-09-20
Fixed
8.000000000000
N
N
N
N
N
N
Spirit IP Cayman Ltd / Spirit Loyalty Cayman Ltd
N/A
SAVE 8 09/20/25 144a
84859BAB7
294000
PA
USD
293831.77
0.0852907343
Long
DBT
CORP
KY
Y
2
2025-09-20
Fixed
8.000000000000
N
N
N
N
N
N
Standard Buildings Solutions Inc.
54930064UHXCIUWVI755
BMCAUS 4.375 07/15/30 144A
853496AG2
3793000
PA
USD
3146164.92
0.9132392873
Long
DBT
CORP
US
Y
2
2030-07-15
Fixed
4.375000000000
N
N
N
N
N
N
Steele Creek Clo 2017 1 Ltd
N/A
STCR 2019-2A E
85817FAA8
500000
PA
USD
453029.5
0.1315011604
Long
ABS-CBDO
CORP
KY
Y
2
2032-07-15
Floating
12.960290100000
N
N
N
N
N
N
Summit Midstream Partners LP
N/A
Summit Midstream Partners LP COM UNIT LTD
866142409
45000
NS
USD
623025
0.1808458620
Long
EC
CORP
US
N
1
N
N
N
Summit Materials, LLC/Summit Materials Finance Corp.
549300C97P3BW8QROE16
SUMMAT 5.25 01/15/29 144A
86614RAN7
602000
PA
USD
546612.25
0.1586654846
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
5.250000000000
N
N
N
N
N
N
Summit Midstream Holdings, LLC / Summit Midstream Finance Corp.
N/A
SUMMPL 5.75 04/15/25
86614WAD8
2169000
PA
USD
2028015
0.5886732006
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.750000000000
N
N
N
N
N
N
Synaptics Incorporated
549300AJ3LI4FWNRQX29
SYNA 4 06/15/29 144A
87157DAG4
2902000
PA
USD
2394150
0.6949514394
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.000000000000
N
N
N
N
N
N
TCI-FLATIRON CLO LTD
N/A
TFLAT 2017-1A D
87231BAJ2
250000
PA
USD
245517.25
0.0712664479
Long
ABS-CBDO
CORP
KY
Y
2
2030-11-18
Floating
8.080429900000
N
N
N
N
N
N
Ticp Clo Xii Ltd / Ticp Clo Xii Llc
N/A
TICP 2018-12A ER
87250GAE8
300000
PA
USD
280063.8
0.0812942969
Long
ABS-CBDO
CORP
US
Y
2
2034-07-17
Floating
11.510289900000
N
N
N
N
N
N
Tallgrass Energy Partners, LP and Tallgrass Energy Finance Corp.
549300IQ3DN0F3VERF65
TEP 6 12/31/30 144A
87470LAJ0
1779000
PA
USD
1570341.09
0.4558239044
Long
DBT
CORP
US
Y
2
2030-12-31
Fixed
6.000000000000
N
N
N
N
N
N
Tallgrass Energy Partners, LP and Tallgrass Energy Finance Corp.
549300IQ3DN0F3VERF65
TEP 6 09/01/31 144A
87470LAK7
1045000
PA
USD
910105.57
0.2641769212
Long
DBT
CORP
US
Y
2
2031-09-01
Fixed
6.000000000000
N
N
N
N
N
N
Tegna Inc
549300YC5EDBGX85AO10
TGNA 4.625 03/15/28
87901JAJ4
2742000
PA
USD
2371830
0.6884725988
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.625000000000
N
N
N
N
N
N
Telesat Canada /Telesat LLC
5493004V5GLBY6SO5Y34
TELSAT 5.625 12/06/26 144A
87952VAR7
3545000
PA
USD
2437187.5
0.7074439618
Long
DBT
CORP
CA
Y
2
2026-12-06
Fixed
5.625000000000
N
N
N
N
N
N
Tennessee Merger Sub, Inc.
