0001752724-22-015913.txt : 20220127
0001752724-22-015913.hdr.sgml : 20220127
20220127162444
ACCESSION NUMBER: 0001752724-22-015913
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211130
FILED AS OF DATE: 20220127
PERIOD START: 20220531
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: SEI INSTITUTIONAL INVESTMENTS TRUST
CENTRAL INDEX KEY: 0000939934
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0531
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-07257
FILM NUMBER: 22563486
BUSINESS ADDRESS:
STREET 1: 1 FREEDOM VALLEY DRIVE
CITY: OAK
STATE: PA
ZIP: 19456
BUSINESS PHONE: 610 676-3097
MAIL ADDRESS:
STREET 1: 1 FREEDOM VALLEY DRIVE
CITY: OAK
STATE: PA
ZIP: 19456
0000939934
S000006763
SIIT HIGH YIELD BOND FUND
C000018352
SIIT HIGH YIELD BOND FUND - CLASS A
SGYAX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000939934
XXXXXXXX
S000006763
C000018352
SEI INSTITUTIONAL INVESTMENTS TRUST
811-07257
0000939934
0N2JSH1PTH72JCCP2A88
ONE FREEDOM VALLEY DRIVE
OAKS
19456
8003425734
SIIT HIGH YIELD BOND FUND
S000006763
OWDWVGRPMAD2237YNC61
2022-05-31
2021-11-30
N
2792420445.24
46397702.52
2746022742.72
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
6584.79000000
USD
N
Studio City Finance Limited
254900D6R731QAUIG324
STUDIO CITY FINANCE LTD 144A 5.000000% 01/15/2029
86389QAG7
4170000.00000000
PA
USD
3773850.00000000
0.137429670238
Long
DBT
NUSS
MO
N
2
2029-01-15
Fixed
5.00000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATING COMPANY INC.
5493003EG7H0N1E4XV50
HILTON DOMESTIC OPERATING CO INC 144A 5.375000% 05/01/2025
432833AG6
114000.00000000
PA
USD
117905.64000000
0.004293687672
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.37500000
N
N
N
N
N
N
COINBASE GLOBAL, INC.
5493004G3J2SC154DU06
COINBASE GLOBAL INC 144A 3.375000% 10/01/2028
19260QAC1
3020000.00000000
PA
USD
2838800.00000000
0.103378604839
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
3.37500000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HOLDINGS, INC.
N/A
CLEAR CHANNEL OUTDOOR HOLDINGS INC 144A 7.500000% 06/01/2029
18453HAD8
817000.00000000
PA
USD
839467.50000000
0.030570303986
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
7.50000000
N
N
N
N
N
N
EQT CORPORATION
4NT01YGM4X7ZX86ISY52
EQT CORP 3.900000% 10/01/2027
26884LAF6
230000.00000000
PA
USD
239784.20000000
0.008732054409
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.90000000
N
N
N
N
N
N
S&S HOLDINGS LLC
N/A
S&S HOLDINGS LLC 3/11/2028
78524HAB1
1645990.00000000
PA
USD
1639817.54000000
0.059716094644
Long
LON
US
N
2
2028-03-11
Floating
5.50000080
N
N
N
N
N
N
ANGI GROUP, LLC
N/A
ANGI GROUP LLC 144A 3.875000% 08/15/2028
001846AA2
2292000.00000000
PA
USD
2177033.28000000
0.079279506543
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
3.87500000
N
N
N
N
N
N
ON SEMICONDUCTOR CORPORATION
ZV20P4CNJVT8V1ZGJ064
ON SEMICONDUCTOR CORP 144A 3.875000% 09/01/2028
682189AQ8
853000.00000000
PA
USD
867833.67000000
0.031603295067
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.87500000
N
N
N
N
N
N
CONDUENT BUSINESS SERVICES, LLC
54930026CNAIP718XD30
CONDUENT BUSINESS SERVICES LLC / CONDUENT STATE & 6.000000% 11/01/2029
20679LAB7
530000.00000000
PA
USD
524037.50000000
0.019083509100
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
6.00000000
N
N
N
N
N
N
Valaris Limited
N/A
VALARIS LTD COMMON STOCK
G9460G101
10890.00000000
NS
USD
338243.40000000
0.012317574604
Long
EC
US
N
1
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 8.875000% 07/15/2030
674599EA9
3431000.00000000
PA
USD
4505503.43000000
0.164073784237
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
8.87500000
N
N
N
N
N
N
Cincinnati Bell 11/21 TLB2
N/A
Cincinnati Bell 11/21 TLB2 11/17/2028
N/A
180000.00000000
PA
USD
179100.00000000
0.006522160112
Long
LON
US
N
2
2028-11-17
Floating
0.00000000
N
N
N
N
N
N
EAST VALLEY TOURIST DEVELOPMENT AUTHORITY
N/A
EAST VALLEY TOURIST DEVELOPMENT AUTHORITY 3/7/2022
27571VAD5
4745541.33000000
PA
USD
4733677.48000000
0.172383039891
Long
LON
US
N
3
2022-03-07
Floating
9.00000000
N
N
N
N
N
N
KENNEDY-WILSON, INC.
5EA4464UK7FM5QNNKL62
KENNEDY-WILSON INC 5.000000% 03/01/2031
489399AM7
170000.00000000
PA
USD
173615.90000000
0.006322449457
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
5.00000000
N
N
N
N
N
N
STEVENS HOLDING COMPANY, INC.
N/A
STEVENS HOLDING CO INC 144A 6.125000% 10/01/2026
86024TAA5
370000.00000000
PA
USD
395900.00000000
0.014417214899
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
6.12500000
N
N
N
N
N
N
NETFLIX, INC.
549300Y7VHGU0I7CE873
NETFLIX INC 5.875000% 11/15/2028
64110LAT3
713000.00000000
PA
USD
853375.44000000
0.031076779763
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.87500000
N
N
N
N
N
N
IHO Verwaltungs GmbH
529900JL0HDVGZMUJF32
IHO VERWALTUNGS GMBH 144A 6.375000% 05/15/2029
44963BAD0
835000.00000000
PA
USD
903386.51000000
0.032897998109
Long
DBT
NUSS
DE
N
2
2029-05-15
Fixed
6.37500000
N
N
Y
N
N
N
BOARDRIDERS, INC.
N/A
BOARDRIDERS, INC. 4/23/2024
09660JAF7
2918218.57000000
PA
USD
2863501.97000000
0.104278159297
Long
LON
US
N
2
2024-04-23
Floating
9.00000000
N
N
N
N
N
N
ROLLS-ROYCE PLC
X57JK1U580XATGR67572
ROLLS-ROYCE PLC 144A 5.750000% 10/15/2027
77578JAC2
3495000.00000000
PA
USD
3848868.75000000
0.140161575872
Long
DBT
NUSS
GB
N
2
2027-10-15
Fixed
5.75000000
N
N
N
N
N
N
PAR PHARMACEUTICAL, INC.
N/A
PAR PHARMACEUTICAL INC 144A 7.500000% 04/01/2027
69888XAA7
5365000.00000000
PA
USD
5408805.23000000
0.196968697522
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.50000000
N
N
N
N
N
N
SUGARHOUSE HSP GAMING PROP. MEZZ, L.P.
549300BND6SAKKOQWR95
SUGARHOUSE HSP GAMING PROP MEZZ LP / SUGARHOUSE HS 5.875000% 05/15/2025
865033AC8
3790000.00000000
PA
USD
3781624.10000000
0.137712774230
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
5.87500000
N
N
N
N
N
N
NUSTAR LOGISTICS, L.P.
N62BF2PKP51FIIOIUN20
NUSTAR LOGISTICS LP 5.625000% 04/28/2027
67059TAE5
80000.00000000
PA
USD
81700.00000000
0.002975212066
Long
DBT
CORP
US
N
2
2027-04-28
Fixed
5.62500000
N
N
N
N
N
N
AADVANTAGE LOYALITY IP LTD.
N/A
AADVANTAGE LOYALITY IP LTD. 4/20/2028
02376CBJ3
5672000.00000000
PA
USD
5818507.76000000
0.211888549555
Long
LON
US
N
2
2028-04-20
Floating
5.50000080
N
N
N
N
N
N
TENET HEALTHCARE CORPORATION
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP 144A 4.625000% 06/15/2028
88033GDG2
3543000.00000000
PA
USD
3615312.63000000
0.131656325119
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.62500000
N
N
N
N
N
N
GULFPORT ENERGY OPERATING CORPORATION
549300FJX18IDUFPHD40
GULFPORT ENERGY CORP 6 3/8 ESCROW
402635AP1
780000.00000000
PA
USD
37050.00000000
0.001349224076
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.00000000
N
N
N
N
N
N
PRESIDIO HOLDINGS INC
N/A
PRESIDIO HOLDINGS INC 144A 4.875000% 02/01/2027
74101XAE0
425000.00000000
PA
USD
429692.00000000
0.015647794656
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.87500000
N
N
N
N
N
N
CPI CG INC.
N/A
CPI CG INC 144A 8.625000% 03/15/2026
12598FAA7
1470000.00000000
PA
USD
1561875.00000000
0.056877715384
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.62500000
N
N
N
N
N
N
Atlas LuxCo 4 S.a r.l.
549300ONXPZT3KQZDR65
ALLIED UNIVERSAL HOLDCO LLC/ALLIED UNIVERSAL FINAN 4.625000% 06/01/2028
049362AA4
426000.00000000
PA
USD
412155.00000000
0.015009161926
Long
DBT
NUSS
US
N
2
2028-06-01
Fixed
4.62500000
N
N
N
N
N
N
OPEN TEXT HOLDINGS, INC.
N/A
OPEN TEXT HOLDINGS INC 144A 4.125000% 02/15/2030
683720AA4
4029000.00000000
PA
USD
4008855.00000000
0.145987683846
Long
DBT
NUSS
CA
N
2
2030-02-15
Fixed
4.12500000
N
N
N
N
N
N
FLEXENTIAL INTERMEDIATE CORPORATION
549300M6D163XS0DO113
FLEXENTIAL INTERMEDIATE CORP 144A 11.250000% 08/01/2024
33938DAA7
1399000.00000000
PA
USD
1496930.00000000
0.054512658497
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
11.25000000
N
N
N
N
N
N
HECLA MINING COMPANY
5493009Y6HOBZD1QD537
HECLA MINING CO 7.250000% 02/15/2028
422704AH9
1160000.00000000
PA
USD
1241200.00000000
0.045199916981
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
7.25000000
N
N
N
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP 144A 4.000000% 08/01/2028
143658BQ4
353000.00000000
PA
USD
343292.50000000
0.012501444167
Long
DBT
NUSS
US
N
2
2028-08-01
Fixed
4.00000000
N
N
N
N
N
N
LD HOLDINGS GROUP LLC
N/A
LD HOLDINGS GROUP LLC 144A 6.125000% 04/01/2028
521088AC8
2712000.00000000
PA
USD
2489344.80000000
0.090652737913
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
6.12500000
N
N
N
N
N
N
AETHON UNITED BR LP
5493007HPG2M9K9X5V41
AETHON UNITED BR LP / AETHON UNITED FINANCE CORP 1 8.250000% 02/15/2026
00810GAC8
1750000.00000000
PA
USD
1850625.00000000
0.067392923270
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
8.25000000
N
N
N
N
N
N
HOFFMASTER GROUP INC.
N/A
HOFFMASTER GROUP INC. 11/21/2023
43455JAT5
926703.12000000
PA
USD
847238.33000000
0.030853288897
Long
LON
US
N
2
2023-11-21
Floating
5.00000040
N
N
N
N
N
N
N/A
N/A
TRILOGY PRIVATE NOTES 10%
N/A
59653.08000000
PA
USD
59653.08000000
0.002172344717
Long
DBT
CORP
US
N
3
2023-05-15
Fixed
10.00000000
N
N
N
N
N
N
ALLEGHENY TECHNOLOGIES INCORPORATED
ZW1LRE7C3H17O2ZN9B45
ALLEGHENY TECHNOLOGIES INC 4.875000% 10/01/2029
01741RAL6
182000.00000000
PA
USD
179821.46000000
0.006548433019
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.87500000
N
N
N
N
N
N
IVY HILL MIDDLE MARKET CREDIT FUND, LTD.
N/A
IVY HILL MIDDLE MARKET CREDIT FUND XIV SERIES: 14A CLASS: SUB
46604GAB3
2164000.00000000
PA
USD
1363320.00000000
0.049647076070
Long
ABS-CBDO
CORP
US
N
3
2030-04-18
Fixed
0.00000000
N
N
N
N
N
N
SUNCOKE ENERGY, INC.
1KF1J2NXQE2PI0QOB943
SUNCOKE ENERGY INC 144A 4.875000% 06/30/2029
86722AAD5
0.23000000
PA
USD
0.22000000
0.000000008011
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
4.87500000
N
N
N
N
N
N
NESTLE SKIN HEALTH/SUNSHINE/GALDERMA 3/21 CL TLB3
N/A
NESTLE SKIN HEALTH/SUNSHINE/GALDERMA 3/21 CL TLB3 10/1/2026
L8908YAE8
1528320.00000000
PA
USD
1521534.26000000
0.055408654718
Long
LON
US
N
2
2026-10-01
Floating
4.50000000
N
N
N
N
N
N
JUMP FINANCIAL, LLC
N/A
JUMP FINANCIAL, LLC 8/7/2028
48138UAB3
4241000.00000000
PA
USD
4187987.50000000
0.152511027488
Long
LON
US
N
2
2028-08-07
Floating
3.99999960
N
N
N
N
N
N
SPECIALTY BUILDING PRODUCTS HOLDINGS, LLC
549300ICFD46O3KMJC06
SPECIALTY BUILDING PRODUCTS HOLDINGS LLC / SBP FIN 6.375000% 09/30/2026
84749AAA5
3062000.00000000
PA
USD
3173242.46000000
0.115557763256
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
6.37500000
N
N
N
N
N
N
NEIMAN MARCUS GROUP WARRANTS
N/A
NEIMAN MARCUS GROUP WARRANTS *
N/A
6679.00000000
NC
USD
130240.50000000
0.004742877689
N/A
DE
US
N
3
CORPORATE ACTION
N/A
Call
Purchased
N/A
N/A
6679.00000000
0.00000000
USD
2049-12-31
XXXX
130173.71000000
N
N
N
Precision Drilling Corporation
549300WF2OE8T5BP4B84
PRECISION DRILLING CORP 144A 6.875000% 01/15/2029
740212AM7
57000.00000000
PA
USD
55432.50000000
0.002018646791
Long
DBT
NUSS
CA
N
2
2029-01-15
Fixed
6.87500000
N
N
N
N
N
N
CASTLE US HOLDING CORPORATION
N/A
CASTLE US HOLDING CORP 144A 9.500000% 02/15/2028
14852LAA1
2110000.00000000
PA
USD
2215500.00000000
0.080680322327
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
9.50000000
N
N
N
N
N
N
Baffinland Iron Mines Corporation
N/A
BAFFINLAND IRON MINES CORP / BAFFINLAND IRON MINES 8.750000% 07/15/2026
056623AA9
4590000.00000000
PA
USD
4785075.00000000
0.174254747623
Long
DBT
NUSS
CA
N
2
2026-07-15
Fixed
8.75000000
N
N
N
N
N
N
MEDNAX, INC.
N/A
MEDNAX INC 144A 6.250000% 01/15/2027
58502BAC0
1570000.00000000
PA
USD
1638609.00000000
0.059672084083
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.25000000
N
N
N
N
N
N
OPTIV SECURITY INC./TERM LOAN
N/A
OPTIV SECURITY INC./TERM LOAN 2/1/2024
68404XAB2
2744961.43000000
PA
USD
2710072.97000000
0.098690842134
Long
LON
US
N
2
2024-02-01
Floating
4.25000160
N
N
N
N
N
N
NOVELIS CORPORATION
549300G5F3W3B52WYL23
NOVELIS CORP 144A 3.875000% 08/15/2031
670001AH9
144000.00000000
PA
USD
138960.00000000
0.005060409654
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
3.87500000
N
N
N
N
N
N
FORTERRA FINANCE, LLC
N/A
FORTERRA FINANCE LLC / FRTA FINANCE CORP 144A 6.500000% 07/15/2025
34962WAA2
285000.00000000
PA
USD
301031.25000000
0.010962445624
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.50000000
N
N
N
N
N
N
ENVISION HEALTHCARE CORPORATION
549300OL60X0LPKY8N60
ENVISION HEALTHCARE CORP 144A 8.750000% 10/15/2026
29373TAA2
4425000.00000000
PA
USD
2688187.50000000
0.097893854197
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
8.75000000
N
N
N
N
N
N
BELO CORP.
N/A
BELO CORP 7.250000% 09/15/2027
080555AF2
442000.00000000
PA
USD
510510.00000000
0.018590887542
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
7.25000000
N
N
N
N
N
N
DIVERSIFIED HEALTHCARE TRUST
N/A
DIVERSIFIED HEALTHCARE TRUST 4.375000% 03/01/2031
25525PAB3
1760000.00000000
PA
USD
1645635.20000000
0.059927952321
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.37500000
N
N
N
N
N
N
WINDSTREAM SERVICES WARRANTS
N/A
WINDSTREAM SERVICES WARRANTS *
N/A
50968.00000000
NC
USD
1019360.00000000
0.037121324020
N/A
DE
US
N
2
CORPORATE ACTION
N/A
Call
Purchased
N/A
N/A
50968.00000000
0.00000000
USD
2049-12-31
XXXX
573843.19000000
N
N
N
Clarios Global LP
549300474L1ZLXZY2P98
CLARIOS GLOBAL LP / CLARIOS US FINANCE CO 144A 6.250000% 05/15/2026
69867DAA6
2042000.00000000
PA
USD
2122066.82000000
0.077277831206
Long
DBT
NUSS
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
NIELSEN FINANCE LLC
UJ76Y189LDMPCOCW7204
NIELSEN FINANCE LLC / NIELSEN FINANCE CO 144A 5.875000% 10/01/2030
65409QBF8
661000.00000000
PA
USD
687691.18000000
0.025043171321
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
5.87500000
N
N
N
N
N
N
Owens & Minor, Inc.
549300LMT5KQQXCEZ733
OWENS & MINOR INC 144A 4.500000% 03/31/2029
690732AF9
398000.00000000
PA
USD
403403.85000000
0.014690477384
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
4.50000000
N
N
N
N
N
N
NEXSTAR MEDIA INC.
5493006PK6I4I2OOT688
NEXSTAR MEDIA INC 144A 4.750000% 11/01/2028
65336YAN3
3553000.00000000
PA
USD
3548024.02000000
0.129205922616
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
4.75000000
N
N
N
N
N
N
VISTRA OPERATIONS COMPANY LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATIONS CO LLC 144A 4.375000% 05/01/2029
92840VAH5
2520000.00000000
PA
USD
2472498.00000000
0.090039239716
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.37500000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST, INC.
BUGSFQZERKRBFWIG5267
STARWOOD PROPERTY TRUST INC 144A 5.500000% 11/01/2023
85571BAS4
2170000.00000000
PA
USD
2235100.00000000
0.081394081892
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
5.50000000
N
N
N
N
N
N
AMERICAN AXLE & MANUFACTURING, INC.
RY5TAKFOBLDUGX31MS24
AMERICAN AXLE & MANUFACTURING INC 5.000000% 10/01/2029
02406PBB5
360000.00000000
PA
USD
341550.00000000
0.012437988756
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
LIONS GATE CAPITAL HOLDINGS LLC
549300MWJHNLR35C0837
LIONS GATE CAPITAL HOLDINGS LLC 144A 5.500000% 04/15/2029
53627NAE1
1846000.00000000
PA
USD
1869075.00000000
0.068064804086
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
BLACKHAWK NETWORK 6/18 2ND LIEN COV-LITE
N/A
BLACKHAWK NETWORK 6/18 2ND LIEN COV-LITE 6/15/2026
N/A
2411797.50000000
PA
USD
2387679.53000000
0.086950464497
Long
LON
US
N
2
2026-06-15
Floating
7.12500120
N
N
N
N
N
N
MONITRONICS INTERNATIONAL, INC.
SCAKOG18M6QWWML8YF46
MONITRONICS ESCROW
609453AG0
10706000.00000000
PA
USD
0.01000000
0.000000000364
Long
DBT
CORP
US
N
3
2020-04-01
Fixed
9.12500000
Y
N
N
N
N
N
Eldorado Gold Corporation
5493004PWQ01YDD1IH62
ELDORADO GOLD CORP 144A 6.250000% 09/01/2029
284902AF0
1366000.00000000
PA
USD
1374701.42000000
0.050061545325
Long
DBT
NUSS
TR
N
2
2029-09-01
Fixed
6.25000000
N
N
N
N
N
N
UNITED AIRLINES, INC.
K1OQBWM7XEOO08LDNP29
UNITED AIRLINES INC 144A 4.375000% 04/15/2026
90932LAG2
4530000.00000000
PA
USD
4548029.40000000
0.165622422904
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
CDW LLC
549300RU2J599RPFD076
CDW LLC / CDW FINANCE CORP 3.250000% 02/15/2029
12513GBF5
270000.00000000
PA
USD
269959.50000000
0.009830927318
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
HOLOGIC, INC.
549300DYP6F5ZJL0LB74
HOLOGIC INC 144A 3.250000% 02/15/2029
436440AP6
1012000.00000000
PA
USD
993025.00000000
0.036162300644
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
GREIF, INC.
54930070FVGKR0Z1FI24
GREIF INC 144A 6.500000% 03/01/2027
397624AH0
580000.00000000
PA
USD
602446.00000000
0.021938856901
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
6.50000000
N
N
N
N
N
N
SM ENERGY COMPANY
84BUTVXV5ODI6BXNMH43
SM ENERGY CO 5.625000% 06/01/2025
78454LAL4
2235000.00000000
PA
USD
2212650.00000000
0.080576535859
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.62500000
N
N
N
N
N
N
CENTENE CORPORATION
549300Z7JJ4TQSQGT333
CENTENE CORP 2.500000% 03/01/2031
15135BAX9
2695000.00000000
PA
USD
2582281.63000000
0.094037153801
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.50000000
N
N
N
N
N
N
Venator Finance S.a r.l.
2221000BJZTBBAJL7429
VENATOR FINANCE SARL / VENATOR MATERIALS LLC 144A 9.500000% 07/01/2025
9226ALAA2
1716000.00000000
PA
USD
1874730.00000000
0.068270738287
Long
DBT
NUSS
US
N
2
2025-07-01
Fixed
9.50000000
N
N
N
N
N
N
IRON MOUNTAIN INCORPORATED
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC 144A 4.500000% 02/15/2031
46284VAN1
424000.00000000
PA
USD
416346.80000000
0.015161811791
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
4.50000000
N
N
N
N
N
N
COTY INC.
549300BO9IWPF3S48F93
COTY INC 144A 5.000000% 04/15/2026
222070AE4
306000.00000000
PA
USD
311774.22000000
0.011353664889
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.00000000
N
N
N
N
N
N
TRIUMPH GROUP, INC.
5493007L6S47Q14SL582
TRIUMPH GROUP INC 7.750000% 08/15/2025
896818AP6
2250000.00000000
PA
USD
2235937.50000000
0.081424580547
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
7.75000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS, INC.
54930076J6KDZL504O62
IHEARTCOMMUNICATIONS INC 6.375000% 05/01/2026
45174HBC0
154403.00000000
PA
USD
159807.11000000
0.005819584357
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.37500000
N
N
N
N
N
N
MOSS CREEK RESOURCES HOLDINGS, INC.
54930037SLMSPWKYIX36
MOSS CREEK RESOURCES HOLDINGS INC 144A 10.500000% 05/15/2027
61965RAB1
3328000.00000000
PA
USD
3128320.00000000
0.113921853280
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
10.50000000
N
N
N
N
N
N
TRANSDIGM INC.
88Q84GB3X55CF5OC7582
TRANSDIGM INC 5.500000% 11/15/2027
893647BL0
3161000.00000000
PA
USD
3181277.82000000
0.115850381371
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.50000000
N
N
N
N
N
N
GRAFTECH FINANCE INC.
1Z010BU876CF2HDBIN43
GRAFTECH FINANCE INC 144A 4.625000% 12/15/2028
384311AA4
3535000.00000000
PA
USD
3578127.00000000
0.130302161898
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.62500000
N
N
N
N
N
N
N/A
N/A
BENEFIT STREET PARTNERS CLO VIII (FACTORED) INTEX ID FOR DAVE:08180YAC4
08181A200
9000000.00000000
PA
USD
4770000.00000000
0.173705771834
Long
ABS-CBDO
CORP
US
N
3
2049-12-31
None
0.00000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU PASS, LLC
549300GKHS6RS20NLH85
VENTURE GLOBAL CALCASIEU PASS LLC 144A 3.875000% 08/15/2029
92328MAA1
435000.00000000
PA
USD
436805.25000000
0.015906832933
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.87500000
N
N
N
N
N
N
Benefit Street Partners CLO
N/A
BENEFIT STREET PARTNERS CLO IV
08180J202
6657.00000000
PA
USD
3328500.00000000
0.121211669088
Long
ABS-CBDO
CORP
US
N
3
2032-01-20
Fixed
0.00000000
N
N
N
N
N
N
ENCOMPASS HEALTH CORPORATION
549300FVRPM9DRQZRG64
ENCOMPASS HEALTH CORP 4.500000% 02/01/2028
29261AAA8
1190000.00000000
PA
USD
1201900.00000000
0.043768756219
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.50000000
N
N
N
N
N
N
DELTA AIR LINES, INC.
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES INC 144A 7.000000% 05/01/2025
247361ZX9
1616000.00000000
PA
USD
1856656.48000000
0.067612567482
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
N/A
N/A
CLAIRES STORES INC CNV PFD PRIVATE PLACEMENT *
N/A
610.00000000
NS
USD
1570750.00000000
0.057200910085
Long
EP
US
N
3
N
N
N
VICI PROPERTIES L.P.
N/A
VICI PROPERTIES LP / VICI NOTE CO INC 144A 3.750000% 02/15/2027
92564RAD7
885000.00000000
PA
USD
907125.00000000
0.033034140099
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.75000000
N
N
N
N
N
N
RADIATE HOLDCO, LLC
5493000GQJ5RDX9DNJ71
RADIATE HOLDCO LLC / RADIATE FINANCE INC 144A 6.500000% 09/15/2028
75026JAE0
882000.00000000
PA
USD
855275.40000000
0.031145969284
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
6.50000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC 5.125000% 06/16/2025
345397A60
1285000.00000000
PA
USD
1388930.80000000
0.050579726758
Long
DBT
CORP
US
N
2
2025-06-16
Fixed
5.12500000
N
N
N
N
N
N
COMMSCOPE TECHNOLOGIES LLC
M4TWC4QDOKW45N7T6Y12
COMMSCOPE TECHNOLOGIES LLC 144A 6.000000% 06/15/2025
20337YAA5
4498000.00000000
PA
USD
4340570.00000000
0.158067518250
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.00000000
N
N
N
N
N
N
NEW FORTRESS ENERGY INC.
N/A
NEW FORTRESS ENERGY INC 144A 6.500000% 09/30/2026
644393AB6
3485000.00000000
PA
USD
3294475.05000000
0.119972606153
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
6.50000000
N
N
N
N
N
N
CEDAR FAIR, L.P.
549300TUVLNQQ6BVKH61
CEDAR FAIR LP / CANADA'S WONDERLAND CO / MAGNUM MA 5.500000% 05/01/2025
150190AF3
285000.00000000
PA
USD
294342.30000000
0.010718858785
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.50000000
N
N
N
N
N
N
API ESCROW CORP.
N/A
API ESCROW CORP 144A 4.750000% 10/15/2029
00185PAA9
234000.00000000
PA
USD
236925.00000000
0.008627932912
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.75000000
N
N
N
N
N
N
Akumin Inc.
N/A
AKUMIN ESCROW INC 144A 7.500000% 08/01/2028
01021FAB5
3080000.00000000
PA
USD
2872100.00000000
0.104591267774
Long
DBT
NUSS
US
N
2
2028-08-01
Fixed
7.50000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS LTD.
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS LTD 144A 7.500000% 04/01/2025
335934AL9
1995000.00000000
PA
USD
2049663.00000000
0.074641151659
Long
DBT
NUSS
ZM
N
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
NEXSTAR ESCROW, INC.
N/A
NEXSTAR MEDIA INC 144A 5.625000% 07/15/2027
65343HAA9
4384000.00000000
PA
USD
4548400.00000000
0.165635918786
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.62500000
N
N
N
N
N
N
NEWELL BRANDS INC.
549300LWGYFM1TVO1Z12
NEWELL BRANDS INC 4.700000% 04/01/2026
651229AW6
690000.00000000
PA
USD
739017.60000000
0.026912289854
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
4.70000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC 7.750000% MATURITY: PERPETUAL
06738EBA2
2760000.00000000
PA
USD
2960100.00000000
0.107795902559
Long
DBT
NUSS
GB
N
2
2169-12-15
Fixed
7.75000000
N
N
N
Y
Y
BARCLAYS PLC
BARC 7.75 PERP
GBP
XXXX
N
N
N
INTERNATIONAL GAME TECHNOLOGY PLC
549300UQ6KHRCZDRGZ76
INTERNATIONAL GAME TECHNOLOGY PLC 144A 5.250000% 01/15/2029
460599AE3
200000.00000000
PA
USD
208046.00000000
0.007576266458
Long
DBT
NUSS
US
N
2
2029-01-15
Fixed
5.25000000
N
N
N
N
N
N
CALPINE CORPORATION
43R4VPJBXTU2O15HEF41
CALPINE CORP 144A 4.625000% 02/01/2029
131347CP9
605000.00000000
PA
USD
579287.50000000
0.021095509916
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.62500000
N
N
N
N
N
N
HCA INC.
L3CJ6J7LJ2DX62FTXD46
HCA INC 3.500000% 09/01/2030
404119CA5
2710000.00000000
PA
USD
2821042.25000000
0.102731933210
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
Edgewell Personal Care Company
549300CY8QZDL4Z3RU59
EDGEWELL PERSONAL CARE CO 144A 4.125000% 04/01/2029
28035QAB8
217000.00000000
PA
USD
214077.01000000
0.007795893554
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.12500000
N
N
N
N
N
N
N/A
N/A
REMINGTON ARMS PLACEHOLDER
006ESCAK3
1885000.00000000
PA
USD
0.01000000
0.000000000364
Long
DBT
CORP
US
N
3
2049-12-31
Fixed
0.00000000
N
N
N
N
N
N
DANA INCORPORATED
KVWHW7YLZPFJM8QYNJ51
DANA INC 5.375000% 11/15/2027
235825AF3
958000.00000000
PA
USD
999912.50000000
0.036413117941
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.37500000
N
N
N
N
N
N
TALLGRASS ENERGY PARTNERS, LP
549300IQ3DN0F3VERF65
TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FI 6.000000% 09/01/2031
87470LAK7
1386000.00000000
PA
USD
1340955.00000000
0.048832625423
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
6.00000000
N
N
N
N
N
N
THE ADT SECURITY CORPORATION
5493009JEEDYLVRA0J13
ADT SECURITY CORP/THE 144A 4.875000% 07/15/2032
74166NAA2
2573000.00000000
PA
USD
2546781.13000000
0.092744356788
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
4.87500000
N
N
N
N
N
N
FIRST STUDENT/FIRST TRANSIT 7/21 TLC
N/A
FIRST STUDENT/FIRST TRANSIT 7/21 TLC 7/21/2028
N/A
157616.89000000
PA
USD
155991.86000000
0.005680647052
Long
LON
US
N
2
2028-07-21
Floating
3.49999920
N
N
N
N
N
N
NEUBERGER BERMAN LOAN ADVISERS LLC
N/A
NEUBERGER BERMAN LOAN ADVISERS CLO 39 (EQUITY TRANCHE)
64134F309
128403.00000000
PA
USD
96302.25000000
0.003506972047
Long
ABS-CBDO
CORP
US
Y
3
2032-01-20
Variable
0.00000000
N
N
N
N
N
N
RHP HOTEL PROPERTIES, LP
549300SJMSMA2471GA96
RHP HOTEL PROPERTIES LP / RHP FINANCE CORP 4.750000% 10/15/2027
749571AF2
977000.00000000
PA
USD
979442.50000000
0.035667676190
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
HEXION INC.
54930030FZF8HYAEHM46
HEXION INC 144A 7.875000% 07/15/2027
42829LAF1
485000.00000000
PA
USD
514158.20000000
0.018723741504
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
7.87500000
N
N
N
N
N
N
PGT INNOVATIONS, INC.
549300LRW9WM59C1S579
PGT INNOVATIONS INC 144A 4.375000% 10/01/2029
69336VAB7
233000.00000000
PA
USD
230961.25000000
0.008410755177
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.37500000
N
N
N
N
N
N
EMERGENT BIOSOLUTIONS INC.
549300YW6TUOX8BE5103
EMERGENT BIOSOLUTIONS INC 144A 3.875000% 08/15/2028
29089QAC9
1813000.00000000
PA
USD
1721806.10000000
0.062701815000
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
3.87500000
N
N
N
N
N
N
BROOKFIELD PROPERTY REIT INC.
549300K1JD1LDRNBET48
BROOKFIELD PROPERTY REIT INC / BPR CUMULUS LLC / B 4.500000% 04/01/2027
11284DAC9
6676000.00000000
PA
USD
6342200.00000000
0.230959485561
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.50000000
N
N
N
N
N
N
ANTERO RESOURCES CORPORATION
APVBKPOULHUX7YZLKU17
ANTERO RESOURCES CORP 144A 5.375000% 03/01/2030
03674XAS5
158000.00000000
PA
USD
162937.50000000
0.005933581592
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.37500000
N
N
N
N
N
N
CENVEO CORPORATION
N/A
CENVEO CORPORATION 6/23/2026
N/A
3930843.01990000
PA
USD
3857139.71000000
0.140462773668
Long
LON
US
N
2
2026-06-23
Floating
8.49999960
N
N
N
N
N
N
JELD-WEN, INC.
549300XWE6NM0N1HFW16
JELD-WEN INC 144A 6.250000% 05/15/2025
475795AE0
235000.00000000
PA
USD
244987.50000000
0.008921539366
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.25000000
N
N
N
N
N
N
CVP CASCADE CLO LTD
N/A
CVP CASCADE CLO LTD SERIES 2014-2 CLASS E
12661WAC8
2829830.33000000
PA
USD
353728.79000000
0.012881495280
Long
ABS-CBDO
CORP
KY
N
3
2026-07-18
Floating
0.00000360
N
N
N
N
N
N
EnPro Industries, Inc.
549300Y5CFT2LKCFDN54
ENPRO INDUSTRIES INC 5.750000% 10/15/2026
29355XAG2
569000.00000000
PA
USD
592471.25000000
0.021575613369
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
5.75000000
N
N
N
N
N
N
EPIC Y-GRADE SERVICES, LP
N/A
EPIC Y-GRADE SERVICES, LP 6/30/2027
29427BAF6
9307407.97960000
PA
USD
7870623.41000000
0.286619017663
Long
LON
US
N
2
2027-06-30
Floating
6.99999840
N
N
N
N
N
N
LIVE NATION ENTERTAINMENT, INC.
5493007B9BM9ZXJINO78
LIVE NATION ENTERTAINMENT INC 144A 6.500000% 05/15/2027
538034AV1
723000.00000000
PA
USD
783703.08000000
0.028539569895
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
6.50000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC 4.063000% 11/01/2024
345397ZX4
1287000.00000000
PA
USD
1342341.00000000
0.048883098421
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.06300000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP
6OQWTZ1SPC04IFT4T704
TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PART 6.500000% 07/15/2027
87612BBL5
559000.00000000
PA
USD
594619.48000000
0.021653843966
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.50000000
N
N
N
N
N
N
AOC/Aliancys 9/21
N/A
AOC/Aliancys 9/21 9/30/2028
N/A
1700000.00000000
PA
USD
1689069.00000000
0.061509650802
Long
LON
US
N
2
2028-09-30
Floating
4.25000160
N
N
N
N
N
N
HOME POINT CAPITAL INC.
549300DQF6YN0E43PM71
HOME POINT CAPITAL INC 144A 5.000000% 02/01/2026
43734LAA4
1490000.00000000
PA
USD
1379099.30000000
0.050221699862
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
SOTHEBY'S
549300P5BAAMQQ7VL735
SOTHEBY'S/BIDFAIR HOLDINGS INC 144A 5.875000% 06/01/2029
83600GAA2
842000.00000000
PA
USD
845420.63000000
0.030787094980
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.87500000
N
N
N
N
N
N
GRAHAM PACKAGING COMPANY INC.
N/A
GRAHAM PACKAGING CO INC 144A 7.125000% 08/15/2028
384701AA6
312000.00000000
PA
USD
318240.00000000
0.011589124702
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
7.12500000
N
N
N
N
N
N
COMMSCOPE, INC.
549300Z6K4JXMFE8QY54
COMMSCOPE INC 144A 8.250000% 03/01/2027
20338QAA1
6131000.00000000
PA
USD
6008380.00000000
0.218802994837
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
8.25000000
N
N
N
N
N
N
HCA INC.
L3CJ6J7LJ2DX62FTXD46
HCA INC 5.375000% 09/01/2026
404121AH8
460000.00000000
PA
USD
513337.00000000
0.018693836435
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.37500000
N
N
N
N
N
N
BENEFIT STREET PARTNERS CLO LTD
N/A
BENEFIT STREET PARTNERS CLO X (FACTORED) 0% 01/15/2029
08181MAC9
10939000.00000000
PA
USD
6454010.00000000
0.235031192553
Long
ABS-CBDO
CORP
KY
N
3
2029-01-15
Variable
0.00000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY COMPANY
EFWMP121W54QV9MGOP87
SOUTHWESTERN ENERGY CO 8.375000% 09/15/2028
845467AP4
50000.00000000
PA
USD
55085.50000000
0.002006010334
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
8.37500000
N
N
N
N
N
N
TRIUMPH GROUP, INC.
5493007L6S47Q14SL582
TRIUMPH GROUP INC 144A 8.875000% 06/01/2024
896818AS0
500000.00000000
PA
USD
547500.00000000
0.019937926641
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
8.87500000
N
N
N
N
N
N
DKT Finance ApS
529900CPZ2SMDPG5RV48
DKT FINANCE APS 144A 9.375000% 06/17/2023
255882AA0
2964000.00000000
PA
USD
2993640.00000000
0.109017305407
Long
DBT
NUSS
DK
N
2
2023-06-17
Fixed
9.37500000
N
N
N
N
N
N
POLYMER ADDITIVES, INC
N/A
POLYMER ADDITIVES, INC 7/31/2025
73175EAC9
7801351.16990000
PA
USD
7547807.26000000
0.274863246490
Long
LON
US
N
2
2025-07-31
Floating
6.12862920
N
N
N
N
N
N
SUMMIT MIDSTREAM HOLDINGS, LLC
N/A
SUMMIT MIDSTREAM HOLDINGS LLC / SUMMIT MIDSTREAM F 5.750000% 04/15/2025
86614WAD8
2488000.00000000
PA
USD
2195660.00000000
0.079957822848
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.75000000
N
N
N
N
N
N
WOODFORD EXPRESS
N/A
WOODFORD EXPRESS 1/27/2025
97939DAD5
3827475.81000000
PA
USD
3758581.25000000
0.136873638791
Long
LON
US
N
2
2025-01-27
Floating
6.00000120
N
N
N
N
N
N
HAT HOLDINGS I LLC
N/A
HAT HOLDINGS I LLC / HAT HOLDINGS II LLC 144A 6.000000% 04/15/2025
418751AB9
1969000.00000000
PA
USD
2037915.00000000
0.074213332915
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
6.00000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP
6OQWTZ1SPC04IFT4T704
TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PART 4.000000% 01/15/2032
87612BBT8
303000.00000000
PA
USD
313005.06000000
0.011398487533
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
4.00000000
N
N
N
N
N
N
LIFEPOINT HEALTH, INC.
549300G8ZVHRTBBBSZ90
LEGACY LIFEPOINT HEALTH LLC 144A 4.375000% 02/15/2027
53219LAS8
9158000.00000000
PA
USD
9015867.84000000
0.328324587401
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.37500000
N
N
N
N
N
N
NEUBERGER BERMAN LOAN ADVISERS LLC
N/A
NEUBERGER BERMAN LOAN ADVISERS CLO 36 SERIES: 20-36A CLASS: INC
64133LAA7
1780000.00000000
PA
USD
1381280.00000000
0.050301112897
Long
ABS-CBDO
CORP
US
N
3
2033-04-20
Variable
0.00000000
N
N
N
N
N
N
CAESARS ENTERTAINMENT, INC.
549300FA4CTCW903Y781
CAESARS ENTERTAINMENT INC 144A 4.625000% 10/15/2029
12769GAA8
2460000.00000000
PA
USD
2398500.00000000
0.087344506026
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.62500000
N
N
N
N
N
N
MATTEL, INC.
549300VELLG24KHTJ564
MATTEL INC 144A 3.750000% 04/01/2029
577081BF8
183000.00000000
PA
USD
187230.41000000
0.006818239597
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.75000000
N
N
N
N
N
N
EQT CORPORATION
4NT01YGM4X7ZX86ISY52
EQT CORP 144A 3.625000% 05/15/2031
26884LAN9
1367000.00000000
PA
USD
1392836.30000000
0.050721950635
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
3.62500000
N
N
N
N
N
N
LSB INDUSTRIES, INC.
5493001H215A0HG0MI71
LSB INDUSTRIES INC 144A 6.250000% 10/15/2028
502160AN4
2485000.00000000
PA
USD
2565911.60000000
0.093441017806
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
6.25000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC.
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC 144A 6.250000% 02/15/2029
071734AK3
6429000.00000000
PA
USD
5827406.33000000
0.212212602588
Long
DBT
NUSS
US
N
2
2029-02-15
Fixed
6.25000000
N
N
N
N
N
N
SABRE GLBL INC.
F2TJC7HPPHLHU1AQMP98
SABRE GLBL INC 144A 7.375000% 09/01/2025
78573NAF9
570000.00000000
PA
USD
589950.00000000
0.021483798761
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.37500000
N
N
N
N
N
N
GARTNER, INC.
PP55B5R38BFB8O8HH686
GARTNER INC 144A 3.750000% 10/01/2030
366651AE7
83000.00000000
PA
USD
82792.50000000
0.003014996879
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
LPL HOLDINGS, INC.
549300Z5YF8CCRMYUL26
LPL HOLDINGS INC 144A 4.375000% 05/15/2031
50212YAF1
149000.00000000
PA
USD
149745.00000000
0.005453159497
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
4.37500000
N
N
N
N
N
N
NEWSTAR BERKELEY FUND CLO LLC
N/A
NEWSTAR BERKELEY FUND CLO LLC NSBKY 2016-1A E
65251XAJ5
15428000.00000000
PA
USD
15437256.80000000
0.562167842233
Long
ABS-CBDO
CORP
US
N
3
2028-10-25
Floating
7.87388040
N
N
N
N
N
N
FORESIGHT ENERGY OPERATING LLC
N/A
FORESIGHT ENERGY OPERATING LLC 6/30/2027
34552KAB2
419344.88000000
PA
USD
419344.88000000
0.015270990785
Long
LON
US
N
3
2027-06-30
Floating
9.50000040
N
N
N
N
N
N
SUNOCO LP
54930001NJU8E40NQ561
SUNOCO LP / SUNOCO FINANCE CORP 5.875000% 03/15/2028
86765LAN7
2791000.00000000
PA
USD
2916595.00000000
0.106211611237
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.87500000
N
N
N
N
N
N
VICI PROPERTIES L.P.
N/A
VICI PROPERTIES LP / VICI NOTE CO INC 144A 4.125000% 08/15/2030
92564RAE5
1251000.00000000
PA
USD
1307295.00000000
0.047606852618
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.12500000
N
N
N
N
N
N
Telenet Finance Luxembourg Notes S.a r.l.
2138007RI9GLJPCC3E25
TELENET FINANCE LUXEMBOURG NOTES SARL 144A 5.500000% 03/01/2028
N/A
3800000.00000000
PA
USD
3915900.00000000
0.142602606274
Long
DBT
NUSS
BE
N
2
2028-03-01
Fixed
5.50000000
N
N
N
N
N
N
SENSATA TECHNOLOGIES, INC.
5493002MMDDCUNV7NY90
SENSATA TECHNOLOGIES INC 144A 4.375000% 02/15/2030
81728UAA2
1766000.00000000
PA
USD
1831695.20000000
0.066703569912
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.37500000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP
6OQWTZ1SPC04IFT4T704
TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PART 5.000000% 01/15/2028
87612BBG6
3156000.00000000
PA
USD
3262956.84000000
0.118824829424
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.00000000
N
N
N
N
N
N
ROCKET MORTGAGE, LLC
549300FGXN1K3HLB1R50
ROCKET MORTGAGE LLC / ROCKET MORTGAGE CO-ISSUER IN 2.875000% 10/15/2026
77313LAA1
315000.00000000
PA
USD
306939.15000000
0.011177589508
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
2.87500000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC MTN 4.389000% 01/08/2026
345397XU2
650000.00000000
PA
USD
686445.50000000
0.024997808259
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
4.38900000
N
N
N
N
N
N
ATS Automation Tooling Systems Inc.
5493005KP4RP3IU7HQ41
ATS AUTOMATION TOOLING SYSTEMS INC 144A 4.125000% 12/15/2028
001940AC9
493000.00000000
PA
USD
496697.50000000
0.018087887338
Long
DBT
NUSS
CA
N
2
2028-12-15
Fixed
4.12500000
N
N
N
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
SEAGATE HDD CAYMAN 5.750000% 12/01/2034
81180WAN1
2672000.00000000
PA
USD
3006000.00000000
0.109467410929
Long
DBT
NUSS
US
N
2
2034-12-01
Fixed
5.75000000
N
N
N
N
N
N
SUMMER (BC) BIDCO B LLC
N/A
SUMMER (BC) BIDCO B LLC 12/4/2026
N/A
158571.43000000
PA
USD
157976.79000000
0.005752930867
Long
LON
US
N
2
2026-12-04
Floating
5.24999880
N
N
N
N
N
N
N/A
N/A
PROPCO CERTIFICATES *
N/A
238837.00000000
NS
USD
5373832.50000000
0.195695119941
Long
EC
US
N
3
N
N
N
NOBLE CORP WARRANTS
N/A
NOBLE CORP WARRANTS EXPIRATION: 02/05/28
N/A
18303.00000000
NC
USD
155575.50000000
0.005665484760
N/A
DE
US
N
2
CORPORATE ACTION
N/A
Call
Purchased
N/A
N/A
18303.00000000
0.01000000
USD
2028-02-05
XXXX
155392.47000000
N
N
N
AMERICAN AIRLINES GROUP INC.
N/A
AMERICAN AIRLINES GROUP INC 144A 3.750000% 03/01/2025
02376RAE2
2248000.00000000
PA
USD
2000720.00000000
0.072858828474
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
3.75000000
N
N
N
N
N
N
INTERNATIONAL GAME TECHNOLOGY PLC
549300UQ6KHRCZDRGZ76
INTERNATIONAL GAME TECHNOLOGY PLC 144A 6.500000% 02/15/2025
460599AC7
635000.00000000
PA
USD
688975.00000000
0.025089923301
Long
DBT
NUSS
US
N
2
2025-02-15
Fixed
6.50000000
N
N
N
N
N
N
CSTN MERGER SUB, INC.
N/A
CORNERSTONE CHEMICAL CO 144A 6.750000% 08/15/2024
21925AAE5
11740000.00000000
PA
USD
10331200.00000000
0.376224123685
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
6.75000000
N
N
N
N
N
N
ION TRADING TECHNOLOGIES S.a r.l.
5493009ZVXOKZLQ6QJ12
ION TRADING TECHNOLOGIES SARL 144A 5.750000% 05/15/2028
46205YAA9
3125000.00000000
PA
USD
3202187.50000000
0.116611834643
Long
DBT
NUSS
LU
N
2
2028-05-15
Fixed
5.75000000
N
N
N
N
N
N
ENCOMPASS HEALTH CORPORATION
549300FVRPM9DRQZRG64
ENCOMPASS HEALTH CORP 4.625000% 04/01/2031
29261AAE0
80000.00000000
PA
USD
79449.40000000
0.002893253532
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
4.62500000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
ALTICE FRANCE SA/FRANCE 144A 8.125000% 02/01/2027
02156LAA9
1461000.00000000
PA
USD
1558375.65000000
0.056750281989
Long
DBT
NUSS
FR
N
2
2027-02-01
Fixed
8.12500000
N
N
N
N
N
N
STRATHCONA RESOURCES LTD.
549300ZPS06QWKX6NG96
STRATHCONA RESOURCES LTD 144A 6.875000% 08/01/2026
86304TAA6
2510000.00000000
PA
USD
2466075.00000000
0.089805337794
Long
DBT
NUSS
CA
N
2
2026-08-01
Fixed
6.87500000
N
N
N
N
N
N
ROCKET MORTGAGE, LLC
549300FGXN1K3HLB1R50
ROCKET MORTGAGE LLC / ROCKET MORTGAGE CO-ISSUER IN 3.625000% 03/01/2029
74841CAA9
1025000.00000000
PA
USD
1001937.50000000
0.036486860957
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.62500000
N
N
N
N
N
N
AP GAMING I, LLC
N/A
AP GAMING I, LLC 2/15/2024
00124TAR8
1296971.87000000
PA
USD
1287011.13000000
0.046868189034
Long
LON
US
N
2
2024-02-15
Floating
4.50000000
N
N
N
N
N
N
1011778 B.C. UNLIMITED LIABILITY COMPANY
549300RHSHNRWI5LLA86
1011778 BC ULC / NEW RED FINANCE INC 144A 3.875000% 01/15/2028
68245XAH2
222000.00000000
PA
USD
219182.82000000
0.007981828285
Long
DBT
NUSS
CA
N
2
2028-01-15
Fixed
3.87500000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS, INC.
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYSTEMS INC 144A 5.625000% 03/15/2027
12543DBG4
420000.00000000
PA
USD
430500.00000000
0.015677219030
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.62500000
N
N
N
N
N
N
PRIME SECURITY SERVICES BORROWER, LLC
549300O6QPZVWXV2DC15
PRIME SECURITY SERVICES BORROWER LLC / PRIME FINAN 3.375000% 08/31/2027
74166MAF3
1085000.00000000
PA
USD
1026681.25000000
0.037387936888
Long
DBT
CORP
US
N
2
2027-08-31
Fixed
3.37500000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD.
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD 144A 9.125000% 06/15/2023
780153BC5
1222000.00000000
PA
USD
1296120.41000000
0.047199915347
Long
DBT
NUSS
US
N
2
2023-06-15
Fixed
9.12500000
N
N
N
N
N
N
LAMB WESTON HOLDINGS, INC.
5493005SMYID1D2OY946
LAMB WESTON HOLDINGS INC 144A 4.125000% 01/31/2030
513272AD6
2660000.00000000
PA
USD
2652538.70000000
0.096595656646
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
4.12500000
N
N
N
N
N
N
ARDAGH PACKAGING FINANCE PLC
6354001JXMLKNZDZR978
ARDAGH PACKAGING FINANCE PLC / ARDAGH HOLDINGS USA 5.250000% 08/15/2027
03969AAP5
200000.00000000
PA
USD
196000.00000000
0.007137595656
Long
DBT
NUSS
US
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
BENEFIT STREET PARTNERS CLO LTD
N/A
BENEFIT STREET PARTNERS CLO XXIII EQUITY TRANCHE
N/A
7870000.00000000
PA
USD
6436873.00000000
0.234407126345
Long
ABS-CBDO
CORP
US
N
3
2024-07-15
Variable
0.00000000
N
N
N
N
N
N
TALEN ENERGY SUPPLY, LLC
K5K33XN0PQAU1XF7NN66
TALEN ENERGY SUPPLY LLC 144A 7.625000% 06/01/2028
87422VAJ7
5000.00000000
PA
USD
4637.50000000
0.000168880611
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
7.62500000
N
N
N
N
N
N
TRITON WATER HOL TL 1L B
N/A
TRITON WATER HOL TL 1L B 3/31/2028
89678QAB2
2413007.09000000
PA
USD
2400049.24000000
0.087400923621
Long
LON
US
N
2
2028-03-31
Floating
3.99999960
N
N
N
N
N
N
TEAM HEALTH HOLDINGS INC.
N/A
TEAM HEALTH HOLDINGS INC. 2/6/2024
87817JAE8
7264612.25050000
PA
USD
6872977.00000000
0.250288422345
Long
LON
US
N
2
2024-02-06
Floating
3.75000120
N
N
N
N
N
N
OASIS PETROLEUM INC.
529900FA4V2YNIKZ0M71
OASIS PETROLEUM INC 144A 6.375000% 06/01/2026
674215AL2
184000.00000000
PA
USD
189060.00000000
0.006884866503
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.37500000
N
N
N
N
N
N
ASCEND LEARNING, LLC
549300T466HKRLVCD610
ASCEND LEARNING LLC 144A 6.875000% 08/01/2025
043502AB9
543000.00000000
PA
USD
552790.29000000
0.020130579452
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
6.87500000
N
N
N
N
N
N
PECF USS INTERMEDIATE HOLDING III CORPORATION
N/A
PECF USS INTERMEDIATE HOLDING III CORP 144A 8.000000% 11/15/2029
69291HAA3
3060000.00000000
PA
USD
3114728.10000000
0.113426886512
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
8.00000000
N
N
N
N
N
N
NUANCE COMMUNICATIONS, INC.
AEMSOT3SS15TNMJCE605
NUANCE COMMUNICATIONS INC 5.625000% 12/15/2026
67020YAQ3
173000.00000000
PA
USD
178223.74000000
0.006490249961
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.62500000
N
N
N
N
N
N
BENEFIT STREET PARTNERS CLO LTD
N/A
BENEFIT STREET PARTNERS VI-B CLO LTD SERIES: 2015 CLASS: SUB
08180PAC3
9535000.00000000
PA
USD
5442482.65000000
0.198195104699
Long
ABS-CBDO
CORP
US
N
3
2027-04-18
Variable
0.00000000
N
N
N
N
N
N
REICHHOLD INDUSTRIES, INC.
N/A
REICHHOLD INUDSTRIES **DEFAULTED** 9.00% 05/08/2017
759219AB4
1055763.00000000
PA
USD
0.01000000
0.000000000364
Long
DBT
CORP
US
N
3
2017-05-08
Fixed
9.00000000
Y
N
Y
N
N
N
MGM RESORTS INTERNATIONAL
54930066VBP7DZEGGJ87
MGM RESORTS INTERNATIONAL 6.000000% 03/15/2023
552953CC3
1615000.00000000
PA
USD
1681424.95000000
0.061231282750
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
6.00000000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FINANCE PLC
213800X3RLP4NOTPY579
VIRGIN MEDIA SECURED FINANCE PLC 144A 5.500000% 05/15/2029
92769XAP0
1983000.00000000
PA
USD
2056331.34000000
0.074883987958
Long
DBT
NUSS
GB
N
2
2029-05-15
Fixed
5.50000000
N
N
N
N
N
N
VENTURE CLO LIMITED
N/A
VENTURE XXVI CLO SERIES: 17-26A CLASS: SUB
92331HAB5
2865000.00000000
PA
USD
1174650.00000000
0.042776411925
Long
ABS-CBDO
CORP
KY
N
3
2029-01-22
Variable
0.00000000
N
N
N
N
N
N
HERC HOLDINGS INC.
549300TP80QLITMSBP82
HERC HOLDINGS INC 144A 5.500000% 07/15/2027
42704LAA2
835000.00000000
PA
USD
863949.45000000
0.031461846129
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.50000000
N
N
N
N
N
N
THE GAP, INC.
T2ZG1WRWZ4BUCMQL9224
GAP INC/THE 144A 3.875000% 10/01/2031
364760AQ1
108000.00000000
PA
USD
103358.16000000
0.003763922213
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
3.87500000
N
N
N
N
N
N
OCI N.V.
549300NCMRGIBJYUOE57
OCI NV 144A 4.625000% 10/15/2025
67091GAE3
988000.00000000
PA
USD
1012700.00000000
0.036878791433
Long
DBT
NUSS
NL
N
2
2025-10-15
Fixed
4.62500000
N
N
N
N
N
N
ANTERO RESOURCES CORPORATION
APVBKPOULHUX7YZLKU17
ANTERO RESOURCES CORP 144A 8.375000% 07/15/2026
03674XAN6
1588000.00000000
PA
USD
1760695.00000000
0.064118005018
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
8.37500000
N
N
N
N
N
N
SABRE TLB
N/A
SABRE TLB 12/17/2027
N/A
199214.46000000
PA
USD
196102.73000000
0.007141336703
Long
LON
US
N
2
2027-12-17
Floating
3.99999960
N
N
N
N
N
N
OCP CLO LTD
N/A
OCP CLO LTD SERIES: 20-19A CLASS: SUB
670884AA3
1876000.00000000
PA
USD
2009571.20000000
0.073181156468
Long
ABS-CBDO
CORP
US
N
3
2031-07-21
Variable
0.00000000
N
N
N
N
N
N
TENNECO INC.
549300U0EXXFAQFAD785
TENNECO INC 5.375000% 12/15/2024
88037EAJ0
300000.00000000
PA
USD
296250.00000000
0.010788330168
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
5.37500000
N
N
N
N
N
N
TRANSOCEAN INC.
DOL4HJ22ADYSIWES4H94
TRANSOCEAN INC 144A 8.000000% 02/01/2027
893830BL2
2645000.00000000
PA
USD
1814496.45000000
0.066077254997
Long
DBT
NUSS
US
N
2
2027-02-01
Fixed
8.00000000
N
N
N
N
N
N
Performance Food Group, Inc.
549300OMUOGBYK0FFO76
PERFORMANCE FOOD GROUP INC 144A 5.500000% 10/15/2027
69346VAA7
565000.00000000
PA
USD
581950.00000000
0.021192468326
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.50000000
N
N
N
N
N
N
TRIMAS CORPORATION
75G1WUQ8QK4P5MZOYD78
TRIMAS CORP 144A 4.125000% 04/15/2029
896215AH3
437000.00000000
PA
USD
437000.00000000
0.015913925008
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.12500000
N
N
N
N
N
N
KNIGHT ENERGY SERVICES LLC
N/A
KNIGHT ENERGY SERVICES LLC 2/9/2024
N/A
82483.35000000
PA
USD
0.01000000
0.000000000364
Long
LON
US
N
3
2024-02-09
Floating
8.49999960
N
N
N
N
N
N
NCR CORPORATION
549300YKTY8JX1DV2R67
NCR CORP 144A 5.125000% 04/15/2029
62886EBA5
378000.00000000
PA
USD
381987.90000000
0.013910587631
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.12500000
N
N
N
N
N
N
CBAC BORROWER LLC
N/A
CBAC BORROWER LLC 7/8/2024
14983GAG1
2609496.64990000
PA
USD
2569049.45000000
0.093555286707
Long
LON
US
N
2
2024-07-08
Floating
4.09038120
N
N
N
N
N
N
OASIS PETROLEUM INC.
529900FA4V2YNIKZ0M71
OASIS PETROLEUM INC COMMON STOCK
674215207
15087.00000000
NS
USD
1808931.30000000
0.065874592801
Long
EC
US
N
1
N
N
N
NCL CORPORATION LTD.
UNZWILHE4KMRP9K2L524
NCL CORP LTD 144A 12.250000% 05/15/2024
62886HAR2
1193000.00000000
PA
USD
1410245.30000000
0.051355922078
Long
DBT
NUSS
US
N
2
2024-05-15
Fixed
12.25000000
N
N
N
N
N
N
NESCO HOLDINGS II, INC.
254900FAHT0HW9T6L409
NESCO HOLDINGS II INC 144A 5.500000% 04/15/2029
64083YAA9
322000.00000000
PA
USD
326733.40000000
0.011898422941
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
PEARL MERGER SUB, INC.
N/A
PEARL MERGER SUB INC 144A 6.750000% 10/01/2028
70478JAA2
3730000.00000000
PA
USD
3750981.25000000
0.136596874878
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.75000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
ALTICE FRANCE SA/FRANCE 144A 5.500000% 10/15/2029
02156LAH4
1735000.00000000
PA
USD
1674275.00000000
0.060970907995
Long
DBT
NUSS
FR
N
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
BCPE ULYSSES INTERMEDIATE, INC.
N/A
BCPE ULYSSES INTERMEDIATE INC 144A 7.750000% 04/01/2027
05553LAA1
1973000.00000000
PA
USD
1906411.25000000
0.069424452330
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.75000000
N
N
Y
N
N
N
EG GLOBAL FINANCE PLC
549300TL8Q5207VYET27
EG GLOBAL FINANCE PLC 144A 6.750000% 02/07/2025
28228PAA9
4935000.00000000
PA
USD
4972012.50000000
0.181062320520
Long
DBT
NUSS
GB
N
2
2025-02-07
Fixed
6.75000000
N
N
N
N
N
N
ALLIANT HOLDINGS INTERMEDIATE, LLC
5493006Q26653NF8SI73
ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDIN 5.875000% 11/01/2029
01883LAD5
2135000.00000000
PA
USD
2079831.60000000
0.075739780579
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
5.87500000
N
N
N
N
N
N
FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC
529900E7PUVK6BC8PE80
FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTO 5.500000% 05/01/2028
34960PAD3
1780000.00000000
PA
USD
1744400.00000000
0.063524601339
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.50000000
N
N
N
N
N
N
THRYV, INC.
N/A
THRYV, INC. 3/1/2026
88602GAD3
1856740.71000000
PA
USD
1881342.53000000
0.068511542192
Long
LON
US
N
2
2026-03-01
Floating
9.50000040
N
N
N
N
N
N
CONVERGEONE HOLDINGS, CORP.
N/A
CONVERGEONE HOLDINGS, CORP. 1/4/2026
21249DAB4
4783120.39010000
PA
USD
4731893.17000000
0.172318061914
Long
LON
US
N
2
2026-01-04
Floating
5.09037840
N
N
N
N
N
N
THE CHEMOURS COMPANY
549300M1BOLNXL8DOV14
CHEMOURS CO/THE 144A 5.750000% 11/15/2028
163851AF5
2430000.00000000
PA
USD
2490750.00000000
0.090703910104
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.75000000
N
N
N
N
N
N
DIVERSIFIED HEALTHCARE TRUST
N/A
DIVERSIFIED HEALTHCARE TRUST 9.750000% 06/15/2025
25525PAA5
3190000.00000000
PA
USD
3445200.00000000
0.125461451808
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
9.75000000
N
N
N
N
N
N
BENEFIT STREET PARTNERS CLO LTD
N/A
BATTALION CLO XII SERIES: 2018-12A CLASS: SUB
N/A
8633274.00000000
PA
USD
6410205.95000000
0.233436010935
Long
ABS-CBDO
CORP
US
N
3
2024-07-15
Variable
0.00000000
N
N
N
N
N
N
ADIENT GLOBAL HOLDINGS LTD
213800VA38VCKE6M8790
ADIENT GLOBAL HOLDINGS LTD 144A 4.875000% 08/15/2026
00687YAA3
690000.00000000
PA
USD
690862.50000000
0.025158659076
Long
DBT
NUSS
US
N
2
2026-08-15
Fixed
4.87500000
N
N
N
N
N
N
ROLLER BEARING COMPANY OF AMERICA, INC.
N/A
ROLLER BEARING CO OF AMERICA INC 144A 4.375000% 10/15/2029
775631AD6
93000.00000000
PA
USD
92790.75000000
0.003379096194
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.37500000
N
N
N
N
N
N
THE E.W SCRIPPS CO.
N/A
THE E.W SCRIPPS CO. 1/7/2028
26928BAM1
917691.34000000
PA
USD
915543.94000000
0.033340726781
Long
LON
US
N
2
2028-01-07
Floating
3.75000120
N
N
N
N
N
N
ALCHEMY US HOLDCO 1 LLC
N/A
ALCHEMY US HOLDCO 1 LLC 10/10/2025
01373YAB8
1696000.00000000
PA
USD
1689640.00000000
0.061530444512
Long
LON
US
N
2
2025-10-10
Floating
5.59037880
N
N
N
N
N
N
NATIONSTAR MORTGAGE HOLDINGS INC.
N/A
NATIONSTAR MORTGAGE HOLDINGS INC 144A 5.125000% 12/15/2030
63861CAD1
1582000.00000000
PA
USD
1520697.50000000
0.055378183011
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
5.12500000
N
N
N
N
N
N
SKILLSOFT FINANCE II, INC.
N/A
SKILLSOFT FINANCE II, INC. 7/14/2028
83066YAB8
329000.00000000
PA
USD
329549.43000000
0.012000972347
Long
LON
US
N
2
2028-07-14
Floating
5.50000080
N
N
N
N
N
N
Venator Finance S.a r.l.
2221000BJZTBBAJL7429
VENATOR FINANCE SARL / VENATOR MATERIALS LLC 144A 5.750000% 07/15/2025
9226APAA3
8843000.00000000
PA
USD
8179775.00000000
0.297877176060
Long
DBT
NUSS
US
N
2
2025-07-15
Fixed
5.75000000
N
N
N
N
N
N
JELD-WEN, INC.
549300XWE6NM0N1HFW16
JELD-WEN INC 144A 4.625000% 12/15/2025
475795AC4
560000.00000000
PA
USD
564900.00000000
0.020571570337
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.62500000
N
N
N
N
N
N
N/A
N/A
GUITAR CENTER INC. NEW JUNIOR PREFERRED EQUITY *
N/A
782.00000000
NS
USD
76667.28000000
0.002791939003
Long
EP
US
N
3
N
N
N
AMERICAN AIRLINES, INC.
IWUQB36BXD6OWD6X4T14
AMERICAN AIRLINES INC 144A 11.750000% 07/15/2025
023771S58
2032000.00000000
PA
USD
2463800.00000000
0.089722490701
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
11.75000000
N
N
N
N
N
N
ANTERO MIDSTREAM PARTNERS LP
529900HFO1BDEIT4QU11
ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FI 5.375000% 06/15/2029
03690AAH9
360000.00000000
PA
USD
363949.20000000
0.013253684841
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.37500000
N
N
N
N
N
N
THE SCOTTS MIRACLE-GRO COMPANY
2TH9E0JTOUXOEGI2R879
SCOTTS MIRACLE-GRO CO/THE 5.250000% 12/15/2026
810186AP1
121000.00000000
PA
USD
124025.00000000
0.004516532149
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.25000000
N
N
N
N
N
N
UNITED STATES STEEL CORPORATION
JNLUVFYJT1OZSIQ24U47
UNITED STATES STEEL CORP 6.875000% 03/01/2029
912909AU2
1617000.00000000
PA
USD
1693807.50000000
0.061682209460
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.87500000
N
N
N
N
N
N
ALBERTSONS COMPANIES, INC.
549300YKWOC0AOR16R51
ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS 4.625000% 01/15/2027
013092AC5
3572000.00000000
PA
USD
3702913.80000000
0.134846435988
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.62500000
N
N
N
N
N
N
COMSTOCK RESOURCES, INC.
I03QQGEA4SS774AURI46
COMSTOCK RESOURCES INC 144A 5.875000% 01/15/2030
205768AT1
242000.00000000
PA
USD
242379.94000000
0.008826581667
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.87500000
N
N
N
N
N
N
FONTAINEBLEAU LAS VEGAS HOLDINGS, LLC
N/A
FONTAINEBLEAU LAS VEGAS HOLDINGS LLC 144A 11.000000% 06/15/2015
34460XAA7
3481074.08000000
PA
USD
348.11000000
0.000012676879
Long
DBT
CORP
US
N
3
2015-06-15
Fixed
11.00000000
N
N
N
N
N
N
PENNYMAC FINANCIAL SERVICES, INC.
549300W1D516HBDEU871
PENNYMAC FINANCIAL SERVICES INC 144A 5.750000% 09/15/2031
70932MAC1
830000.00000000
PA
USD
806594.00000000
0.029373172605
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
5.75000000
N
N
N
N
N
N
CLEAN HARBORS, INC.
5493000SJVZVZJKHJF48
CLEAN HARBORS INC 144A 4.875000% 07/15/2027
184496AN7
2794000.00000000
PA
USD
2870835.00000000
0.104545201149
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.87500000
N
N
N
N
N
N
PLANTRONICS INC.
N/A
PLANTRONICS INC. 7/2/2025
72749DAC0
362440.07510000
PA
USD
351465.39000000
0.012799070617
Long
LON
US
N
2
2025-07-02
Floating
2.58699960
N
N
N
N
N
N
COOPER-STANDARD AUTOMOTIVE INC.
ITCH5B3Q4RTX2PH9UN62
COOPER-STANDARD AUTOMOTIVE INC 144A 13.000000% 06/01/2024
216762AG9
533000.00000000
PA
USD
575640.00000000
0.020962681446
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
13.00000000
N
N
N
N
N
N
COMMSCOPE, INC.
549300Z6K4JXMFE8QY54
COMMSCOPE INC 144A 7.125000% 07/01/2028
203372AV9
2660000.00000000
PA
USD
2473800.00000000
0.090086653745
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.12500000
N
N
N
N
N
N
ZAYO GROUP HOLDINGS, INC.
529900Z6OTS7RT0V0I47
ZAYO GROUP HOLDINGS INC 144A 4.000000% 03/01/2027
98919VAA3
400000.00000000
PA
USD
381000.00000000
0.013874611964
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.00000000
N
N
N
N
N
N
BATH & BODY WORKS, INC.
GR3KVMWVCR54YWQNXU90
BATH & BODY WORKS INC 144A 9.375000% 07/01/2025
501797AU8
29000.00000000
PA
USD
35235.00000000
0.001283128484
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
9.37500000
N
N
N
N
N
N
Endo Designated Activity Company
N/A
ENDO DAC / ENDO FINANCE LLC / ENDO FINCO INC 144A 6.000000% 06/30/2028
29273DAC4
2068000.00000000
PA
USD
1582020.00000000
0.057611321836
Long
DBT
NUSS
US
N
2
2028-06-30
Fixed
6.00000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATIONS LP
N/A
HESS MIDSTREAM OPERATIONS LP 144A 5.625000% 02/15/2026
428102AC1
600000.00000000
PA
USD
613500.00000000
0.022341402729
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.62500000
N
N
N
N
N
N
CORECIVIC, INC.
529900JFA3K6PTLT8B15
CORECIVIC INC 8.250000% 04/15/2026
21871NAB7
482000.00000000
PA
USD
496214.18000000
0.018070286610
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
8.25000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATING COMPANY INC.
5493003EG7H0N1E4XV50
HILTON WORLDWIDE FINANCE LLC / HILTON WORLDWIDE FI 4.875000% 04/01/2027
432891AK5
318000.00000000
PA
USD
326347.50000000
0.011884369889
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.87500000
N
N
N
N
N
N
JELD-WEN, INC.
549300XWE6NM0N1HFW16
JELD-WEN INC 144A 4.875000% 12/15/2027
475795AD2
170000.00000000
PA
USD
173825.00000000
0.006330064106
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.87500000
N
N
N
N
N
N
AIR MEDICAL GROUP HOLDINGS INC.
N/A
AIR MEDICAL GROUP HOLDINGS INC. 3/14/2025
00169QAD1
1113863.56000000
PA
USD
1104818.99000000
0.040233424611
Long
LON
US
N
2
2025-03-14
Floating
5.24999880
N
N
N
N
N
N
DIRECTV FINANCING, LLC
N/A
DIRECTV FINANCING, LLC 8/2/2027
25460HAB8
7160000.00000000
PA
USD
7142100.00000000
0.260088887425
Long
LON
US
N
2
2027-08-02
Floating
5.74999920
N
N
N
N
N
N
YUM! Brands, Inc.
549300JE8XHZZ7OHN517
YUM! BRANDS INC 3.625000% 03/15/2031
988498AN1
1266000.00000000
PA
USD
1227602.22000000
0.044704736086
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.62500000
N
N
N
N
N
N
CD&R SMOKEY BUYER, INC.
N/A
CD&R SMOKEY BUYER INC 144A 6.750000% 07/15/2025
12510CAA9
607000.00000000
PA
USD
633556.25000000
0.023071777234
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.75000000
N
N
N
N
N
N
CARESTREAM HEALTH, INC.
N/A
CARESTREAM HEALTH, INC. 8/8/2023
14173VAM5
4383708.63990000
PA
USD
4252197.38000000
0.154849314022
Long
LON
US
N
2
2023-08-08
Floating
13.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp PREFERRED STOCK
313400798
7663.00000000
NS
USD
30651.23000000
0.001116204520
Long
EP
US
N
2
N
N
N
MAUSER PACKAGING SOLUTIONS HOLDING COMPANY
549300DNGHXL0OMHW304
MAUSER PACKAGING SOLUTIONS HOLDING CO 144A 7.250000% 04/15/2025
12429TAE4
7630000.00000000
PA
USD
7482512.10000000
0.272485438069
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.25000000
N
N
N
N
N
N
COINBASE GLOBAL, INC.
5493004G3J2SC154DU06
COINBASE GLOBAL INC 144A 3.625000% 10/01/2031
19260QAD9
5548000.00000000
PA
USD
5145770.00000000
0.187389926527
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
3.62500000
N
N
N
N
N
N
AMC NETWORKS INC.
549300VGG9K75226LR46
AMC NETWORKS INC 4.250000% 02/15/2029
00164VAF0
2626000.00000000
PA
USD
2562792.18000000
0.093327420058
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.25000000
N
N
N
N
N
N
VIASAT, INC.
UFC8NYMNFSYIHNSM2I38
VIASAT INC 144A 6.500000% 07/15/2028
92552VAN0
3250000.00000000
PA
USD
3310027.50000000
0.120538968906
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.50000000
N
N
N
N
N
N
Mallinckrodt International Finance S.A.
549300MQQ92LN1A0B514
MALLINCKRODT INTERNATIONAL FINANCE SA / MALLINCKRO 5.500000% 04/15/2025
561233AC1
595000.00000000
PA
USD
352537.50000000
0.012838112901
Long
DBT
NUSS
US
N
2
2025-04-15
Fixed
5.50000000
Y
N
N
N
N
N
TITAN ACQUISITION LIMITED
N/A
TITAN ACQUISITION LIMITED 3/28/2025
C8856UAB4
1934819.89000000
PA
USD
1884630.66000000
0.068631283735
Long
LON
GB
N
2
2025-03-28
Floating
3.16662840
N
N
N
N
N
N
BENEFIT STREET PARTNERS CLO LTD
N/A
BENEFIT STREET PARTNERS CLO V-B 04/20/2031
08181KAB5
10301000.00000000
PA
USD
5500734.00000000
0.200316403590
Long
ABS-CBDO
CORP
US
N
3
2031-04-20
Variable
0.00000000
N
N
N
N
N
N
ARDAGH PACKAGING FINANCE PLC
6354001JXMLKNZDZR978
ARDAGH PACKAGING FINANCE PLC / ARDAGH HOLDINGS USA 5.250000% 08/15/2027
03969AAR1
630000.00000000
PA
USD
617400.00000000
0.022483426316
Long
DBT
NUSS
US
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
WABASH NATIONAL CORPORATION
5299004ZAWHQZI5XO485
WABASH NATIONAL CORP 144A 4.500000% 10/15/2028
929566AL1
325000.00000000
PA
USD
316875.00000000
0.011539416446
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.50000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS PARENT, INC.
N/A
FRONTIER COMMUNICATIONS HOLDINGS LLC 144A 5.875000% 10/15/2027
35906ABE7
367000.00000000
PA
USD
378991.73000000
0.013801478192
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
RP ESCROW ISSUER, LLC
N/A
RP ESCROW ISSUER LLC 144A 5.250000% 12/15/2025
74969PAA6
205000.00000000
PA
USD
202437.50000000
0.007372025615
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
5.25000000
N
N
N
N
N
N
LPL HOLDINGS, INC.
549300Z5YF8CCRMYUL26
LPL HOLDINGS INC 144A 4.625000% 11/15/2027
50212YAC8
4428000.00000000
PA
USD
4538700.00000000
0.165282680634
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.62500000
N
N
N
N
N
N
SM ENERGY COMPANY
84BUTVXV5ODI6BXNMH43
SM ENERGY CO 6.625000% 01/15/2027
78454LAP5
1895000.00000000
PA
USD
1904475.00000000
0.069353941261
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.62500000
N
N
N
N
N
N
ARCONIC CORPORATION
549300B4YFWH3U74B152
ARCONIC CORP 144A 6.125000% 02/15/2028
03966VAA5
1132000.00000000
PA
USD
1177076.24000000
0.042864766620
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.12500000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD.
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD 144A 5.500000% 04/01/2028
780153BG6
2246000.00000000
PA
USD
2184235.00000000
0.079541766570
Long
DBT
NUSS
US
N
2
2028-04-01
Fixed
5.50000000
N
N
N
N
N
N
AVAYA INC.
J6LB5QIFSP2MFEFG4U76
AVAYA INC 144A 6.125000% 09/15/2028
053499AL3
7188000.00000000
PA
USD
7439076.84000000
0.270903686421
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
6.12500000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORPORATION
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP ESCROW 165167CY1
165167CY1
180000.00000000
PA
USD
4950.00000000
0.000180260706
Long
DBT
CORP
US
N
2
2049-12-31
Fixed
0.00000000
Y
N
N
N
N
N
CENTURY COMMUNITIES, INC.
5299002QMB2O7ZL1CA26
CENTURY COMMUNITIES INC 6.750000% 06/01/2027
156504AL6
624000.00000000
PA
USD
654599.40000000
0.023838090989
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.75000000
N
N
N
N
N
N
BWX TECHNOLOGIES, INC.
549300NP85N265KWMS58
BWX TECHNOLOGIES INC 144A 4.125000% 04/15/2029
05605HAC4
4464000.00000000
PA
USD
4462504.56000000
0.162507924299
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.12500000
N
N
N
N
N
N
TENET HEALTHCARE CORPORATION
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP 144A 6.250000% 02/01/2027
88033GCX6
2873000.00000000
PA
USD
2977146.25000000
0.108416663987
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.25000000
N
N
N
N
N
N
RAIN CII CARBON LLC
5493002CIT11OW5J8846
RAIN CII CARBON LLC / CII CARBON CORP 144A 7.250000% 04/01/2025
75079RAC2
6065000.00000000
PA
USD
6171137.50000000
0.224730021496
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.25000000
N
N
N
N
N
N
GULFPORT ENERGY OPERATING CORPORATION
549300FJX18IDUFPHD40
GULFPORT ENERGY OPERATING CORP 8.000000% 05/17/2026
402635AQ9
457209.00000000
PA
USD
491499.68000000
0.017898601943
Long
DBT
CORP
US
N
2
2026-05-17
Fixed
8.00000000
N
N
N
N
N
N
Corporation de Securite Garda World
549300ZF1NDXLMCHNO20
GARDA WORLD SECURITY CORP 144A 9.500000% 11/01/2027
36257BAA7
565000.00000000
PA
USD
588865.60000000
0.021444308921
Long
DBT
NUSS
CA
N
2
2027-11-01
Fixed
9.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 8.000000% 07/15/2025
674599DY8
1262000.00000000
PA
USD
1436534.60000000
0.052313281228
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
8.00000000
N
N
N
N
N
N
Post Holdings, Inc.
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC 144A 5.625000% 01/15/2028
737446AN4
1800000.00000000
PA
USD
1852758.00000000
0.067470599248
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.62500000
N
N
N
N
N
N
AMERICAN GREETINGS CORPORATION
549300WMJOT8C9DNMF90
AMERICAN GREETINGS CORP 144A 8.750000% 04/15/2025
026375AR6
5700000.00000000
PA
USD
5856750.00000000
0.213281190606
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
8.75000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS PARENT, INC.
N/A
FRONTIER COMMUNICATIONS PARE COMMON STOCK
35909D109
24698.00000000
NS
USD
825160.18000000
0.030049284267
Long
EC
US
N
1
N
N
N
CINEMARK USA, INC.
54930008H2137JSCPQ09
CINEMARK USA INC 144A 5.250000% 07/15/2028
172441BF3
240000.00000000
PA
USD
227400.00000000
0.008281067613
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.25000000
N
N
N
N
N
N
MILEAGE PLUS HOLDINGS, LLC
N/A
MILEAGE PLUS HOLDINGS LLC / MILEAGE PLUS INTELLECT 6.500000% 06/20/2027
599191AA1
3611500.00000000
PA
USD
3855276.25000000
0.140394913342
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
DexKo Global Inc.
N/A
DexKo Global Inc. 9/22/2028
N/A
504210.00000000
PA
USD
499167.90000000
0.018177850177
Long
LON
US
N
2
2028-09-22
Floating
4.25000160
N
N
N
N
N
N
GENESIS ENERGY, L.P.
549300VJ5D6MDK138782
GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP 8.000000% 01/15/2027
37185LAM4
1727000.00000000
PA
USD
1711957.83000000
0.062343177402
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
8.00000000
N
N
N
N
N
N
SIRIUS XM RADIO INC.
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC 144A 5.000000% 08/01/2027
82967NBA5
3081000.00000000
PA
USD
3172505.70000000
0.115530933180
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association PREFERRED STOCK
313586802
43493.00000000
NS
USD
173972.00000000
0.006335417303
Long
EP
US
N
1
N
N
N
HCA INC.
L3CJ6J7LJ2DX62FTXD46
HCA INC 5.875000% 02/01/2029
404119BW8
720000.00000000
PA
USD
845100.00000000
0.030775418821
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
MGM RESORTS INTERNATIONAL
54930066VBP7DZEGGJ87
MGM RESORTS INTERNATIONAL 6.750000% 05/01/2025
552953CG4
1984000.00000000
PA
USD
2065840.00000000
0.075230258215
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.75000000
N
N
N
N
N
N
Byju's 10/21 Cov-Lite
N/A
Byju's 10/21 Cov-Lite 11/5/2026
N/A
6146592.05000000
PA
USD
6115859.09000000
0.222716986092
Long
LON
US
N
2
2026-11-05
Floating
0.00000000
N
N
N
N
N
N
AVANTOR FUNDING, INC.
5493003VM0XB4U8YD238
AVANTOR FUNDING INC 144A 3.875000% 11/01/2029
05352TAB5
3700000.00000000
PA
USD
3695375.00000000
0.134571900753
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
3.87500000
N
N
N
N
N
N
SCIENCE APPLICATIONS INTERNATIONAL CORPORATION
549300LZPNZIXQGZPZ48
SCIENCE APPLICATIONS INTERNATIONAL CORP 144A 4.875000% 04/01/2028
808625AA5
4064000.00000000
PA
USD
4155440.00000000
0.151325767822
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.87500000
N
N
N
N
N
N
N/A
N/A
EP ENERGY CORP COMMON STOCK
268785201
25685.00000000
NS
USD
2234595.00000000
0.081375691658
Long
EC
US
N
1
N
N
N
OSMOSIS BUYER LIMITED
N/A
OSMOSIS BUYER LIMITED 7/31/2028
00132UAG9
3167143.18000000
PA
USD
3162519.15000000
0.115167259935
Long
LON
US
N
2
2028-07-31
Floating
4.50000000
N
N
N
N
N
N
SERVICE CORPORATION INTERNATIONAL
549300RKVM2ME20JHZ15
SERVICE CORP INTERNATIONAL/US 4.000000% 05/15/2031
817565CG7
132000.00000000
PA
USD
131670.00000000
0.004794934796
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
4.00000000
N
N
N
N
N
N
NUSTAR LOGISTICS, L.P.
N62BF2PKP51FIIOIUN20
NUSTAR LOGISTICS LP 6.375000% 10/01/2030
67059TAH8
1092000.00000000
PA
USD
1162980.00000000
0.042351433653
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.37500000
N
N
N
N
N
N
IVANTI SOFTWARE, INC.
N/A
IVANTI SOFTWARE, INC. 12/1/2027
46583DAF6
530335.00000000
PA
USD
525031.65000000
0.019119712369
Long
LON
US
N
2
2027-12-01
Floating
4.74999840
N
N
N
N
N
N
AHEAD DB HOLDINGS, LLC
254900L07WFL833JX193
AHEAD DB HOLDINGS LLC 144A 6.625000% 05/01/2028
00867FAA6
3391000.00000000
PA
USD
3386252.60000000
0.123314805348
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
6.62500000
N
N
N
N
N
N
MATCH GROUP HOLDINGS II, LLC
N/A
MATCH GROUP HOLDINGS II LLC 144A 3.625000% 10/01/2031
57667JAA0
284000.00000000
PA
USD
267726.80000000
0.009749620636
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
3.62500000
N
N
N
N
N
N
NEUBERGER BERMAN LOAN ADVISERS LLC
N/A
NEUBERGER BERMAN LOAN ADVISERS CLO 38 (EQUITY TRANCHE)
64133TAG7
39804.00000000
PA
USD
29853.00000000
0.001087135934
Long
ABS-CBDO
CORP
US
N
3
2032-10-20
Variable
0.00000000
N
N
N
N
N
N
NCR CORPORATION
549300YKTY8JX1DV2R67
NCR CORP 144A 5.750000% 09/01/2027
62886EAU2
740000.00000000
PA
USD
766891.60000000
0.027927357922
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
5.75000000
N
N
N
N
N
N
NATIONSTAR MORTGAGE HOLDINGS INC.
N/A
NATIONSTAR MORTGAGE HOLDINGS INC 144A 5.750000% 11/15/2031
63861CAE9
465000.00000000
PA
USD
453823.73000000
0.016526583081
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.75000000
N
N
N
N
N
N
AVIS BUDGET CAR RENTAL, LLC
XN8R4HH1TVC1XOCL5P21
AVIS BUDGET CAR RENTAL LLC / AVIS BUDGET FINANCE I 5.375000% 03/01/2029
053773BF3
301000.00000000
PA
USD
308046.41000000
0.011217911825
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
5.37500000
N
N
N
N
N
N
KENNEDY-WILSON, INC.
5EA4464UK7FM5QNNKL62
KENNEDY-WILSON INC 4.750000% 03/01/2029
489399AL9
172000.00000000
PA
USD
174339.20000000
0.006348789370
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.75000000
N
N
N
N
N
N
INTELSAT JACKSON HOLDINGS S.A.