549300PVTQ4UDTTMQT11
TMH 6.375 02/01/25 144A
88047PAA2
2761000
PA
USD
2134651.72
0.6196267090
Long
DBT
CORP
US
Y
2
2025-02-01
Fixed
6.375000000000
N
N
N
N
N
N
TerraForm Power Operating, LLC
5493000S2OLR3UT5BE13
TERP 5 01/31/28 144A
88104LAE3
2582000
PA
USD
2343165
0.6801519911
Long
DBT
CORP
US
Y
2
2028-01-31
Fixed
5.000000000000
N
N
N
N
N
N
THOMPSON PARK CLO LTD
N/A
TPRK 2021-1A E
884886AA0
500000
PA
USD
480334
0.1394268549
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-17
Floating
11.570290000000
N
N
N
N
N
N
THOMPSON PARK CLO LTD
N/A
TPRK 2021-1A SUB
884886AC6
525000
PA
USD
433308.23
0.1257766548
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-17
Floating
18.143943100000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TDG 6.75 08/15/28 144A
893647BR7
160000
PA
USD
157526.33
0.0457252677
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
6.750000000000
N
N
N
N
N
N
Transocean Inc.
DOL4HJ22ADYSIWES4H94
RIG 6.8 03/15/38
893830AT6
3621000
PA
USD
2784730.05
0.8083253583
Long
DBT
CORP
KY
N
2
2038-03-15
Fixed
6.800000000000
N
N
N
N
N
N
Transocean Inc.
DOL4HJ22ADYSIWES4H94
RIG 7.25 11/01/25 144A
893830BK4
914000
PA
USD
898010.95
0.2606662082
Long
DBT
CORP
KY
Y
2
2025-11-01
Fixed
7.250000000000
N
N
N
N
N
N
Transocean Inc.
DOL4HJ22ADYSIWES4H94
RIG 11.5 01/30/27 144A
893830BQ1
667000
PA
USD
699516.25
0.2030490257
Long
DBT
CORP
KY
Y
2
2027-01-30
Fixed
11.500000000000
N
N
N
N
N
N
Trident TPI Holdings Inc
549300TPLK304J3RNC85
TEKNI 12.75 12/31/28 144A
89616RAC3
1878000
PA
USD
1962510
0.5696590227
Long
DBT
CORP
US
Y
2
2028-12-31
Fixed
12.750000000000
N
N
N
N
N
N
Tronox Incorporated
549300EPZ4YXC7E5P181
TROX 4.625 03/15/29 144A
897051AC2
1933000
PA
USD
1559147.4
0.4525747049
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
4.625000000000
N
N
N
N
N
N
Tutor Perini Corporation
549300FHXYVPW8LJ6D98
Tutor Perini Corporation COM USD1
901109108
28087
NS
USD
219921.21
0.0638366691
Long
EC
CORP
US
N
1
N
N
N
Tutor Perini Corporation
549300FHXYVPW8LJ6D98
TPC 6.875 05/01/25 144A
901109AF5
3412000
PA
USD
3121485.64
0.9060756170
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
6.875000000000
N
N
N
N
N
Coherent Corp
549300O5C25A0MMHHU33
COHR 5 12/15/29 144A
902104AC2
1217000
PA
USD
1055187.68
0.3062899973
Long
DBT
CORP
US
Y
2
2029-12-15
Fixed
5.000000000000
N
N
N
N
N
N
Unifrax Escrow Issuer Corp.
549300RRU6BWJLD0YT71
FRAX 5.25 09/30/28 144A
90473LAA0
954636
PA
USD
679864.93
0.1973448245
Long
DBT
CORP
US
Y
2
2028-09-30
Fixed
5.250000000000
N
N
N
N
N
N
United Air Lines, Inc.
K1OQBWM7XEOO08LDNP29
UAL 4.375 04/15/26 144a
90932LAG2
512000
PA
USD
473448.35
0.1374281529
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
4.375000000000
N
N
N
N
N
N
United Air Lines, Inc.