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HOLDINGS SA 144A 8.500000% 10/15/2024
45824TBA2
3082000.00000000
PA
USD
1548705.00000000
0.056398112656
Long
DBT
NUSS
LU
N
2
2024-10-15
Fixed
8.50000000
Y
N
N
N
N
N
ACRISURE, LLC
549300R0Z1Q47XRTGO22
ACRISURE LLC / ACRISURE FINANCE INC 144A 4.250000% 02/15/2029
00489LAF0
2601000.00000000
PA
USD
2424392.10000000
0.088287400620
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.25000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMENT, INC.
5493007B9BM9ZXJINO78
LIVE NATION ENTERTAINMENT INC 144A 4.750000% 10/15/2027
538034AR0
1959000.00000000
PA
USD
1959000.00000000
0.071339540256
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
YUM! Brands, Inc.
549300JE8XHZZ7OHN517
YUM! BRANDS INC 6.875000% 11/15/2037
988498AD3
1840000.00000000
PA
USD
2300000.00000000
0.083757500046
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
6.87500000
N
N
N
N
N
N
TALLGRASS ENERGY PARTNERS, LP
549300IQ3DN0F3VERF65
TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FI 5.500000% 01/15/2028
87470LAD3
115000.00000000
PA
USD
112268.75000000
0.004088412971
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP
549300U6G4UOCMLQK204
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / M 5.750000% 02/01/2027
55303XAJ4
357000.00000000
PA
USD
404302.50000000
0.014723202896
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.75000000
N
N
N
N
N
N
DANA INCORPORATED
KVWHW7YLZPFJM8QYNJ51
DANA INC 4.250000% 09/01/2030
235825AH9
705000.00000000
PA
USD
700593.75000000
0.025513035238
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
4.25000000
N
N
N
N
N
N
OWENS-BROCKWAY GLASS CONTAINER INC.
V2UQUCDZJ9WY98W8QU33
OWENS-BROCKWAY GLASS CONTAINER INC 144A 6.375000% 08/15/2025
69073TAS2
815000.00000000
PA
USD
878162.50000000
0.031979432884
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
6.37500000
N
N
N
N
N
N
SYNEOS HEALTH, INC.
549300F1ZGKDS8P6GU13
SYNEOS HEALTH INC 144A 3.625000% 01/15/2029
87166BAA0
3053000.00000000
PA
USD
3007785.07000000
0.109532416582
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.62500000
N
N
N
N
N
N
RADIATE HOLDCO, LLC
5493000GQJ5RDX9DNJ71
RADIATE HOLDCO LLC / RADIATE FINANCE INC 144A 4.500000% 09/15/2026
75026JAC4
882000.00000000
PA
USD
876513.96000000
0.031919399150
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
4.50000000
N
N
N
N
N
N
OUTFRONT MEDIA CAPITAL LLC
5493005WC7J0FDMW0610
OUTFRONT MEDIA CAPITAL LLC / OUTFRONT MEDIA CAPITA 4.250000% 01/15/2029
69007TAE4
3800000.00000000
PA
USD
3695500.00000000
0.134576452791
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.25000000
N
N
N
N
N
N
CONSOLIDATED COMMUNICATIONS, INC.
549300WW675Y48HDVX34
CONSOLIDATED COMMUNICATIONS INC 144A 6.500000% 10/01/2028
20903XAF0
6388000.00000000
PA
USD
6627550.00000000
0.241350878013
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.50000000
N
N
N
N
N
N
NUSTAR LOGISTICS, L.P.
N62BF2PKP51FIIOIUN20
NUSTAR LOGISTICS LP 5.750000% 10/01/2025
67059TAG0
207000.00000000
PA
USD
218664.45000000
0.007962951165
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.75000000
N
N
N
N
N
N
ENDO LUXEMBOURG FINANCE COMPANY I S.A R.L.
N/A
ENDO LUXEMBOURG FINANCE COMPANY I S.A R.L. 3/27/2028
L2968EAE2
1394990.00000000
PA
USD
1354367.89000000
0.049321073308
Long
LON
US
N
2
2028-03-27
Floating
5.74999920
N
N
N
N
N
N
NEWSTAR BERKELEY FUND CLO LLC
N/A
NEWSTAR BERKELEY FUND CLO LLC (FACTORED) NSBKY 2016-1A SUB
65251XAL0
21812000.00000000
PA
USD
9379160.00000000
0.341554345275
Long
ABS-CBDO
CORP
US
N
3
2028-10-25
Variable
0.00000000
N
N
N
N
N
N
CHENIERE ENERGY, INC.
MIHC87W9WTYSYZWV1J40
CHENIERE ENERGY INC 4.625000% 10/15/2028
16411RAK5
1682000.00000000
PA
USD
1732460.00000000
0.063089790665
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.62500000
N
N
N
N
N
N
WIND RIVER CLO LTD.
N/A
WIND RIVER 2021-3 CLO SERIES: 2021-3 CLO
97316EAC8
11611000.00000000
PA
USD
9869350.00000000
0.359405253513
Long
ABS-CBDO
CORP
US
N
3
2033-07-20
Fixed
0.00000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS, INC.
54930076J6KDZL504O62
IHEARTCOMMUNICATIONS INC 144A 5.250000% 08/15/2027
45174HBE6
1877000.00000000
PA
USD
1904873.45000000
0.069368451337
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
NOVA Chemicals Corporation
N/A
NOVA CHEMICALS CORP 144A 4.250000% 05/15/2029
66977WAS8
385000.00000000
PA
USD
377300.00000000
0.013739871637
Long
DBT
NUSS
CA
N
2
2029-05-15
Fixed
4.25000000
N
N
N
N
N
N
TRAVELPORT FINANCE
N/A
TRAVELPORT FINANCE 5/29/2026
N/A
1746550.43990000
PA
USD
1472778.66000000
0.053633155949
Long
LON
US
N
2
2026-05-29
Floating
5.13150120
N
N
N
N
N
N
GREAT LAKES CLO LTD
N/A
GREAT LAKE CLO SERIES 2015-1 CLASS SUB
39055UAE5
6015147.00000000
PA
USD
3669239.67000000
0.133620148621
Long
ABS-CBDO
CORP
US
N
3
2030-01-16
Variable
0.00000000
N
N
N
N
N
N
SHELF DRILLING HOLDINGS, LTD.
54930078ZJ3XP4MRYB68
SHELF DRILLING HOLDINGS LTD 144A 8.875000% 11/15/2024
822538AG9
625000.00000000
PA
USD
643750.00000000
0.023442995936
Long
DBT
NUSS
AE
N
2
2024-11-15
Fixed
8.87500000
N
N
N
N
N
N
SP PF BUYER LLC
N/A
SP PF BUYER LLC 12/22/2025
78471PAB6
2759250.00000000
PA
USD
2667118.64000000
0.097126604179
Long
LON
US
N
2
2025-12-22
Floating
4.59038160
N
N
N
N
N
N
CABLEVISION SYSTEMS CORPORATION
N/A
CSC HOLDINGS LLC 5.875000% 09/15/2022
12686CBB4
152000.00000000
PA
USD
155496.00000000
0.005662589663
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
5.87500000
N
N
N
N
N
N
PBF HOLDING COMPANY LLC
549300TILVIIV9FLL461
PBF HOLDING CO LLC / PBF FINANCE CORP 7.250000% 06/15/2025
69318FAG3
1645000.00000000
PA
USD
1100093.75000000
0.040061348833
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.25000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
ONEMAIN FINANCE CORP 4.000000% 09/15/2030
682691AA8
4793000.00000000
PA
USD
4625245.00000000
0.168434329695
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
4.00000000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP, INC.
549300JH4DTA7U42GL91
ASBURY AUTOMOTIVE GROUP INC 4.500000% 03/01/2028
043436AU8
3253000.00000000
PA
USD
3260156.60000000
0.118722855032
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
NEUBERGER BERMAN CLO LTD
N/A
NEUBERGER BERMAN CLO LTD (FACTORED) NEUB 2016-22A SUB
64131CAB7
5235000.00000000
PA
USD
3088650.00000000
0.112477218485
Long
ABS-CBDO
CORP
US
N
3
2027-10-17
Variable
0.00000000
N
N
N
N
N
N
TRONOX INCORPORATED
549300EPZ4YXC7E5P181
TRONOX INC 144A 6.500000% 05/01/2025
897051AB4
797000.00000000
PA
USD
833861.25000000
0.030366145080
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.50000000
N
N
N
N
N
N
UNITI GROUP LP
N/A
UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CA 7.875000% 02/15/2025
91327AAA0
1313000.00000000
PA
USD
1372899.06000000
0.049995910035
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
7.87500000
N
N
N
N
N
N
N/A
N/A
TITAN ENERGY LLC COMMON STOCK
88829M105
22243.00000000
NS
USD
0.01000000
0.000000000364
Long
EC
US
N
3
N
N
N
LIFEPOINT HEALTH, INC.
549300G8ZVHRTBBBSZ90
LEGACY LIFEPOINT HEALTH LLC 144A 6.750000% 04/15/2025
53219LAT6
612000.00000000
PA
USD
635715.00000000
0.023150390931
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
6.75000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 5.500000% 06/01/2027
29273VAF7
2863000.00000000
PA
USD
3106000.30000000
0.113109052291
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.50000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORPORATION
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP 144A 5.500000% 02/01/2026
165167DF1
299000.00000000
PA
USD
310212.50000000
0.011296792818
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.50000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD.
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD 144A 5.500000% 08/31/2026
780153BJ0
1366000.00000000
PA
USD
1331850.00000000
0.048501054972
Long
DBT
NUSS
US
N
2
2026-08-31
Fixed
5.50000000
N
N
N
N
N
N
STAPLES INC.
N/A
STAPLES INC. 4/16/2026
855031AQ3
6334043.11000000
PA
USD
6068836.72000000
0.221004605154
Long
LON
US
N
2
2026-04-16
Floating
5.13163080
N
N
N
N
N
N
MLN US HOLDCO LLC
N/A
MLN US HOLDCO LLC 11/30/2025
55292HAB9
1164693.21000000
PA
USD
1115193.75000000
0.040611235029
Long
LON
US
N
2
2025-11-30
Floating
4.58550000
N
N
N
N
N
N
SIX FLAGS ENTERTAINMENT CORPORATION
549300JYTDUAA4JQ3717
SIX FLAGS ENTERTAINMENT CORP 144A 5.500000% 04/15/2027
83001AAC6
110000.00000000
PA
USD
111925.00000000
0.004075894866
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
CLARK EQUIPMENT COMPANY
549300X1FKNY520VPF71
CLARK EQUIPMENT CO 144A 5.875000% 06/01/2025
181396AE2
1127000.00000000
PA
USD
1169262.50000000
0.042580219085
Long
DBT
CORP
KR
N
2
2025-06-01
Fixed
5.87500000
N
N
N
N
N
N
ALTICE FINANCING S.A.
549300DIYGW8HVDF7Q17
ALTICE FINANCING SA 144A 5.750000% 08/15/2029
02154CAH6
1409000.00000000
PA
USD
1341952.74000000
0.048868959427
Long
DBT
NUSS
LU
N
2
2029-08-15
Fixed
5.75000000
N
N
N
N
N
N
SCRIPPS ESCROW II, INC.
N/A
SCRIPPS ESCROW II INC 144A 5.375000% 01/15/2031
81105DAB1
142000.00000000
PA
USD
142710.00000000
0.005196970796
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.37500000
N
N
N
N
N
N
MINERAL RESOURCES LIMITED
5299007V1ACKFFX2P066
MINERAL RESOURCES LTD 144A 8.125000% 05/01/2027
603051AA1
3845000.00000000
PA
USD
4140411.35000000
0.150778479929
Long
DBT
NUSS
AU
N
2
2027-05-01
Fixed
8.12500000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
SERVICE PROPERTIES TRUST 4.950000% 02/15/2027
44106MAW2
3973000.00000000
PA
USD
3790202.27000000
0.138025159480
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.95000000
N
N
N
N
N
N
BENEFIT STREET PARTNERS CLO LTD
N/A
BATTALION CLO XX EQUITY TRANCHE
N/A
8543000.00000000
PA
USD
7880917.50000000
0.286993890378
Long
ABS-CBDO
CORP
US
N
3
2024-07-15
Variable
0.00000000
N
N
N
N
N
N
BOMBARDIER INC.
W7L3VLU8EHQY34Z36697
BOMBARDIER INC 144A 7.125000% 06/15/2026
097751BV2
1067000.00000000
PA
USD
1101677.50000000
0.040119023155
Long
DBT
NUSS
CA
N
2
2026-06-15
Fixed
7.12500000
N
N
N
N
N
N
PG&E CORPORATION
8YQ2GSDWYZXO2EDN3511
PG&E CORP 5.250000% 07/01/2030
69331CAJ7
3204000.00000000
PA
USD
3284100.00000000
0.119594785174
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
5.25000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 5.875000% 09/01/2025
674599EB7
291000.00000000
PA
USD
312825.00000000
0.011391930413
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.87500000
N
N
N
N
N
N
NGL ENERGY PARTNERS LP
5299005YSRP46BE8Z459
NGL ENERGY PARTNERS LP / NGL ENERGY FINANCE CORP 6.125000% 03/01/2025
62913TAM4
5241000.00000000
PA
USD
4358101.14000000
0.158705937580
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
6.12500000
N
N
N
N
N
N
Benefit Street Partners CLO
N/A
BENEFIT STREET PARTNERS CLO V 0% 10/20/2026
08180M205
6413000.00000000
PA
USD
0.01000000
0.000000000364
Long
ABS-CBDO
CORP
US
N
3
2026-10-20
Fixed
0.00000000
N
N
N
N
N
N
VOYA FINANCIAL, INC.
549300T065Z4KJ686G75
VOYA FINANCIAL INC 4.700000% 01/23/2048
929089AF7
1183000.00000000
PA
USD
1227253.69000000
0.044692043911
Long
DBT
CORP
US
N
2
2048-01-23
Fixed
4.70000000
N
N
N
N
N
N
ADIENT US LLC
213800SOTRCDGZUHL712
ADIENT US LLC 144A 9.000000% 04/15/2025
00688JAB3
227000.00000000
PA
USD
240620.00000000
0.008762491156
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
9.00000000
N
N
N
N
N
N
CDK GLOBAL, INC.
5493000L10CYRTHIJ385
CDK GLOBAL INC 144A 5.250000% 05/15/2029
12508EAJ0
553000.00000000
PA
USD
584797.50000000
0.021296163753
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.25000000
N
N
N
N
N
N
Performance Food Group, Inc.
549300OMUOGBYK0FFO76
PERFORMANCE FOOD GROUP INC 144A 6.875000% 05/01/2025
71376LAD2
80000.00000000
PA
USD
83800.00000000
0.003051686306
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
THE GOODYEAR TIRE & RUBBER COMPANY
5493002BI0S2ZQUY3437
GOODYEAR TIRE & RUBBER CO/THE 5.250000% 04/30/2031
382550BJ9
514000.00000000
PA
USD
542013.00000000
0.019738110379
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
5.25000000
N
N
N
N
N
N
LD HOLDINGS GROUP LLC
N/A
LD HOLDINGS GROUP LLC 144A 6.500000% 11/01/2025
521088AA2
2357000.00000000
PA
USD
2252608.47000000
0.082031675665
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
6.50000000
N
N
N
N
N
N
BENEFIT STREET PARTNERS CLO LTD
N/A
TCW CLO 2020-1 EQUITY TRANCHE
N/A
8523000.00000000
PA
USD
6136560.00000000
0.223470836731
Long
ABS-CBDO
CORP
US
N
3
2024-07-15
Variable
0.00000000
N
N
N
N
N
N
AXALTA COATING SYSTEMS, LLC
549300G80QONCHILSF69
AXALTA COATING SYSTEMS LLC / AXALTA COATING SYSTEM 4.750000% 06/15/2027
05454NAA7
699000.00000000
PA
USD
722381.55000000
0.026306466394
Long
DBT
NUSS
US
N
2
2027-06-15
Fixed
4.75000000
N
N
N
N
N
N
ENTEGRIS, INC.
IYX6OWO7BT5DKO3BYG52
ENTEGRIS INC 144A 4.375000% 04/15/2028
29362UAC8
1322000.00000000
PA
USD
1346787.50000000
0.049045023518
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.37500000
N
N
N
N
N
N
MOZART DEBT MERGER
N/A
MOZART DEBT MERGER 9/30/2028
58503UAC7
2005356.02000000
PA
USD
1997775.77000000
0.072751610499
Long
LON
US
N
3
2028-09-30
Floating
3.75000120
N
N
N
N
N
N
API GROUP DE, INC.
549300XP4G7B4QYA0G83
API GROUP DE INC 144A 4.125000% 07/15/2029
001877AA7
280000.00000000
PA
USD
274358.00000000
0.009991104433
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.12500000
N
N
N
N
N
N
STATION CASINOS LLC
5493004E7Q60TX54WL62
STATION CASINOS LLC 144A 4.500000% 02/15/2028
857691AG4
775000.00000000
PA
USD
775000.00000000
0.028222635885
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
WESCO DISTRIBUTION, INC.
549300I2CEZJG9N4AH67
WESCO DISTRIBUTION INC 144A 7.125000% 06/15/2025
95081QAN4
556000.00000000
PA
USD
587313.92000000
0.021387802470
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.12500000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC.
549300FYK4MBXWIVZU26
GFL ENVIRONMENTAL INC 144A 4.375000% 08/15/2029
36168QAP9
1321000.00000000
PA
USD
1285121.64000000
0.046799380791
Long
DBT
NUSS
CA
N
2
2029-08-15
Fixed
4.37500000
N
N
N
N
N
N
PAREXEL INTERNATIONAL 8/21 TL
N/A
PAREXEL INTERNATIONAL 8/21 TL 8/11/2028
71911KAC8
442000.00000000
PA
USD
439860.72000000
0.016018101858
Long
LON
US
N
2
2028-08-11
Floating
3.99999960
N
N
N
N
N
N
PBF HOLDING COMPANY LLC
549300TILVIIV9FLL461
PBF HOLDING CO LLC / PBF FINANCE CORP 144A 9.250000% 05/15/2025
69318FAK4
2380000.00000000
PA
USD
2220266.30000000
0.080853893358
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
9.25000000
N
N
N
N
N
N
N/A
N/A
MEDICAL CARD SYSTEMS INC. EQUITY
N/A
395653.00000000
NS
USD
2288852.61000000
0.083351553298
Long
EC
US
N
3
N
N
N
FRONTIER COMMUNICATIONS PARENT, INC.
N/A
FRONTIER COMMUNICATIONS HOLDINGS LLC 144A 5.000000% 05/01/2028
35906ABF4
2104000.00000000
PA
USD
2109912.24000000
0.076835206321
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
CSC HOLDINGS, LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC 144A 3.375000% 02/15/2031
126307BF3
1954000.00000000
PA
USD
1784744.52000000
0.064993799659
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.37500000
N
N
N
N
N
N
ENLINK MIDSTREAM, LLC
54930000GY1H533OBE23
ENLINK MIDSTREAM LLC 144A 5.625000% 01/15/2028
29336TAC4
185000.00000000
PA
USD
189625.00000000
0.006905441715
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.62500000
N
N
N
N
N
N
NEUBERGER BERMAN LOAN ADVISERS LLC
N/A
NEUBERGER BERMAN LOAN ADVISERS CLO 39 (EQUITY TRANCHE)
64134FAC5
5667000.00000000
PA
USD
4873620.00000000
0.177479229293
Long
ABS-CBDO
CORP
US
Y
3
2032-01-20
Variable
0.00000000
N
N
N
N
N
N
Sensata Technologies B.V.
PUCKW5P5O3XMOZVH7T53
SENSATA TECHNOLOGIES BV 144A 5.625000% 11/01/2024
81725WAH6
200000.00000000
PA
USD
218000.00000000
0.007938754352
Long
DBT
NUSS
US
N
2
2024-11-01
Fixed
5.62500000
N
N
N
N
N
N
N/A
N/A
NOBLE CORP NEW COMMON STOCK
G7998G106
24510.00000000
NS
USD
557602.50000000
0.020305822356
Long
EC
US
N
2
N
N
N
ENCINO ACQUISITION PARTNERS HOLDINGS, LLC
549300BUKUEKT2UE4T49
ENCINO ACQUISITION PARTNERS HOLDINGS LLC 144A 8.500000% 05/01/2028
29254BAA5
4413000.00000000
PA
USD
4446097.50000000
0.161910439809
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
8.50000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC.
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC 144A 5.500000% 11/01/2025
91911KAN2
1360000.00000000
PA
USD
1374552.00000000
0.050056104001
Long
DBT
NUSS
US
N
2
2025-11-01
Fixed
5.50000000
N
N
N
N
N
N
SHEA HOMES LIMITED PARTNERSHIP, A CALIFORNIA LIMITED PARTNERSHIP
N/A
SHEA HOMES LP / SHEA HOMES FUNDING CORP 144A 4.750000% 04/01/2029
82088KAG3
1323000.00000000
PA
USD
1316385.00000000
0.047937876825
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.75000000
N
N
N
N
N
N
SkyMiles IP Ltd.
2549008L7P4I8VB90936
DELTA AIR LINES INC / SKYMILES IP LTD 144A 4.500000% 10/20/2025
830867AA5
355000.00000000
PA
USD
372153.22000000
0.013552444931
Long
DBT
NUSS
US
N
2
2025-10-20
Fixed
4.50000000
N
N
N
N
N
N
TRITON WATER HOLDINGS, INC.
5493005IYCEL7QJFZZ63
TRITON WATER HOLDINGS INC 144A 6.250000% 04/01/2029
89680EAA7
4422000.00000000
PA
USD
4294204.20000000
0.156379047165
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
6.25000000
N
N
N
N
N
N
BENEFIT STREET PARTNERS CLO LTD
N/A
TCW CLO 2017-1 EQUITY TRANCHE
N/A
7377000.00000000
PA
USD
5237670.00000000
0.190736584898
Long
ABS-CBDO
CORP
US
N
3
2024-07-15
Variable
0.00000000
N
N
N
N
N
N
LITHIA MOTORS, INC.
SE8N1EZEHPZQBCBVKD53
LITHIA MOTORS INC 144A 4.375000% 01/15/2031
536797AF0
2455000.00000000
PA
USD
2562406.25000000
0.093313365914
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.37500000
N
N
N
N
N
N
COMMSCOPE TECHNOLOGIES LLC
M4TWC4QDOKW45N7T6Y12
COMMSCOPE TECHNOLOGIES LLC 144A 5.000000% 03/15/2027
20338HAB9
340000.00000000
PA
USD
305289.40000000
0.011117511710
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS, L.P.
5493005UEC8AZ34LDV29
CHENIERE ENERGY PARTNERS LP 144A 3.250000% 01/31/2032
16411QAL5
1059000.00000000
PA
USD
1028553.75000000
0.037456126418
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
3.25000000
N
N
N
N
N
N
PENNYMAC FINANCIAL SERVICES, INC.
549300W1D516HBDEU871
PENNYMAC FINANCIAL SERVICES INC 144A 5.375000% 10/15/2025
70932MAA5
1265000.00000000
PA
USD
1271325.00000000
0.046296958150
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.37500000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC.
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC 144A 5.000000% 01/30/2028
071734AH0
672000.00000000
PA
USD
597596.16000000
0.021762243651
Long
DBT
NUSS
US
N
2
2028-01-30
Fixed
5.00000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC.
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC 144A 5.000000% 02/15/2029
071734AM9
455000.00000000
PA
USD
390162.50000000
0.014208276352
Long
DBT
NUSS
US
N
2
2029-02-15
Fixed
5.00000000
N
N
N
N
N
N
SIRIUS XM RADIO INC.
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC 144A 4.000000% 07/15/2028
82967NBJ6
1267000.00000000
PA
USD
1252746.25000000
0.045620388735
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.00000000
N
N
N
N
N
N
BENEFIT STREET PARTNERS CLO LTD
N/A
BATTALION CLO XI EQUITY TRANCHE
N/A
10431000.00000000
PA
USD
8553420.00000000
0.311483946106
Long
ABS-CBDO
CORP
US
N
3
2024-07-15
Variable
0.00000000
N
N
N
N
N
N
N/A
N/A
NEIMAN MARCUS GROUP EQUITY *
N/A
9899.00000000
NS
USD
1484850.00000000
0.054072749540
Long
EC
US
N
3
N
N
N
ADVISOR GROUP HOLDINGS, INC.
N/A
ADVISOR GROUP HOLDINGS INC 144A 10.750000% 08/01/2027
00791GAA5
3076000.00000000
PA
USD
3346103.56000000
0.121852725687
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
10.75000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC.
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC 144A 5.250000% 01/30/2030
071734AJ6
6887000.00000000
PA
USD
5905602.50000000
0.215060218115
Long
DBT
NUSS
US
N
2
2030-01-30
Fixed
5.25000000
N
N
N
N
N
N
NEUBERGER BERMAN LOAN ADVISERS LLC
N/A
NEUBERGER BERMAN LOAN ADVISERS CLO 36 SERIES: 20-36A CLASS: SPIN
64133LAC3
22936.00000000
PA
USD
17878.61000000
0.000651072903
Long
ABS-CBDO
CORP
US
N
3
2033-04-20
Variable
0.00000000
N
N
N
N
N
N
INTERNATIONAL GAME TECHNOLOGY PLC
549300UQ6KHRCZDRGZ76
INTERNATIONAL GAME TECHNOLOGY PLC 144A 4.125000% 04/15/2026
460599AF0
200000.00000000
PA
USD
203500.00000000
0.007410717938
Long
DBT
NUSS
US
N
2
2026-04-15
Fixed
4.12500000
N
N
N
N
N
N
TALLGRASS ENERGY PARTNERS, LP
549300IQ3DN0F3VERF65
TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FI 6.000000% 12/31/2030
87470LAJ0
5008000.00000000
PA
USD
4948592.60000000
0.180209454314
Long
DBT
CORP
US
N
2
2030-12-31
Fixed
6.00000000
N
N
N
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
SEAGATE HDD CAYMAN 144A 3.375000% 07/15/2031
81180WBB6
2523000.00000000
PA
USD
2400003.75000000
0.087399267044
Long
DBT
NUSS
US
N
2
2031-07-15
Fixed
3.37500000
N
N
N
N
N
N
FREEDOM MORTGAGE CORPORATION
549300LYRWPSYPK6S325
FREEDOM MORTGAGE CORP 144A 7.625000% 05/01/2026
35640YAF4
360000.00000000
PA
USD
347493.60000000
0.012654432703
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
7.62500000
N
N
N
N
N
N
FTS INTERNATIONAL, INC.
549300LIZ1UTOOLOZV47
FTS INTERNATIONAL INC-CL A COMMON STOCK
30283W302
76705.00000000
NS
USD
2020409.70000000
0.073575854583
Long
EC
US
N
1
N
N
N
Sensata Technologies B.V.
PUCKW5P5O3XMOZVH7T53
SENSATA TECHNOLOGIES BV 144A 4.000000% 04/15/2029
81725WAK9
1025000.00000000
PA
USD
1039350.00000000
0.037849285944
Long
DBT
NUSS
US
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
BATTALION OIL CORPORATION
3XHTN2NNIMMPORDAMJ28
BATTALION OIL CORP COMMON STOCK
07134L107
645.00000000
NS
USD
7385.25000000
0.000268943511
Long
EC
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp PREFERRED STOCK
313400780
4307.00000000
NS
USD
17228.00000000
0.000627380091
Long
EP
US
N
2
N
N
N
TECTA AMERICA CORP.
N/A
TECTA AMERICA CORP. 4/10/2028
N/A
1519192.50000000
PA
USD
1514452.62000000
0.055150767560
Long
LON
US
N
2
2028-04-10
Floating
5.00000040
N
N
N
N
N
N
CIVITAS RESOURCES, INC.
IIVIHPH28S64K95M2381
CIVITAS RESOURCES INC COMMON STOCK
17888H103
63175.11700000
NS
USD
3228880.23000000
0.117583885223
Long
EC
US
N
1
N
N
N
HARSCO CORPORATION
KAO98FK89NPNNPQGUZ43
HARSCO CORP 144A 5.750000% 07/31/2027
415864AM9
766000.00000000
PA
USD
775575.00000000
0.028243575260
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.75000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERATING, LP
L6D8A6MLSY454J2JXJ60
WESTERN MIDSTREAM OPERATING LP 6.500000% 02/01/2050
958667AA5
3489000.00000000
PA
USD
3984577.56000000
0.145103589202
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
6.50000000
N
N
N
N
N
N
GRIFFON CORPORATION
5493000C2SGNC7ZN3242
GRIFFON CORP 5.750000% 03/01/2028
398433AP7
690000.00000000
PA
USD
711131.25000000
0.025896772045
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.75000000
N
N
N
N
N
N
AGROFRESH INC.
N/A
AGROFRESH INC. 12/31/2024
00854XAD6
2559596.03000000
PA
USD
2559596.03000000
0.093211028087
Long
LON
US
N
2
2024-12-31
Floating
7.25000040
N
N
N
N
N
N
WMG ACQUISITION CORP.
549300NAS11NXI33CP80
WMG ACQUISITION CORP 144A 3.000000% 02/15/2031
92933BAR5
741000.00000000
PA
USD
697821.93000000
0.025412095797
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.00000000
N
N
N
N
N
N
HAT HOLDINGS I LLC
N/A
HAT HOLDINGS I LLC / HAT HOLDINGS II LLC 144A 3.750000% 09/15/2030
418751AD5
3392000.00000000
PA
USD
3323057.60000000
0.121013476993
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.75000000
N
N
N
N
N
N
IRON MOUNTAIN INCORPORATED
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC 144A 4.875000% 09/15/2029
46284VAF8
4318000.00000000
PA
USD
4378452.00000000
0.159447040692
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.87500000
N
N
N
N
N
N
EQT CORPORATION
4NT01YGM4X7ZX86ISY52
EQT CORP 7.500000% 02/01/2030
26884LAG4
845000.00000000
PA
USD
1066398.45000000
0.038834290532
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
7.50000000
N
N
N
N
N
N
ZAYO GROUP HOLDINGS, INC.
529900Z6OTS7RT0V0I47
ZAYO GROUP HOLDINGS INC 144A 6.125000% 03/01/2028
98919VAB1
865000.00000000
PA
USD
814181.25000000
0.029649472210
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.12500000
N
N
N
N
N
N
APACHE CORPORATION
72ZZ1XRHOOU9P9X16K08
APACHE CORP 4.375000% 10/15/2028
037411BE4
451000.00000000
PA
USD
475358.51000000
0.017310800184
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.37500000
N
N
N
N
N
N
AMERICAN AXLE & MANUFACTURING, INC.
RY5TAKFOBLDUGX31MS24
AMERICAN AXLE & MANUFACTURING INC 6.875000% 07/01/2028
02406PBA7
492000.00000000
PA
USD
525702.00000000
0.019144124038
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
6.87500000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP
6OQWTZ1SPC04IFT4T704
TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PART 4.875000% 02/01/2031
87612BBS0
647000.00000000
PA
USD
693907.50000000
0.025269546723
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.87500000
N
N
N
N
N
N
SITKA HOLDINGS, LLC
N/A
SITKA HOLDINGS LLC 144A VARIABLE RATE 07/06/2026
82987VAA4
4994000.00000000
PA
USD
5092269.14000000
0.185441622925
Long
DBT
NUSS
US
N
2
2026-07-06
Floating
5.24999880
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC 6.125000% MATURITY: PERPETUAL
06738EBN4
1250000.00000000
PA
USD
1339450.00000000
0.048777818885
Long
DBT
NUSS
GB
N
2
2169-12-15
Fixed
6.12500000
N
N
N
Y
Y
BARCLAYS PLC
BARC 6.125 PERP
GBP
XXXX
N
N
N
ASCEND LEARNING, LLC
N/A
ASCEND LEARNING, LLC 7/12/2024
02083JAD6
161568.00000000
PA
USD
161568.00000000
0.005883709464
Long
LON
US
N
2
2024-07-12
Floating
4.74999840
N
N
N
N
N
N
WESTERN GLOBAL AIRLINES LLC
N/A
WESTERN GLOBAL AIRLINES LLC 144A 10.375000% 08/15/2025
958278AA1
1990000.00000000
PA
USD
2208900.00000000
0.080439974718
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
10.37500000
N
N
N
N
N
N
TACORA RESOURCES INC.
549300L67A19OXSFBA84
TACORA RESOURCES INC 144A 8.250000% 05/15/2026
87356LAA8
1775000.00000000
PA
USD
1761687.50000000
0.064154148201
Long
DBT
NUSS
CA
N
2
2026-05-15
Fixed
8.25000000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS, INC.
KOO0397YRO83WY5MGD97
BAUSCH HEALTH AMERICAS INC 144A 8.500000% 01/31/2027
91911XAW4
583000.00000000
PA
USD
599545.54000000
0.021833232867
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
8.50000000
N
N
N
N
N
N
NEUBERGER BERMAN LOAN ADVISERS LLC
N/A
NEUBERGER BERMAN LOAN ADVISERS CLO 41 (EQUITY TRANCHE)
64134CAG3
43798.00000000
PA
USD
11387.48000000
0.000414689937
Long
ABS-CBDO
CORP
US
Y
3
2034-04-17
Variable
0.00000000
N
N
N
N
N
N
MULTI-COLOR 10/21 (USD)
N/A
MULTI-COLOR 10/21 (USD) 10/20/2028
N/A
493579.96000000
PA
USD
490702.39000000
0.017869567588
Long
LON
US
N
2
2028-10-20
Floating
5.50000080
N
N
N
N
N
N
LIBERTY INTERACTIVE LLC
549300SZUIU7Z32Q0664
LIBERTY INTERACTIVE LLC 8.250000% 02/01/2030
530715AJ0
5829000.00000000
PA
USD
6236505.39000000
0.227110478474
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
8.25000000
N
N
N
N
N
N
CP ATLAS BUYER, INC.
2549006ZZ07G0NDDCR36
CP ATLAS BUYER INC 144A 7.000000% 12/01/2028
12597YAA7
4935000.00000000
PA
USD
4737600.00000000
0.172525883573
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
7.00000000
N
N
N
N
N
N
N/A
N/A
CENVEO CORPORATION EQUITY CENVEO 9/18 REORG
N/A
146717.00000000
NS
USD
1027019.00000000
0.037400236495
Long
EC
US
N
3
N
N
N
THE CHEMOURS COMPANY
549300M1BOLNXL8DOV14
CHEMOURS CO/THE 144A 4.625000% 11/15/2029
163851AH1
3850000.00000000
PA
USD
3720062.50000000
0.135470928267
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.62500000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS, INC.
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYSTEMS INC 144A 4.750000% 02/15/2031
12543DBK5
1971000.00000000
PA
USD
1941439.93000000
0.070700067402
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
4.75000000
N
N
N
N
N
N
COTY INC.
549300BO9IWPF3S48F93
COTY INC 144A 6.500000% 04/15/2026
222070AB0
6765000.00000000
PA
USD
6917212.50000000
0.251899315777
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
6.50000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP PREFERRED STOCK
55336V308
41696.00000000
NS
USD
1459360.00000000
0.053144497942
Long
EP
US
N
3
N
N
N
UNITED RENTALS (NORTH AMERICA), INC.
NGIZXNT70J2LYT3FBI09
UNITED RENTALS NORTH AMERICA INC 4.875000% 01/15/2028
911365BG8
725000.00000000
PA
USD
759437.50000000
0.027655907148
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.87500000
N
N
N
N
N
N
OCP CLO LTD
N/A
OCP CLO SERIES: 2021-21A CLASS: SUB
670897AC1
7945000.00000000
PA
USD
6781057.50000000
0.246941053856
Long
ABS-CBDO
CORP
US
Y
3
2034-07-20
Variable
0.00000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC.
N/A
BAUSCH HEALTH COMPANIES INC. 6/2/2025
C9413PAZ6
644857.11000000
PA
USD
638511.72000000
0.023252237137
Long
LON
CA
N
2
2025-06-02
Floating
3.08700000
N
N
N
N
N
N
NCR CORPORATION
549300YKTY8JX1DV2R67
NCR CORP 144A 5.000000% 10/01/2028
62886EAY4
238000.00000000
PA
USD
240380.00000000
0.008753751243
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
ORGANON & CO.
549300AMCKY57OK2CO56
ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV 1 5.125000% 04/30/2031
68622TAB7
1126000.00000000
PA
USD
1149927.50000000
0.041876109840
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
5.12500000
N
N
N
N
N
N
Taseko Mines Limited
549300XKUO1JSLU7KX54
TASEKO MINES LTD 144A 7.000000% 02/15/2026
876511AF3
4183000.00000000
PA
USD
4245745.00000000
0.154614342188
Long
DBT
NUSS
CA
N
2
2026-02-15
Fixed
7.00000000
N
N
N
N
N
N
VISTA OUTDOOR INC.
549300QI2D33ESTJLN81
VISTA OUTDOOR INC 144A 4.500000% 03/15/2029
928377AC4
2097000.00000000
PA
USD
2091757.50000000
0.076174077783
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP 144A 5.750000% 03/01/2027
143658BN1
6430000.00000000
PA
USD
6284360.50000000
0.228853184725
Long
DBT
NUSS
US
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
DIEBOLD NIXDORF, INCORPORATED
549300XZK6EWDBAZSY16
DIEBOLD NIXDORF INC 144A 9.375000% 07/15/2025
253657AA8
1469000.00000000
PA
USD
1559186.61000000
0.056779814156
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
9.37500000
N
N
N
N
N
N
EXTERRAN ENERGY SOLUTIONS, L.P.
549300SUVC37AAD0DT62
EXTERRAN ENERGY SOLUTIONS LP / EES FINANCE CORP 8.125000% 05/01/2025
30227KAE9
3672000.00000000
PA
USD
3405780.00000000
0.124025921090
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
8.12500000
N
N
N
N
N
N
STEINWAY MUSICAL INSTRUMENTS
N/A
STEINWAY MUSICAL INSTRUMENTS 2/14/2025
85849GAF7
368924.63000000
PA
USD
364313.07000000
0.013266935642
Long
LON
US
N
2
2025-02-14
Floating
4.74999840
N
N
N
N
N
N
CROWN AMERICAS LLC
RPPGGRL1J75WGF2DFO04
CROWN AMERICAS LLC / CROWN AMERICAS CAPITAL CORP V 4.250000% 09/30/2026
22819KAB6
2602000.00000000
PA
USD
2738605.00000000
0.099729873223
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
4.25000000
N
N
N
N
N
N
T-MOBILE USA, INC.
549300V2JRLO5DIFGE82
T-MOBILE USA INC 3.500000% 04/15/2031
87264ABW4
1725000.00000000
PA
USD
1753221.00000000
0.063845829560
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.50000000
N
N
N
N
N
N
Clarios Global LP
549300474L1ZLXZY2P98
CLARIOS GLOBAL LP 144A 6.750000% 05/15/2025
18060TAA3
896000.00000000
PA
USD
935200.00000000
0.034056527844
Long
DBT
NUSS
US
N
2
2025-05-15
Fixed
6.75000000
N
N
N
N
N
N
WESCO DISTRIBUTION, INC.
549300I2CEZJG9N4AH67
WESCO DISTRIBUTION INC 144A 7.250000% 06/15/2028
95081QAP9
611000.00000000
PA
USD
664462.50000000
0.024197268641
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
7.25000000
N
N
N
N
N
N
TRIUMPH GROUP, INC.
5493007L6S47Q14SL582
TRIUMPH GROUP INC 144A 6.250000% 09/15/2024
896818AQ4
115000.00000000
PA
USD
115447.35000000
0.004204165836
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
6.25000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 4.625000% 06/15/2045
674599CF0
1445000.00000000
PA
USD
1459233.25000000
0.053139882175
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
4.62500000
N
N
N
N
N
N
EQM Midstream Partners, LP
549300NELT611CL6XM83
EQM MIDSTREAM PARTNERS LP 144A 6.500000% 07/01/2027
26885BAH3
1116000.00000000
PA
USD
1205280.00000000
0.043891843328
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
6.50000000
N
N
N
N
N
N
ALBERTSONS COMPANIES, INC.
549300YKWOC0AOR16R51
ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS 3.250000% 03/15/2026
013092AF8
350000.00000000
PA
USD
349125.00000000
0.012713842262
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.25000000
N
N
N
N
N
N
WINDSTREAM ESCROW, LLC
N/A
WINDSTREAM ESCROW LLC / WINDSTREAM ESCROW FINANCE 7.750000% 08/15/2028
97382WAA1
2163000.00000000
PA
USD
2253435.03000000
0.082061775925
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
7.75000000
N
N
N
N
N
N
ASCENT RESOURCES UTICA HOLDINGS, LLC
549300EGLQ2M2CL7JZ89
ASCENT RESOURCES UTICA HOLDINGS LLC / ARU FINANCE 9.000000% 11/01/2027
04364VAK9
1106000.00000000
PA
USD
1487570.00000000
0.054171801888
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
9.00000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNERS, LP
88CPW63VL7KHJWS0NY83
ENLINK MIDSTREAM PARTNERS LP 4.150000% 06/01/2025
29336UAE7
445000.00000000
PA
USD
455328.45000000
0.016581379422
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.15000000
N
N
N
N
N
N
GARTNER, INC.
PP55B5R38BFB8O8HH686
GARTNER INC 144A 3.625000% 06/15/2029
366651AG2
210000.00000000
PA
USD
208687.50000000
0.007599627517
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.62500000
N
N
N
N
N
N
USA COMPRESSION PARTNERS, LP
N/A
USA COMPRESSION PARTNERS LP / USA COMPRESSION FINA 6.875000% 09/01/2027
91740PAF5
3650000.00000000
PA
USD
3743403.50000000
0.136320921227
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
6.87500000
N
N
N
N
N
N
HCA INC.
L3CJ6J7LJ2DX62FTXD46
HCA INC 5.375000% 02/01/2025
404119BR9
3365000.00000000
PA
USD
3669953.13000000
0.133646130197
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.37500000
N
N
N
N
N
N
ALLIANCE DATA SYSTEMS CORPORATION
549300G8S4PO686J7H97
ALLIANCE DATA SYSTEMS CORP 144A 4.750000% 12/15/2024
018581AK4
1341000.00000000
PA
USD
1359438.75000000
0.049505735289
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
4.75000000
N
N
N
N
N
N
BWAY HOLDING COMPANY
N/A
BWAY HOLDING COMPANY 4/3/2024
05604XAP1
2039475.00000000
PA
USD
1997155.89000000
0.072729036760
Long
LON
US
N
2
2024-04-03
Floating
3.33699840
N
N
N
N
N
N
AADVANTAGE LOYALTY IP LTD.
N/A
AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD 14 5.750000% 04/20/2029
00253XAB7
5821875.00000000
PA
USD
6071546.11000000
0.221103271125
Long
DBT
NUSS
US
N
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
BATH & BODY WORKS, INC.