K1OQBWM7XEOO08LDNP29
UAL 4.625 04/15/29 144A
90932LAH0
208000
PA
USD
179432.78
0.0520840669
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.625000000000
N
N
N
N
N
N
United Shore Financial Service Llc
549300HW662MN1WU8550
UWMLLC 5.5 11/15/25 144A
91153LAA5
373000
PA
USD
354295.32
0.1028415273
Long
DBT
CORP
US
Y
2
2025-11-15
Fixed
5.500000000000
N
N
N
N
N
N
United Wholesale Mortgage LLC
549300HW662MN1WU8550
UWMLLC 5.5 04/15/29 144A
913229AA8
137000
PA
USD
115765
0.0336031800
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
5.500000000000
N
N
N
N
N
N
United Wholesale Mortgage LLC
549300HW662MN1WU8550
UWMLLC 5.75 06/15/27 144A
913229AC4
1581000
PA
USD
1430963.1
0.4153665668
Long
DBT
CORP
US
Y
2
2027-06-15
Fixed
5.750000000000
N
N
N
N
N
N
VZ Secured Financing BV
549300MG611MYCOWY949
ZIGGO 5 01/15/32 144a
91845AAA3
725000
PA
USD
569514.98
0.1653134745
Long
DBT
CORP
NL
Y
2
2032-01-15
Fixed
5.000000000000
N
N
N
N
N
N
Vici Properties Inc
254900X4QE7SGKQLLN38
VICI 4.625 12/01/29 144A
92564RAB1
46000
PA
USD
40804.3
0.0118442900
Long
DBT
CORP
US
Y
2
2029-12-01
Fixed
4.625000000000
N
N
N
N
N
N
Vici Properties Inc
254900X4QE7SGKQLLN38
VICI 3.75 02/15/27 144A
92564RAD7
1810000
PA
USD
1642581.7
0.4767932321
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
3.750000000000
N
N
N
N
N
N
Vici Properties Inc
254900X4QE7SGKQLLN38
VICI 4.125 08/15/30 144A
92564RAE5
1801000
PA
USD
1531534.38
0.4445594561
Long
DBT
CORP
US
Y
2
2030-08-15
Fixed
4.125000000000
N
N
N
N
N
N
Victorias Secret and Co
5493006T3O70U3UWVF17
VSCO 4.625 07/15/29 144A
926400AA0
1049000
PA
USD
760449.58
0.2207361820
Long
DBT
CORP
US
Y
2
2029-07-15
Fixed
4.625000000000
N
N
N
N
N
N
Viking Cruises, Ltd.
549300IJP90T4MV2GL84
VIKCRU 5.875 09/15/27 144A
92676XAD9
2373000
PA
USD
2165837.1
0.6286789090
Long
DBT
CORP
BM
Y
2
2027-09-15
Fixed
5.875000000000
N
N
N
N
N
N
Viking Cruises, Ltd.
549300IJP90T4MV2GL84
VIKCRU 9.125 07/15/31 144A
92676XAG2
434000
PA
USD
434945.26
0.1262518366
Long
DBT
CORP
BM
Y
2
2031-07-15
Fixed
9.125000000000
N
N
N
N
N
N
Chesapeake Energy Corporation
X2MT1W32SPAZ9WSKLE78
CHK 6.75 04/15/29 144A
92735LAA0
-675000
PA
USD
-660014.46
-0.1915828160
Short
DBT
CORP
US
Y
2
2029-04-15
Fixed
6.750000000000
N
N
N
N
N
N
Virgin Media Finance PLC
2138001LVYC87DDHT482
VMED 5 07/15/30 144A
92769VAJ8
338000
PA
USD
265703.08
0.0771258016
Long
DBT
CORP
GB
Y
2
2030-07-15
Fixed
5.000000000000
N
N
N
N
N
N
Virgin Media Sec Finance PLC
213800X3RLP4NOTPY579
VMED 4.5 08/15/30 144A
92769XAR6
131000
PA
USD
108176.04
0.0314003278
Long
DBT
CORP
GB
Y
2
2030-08-15
Fixed
4.500000000000
N
N
N
N
N
N
Virgin Media Vendor Financing Notes IV Designated Activity Company
635400ZZNJSEA4CAJR23
VMED 5 07/15/28 144A
92770QAA5
1090000
PA
USD
940406.33
0.2729723420
Long
DBT
CORP
IE
Y
2
2028-07-15
Fixed
5.000000000000
N
N
N
N
N
N
VistaJet Malta Finance PLC and XO Management Holding Inc
5299001UK94VGT0CPQ36
VSTJET 6.375 02/01/30 144A
92840JAB5
1901000
PA
USD
1468376.5
0.4262265782
Long
DBT
CORP
MT
Y
2
2030-02-01
Fixed
6.375000000000
N
N
N
N
N
N
Vistra Operations Co LLC
549300ZH5GKBTJZ7NM23
VST 5.625 02/15/27 144A
92840VAB8
1350000
PA
USD
1280357.82
0.3716502767
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
5.625000000000
N
N
N
N
N
N
Vistra Operations Co LLC
549300ZH5GKBTJZ7NM23
VST 4.3 07/15/29 144A
92840VAE2
466000
PA
USD
407529.4
0.1182938175
Long
DBT
CORP
US
Y
2
2029-07-15
Fixed
4.300000000000
N
N
N
N
N
N
Vistra Operations Co LLC
549300ZH5GKBTJZ7NM23
VST 5 07/31/27 144A
92840VAF9
1000000
PA
USD
919370.5
0.2668662583
Long
DBT
CORP
US
Y
2
2027-07-31
Fixed
5.000000000000
N
N
N
N
N
N
Vistajet Malta Finance Plc/Vista Management Holding Inc.
5299001UK94VGT0CPQ36
VSTJET 9.5 06/01/28 144A
92841HAA0
1075000
PA
USD
943647.05
0.2739130279
Long
DBT
CORP
MT
Y
2
2028-06-01
Fixed
9.500000000000
N
N
N
N
N
N
VMED O2 UK Financing I PLC
213800MRR46ECNGZ7L69
VMED 4.25 01/31/31 144A
92858RAA8
400000
PA
USD
318843.7
0.0925509631
Long
DBT
CORP
GB
Y
2
2031-01-31
Fixed
4.250000000000
N
N
N
N
N
N
Voya Clo 2020-3 Ltd / Llc
N/A
VOYA 2020-3A ER
92918KAE3
1000000
PA
USD
902462
0.2619582173
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-20
Floating
11.650430000000
N
N
N
N
N
N
VOYA CLO LTD
N/A
VOYA 2021-1A E
92918PAA0
850000
PA
USD
775535.75
0.2251152542
Long
ABS-CBDO
CORP
KY
Y
2
2034-07-17
Floating
11.610290000000
N
N
N
N
N
N
W. R. Grace Holdings Llc
549300WNOVFRGYOAEB12
GRA 5.625 08/15/29 144A
92943GAA9
2207000
PA
USD
1784911.25
0.5181073209
Long
DBT
CORP
US
Y
2
2029-08-15
Fixed
5.625000000000
N
N
N
N
N
N
AFG RECEIVABLES TRUST
N/A
AFG HOLDINGS INC PP 99Z06TD2
931WDL905
14309
NS
USD
143.09
0.0000415348
Long
EC
CORP
US
N
2
N
N
N
ASCENT RESOURCES LLC
N/A
ASCENT RESOURCES MARCELLUS HOL COMMON STOCK
934UPQ902
187384
NS
USD
0
0.0000000000
Long
EC
CORP
US
N
2
N
N
N
WELLFLEET CLO 2020-1 LTD
2549001JCRYETQY84B65
WELF 2020-1A SUB
94949HAA7
280000
PA
USD
147276.36
0.0427500024
Long
ABS-CBDO
CORP
KY
Y
2
2033-04-15
Floating
15.409863900000
N
N
N
N
N
N
Wellfleet Clo. Ltd
254900IGQ7EODCWHCM84
WELF 2019-1A D
94950QAA3
250000
PA
USD
195611.75
0.0567803468
Long
ABS-CBDO
CORP
KY
Y
2
2032-07-20
Floating
12.150430000000
N
N
N
N
N
N
Wellfleet Clo 2018-3 Ltd / Llc
254900LA1TLPGMVIGC76
WELF 2018-3A D
94951EAA9
250000
PA
USD
198149
0.0575168359
Long
ABS-CBDO
CORP
KY
Y
2
2032-01-20
Floating
11.500430000000
N
N
N
N
N
N
Wellfleet Clo 2018-3 Ltd / Llc
254900LA1TLPGMVIGC76
WELF 2018-3A SUB
94951EAC5
250000
PA
USD
47062.75
0.0136609343
Long
ABS-CBDO
CORP
KY
Y
2
2032-01-20
Floating
7.428331400000
N
N
N
N
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
WES 5.25 02/01/50
958667AA5
2050000
PA
USD
1596935.04
0.4635433472
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
5.250000000000
N
N
N
N
N
N
Wolverine World Wide, Inc.