GR3KVMWVCR54YWQNXU90
BATH & BODY WORKS INC 6.750000% 07/01/2036
501797AM6
2607000.00000000
PA
USD
3115365.00000000
0.113450080057
Long
DBT
CORP
US
N
2
2036-07-01
Fixed
6.75000000
N
N
N
N
N
N
GOLAR LNG LIMITED
213800C2VSFZG3EZLO34
GOLAR LNG LTD 2.750000% 02/15/2022
38046YAB7
885000.00000000
PA
USD
883417.45000000
0.032170798743
Long
DBT
CORP
CM
N
2
2022-02-15
Fixed
2.75000000
N
N
N
N
N
N
Jazz Securities Designated Activity Company
6354009DV8VV7K6KOO02
JAZZ SECURITIES DAC 144A 4.375000% 01/15/2029
47216FAA5
334000.00000000
PA
USD
340285.88000000
0.012391954178
Long
DBT
NUSS
US
N
2
2029-01-15
Fixed
4.37500000
N
N
N
N
N
N
MOSS CREEK RESOURCES HOLDINGS, INC.
54930037SLMSPWKYIX36
MOSS CREEK RESOURCES HOLDINGS INC 144A 7.500000% 01/15/2026
61965RAA3
3719000.00000000
PA
USD
3275769.58000000
0.119291422064
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.50000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC 4.542000% 08/01/2026
345397ZW6
1481000.00000000
PA
USD
1581856.10000000
0.057605353203
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
4.54200000
N
N
N
N
N
N
AP CORE HOLDINGS II, LLC
N/A
AP CORE HOLDINGS II, LLC 9/1/2027
00187GAC3
1347000.00000000
PA
USD
1342366.32000000
0.048884020482
Long
LON
US
N
2
2027-09-01
Floating
6.24999960
N
N
N
N
N
N
WHATABRANDS/WHATABURGER 7/21
N/A
WHATABRANDS/WHATABURGER 7/21 8/3/2028
96244UAF4
1809290.32000000
PA
USD
1796661.47000000
0.065427770937
Long
LON
US
N
2
2028-08-03
Floating
3.75000120
N
N
N
N
N
N
N/A
N/A
FORESIGHT COMMON EQUITY *
N/A
60592.86000000
NS
USD
818003.61000000
0.029788668435
Long
EP
US
N
3
N
N
N
FREEPORT-MCMORAN INC.
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN INC 5.400000% 11/14/2034
35671DBJ3
1443000.00000000
PA
USD
1717170.00000000
0.062532985371
Long
DBT
CORP
US
N
2
2034-11-14
Fixed
5.40000000
N
N
N
N
N
N
DISH DBS Corporation
N/A
DISH DBS CORP 144A 5.750000% 12/01/2028
25470XBF1
3201000.00000000
PA
USD
3154041.33000000
0.114858529062
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
GULFPORT ENERGY OPERATING CORPORATION
549300FJX18IDUFPHD40
GULFPORT ENERGY CORPORTATION 6 3/8 ESCROW
402635AL0
311000.00000000
PA
USD
14772.50000000
0.000537959856
Long
DBT
CORP
US
N
3
2025-05-15
Fixed
0.00000000
N
N
N
N
N
N
LBM ACQUISITION, LLC
549300FAEB3VWZL4NI86
LBM ACQUISITION LLC 144A 6.250000% 01/15/2029
05552BAA4
3425000.00000000
PA
USD
3278410.00000000
0.119387576402
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.25000000
N
N
N
N
N
N
ARCONIC CORPORATION
549300B4YFWH3U74B152
ARCONIC CORP 144A 6.000000% 05/15/2025
03966VAB3
445000.00000000
PA
USD
463912.50000000
0.016893978800
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.00000000
N
N
N
N
N
N
PENNYMAC FINANCIAL SERVICES, INC.
549300W1D516HBDEU871
PENNYMAC FINANCIAL SERVICES INC 144A 4.250000% 02/15/2029
70932MAB3
295000.00000000
PA
USD
271400.00000000
0.009883385005
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.25000000
N
N
N
N
N
N
SIX FLAGS THEME PARKS INC.
5493003MX0ZXTM8EVY68
SIX FLAGS THEME PARKS INC 144A 7.000000% 07/01/2025
83001WAC8
1287000.00000000
PA
USD
1354232.88000000
0.049316156743
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
7.00000000
N
N
N
N
N
N
DISH NETWORK CORPORATION
529900U350CWHH15G169
DISH NETWORK CORP 3.375000% 08/15/2026
25470MAB5
804000.00000000
PA
USD
741088.62000000
0.026987708749
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.37500000
N
N
N
N
N
N
WHITE CAP PARENT, LLC
N/A
WHITE CAP PARENT LLC 144A 8.250000% 03/15/2026
96351CAA4
4090000.00000000
PA
USD
4141125.00000000
0.150804468425
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.25000000
N
N
Y
N
N
N
APOLLO COMMERCIAL REAL ESTATE FINANCE, INC.
549300E0AN7M2AQHSY29
APOLLO COMMERCIAL REAL ESTATE FINANCE INC 144A 4.625000% 06/15/2029
03762UAD7
1369000.00000000
PA
USD
1300550.00000000
0.047361224645
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.62500000
N
N
N
N
N
N
BROOKFIELD RESIDENTIAL PROPERTIES INC.
549300C2SXDXVIUV3Q14
BROOKFIELD RESIDENTIAL PROPERTIES INC / BROOKFIELD 4.875000% 02/15/2030
11283YAD2
1081000.00000000
PA
USD
1076792.21000000
0.039212792860
Long
DBT
NUSS
CA
N
2
2030-02-15
Fixed
4.87500000
N
N
N
N
N
N
AXALTA COATING SYSTEMS, LLC
549300G80QONCHILSF69
AXALTA COATING SYSTEMS LLC 144A 3.375000% 02/15/2029
05453GAC9
358000.00000000
PA
USD
340155.49000000
0.012387205856
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.37500000
N
N
N
N
N
N
DT MIDSTREAM, INC.
N/A
DT MIDSTREAM INC 144A 4.125000% 06/15/2029
23345MAA5
4323000.00000000
PA
USD
4295981.25000000
0.156443760758
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS, INC.
54930076J6KDZL504O62
IHEARTCOMMUNICATIONS INC 8.375000% 05/01/2027
45174HBD8
1859858.00000000
PA
USD
1956849.59000000
0.071261230271
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
8.37500000
N
N
N
N
N
N
PM GENERAL PURCHASER LLC
N/A
PM GENERAL PURCHASER LLC 144A 9.500000% 10/01/2028
69356MAA4
543000.00000000
PA
USD
555958.70000000
0.020245961235
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
9.50000000
N
N
N
N
N
N
Springs Window Fashions 9/21 Cov-Lite
N/A
Springs Window Fashions 9/21 Cov-Lite 9/17/2028
N/A
2610000.00000000
PA
USD
2570850.00000000
0.093620856084
Long
LON
US
N
2
2028-09-17
Floating
4.74999840
N
N
N
N
N
N
IRB HOLDING CORP.
549300HVW4WNWYBXN830
IRB HOLDING CORP 144A 7.000000% 06/15/2025
44988MAC9
205000.00000000
PA
USD
216460.53000000
0.007882692544
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.00000000
N
N
N
N
N
N
CCO HOLDINGS, LLC
N/A
CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 5.125000% 05/01/2027
1248EPBT9
6372000.00000000
PA
USD
6558604.02000000
0.238840120220
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.12500000
N
N
N
N
N
N
LEVEL 3 FINANCING, INC.
254900AE5FEFIJOXWL19
LEVEL 3 FINANCING INC 144A 4.250000% 07/01/2028
527298BR3
555000.00000000
PA
USD
541125.00000000
0.019705772701
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.25000000
N
N
N
N
N
N
MOLINA HEALTHCARE, INC.
549300NQQCEQ46YHZ591
MOLINA HEALTHCARE INC 144A 4.375000% 06/15/2028
60855RAJ9
1960000.00000000
PA
USD
1984500.00000000
0.072268156018
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.37500000
N
N
N
N
N
N
SPIRIT AEROSYSTEMS, INC.
N/A
SPIRIT AEROSYSTEMS, INC. 1/15/2025
84857HAW0
221823.75000000
PA
USD
221408.94000000
0.008062895348
Long
LON
US
N
2
2025-01-15
Floating
4.25000160
N
N
N
N
N
N
MONITRONICS INTERNATIONAL
N/A
MONITRONICS INTERNATIONAL 3/29/2024
60945HAB0
383506.85000000
PA
USD
357301.83000000
0.013011612192
Long
LON
US
N
2
2024-03-29
Floating
7.75000080
N
N
N
N
N
N
GREAT LAKES CLO LTD
N/A
GREAT LAKES CLO 2014-1 LTD GRTLK 2014-1A ER
39055RAG7
3376000.00000000
PA
USD
3305441.60000000
0.120371967375
Long
ABS-CBDO
CORP
KY
N
3
2029-10-15
Floating
7.62374880
N
N
N
N
N
N
J. C. PENNEY COMPANY INC.
N/A
J. C. PENNEY COMPANY INC. 6/23/2023
46611NAJ2
3751142.81000000
PA
USD
18755.71000000
0.000683013643
Long
LON
US
N
3
2023-06-23
Floating
5.24999880
Y
N
N
N
N
N
DT MIDSTREAM, INC.
N/A
DT MIDSTREAM INC 144A 4.375000% 06/15/2031
23345MAB3
2445000.00000000
PA
USD
2429718.75000000
0.088481377528
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
4.37500000
N
N
N
N
N
N
THE HERTZ CORPORATION
549300PD0C69OJ0NLB27
HERTZ CORP/THE 144A 4.625000% 12/01/2026
428040DA4
708000.00000000
PA
USD
697833.12000000
0.025412503295
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
4.62500000
N
N
N
N
N
N
Alcoa Nederland Holding B.V.
5493000UL1QLQLT1VQ42
ALCOA NEDERLAND HOLDING BV 144A 5.500000% 12/15/2027
013822AE1
200000.00000000
PA
USD
212216.00000000
0.007728122447
Long
DBT
NUSS
US
N
2
2027-12-15
Fixed
5.50000000
N
N
N
N
N
N
EQM Midstream Partners, LP
549300NELT611CL6XM83
EQM MIDSTREAM PARTNERS LP 144A 4.500000% 01/15/2029
26885BAK6
901000.00000000
PA
USD
894242.50000000
0.032565007058
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.50000000
N
N
N
N
N
N
CHC GROUP LLC
N/A
CHC GROUP LLC UNIT
12550E405
1443.65000000
NS
USD
0.01000000
0.000000000364
Long
EC
US
N
2
N
N
N
TELESAT CANADA
5493004V5GLBY6SO5Y34
TELESAT CANADA / TELESAT LLC 144A 5.625000% 12/06/2026
87952VAR7
1655000.00000000
PA
USD
1518470.78000000
0.055297094098
Long
DBT
NUSS
CA
N
2
2026-12-06
Fixed
5.62500000
N
N
N
N
N
N
McGraw-Hill Education, Inc.
N/A
MCGRAW-HILL EDUCATION INC 144A 5.750000% 08/01/2028
57767XAA8
4595000.00000000
PA
USD
4434175.00000000
0.161476266420
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
5.75000000
N
N
N
N
N
N
COOPER-STANDARD AUTOMOTIVE INC.
ITCH5B3Q4RTX2PH9UN62
COOPER-STANDARD AUTOMOTIVE INC 144A 5.625000% 11/15/2026
216762AF1
1485000.00000000
PA
USD
1210542.30000000
0.044083476846
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
5.62500000
N
N
N
N
N
N
FREEDOM MORTGAGE CORPORATION
549300LYRWPSYPK6S325
FREEDOM MORTGAGE CORP 144A 8.250000% 04/15/2025
35640YAB3
5175000.00000000
PA
USD
5149125.00000000
0.187512103228
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
8.25000000
N
N
N
N
N
N
MGIC INVESTMENT CORPORATION
254900S8483WM4M98R28
MGIC INVESTMENT CORP 144A 9.000000% 04/01/2063
552848AB9
4794000.00000000
PA
USD
6399990.00000000
0.233063983791
Long
DBT
CORP
US
N
2
2063-04-01
Fixed
9.00000000
N
N
N
N
N
N
THE GOODYEAR TIRE & RUBBER COMPANY
5493002BI0S2ZQUY3437
GOODYEAR TIRE & RUBBER CO/THE 144A 5.250000% 07/15/2031
382550BP5
149000.00000000
PA
USD
155415.94000000
0.005659674174
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
5.25000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 6.450000% 09/15/2036
674599DF9
775000.00000000
PA
USD
962348.50000000
0.035045175883
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
6.45000000
N
N
N
N
N
N
LADDER CAPITAL FINANCE HOLDINGS LLLP
N/A
LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPI 5.250000% 10/01/2025
505742AG1
1046000.00000000
PA
USD
1051334.60000000
0.038285720786
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.25000000
N
N
N
N
N
N
GUITAR CENTER TRANCHE I WARRANTS
N/A
GUITAR CENTER TRANCHE I WARRANTS 12/22/2070
N/A
5960.00000000
NC
USD
488034.60000000
0.017772416535
N/A
DE
US
N
3
CORPORATE ACTION
N/A
Call
Purchased
N/A
N/A
5960.00000000
0.00000000
USD
2070-12-22
XXXX
160532.60000000
N
N
N
BOYNE USA, INC.
N/A
BOYNE USA INC 144A 4.750000% 05/15/2029
103557AC8
304000.00000000
PA
USD
306280.00000000
0.011153585701
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
DISH DBS Corporation
N/A
DISH DBS CORP 5.000000% 03/15/2023
25470XAL9
2935000.00000000
PA
USD
2981960.00000000
0.108591962972
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
5.00000000
N
N
N
N
N
N
PEAK 10 HOLDING CORPORATION
N/A
PEAK 10 HOLDING CORPORATION 8/1/2024
70469CAC4
8564174.12990000
PA
USD
8435711.52000000
0.307197438271
Long
LON
US
N
2
2024-08-01
Floating
5.74999920
N
N
N
N
N
N
YUM! Brands, Inc.
549300JE8XHZZ7OHN517
YUM! BRANDS INC 5.350000% 11/01/2043
988498AK7
180000.00000000
PA
USD
195720.30000000
0.007127410015
Long
DBT
CORP
US
N
2
2043-11-01
Fixed
5.35000000
N
N
N
N
N
N
Performance Food Group, Inc.
549300OMUOGBYK0FFO76
PERFORMANCE FOOD GROUP INC 144A 4.250000% 08/01/2029
71376LAE0
450000.00000000
PA
USD
433305.00000000
0.015779366764
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.25000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC.
54930064UHXCIUWVI755
STANDARD INDUSTRIES INC/NJ 144A 4.750000% 01/15/2028
853496AD9
1295000.00000000
PA
USD
1304712.50000000
0.047512807512
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
EQM Midstream Partners, LP
549300NELT611CL6XM83
EQM MIDSTREAM PARTNERS LP 144A 4.750000% 01/15/2031
26885BAL4
357000.00000000
PA
USD
360570.00000000
0.013130626865
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.75000000
N
N
N
N
N
N
PTC INC.
54930050SSMU8SKDJ030
PTC INC 144A 4.000000% 02/15/2028
69370CAC4
3416000.00000000
PA
USD
3433080.00000000
0.125020086199
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.00000000
N
N
N
N
N
N
AMERICAN BUILDERS & CONTRACTORS SUPPLY CO., INC.
549300H5GQ4C1BEKG397
AMERICAN BUILDERS & CONTRACTORS SUPPLY CO INC 144A 3.875000% 11/15/2029
024747AG2
520000.00000000
PA
USD
509860.00000000
0.018567216945
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.87500000
N
N
N
N
N
N
XEROX HOLDINGS CORPORATION
5493000Y33XDVO2CXC18
XEROX HOLDINGS CORP 144A 5.000000% 08/15/2025
98421MAA4
442000.00000000
PA
USD
454155.00000000
0.016538646710
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
5.00000000
N
N
N
N
N
N
SEI Daily Income Trust: Government Fund; Class F Shares
N/A
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)
783965593
87761509.61000000
NS
USD
87761509.61000000
3.195949845741
Long
STIV
RF
US
N
2
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 8.500000% 07/15/2027
674599DZ5
1900000.00000000
PA
USD
2305745.00000000
0.083966711714
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
8.50000000
N
N
N
N
N
N
MAGNITE, INC.
N/A
MAGNITE, INC. 4/28/2028
55955NAB4
1153110.00000000
PA
USD
1145903.06000000
0.041729554609
Long
LON
US
N
2
2028-04-28
Floating
5.74999920
N
N
N
N
N
N
1011778 B.C. UNLIMITED LIABILITY COMPANY
549300RHSHNRWI5LLA86
1011778 BC ULC / NEW RED FINANCE INC 144A 3.500000% 02/15/2029
68245XAP4
163000.00000000
PA
USD
156675.60000000
0.005705546336
Long
DBT
NUSS
CA
N
2
2029-02-15
Fixed
3.50000000
N
N
N
N
N
N
WELBILT, INC.
549300UR3W71YLZWI068
WELBILT INC 9.500000% 02/15/2024
563568AB0
300000.00000000
PA
USD
306750.00000000
0.011170701364
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
9.50000000
N
N
N
N
N
N
Endo Designated Activity Company
N/A
ENDO DAC / ENDO FINANCE LLC / ENDO FINCO INC 144A 9.500000% 07/31/2027
29273DAB6
2088000.00000000
PA
USD
2102365.44000000
0.076560379755
Long
DBT
NUSS
US
N
2
2027-07-31
Fixed
9.50000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORPORATION
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP ESCROW 165167DB0
165167DB0
4075000.00000000
PA
USD
81500.00000000
0.002967928805
Long
DBT
CORP
US
N
3
2049-12-31
Fixed
0.00000000
N
N
N
N
N
N
LITHIA MOTORS, INC.
SE8N1EZEHPZQBCBVKD53
LITHIA MOTORS INC 144A 3.875000% 06/01/2029
536797AG8
1513000.00000000
PA
USD
1530944.18000000
0.055751329229
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.87500000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
ONEMAIN FINANCE CORP 5.375000% 11/15/2029
85172FAR0
1858000.00000000
PA
USD
1955257.01000000
0.071203234393
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.37500000
N
N
N
N
N
N
CNT HOLDINGS I CORP
N/A
CNT HOLDINGS I CORP 11/8/2027
12656AAC3
1387030.00000000
PA
USD
1383312.76000000
0.050375138504
Long
LON
US
N
2
2027-11-08
Floating
4.50000000
N
N
N
N
N
N
INNOPHOS HOLDINGS, INC.
XQ0331QX53IRX25OY417
INNOPHOS HOLDINGS INC 144A 9.375000% 02/15/2028
45774NAB4
2800000.00000000
PA
USD
3010000.00000000
0.109613076147
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
9.37500000
N
N
N
N
N
N
Corporation de Securite Garda World
549300ZF1NDXLMCHNO20
GARDA WORLD SECURITY CORP 144A 6.000000% 06/01/2029
36485MAL3
429000.00000000
PA
USD
406477.50000000
0.014802408358
Long
DBT
NUSS
CA
N
2
2029-06-01
Fixed
6.00000000
N
N
N
N
N
N
NOVA Chemicals Corporation
N/A
NOVA CHEMICALS CORP 144A 4.875000% 06/01/2024
66977WAQ2
535000.00000000
PA
USD
554393.75000000
0.020188971539
Long
DBT
NUSS
CA
N
2
2024-06-01
Fixed
4.87500000
N
N
N
N
N
N
CEMEX MATERIALS LLC
N/A
CEMEX MATERIALS LLC 144A 7.700000% 07/21/2025
766879AA8
2820000.00000000
PA
USD
3152760.00000000
0.114811867758
Long
DBT
CORP
MX
Y
2
2025-07-21
Fixed
7.70000000
N
N
N
N
N
N
CARECENTRIX 4/18 COV-LITE
N/A
CARECENTRIX 4/18 COV-LITE 4/3/2025
14166EAE0
1362337.84000000
PA
USD
1353482.64000000
0.049288835774
Long
LON
US
N
2
2025-04-03
Floating
4.50000000
N
N
N
N
N
N
PRESTIGE BRANDS, INC.
549300JBVP4J6D42I235
PRESTIGE BRANDS INC 144A 5.125000% 01/15/2028
74112BAL9
370000.00000000
PA
USD
383875.00000000
0.013979308839
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.12500000
N
N
N
N
N
N
FIFTH STREET SENIOR LOAN FUND LLC
N/A
NEW STAR FAIRFIELD FUND CLO FKA FIFTH STREET SLF II
31679UAB4
9028000.00000000
PA
USD
4784840.00000000
0.174246189791
Long
ABS-CBDO
CORP
US
N
3
2027-09-29
Fixed
0.00000000
N
N
N
N
N
N
CINCINNATI BELL INC.
549300JYVZOCUJOHL272
CINCINNATI BELL INC 144A 8.000000% 10/15/2025
14987RAA6
160000.00000000
PA
USD
166400.00000000
0.006059673046
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
8.00000000
N
N
N
N
N
N
AVANTOR FUNDING, INC.
5493003VM0XB4U8YD238
AVANTOR FUNDING INC 144A 4.625000% 07/15/2028
05352TAA7
828000.00000000
PA
USD
855075.60000000
0.031138693307
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.62500000
N
N
N
N
N
N
GCP APPLIED TECHNOLOGIES INC.
5493007G654QKQVEKV09
GCP APPLIED TECHNOLOGIES INC 144A 5.500000% 04/15/2026
36164YAB7
920000.00000000
PA
USD
940874.80000000
0.034263183088
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.50000000
N
N
N
N
N
N
SPEEDWAY MOTORSPORTS, LLC
N/A
SPEEDWAY MOTORSPORTS LLC / SPEEDWAY FUNDING II INC 4.875000% 11/01/2027
84779MAA2
1360000.00000000
PA
USD
1387200.00000000
0.050516697419
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
4.87500000
N
N
N
N
N
N
VICI PROPERTIES L.P.
N/A
VICI PROPERTIES LP / VICI NOTE CO INC 144A 3.500000% 02/15/2025
92564RAC9
39000.00000000
PA
USD
39425.49000000
0.001435730643
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.50000000
N
N
N
N
N
N
BATTALION CLO LTD
N/A
BATTALION CLO XVI SERIES 2019-16A CLASS SUB
07133NAB0
3572000.00000000
PA
USD
3179080.00000000
0.115770344889
Long
ABS-CBDO
CORP
US
N
3
2032-12-19
Variable
0.00000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS, INC.
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYSTEMS INC 144A 8.000000% 03/15/2026
12543DBC3
170000.00000000
PA
USD
177650.00000000
0.006469356470
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.00000000
N
N
N
N
N
N
HEALTHEQUITY, INC.
529900LRJU1RAFQHM467
HEALTHEQUITY INC 144A 4.500000% 10/01/2029
42226AAA5
108000.00000000
PA
USD
106650.00000000
0.003883798860
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING, LP
549300Y6CTBSE0QIPL28
DCP MIDSTREAM OPERATING LP 3.250000% 02/15/2032
23311VAK3
315000.00000000
PA
USD
314606.25000000
0.011456796956
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.25000000
N
N
N
N
N
N
APACHE CORPORATION
72ZZ1XRHOOU9P9X16K08
APACHE CORP 5.100000% 09/01/2040
037411AW5
3835000.00000000
PA
USD
4158137.10000000
0.151423986236
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
5.10000000
N
N
N
N
N
N
Midcontinent Communications.
549300ZI9GDQBS28C408
MIDCONTINENT COMMUNICATIONS / MIDCONTINENT FINANCE 5.375000% 08/15/2027
59565XAC4
772000.00000000
PA
USD
795160.00000000
0.028956788581
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.37500000
N
N
N
N
N
N
ACADEMY, LTD.
549300BN53IR80C35Z14
ACADEMY LTD 144A 6.000000% 11/15/2027
00401YAA8
1858000.00000000
PA
USD
1964835.00000000
0.071552029392
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
6.00000000
N
N
N
N
N
N
CAESARS ENTERTAINMENT, INC.
549300FA4CTCW903Y781
CAESARS ENTERTAINMENT INC 144A 6.250000% 07/01/2025
28470RAH5
1114000.00000000
PA
USD
1158314.92000000
0.042181548680
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.25000000
N
N
N
N
N
N
N/A
N/A
MYT HOLDINGS LLC STOCK SERIES B
N/A
461765.00000000
NS
USD
2396560.35000000
0.087273871141
Long
EC
US
N
3
N
N
N
N/A
N/A
CLAIRES STORES INC COMMON EQUITY HELD PRIVATELY *
N/A
858.00000000
NS
USD
289575.00000000
0.010545251337
Long
EP
US
N
3
N
N
N
PBF HOLDING COMPANY LLC
549300TILVIIV9FLL461
PBF HOLDING CO LLC / PBF FINANCE CORP 6.000000% 02/15/2028
69318FAJ7
129000.00000000
PA
USD
76948.50000000
0.002802179996
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
SABLE INTERNATIONAL FINANCE LIMITED
2138009IE9A35LO5JS73
SABLE INTERNATIONAL FINANCE LTD 144A 5.750000% 09/07/2027
785712AG5
1407000.00000000
PA
USD
1437658.53000000
0.052354210605
Long
DBT
NUSS
CL
N
2
2027-09-07
Fixed
5.75000000
N
N
N
N
N
N
ACADIA HEALTHCARE COMPANY, INC.
5493005CW985Y9D0NC11
ACADIA HEALTHCARE CO INC 144A 5.500000% 07/01/2028
00404AAN9
1201000.00000000
PA
USD
1250481.20000000
0.045537903985
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.50000000
N
N
N
N
N
N
CNX MIDSTREAM PARTNERS LP
N/A
CNX MIDSTREAM PARTNERS LP 144A 4.750000% 04/15/2030
12654AAA9
952000.00000000
PA
USD
937720.00000000
0.034148296931
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.75000000
N
N
N
N
N
N
ILIAD HOLDING SAS
9695009PXA7OI9NXN582
ILIAD HOLDING SASU 144A 6.500000% 10/15/2026
449691AA2
2196000.00000000
PA
USD
2245805.28000000
0.081783928627
Long
DBT
NUSS
FR
N
2
2026-10-15
Fixed
6.50000000
N
N
N
N
N
N
Altice France Holding S.A.
5299000JVHXKJPOE6H40
ALTICE FRANCE HOLDING SA 144A 6.000000% 02/15/2028
02156TAA2
2612000.00000000
PA
USD
2438955.00000000
0.088817727619
Long
DBT
NUSS
LU
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
Clear Channel International B.V.
N/A
CLEAR CHANNEL INTERNATIONAL BV 144A 6.625000% 08/01/2025
18452MAB2
887000.00000000
PA
USD
914718.75000000
0.033310676411
Long
DBT
NUSS
GB
N
2
2025-08-01
Fixed
6.62500000
N
N
N
N
N
N
LAMB WESTON HOLDINGS, INC.
5493005SMYID1D2OY946
LAMB WESTON HOLDINGS INC 144A 4.375000% 01/31/2032
513272AE4
176000.00000000
PA
USD
175028.48000000
0.006373890400
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
4.37500000
N
N
N
N
N
N
N/A
N/A
KNIGHT ENERGY SERVICES LLC *
N/A
2205.00000000
NS
USD
0.01000000
0.000000000364
Long
EC
US
N
3
N
N
N
CEDAR FAIR, L.P.
549300TUVLNQQ6BVKH61
CEDAR FAIR LP / CANADA'S WONDERLAND CO / MAGNUM MA 5.375000% 04/15/2027
150190AB2
25000.00000000
PA
USD
25437.50000000
0.000926339742
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.37500000
N
N
N
N
N
N
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP
549300U6G4UOCMLQK204
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / M 4.500000% 09/01/2026
55303XAB1
225000.00000000
PA
USD
241312.50000000
0.008787709447
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
4.50000000
N
N
N
N
N
N
SIRIUS XM RADIO INC.
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC 144A 5.500000% 07/01/2029
82967NBC1
671000.00000000
PA
USD
711756.54000000
0.025919542796
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.50000000
N
N
N
N
N
N
IHEARTMEDIA, INC.
N/A
IHEARTMEDIA INC - CLASS A COMMON STOCK
45174J509
63646.00000000
NS
USD
1248098.06000000
0.045451118833
Long
EC
US
N
1
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP 5.875000% MATURITY: PERPETUAL
060505FL3
1301000.00000000
PA
USD
1421342.50000000
0.051760041090
Long
DBT
CORP
US
N
2
2170-09-15
Fixed
5.87500000
N
N
N
N
N
N
ROCKET MORTGAGE, LLC
549300FGXN1K3HLB1R50
ROCKET MORTGAGE LLC / ROCKET MORTGAGE CO-ISSUER IN 3.875000% 03/01/2031
74841CAB7
1025000.00000000
PA
USD
1011762.13000000
0.036844637673
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.87500000
N
N
N
N
N
N
STAPLES, INC.
XQM2JINI1UL7642TU573
STAPLES INC 144A 7.500000% 04/15/2026
855030AN2
2659000.00000000
PA
USD
2640147.69000000
0.096144421855
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC.
54930064UHXCIUWVI755
STANDARD INDUSTRIES INC/NJ 144A 3.375000% 01/15/2031
853496AH0
208000.00000000
PA
USD
191620.00000000
0.006978092242
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.37500000
N
N
N
N
N
N
VICI PROPERTIES L.P.
N/A
VICI PROPERTIES LP / VICI NOTE CO INC 144A 4.625000% 12/01/2029
92564RAB1
855000.00000000
PA
USD
908232.30000000
0.033074463873
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
4.62500000
N
N
N
N
N
N
BENEFIT STREET PARTNERS CLO LTD
N/A
VENTURE XXVIII CLO EQUITY TRANCHE
N/A
5750000.00000000
PA
USD
3162500.00000000
0.115166562563
Long
ABS-CBDO
CORP
US
N
3
2024-07-15
Variable
0.00000000
N
N
N
N
N
N
AMERICAN AXLE & MANUFACTURING, INC.
RY5TAKFOBLDUGX31MS24
AMERICAN AXLE & MANUFACTURING INC 6.250000% 03/15/2026
02406PAY6
660000.00000000
PA
USD
674850.00000000
0.024575543002
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
AVIS BUDGET CAR RENTAL, LLC
XN8R4HH1TVC1XOCL5P21
AVIS BUDGET CAR RENTAL LLC / AVIS BUDGET FINANCE I 5.750000% 07/15/2027
053773BE6
505000.00000000
PA
USD
520150.00000000
0.018941940716
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.75000000
N
N
N
N
N
N
PENINSULA PACIFIC ENTERTAINMENT, LLC
549300LWV74H4IE3FG45
PENINSULA PACIFIC ENTERTAINMENT LLC / PENINSULA PA 8.500000% 11/15/2027
70715XAA4
9104000.00000000
PA
USD
9845976.00000000
0.358554058814
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
8.50000000
N
N
N
N
N
N
RITE AID CORPORATION
529900W353T1JY1DKT44
RITE AID CORP 144A 8.000000% 11/15/2026
767754CL6
2564000.00000000
PA
USD
2549026.24000000
0.092826115397
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
8.00000000
N
N
N
N
N
N
AIRPLANES PASS THROUGH TRUST
N/A
AIRPLANES PASS THROUGH TRUST AIRPT 2001-1A A9
009451AP0
834664.60000000
PA
USD
29296.73000000
0.001066878636
Long
ABS-MBS
US
N
3
2019-03-15
Floating
0.73474920
N
N
N
N
N
N
SHELF DRILLING HOLDINGS, LTD.
54930078ZJ3XP4MRYB68
SHELF DRILLING HOLDINGS LTD 144A 8.250000% 02/15/2025
822538AE4
3000000.00000000
PA
USD
2100150.00000000
0.076479701618
Long
DBT
NUSS
AE
N
2
2025-02-15
Fixed
8.25000000
N
N
N
N
N
N
ASCENT RESOURCES UTICA HOLDINGS, LLC
549300EGLQ2M2CL7JZ89
ASCENT RESOURCES UTICA HOLDINGS LLC / ARU FINANCE 7.000000% 11/01/2026
04364VAG8
1236000.00000000
PA
USD
1254540.00000000
0.045685710481
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
7.00000000
N
N
N
N
N
N
ORGANON & CO.
549300AMCKY57OK2CO56
ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV 1 4.125000% 04/30/2028
68622TAA9
2190000.00000000
PA
USD
2184973.95000000
0.079568676399
Long
DBT
CORP
US
N
2
2028-04-30
Fixed
4.12500000
N
N
N
N
N
N
MEREDITH CORPORATION
549300YC8BC386CCTS24
MEREDITH CORP 6.875000% 02/01/2026
589433AB7
798000.00000000
PA
USD
825435.24000000
0.030059300935
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
6.87500000
N
N
N
N
N
N
SHUTTERFLY 6/21
N/A
SHUTTERFLY 6/21 9/25/2026
N/A
330000.01000000
PA
USD
318862.51000000
0.011611794215
Long
LON
US
N
2
2026-09-25
Floating
5.74999920
N
N
N
N
N
N
WYNN LAS VEGAS, LLC
2549002X45DR4UI7NA62
WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP 1 5.500000% 03/01/2025
983130AV7
1746000.00000000
PA
USD
1748496.78000000
0.063673790926
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.50000000
N
N
N
N
N
N
AUTOKINITON US HOLDINGS, INC.
N/A
AUTOKINITON US HOLDINGS, INC. 4/6/2028
05278HAB2
1972100.22000000
PA
USD
1968195.46000000
0.071674404926
Long
LON
US
N
2
2028-04-06
Floating
5.00000040
N
N
N
N
N
N
NEW ENTERPRISE STONE & LIME CO., INC.
549300O5DQ5Y61B8VF38
NEW ENTERPRISE STONE & LIME CO INC 144A 5.250000% 07/15/2028
644274AH5
540000.00000000
PA
USD
538650.00000000
0.019615642347
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.25000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD.
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD 144A 11.500000% 06/01/2025
780153AZ5
437000.00000000
PA
USD
487858.06000000
0.017765987601
Long
DBT
NUSS
US
N
2
2025-06-01
Fixed
11.50000000
N
N
N
N
N
N
CCO HOLDINGS, LLC
N/A
CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 5.375000% 06/01/2029
1248EPCB7
230000.00000000
PA
USD
243298.60000000
0.008860035869
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.37500000
N
N
N
N
N
N
TEMPUR SEALY INTERNATIONAL, INC.
549300HFEKVR3US71V91
TEMPUR SEALY INTERNATIONAL INC 144A 4.000000% 04/15/2029
88023UAH4
714000.00000000
PA
USD
708780.66000000
0.025811172244
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
OPTION CARE HEALTH, INC.
549300DI3Q5ACSYJRI17
OPTION CARE HEALTH INC 144A 4.375000% 10/31/2029
68404LAA0
1140000.00000000
PA
USD
1134528.00000000
0.041315316961
Long
DBT
CORP
US
N
2
2029-10-31
Fixed
4.37500000
N
N
N
N
N
N
VECTOR GROUP LTD.
549300TUIF4WWN6NDN50
VECTOR GROUP LTD 144A 5.750000% 02/01/2029
92240MBL1
1715000.00000000
PA
USD
1631393.75000000
0.059409331343
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
ICAHN ENTERPRISES L.P.
549300T0G4GS0SINS786
ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE C 4.750000% 09/15/2024
451102BW6
1670000.00000000
PA
USD
1690875.00000000
0.061575418648
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.75000000
N
N
N
N
N
N
WOK HOLDINGS INC.
N/A
WOK HOLDINGS INC. 3/1/2026
69345YAB0
1136345.18000000
PA
USD
1121902.23000000
0.040855533078
Long
LON
US
N
2
2026-03-01
Floating
6.34038120
N
N
N
N
N
N
IRB HOLDING CORP.
549300HVW4WNWYBXN830
IRB HOLDING CORP 144A 6.750000% 02/15/2026
44988MAA3
3540000.00000000
PA
USD
3592852.20000000
0.130838399263
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.75000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD.
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD 144A 10.875000% 06/01/2023
780153AY8
253000.00000000
PA
USD
275122.32000000
0.010018938143
Long
DBT
NUSS
US
N
2
2023-06-01
Fixed
10.87500000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO 5.000000% MATURITY: PERPETUAL
48128BAF8
1299000.00000000
PA
USD
1324980.00000000
0.048250874961
Long
DBT
CORP
US
N
2
2170-02-01
Fixed
5.00000000
N
N
N
N
N
N
PETCO HEALTH AND WELLNESS COMPANY, INC.
N/A
PETCO HEALTH AND WELLNESS COMPANY, INC. 3/3/2028
71601HAB2
641775.00000000
PA
USD
637629.13000000
0.023220096471
Long
LON
US
N
2
2028-03-03
Floating
3.99999960
N
N
N
N
N
N
AVIS BUDGET CAR RENTAL, LLC
XN8R4HH1TVC1XOCL5P21
AVIS BUDGET CAR RENTAL LLC / AVIS BUDGET FINANCE I 5.750000% 07/15/2027
053773BC0
335000.00000000
PA
USD
347562.50000000
0.012656941786
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.75000000
N
N
N
N
N
N
SCIH SALT HOLDINGS INC.
N/A
SCIH SALT HOLDINGS INC 144A 4.875000% 05/01/2028
78433BAA6
2510000.00000000
PA
USD
2376166.80000000
0.086531213417
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.87500000
N
N
N
N
N
N
CDW LLC
549300RU2J599RPFD076
CDW LLC / CDW FINANCE CORP 4.250000% 04/01/2028
12513GBD0
420000.00000000
PA
USD
431512.20000000
0.015714079613
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.25000000
N
N
N
N
N
N
TENET HEALTHCARE CORPORATION
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP 144A 4.875000% 01/01/2026
88033GCY4
2983000.00000000
PA
USD
3050117.50000000
0.111074007237
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
4.87500000
N
N
N
N
N
N
LABL, INC.
5493004FUZN8R6Y3VB98
LABL INC 144A 6.750000% 07/15/2026
50168AAB6
640000.00000000
PA
USD
656000.00000000
0.023889095665
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
6.75000000
N
N
N
N
N
N
IRON MOUNTAIN INCORPORATED
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC 144A 5.000000% 07/15/2028
46284VAG6
400000.00000000
PA
USD
406000.00000000
0.014785019573
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.00000000
N
N
N
N
N
N
TORTOISE BORROWER LLC
N/A
TORTOISE BORROWER LLC 1/31/2025
89148EAB1
1843670.95000000
PA
USD
1370455.93000000
0.049906940269
Long
LON
US
N
2
2025-01-31
Floating
4.50000000
N
N
N
N
N
N
TUTOR PERINI
N/A
TUTOR PERINI 8/18/2027
90110FAM6
3688717.67000000
PA
USD
3678352.37000000
0.133951999478
Long
LON
US
N
2
2027-08-18
Floating
5.74999920
N
N
N
N
N
N
ENVIVA PARTNERS, LP
549300WH5VXDEFM5KR81
ENVIVA PARTNERS LP / ENVIVA PARTNERS FINANCE CORP 6.500000% 01/15/2026
29413XAD9
3562000.00000000
PA
USD
3675770.28000000
0.133857969302
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.50000000
N
N
N
N
N
N
MIDCAP FINANCIAL ISSUER TRUST
N/A
MIDCAP FINANCIAL ISSUER TRUST 144A 6.500000% 05/01/2028
59567LAA2
4198000.00000000
PA
USD
4281960.00000000
0.155933158651
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
6.50000000
N
N
N
N
N
N
SYNIVERSE HOLDINGS INC.
N/A
SYNIVERSE HOLDINGS INC. 3/9/2023
87164GAM5
12111547.26820000
PA
USD
12066128.97000000
0.439403825113
Long
LON
US
N
2
2023-03-09
Floating
6.00000120
N
N
N
N
N
N
ROCKET MORTGAGE, LLC
549300FGXN1K3HLB1R50
ROCKET MORTGAGE LLC / ROCKET MORTGAGE CO-ISSUER IN 4.000000% 10/15/2033
77313LAB9
105000.00000000
PA
USD
102900.00000000
0.003747237719
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
4.00000000
N
N
N
N
N
N
BUCKEYE PARTNERS, L.P.
549300C1PQJLVEIUBK50
BUCKEYE PARTNERS LP 144A 4.500000% 03/01/2028
118230AU5
590000.00000000
PA
USD
572429.80000000
0.020845777826
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
NEWELL BRANDS INC.
549300LWGYFM1TVO1Z12
NEWELL BRANDS INC 5.875000% 04/01/2036
651229AX4
1478000.00000000
PA
USD
1804179.82000000
0.065701561459
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
5.87500000
N
N
N
N
N
N
PRIMESOURCE 1/21
N/A
PRIMESOURCE 1/21 12/28/2027
N/A
230839.63000000
PA
USD
228602.79000000
0.008324868779
Long
LON
US
N
2
2027-12-28
Floating
3.99999960
N
N
N
N
N
N
VAIL RESORTS, INC.
529900PSZHRNU9HKH870
VAIL RESORTS INC 144A 6.250000% 05/15/2025
91879QAL3
981000.00000000
PA
USD
1025145.00000000
0.037331992341
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.25000000
N
N
N
N
N
N
WHITE CAP BUYER, LLC
N/A
WHITE CAP BUYER, LLC 10/19/2027
96350TAC4
790020.00000000
PA
USD
785927.70000000
0.028620582334
Long
LON
US
N
2
2027-10-19
Floating
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp PREFERRED STOCK
313400608
1136.00000000
NS
USD
4555.36000000
0.000165889376
Long
EP
US
N
2
N
N
N
N/A
N/A
PARKER DRILLING CO-POST BANK COMMON STOCK
701081507
5140.00000000
NS
USD
23130.00000000
0.000842309120
Long
EC
US
N
3
N
N
N
NEW ALBERTSONS L.P.
N/A
NEW ALBERTSONS LP 8.700000% 05/01/2030
013104AH7
2229000.00000000
PA
USD
2741670.00000000
0.099841489196
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
8.70000000
N
N
N
N
N
N
NAVITAS MIDSTREAM MIDLAND BASIN, LLC
N/A
NAVITAS MIDSTREAM MIDLAND BASIN, LLC 12/13/2024
63939UAE7
1905051.81000000
PA
USD
1897431.60000000
0.069097446662
Long
LON
US
N
2
2024-12-13
Floating
4.74999840
N
N
N
N
N
N
BERRY CORPORATION (BRY)
N/A
BERRY CORP COMMON STOCK
08579X101
445831.00000000
NS
USD
3629064.34000000
0.132157111576
Long
EC
US
N
1
N
N
N
ARCHROCK PARTNERS, L.P.
549300YFKOM2XNCKQU76
ARCHROCK PARTNERS LP / ARCHROCK PARTNERS FINANCE C 6.250000% 04/01/2028
03959KAC4
3533000.00000000
PA
USD
3621325.00000000
0.131875273414
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
6.25000000
N
N
N
N
N
N
GRAY ESCROW II, INC.
N/A
GRAY ESCROW II INC 144A 5.375000% 11/15/2031
389286AA3
3722000.00000000
PA
USD
3729965.08000000
0.135831543634
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.37500000
N
N
N
N
N
N
CEDAR FAIR, L.P.