549300OVC7PK14LQ8D87
WWW 4 08/15/29 144A
978097AG8
3734000
PA
USD
2765960.5
0.8028771091
Long
DBT
CORP
US
Y
2
2029-08-15
Fixed
4.000000000000
N
N
N
N
N
N
Zayo Group Holdings Inc
529900Z6OTS7RT0V0I47
ZAYO 4 03/01/27 144A
98919VAA3
2275000
PA
USD
1687790.45
0.4899160047
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
4.000000000000
N
N
N
N
N
N
Ziggo Bond Company B.V.
213800JYI4P7V5QDOG59
ZIGGO 6 01/15/27 144A
98954UAB9
481000
PA
USD
440341.84
0.1278183053
Long
DBT
CORP
NL
Y
2
2027-01-15
Fixed
6.000000000000
N
N
N
N
N
N
THE OPTIONS CLEARING CORPORATION
549300CII6SLYGKNHA04
HYG A 2023-10-20 PUT 70
N/A
-100
NC
USD
-400
-0.0001161083
N/A
DE
CORP
US
N
1
Pershing LLC
ZI8Q1A8EI8LQFJNM0D94
Put
Written
iShares iBoxx High Yield Corporate Bond ETF
iShares iBoxx High Yield Corporate Bond ETF
100
70.000000000000
USD
2023-10-20
XXXX
2000
N
N
N
THE OPTIONS CLEARING CORPORATION
549300CII6SLYGKNHA04
HYG A 2023-10-20 PUT 73
N/A
100
NC
USD
3800
0.0011030284
N/A
DE
CORP
US
N
1
Pershing LLC
ZI8Q1A8EI8LQFJNM0D94
Put
Purchased
iShares iBoxx High Yield Corporate Bond ETF
iShares iBoxx High Yield Corporate Bond ETF
100
73.000000000000
USD
2023-10-20
XXXX
-4000
N
N
N
THE OPTIONS CLEARING CORPORATION
549300CII6SLYGKNHA04
NFE A 2023-12-15 CALL 35
N/A
1000
NC
USD
195000
0.0566027737
N/A
DE
CORP
US
N
1
Pershing LLC
ZI8Q1A8EI8LQFJNM0D94
Call
Purchased
New Fortress Energy Inc.
New Fortress Energy Inc.
100
35.000000000000
USD
2023-12-15
XXXX
60833.6
N
N
N
THE OPTIONS CLEARING CORPORATION
549300CII6SLYGKNHA04
VIX E 2023-10-18 CALL 30
N/A
200
NC
USD
5600
0.0016255156
N/A
DE
CORP
US
N
1
Pershing LLC
ZI8Q1A8EI8LQFJNM0D94
Call
Purchased
CBOE Volatility Index
CBOE Volatility Index
100
30.000000000000
USD
2023-10-18
XXXX
-200
N
N
N
THE OPTIONS CLEARING CORPORATION
549300CII6SLYGKNHA04
VIX E 2023-10-18 CALL 40
N/A
-200
NC
USD
-2800
-0.0008127578
N/A
DE
CORP
US
N
1
Pershing LLC
ZI8Q1A8EI8LQFJNM0D94
Call
Written
CBOE Volatility Index
CBOE Volatility Index
100
40.000000000000
USD
2023-10-18
XXXX
-400
N
N
N
Telenet Finance Luxembourg Notes S.A.R.L
2138007RI9GLJPCC3E25
TNETBB 5.5 03/01/28 144A
N/A
1200000
PA
USD
1080000
0.3134922852
Long
DBT
CORP
LU
Y
2
2028-03-01
Fixed
5.500000000000
N
N
N
N
N
N
Tele Columbus AG
3912004GMFDLY04RUQ19
TCGR 3.875 05/02/25 144A
N/A
350000
PA
212771.56
0.0617613357
Long
DBT
CORP
DE
Y
2
2025-05-02
Fixed
3.875000000000
N
N
N
N
N
N
Summer (BC) Holdco B S.a r.l.
984500NRF59D5DB9B654
KANGRP 5.75 10/31/26 144A
N/A
750000
PA
726528.98
0.2108900279
Long
DBT
CORP
LU
Y
2
2026-10-31
Fixed
5.750000000000
N
N
N
N
N
N
ClubCorp
549300XWSO7KBICXNW37
ClubCorp Term Loan B 275 2024-09-01
18948TAB9
1839130.55
PA
USD
1806945.77
0.5245032950
Long
LON
CORP
US
N
2
2024-09-01
Floating
5.090000000000
N
N
N
N
N
N
Pes Holdings Llc
N/A
PHIENE L 12/31/22 4
71571EAD1
856377.89
PA
USD
21409.45
0.0062145346
Long
LON
CORP
US
N
2
2023-12-29
Variable
N/A
N
N
N
N
N
N
NEP Group
N/A
NEP Group First-lien Term Loan 325 2025-09-22
62908HAD7
2917965.2
PA
USD
2814027.28
0.8168294838
Long
LON
CORP
US
N
2
2025-09-22
Floating
5.660000000000
N
N
N
N
N
N
Unifrax
549300RRU6BWJLD0YT71
Unifrax First-lien Term Loan 375 2025-10-10
00216UAC7
833687.13
PA
USD
775762.55
0.2251810875
Long
LON
CORP
US
N
2
2025-10-10
Floating
6.200000000000
N
N
N
N
N
N
Froneri
N/A
Froneri First-lien Term Loan 225 2027-01-08
G3679YAC6
628875
PA
USD
623655.34
0.1810288312
Long
LON
CORP
US
N
2
2027-01-08
Floating
4.040000000000
N
N
N
N
N
N
Telenet
N/A
Telenet Term Loan B 200 2028-04-19
B9000TBJ3
370000
PA
USD
359710.3
0.1044133370
Long
LON
CORP
US
N
2
2028-04-19
Floating
3.800000000000
N
N
N
N
N
N
Station Casinos
N/A
Station Casinos Term Loan B 225 2023-06-01
85769EAZ4
1391640.83
PA
USD
1387535.49
0.4027608069
Long
LON
CORP
US
N
2
2023-06-01
Floating
4.010000000000
N
N
N
N
N
N
Gainwell Technologies (fka Milano Acqusition/DXC State & Local HHS)
N/A
Gainwell Technologies (fka Milano Acqusition/DXC State & Local HHS) First-lien Term Loan 400 2027-08-03
59909TAC8
676472.48
PA
USD
658924.79
0.1912665168
Long
LON
CORP
US
N
2
2027-08-03
Floating
4.280000000000
N
N
N
N
N
N
Virgin Media
N/A
Virgin Media Term Loan B 325 2029-01-01
G9368PBE3
480000
PA
USD
467668.8
0.1357505193
Long
LON
CORP
US
N
2
2029-01-01
Floating
3.490000000000
N
N
N
N
N
N
AlixPartners
5493005G2MHUFTGARL57
AlixPartners Term Loan B 275 2028-01-18
01642PBB1
1878376.7
PA
USD
1875559.14
0.5444197414
Long
LON
CORP
US
N
2
2028-01-18
Floating
2.970000000000
N
N
N
N
N
N
Galderma (Nestle Skin Health)
254900CHQOBZNYV4DY60
Galderma (Nestle Skin Health) Term Loan B 375 2026-07-01
L8908YAE8
965250
PA
USD
963107.15
0.2795617234
Long
LON
CORP
US
N
2
2026-07-01
Floating
3.930000000000
N
N
N
N
N
N
Organon & Co
549300AMCKY57OK2CO56
Organon & Co Term Loan B 300 2028-03-21
68621XAE3
647818.03
PA
USD
645874.58
0.1874784241
Long
LON
CORP
US
N
2
2028-03-21
Floating