549300TUVLNQQ6BVKH61
CEDAR FAIR LP / CANADA'S WONDERLAND CO / MAGNUM MA 5.375000% 06/01/2024
150191AJ3
2145000.00000000
PA
USD
2167543.95000000
0.078933940213
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.37500000
N
N
N
N
N
N
MACY'S RETAIL HOLDINGS, LLC
549300JMONK27O4SQQ19
MACY'S RETAIL HOLDINGS LLC 5.125000% 01/15/2042
55616XAG2
3649000.00000000
PA
USD
3501945.30000000
0.127527905924
Long
DBT
CORP
US
N
2
2042-01-15
Fixed
5.12500000
N
N
N
N
N
N
N/A
N/A
AVIANCA HOLDINGS SA 144A 9.000000% 03/31/2022
05367GAL4
2667986.75000000
PA
USD
2687996.65000000
0.097886904146
Long
DBT
NUSS
CO
N
2
2022-03-31
Fixed
9.00000000
N
N
N
N
N
N
NIELSEN FINANCE LLC
UJ76Y189LDMPCOCW7204
NIELSEN FINANCE LLC / NIELSEN FINANCE CO 144A 5.625000% 10/01/2028
65409QBD3
961000.00000000
PA
USD
980969.58000000
0.035723286800
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.62500000
N
N
N
N
N
N
STONEMOR INC.
N/A
STONEMOR INC 144A 8.500000% 05/15/2029
86184WAA4
2435000.00000000
PA
USD
2508050.00000000
0.091333912169
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
8.50000000
N
N
N
N
N
N
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP
549300U6G4UOCMLQK204
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / M 3.875000% 02/15/2029
55303XAL9
396000.00000000
PA
USD
415800.00000000
0.015141899356
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.87500000
N
N
N
N
N
N
IRON MOUNTAIN INCORPORATED
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC 144A 4.875000% 09/15/2027
46284VAC5
2933000.00000000
PA
USD
2974824.58000000
0.108332117346
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.87500000
N
N
N
N
N
N
THE SCOTTS MIRACLE-GRO COMPANY
2TH9E0JTOUXOEGI2R879
SCOTTS MIRACLE-GRO CO/THE 144A 4.375000% 02/01/2032
810186AV8
366000.00000000
PA
USD
362621.82000000
0.013205346567
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.37500000
N
N
N
N
N
N
GREAT LAKES CLO LTD
N/A
GREAT LAKES CLO 2015-1 LTD GRTLK 2015-1A ER
39055UAG0
4328000.00000000
PA
USD
4159640.80000000
0.151478745433
Long
ABS-CBDO
CORP
KY
N
3
2030-01-16
Floating
7.48225080
N
N
N
N
N
N
TALEN ENERGY SUPPLY, LLC
K5K33XN0PQAU1XF7NN66
TALEN ENERGY SUPPLY LLC 144A 7.250000% 05/15/2027
87422VAF5
520000.00000000
PA
USD
482549.60000000
0.017572673106
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.25000000
N
N
N
N
N
N
CENTURY COMMUNITIES, INC.
5299002QMB2O7ZL1CA26
CENTURY COMMUNITIES INC 144A 3.875000% 08/15/2029
156504AM4
1696000.00000000
PA
USD
1670788.96000000
0.060843959301
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.87500000
N
N
N
N
N
N
HOUGHTON MIFFLIN HARCOURT PUBLISHERS INC.
549300DDRF1LRKBXUN11
HOUGHTON MIFFLIN HARCOURT PUBLISHERS INC 144A 9.000000% 02/15/2025
44157TAA3
3890000.00000000
PA
USD
4103950.00000000
0.149450692310
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
9.00000000
N
N
N
N
N
N
Cobham/AI Convoy 1/20 (USD) Cov-Lite
N/A
Cobham/AI Convoy 1/20 (USD) Cov-Lite 1/18/2027
N/A
1457702.39000000
PA
USD
1456405.03000000
0.053036888855
Long
LON
US
N
2
2027-01-18
Floating
4.50000000
N
N
N
N
N
N
WHEEL PROS, INC.
N/A
WHEEL PROS INC 144A 6.500000% 05/15/2029
96289WAA7
3825000.00000000
PA
USD
3726468.00000000
0.135704192905
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.50000000
N
N
N
N
N
N
Precision Drilling Corporation
549300WF2OE8T5BP4B84
PRECISION DRILLING CORP 144A 7.125000% 01/15/2026
740212AL9
325000.00000000
PA
USD
327174.25000000
0.011914477069
Long
DBT
NUSS
CA
N
2
2026-01-15
Fixed
7.12500000
N
N
N
N
N
N
ELEMENT SOLUTIONS INC
549300FLGN6P5CU20J91
ELEMENT SOLUTIONS INC 144A 3.875000% 09/01/2028
28618MAA4
593000.00000000
PA
USD
587070.00000000
0.021378919805
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.87500000
N
N
N
N
N
N
LOCKWOOD GROVE CLO LTD
N/A
LOCKWOOD GROVE CLO LTD LWCLO 2014-1A ERR
54008QAG6
3200999.99000000
PA
USD
3120974.99000000
0.113654375160
Long
ABS-CBDO
CORP
KY
N
3
2030-01-25
Floating
5.97387960
N
N
N
N
N
N
CHESAPEAKE ENERGY CORPORATION
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP WT EXPIRATION: 02/09/26
165167164
3138.00000000
NC
USD
109359.30000000
0.003982461554
N/A
DE
US
N
2
CORPORATE ACTION
N/A
Call
Purchased
CHESAPEAKE ENERGY CORPORATION
Chesapeake Energy Equity Warrants Class A Exp 9th Feb 2026
3138.00000000
27.26900000
USD
2026-02-12
XXXX
24633.30000000
N
N
N
BENEFIT STREET PARTNERS CLO LTD
N/A
BENEFIT STREET PARTNERS CLO IX (FACTORED) INTEX ID FOR DAVE:08181CAC1
08181E202
3363000.00000000
PA
USD
2227987.50000000
0.081135070927
Long
ABS-CBDO
CORP
US
N
3
2028-07-20
Variable
0.00000000
N
N
N
N
N
N
BENEFIT STREET PARTNERS CLO LTD
N/A
BENEFIT STREET PARTNERS CLO XII 10/15/2030
08179JAB2
10091000.00000000
PA
USD
5449140.00000000
0.198437540783
Long
ABS-CBDO
CORP
US
N
3
2030-10-15
Variable
0.00000000
N
N
N
N
N
N
SM ENERGY COMPANY
84BUTVXV5ODI6BXNMH43
SM ENERGY CO 6.500000% 07/15/2028
78454LAW0
110000.00000000
PA
USD
111100.00000000
0.004045851415
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.50000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC 4.000000% 11/13/2030
345397B36
2463000.00000000
PA
USD
2583071.25000000
0.094065908843
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
4.00000000
N
N
N
N
N
N
BAYTEX ENERGY CORP.
549300R5LTV2H7I1I079
BAYTEX ENERGY CORP 144A 8.750000% 04/01/2027
07317QAH8
570000.00000000
PA
USD
586028.40000000
0.021340988582
Long
DBT
NUSS
CA
N
2
2027-04-01
Fixed
8.75000000
N
N
N
N
N
N
RANGE RESOURCES CORPORATION
H3Y3WLYCX0BTO1TRW162
RANGE RESOURCES CORP 4.875000% 05/15/2025
75281AAS8
685000.00000000
PA
USD
698843.85000000
0.025449310347
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.87500000
N
N
N
N
N
N
N/A
N/A
ASPECT SOFTWARE PARENT INC RESTRICTED CLASS CR1
N/A
40500.00000000
NS
USD
0.01000000
0.000000000364
Long
EC
US
N
3
N
N
N
NATIONSTAR MORTGAGE HOLDINGS INC.
N/A
NATIONSTAR MORTGAGE HOLDINGS INC 144A 6.000000% 01/15/2027
63861CAA7
2312000.00000000
PA
USD
2387209.36000000
0.086933342643
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.00000000
N
N
N
N
N
N
GULFPORT ENERGY OPERATING CORPORATION
549300FJX18IDUFPHD40
GULFPORT ENERGY PREFERRED STOCK
402635601
41.42510000
NS
USD
215977.04000000
0.007865085625
Long
EP
US
N
3
N
N
N
SHACKLETON CLO LTD
N/A
SHACKLETON 2014-VI-R CLO SERIES: 2014-6RA CLASS: SUB
81881HAE6
6412000.00000000
PA
USD
2821280.00000000
0.102740591186
Long
ABS-CBDO
CORP
US
N
3
2028-07-17
Variable
0.00000000
N
N
N
N
N
N
CVR PARTNERS, LP
529900LE0OS06MYQRP11
CVR PARTNERS LP / CVR NITROGEN FINANCE CORP 144A 6.125000% 06/15/2028
12663QAC9
4395000.00000000
PA
USD
4560691.50000000
0.166083529791
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
6.12500000
N
N
N
N
N
N
BROOKFIELD PROPERTY REIT INC.
549300K1JD1LDRNBET48
BROOKFIELD PROPERTY REIT INC / BPR CUMULUS LLC / B 5.750000% 05/15/2026
11284DAA3
3985000.00000000
PA
USD
4095783.00000000
0.149153280352
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
5.75000000
N
N
N
N
N
N
EQM Midstream Partners, LP
549300NELT611CL6XM83
EQM MIDSTREAM PARTNERS LP 144A 6.000000% 07/01/2025
26885BAF7
1221000.00000000
PA
USD
1297733.75000000
0.047258667228
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.00000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY COMPANY
EFWMP121W54QV9MGOP87
SOUTHWESTERN ENERGY CO 7.750000% 10/01/2027
845467AN9
1225000.00000000
PA
USD
1312863.13000000
0.047809623335
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
7.75000000
N
N
N
N
N
N
N/A
N/A
MMODAL EQUITY ESCROW AKA AQUITY ESCROW
N/A
69580.00000000
NS
USD
8697.50000000
0.000316730807
Long
EC
US
N
3
N
N
N
BUCKEYE PARTNERS, L.P.
549300C1PQJLVEIUBK50
BUCKEYE PARTNERS LP 144A 4.125000% 03/01/2025
118230AT8
350000.00000000
PA
USD
352135.00000000
0.012823455338
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
4.12500000
N
N
N
N
N
N
TWITTER, INC.
549300I8RX485XMK6836
TWITTER INC 144A ZERO COUPON 03/15/2026
90184LAM4
1394000.00000000
PA
USD
1238710.53000000
0.045109259684
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.00000000
N
N
N
N
N
N
ENDEAVOR ENERGY RESOURCES, L.P.
549300WY5QI80P9WHD46
ENDEAVOR ENERGY RESOURCES LP / EER FINANCE INC 144 6.625000% 07/15/2025
29260FAF7
412000.00000000
PA
USD
433115.00000000
0.015772447666
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.62500000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC.
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC 144A 6.125000% 04/15/2025
91831AAC5
3195000.00000000
PA
USD
3226950.00000000
0.117513593379
Long
DBT
NUSS
US
N
2
2025-04-15
Fixed
6.12500000
N
N
N
N
N
N
SONIC AUTOMOTIVE, INC.
549300NTLRGJ2JCBZU03
SONIC AUTOMOTIVE INC 144A 4.875000% 11/15/2031
83545GBE1
1584000.00000000
PA
USD
1552320.00000000
0.056529757596
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
4.87500000
N
N
N
N
N
N
TALEN ENERGY SUPPLY, LLC
K5K33XN0PQAU1XF7NN66
TALEN ENERGY SUPPLY LLC 144A 6.625000% 01/15/2028
87422VAG3
2030000.00000000
PA
USD
1852375.00000000
0.067456651803
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.62500000
N
N
N
N
N
N
SEVENTY SEVEN ENERGY INC.
N/A
HERTZ CORP ESCROW 01/15/2028
818097AB3
420000.00000000
PA
USD
27300.00000000
0.000994165109
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.00000000
N
N
N
N
N
N
UBER TECHNOLOGIES, INC.
549300B2FTG34FILDR98
UBER TECHNOLOGIES INC 144A 4.500000% 08/15/2029
90353TAK6
424000.00000000
PA
USD
419760.00000000
0.015286107921
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.50000000
N
N
N
N
N
N
TENET HEALTHCARE CORPORATION
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP 4.625000% 07/15/2024
88033GCS7
298000.00000000
PA
USD
300595.58000000
0.010946580132
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.62500000
N
N
N
N
N
N
GARTNER, INC.
PP55B5R38BFB8O8HH686
GARTNER INC 144A 4.500000% 07/01/2028
366651AC1
335000.00000000
PA
USD
348165.50000000
0.012678900818
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.50000000
N
N
N
N
N
N
VERIFONE SYSTEMS INC.
N/A
VERIFONE SYSTEMS INC. 8/20/2025
92346NAB5
2701190.84000000
PA
USD
2633661.07000000
0.095908203126
Long
LON
US
N
2
2025-08-20
Floating
4.17800160
N
N
N
N
N
N
SWITCH LTD.
5493002D70VTFFLT8L43
SWITCH LTD 144A 3.750000% 09/15/2028
87105NAA8
94000.00000000
PA
USD
93060.00000000
0.003388901284
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
3.75000000
N
N
N
N
N
N
MED PARENTCO, LP
N/A
MED PARENTCO, LP 8/31/2026
58401DAC8
1116152.67000000
PA
USD
1109701.31000000
0.040411220662
Long
LON
US
N
2
2026-08-31
Floating
4.33699920
N
N
N
N
N
N
OWENS-BROCKWAY GLASS CONTAINER INC.
V2UQUCDZJ9WY98W8QU33
OWENS-BROCKWAY GLASS CONTAINER INC 144A 6.625000% 05/13/2027
69073TAT0
594000.00000000
PA
USD
621479.93000000
0.022632002289
Long
DBT
CORP
US
N
2
2027-05-13
Fixed
6.62500000
N
N
N
N
N
N
SPECTRUM BRANDS, INC.
549300VU3EH2E73C1Q04
SPECTRUM BRANDS INC 5.750000% 07/15/2025
84762LAU9
45000.00000000
PA
USD
45787.50000000
0.001667411536
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.75000000
N
N
N
N
N
N
T-MOBILE USA, INC.
549300V2JRLO5DIFGE82
T-MOBILE USA INC 4.750000% 02/01/2028
87264AAV7
1480000.00000000
PA
USD
1546126.40000000
0.056304209573
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.75000000
N
N
N
N
N
N
BATH & BODY WORKS, INC.
GR3KVMWVCR54YWQNXU90
BATH & BODY WORKS INC 7.600000% 07/15/2037
532716AN7
60000.00000000
PA
USD
71400.00000000
0.002600124131
Long
DBT
CORP
US
N
2
2037-07-15
Fixed
7.60000000
N
N
N
N
N
N
LADENBURG THALMANN FINANCIAL SERVICES INC.
549300VFWKFWGJQPSE62
Ladenburg Thalmann Financial Services Inc PREFERRED STOCK
50575Q300
99447.00000000
NS
USD
1765184.25000000
0.064281486913
Long
EP
US
N
2
N
N
N
GRAY TELEVISION, INC.
529900TM5726KDN7UU35
GRAY TELEVISION INC 144A 4.750000% 10/15/2030
389375AL0
2199000.00000000
PA
USD
2119286.25000000
0.077176573122
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.75000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 5.500000% 12/01/2025
674599EE1
3921000.00000000
PA
USD
4192372.41000000
0.152670709706
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.50000000
N
N
N
N
N
N
YUM! Brands, Inc.
549300JE8XHZZ7OHN517
YUM! BRANDS INC 144A 7.750000% 04/01/2025
988498AM3
180000.00000000
PA
USD
189730.80000000
0.006909294560
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.75000000
N
N
N
N
N
N
GRIFOLS ESCROW ISSUER S.A.
959800HLB3PGTGSLVV62
GRIFOLS ESCROW ISSUER SA 144A 4.750000% 10/15/2028
39843UAA0
200000.00000000
PA
USD
198000.00000000
0.007210428264
Long
DBT
NUSS
ES
N
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
N
BATH & BODY WORKS, INC.
GR3KVMWVCR54YWQNXU90
BATH & BODY WORKS INC 144A 6.625000% 10/01/2030
501797AW4
2383000.00000000
PA
USD
2643604.88000000
0.096270319938
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.62500000
N
N
N
N
N
N
MEG Energy Corp.
5493002WXPTG5ZC1T326
MEG ENERGY CORP 144A 7.125000% 02/01/2027
552704AE8
585000.00000000
PA
USD
598162.50000000
0.021782867661
Long
DBT
NUSS
CA
N
2
2027-02-01
Fixed
7.12500000
N
N
N
N
N
N
CRESTWOOD MIDSTREAM PARTNERS LP
549300VJQPPSEJPBNA66
CRESTWOOD MIDSTREAM PARTNERS LP / CRESTWOOD MIDSTR 5.750000% 04/01/2025
226373AP3
615000.00000000
PA
USD
616817.33000000
0.022462207628
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.75000000
N
N
N
N
N
N
AMERICAN BUILDERS & CONTRACTORS SUPPLY CO., INC.
549300H5GQ4C1BEKG397
AMERICAN BUILDERS & CONTRACTORS SUPPLY CO INC 144A 4.000000% 01/15/2028
024747AF4
4000000.00000000
PA
USD
4035000.00000000
0.146939788124
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.00000000
N
N
N
N
N
N
GREENEDEN U.S. HOLDINGS I, LLC
N/A
GREENEDEN U.S. HOLDINGS I, LLC 12/1/2027
39479UAQ6
505450.97000000
PA
USD
503975.05000000
0.018352908814
Long
LON
US
N
2
2027-12-01
Floating
4.74999840
N
N
N
N
N
N
PTC INC.
54930050SSMU8SKDJ030
PTC INC 144A 3.625000% 02/15/2025
69370CAB6
262000.00000000
PA
USD
263310.00000000
0.009588777103
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.62500000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
SERVICE PROPERTIES TRUST 3.950000% 01/15/2028
44106MAX0
3484000.00000000
PA
USD
3135460.64000000
0.114181888999
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.95000000
N
N
N
N
N
N
PEBBLEBROOK HOTEL TRUST
5493004Q1NNH6JXCSI52
PEBBLEBROOK HOTEL TRUST 1.750000% 12/15/2026
70509VAA8
1275000.00000000
PA
USD
1349587.50000000
0.049146989171
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
1.75000000
N
N
N
N
N
N
BENEFIT STREET PARTNERS CLO LTD
N/A
SHACKLETON 2019-XIV CLO EQUITY TRANCHE
N/A
3251000.00000000
PA
USD
2373230.00000000
0.086424266014
Long
ABS-CBDO
CORP
US
N
3
2024-07-15
Variable
0.00000000
N
N
N
N
N
N
CALPINE CORPORATION
43R4VPJBXTU2O15HEF41
CALPINE CORP 144A 4.500000% 02/15/2028
131347CM6
4738000.00000000
PA
USD
4712201.59000000
0.171600967344
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
BWX TECHNOLOGIES, INC.
549300NP85N265KWMS58
BWX TECHNOLOGIES INC 144A 4.125000% 06/30/2028
05605HAB6
607000.00000000
PA
USD
607000.00000000
0.022104696751
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
4.12500000
N
N
N
N
N
N
EQT CORPORATION
4NT01YGM4X7ZX86ISY52
EQT CORP 5.000000% 01/15/2029
26884LAL3
162000.00000000
PA
USD
177390.00000000
0.006459888231
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.00000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 3.400000% 04/15/2026
674599CH6
1387000.00000000
PA
USD
1373913.66000000
0.050032858017
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.40000000
N
N
N
N
N
N
NOVA Chemicals Corporation
N/A
NOVA CHEMICALS CORP 144A 5.000000% 05/01/2025
66977WAP4
1451000.00000000
PA
USD
1519922.50000000
0.055349960375
Long
DBT
NUSS
CA
N
2
2025-05-01
Fixed
5.00000000
N
N
N
N
N
N
180 MEDICAL, INC.
254900ZB648OPWVFVX59
180 MEDICAL INC 144A 3.875000% 10/15/2029
682357AA6
414000.00000000
PA
USD
406531.44000000
0.014804372654
Long
DBT
CORP
GB
N
2
2029-10-15
Fixed
3.87500000
N
N
N
N
N
N
JOURNEY PERSONAL CARE CORP
N/A
JOURNEY PERSONAL CARE CORP 3/1/2028
48114NAB7
3760575.00000000
PA
USD
3735491.96000000
0.136032812179
Long
LON
US
N
2
2028-03-01
Floating
5.00000040
N
N
N
N
N
N
LIFEPOINT HEALTH, INC.
549300G8ZVHRTBBBSZ90
LIFEPOINT HEALTH INC 144A 5.375000% 01/15/2029
53219LAU3
2749000.00000000
PA
USD
2647561.90000000
0.096414419983
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.37500000
N
N
N
N
N
N
TEGNA INC.
549300YC5EDBGX85AO10
TEGNA INC 4.625000% 03/15/2028
87901JAJ4
2684000.00000000
PA
USD
2673398.20000000
0.097355282547
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.62500000
N
N
N
N
N
N
RHP HOTEL PROPERTIES, LP
549300SJMSMA2471GA96
RHP HOTEL PROPERTIES LP / RHP FINANCE CORP 144A 4.500000% 02/15/2029
749571AG0
292000.00000000
PA
USD
284310.18000000
0.010353526049
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.50000000
N
N
N
N
N
N
RITE AID CORPORATION
529900W353T1JY1DKT44
RITE AID CORP 144A 7.500000% 07/01/2025
767754CK8
7044000.00000000
PA
USD
7026390.00000000
0.255875156847
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
7.50000000
N
N
N
N
N
N
CLARIVATE SCIENCE HOLDINGS CORPORATION
N/A
CLARIVATE SCIENCE HOLDINGS CORP 144A 3.875000% 07/01/2028
18064PAC3
1195000.00000000
PA
USD
1174720.85000000
0.042778992020
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
3.87500000
N
N
N
N
N
N
VISTRA OPERATIONS COMPANY LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATIONS CO LLC 144A 5.625000% 02/15/2027
92840VAB8
635000.00000000
PA
USD
652078.33000000
0.023746282936
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.62500000
N
N
N
N
N
N
SoftBank Group Corp.
5493003BZYYYCDIO0R13
SOFTBANK GROUP CORP 5.125000% 09/19/2027
N/A
799000.00000000
PA
USD
799424.09000000
0.029112070980
Long
DBT
NUSS
JP
N
2
2027-09-19
Fixed
5.12500000
N
N
N
N
N
N
IRON MOUNTAIN INCORPORATED
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC 144A 5.250000% 03/15/2028
46284VAE1
281000.00000000
PA
USD
288727.50000000
0.010514388519
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.25000000
N
N
N
N
N
N
DELTA TOPCO, INC.
N/A
DELTA TOPCO, INC. 12/1/2028
24780DAE7
1589285.72000000
PA
USD
1594578.04000000
0.058068639242
Long
LON
US
N
2
2028-12-01
Floating
7.99999920
N
N
N
N
N
N
TELESAT CANADA
5493004V5GLBY6SO5Y34
TELESAT CANADA / TELESAT LLC 144A 4.875000% 06/01/2027
87952VAP1
1793000.00000000
PA
USD
1566633.75000000
0.057051011472
Long
DBT
NUSS
CA
N
2
2027-06-01
Fixed
4.87500000
N
N
N
N
N
N
SYNIVERSE HOLDINGS, INC.
N/A
SYNIVERSE HOLDINGS, INC. 3/11/2024
87164GAN3
1997852.26000000
PA
USD
1994116.28000000
0.072618345397
Long
LON
US
N
2
2024-03-11
Floating
10.00000080
N
N
N
N
N
N
VINE ENERGY HOLDINGS LLC
254900PNIMG4CPJH6R25
VINE ENERGY HOLDINGS LLC 144A 6.750000% 04/15/2029
92735LAA0
774000.00000000
PA
USD
824310.00000000
0.030018323853
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.75000000
N
N
N
N
N
N
NABORS INDUSTRIES LTD.
N/A
NABORS INDUSTRIES LTD 144A 7.250000% 01/15/2026
629571AA8
147000.00000000
PA
USD
126420.00000000
0.004603749198
Long
DBT
NUSS
US
N
2
2026-01-15
Fixed
7.25000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATING COMPANY INC.
5493003EG7H0N1E4XV50
HILTON DOMESTIC OPERATING CO INC 144A 3.750000% 05/01/2029
432833AJ0
171000.00000000
PA
USD
169414.83000000
0.006169462013
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
3.75000000
N
N
N
N
N
N
FIRST STUDENT/FIRST TRANSIT 7/21 TLB
N/A
FIRST STUDENT/FIRST TRANSIT 7/21 TLB 7/21/2028
33718FAD2
426998.49000000
PA
USD
422596.14000000
0.015389389658
Long
LON
US
N
2
2028-07-21
Floating
3.49999920
N
N
N
N
N
N
CATALENT PHARMA SOLUTIONS, INC.
549300HALRZ339MSTH85
CATALENT PHARMA SOLUTIONS INC 144A 3.125000% 02/15/2029
14879EAH1
2546000.00000000
PA
USD
2427483.70000000
0.088399985267
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.12500000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HOLDINGS, INC.
N/A
CLEAR CHANNEL OUTDOOR HOLDINGS INC 144A 7.750000% 04/15/2028
18453HAC0
5740000.00000000
PA
USD
5982730.25000000
0.217868925734
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
7.75000000
N
N
N
N
N
N
TCW CLO LTD
N/A
TCW CLO 2018-1 EQUITY TRANCHE
87240XAB0
5509000.00000000
PA
USD
3447532.20000000
0.125546381913
Long
ABS-CBDO
CORP
US
N
3
2031-04-25
Variable
0.00000000
N
N
N
N
N
N
AMERICAN TRAILER WORLD CORP.
N/A
AMERICAN TRAILER WORLD CORP. 3/3/2028
03028BAB3
696255.00000000
PA
USD
688714.56000000
0.025080439039
Long
LON
US
N
2
2028-03-03
Floating
4.50000000
N
N
N
N
N
N
GULFPORT ENERGY OPERATING CORPORATION
549300FJX18IDUFPHD40
GULFPORT ENERGY CORP ESCROW
402635AH9
470000.00000000
PA
USD
22325.00000000
0.000812993995
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
0.00000000
N
N
N
N
N
N
N/A
N/A
GYMBOREE HLDG CORP COMMON STOCK
403777402
52848.00000000
NS
USD
13212.00000000
0.000481132213
Long
EC
US
N
3
N
N
N
DIRECTV FINANCING, LLC
N/A
DIRECTV HOLDINGS LLC / DIRECTV FINANCING CO INC 14 5.875000% 08/15/2027
25461LAA0
6412000.00000000
PA
USD
6524530.60000000
0.237599292187
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.87500000
N
N
N
N
N
N
Masonite International Corporation
549300H0H07ZFT4JYM32
MASONITE INTERNATIONAL CORP 144A 5.375000% 02/01/2028
575385AD1
508000.00000000
PA
USD
528955.00000000
0.019262586276
Long
DBT
NUSS
US
N
2
2028-02-01
Fixed
5.37500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 6.125000% 01/01/2031
674599EF8
5328000.00000000
PA
USD
6208718.40000000
0.226098578988
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.12500000
N
N
N
N
N
N
NUSTAR LOGISTICS, L.P.
N62BF2PKP51FIIOIUN20
NUSTAR LOGISTICS LP 6.000000% 06/01/2026
67059TAF2
485000.00000000
PA
USD
513493.75000000
0.018699544691
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.00000000
N
N
N
N
N
N
ROCKPOINT GAS STORAGE CANADA LTD.
549300T32FQEHEIVPB75
ROCKPOINT GAS STORAGE CANADA LTD 144A 7.000000% 03/31/2023
77381WAA4
3642000.00000000
PA
USD
3605580.00000000
0.131301898702
Long
DBT
NUSS
CA
N
2
2023-03-31
Fixed
7.00000000
N
N
N
N
N
N
N/A
N/A
RUE 21 COMMON EQUITY PRIVATE EQUITY
N/A
2551.00000000
NS
USD
1084175.00000000
0.039481646788
Long
EC
US
N
2
N
N
N
UNITED RENTALS (NORTH AMERICA), INC.
NGIZXNT70J2LYT3FBI09
UNITED RENTALS NORTH AMERICA INC 5.500000% 05/15/2027
911365BF0
1230000.00000000
PA
USD
1277699.40000000
0.046529090241
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.50000000
N
N
N
N
N
N
SENSATA TECHNOLOGIES, INC.
5493002MMDDCUNV7NY90
SENSATA TECHNOLOGIES INC 144A 3.750000% 02/15/2031
81728UAB0
2203000.00000000
PA
USD
2164447.50000000
0.078821178948
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
DOMINION DIAMOND MINES ULC
549300514YCQANUHXW83
NORTHWEST ACQUISITIONS ULC / DOMINION FINCO INC 14 7.125000% 11/01/2022
66727WAA0
3290000.00000000
PA
USD
32.90000000
0.000001198096
Long
DBT
NUSS
US
N
3
2022-11-01
Fixed
7.12500000
Y
N
N
N
N
N
COMMSCOPE, INC.
549300Z6K4JXMFE8QY54
COMMSCOPE INC 144A 6.000000% 03/01/2026
20338QAD5
970000.00000000
PA
USD
992251.80000000
0.036134143558
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.00000000
N
N
N
N
N
N
SANDRIDGE ENERGY, INC.
W1MKPVGS6I5155L7VV67
SANDRIDGE ENERGY INC COMMON STOCK
80007P869
11510.00000000
NS
USD
122351.30000000
0.004455582180
Long
EC
US
N
1
N
N
N
N/A
N/A
GYMBOREE CORPORATION 4(A)(2) SHARES
N/A
18542.00000000
NS
USD
4635.50000000
0.000168807778
Long
EC
US
N
3
N
N
N
NEW GOLD INC.
5493005G0GNCHP0H6L96
NEW GOLD INC 144A 6.375000% 05/15/2025
644532AA1
579000.00000000
PA
USD
590580.00000000
0.021506741033
Long
DBT
NUSS
CA
N
2
2025-05-15
Fixed
6.37500000
N
N
N
N
N
N
CHOBANI, LLC
549300ISVDMZ91KNTR38
CHOBANI LLC / CHOBANI FINANCE CORP INC 144A 4.625000% 11/15/2028
17027NAB8
3912000.00000000
PA
USD
3970680.00000000
0.144597491427
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.62500000
N
N
N
N
N
N
UNIFRAX ESCROW ISSUER CORPORATION
N/A
UNIFRAX ESCROW ISSUER CORP 144A 7.500000% 09/30/2029
90473LAC6
1471000.00000000
PA
USD
1426870.00000000
0.051961332213
Long
DBT
CORP
US
N
2
2029-09-30
Fixed
7.50000000
N
N
N
N
N
N
GLOBAL INFRASTRUCTURE SOLUTIONS INC.
2549003BGLQITAJ6ZT28
GLOBAL INFRASTRUCTURE SOLUTIONS INC 144A 5.625000% 06/01/2029
37960XAA5
395000.00000000
PA
USD
398950.00000000
0.014528284627
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.62500000
N
N
N
N
N
N
MOTIVA ENTERPRISES LLC
UQZ4EDMHL4ZESPZY3752
MOTIVA ENTERPRISES LLC 144A 6.850000% 01/15/2040
61980AAD5
1713000.00000000
PA
USD
2147451.04000000
0.078202230687
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
6.85000000
N
N
N
N
N
N
SERTA SIMMONS BEDDING, LLC
N/A
SERTA SIMMONS BEDDING, LLC 8/10/2023
81753HAG6
684798.99000000
PA
USD
638575.06000000
0.023254543746
Long
LON
US
N
2
2023-08-10
Floating
8.49999960
N
N
N
N
N
N
FREEPORT-MCMORAN INC.
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN INC 4.125000% 03/01/2028
35671DCE3
507000.00000000
PA
USD
520942.50000000
0.018970800638
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.12500000
N
N
N
N
N
N
CCO HOLDINGS, LLC
N/A
CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 4.250000% 01/15/2034
1248EPCP6
565000.00000000
PA
USD
543530.00000000
0.019793353913
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
4.25000000
N
N
N
N
N
N
BRIGHT BIDCO B.V.
N/A
BRIGHT BIDCO B.V. 6/30/2024
N1603LAD9
1932204.03990000
PA
USD
1478136.09000000
0.053828253750
Long
LON
US
N
2
2024-06-30
Floating
4.50000000
N
N
N
N
N
N
DELEK LOGISTICS PARTNERS, LP
549300UVYITDIU51P724
DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINA 6.750000% 05/15/2025
24665FAB8
1462000.00000000
PA
USD
1469310.00000000
0.053506840170
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.75000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC.
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN INC 4.625000% 08/01/2030
35671DCH6
1890000.00000000
PA
USD
1995773.85000000
0.072678707971
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.62500000
N
N
N
N
N
N
THE MICHAELS COMPANIES, INC.
549300H9LWMBP7HYLR98
MICHAELS COS INC/THE 144A 5.250000% 05/01/2028
55916AAA2
2430000.00000000
PA
USD
2404193.40000000
0.087551838613
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.25000000
N
N
N
N
N
N
MGM RESORTS INTERNATIONAL
54930066VBP7DZEGGJ87
MGM RESORTS INTERNATIONAL 5.750000% 06/15/2025
552953CE9
261000.00000000
PA
USD
275391.54000000
0.010028742140
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
5.75000000
N
N
N
N
N
N
PADAGIS LLC
N/A
PADAGIS LLC 7/6/2028
69526PAC8
1279058.82000000
PA
USD
1275861.17000000
0.046462148697
Long
LON
US
N
2
2028-07-06
Floating
5.24999880
N
N
N
N
N
N
HERCULES ACHIEVEMENT, INC.
N/A
HERCULES ACHIEVEMENT, INC. 12/16/2024
42703UAG0
478157.75000000
PA
USD
469192.29000000
0.017086249239
Long
LON
US
N
2
2024-12-16
Floating
4.50000000
N
N
N
N
N
N
NABORS INDUSTRIES, INC.
549300VFQWRKICUFNU92
NABORS INDUSTRIES INC 5.750000% 02/01/2025
62957HAF2
510000.00000000
PA
USD
426247.80000000
0.015522369620
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.75000000
N
N
N
N
N
N
MH SUB I, LLC (MICRO HOLDING CORP.)
N/A
MH SUB I, LLC (MICRO HOLDING CORP.) 9/13/2024
45567YAL9
1083000.00000000
PA
USD
1077855.75000000
0.039251523056
Long
LON
US
N
2
2024-09-13
Floating
4.74999840
N
N
N
N
N
N
EQM Midstream Partners, LP
549300NELT611CL6XM83
EQM MIDSTREAM PARTNERS LP 6.500000% 07/15/2048
26885BAE0
3042000.00000000
PA
USD
3530849.40000000
0.128580486427
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
6.50000000
N
N
N
N
N
N
KORN FERRY
549300FOD20OM0GT5G40
KORN FERRY 144A 4.625000% 12/15/2027
50067PAA7
3041000.00000000
PA
USD
3128428.75000000
0.113925813553
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.62500000
N
N
N
N
N
N
NEUBERGER BERMAN LOAN ADVISERS LLC
N/A
NEUBERGER BERMAN LOAN ADVISERS CLO 41 (EQUITY TRANCHE)
64134CAC2
4667000.00000000
PA
USD
3640260.00000000
0.132564816138
Long
ABS-CBDO
CORP
US
Y
3
2034-04-17
Variable
0.00000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP
6OQWTZ1SPC04IFT4T704
TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PART 6.875000% 01/15/2029
87612BBN1
516000.00000000
PA
USD
571562.88000000
0.020814207803
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.87500000
N
N
N
N
N
N
TCP WHITNEY CLO LTD
N/A
TCP WHITNEY CLO LLC SERIES: 2017-1I CLASS: SUB
87240GAC5
13119110.00000000
PA
USD
10757670.20000000
0.391754592292
Long
ABS-CBDO
CORP
US
N
3
2029-08-20
Variable
0.00000000
N
N
N
N
N
N
ARDAGH PACKAGING FINANCE PLC
6354001JXMLKNZDZR978
ARDAGH PACKAGING FINANCE PLC / ARDAGH HOLDINGS USA 5.250000% 04/30/2025
03969AAQ3
2581000.00000000
PA
USD
2655203.75000000
0.096692707918
Long
DBT
NUSS
US
N
2
2025-04-30
Fixed
5.25000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC.
549300FYK4MBXWIVZU26
GFL ENVIRONMENTAL INC 144A 4.000000% 08/01/2028
36168QAL8
614000.00000000
PA
USD
595629.12000000
0.021690611324
Long
DBT
NUSS
CA
N
2
2028-08-01
Fixed
4.00000000
N
N
N
N
N
N
FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC
529900E7PUVK6BC8PE80
FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTO 6.500000% 10/01/2025
34960PAB7
2025000.00000000
PA
USD
2063819.25000000
0.075156669968
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.50000000
N
N
N
N
N
N
GPS HOSPITALITY HOLDING COMPANY LLC
5493007IGLBCP32TTG10
GPS HOSPITALITY HOLDING CO LLC / GPS FINCO INC 144 7.000000% 08/15/2028
36262BAA0
1510000.00000000
PA
USD
1366550.00000000
0.049764700733
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
7.00000000
N
N
N
N
N
N
MACY'S RETAIL HOLDINGS, LLC
549300JMONK27O4SQQ19
MACY'S RETAIL HOLDINGS LLC 144A 5.875000% 04/01/2029
55617LAP7
1825000.00000000
PA
USD
1944984.63000000
0.070829152276
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.87500000
N
N
N
N
N
N
Pactiv Evergreen/Reynolds Group 9/21 Cov-Lite
N/A
Pactiv Evergreen/Reynolds Group 9/21 Cov-Lite 9/24/2028
76173FAY3
195000.00000000
PA
USD
193781.25000000
0.007056796980
Long
LON
US
N
2
2028-09-24
Floating
3.99999960
N
N
N
N
N
N
H&E EQUIPMENT SERVICES, INC.
254900KVLRCDMQRYY541
H&E EQUIPMENT SERVICES INC 144A 3.875000% 12/15/2028
404030AJ7
2815000.00000000
PA
USD
2736194.08000000
0.099642076426
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
3.87500000
N
N
N
N
N
N
COTY INC.
549300BO9IWPF3S48F93
COTY INC/HFC PRESTIGE PRODUCTS INC/HFC PRESTIGE IN 4.750000% 01/15/2029
222070AG9
3460000.00000000
PA
USD
3421075.00000000
0.124582908465
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.75000000
N
N
N
N
N
N
N/A
N/A
21ST CENTURY ONCOLOGY PRIVATE COMPANY
75959V104
22017.00000000
NS
USD
222151.53000000
0.008089937732
Long
EC
US
N
3
N
N
N
HCA INC.
L3CJ6J7LJ2DX62FTXD46
HCA INC 5.875000% 02/15/2026
404119BS7
6955000.00000000
PA
USD
7793425.25000000
0.283807745972
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.87500000
N
N
N
N
N
N
PETSMART LLC
N/A
PETSMART INC / PETSMART FINANCE CORP 144A 4.750000% 02/15/2028
71677KAA6
929000.00000000
PA
USD
940245.55000000
0.034240268129
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.75000000
N
N
N
N
N
N
MILLENNIUM ESCROW CORPORATION
N/A
MILLENNIUM ESCROW CORP 144A 6.625000% 08/01/2026
60041CAA6
2465000.00000000
PA
USD
2461918.75000000
0.089653982528
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
6.62500000
N
N
N
N
N
N
AP CORE HOLDINGS II, LLC
N/A
AP CORE HOLDINGS II, LLC 9/1/2027
00187GAD1
1347000.00000000
PA
USD
1343066.76000000
0.048909527918
Long
LON
US
N
2
2027-09-01
Floating
6.24999960
N
N
N
N
N
N
SWITCH LTD.
5493002D70VTFFLT8L43
SWITCH LTD 144A 4.125000% 06/15/2029
87105NAC4
159000.00000000
PA
USD
159719.48000000
0.005816393197
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
COLGATE ENERGY PARTNERS III, LLC
549300QRLZK0B17DH791
COLGATE ENERGY PARTNERS III LLC 144A 5.875000% 07/01/2029
19416MAB5
2657000.00000000
PA
USD
2637072.50000000
0.096032434800
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.87500000
N
N
N
N
N
N
JAGUAR HOLDING COMPANY II
N/A
JAGUAR HOLDING CO II / PPD DEVELOPMENT LP 144A 4.625000% 06/15/2025
47010LAB8
152000.00000000
PA
USD
157130.00000000
0.005722093905
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.62500000
N
N
N
N
N
N
ASCENT RESOURCES UTICA HOLDINGS, LLC
549300EGLQ2M2CL7JZ89
ASCENT RESOURCES UTICA HOLDINGS LLC / ARU FINANCE 8.250000% 12/31/2028
04364VAR4
4373000.00000000
PA
USD
4610453.90000000
0.167895692496
Long
DBT
CORP
US
N
2
2028-12-31
Fixed
8.25000000
N
N
N
N
N
N
KRONOS ACQUISITION HOLDINGS INC.
N/A
KRONOS ACQUISITION HOLDINGS INC / KIK CUSTOM PRODU 7.000000% 12/31/2027
50106GAF9
3341000.00000000
PA
USD
3207360.00000000
0.116800197977
Long
DBT
CORP
CA
N
2
2027-12-31
Fixed
7.00000000
N
N
N
N
N
N
MILEAGE PLUS HOLDINGS LLC
N/A
MILEAGE PLUS HOLDINGS LLC 6/21/2027
59921PAB2
1459588.99000000
PA
USD
1520716.58000000
0.055378877834
Long
LON
US
N
2
2027-06-21
Floating
6.24999960
N
N
N
N
N
N
ENTERPRISE DEVELOPMENT AUTHORITY
N/A
ENTERPRISE DEVELOPMENT AUTHORITY 2/28/2028
29372LAC6
4896450.00000000
PA
USD
4902325.74000000
0.178524586258
Long
LON
US
N
3
2028-02-28
Floating
5.00000040
N
N
N
N
N
N
BATTALION CLO LTD
N/A
BATTALION CLO XIV SERIES 2019-14A CLASS SUB
07133DAC0
6147000.00000000
PA
USD
4794660.00000000
0.174603797900
Long
ABS-CBDO
CORP
US
N
3
2032-04-20
Variable
0.00000000
N
N
N
N
N
N
CROWN AMERICAS LLC
RPPGGRL1J75WGF2DFO04
CROWN AMERICAS LLC / CROWN AMERICAS CAPITAL CORP V 4.750000% 02/01/2026
228187AB6
1324000.00000000
PA
USD
1359536.16000000
0.049509282601
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
4.75000000
N
N
N
N
N
N
AMC ENTERTAINMENT HOLDINGS, INC.
549300ZO77UNR6NRBR11
AMC ENTERTAINMENT HOLDINGS INC 6.125000% 05/15/2027
00165CAD6
680000.00000000
PA
USD
489600.00000000
0.017829422618
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
6.12500000
N
N
N
N
N
N
SUMMIT MIDSTREAM HOLDINGS, LLC
N/A
SUMMIT MIDSTREAM HOLDINGS LLC / SUMMIT MIDSTREAM F 8.500000% 10/15/2026
86614WAE6
684000.00000000
PA
USD
689130.00000000
0.025095567829
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
8.50000000
N
N
N
N
N
N
Energizer Holdings, Inc.