3.190000000000
N
N
N
N
N
N
United Airlines
K1OQBWM7XEOO08LDNP29
United Airlines Term Loan B 375 2028-04-10
90932RAJ3
766340.05
PA
USD
766516.31
0.2224971756
Long
LON
CORP
US
N
2
2028-04-10
Floating
3.930000000000
N
N
N
N
N
N
Univision Communications
549300YQDE2JSGTL8V47
Univision Communications Term Loan B 325 2026-03-01
914908BC1
1923440.23
PA
USD
1917189.05
0.5565036818
Long
LON
CORP
US
N
2
2026-03-01
Floating
3.380000000000
N
N
N
N
N
N
Pretium Packaging
254900S6SXME9YWLU075
Pretium Packaging First-lien Term Loan 400 2028-09-06
74142KAF6
1150064.72
PA
USD
694466.58
0.2015832547
Long
LON
CORP
US
N
2
2028-09-06
Floating
4.120000000000
N
N
N
N
N
N
Gulf Finance LLC
549300GL13V5C6ULWJ40
Gulf Finance LLC Term Loan B 675 2026-08-01
40227UAC0
2002261.78
PA
USD
2004043.79
0.5817150623
Long
LON
CORP
US
N
2
2026-08-01
Floating
6.870000000000
N
N
N
N
N
N
Freeport LNG Investments LP
549300LR5YVRZH4YPQ33
FLIQII L 11/16/26 1
N/A
1449890.86
PA
USD
1420893.04
0.4124435241
Long
LON
CORP
US
N
2
2026-11-16
Variable
11.633440000000
N
N
N
N
N
N
Quest/One Identity
54930052G52L5K3UK623
Quest/One Identity Second-lien Term Loan 750 2030-01-01
G7314UAB8
657085.29
PA
USD
446818
0.1296981443
Long
LON
CORP
US
N
2
2030-01-01
Floating
7.820000000000
N
N
N
N
N
N
TransDigm
88Q84GB3X55CF5OC7582
TransDigm Term Loan I (Incremental) 325 2028-08-01
89364MBZ6
837421.11
PA
USD
837287.12
0.2430398635
Long
LON
CORP
US
N
2
2028-08-01
Floating
8.110000000000
N
N
N
N
N
N
Avaya Inc.
J6LB5QIFSP2MFEFG4U76
AVYA L 08/01/28 1
05349UBN1
1207042.65
PA
USD
1062197.53
0.3083247509
Long
LON
CORP
US
N
2
2028-08-01
Variable
13.133520000000
N
N
N
N
N
N
Open Text
549300HP7ONDQODZJV16
Open Text Term Loan B 275 2030-01-01
68371YAP8
1295000
PA
USD
1278812.5
0.3712017157
Long
LON
CORP
US
N
2
2030-01-01
Floating
8.220000000000
N
N
N
N
N
N
Chemours Company
549300M1BOLNXL8DOV14
Chemours Company Term Loan B 350 2028-07-29
16384YAJ6
555703.76
PA
USD
555453.69
0.1612318950
Long
LON
CORP
US
N
2
2028-07-29
Floating
8.870000000000
N
N
N
N
N
N
Alight Solutions (FKA Tempo Acquisition)
549300VV0B2RPMHQGA61
Alight Solutions (FKA Tempo Acquisition) Term Loan B 275 2028-08-01
88023HAG5
948807.11
PA
USD
948807.11
0.2754108417
Long
LON
CORP
US
N
2
2028-08-01
Floating
8.160000000000
N
N
N
N
N
N
WorldPay
254900HJTH4LRJB6QF88
WorldPay Term Loan B 300 2030-09-10
92943EAC0
1010000
PA
USD
1009262.7
0.2929593242
Long
LON
CORP
US
N
2
2030-09-10
Floating
8.400000000000