5493000D6NN0V57UME20
ENERGIZER HOLDINGS INC 144A 4.375000% 03/31/2029
29272WAD1
1831000.00000000
PA
USD
1737179.56000000
0.063261659598
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
4.37500000
N
N
N
N
N
N
JBS USA Lux S.A.
P77IMDGVZE8EFBTF2M92
JBS USA LUX SA / JBS USA FOOD CO / JBS USA FINANCE 5.500000% 01/15/2030
46590XAB2
2347000.00000000
PA
USD
2517603.43000000
0.091681812784
Long
DBT
NUSS
US
N
2
2030-01-15
Fixed
5.50000000
N
N
N
N
N
N
BIP-V CHINOOK HOLDCO L.L.C.
254900KE9EMWN8JWL297
CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC 144A 5.500000% 06/15/2031
12657NAA8
3450000.00000000
PA
USD
3496592.25000000
0.127332967626
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
5.50000000
N
N
N
N
N
N
SPECTRUM BRANDS, INC.
549300VU3EH2E73C1Q04
SPECTRUM BRANDS INC 144A 5.500000% 07/15/2030
84762LAW5
416000.00000000
PA
USD
443210.56000000
0.016140090652
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.50000000
N
N
N
N
N
N
OI European Group B.V.
72450053F5WRDY8CDZ66
OI EUROPEAN GROUP BV 144A 4.750000% 02/15/2030
67777LAD5
2951000.00000000
PA
USD
2947989.98000000
0.107354900385
Long
DBT
NUSS
US
N
2
2030-02-15
Fixed
4.75000000
N
N
N
N
N
N
LCPR Senior Secured Financing Designated Activity Company
549300LE5FM8IKMXSP90
LCPR SENIOR SECURED FINANCING DAC 144A 6.750000% 10/15/2027
50201DAA1
3416000.00000000
PA
USD
3541503.84000000
0.128968481757
Long
DBT
NUSS
US
N
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
ARCHES BUYER INC.
2549009ADY4208OH2Y47
ARCHES BUYER INC 144A 4.250000% 06/01/2028
039524AA1
378000.00000000
PA
USD
374220.00000000
0.013627709420
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.25000000
N
N
N
N
N
N
Elastic N.V.
2549003I48WHHH937I59
ELASTIC NV 144A 4.125000% 07/15/2029
28415LAA1
2769000.00000000
PA
USD
2713620.00000000
0.098820011858
Long
DBT
NUSS
US
N
2
2029-07-15
Fixed
4.12500000
N
N
N
N
N
N
CATHEDRAL LAKE CLO LTD.
N/A
CATHEDRAL LAKE V SERIES: 2018-5A CLASS: SUB
14919AAC2
5673000.00000000
PA
USD
2723040.00000000
0.099163053445
Long
ABS-CBDO
CORP
US
N
3
2030-10-21
Variable
0.00000000
N
N
N
N
N
N
MADISON IAQ LLC
549300IXDNBXNHUPBU73
MADISON IAQ LLC 144A 5.875000% 06/30/2029
55760LAB3
510000.00000000
PA
USD
490645.50000000
0.017867495864
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
5.87500000
N
N
N
N
N
N
T-MOBILE USA, INC.
549300V2JRLO5DIFGE82
T-MOBILE USA INC 3.375000% 04/15/2029
87264ABV6
1675000.00000000
PA
USD
1685468.75000000
0.061378543002
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.37500000
N
N
N
N
N
N
MAGNACHIP SEMICONDUCTOR CORPORATION
529900P54J1ATLRBUV29
MAGNACHIP SEMICONDUCTOR CORP COMMON STOCK
55933J203
38119.00000000
NS
USD
689191.52000000
0.025097808160
Long
EC
US
N
1
N
N
N
TENET HEALTHCARE CORPORATION
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP 144A 4.625000% 09/01/2024
88033GDC1
45000.00000000
PA
USD
45817.65000000
0.001668509487
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.62500000
N
N
N
N
N
N
LIVE NATION ENTERTAINMENT, INC.
5493007B9BM9ZXJINO78
LIVE NATION ENTERTAINMENT INC 144A 5.625000% 03/15/2026
538034AN9
466000.00000000
PA
USD
478815.00000000
0.017436672775
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.62500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 4.500000% 07/15/2044
674599DK8
155000.00000000
PA
USD
155000.00000000
0.005644527177
Long
DBT
CORP
US
N
2
2044-07-15
Fixed
4.50000000
N
N
N
N
N
N
CRESTWOOD EQUITY PARTNERS LP
549300CUY0F1TYDLDL45
Crestwood Equity Partners LP PREFERRED STOCK
226344307
224639.00000000
NS
USD
2107113.82000000
0.076733298206
Long
EP
US
N
1
N
N
N
HILTON DOMESTIC OPERATING COMPANY INC.
5493003EG7H0N1E4XV50
HILTON DOMESTIC OPERATING CO INC 144A 5.750000% 05/01/2028
432833AH4
326000.00000000
PA
USD
344820.31000000
0.012557081361
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.75000000
N
N
N
N
N
N
SIMMONS FOODS, INC.
5493002Z1TVWRIL6NM97
SIMMONS FOODS INC/SIMMONS PREPARED FOODS INC/SIMMO 4.625000% 03/01/2029
82873MAA1
4580000.00000000
PA
USD
4515490.70000000
0.164437483701
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.62500000
N
N
N
N
N
N
MOZART DEBT MERGER SUB INC.
N/A
MOZART DEBT MERGER SUB INC 144A 5.250000% 10/01/2029
62482BAB8
4550000.00000000
PA
USD
4544312.50000000
0.165487067142
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.25000000
N
N
N
N
N
N
SPRINT CORPORATION
549300ZTTY7CXOLJ6539
SPRINT CORP 7.625000% 03/01/2026
85207UAK1
2559000.00000000
PA
USD
3022818.75000000
0.110079887648
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
IRON MOUNTAIN INCORPORATED
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC 144A 5.250000% 07/15/2030
46284VAJ0
830000.00000000
PA
USD
845927.70000000
0.030805560596
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.25000000
N
N
N
N
N
N
CLARIOS GLOBAL LP
N/A
CLARIOS GLOBAL LP 4/30/2026
C8000CAG8
971989.08000000
PA
USD
958624.23000000
0.034909551734
Long
LON
US
N
2
2026-04-30
Floating
3.33699840
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNERS, LP
88CPW63VL7KHJWS0NY83
ENLINK MIDSTREAM PARTNERS LP 4.400000% 04/01/2024
29336UAB3
620000.00000000
PA
USD
638755.00000000
0.023261096496
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.40000000
N
N
N
N
N
N
GENESIS ENERGY, L.P.
549300VJ5D6MDK138782
GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP 6.500000% 10/01/2025
37185LAJ1
40000.00000000
PA
USD
39102.00000000
0.001423950333
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.50000000
N
N
N
N
N
N
Glatfelter Corporation
549300LDQLQBT38QDY28
GLATFELTER CORP 144A 4.750000% 11/15/2029
377320AA4
267000.00000000
PA
USD
270337.50000000
0.009844692682
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.75000000
N
N
N
N
N
N
CALIFORNIA RESOURCES CORPORATION
5493003Q8F0T4F4YMR48
CALIFORNIA RESOURCES CORP 144A 7.125000% 02/01/2026
13057QAH0
530000.00000000
PA
USD
546231.25000000
0.019891723455
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
7.12500000
N
N
N
N
N
N
WILSONART LLC
N/A
WILSONART LLC 12/31/2026
97246FAH9
2992839.90000000
PA
USD
2977875.70000000
0.108443227860
Long
LON
US
N
2
2026-12-31
Floating
4.50000000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING PARTNERS, LP
549300KJEC5IUVJWR786
NEXTERA ENERGY OPERATING PARTNERS LP 144A 4.250000% 07/15/2024
65342QAK8
2746000.00000000
PA
USD
2809130.54000000
0.102298152753
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.25000000
N
N
N
N
N
N
CCO HOLDINGS, LLC
N/A
CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 4.500000% 08/15/2030
1248EPCE1
10744000.00000000
PA
USD
10829361.08000000
0.394365309198
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
GANNETT HOLDINGS LLC
N/A
GANNETT HOLDINGS LLC 144A 6.000000% 11/01/2026
36474GAA3
1809000.00000000
PA
USD
1810591.92000000
0.065935066444
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
6.00000000
N
N
N
N
N
N
DOLYA HOLDCO 18 DESIGNATED ACTIVITY COMPANY
635400ZZNJSEA4CAJR23
VIRGIN MEDIA VENDOR FINANCING NOTES IV DAC 144A 5.000000% 07/15/2028
92770QAA5
2543000.00000000
PA
USD
2506075.64000000
0.091262013275
Long
DBT
NUSS
GB
N
2
2028-07-15
Fixed
5.00000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC.
549300FYK4MBXWIVZU26
GFL ENVIRONMENTAL INC 144A 3.500000% 09/01/2028
36168QAM6
1160000.00000000
PA
USD
1123831.20000000
0.040925779037
Long
DBT
NUSS
CA
N
2
2028-09-01
Fixed
3.50000000
N
N
N
N
N
N
NRG ENERGY, INC.
5E2UPK5SW04M13XY7I38
NRG ENERGY INC 144A 3.875000% 02/15/2032
629377CS9
1758000.00000000
PA
USD
1687416.30000000
0.061449465576
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.87500000
N
N
N
N
N
N
TRAVERSE MIDSTREAM PARTNERS LLC
N/A
TRAVERSE MIDSTREAM PARTNERS LLC 9/27/2024
89435TAB0
889355.89030000
PA
USD
881022.63000000
0.032083588249
Long
LON
US
N
2
2024-09-27
Floating
4.29999840
N
N
N
N
N
N
ALVOGEN PHARMA US, INC.
N/A
ALVOGEN PHARMA US, INC. 12/31/2023
02254GAE3
3346518.15000000
PA
USD
3236718.89000000
0.117869340251
Long
LON
US
N
2
2023-12-31
Floating
6.24999960
N
N
N
N
N
N
FREEDOM MORTGAGE CORPORATION
549300LYRWPSYPK6S325
FREEDOM MORTGAGE CORP 144A 8.125000% 11/15/2024
35640YAA5
3492000.00000000
PA
USD
3468219.48000000
0.126299736198
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
8.12500000
N
N
N
N
N
N
GEON PERFORMANCE SOLUTIONS, LLC
N/A
GEON PERFORMANCE SOLUTIONS, LLC 8/18/2028
37254YAB6
800000.00000000
PA
USD
807000.00000000
0.029387957624
Long
LON
US
N
2
2028-08-18
Floating
5.50000080
N
N
N
N
N
N
POLAR US BORROWER, LLC
549300VWTN2NKZWJ5F70
POLAR US BORROWER LLC / SCHENECTADY INTERNATIONAL 6.750000% 05/15/2026
73103PAA5
5325000.00000000
PA
USD
5170468.50000000
0.188289354620
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.75000000
N
N
N
N
N
N
U.S. ACUTE CARE SOLUTIONS, LLC
N/A
US ACUTE CARE SOLUTIONS LLC 144A 6.375000% 03/01/2026
90367UAA9
1073000.00000000
PA
USD
1098483.75000000
0.040002718583
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.37500000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
FORD MOTOR CO 9.000000% 04/22/2025
345370CW8
445000.00000000
PA
USD
540543.73000000
0.019684604995
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
9.00000000
N
N
N
N
N
N
PRIME SECURITY SERVICES BORROWER, LLC
549300O6QPZVWXV2DC15
PRIME SECURITY SERVICES BORROWER LLC / PRIME FINAN 5.750000% 04/15/2026
74166MAC0
1928000.00000000
PA
USD
2038860.00000000
0.074247746323
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
SYNAPTICS INCORPORATED
549300AJ3LI4FWNRQX29
SYNAPTICS INC 144A 4.000000% 06/15/2029
87157DAG4
2780000.00000000
PA
USD
2807800.00000000
0.102249699404
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
MOUNTAIN PROVINCE DIAMONDS INC.
549300Y5548SJTH51N28
MOUNTAIN PROVINCE DIAMONDS INC 144A 8.000000% 12/15/2022
62426EAA3
4565000.00000000
PA
USD
4237096.05000000
0.154299379392
Long
DBT
NUSS
CA
N
2
2022-12-15
Fixed
8.00000000
N
N
N
N
N
N
TRANSDIGM INC.
88Q84GB3X55CF5OC7582
TRANSDIGM INC 144A 8.000000% 12/15/2025
893647BK2
827000.00000000
PA
USD
871451.25000000
0.031735033961
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
8.00000000
N
N
N
N
N
N
N/A
N/A
AVENTINE (SOUTHERN STATE) COMPANY ESCROW CUSIP 10/15/2007 DUMMY MATURITY DUE TO
05399AGH2
2600000.00000000
PA
USD
0.01000000
0.000000000364
Long
DBT
CORP
US
N
3
2049-10-15
Fixed
0.00000000
Y
N
N
N
N
N
MASHANTUCKET (WESTERN) PEQUOT TRIBE
N/A
MASHANTUCKET (WESTERN) PEQUOT TRIBE 2/16/2022
57475BAH4
9632244.54000000
PA
USD
9283075.68000000
0.338055309432
Long
LON
US
N
2
2022-02-16
Floating
8.37500040
N
N
N
N
N
N
PARKER DRILLING COMPANY
5493003B4WZ1YZYFR583
PARKER DRILLING CO-POST BANK COMMON STOCK
701081606
138594.00000000
NS
USD
623673.00000000
0.022711865794
Long
EC
US
N
3
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS, INC.
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYSTEMS INC 144A 6.875000% 04/15/2029
12543DBJ8
2498000.00000000
PA
USD
2455215.51000000
0.089409875300
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.87500000
N
N
N
N
N
N
ILIAD HOLDING SAS
9695009PXA7OI9NXN582
ILIAD HOLDING SASU 144A 7.000000% 10/15/2028
449691AC8
310000.00000000
PA
USD
316826.20000000
0.011537639330
Long
DBT
NUSS
FR
N
2
2028-10-15
Fixed
7.00000000
N
N
N
N
N
N
NFP CORP.
VO2L9FZNXDJNQNEYH039
NFP CORP 144A 6.875000% 08/15/2028
65342RAD2
1890000.00000000
PA
USD
1872441.90000000
0.068187414141
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.87500000
N
N
N
N
N
N
BATTALION CLO LTD
N/A
BATTALION CLO X (FACTORED) EQUITY TRANCHE
07132KAC5
6380000.00000000
PA
USD
5885550.00000000
0.214329980172
Long
ABS-CBDO
CORP
KY
N
3
2029-01-24
Variable
0.00000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU PASS, LLC
549300GKHS6RS20NLH85
VENTURE GLOBAL CALCASIEU PASS LLC 144A 4.125000% 08/15/2031
92328MAB9
435000.00000000
PA
USD
444857.10000000
0.016200051553
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
4.12500000
N
N
N
N
N
N
SPRINT CAPITAL CORPORATION
549300L17W0GQBR1PO80
SPRINT CAPITAL CORP 8.750000% 03/15/2032
852060AT9
2667000.00000000
PA
USD
3942892.80000000
0.143585584294
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES, INC.
8M3THTGWLTYZVE6BBY25
LUMEN TECHNOLOGIES INC 144A 5.125000% 12/15/2026
156700BB1
5082000.00000000
PA
USD
5090893.50000000
0.185391527200
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.12500000
N
N
N
N
N
N
VIRGIN MEDIA FINANCE PLC
2138001LVYC87DDHT482
VIRGIN MEDIA FINANCE PLC 144A 5.000000% 07/15/2030
92769VAJ8
1879000.00000000
PA
USD
1822630.00000000
0.066373448830
Long
DBT
NUSS
GB
N
2
2030-07-15
Fixed
5.00000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS, L.P.
5493005UEC8AZ34LDV29
CHENIERE ENERGY PARTNERS LP 144A 4.000000% 03/01/2031
16411QAH4
1034000.00000000
PA
USD
1054680.00000000
0.038407547890
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.00000000
N
N
N
N
N
N
TENET HEALTHCARE CORPORATION
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP 144A 6.125000% 10/01/2028
88033GDJ6
3040000.00000000
PA
USD
3105056.00000000
0.113074664375
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.12500000
N
N
N
N
N
N
PROMONTORY INTERFINANCIAL/INTRAFI 10
N/A
PROMONTORY INTERFINANCIAL/INTRAFI 10 11/1/2029
N/A
1140000.00000000
PA
USD
1137868.20000000
0.041436954701
Long
LON
US
N
2
2029-11-01
Floating
6.75000000
N
N
N
N
N
N
MYT HOLDING CO.
549300853MX08B1AUK51
MYT HOLDINGS LLC STOCK *
N/A
516164.00000000
NS
USD
549714.66000000
0.020018576374
Long
EP
US
N
1
N
N
N
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP
549300U6G4UOCMLQK204
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / M 5.625000% 05/01/2024
55303XAC9
315000.00000000
PA
USD
336867.30000000
0.012267462128
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
5.62500000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO 4.000000% MATURITY: PERPETUAL
48128BAH4
2633000.00000000
PA
USD
2607328.25000000
0.094949259138
Long
DBT
CORP
US
N
2
2170-10-01
Fixed
4.00000000
N
N
N
N
N
N
WYNN RESORTS FINANCE, LLC
N/A
WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CO 7.750000% 04/15/2025
983133AB5
1825000.00000000
PA
USD
1901686.50000000
0.069252394396
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.75000000
N
N
N
N
N
N
JAGUAR HOLDING COMPANY II
N/A
JAGUAR HOLDING CO II / PPD DEVELOPMENT LP 144A 5.000000% 06/15/2028
47010LAA0
150000.00000000
PA
USD
160687.50000000
0.005851644908
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.00000000
N
N
N
N
N
N
Trivium Packaging Finance B.V.
724500GMZWW3PVYET548
TRIVIUM PACKAGING FINANCE BV 144A 5.500000% 08/15/2026
89686QAA4
976000.00000000
PA
USD
1007544.32000000
0.036691040621
Long
DBT
NUSS
NL
N
2
2026-08-15
Floating
5.50000080
N
N
N
N
N
N
MARRIOTT OWNERSHIP RESORTS, INC.
BW4532OH033VURR0IT68
MARRIOTT OWNERSHIP RESORTS INC 144A 6.125000% 09/15/2025
57164PAG1
191000.00000000
PA
USD
198315.30000000
0.007221910325
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
6.12500000
N
N
N
N
N
N
PAYSAFE FINANCE PLC
894500TDMZ4S0F5X0Z61
PAYSAFE FINANCE PLC / PAYSAFE HOLDINGS US CORP 144 4.000000% 06/15/2029
70452AAA1
4382000.00000000
PA
USD
4042395.00000000
0.147209086695
Long
DBT
NUSS
US
N
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
TALLGRASS ENERGY PARTNERS, LP
549300IQ3DN0F3VERF65
TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FI 6.000000% 03/01/2027
87470LAG6
3175000.00000000
PA
USD
3254375.00000000
0.118512310527
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
6.00000000
N
N
N
N
N
N
ANTERO MIDSTREAM PARTNERS LP
529900HFO1BDEIT4QU11
ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FI 5.750000% 03/01/2027
03690AAD8
2721000.00000000
PA
USD
2735938.29000000
0.099632761500
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 6.625000% 09/01/2030
674599ED3
1631000.00000000
PA
USD
1956661.77000000
0.071254390561
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.62500000
N
N
N
N
N
N
ASHTON WOODS USA L.L.C.
N/A
ASHTON WOODS USA LLC / ASHTON WOODS FINANCE CO 144 4.625000% 08/01/2029
045086AM7
1553000.00000000
PA
USD
1537470.00000000
0.055988975476
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.62500000
N
N
N
N
N
N
WARRIOR MET COAL, INC.
549300152B1S9YKBYV79
WARRIOR MET COAL INC 144A 8.000000% 11/01/2024
93627CAA9
2070000.00000000
PA
USD
2117403.00000000
0.077107992117
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
8.00000000
N
N
N
N
N
N
TRAVELPORT FINANCE (LUXEMBOURG) S.A.R.L.
N/A
TRAVELPORT FINANCE (LUXEMBOURG) S.A.R.L. 2/28/2025
N/A
783401.73990000
PA
USD
801028.28000000
0.029170489651
Long
LON
US
N
2
2025-02-28
Floating
9.74999880
N
N
N
N
N
N
VISTAJET MALTA FINANCE P.L.C.
5299001UK94VGT0CPQ36
VISTAJET MALTA FINANCE PLC / XO MANAGEMENT HOLDING 10.500000% 06/01/2024
92840JAA7
6588000.00000000
PA
USD
7049160.00000000
0.256704356097
Long
DBT
NUSS
CH
N
2
2024-06-01
Fixed
10.50000000
N
N
N
N
N
N
Valaris Limited
N/A
VALARIS LTD COMMON STOCK
G9460G101
29888.00000000
NS
USD
928321.28000000
0.033806030283
Long
EC
US
N
1
N
N
N
SANDRIDGE ENERGY INC WT
N/A
SANDRIDGE ENERGY INC WT EXPIRATION: 10/04/22
80007P125
4110.00000000
NC
USD
209.61000000
0.000007633221
N/A
DE
US
N
1
CORPORATE ACTION
N/A
Call
Purchased
N/A
N/A
4110.00000000
42.03000000
USD
2022-10-07
XXXX
-13671.67000000
N
N
N
WHITING PETROLEUM CORPORATION
52990028CHK9KUB1B293
WHITING PETROLEUM CORP COMMON STOCK
966387508
8379.00000000
NS
USD
542037.51000000
0.019739002942
Long
EC
US
N
1
N
N
N
ARCTIC CANADIAN DIAMOND COMPANY LTD.
N/A
ARCTIC CANADIAN DIAMOND COMPANY LTD. 12/31/2027
N/A
1638728.45000000
PA
USD
1639547.81000000
0.059706272074
Long
LON
US
N
3
2027-12-31
Floating
17.49999960
N
N
N
N
N
N
SALEM MEDIA GROUP, INC.
549300CTHBTS2MIXZL54
SALEM MEDIA GROUP INC 144A 6.750000% 06/01/2024
794093AG9
5605000.00000000
PA
USD
5605000.00000000
0.204113385981
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
6.75000000
N
N
N
N
N
N
NMG HOLDING COMPANY, INC.
N/A
NMG HOLDING CO INC / NEIMAN MARCUS GROUP LLC 144A 7.125000% 04/01/2026
62929RAC2
7535000.00000000
PA
USD
7880856.50000000
0.286991668983
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
7.12500000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS, INC.
54930076J6KDZL504O62
IHEARTCOMMUNICATIONS INC 144A 4.750000% 01/15/2028
45174HBG1
1347000.00000000
PA
USD
1336897.50000000
0.048684866268
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
SUMMIT MATERIALS, LLC
549300C97P3BW8QROE16
SUMMIT MATERIALS LLC / SUMMIT MATERIALS FINANCE CO 5.250000% 01/15/2029
86614RAN7
366000.00000000
PA
USD
380940.12000000
0.013872431355
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.25000000
N
N
N
N
N
N
NEW FORTRESS ENERGY INC.
N/A
NEW FORTRESS ENERGY INC 144A 6.750000% 09/15/2025
644393AA8
983000.00000000
PA
USD
943925.75000000
0.034374287412
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
6.75000000
N
N
N
N
N
N
GULF FINANCE LLC
N/A
GULF FINANCE LLC 8/25/2023
40227UAB2
3633368.19000000
PA
USD
3459620.52000000
0.125986593853
Long
LON
US
N
2
2023-08-25
Floating
6.24999960
N
N
N
N
N
N
Sigma Holdco B.V.
254900RAPCKVT00GAO59
SIGMA HOLDCO BV 144A 7.875000% 05/15/2026
82660CAA0
6999000.00000000
PA
USD
6776781.75000000
0.246785346842
Long
DBT
NUSS
NL
N
2
2026-05-15
Fixed
7.87500000
N
N
N
N
N
N
EQT CORPORATION
4NT01YGM4X7ZX86ISY52
EQT CORP 144A 3.125000% 05/15/2026
26884LAM1
198000.00000000
PA
USD
197873.28000000
0.007205813590
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.12500000
N
N
N
N
N
N
CINEMARK USA, INC.
54930008H2137JSCPQ09
CINEMARK USA INC 144A 8.750000% 05/01/2025
172441BC0
191000.00000000
PA
USD
202937.50000000
0.007390233767
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
8.75000000
N
N
N
N
N
N
LIFESCAN GLOBAL CORPORATION
N/A
LIFESCAN GLOBAL CORPORATION 10/1/2024
53227PAC4
9944729.64950000
PA
USD
9727238.41000000
0.354230074597
Long
LON
US
N
2
2024-10-01
Floating
6.13013040
N
N
N
N
N
N
HARVEST MIDSTREAM I, L.P.
549300DW5M17KJOXCY66
HARVEST MIDSTREAM I LP 144A 7.500000% 09/01/2028
417558AA1
3350000.00000000
PA
USD
3471370.50000000
0.126414484701
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
7.50000000
N
N
N
N
N
N
THE HERTZ CORPORATION
549300PD0C69OJ0NLB27
HERTZ CORP/THE 144A 5.000000% 12/01/2029
428040DB2
1928000.00000000
PA
USD
1889440.00000000
0.068806422124
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
5.00000000
N
N
N
N
N
N
ALBERTSONS COMPANIES, INC.
549300YKWOC0AOR16R51
ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS 4.875000% 02/15/2030
013092AE1
285000.00000000
PA
USD
302906.55000000
0.011030737119
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.87500000
N
N
N
N
N
N
N/A
N/A
NEIMAN MARCUS GROUP EQUITY RESTRICTED
N/A
1051.00000000
NS
USD
157650.00000000
0.005741030383
Long
EC
US
N
3
N
N
N
CNX RESOURCES CORPORATION
549300JK3KH8PWM3B226
CNX RESOURCES CORP 144A 6.000000% 01/15/2029
12653CAJ7
1522000.00000000
PA
USD
1557413.90000000
0.056715258609
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
MAJORDRIVE HOLDINGS IV, LLC
N/A
MAJORDRIVE HOLDINGS IV LLC 144A 6.375000% 06/01/2029
56085RAA8
6005000.00000000
PA
USD
5749787.50000000
0.209386011650
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
6.37500000
N
N
N
N
N
N
FREEPORT-MCMORAN INC.
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN INC 4.375000% 08/01/2028
35671DCG8
1090000.00000000
PA
USD
1136575.70000000
0.041389886628
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
4.37500000
N
N
N
N
N
N
DELTA AIR LINES, INC.
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES INC 7.375000% 01/15/2026
247361ZZ4
446000.00000000
PA
USD
515982.55000000
0.018790177589
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.37500000
N
N
N
N
N
N
TENET HEALTHCARE CORPORATION
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP 6.875000% 11/15/2031
88033GAV2
1110000.00000000
PA
USD
1265400.00000000
0.046081191547
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
6.87500000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC 4.687000% 06/09/2025
345397ZJ5
1245000.00000000
PA
USD
1320005.03000000
0.048069704939
Long
DBT
CORP
US
N
2
2025-06-09
Fixed
4.68700000
N
N
N
N
N
N
STERICYCLE, INC.
B8PTJH2P0AXSWSMP2136
STERICYCLE INC 144A 3.875000% 01/15/2029
858912AG3
418000.00000000
PA
USD
407550.00000000
0.014841464845
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.87500000
N
N
N
N
N
N
DMT SOLUTIONS GLOBAL CORPORATION
N/A
DMT SOLUTIONS GLOBAL CORPORATION 7/2/2024
23347DAC9
2083588.81000000
PA
USD
2060148.44000000
0.075022992634
Long
LON
US
N
3
2024-07-02
Floating
8.49999960
N
N
N
N
N
N
GRAY TELEVISION, INC.
529900TM5726KDN7UU35
GRAY TELEVISION INC 144A 7.000000% 05/15/2027
389284AA8
424000.00000000
PA
USD
449440.00000000
0.016366943835
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.00000000
N
N
N
N
N
N
ASP UNIFRAX HOLDINGS, INC.
N/A
ASP UNIFRAX HOLDINGS, INC. 12/12/2025
00216UAC7
1100000.00000000
PA
USD
1075943.00000000
0.039181867770
Long
LON
US
N
2
2025-12-12
Floating
3.88149840
N
N
N
N
N
N
DCP MIDSTREAM OPERATING, LP
549300Y6CTBSE0QIPL28
DCP MIDSTREAM OPERATING LP 5.125000% 05/15/2029
23311VAH0
896000.00000000
PA
USD
993574.40000000
0.036182307762
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.12500000
N
N
N
N
N
N
SRS DISTRIBUTION INC.
549300ZQ3XP75BCYM468
SRS DISTRIBUTION INC 144A 6.125000% 07/01/2029
78471RAC0
2616000.00000000
PA
USD
2622540.00000000
0.095503214856
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
6.12500000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC 3.810000% 01/09/2024
345397YG2
90000.00000000
PA
USD
92362.50000000
0.003363500912
Long
DBT
CORP
US
N
2
2024-01-09
Fixed
3.81000000
N
N
N
N
N
N
LEVEL 3 FINANCING, INC.
254900AE5FEFIJOXWL19
LEVEL 3 FINANCING INC 144A 3.625000% 01/15/2029
527298BS1
3751000.00000000
PA
USD
3469675.00000000
0.126352740857
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.62500000
N
N
N
N
N
N
TRANSOCEAN INC.
DOL4HJ22ADYSIWES4H94
TRANSOCEAN INC 144A 11.500000% 01/30/2027
893830BQ1
2381000.00000000
PA
USD
2238140.00000000
0.081504787457
Long
DBT
NUSS
US
N
2
2027-01-30
Fixed
11.50000000
N
N
N
N
N
N
NCR CORPORATION
549300YKTY8JX1DV2R67
NCR CORP 144A 6.125000% 09/01/2029
62886EAV0
735000.00000000
PA
USD
779100.00000000
0.028371942733
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
6.12500000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HOLDINGS, INC.
N/A
CLEAR CHANNEL WORLDWIDE HOLDINGS INC 144A 5.125000% 08/15/2027
18453HAA4
3180000.00000000
PA
USD
3211800.00000000
0.116961886368
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.12500000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC 7.500000% MATURITY: PERPETUAL
539439AG4
3250000.00000000
PA
USD
3526250.00000000
0.128412993277
Long
DBT
NUSS
GB
N
2
2170-06-27
Fixed
7.50000000
N
N
N
Y
Y
LLOYDS BANKING GROUP PLC
LLOY 7.5 PERP
USD
XXXX
N
N
N
FREEDOM MORTGAGE CORPORATION
549300LYRWPSYPK6S325
FREEDOM MORTGAGE CORP 144A 6.625000% 01/15/2027
35640YAG2
2210000.00000000
PA
USD
2077400.00000000
0.075651230693
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.62500000
N
N
N
N
N
N
BOMBARDIER INC.
W7L3VLU8EHQY34Z36697
BOMBARDIER INC 144A 7.875000% 04/15/2027
097751BT7
1950000.00000000
PA
USD
2006589.00000000
0.073072555765
Long
DBT
NUSS
CA
N
2
2027-04-15
Fixed
7.87500000
N
N
N
N
N
N
TransUnion 11/21 2nd Lien
N/A
TransUnion 11/21 2nd Lien 11/17/2029
N/A
1365000.00000000
PA
USD
1361587.50000000
0.049583984823
Long
LON
US
N
2
2029-11-17
Floating
0.00000000
N
N
N
N
N
N
IAMGOLD CORPORATION
254900E7II30XAB9LA72
IAMGOLD CORP 144A 5.750000% 10/15/2028
450913AF5
3375000.00000000
PA
USD
3272602.50000000
0.119176088715
Long
DBT
NUSS
CA
N
2
2028-10-15
Fixed
5.75000000
N
N
N
N
N
N
SIRIUS XM RADIO INC.
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC 144A 4.125000% 07/01/2030
82967NBG2
4132000.00000000
PA
USD
4036633.44000000
0.146999271972
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.12500000
N
N
N
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP 144A 9.875000% 08/01/2027
143658BJ0
585000.00000000
PA
USD
658470.15000000
0.023979049399
Long
DBT
NUSS
US
N
2
2027-08-01
Fixed
9.87500000
N
N
N
N
N
N
TRILOGY INTERNATIONAL SOUTH PACIFIC LLC
N/A
TRILOGY INTERNATIONAL SOUTH PACIFIC LLC / TISP FIN 8.875000% 05/15/2023
89623TAA4
1777430.00000000
PA
USD
1737437.83000000
0.063271064837
Long
DBT
CORP
NZ
N
2
2023-05-15
Fixed
8.87500000
N
N
N
N
N
N
NORTHERN OIL AND GAS, INC.
OKFF0PIZDDMNH4UCYE51
NORTHERN OIL AND GAS INC 144A 8.125000% 03/01/2028
665531AG4
3964000.00000000
PA
USD
4107338.24000000
0.149574079489
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
8.12500000
N
N
N
N
N
N
DANA INCORPORATED
KVWHW7YLZPFJM8QYNJ51
DANA INC 5.625000% 06/15/2028
235825AG1
1933000.00000000
PA
USD
2034482.50000000
0.074088333951
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.62500000
N
N
N
N
N
N
DORNOCH DEBT MERGER SUB INC.
N/A
DORNOCH DEBT MERGER SUB INC 144A 6.625000% 10/15/2029
25830JAA9
4159000.00000000
PA
USD
4096615.00000000
0.149183578718
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
6.62500000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC.
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC 144A 5.250000% 02/15/2031
071734AL1
2162000.00000000
PA
USD
1855450.02000000
0.067568632667
Long
DBT
NUSS
US
N
2
2031-02-15
Fixed
5.25000000
N
N
N
N
N
N
SCIH SALT HOLDINGS INC.
N/A
SCIH SALT HOLDINGS INC 144A 6.625000% 05/01/2029
78433BAB4
10902000.00000000
PA
USD
10055677.74000000
0.366190621205
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
6.62500000
N
N
N
N
N
N
ALLEGHENY TECHNOLOGIES INCORPORATED
ZW1LRE7C3H17O2ZN9B45
ALLEGHENY TECHNOLOGIES INC 5.875000% 12/01/2027
01741RAH5
1481000.00000000
PA
USD
1541824.67000000
0.056147556464
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.87500000
N
N
N
N
N
N
MIDAS OPCO HOLDINGS LLC
N/A
MIDAS OPCO HOLDINGS LLC 144A 5.625000% 08/15/2029
59565JAA9
300000.00000000
PA
USD
302250.00000000
0.011006827995
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.62500000
N
N
N
N
N
N
TERRAFORM POWER OPERATING, LLC
5493000S2OLR3UT5BE13
TERRAFORM POWER OPERATING LLC 144A 4.750000% 01/15/2030
88104LAG8
225000.00000000
PA
USD
228319.31000000
0.008314545486
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
CLARIVATE SCIENCE HOLDINGS CORPORATION
N/A
CLARIVATE SCIENCE HOLDINGS CORP 144A 4.875000% 07/01/2029
18064PAD1
326000.00000000
PA
USD
319235.50000000
0.011625377133
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.87500000
N
N
N
N
N
N
BOARDRIDERS, INC.
N/A
BOARDRIDERS, INC. 10/23/2023
09660JAD2
609188.94000000
PA
USD
597005.16000000
0.021740721615
Long
LON
US
N
2
2023-10-23
Floating
9.00000000
N
N
N
N
N
N
IVY HILL MIDDLE MARKET CREDIT FUND, LTD.
N/A
IVY HILL MIDDLE MARKET CREDIT FUND XIV LTD IVYH 14A D
46604GAA5
2886000.00000000
PA
USD
2783258.40000000
0.101355985028
Long
ABS-CBDO
CORP
KY
N
3
2030-04-18
Floating
7.19224920
N
N
N
N
N
N
SkyMiles IP Ltd.
2549008L7P4I8VB90936
DELTA AIR LINES INC / SKYMILES IP LTD 144A 4.750000% 10/20/2028
830867AB3
2702000.00000000
PA
USD
2960673.30000000
0.107816780026
Long
DBT
NUSS
US
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
IQVIA INC.
549300PLWY28YB00C717
IQVIA INC 144A 5.000000% 10/15/2026
449934AD0
1440000.00000000
PA
USD
1472400.00000000
0.053619366551
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
5.00000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC.
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC 144A 7.000000% 01/15/2028
071734AD9
1830000.00000000
PA
USD
1765950.00000000
0.064309372698
Long
DBT
NUSS
US
N
2
2028-01-15
Fixed
7.00000000
N
N
N
N
N
N
CINCINNATI BELL INC.
549300JYVZOCUJOHL272
CINCINNATI BELL INC 144A 7.000000% 07/15/2024
171871AP1
455000.00000000
PA
USD
462962.50000000
0.016859383310
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
7.00000000
N
N
N
N
N
N
Weatherford International Ltd.
549300A2JKMG5PGOGF82
WEATHERFORD INTERNATIONAL LTD 144A 6.500000% 09/15/2028
947075AT4
3735000.00000000
PA
USD
3836666.70000000
0.139717222305
Long
DBT
NUSS
US
N
2
2028-09-15
Fixed
6.50000000
N
N
N
N
N
N
IVY HILL MIDDLE MARKET CREDIT FUND, LTD.
N/A
IVY HILL MIDDLE MARKET CREDIT FUND XII SERIES: 12A CLASS: SUB
46600DAC2
1149000.00000000
PA
USD
1085805.00000000
0.039541005364
Long
ABS-CBDO
CORP
US
N
3
2029-07-20
Variable
0.00000000
N
N
N
N
N
N
DAVITA INC.
M2XHYMU3TZNEZURC6H66
DAVITA INC 144A 4.625000% 06/01/2030
23918KAS7
310000.00000000
PA
USD
306125.00000000
0.011147941174
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
CITGO HOLDING, INC.
549300NYHOALWZ2BSL72
CITGO HOLDING INC 144A 9.250000% 08/01/2024
17302WAB4
8614000.00000000
PA
USD
8398650.00000000
0.305847794679
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
9.25000000
N
N
N
N
N
N
OWENS-BROCKWAY GLASS CONTAINER INC.
V2UQUCDZJ9WY98W8QU33
OWENS-BROCKWAY GLASS CONTAINER INC 144A 5.875000% 08/15/2023
69073TAR4
1135000.00000000
PA
USD
1180400.00000000
0.042985805675
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
5.87500000
N
N
N
N
N
N
VERITAS US INC.
549300RFUWCPWS8FQ104
VERITAS US INC / VERITAS BERMUDA LTD 144A 7.500000% 09/01/2025
92346LAE3
5580000.00000000
PA
USD
5747400.00000000
0.209299067723
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.50000000
N
N
N
N
N
N
SARACEN DEVELOPMENT LLC
N/A
SARACEN DEVELOPMENT LLC 144A 14.000000% 10/15/2025
80313LAA5
3762277.15000000
PA
USD
4165217.03000000
0.151681811122
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
14.00000000
N
N
Y
N
N
N
TENNECO INC.
549300U0EXXFAQFAD785
TENNECO INC 5.000000% 07/15/2026
880349AR6
4192000.00000000
PA
USD
4001515.52000000
0.145720407109
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
5.00000000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC.
549300TM2WLI2BJMDD86
CLEVELAND-CLIFFS INC 144A 4.625000% 03/01/2029
185899AK7
350000.00000000
PA
USD
352359.00000000
0.012831612590
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.62500000
N
N
N
N
N
N
GREAT LAKES CLO LTD
N/A
GREAT LAKES CLO 2015-1 LTD GRTLK 2015-1A FR
39055UAJ4
1595000.00000000
PA
USD
1469792.50000000
0.053524411037
Long
ABS-CBDO
CORP
KY
N
3
2030-01-16
Floating
10.12224960
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
ONEMAIN FINANCE CORP 6.625000% 01/15/2028
85172FAQ2
500000.00000000
PA
USD
553835.00000000
0.020168623929
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.62500000
N
N
N
N
N
N
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP
549300U6G4UOCMLQK204
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / M 4.500000% 01/15/2028
55303XAF2
175000.00000000
PA
USD
188125.00000000
0.006850817259
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.50000000
N
N
N
N
N
N
NETFLIX, INC.
549300Y7VHGU0I7CE873
NETFLIX INC 4.875000% 04/15/2028
64110LAS5
1022000.00000000
PA
USD
1156137.50000000
0.042102255091
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.87500000
N
N
N
N
N
N
DISH DBS Corporation
N/A
DISH DBS CORP 7.375000% 07/01/2028
25470XBB0
5647000.00000000
PA
USD
5534060.00000000
0.201530013350
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.37500000
N
N
N
N
N
N
BATH & BODY WORKS, INC.
GR3KVMWVCR54YWQNXU90
BATH & BODY WORKS INC 6.875000% 11/01/2035
501797AL8
75000.00000000
PA
USD
90039.75000000
0.003278914941
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
6.87500000
N
N
N
N
N
N
CONSTELLIUM SE
724500KRJEMC79KAAU28
CONSTELLIUM SE 144A 5.625000% 06/15/2028
21039CAA2
775000.00000000
PA
USD
808232.00000000
0.029432822511
Long
DBT
NUSS
US
N
2
2028-06-15
Fixed
5.62500000
N
N
N
N
N
N
SoftBank Group Corp.
5493003BZYYYCDIO0R13
SOFTBANK GROUP CORP 6.000000% MATURITY: PERPETUAL
N/A
950000.00000000
PA
USD
932206.50000000
0.033947515637
Long
DBT
NUSS
JP
N
2
2170-01-19
Fixed
6.00000000
N
N
N
N
N
N
SPRINT CORPORATION
549300ZTTY7CXOLJ6539
SPRINT CORP 7.875000% 09/15/2023
85207UAF2
1340000.00000000
PA
USD
1472325.00000000
0.053616635328
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.87500000
N
N
N
N
N
N
WOLVERINE ESCROW, LLC
N/A
WOLVERINE ESCROW LLC 144A 13.125000% 11/15/2027
97789LAA4
180000.00000000
PA
USD
117450.00000000
0.004277094948
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
13.12500000
N
N
N
N
N
N
UNIFRAX ESCROW ISSUER CORPORATION
N/A
UNIFRAX ESCROW ISSUER CORP 144A 5.250000% 09/30/2028
90473LAA0
3778000.00000000
PA
USD
3713311.20000000
0.135225070871
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
5.25000000
N
N
N
N
N
N
INTELSAT JACKSON HOLDINGS S.A.