N
N
N
N
N
N
Summer BidCo BV
724500EOJYP21L3XM206
ADRBID 9 11/15/25 144A
N/A
1033108.14
PA
1056178.63
0.3065776410
Long
DBT
CORP
NL
Y
2
2025-11-15
Fixed
9.000000000000
N
N
Y
N
N
N
Cullinan Holdco SCSp
549300F81ZP47K818173
GRAANU 4.625 10/15/26 144A
N/A
680000
PA
525969.19
0.1526734105
Long
DBT
CORP
LU
Y
2
2026-10-15
Fixed
4.625000000000
N
N
N
N
N
N
BCP V Modular Services Finance II PLC
213800227GGD6UI7PI97
MODULA 4.75 11/30/28 144A
N/A
1000000
PA
884104.17
0.2566294783
Long
DBT
CORP
GB
Y
2
2028-11-30
Fixed
4.750000000000
N
N
N
N
N
N
Iqvia Inc
549300PLWY28YB00C717
IQV 2.875 06/15/28 144A
N/A
1000000
PA
940373.13
0.2729627050
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
2.875000000000
N
N
N
N
N
N
Iron Mountain Europe PLC
213800OT3BUEZ7P7XW26
IRM 3.875 11/15/25 144a
N/A
250000
PA
287487.98
0.0834493183
Long
DBT
CORP
GB
Y
2
2025-11-15
Fixed
3.875000000000
N
N
N
N
N
N
N/A
N/A
USD/GBP FWD 20231016 00052196
N/A
303814.3
NC
USD
7086.33
0.0020569535
N/A
DFE
CORP
US
N
2
Wells Fargo Securities LLC
VYVVCKR63DVZZN70PB21
243174
GBP
303814.3
USD
2023-10-16
7086.33
N
N
N
ICE Clear Credit LLC
T33OE4AS4QXXS2TT7X50
CDX HY CDSI S35 5Y 12/20/2025
N/A
1
NC
USD
-18275.22
-0.0053047597
N/A
DCR
CORP
US
N
2
Wells Fargo Securities LLC
VYVVCKR63DVZZN70PB21
CDX North American High Yield Series S39 5Y
CDX.NA.HY S35 5Y
Y
Payment only if a credit event occurs
2025-12-20
0.000000000000
USD
26212.270000000000
USD
562795.38
USD
7937.05
N
N
N
DRYDEN 98 CLO LTD
N/A
DRSLF 2022-98X SUB
G2851CAB8
650000
PA
USD
446000.75
0.1294609206
Long
ABS-CBDO
CORP
KY
Y
2
2035-04-20
Floating
19.293483400000
N
N
N
N
N
N
Madison Park Funding Lix Ltd / Llc
N/A
MDPK 2021-59X SUB
G57038AB0
1000000
PA
USD
763446
0.2216059548
Long
ABS-CBDO
CORP
KY
Y
2
2034-01-18
Floating
26.453649400000
N
N
N
N
N
N
Voya CLO Limited
N/A
VOYA 2019-4X ER
G9411CAC4
250000
PA
USD
224871.75
0.0652736655
Long
ABS-CBDO
CORP
KY
Y
2
2035-01-16
Floating
11.970289900000
N
N
N
N
N
N
Emerald Debt Merger Sub L.L.C. / Emerald Co-Issuer Inc
98450099EE3A0ZD5F786
EMECLI 6.375 12/15/30 144a
N/A
1511000
PA
1591657.88
0.4620115426
Long
DBT
CORP
US
Y
2
2030-12-15
Fixed
6.375000000000
N
N
N
N
N
N
Lottomatica S.p.A.
81560046335277E43118
GAMENT 7.125 06/01/28 144A
N/A
1418000
PA
1529164.11
0.4438714363
Long
DBT
CORP
IT
Y
2
2028-06-01
Fixed
7.125000000000
N
N
N
N
N
N
2023-11-22
Touchstone Funds Group Trust
Terrie A. Wiedenheft
Terrie A. Wiedenheft
Controller & Treasurer