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HOLDINGS SA 144A 9.750000% 07/15/2025
45824TAY1
3562000.00000000
PA
USD
1745380.00000000
0.063560289317
Long
DBT
NUSS
LU
N
2
2025-07-15
Fixed
9.75000000
Y
N
N
N
N
N
TARGA RESOURCES PARTNERS LP
6OQWTZ1SPC04IFT4T704
TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PART 5.375000% 02/01/2027
87612BBE1
65000.00000000
PA
USD
66462.50000000
0.002420318629
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.37500000
N
N
N
N
N
N
BENEFIT STREET PARTNERS CLO LTD
N/A
BENEFIT STREET PARTNERS CLO XX EQUITY TRANCHE
N/A
3469000.00000000
PA
USD
3434310.00000000
0.125064878253
Long
ABS-CBDO
CORP
US
N
3
2024-07-15
Variable
0.00000000
N
N
N
N
N
N
DISH DBS Corporation
N/A
DISH DBS CORP 5.125000% 06/01/2029
25470XBD6
3188000.00000000
PA
USD
2799542.20000000
0.101948980845
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.12500000
N
N
N
N
N
N
GO DADDY OPERATING COMPANY, LLC
5493005GJOH8HLL11157
GO DADDY OPERATING CO LLC / GD FINANCE CO INC 144A 5.250000% 12/01/2027
38016LAA3
2784000.00000000
PA
USD
2884892.16000000
0.105057110967
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.25000000
N
N
N
N
N
N
BCPE CYCLE MERGER SUB II, INC.
N/A
US RENAL CARE INC 144A 10.625000% 07/15/2027
07335BAA4
3590000.00000000
PA
USD
3670775.00000000
0.133676059665
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
10.62500000
N
N
N
N
N
N
EverArc Escrow SARL
N/A
EVERARC ESCROW SARL 144A 5.000000% 10/30/2029
29977LAA9
1481000.00000000
PA
USD
1443975.00000000
0.052584233099
Long
DBT
NUSS
US
N
2
2029-10-30
Fixed
5.00000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS, INC.
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYSTEMS INC 144A 6.125000% 04/01/2030
12543DBL3
1261000.00000000
PA
USD
1207407.50000000
0.043969319016
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
6.12500000
N
N
N
N
N
N
LADDER CAPITAL FINANCE HOLDINGS LLLP
N/A
LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPI 4.250000% 02/01/2027
505742AM8
1864000.00000000
PA
USD
1853002.40000000
0.067479499392
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.25000000
N
N
N
N
N
N
DEXKO GLOBAL INC.
549300SMZ4OV1KBH1M19
DEXKO GLOBAL INC. 9/22/2028
74049LAQ4
96040.00000000
PA
USD
-960.40000000
-0.00003497421
Long
LON
US
N
2
2028-09-22
Floating
0.00000000
N
N
N
N
N
N
SERVICE CORPORATION INTERNATIONAL
549300RKVM2ME20JHZ15
SERVICE CORP INTERNATIONAL/US 3.375000% 08/15/2030
817565CF9
278000.00000000
PA
USD
265490.00000000
0.009668164646
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
3.37500000
N
N
N
N
N
N
LABL, INC.
5493004FUZN8R6Y3VB98
LABL INC 144A 10.500000% 07/15/2027
50168AAA8
480000.00000000
PA
USD
501600.00000000
0.018266418270
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
10.50000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
ONEMAIN FINANCE CORP 7.125000% 03/15/2026
85172FAN9
3300000.00000000
PA
USD
3709084.50000000
0.135071150078
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.12500000
N
N
N
N
N
N
TRANSOCEAN PROTEUS LIMITED
5493000CTMQ2LH21VM89
TRANSOCEAN PROTEUS LTD 144A 6.250000% 12/01/2024
893829AA9
1611500.00000000
PA
USD
1595385.00000000
0.058098025743
Long
DBT
NUSS
US
N
2
2024-12-01
Fixed
6.25000000
N
N
N
N
N
N
BATH & BODY WORKS, INC.
GR3KVMWVCR54YWQNXU90
BATH & BODY WORKS INC 7.500000% 06/15/2029
501797AR5
542000.00000000
PA
USD
603912.66000000
0.021992267238
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
7.50000000
N
N
N
N
N
N
ALBERTSONS COMPANIES, INC.
549300YKWOC0AOR16R51
ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS 5.875000% 02/15/2028
013092AB7
161000.00000000
PA
USD
169470.21000000
0.006171478748
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.87500000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC 4.134000% 08/04/2025
345397XL2
1600000.00000000
PA
USD
1672000.00000000
0.060888060903
Long
DBT
CORP
US
N
2
2025-08-04
Fixed
4.13400000
N
N
N
N
N
N
CCI BUYER, INC.
N/A
CCI BUYER, INC. 12/17/2027
12510EAC1
294621.80000000
PA
USD
293664.28000000
0.010694167802
Long
LON
US
N
2
2027-12-17
Floating
4.50000000
N
N
N
N
N
N
GRAB HOLDINGS
N/A
GRAB HOLDINGS 1/29/2026
G4123KAB8
6315857.29000000
PA
USD
6363226.22000000
0.231725182789
Long
LON
US
N
2
2026-01-29
Floating
5.50000080
N
N
N
N
N
N
IMOLA MERGER CORPORATION
N/A
IMOLA MERGER CORP 144A 4.750000% 05/15/2029
45258LAA5
1269000.00000000
PA
USD
1276341.17000000
0.046479628523
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
LSF9 ATLANTIS HOLDINGS, LLC
N/A
LSF9 ATLANTIS HOLDINGS LLC / VICTRA FINANCE CORP 1 7.750000% 02/15/2026
50220MAA8
4245000.00000000
PA
USD
4261937.55000000
0.155204015017
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
7.75000000
N
N
N
N
N
N
ROCKCLIFF ENERGY II LLC
5493007AZNVKZ5HEMT23
ROCKCLIFF ENERGY II LLC 144A 5.500000% 10/15/2029
77289KAA3
1563000.00000000
PA
USD
1577598.42000000
0.057450304232
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP 144A 6.000000% 05/01/2029
143658BR2
9555000.00000000
PA
USD
9285883.43000000
0.338157557311
Long
DBT
NUSS
US
N
2
2029-05-01
Fixed
6.00000000
N
N
N
N
N
N
DIAMOND SPORTS GROUP, LLC
5493002K6DHWNZH8YA34
DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE 5.375000% 08/15/2026
25277LAA4
8771000.00000000
PA
USD
3881167.50000000
0.141337776982
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.37500000
N
N
N
N
N
N
NGL ENERGY PARTNERS LP
5299005YSRP46BE8Z459
NGL ENERGY PARTNERS LP / NGL ENERGY FINANCE CORP 7.500000% 11/01/2023
62913TAJ1
4769000.00000000
PA
USD
4544189.34000000
0.165482582110
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
7.50000000
N
N
N
N
N
N
KEN GARFF AUTOMOTIVE, LLC
N/A
KEN GARFF AUTOMOTIVE LLC 144A 4.875000% 09/15/2028
48850PAA2
442000.00000000
PA
USD
438609.86000000
0.015972550160
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.87500000
N
N
N
N
N
N
GUITAR CENTER TRANCHE III WARRANTS
N/A
GUITAR CENTER TRANCHE III WARRANTS 12/22/2070
N/A
526.00000000
NC
USD
25755.59000000
0.000937923404
N/A
DE
US
N
3
CORPORATE ACTION
N/A
Call
Purchased
N/A
N/A
526.00000000
0.00000000
USD
2070-12-22
XXXX
6903.75000000
N
N
N
GUITAR CENTER TRANCHE II WARRANTS
N/A
GUITAR CENTER TRANCHE II WARRANTS 12/22/2070
N/A
6486.00000000
NC
USD
317586.99000000
0.011565344491
N/A
DE
US
N
3
CORPORATE ACTION
N/A
Call
Purchased
N/A
N/A
6486.00000000
0.00000000
USD
2070-12-22
XXXX
84350.43000000
N
N
N
APACHE CORPORATION
72ZZ1XRHOOU9P9X16K08
APACHE CORP 4.625000% 11/15/2025
037411BH7
72000.00000000
PA
USD
76140.00000000
0.002772737414
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.62500000
N
N
N
N
N
N
CSC HOLDINGS, LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC 144A 4.500000% 11/15/2031
126307BH9
1631000.00000000
PA
USD
1577992.50000000
0.057464655170
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
4.50000000
N
N
N
N
N
N
GCI, LLC
549300N3IE9H88Q20221
GCI LLC 144A 4.750000% 10/15/2028
36166TAB6
555000.00000000
PA
USD
568097.99000000
0.020688029314
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
N
SEVENTY SEVEN ENERGY INC.
N/A
NEIMAN MARCUS GROUP ESCROW
818097AB3
1475000.00000000
PA
USD
527923.15000000
0.019225010113
Long
DBT
CORP
US
N
3
2022-10-15
Fixed
0.00000000
N
N
N
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP 144A 10.500000% 02/01/2026
143658BG6
1254000.00000000
PA
USD
1429560.00000000
0.052059292072
Long
DBT
NUSS
US
N
2
2026-02-01
Fixed
10.50000000
N
N
N
N
N
N
CENTENE CORPORATION
549300Z7JJ4TQSQGT333
CENTENE CORP 4.250000% 12/15/2027
15135BAR2
3643000.00000000
PA
USD
3779612.50000000
0.137639519192
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
LADDER CAPITAL FINANCE HOLDINGS LLLP
N/A
LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPI 4.750000% 06/15/2029
505742AP1
2462000.00000000
PA
USD
2449690.00000000
0.089208656646
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.75000000
N
N
N
N
N
N
TENNECO INC.
549300U0EXXFAQFAD785
TENNECO INC 144A 7.875000% 01/15/2029
880349AS4
242000.00000000
PA
USD
258637.50000000
0.009418621920
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
7.87500000
N
N
N
N
N
N
CENGAGE LEARNING, INC.
549300BYGM0FWUSVXJ88
CENGAGE LEARNING INC 144A 9.500000% 06/15/2024
15137NAA1
4545000.00000000
PA
USD
4590450.00000000
0.167167224385
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
9.50000000
N
N
N
N
N
N
EG GLOBAL FINANCE PLC
549300TL8Q5207VYET27
EG GLOBAL FINANCE PLC 144A 8.500000% 10/30/2025
28228PAB7
842000.00000000
PA
USD
870682.73000000
0.031707047303
Long
DBT
NUSS
GB
N
2
2025-10-30
Fixed
8.50000000
N
N
N
N
N
N
COMMSCOPE, INC.
549300Z6K4JXMFE8QY54
COMMSCOPE INC 144A 4.750000% 09/01/2029
203372AX5
529000.00000000
PA
USD
511807.50000000
0.018638137697
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.75000000
N
N
N
N
N
N
JANE STREET GROUP, LLC
5493002N1IVX6KHGYO08
JANE STREET GROUP / JSG FINANCE INC 144A 4.500000% 11/15/2029
47077WAA6
1747000.00000000
PA
USD
1744379.50000000
0.063523854805
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.50000000
N
N
N
N
N
N
NOVELIS CORPORATION
549300G5F3W3B52WYL23
NOVELIS CORP 144A 3.250000% 11/15/2026
670001AG1
288000.00000000
PA
USD
287749.44000000
0.010478771188
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.25000000
N
N
N
N
N
N
SBA Communications Corporation
5299001HX8ZN8Y8QIT49
SBA COMMUNICATIONS CORP 144A 3.125000% 02/01/2029
78410GAE4
2279000.00000000
PA
USD
2165050.00000000
0.078843119771
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
3.12500000
N
N
N
N
N
N
VECTOR GROUP LTD.
549300TUIF4WWN6NDN50
VECTOR GROUP LTD 144A 10.500000% 11/01/2026
92240MBJ6
5290000.00000000
PA
USD
5446874.95000000
0.198355056032
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
10.50000000
N
N
N
N
N
N
SIJ, LLC
N/A
SIJ, LLC 7/15/2026
N/A
2091871.60000000
PA
USD
2065723.21000000
0.075226005155
Long
LON
US
N
3
2026-07-15
Floating
10.13888970
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS, L.P.
5493005UEC8AZ34LDV29
CHENIERE ENERGY PARTNERS LP 4.500000% 10/01/2029
16411QAG6
8411000.00000000
PA
USD
8840991.35000000
0.321956231915
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
LCM LTD.
N/A
LCM LTD PRTNERSHP 31A SERIES: 31A CLASS: INC
50201VAA1
1998000.00000000
PA
USD
1662535.80000000
0.060543409715
Long
ABS-CBDO
CORP
KY
N
3
2032-01-20
Variable
0.00000000
N
N
N
N
N
N
LAMB WESTON HOLDINGS, INC.
5493005SMYID1D2OY946
LAMB WESTON HOLDINGS INC 144A 4.875000% 05/15/2028
513272AC8
218000.00000000
PA
USD
231352.50000000
0.008425003056
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.87500000
N
N
N
N
N
N
DAVITA INC.
M2XHYMU3TZNEZURC6H66
DAVITA INC 144A 3.750000% 02/15/2031
23918KAT5
5969000.00000000
PA
USD
5534606.03000000
0.201549897744
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
ANTERO MIDSTREAM PARTNERS LP
529900HFO1BDEIT4QU11
ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FI 5.750000% 01/15/2028
03690AAF3
342000.00000000
PA
USD
351439.20000000
0.012798116874
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
GENESIS ENERGY, L.P.
549300VJ5D6MDK138782
GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP 6.250000% 05/15/2026
37185LAK8
70000.00000000
PA
USD
67420.15000000
0.002455192702
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST, INC.
BUGSFQZERKRBFWIG5267
STARWOOD PROPERTY TRUST INC 144A 3.625000% 07/15/2026
85571BAU9
190000.00000000
PA
USD
187811.20000000
0.006839389822
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.62500000
N
N
N
N
N
N
AMC ENTERTAINMENT HOLDINGS, INC.
549300ZO77UNR6NRBR11
AMC ENTERTAINMENT HOLDINGS INC 144A 10.500000% 04/24/2026
00165CAR5
61000.00000000
PA
USD
63897.50000000
0.002326910808
Long
DBT
CORP
US
N
2
2026-04-24
Fixed
10.50000000
N
N
N
N
N
N
WOLVERINE ESCROW, LLC
N/A
WOLVERINE ESCROW LLC 144A 8.500000% 11/15/2024
97789LAC0
145000.00000000
PA
USD
135575.00000000
0.004937140464
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
8.50000000
N
N
N
N
N
N
NATIONSTAR MORTGAGE HOLDINGS INC.
N/A
NATIONSTAR MORTGAGE HOLDINGS INC 144A 5.500000% 08/15/2028
63861CAC3
4120000.00000000
PA
USD
4104550.00000000
0.149472542093
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.50000000
N
N
N
N
N
N
ALLIED UNIVERSAL HOLDCO LLC
98450038B4549046D794
ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FIN 6.625000% 07/15/2026
019576AA5
330000.00000000
PA
USD
339141.00000000
0.012350261879
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
6.62500000
N
N
N
N
N
N
INN OF THE MOUNTAIN GODS RESORT AND CASINO
N/A
INN OF THE MOUNTAIN GODS RESORT & CASINO 9.250000% 11/30/2023
45771VAH6
3883904.00000000
PA
USD
3806225.92000000
0.138608681595
Long
DBT
CORP
US
N
2
2023-11-30
Fixed
9.25000000
N
N
Y
N
N
N
SEVENTY SEVEN ENERGY INC.
N/A
HIGH RIDGE BRANDS CO 144A ESCROW FOR FURTHER DISTRIBUTIONS
818097AB3
800000.00000000
PA
USD
0.01000000
0.000000000364
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
0.00000000
N
N
N
N
N
N
N/A
N/A
AQUITY HOLDINGS INC SERVCO EQUITY *
N/A
89545.00000000
NS
USD
1007381.25000000
0.036685102214
Long
EC
US
N
3
N
N
N
GFL ENVIRONMENTAL INC.
549300FYK4MBXWIVZU26
GFL ENVIRONMENTAL INC 144A 5.125000% 12/15/2026
36168QAF1
2919000.00000000
PA
USD
3024317.52000000
0.110134467313
Long
DBT
NUSS
CA
N
2
2026-12-15
Fixed
5.12500000
N
N
N
N
N
N
Altice France Holding S.A.
5299000JVHXKJPOE6H40
ALTICE FRANCE HOLDING SA 144A 10.500000% 05/15/2027
02156TAB0
2245000.00000000
PA
USD
2416338.40000000
0.087994114630
Long
DBT
NUSS
LU
N
2
2027-05-15
Fixed
10.50000000
N
N
N
N
N
N
TENET HEALTHCARE CORPORATION
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP 144A 5.125000% 11/01/2027
88033GDA5
870000.00000000
PA
USD
893342.10000000
0.032532217818
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.12500000
N
N
N
N
N
N
Trinseo Materials Operating S.C.A.
549300WNMXD3KV7LO256
TRINSEO MATERIALS OPERATING SCA / TRINSEO MATERIAL 5.125000% 04/01/2029
89668QAF5
284000.00000000
PA
USD
284355.00000000
0.010355158228
Long
DBT
NUSS
US
N
2
2029-04-01
Fixed
5.12500000
N
N
N
N
N
N
SABRE TLB NEW
N/A
SABRE TLB NEW 12/17/2027
N/A
124973.04000000
PA
USD
123020.96000000
0.004479968722
Long
LON
US
N
2
2027-12-17
Floating
3.99999960
N
N
N
N
N
N
ams AG
5299001JPPT2QFTV5D76
AMS AG 144A 7.000000% 07/31/2025
03217CAA4
2573000.00000000
PA
USD
2710655.50000000
0.098712055724
Long
DBT
NUSS
AT
N
2
2025-07-31
Fixed
7.00000000
N
N
N
N
N
N
NETFLIX, INC.
549300Y7VHGU0I7CE873
NETFLIX INC 144A 4.875000% 06/15/2030
64110LAV8
4023000.00000000
PA
USD
4658634.00000000
0.169650233682
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.87500000
N
N
N
N
N
N
IHO Verwaltungs GmbH
529900JL0HDVGZMUJF32
IHO VERWALTUNGS GMBH 144A 6.000000% 05/15/2027
44963BAE8
850000.00000000
PA
USD
881875.00000000
0.032114628414
Long
DBT
NUSS
DE
N
2
2027-05-15
Fixed
6.00000000
N
N
Y
N
N
N
VISTRA OPERATIONS COMPANY LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATIONS CO LLC 144A 4.300000% 07/15/2029
92840VAE2
1401000.00000000
PA
USD
1500489.91000000
0.054642297263
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.30000000
N
N
N
N
N
N
ALTICE FINANCING S.A.
549300DIYGW8HVDF7Q17
ALTICE FINANCING SA 144A 5.000000% 01/15/2028
02154CAF0
6791000.00000000
PA
USD
6348532.40000000
0.231190088167
Long
DBT
NUSS
LU
N
2
2028-01-15
Fixed
5.00000000
N
N
N
N
N
N
NEUBERGER BERMAN LOAN ADVISERS LLC
N/A
NEUBERGER BERMAN LOAN ADVISERS CLO 38 (EQUITY TRANCHE)
64133TAC6
5418000.00000000
PA
USD
4713660.00000000
0.171654077246
Long
ABS-CBDO
CORP
US
N
3
2032-10-20
Variable
0.00000000
N
N
N
N
N
N
EQM Midstream Partners, LP
549300NELT611CL6XM83
EQM MIDSTREAM PARTNERS LP 5.500000% 07/15/2028
26885BAC4
61000.00000000
PA
USD
64660.00000000
0.002354678240
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.50000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING, LP
549300Y6CTBSE0QIPL28
DCP MIDSTREAM OPERATING LP 8.125000% 08/16/2030
26439XAC7
1990000.00000000
PA
USD
2661625.00000000
0.096926546113
Long
DBT
CORP
US
N
2
2030-08-16
Fixed
8.12500000
N
N
N
N
N
N
THE ADT SECURITY CORPORATION
5493009JEEDYLVRA0J13
ADT SECURITY CORP/THE 144A 4.125000% 08/01/2029
00109LAA1
470000.00000000
PA
USD
457368.75000000
0.016655679608
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.12500000
N
N
N
N
N
N
SCRIPPS ESCROW, INC.
N/A
SCRIPPS ESCROW INC 144A 5.875000% 07/15/2027
81104PAA7
190000.00000000
PA
USD
194930.50000000
0.007098648418
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.87500000
N
N
N
N
N
N
HUNT COMPANIES, INC.
549300ODPWDNCH5TKM49
HUNT COS INC 144A 5.250000% 04/15/2029
445587AE8
2819000.00000000
PA
USD
2741477.50000000
0.099834479057
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
ThyssenKrupp Elevator 7/21 (USD) Cov-Lite
N/A
ThyssenKrupp Elevator 7/21 (USD) Cov-Lite 7/30/2027
D9000BAD4
426953.64000000
PA
USD
425284.25000000
0.015487280690
Long
LON
US
N
2
2027-07-30
Floating
3.99999960
N
N
N
N
N
N
SIGNATURE AVIATION US HOLDINGS, INC.
213800CSNQ87U1MC8N11
SIGNATURE AVIATION US HOLDINGS INC 144A 4.000000% 03/01/2028
05545MAC6
1806000.00000000
PA
USD
1806000.00000000
0.065767845688
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.00000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC 3.625000% 06/17/2031
345397B69
5430000.00000000
PA
USD
5538600.00000000
0.201695343371
Long
DBT
CORP
US
N
2
2031-06-17
Fixed
3.62500000
N
N
N
N
N
N
SEVENTY SEVEN ENERGY INC.
N/A
CHESAPEAKE OIL FIELD ESCROW DEFAULT RESOLUTION
818097AB3
2787000.00000000
PA
USD
0.01000000
0.000000000364
Long
DBT
CORP
US
N
3
2020-01-15
Fixed
0.00000000
N
N
N
N
N
N
CENTENE CORPORATION
549300Z7JJ4TQSQGT333
CENTENE CORP 4.625000% 12/15/2029
15135BAT8
2403000.00000000
PA
USD
2571210.00000000
0.093633965953
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.62500000
N
N
N
N
N
N
MOUNTAINEER MERGER CORP
N/A
MOUNTAINEER MERGER CORP 10/22/2028
N/A
2545000.00000000
PA
USD
2468650.00000000
0.089899109777
Long
LON
US
N
2
2028-10-22
Floating
7.75000080
N
N
N
N
N
N
ARD Finance S.A.
6354006P6QPGGPVJW880
ARD FINANCE SA 144A 6.500000% 06/30/2027
00191AAD8
2810000.00000000
PA
USD
2873225.00000000
0.104632236117
Long
DBT
NUSS
LU
N
2
2027-06-30
Fixed
6.50000000
N
N
Y
N
N
N
VICI PROPERTIES L.P.
N/A
VICI PROPERTIES LP / VICI NOTE CO INC 144A 4.250000% 12/01/2026
92564RAA3
687000.00000000
PA
USD
709327.50000000
0.025831086136
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
4.25000000
N
N
N
N
N
N
N/A
N/A
ASPECT SOFTWARE PARENT INC RESTRICTED CLASS CR2
N/A
16397.00000000
NS
USD
0.01000000
0.000000000364
Long
EC
US
N
3
N
N
N
ALLISON TRANSMISSION, INC.
MWKQ3I0U1GXP2YDSZW75
ALLISON TRANSMISSION INC 144A 3.750000% 01/30/2031
019736AG2
332000.00000000
PA
USD
317387.02000000
0.011558062322
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
3.75000000
N
N
N
N
N
N
NRG ENERGY, INC.
5E2UPK5SW04M13XY7I38
NRG ENERGY INC 144A 3.375000% 02/15/2029
629377CQ3
200000.00000000
PA
USD
193016.00000000
0.007028929403
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.37500000
N
N
N
N
N
N
MAVENIR SYSTEMS, INC.
N/A
MAVENIR SYSTEMS, INC. 8/18/2028
57767EAE2
1885000.00000000
PA
USD
1881079.20000000
0.068501952687
Long
LON
US
N
2
2028-08-18
Floating
5.24999880
N
N
N
N
N
N
ACPRODUCTS HOLDINGS INC
N/A
ACPRODUCTS HOLDINGS INC 5/17/2028
00488YAB2
598500.00000000
PA
USD
590270.63000000
0.021495474921
Long
LON
US
N
2
2028-05-17
Floating
4.74999840
N
N
N
N
N
N
HAWAIIAN BRAND INTELLECTUAL PROPERTY, LTD.
N/A
HAWAIIAN BRAND INTELLECTUAL PROPERTY LTD / HAWAIIA 5.750000% 01/20/2026
41984LAA5
2010862.00000000
PA
USD
2054839.55000000
0.074829662479
Long
DBT
NUSS
US
N
2
2026-01-20
Fixed
5.75000000
N
N
N
N
N
N
REVLON CONSUMER PRODUCTS CORPORATION
N/A
REVLON CONSUMER PRODUCTS CORPORATION 9/7/2023
761520AY1
7979613.85000000
PA
USD
4688023.14000000
0.170720477549
Long
LON
US
N
3
2023-09-07
Floating
4.25000160
Y
N
N
N
N
N
NRG ENERGY, INC.
5E2UPK5SW04M13XY7I38
NRG ENERGY INC 144A 3.625000% 02/15/2031
629377CR1
5080000.00000000
PA
USD
4826000.00000000
0.175745084879
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.62500000
N
N
N
N
N
N
VERTIV GROUP CORPORATION
N/A
VERTIV GROUP CORPORATION 3/2/2027
92537EAC2
226562.93000000
PA
USD
224419.64000000
0.008172533916
Long
LON
US
N
2
2027-03-02
Floating
2.83749840
N
N
N
N
N
N
LCM INVESTMENTS HOLDINGS II, LLC
549300P5V78NNQTG4428
LCM INVESTMENTS HOLDINGS II LLC 144A 4.875000% 05/01/2029
50190EAA2
3379000.00000000
PA
USD
3365923.27000000
0.122574486279
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.87500000
N
N
N
N
N
N
LANNETT COMPANY, INC.
5299001DJ6C90XX17G45
LANNETT CO INC 144A 7.750000% 04/15/2026
51602UAD0
4085000.00000000
PA
USD
3084175.00000000
0.112314255523
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.75000000
N
N
N
N
N
N
UNITED RENTALS (NORTH AMERICA), INC.
NGIZXNT70J2LYT3FBI09
UNITED RENTALS NORTH AMERICA INC 3.875000% 02/15/2031
911363AM1
399000.00000000
PA
USD
400299.74000000
0.014577437170
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.87500000
N
N
N
N
N
N
THE BOEING COMPANY
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE 5.150000% 05/01/2030
097023CY9
3538000.00000000
PA
USD
4104053.25000000
0.149454452293
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
W. R. GRACE HOLDINGS LLC
N/A
WR GRACE HOLDINGS LLC 144A 5.625000% 08/15/2029
92943GAA9
177000.00000000
PA
USD
177978.81000000
0.006481330515
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.62500000
N
N
N
N
N
N
BENEFIT STREET PARTNERS CLO LTD
N/A
BENEFIT STREET PARTNERS CLO XIV 04/20/2031
08181NAC7
6857000.00000000
PA
USD
4727901.50000000
0.172172700045
Long
ABS-CBDO
CORP
US
N
3
2031-04-20
Variable
0.00000000
N
N
N
N
N
N
AMC ENTERTAINMENT HOLDINGS, INC.
549300ZO77UNR6NRBR11
AMC ENTERTAINMENT HOLDINGS INC 5.750000% 06/15/2025
00165AAH1
115000.00000000
PA
USD
90275.00000000
0.003287481876
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
5.75000000
N
N
N
N
N
N
THE WE COMPANY MC LLC
N/A
WEWORK COS INC 144A 7.875000% 05/01/2025
96208LAA9
5225000.00000000
PA
USD
5107437.50000000
0.185993998539
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.87500000
N
N
N
N
N
N
BRAND INDUSTRIAL SERVICES, INC.
549300B658W2BPDQMW42
BRAND INDUSTRIAL SERVICES INC 144A 8.500000% 07/15/2025
10524PAB6
2651000.00000000
PA
USD
2611235.00000000
0.095091528536
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
8.50000000
N
N
N
N
N
N
WYNN LAS VEGAS, LLC
2549002X45DR4UI7NA62
WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP 1 4.250000% 05/30/2023
983130AU9
245000.00000000
PA
USD
245063.70000000
0.008924314288
Long
DBT
CORP
US
N
2
2023-05-30
Fixed
4.25000000
N
N
N
N
N
N
MATTEL, INC.
549300VELLG24KHTJ564
MATTEL INC 144A 5.875000% 12/15/2027
577081BD3
300000.00000000
PA
USD
319500.00000000
0.011635009245
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.87500000
N
N
N
N
N
N
SS&C TECHNOLOGIES, INC.
549300KY09TR3J12JU49
SS&C TECHNOLOGIES INC 144A 5.500000% 09/30/2027
78466CAC0
906000.00000000
PA
USD
941673.75000000
0.034292277895
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
LAMAR MEDIA CORP.
N/A
LAMAR MEDIA CORP 4.000000% 02/15/2030
513075BT7
877000.00000000
PA
USD
877000.82000000
0.031937128791
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.00000000
N
N
N
N
N
N
OCP CLO LTD
N/A
OCP CLO 2017-14A SUB EQUITY TRANCHE
67097TAC3
3012000.00000000
PA
USD
1987920.00000000
0.072392699778
Long
ABS-CBDO
CORP
US
N
3
2030-11-20
Variable
0.00000000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS INC.
549300YQDE2JSGTL8V47
UNIVISION COMMUNICATIONS INC 144A 4.500000% 05/01/2029
914906AV4
692000.00000000
PA
USD
691522.52000000
0.025182694565
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.50000000
N
N
N
N
N
N
NORTHWEST FIBER, LLC
254900LE3FBC16P2QY79
NORTHWEST FIBER LLC / NORTHWEST FIBER FINANCE SUB 4.750000% 04/30/2027
667449AD4
3620000.00000000
PA
USD
3515563.00000000
0.128023812232
Long
DBT
CORP
US
N
2
2027-04-30
Fixed
4.75000000
N
N
N
N
N
N
TERRIER MEDIA BUYER, INC.
N/A
TERRIER MEDIA BUYER INC 144A 8.875000% 12/15/2027
88146LAA1
6963000.00000000
PA
USD
7378691.10000000
0.268704660934
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
8.87500000
N
N
N
N
N
N
THE GOODYEAR TIRE & RUBBER COMPANY
5493002BI0S2ZQUY3437
GOODYEAR TIRE & RUBBER CO/THE 144A 5.000000% 07/15/2029
382550BL4
227000.00000000
PA
USD
236953.95000000
0.008628987164
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.00000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORPORATION
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP WT EXPIRATION: 02/09/26
165167172
3486.00000000
NC
USD
105939.54000000
0.003857926533
N/A
DE
US
N
2
CORPORATE ACTION
N/A
Call
Purchased
CHESAPEAKE ENERGY CORPORATION
Chesapeake Energy Equity Warrants Class B Exp 9th Feb 2026
3486.00000000
31.71100000
USD
2026-02-12
XXXX
15303.54000000
N
N
N
RADIOLOGY PARTNERS, INC.
549300SFTAG2177WUZ08
RADIOLOGY PARTNERS INC 144A 9.250000% 02/01/2028
75041VAA2
1514000.00000000
PA
USD
1543704.68000000
0.056216019480
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
9.25000000
N
N
N
N
N
N
ERESEARCHTECHNOLOGY, INC.
N/A
ERESEARCHTECHNOLOGY, INC. 2/4/2027
29481PAH4
4017167.76000000
PA
USD
4016042.95000000
0.146249442421
Long
LON
US
N
2
2027-02-04
Floating
5.50000080
N
N
N
N
N
N
ASTEROID PRIVATE MERGER SUB, INC.
549300IWRY8V2R98AJ89
ARMOR HOLDCO INC 144A 8.500000% 11/15/2029
04625PAA9
1550000.00000000
PA
USD
1592625.00000000
0.057997516743
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
8.50000000
N
N
N
N
N
N
1236904 B.C. LTD.
N/A
1236904 B.C. LTD. 3/4/2027
C6902AAC4
4056960.40000000
PA
USD
3980892.39000000
0.144969388929
Long
LON
US
N
2
2027-03-04
Floating
5.58699840
N
N
N
N
N
N
NEW RESIDENTIAL INVESTMENT CORP.
549300WNTHGEO5LP2G31
NEW RESIDENTIAL INVESTMENT CORP 144A 6.250000% 10/15/2025
64828TAA0
5937000.00000000
PA
USD
5855366.25000000
0.213230799545
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
6.25000000
N
N
N
N
N
N
TEMPUR SEALY INTERNATIONAL, INC.
549300HFEKVR3US71V91
TEMPUR SEALY INTERNATIONAL INC 144A 3.875000% 10/15/2031
88023UAJ0
209000.00000000
PA
USD
201916.99000000
0.007353070564
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
3.87500000
N
N
N
N
N
N
DELUXE CORPORATION
KWGNKB8TX9LE5TV29231
DELUXE CORP 144A 8.000000% 06/01/2029
248019AU5
3515000.00000000
PA
USD
3642418.75000000
0.132643429835
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
8.00000000
N
N
N
N
N
N
FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC
529900E7PUVK6BC8PE80
FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTO 9.750000% 08/01/2027
34960PAC5
2055000.00000000
PA
USD
2283618.75000000
0.083160955460
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
9.75000000
N
N
N
N
N
N
DISH DBS Corporation
N/A
DISH DBS CORP 5.875000% 11/15/2024
25470XAW5
4621000.00000000
PA
USD
4673956.66000000
0.170208228332
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.87500000
N
N
N
N
N
N
PLANTRONICS, INC.
5493006O3W5M472F6668
PLANTRONICS INC 144A 4.750000% 03/01/2029
727493AC2
304000.00000000
PA
USD
273837.12000000
0.009972135909
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.75000000
N
N
N
N
N
N
SONIC AUTOMOTIVE, INC.
549300NTLRGJ2JCBZU03
SONIC AUTOMOTIVE INC 144A 4.625000% 11/15/2029
83545GBD3
1452000.00000000
PA
USD
1430220.00000000
0.052083326833
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.62500000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNERS, LP
88CPW63VL7KHJWS0NY83
ENLINK MIDSTREAM PARTNERS LP 4.850000% 07/15/2026
29336UAF4
140000.00000000
PA
USD
143581.20000000
0.005228696680
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.85000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY COMPANY
EFWMP121W54QV9MGOP87
SOUTHWESTERN ENERGY CO 5.375000% 03/15/2030
845467AS8
490000.00000000
PA
USD
510212.50000000
0.018580053692
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.37500000
N
N
N
N
N
N
NEW GOLD INC.
5493005G0GNCHP0H6L96
NEW GOLD INC 144A 7.500000% 07/15/2027
644535AH9
970000.00000000
PA
USD
1014862.50000000
0.036957541691
Long
DBT
NUSS
CA
N
2
2027-07-15
Fixed
7.50000000
N
N
N
N
N
N
MAUSER PACKAGING SOLUTIONS HOLDING COMPANY
549300DNGHXL0OMHW304
MAUSER PACKAGING SOLUTIONS HOLDING CO 144A 5.500000% 04/15/2024
12429TAD6
135000.00000000
PA
USD
135122.85000000
0.004920674832
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
5.50000000
N
N
N
N
N
N
WYNN RESORTS FINANCE, LLC
N/A
WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CO 5.125000% 10/01/2029
983133AA7
656000.00000000
PA
USD
641240.00000000
0.023351591012
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.12500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 3.200000% 08/15/2026
674599CR4
4728000.00000000
PA
USD
4645260.00000000
0.169163202027
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.20000000
N
N
N
N
N
N
NEWSTAR CLARENDON FUND CLO LLC
N/A
FIRST EAGLE CLARENDON FUND CLO LLC NSCDN 2014-1A E
65251QAJ0
3057000.00000000
PA
USD
3014935.68000000
0.109792815372
Long
ABS-CBDO
CORP
US
N
3
2027-01-25
Floating
6.17388120
N
N
N
N
N
N
CLUBCORP HOLDINGS, INC.
549300XWSO7KBICXNW37
CONSTELLATION MERGER SUB INC 144A 8.500000% 09/15/2025
210374AA2
443000.00000000
PA
USD
420850.00000000
0.015325801693
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
8.50000000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS, INC.
KOO0397YRO83WY5MGD97
BAUSCH HEALTH AMERICAS INC 144A 9.250000% 04/01/2026
91911XAV6
365000.00000000
PA
USD
382333.85000000
0.013923185851
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
9.25000000
N
N
N
N
N
N
BOMBARDIER INC.
W7L3VLU8EHQY34Z36697
BOMBARDIER INC 144A 7.500000% 12/01/2024
097751BR1
3264000.00000000
PA
USD
3386400.00000000
0.123320173111
Long
DBT
NUSS
CA
N
2
2024-12-01
Fixed
7.50000000
N
N
N
N
N
N
CCO HOLDINGS, LLC
N/A
CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 4.750000% 03/01/2030
1248EPCD3
1685000.00000000
PA
USD
1726501.55000000
0.062872805936
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
TALEN ENERGY SUPPLY, LLC
K5K33XN0PQAU1XF7NN66
TALEN ENERGY SUPPLY LLC 144A 10.500000% 01/15/2026
87422VAE8
2905000.00000000
PA
USD
1780910.25000000
0.064854169715
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
10.50000000
N
N
N
N
N
N
1011778 B.C. UNLIMITED LIABILITY COMPANY
549300RHSHNRWI5LLA86
1011778 BC ULC / NEW RED FINANCE INC 144A 4.000000% 10/15/2030
68245XAM1
3630000.00000000
PA
USD
3468610.20000000
0.126313964776
Long
DBT
NUSS
CA
N
2
2030-10-15
Fixed
4.00000000
N
N
N
N
N
N
ACCO BRANDS CORPORATION
JCT8P4Y190IH4I1NX328
ACCO BRANDS CORP 144A 4.250000% 03/15/2029
00081TAK4
545000.00000000
PA
USD
532737.50000000
0.019400330948
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
ALTICE FRANCE SA/FRANCE 144A 5.125000% 07/15/2029
02156LAF8
1818000.00000000
PA
USD
1727790.84000000
0.062919757113
Long
DBT
NUSS
FR
N
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
SPECTRUM BRANDS, INC.
549300VU3EH2E73C1Q04
SPECTRUM BRANDS INC 144A 3.875000% 03/15/2031
84762LAX3
172000.00000000
PA
USD
165120.00000000
0.006013060177
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.87500000
N
N
N
N
N
N
BATTALION CLO LTD
N/A
BATTALION CLO VIII EQUITY TRANCHE
07132BAC5
4378000.00000000
PA
USD
2889480.00000000
0.105224183144
Long
ABS-CBDO
CORP
KY
N
3
2030-07-18
Variable
0.00000000
N
N
N
N
N
N
YUM! Brands, Inc.
549300JE8XHZZ7OHN517
YUM! BRANDS INC 4.625000% 01/31/2032
988498AP6
396000.00000000
PA
USD
404729.82000000
0.014738764311
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
4.62500000
N
N
N
N
N
N
TENNECO INC.
549300U0EXXFAQFAD785
TENNECO INC 144A 5.125000% 04/15/2029
880349AT2
4237000.00000000
PA
USD
4080040.34000000
0.148579990854
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.12500000
N
N
N
N
N
N
TENET HEALTHCARE CORPORATION
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP 144A 4.250000% 06/01/2029
88033GDL1
2668000.00000000
PA
USD
2641320.00000000
0.096187113052
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.25000000
N
N
N
N
N
N
TRANSOCEAN PONTUS LIMITED
N/A
TRANSOCEAN PONTUS LTD 144A 6.125000% 08/01/2025
89382PAA3
2559400.00000000
PA
USD
2510489.87000000
0.091422763218
Long
DBT
NUSS
US
N
2
2025-08-01
Fixed
6.12500000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
ONEMAIN FINANCE CORP 3.500000% 01/15/2027
682691AB6
137000.00000000
PA
USD
132205.00000000
0.004814417518
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.50000000
N
N
N
N
N
N
TALLGRASS ENERGY PARTNERS, LP
549300IQ3DN0F3VERF65
TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FI 7.500000% 10/01/2025
87470LAH4
875000.00000000
PA
USD
927500.00000000
0.033776122301
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
7.50000000
N
N
N
N
N
N
CENTRAL GARDEN & PET COMPANY
5493004DVZLD37DJ0H83
CENTRAL GARDEN & PET CO 5.125000% 02/01/2028
153527AM8
1515000.00000000
PA
USD
1572918.45000000
0.057279877021
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.12500000
N
N
N
N
N
N
ARAMARK SERVICES, INC.
42YMHYH0XMHJEXDUB065
ARAMARK SERVICES INC 144A 5.000000% 02/01/2028
038522AQ1
695000.00000000
PA
USD
698475.00000000
0.025435878193
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
ASCEND LEARNING LLC
N/A
ASCEND LEARNING LLC 7/12/2024
02083JAC8
249600.00000000
PA
USD
247416.00000000
0.009009976361
Long
LON
US
N
2
2024-07-12
Floating
3.99999960
N
N
N
N
N
N
SUNOCO LP
54930001NJU8E40NQ561
SUNOCO LP / SUNOCO FINANCE CORP 4.500000% 05/15/2029
86765LAT4
427000.00000000
PA
USD
421235.50000000
0.015339840178
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.50000000
N
N
N
N
N
N
EPIC CRUDE SERVICES LP
N/A
EPIC CRUDE SERVICES LP 3/2/2026
29428XAB6
2952625.00000000
PA
USD
2266139.69000000
0.082524432691
Long
LON
US
N
2
2026-03-02
Floating
5.12075160
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP
6OQWTZ1SPC04IFT4T704
TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PART 5.875000% 04/15/2026
87612BBJ0
760000.00000000
PA
USD
787550.00000000
0.028679660504
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.87500000
N
N
N
N
N
N
MISYS LIMITED
N/A
MISYS LIMITED 6/13/2024
02034DAC1
613867.29000000
PA
USD
607728.62000000
0.022131230398
Long
LON
US
N
2
2024-06-13
Floating
4.50000000
N
N
N
N
N
N
VENTURE CLO LIMITED
N/A
VENTURE CDO LTD (FACTORED) 04/20/2029
92329MAE2
2950000.00000000
PA
USD
1371750.00000000
0.049954065516
Long
ABS-CBDO
CORP
KY
N
3
2022-07-20
Variable
0.00000000
N
N
N
N
N
N
SRS DISTRIBUTION INC.
549300ZQ3XP75BCYM468
SRS DISTRIBUTION INC 144A 6.000000% 12/01/2029
78471RAD8
1650000.00000000
PA
USD
1631470.50000000
0.059412126295
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
6.00000000
N
N
N
N
N
N
NETFLIX, INC.
549300Y7VHGU0I7CE873
NETFLIX INC 144A 5.375000% 11/15/2029
64110LAU0
275000.00000000
PA
USD
325303.00000000
0.011846333059
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.37500000
N
N
N
N
N
N
AUDACY CAPITAL CORP.
549300S5JUSXRHNCHD80
AUDACY CAPITAL CORP 144A 6.750000% 03/31/2029
29365DAB5
5776000.00000000
PA
USD
5654415.20000000
0.205912904945
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
6.75000000
N
N
N
N
N
N
SEVENTY SEVEN ENERGY INC.
N/A
HERTZ CORP ESCROW 10/15/2024
818097AB3
1573000.00000000
PA
USD
35392.50000000
0.001288864052
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
0.00000000
N
N
N
N
N
N
HANESBRANDS INC.
GX5LWVWZLL5S4W1L2F20
HANESBRANDS INC 144A 4.625000% 05/15/2024
410345AJ1
3861000.00000000
PA
USD
4015440.00000000
0.146227485210
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
4.62500000
N
N
N
N
N
N
LAREDO PETROLEUM, INC
549300X0PTWU2QSLSL14
LAREDO PETROLEUM INC 9.500000% 01/15/2025
516806AF3
4007000.00000000
PA
USD
3986965.00000000
0.145190530944
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
9.50000000
N
N
N
N
N
N
GATES GLOBAL LLC
N/A
GATES GLOBAL LLC 3/31/2027
36740UAT9
698219.65000000
PA
USD
691677.33000000
0.025188332173
Long
LON
US
N
2
2027-03-31
Floating
3.25000080
N
N
N
N
N
N
CENTENE CORPORATION
549300Z7JJ4TQSQGT333
CENTENE CORP 3.375000% 02/15/2030
15135BAV3
300000.00000000
PA
USD
302142.75000000
0.011002922346
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.37500000
N
N
N
N
N
N
KB HOME
549300LGUCWQURMWLG09
KB HOME 4.000000% 06/15/2031
48666KAZ2
920000.00000000
PA
USD
929098.80000000
0.033834344688
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
4.00000000
N
N
N
N
N
N
VOYA CLO
N/A
VOYA CLO SERIES: 2020-2A
92918JAB2
7797000.00000000
PA
USD
7587260.70000000
0.276299994969
Long
ABS-CBDO
CORP
US
N
3
2031-07-21
Variable
0.00000000
N
N
N
N
N
N
IVANTI SOFTWARE, INC.
N/A
IVANTI SOFTWARE, INC. 12/1/2027
46583DAB5
2681525.00000000
PA
USD
2659751.02000000
0.096858302687
Long
LON
US
N
2
2027-12-01
Floating
5.74999920
N
N
N
N
N
N
IHEARTCOMMUNICATIONS, INC.
N/A
IHEARTCOMMUNICATIONS, INC. 5/1/2026
45174UAF5
643145.54000000
PA
USD
634707.47000000
0.023113700412
Long
LON
US
N
2
2026-05-01
Floating
3.08700000
N
N
N
N
N
N
MATTEL, INC.
549300VELLG24KHTJ564
MATTEL INC 144A 3.375000% 04/01/2026
577081BE1
144000.00000000
PA
USD
146165.76000000
0.005322816804
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.37500000
N
N
N
N
N
N
ACI WORLDWIDE, INC.
5493003BPVMZUJ6F5C02
ACI WORLDWIDE INC 144A 5.750000% 08/15/2026
004498AB7
667000.00000000
PA
USD
695347.50000000
0.025321986201
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.75000000
N
N
N
N
N
N
SPRINT CORPORATION
549300ZTTY7CXOLJ6539
SPRINT CORP 7.125000% 06/15/2024
85207UAH8
1605000.00000000
PA
USD
1798450.65000000
0.065492926261
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.12500000
N
N
N
N
N
N
TRANSDIGM INC.
88Q84GB3X55CF5OC7582
TRANSDIGM INC 144A 6.250000% 03/15/2026
893647BE6
5519000.00000000
PA
USD
5725962.50000000
0.208518393199
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
Post Holdings, Inc.
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC 144A 5.500000% 12/15/2029
737446AP9
857000.00000000
PA
USD
886532.22000000
0.032284227155
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
5.50000000
N
N
N
N
N
N
Post Holdings, Inc.
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC 144A 4.625000% 04/15/2030
737446AQ7
234000.00000000
PA
USD
231075.00000000
0.008414897531
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.62500000
N
N
N
N
N
N
TRANSOCEAN GUARDIAN LIMITED
N/A
TRANSOCEAN GUARDIAN LTD 144A 5.875000% 01/15/2024
893800AA0
2108489.06000000
PA
USD
1981979.72000000
0.072176376734
Long
DBT
NUSS
US
N
2
2024-01-15
Fixed
5.87500000
N
N
N
N
N
N
AIR METHODS CORPORATION
54930081QGNZXVDOZF63
AIR METHODS CORP 144A 8.000000% 05/15/2025
00215JAA7
10188000.00000000
PA
USD
7908944.40000000
0.288014526499
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
8.00000000
N
N
N
N
N
N
BENEFIT STREET PARTNERS CLO LTD
N/A
VENTURE 35 CLO SERIES:2018-35A CLASS: SUB
N/A
15819000.00000000
PA
USD
7593120.00000000
0.276513369021
Long
ABS-CBDO
CORP
US
N
3
2024-07-15
Variable
0.00000000
N
N
N
N
N
N
ALLISON TRANSMISSION, INC.
MWKQ3I0U1GXP2YDSZW75
ALLISON TRANSMISSION INC 144A 4.750000% 10/01/2027
019736AE7
3684000.00000000
PA
USD
3803730.00000000
0.138517789413
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.75000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
DEVON ENERGY CORP 7.950000% 04/15/2032
251799AA0
1327000.00000000
PA
USD
1859616.16000000
0.067720348089
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
7.95000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORPORATION
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP COMMON STOCK
165167735
1738.00000000
NS
USD
103480.52000000
0.003768378112
Long
EC
US
N
1
N
N
N
CHESAPEAKE ENERGY CORPORATION
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP WT EXPIRATION: 02/09/26
165167180
3281.00000000
NC
USD
90096.26000000
0.003280972826
N/A
DE
US
N
1
CORPORATE ACTION
N/A
Call
Purchased
CHESAPEAKE ENERGY CORPORATION
Chesapeake Energy Equity Warrants Class C Exp 9th Feb 2026
3281.00000000
35.70800000
USD
2026-02-12
XXXX
42486.26000000
N
N
N
EMERALD EXPOSITIONS HOLDING, INC.
N/A
EMERALD EXPOSITIONS HOLDING, INC. 5/22/2024
29088UAF4
1695403.43000000
PA
USD
1618686.42000000
0.058946577346
Long
LON
US
N
2
2024-05-22
Floating
2.59038000
N
N
N
N
N
N
SERVICE CORPORATION INTERNATIONAL
549300RKVM2ME20JHZ15
SERVICE CORP INTERNATIONAL/US 7.500000% 04/01/2027
817565BT0
867000.00000000
PA
USD
1038232.50000000
0.037808590724
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.50000000
N
N
N
N
N
N
CEDAR FAIR, L.P.
549300TUVLNQQ6BVKH61
CEDAR FAIR LP 5.250000% 07/15/2029
150190AE6
1477000.00000000
PA
USD
1516184.81000000
0.055213847518
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.25000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES, INC.
8M3THTGWLTYZVE6BBY25
LUMEN TECHNOLOGIES INC 5.625000% 04/01/2025
156700AZ9
316000.00000000
PA
USD
329170.88000000
0.011987186955
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.62500000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC 4.125000% 08/17/2027
345397A86
2815000.00000000
PA
USD
2969599.80000000
0.108141850167
Long
DBT
CORP
US
N
2
2027-08-17
Fixed
4.12500000
N
N
N
N
N
N
GENESIS ENERGY, L.P.
549300VJ5D6MDK138782
GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP 7.750000% 02/01/2028
37185LAL6
1978000.00000000
PA
USD
1933692.80000000
0.070417945558
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.75000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA MTN 5.710000% 01/15/2026
46115HAW7
1415000.00000000
PA
USD
1568465.92000000
0.057117732333
Long
DBT
NUSS
IT
N
2
2026-01-15
Fixed
5.71000000
N
N
N
N
N
N
OASIS MIDSTREAM PARTNERS LP
N/A
OASIS MIDSTREAM PARTNERS LP / OMP FINANCE CORP 144 8.000000% 04/01/2029
67421QAA0
564000.00000000
PA
USD
600660.00000000
0.021873817381
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
8.00000000
N
N
N
N
N
N
SPIRIT AEROSYSTEMS, INC.
ZD2NBKV6GCC3UMGBM518
SPIRIT AEROSYSTEMS INC 144A 7.500000% 04/15/2025
85205TAL4
440000.00000000
PA
USD
460350.00000000
0.016764245715
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.50000000
N
N
N
N
N
N
CROWNROCK, L.P.
WFBCP6PB6JZR80B7U482
CROWNROCK LP / CROWNROCK FINANCE INC 144A 5.625000% 10/15/2025
228701AF5
2716000.00000000
PA
USD
2727678.80000000
0.099331981398
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.62500000
N
N
N
N
N
N
LEVEL 3 FINANCING, INC.
254900AE5FEFIJOXWL19
LEVEL 3 FINANCING INC 5.375000% 05/01/2025
527298BH5
1260000.00000000
PA
USD
1286497.80000000
0.046849495453
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.37500000
N
N
N
N
N
N
SERVICE CORPORATION INTERNATIONAL
549300RKVM2ME20JHZ15
SERVICE CORP INTERNATIONAL/US 5.125000% 06/01/2029
817565CE2
82000.00000000
PA
USD
87330.00000000
0.003180235860
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.12500000
N
N
N
N
N
N
GLOBAL MEDICAL RESPONSE, INC.
549300ZFWD4ZFCEJCQ87
GLOBAL MEDICAL RESPONSE INC 144A 6.500000% 10/01/2025
37960BAA3
4194000.00000000
PA
USD
4194000.00000000
0.152729980518
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.50000000
N
N
N
N
N
N
ASTON MARTIN CAPITAL HOLDINGS LIMITED
213800H4GKEF3CJ8C774
ASTON MARTIN CAPITAL HOLDINGS LTD 144A 10.500000% 11/30/2025
04625HAG4
4970000.00000000
PA
USD
5378409.75000000
0.195861806471
Long
DBT
NUSS
JE
N
2
2025-11-30
Fixed
10.50000000
N
N
N
N
N
N
DIAMOND SPORTS GROUP, LLC
5493002K6DHWNZH8YA34
DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE 6.625000% 08/15/2027
25277LAC0
3251000.00000000
PA
USD
681198.29000000
0.024806724263
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
6.62500000
N
N
N
N
N
N
Mallinckrodt International Finance S.A.
549300MQQ92LN1A0B514
MALLINCKRODT INTERNATIONAL FINANCE SA / MALLINCKRO 5.625000% 10/15/2023
561233AD9
850000.00000000
PA
USD
482375.00000000
0.017566314819
Long
DBT
NUSS
US
N
2
2023-10-15
Fixed
5.62500000
Y
N
N
N
N
N
FRONTIER COMMUNICATIONS HOLDINGS, LLC
N/A
FRONTIER COMMUNICATIONS HOLDINGS LLC 5.875000% 11/01/2029
35908MAA8
1407850.00000000
PA
USD
1384099.57000000
0.050403791216
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
5.87500000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP, INC.
549300JH4DTA7U42GL91
ASBURY AUTOMOTIVE GROUP INC 144A 4.625000% 11/15/2029
043436AW4
920000.00000000
PA
USD
925809.80000000
0.033714571463
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.62500000
N
N
N
N
N
N
TURNING POINT BRANDS, INC.
549300IYG00QF0VVP302
TURNING POINT BRANDS INC 144A 5.625000% 02/15/2026
90041LAF2
2040000.00000000
PA
USD
2070600.00000000
0.075403599824
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.62500000
N
N
N
N
N
N
LEVEL 3 FINANCING, INC.
254900AE5FEFIJOXWL19
LEVEL 3 FINANCING INC 144A 4.625000% 09/15/2027
527298BN2
2269000.00000000
PA
USD
2298497.00000000
0.083702766340
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.62500000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC.
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC 144A 4.875000% 06/01/2028
071734AN7
2253000.00000000
PA
USD
2219205.00000000
0.080815244734
Long
DBT
NUSS
US
N
2
2028-06-01
Fixed
4.87500000
N
N
N
N
N
N
TEREX CORPORATION
YAWJZJYEQ7M1SYMOS462
TEREX CORP 144A 5.000000% 05/15/2029
880779BA0
220000.00000000
PA
USD
224125.00000000
0.008161804216
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.00000000
N
N
N
N
N
N
SRS DISTRIBUTION INC.
549300ZQ3XP75BCYM468
SRS DISTRIBUTION INC 144A 4.625000% 07/01/2028
78471RAB2
1517000.00000000
PA
USD
1520587.71000000
0.055374184865
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.62500000
N
N
N
N
N
N
TENET HEALTHCARE CORPORATION
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP 144A 4.375000% 01/15/2030
88033GDN7
1770000.00000000
PA
USD
1764123.60000000
0.064242861960
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.37500000
N
N
N
N
N
N
TRANSDIGM INC.
88Q84GB3X55CF5OC7582
TRANSDIGM INC 4.625000% 01/15/2029
893647BP1
860000.00000000
PA
USD
823905.80000000
0.030003604383
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.62500000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP
6OQWTZ1SPC04IFT4T704
TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PART 5.500000% 03/01/2030
87612BBQ4
540000.00000000
PA
USD
587250.00000000
0.021385474740
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.50000000
N
N
N
N
N
N
VIACOMCBS INC.
5KYC8KF17ROCY24M3H09
ViacomCBS Inc PREFERRED STOCK
92556H305
20807.00000000
NS
USD
1074889.62000000
0.039143507563
Long
EP
US
N
2
N
N
N
COMSTOCK RESOURCES, INC.
I03QQGEA4SS774AURI46
COMSTOCK RESOURCES INC 144A 6.750000% 03/01/2029
205768AS3
4326000.00000000
PA
USD
4499040.00000000
0.163838410003
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.75000000
N
N
N
N
N
N
JAGUAR LAND ROVER AUTOMOTIVE PLC
529900L73GEWN1O5NH84
JAGUAR LAND ROVER AUTOMOTIVE PLC 144A 5.500000% 07/15/2029
47010BAM6
3750000.00000000
PA
USD
3681450.00000000
0.134064803715
Long
DBT
NUSS
GB
N
2
2029-07-15
Fixed
5.50000000
N
N
N
N
N
N
BENEFIT STREET PARTNERS CLO LTD
N/A
BENEFIT STREET PARTNERS CLO LTD 2015-VII CLASS SUB
08180TAD3
9035000.00000000
PA
USD
136428.50000000
0.004968221780
Long
ABS-CBDO
CORP
US
N
3
2027-07-19
Variable
0.00000000
N
N
N
N
N
N
ULTIMATE SOFTWARE 11/21 2ND LIEN
N/A
ULTIMATE SOFTWARE 11/21 2ND LIEN 5/3/2027
N/A
913000.00000000
PA
USD
915565.53000000
0.033341513009
Long
LON
US
N
2
2027-05-03
Floating
0.00000000
N
N
N
N
N
N
GULFPORT ENERGY CORPORATION
254900DJRGZBUZ3F5038
GULFPORT ENERGY CORP COMMON STOCK
402635502
14736.00000000
NS
USD
1075580.64000000
0.039168671958
Long
EC
US
N
1
N
N
N
MEREDITH CORPORATION
549300YC8BC386CCTS24
MEREDITH CORP 6.500000% 07/01/2025
589433AD3
275000.00000000
PA
USD
292531.25000000
0.010652907037
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.50000000
N
N
N
N
N
N
HILL-ROM HOLDINGS, INC.
JLZ01A0E2071OH26RE45
HILL-ROM HOLDINGS INC 144A 4.375000% 09/15/2027
431475AD4
190000.00000000
PA
USD
197096.03000000
0.007177509018
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.37500000
N
N
N
N
N
N
UNITED WHOLESALE MORTGAGE, LLC
549300HW662MN1WU8550
UNITED WHOLESALE MORTGAGE LLC 144A 5.750000% 06/15/2027
913229AC4
2195000.00000000
PA
USD
2156587.50000000
0.078534946795
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.75000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC 4.271000% 01/09/2027
345397A45
485000.00000000
PA
USD
512688.65000000
0.018670225924
Long
DBT
CORP
US
N
2
2027-01-09
Fixed
4.27100000
N
N
N
N
N
N
LUMEN TECHNOLOGIES, INC.
8M3THTGWLTYZVE6BBY25
LUMEN TECHNOLOGIES INC 144A 5.375000% 06/15/2029
550241AA1
1391000.00000000
PA
USD
1354583.62000000
0.049328929397
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.37500000
N
N
N
N
N
N
BROADSTREET PARTNERS, INC.
549300BS9N54G8DD0R75
BROADSTREET PARTNERS INC 144A 5.875000% 04/15/2029
11135RAA3
3795000.00000000
PA
USD
3681150.00000000
0.134053878823
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.87500000
N
N
N
N
N
N
CONSENSUS CLOUD SOLUTIONS, INC.
N/A
CONSENSUS CLOUD SOLUTIONS INC 144A 6.500000% 10/15/2028
20848VAB1
985000.00000000
PA
USD
999775.00000000
0.036408110699
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
6.50000000
N
N
N
N
N
N
ANTERO RESOURCES CORPORATION
APVBKPOULHUX7YZLKU17
ANTERO RESOURCES CORP 144A 7.625000% 02/01/2029
03674XAQ9
2653000.00000000
PA
USD
2909279.80000000
0.105945218688
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
7.62500000
N
N
N
N
N
N
WMG ACQUISITION CORP.
549300NAS11NXI33CP80
WMG ACQUISITION CORP 144A 3.750000% 12/01/2029
92933BAT1
455000.00000000
PA
USD
451633.00000000
0.016446804790
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.75000000
N
N
N
N
N
N
MERITAGE HOMES CORPORATION
52990044W9UMFJO2FB97
MERITAGE HOMES CORP 144A 3.875000% 04/15/2029
59001ABD3
1843000.00000000
PA
USD
1891802.64000000
0.068892460742
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.87500000
N
N
N
N
N
N
ACRISURE, LLC
549300R0Z1Q47XRTGO22
ACRISURE LLC / ACRISURE FINANCE INC 144A 7.000000% 11/15/2025
00489LAA1
2788000.00000000
PA
USD
2763605.00000000
0.100640280832
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
7.00000000
N
N
N
N
N
N
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP
549300U6G4UOCMLQK204
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / M 4.625000% 06/15/2025
55303XAK1
411000.00000000
PA
USD
437715.00000000
0.015939962666
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.62500000
N
N
N
N
N
N
N/A
N/A
BOARDRIDERS SERIES A PREFERRED EQUITY 7%
N/A
336591.00000000
NS
USD
410809.32000000
0.014960157234
Long
EP
US
N
3
N
N
N
ALBERTSONS COMPANIES, INC.
549300YKWOC0AOR16R51
ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS 3.500000% 03/15/2029
013092AG6
676000.00000000
PA
USD
669949.80000000
0.024397095827
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.50000000
N
N
N
N
N
N
CONSTELLIUM SE
724500KRJEMC79KAAU28
CONSTELLIUM SE 144A 5.875000% 02/15/2026
210383AG0
1693000.00000000
PA
USD
1712249.41000000
0.062353795668
Long
DBT
NUSS
US
N
2
2026-02-15
Fixed
5.87500000
N
N
N
N
N
N
ENLINK MIDSTREAM, LLC
54930000GY1H533OBE23
ENLINK MIDSTREAM LLC 5.375000% 06/01/2029
29336TAA8
4546000.00000000
PA
USD
4568730.00000000
0.166376262254
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.37500000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC.
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC 144A 7.250000% 05/30/2029
071734AF4
295000.00000000
PA
USD
279881.25000000
0.010192240786
Long
DBT
NUSS
US
N
2
2029-05-30
Fixed
7.25000000
N
N
N
N
N
N
TRONOX INCORPORATED
549300EPZ4YXC7E5P181
TRONOX INC 144A 4.625000% 03/15/2029
897051AC2
3626000.00000000
PA
USD
3517220.00000000
0.128084154048
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.62500000
N
N
N
N
N
N
ENVISION HEALTHCARE CORPORATION
N/A
ENVISION HEALTHCARE CORPORATION 10/10/2025
29373UAC5
13587557.43920000
PA
USD
10211457.04000000
0.371863527608
Long
LON
US
N
2
2025-10-10
Floating
3.84037920
N
N
N
N
N
N
IEA ENERGY SERVICES LLC
N/A
IEA ENERGY SERVICES LLC 144A 6.625000% 08/15/2029
45174AAA0
2115000.00000000
PA
USD
2051550.00000000
0.074709869225
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
6.62500000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU PASS, LLC
549300GKHS6RS20NLH85
VENTURE GLOBAL CALCASIEU PASS LLC 144A 3.875000% 11/01/2033
92328MAC7
960000.00000000
PA
USD
962400.00000000
0.035047051323
Long
DBT
CORP
US
N
2
2033-11-01
Fixed
3.87500000
N
N
N
N
N
N
GETTY IMAGES, INC.
5493005NV20IG4VEKZ40
GETTY IMAGES INC 144A 9.750000% 03/01/2027
374276AJ2
2175000.00000000
PA
USD
2290209.75000000
0.083400975322
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
9.75000000
N
N
N
N
N
N
WHITE CAP BUYER, LLC
N/A
WHITE CAP BUYER LLC 144A 6.875000% 10/15/2028
96350RAA2
188000.00000000
PA
USD
191760.00000000
0.006983190525
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
6.87500000
N
N
N
N
N
N
Energizer Holdings, Inc.
5493000D6NN0V57UME20
ENERGIZER HOLDINGS INC 144A 4.750000% 06/15/2028
29272WAC3
536000.00000000
PA
USD
528584.44000000
0.019249091851
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.75000000
N
N
N
N
N
N
SEVENTY SEVEN ENERGY INC.
N/A
HERTZ CORP ESCROW 08/01/2026
818097AB3
715000.00000000
PA
USD
46475.00000000
0.001692447745
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
0.00000000
N
N
N
N
N
N
NRG ENERGY, INC.
5E2UPK5SW04M13XY7I38
NRG ENERGY INC 6.625000% 01/15/2027
629377CC4
1306000.00000000
PA
USD
1350077.50000000
0.049164833160
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.62500000
N
N
N
N
N
N
WOLVERINE ESCROW, LLC
N/A
WOLVERINE ESCROW LLC 144A 9.000000% 11/15/2026
97789LAB2
960000.00000000
PA
USD
904800.00000000
0.032949472192
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
9.00000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS, INC.
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYSTEMS INC 144A 6.875000% 04/01/2028
12543DBE9
3888000.00000000
PA
USD
3645000.00000000
0.132737429420
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
6.87500000
N
N
N
N
N
N
CONSTELLIUM SE
724500KRJEMC79KAAU28
CONSTELLIUM SE 144A 3.750000% 04/15/2029
21039CAB0
1444000.00000000
PA
USD
1371800.00000000
0.049955886331
Long
DBT
NUSS
US
N
2
2029-04-15
Fixed
3.75000000
N
N
N
N
N
N
SIX FLAGS ENTERTAINMENT CORPORATION
549300JYTDUAA4JQ3717
SIX FLAGS ENTERTAINMENT CORP 144A 4.875000% 07/31/2024
83001AAB8
3778000.00000000
PA
USD
3806108.32000000
0.138604399038
Long
DBT
CORP
US
N
2
2024-07-31
Fixed
4.87500000
N
N
N
N
N
N
UNITED STATES CELLULAR CORPORATION
N/A
UNITED STATES CELLULAR CORP 6.700000% 12/15/2033
911684AD0
2575000.00000000
PA
USD
3131766.50000000
0.114047362073
Long
DBT
CORP
US
N
2
2033-12-15
Fixed
6.70000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMENT, INC.
5493007B9BM9ZXJINO78
LIVE NATION ENTERTAINMENT INC 144A 4.875000% 11/01/2024
538034AK5
2285000.00000000
PA
USD
2300606.55000000
0.083779588355
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.87500000
N
N
N
N
N
N
Edgewell Personal Care Company
549300CY8QZDL4Z3RU59
EDGEWELL PERSONAL CARE CO 144A 5.500000% 06/01/2028
28035QAA0
565000.00000000
PA
USD
589012.50000000
0.021449658476
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.50000000
N
N
N
N
N
N
SHEA HOMES LIMITED PARTNERSHIP, A CALIFORNIA LIMITED PARTNERSHIP
N/A
SHEA HOMES LP / SHEA HOMES FUNDING CORP 144A 4.750000% 02/15/2028
82088KAE8
1081000.00000000
PA
USD
1078297.50000000
0.039267609959
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.75000000
N
N
N
N
N
N
KNS ACQUISITION CORP.
N/A
KNS ACQUISITION CORP. 4/21/2027
48262HAC8
3880000.00000000
PA
USD
3850900.00000000
0.140235546490
Long
LON
US
N
2
2027-04-21
Floating
6.99999840
N
N
N
N
N
N
TENET HEALTHCARE CORPORATION
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP 144A 7.500000% 04/01/2025
88033GDE7
879000.00000000
PA
USD
924286.08000000
0.033659083212
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
CVP CASCADE CLO LTD
N/A
CVP CASCADE CLO LTD SERIES 2014-2 CLASS D
12661WAA2
2370265.44000000
PA
USD
1979171.64000000
0.072074116838
Long
ABS-CBDO
CORP
KY
N
3
2026-07-18
Floating
0.00000360
N
N
N
N
N
N
CARESTREAM WARRANTS
N/A
CARESTREAM WARRANTS **/**/****
N/A
83.50200000
NC
USD
0.84000000
0.000000030589
N/A
DE
US
N
3
CREDIT SUISSE - FIRST BOSTON
N/A
Call
Purchased
N/A
N/A
83.50200000
0.00000000
USD
2049-12-31
XXXX
0.84000000
N
N
N
SPRINT CORPORATION
549300ZTTY7CXOLJ6539
SPRINT CORP 7.625000% 02/15/2025
85207UAJ4
7075000.00000000
PA
USD
8100875.00000000
0.295003929646
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
7.62500000
N
N
N
N
N
N
CALPINE CORPORATION
43R4VPJBXTU2O15HEF41
CALPINE CORP 144A 3.750000% 03/01/2031
131347CR5
3522000.00000000
PA
USD
3354705.00000000
0.122165958344
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.75000000
N
N
N
N
N
N
SOTERA HEALTH HOLDINGS, LLC
N/A
SOTERA HEALTH HOLDINGS, LLC 12/11/2026
83600VAE1
2935537.19000000
PA
USD
2918100.10000000
0.106266421417
Long
LON
US
N
2
2026-12-11
Floating
3.25000080
N
N
N
N
N
N
MEREDITH CORPORATION
N/A
MEREDITH CORPORATION 1/31/2025
58943PAR3
488812.50000000
PA
USD
497977.73000000
0.018134508584
Long
LON
US
N
2
2025-01-31
Floating
5.24999880
N
N
N
N
N
N
Trinseo Materials Operating S.C.A.
549300WNMXD3KV7LO256
TRINSEO MATERIALS OPERATING SCA / TRINSEO MATERIAL 5.375000% 09/01/2025
89668QAE8
975000.00000000
PA
USD
985783.50000000
0.035898591976
Long
DBT
NUSS
US
N
2
2025-09-01
Fixed
5.37500000
N
N
N
N
N
N
PETSMART LLC
N/A
PETSMART LLC 2/11/2028
71677HAL9
2805600.00000000
PA
USD
2790870.60000000
0.101633193220
Long
LON
US
N
2
2028-02-11
Floating
4.50000000
N
N
N
N
N
N
CARROLS RESTAURANT GROUP, INC
529900HZEMNWQSAKFJ98
CARROLS RESTAURANT GROUP INC 144A 5.875000% 07/01/2029
14574XAF1
1995000.00000000
PA
USD
1710752.40000000
0.062299280096
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp PREFERRED STOCK
313400764
4298.00000000
NS
USD
17149.02000000
0.000624503931
Long
EP
US
N
2
N
N
N
The Mattamy Corporation
5493008TNY7A82WCXU31
MATTAMY GROUP CORP 144A 4.625000% 03/01/2030
57701RAM4
2872000.00000000
PA
USD
2847042.32000000
0.103678759673
Long
DBT
NUSS
CA
N
2
2030-03-01
Fixed
4.62500000
N
N
N
N
N
N
CENTRAL GARDEN & PET COMPANY
5493004DVZLD37DJ0H83
CENTRAL GARDEN & PET CO 4.125000% 10/15/2030
153527AN6
332000.00000000
PA
USD
331754.32000000
0.012081266292
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.12500000
N
N
N
N
N
N
NOBLE CORP WARRANTS
N/A
NOBLE CORP WARRANTS EXPIRATION: 02/05/28
N/A
18303.00000000
NC
USD
183030.00000000
0.006665276188
N/A
DE
US
N
2
CORPORATE ACTION
N/A
Call
Purchased
N/A
N/A
18303.00000000
0.01000000
USD
2028-02-05
XXXX
182846.97000000
N
N
N
RITE AID CORPORATION
529900W353T1JY1DKT44
RITE AID CORP 7.700000% 02/15/2027
767754AJ3
1710000.00000000
PA
USD
1496421.00000000
0.054494122598
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
7.70000000
N
N
N
N
N
N
ADTALEM GLOBAL EDUCATION INC.
549300Z467EZLMODV621
ADTALEM GLOBAL EDUCATION INC 144A 5.500000% 03/01/2028
00737WAA7
3240000.00000000
PA
USD
3120800.40000000
0.113648017237
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.50000000
N
N
N
N
N
N
N/A
N/A
REICHHOLD INDUSTRIES PRIVATE EQUITY *
N/A
1755.00000000
NS
USD
3185325.00000000
0.115997764710
Long
EC
US
N
3
N
N
N
TELESAT CANADA
5493004V5GLBY6SO5Y34
TELESAT CANADA / TELESAT LLC 144A 6.500000% 10/15/2027
87952VAM8
9905000.00000000
PA
USD
7722928.50000000
0.281240514867
Long
DBT
NUSS
CA
N
2
2027-10-15
Fixed
6.50000000
N
N
N
N
N
N
BATTALION CLO LTD
N/A
BATTALION CLO VII SERIES 2014-7A CLASS SUB
07131YAC6
4614000.00000000
PA
USD
738240.00000000
0.026883972536
Long
ABS-CBDO
CORP
US
N
3
2028-07-17
Variable
0.00000000
N
N
N
N
N
N
SANDRIDGE ENERGY INC WT
N/A
SANDRIDGE ENERGY INC WT EXPIRATION: 10/04/22
80007P117
9764.00000000
NC
USD
361.27000000
0.000013156118
N/A
DE
US
N
1
CORPORATE ACTION
N/A
Call
Purchased
N/A
N/A
9764.00000000
41.34000000
USD
2022-10-07
XXXX
-32609.45000000
N
N
N
SERVICE CORPORATION INTERNATIONAL
549300RKVM2ME20JHZ15
SERVICE CORP INTERNATIONAL/US 4.625000% 12/15/2027
817565CD4
970000.00000000
PA
USD
1009808.80000000
0.036773504614
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.62500000
N
N
N
N
N
N
CHOBANI, LLC
549300ISVDMZ91KNTR38
CHOBANI LLC / CHOBANI FINANCE CORP INC 144A 7.500000% 04/15/2025
17027NAA0
1270000.00000000
PA
USD
1312862.50000000
0.047809600393
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.50000000
N
N
N
N
N
N
ARCTIC CANADIAN DIAMOND COMPANY LTD.
N/A
ARCTIC CANADIAN DIAMOND COMPANY LTD. 12/31/2024
N/A
249150.00000000
PA
USD
247904.25000000
0.009027756622
Long
LON
US
N
3
2024-12-31
Floating
6.00000120
N
N
N
N
N
N
TRIDENT TPI HOLDINGS, INC.
549300TPLK304J3RNC85
TRIDENT TPI HOLDINGS INC 144A 9.250000% 08/01/2024
89616RAB5
2099000.00000000
PA
USD
2177712.50000000
0.079304241225
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
9.25000000
N
N
N
N
N
N
TEAM HEALTH HOLDINGS, INC.
549300PVTQ4UDTTMQT11
TEAM HEALTH HOLDINGS INC 144A 6.375000% 02/01/2025
88047PAA2
5919000.00000000
PA
USD
5180545.56000000
0.188656323904
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
6.37500000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC.
549300TM2WLI2BJMDD86
CLEVELAND-CLIFFS INC 144A 4.875000% 03/01/2031
185899AL5
250000.00000000
PA
USD
251846.25000000
0.009171309693
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.87500000
N
N
N
N
N
N
ENCOMPASS HEALTH CORPORATION
549300FVRPM9DRQZRG64
ENCOMPASS HEALTH CORP 4.750000% 02/01/2030
29261AAB6
2499000.00000000
PA
USD
2514618.75000000
0.091573121769
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.75000000
N
N
N
N
N
N
SUNOCO LP
54930001NJU8E40NQ561
SUNOCO LP / SUNOCO FINANCE CORP 144A 4.500000% 04/30/2030
86765LAU1
536000.00000000
PA
USD
530640.00000000
0.019323947749
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
4.50000000
N
N
N
N
N
N
BLACK KNIGHT INFOSERV, LLC
549300H5PS5C68DAUX66
BLACK KNIGHT INFOSERV LLC 144A 3.625000% 09/01/2028
092174AA9
372000.00000000
PA
USD
363072.00000000
0.013221740459
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.62500000
N
N
N
N
N
N
ALLISON TRANSMISSION, INC.
MWKQ3I0U1GXP2YDSZW75
ALLISON TRANSMISSION INC 144A 5.875000% 06/01/2029
019736AF4
855000.00000000
PA
USD
913610.25000000
0.033270308937
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.87500000
N
N
N
N
N
N
CSC HOLDINGS, LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC 144A 6.500000% 02/01/2029
126307AZ0
4270000.00000000
PA
USD
4514414.80000000
0.164398303399
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
ASCEND LEARNING, LLC
549300T466HKRLVCD610
ASCEND LEARNING LLC 144A 6.875000% 08/01/2025
043502AA1
385000.00000000
PA
USD
391941.55000000
0.014273062779
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
6.87500000
N
N
N
N
N
N
SINCLAIR TELEVISION GROUP, INC.
549300CQGEN0CH65UD62
SINCLAIR TELEVISION GROUP INC 144A 5.125000% 02/15/2027
829259AW0
1271000.00000000
PA
USD
1176812.55000000
0.042855164004
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.12500000
N
N
N
N
N
N
SABRE GLBL INC.
F2TJC7HPPHLHU1AQMP98
SABRE GLBL INC 144A 9.250000% 04/15/2025
78573NAC6
168000.00000000
PA
USD
186900.00000000
0.006806207286
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
9.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp PREFERRED STOCK
313400848
12415.00000000
NS
USD
48480.58000000
0.001765483557
Long
EP
US
N
2
N
N
N
MPH ACQUISITION HOLDINGS LLC
5493002WXOPRPTXWTU06
MPH ACQUISITION HOLDINGS LLC 144A 5.750000% 11/01/2028
553283AC6
2801000.00000000
PA
USD
2501699.15000000
0.091102637683
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
5.75000000
N
N
N
N
N
N
NAVIENT CORPORATION
54930067J0ZNOEBRW338
NAVIENT CORP 5.500000% 03/15/2029
63938CAM0
2370000.00000000
PA
USD
2337412.50000000
0.085119925033
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
5.50000000
N
N
N
N
N
N
DISH DBS Corporation
N/A
DISH DBS CORP 144A 5.250000% 12/01/2026
25470XBE4
4712000.00000000
PA
USD
4666811.92000000
0.169948043306
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
5.25000000
N
N
N
N
N
N
NRG ENERGY, INC.
5E2UPK5SW04M13XY7I38
NRG ENERGY INC 144A 5.250000% 06/15/2029
629377CH3
610000.00000000
PA
USD
632326.00000000
0.023026976075
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.25000000
N
N
N
N
N
N
Solenis 9/21 (USD) TLB
N/A
Solenis 9/21 (USD) TLB 9/21/2028
N/A
273000.00000000
PA
USD
270474.75000000
0.009849690819
Long
LON
US
N
2
2028-09-21
Floating
4.25000160
N
N
N
N
N
N
BUILDERS FIRSTSOURCE, INC.
549300W0SKP6L3H7DP63
BUILDERS FIRSTSOURCE INC 144A 4.250000% 02/01/2032
12008RAP2
353000.00000000
PA
USD
354535.55000000
0.012910874498
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.25000000
N
N
N
N
N
N
BENEFIT STREET PARTNERS CLO LTD
N/A
BENEFIT STREET PARTNERS CLO XVIII 10/15/2032
08186QAC5
6048000.00000000
PA
USD
4807555.20000000
0.175073393428
Long
ABS-CBDO
CORP
US
N
3
2032-10-15
Variable
0.00000000
N
N
N
N
N
N
Pike Corporation
549300P4EKEP6HK0NC58
PIKE CORP 144A 5.500000% 09/01/2028
721283AA7
310000.00000000
PA
USD
312796.36000000
0.011390887450
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.50000000
N
N
N
N
N
N
N/A
N/A
NINE WEST FKA PREMIER BRANDS 3/19 EQUITY
N/A
163718.00000000
NS
USD
94956.44000000
0.003457962620
Long
EC
US
N
3
N
N
N
CONSOLIDATED COMMUNICATIONS, INC.
549300WW675Y48HDVX34
CONSOLIDATED COMMUNICATIONS INC 144A 5.000000% 10/01/2028
20903XAH6
539000.00000000
PA
USD
530559.26000000
0.019321007497
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
SHUTTERFLY, LLC
549300I1C8WJQ5FZE154
PHOTO HOLDINGS MERGER SUB INC 144A 8.500000% 10/01/2026
719245AD4
905000.00000000
PA
USD
908022.70000000
0.033066831016
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
8.50000000
N
N
N
N
N
N
SPANISH BROADCASTING SYSTEM, INC.
5493005DKYB1X4C9LH64
SPANISH BROADCASTING SYSTEM INC 144A 9.750000% 03/01/2026
846425AQ9
4353000.00000000
PA
USD
4494472.50000000
0.163672078533
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
9.75000000
N
N
N
N
N
N
GO DADDY OPERATING COMPANY, LLC
5493005GJOH8HLL11157
GO DADDY OPERATING CO LLC / GD FINANCE CO INC 144A 3.500000% 03/01/2029
38016LAC9
2263000.00000000
PA
USD
2152294.04000000
0.078378594849
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.50000000
N
N
N
N
N
N
PACTIV EVERGREEN GROUP ISSUER LLC
N/A
PACTIV EVERGREEN GROUP ISSUER INC/PACTIV EVERGREEN 4.000000% 10/15/2027
76174LAA1
3954000.00000000
PA
USD
3795840.00000000
0.138230464771
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.00000000
N
N
N
N
N
N
AMC ENTERTAINMENT HOLDINGS, INC.
549300ZO77UNR6NRBR11
AMC ENTERTAINMENT HOLDINGS INC 144A 12.000000% 06/15/2026
00165CAP9
2013201.00000000
PA
USD
2045915.52000000
0.074504682287
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
12.00000000
N
N
Y
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 3.125000% 02/15/2022
674599CC7
500.00000000
PA
USD
496.25000000
0.000018071591
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
3.12500000
N
N
N
N
N
N
MIDCAP FINANCIAL ISSUER TRUST
N/A
MIDCAP FINANCIAL ISSUER TRUST 144A 5.625000% 01/15/2030
59590AAA7
1503000.00000000
PA
USD
1420335.00000000
0.051723351664
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.62500000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC.
549300FYK4MBXWIVZU26
GFL ENVIRONMENTAL INC 144A 3.750000% 08/01/2025
36168QAK0
824000.00000000
PA
USD
834300.00000000
0.030382122734
Long
DBT
NUSS
CA
N
2
2025-08-01
Fixed
3.75000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC 5.113000% 05/03/2029
345397ZR7
1790000.00000000
PA
USD
1981709.00000000
0.072166518112
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
5.11300000
N
N
N
N
N
N
TELECOM ITALIA CAPITAL S.A.
549300777DJZOR5C4L39
TELECOM ITALIA CAPITAL SA 6.000000% 09/30/2034
87927VAM0
2199000.00000000
PA
USD
2215492.50000000
0.080680049204
Long
DBT
NUSS
IT
N
2
2034-09-30
Fixed
6.00000000
N
N
N
N
N
N
Endo Luxembourg Finance Company I S.a r.l.
222100B15VY0VVCTG251
ENDO LUXEMBOURG FINANCE CO I SARL / ENDO US INC 14 6.125000% 04/01/2029
29280BAA3
1905000.00000000
PA
USD
1866042.75000000
0.067954380747
Long
DBT
NUSS
US
N
2
2029-04-01
Fixed
6.12500000
N
N
N
N
N
N
AUDACY CAPITAL CORP.
549300S5JUSXRHNCHD80
AUDACY CAPITAL CORP 144A 6.500000% 05/01/2027
29365DAA7
375000.00000000
PA
USD
366363.75000000
0.013341613829
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
6.50000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HOLDINGS, INC.
N/A
CLEAR CHANNEL HOLDINGS INC Common Stock
18453H106
345144.00000000
NS
USD
1059592.08000000
0.038586427691
Long
EC
US
N
1
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 4.600000% MATURITY: PERPETUAL
404280CN7
1377000.00000000
PA
USD
1359787.50000000
0.049518435475
Long
DBT
NUSS
GB
N
2
2170-06-17
Fixed
4.60000000
N
N
N
Y
Y
HSBC HOLDINGS PLC
HSBA 4.6 PERP
GBP
XXXX
N
N
N
CUMULUS MEDIA NEW HOLDINGS INC.
5493001D9VBAVY1OKJ46
CUMULUS MEDIA NEW HOLDINGS INC 144A 6.750000% 07/01/2026
23110AAA4
4021000.00000000
PA
USD
4171787.50000000
0.151921083358
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
6.75000000
N
N
N
N
N
N
VISTRA OPERATIONS COMPANY LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATIONS CO LLC 144A 5.000000% 07/31/2027
92840VAF9
4395000.00000000
PA
USD
4441411.20000000
0.161739782082
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.00000000
N
N
N
N
N
N
INTELSAT JACKSON HOLDINGS S.A.
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HOLDINGS SA 5.500000% 08/01/2023
45824TAP0
210000.00000000
PA
USD
101850.00000000
0.003709000599
Long
DBT
NUSS
LU
N
2
2023-08-01
Fixed
5.50000000
Y
N
N
N
N
N
NEW ALBERTSONS L.P.
N/A
NEW ALBERTSONS LP 8.000000% 05/01/2031
013104AL8
805000.00000000
PA
USD
957950.00000000
0.034884998769
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
8.00000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING, LP
549300Y6CTBSE0QIPL28
DCP MIDSTREAM OPERATING LP 5.625000% 07/15/2027
23311VAJ6
750000.00000000
PA
USD
837667.50000000
0.030504754639
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.62500000
N
N
N
N
N
N
SPIRIT AEROSYSTEMS, INC.
ZD2NBKV6GCC3UMGBM518
SPIRIT AEROSYSTEMS INC 144A 5.500000% 01/15/2025
85205TAM2
240000.00000000
PA
USD
247200.00000000
0.009002110439
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
5.50000000
N
N
N
N
N
N
SEVENTY SEVEN ENERGY INC.
N/A
NEIMAN MARCUS GROUP ESCROW
818097AB3
1359594.00000000
PA
USD
486617.73000000
0.017720819366
Long
DBT
CORP
US
N
3
2022-10-15
Fixed
0.00000000
N
N
N
N
N
N
ENERSYS
7ZS3DE5PN30BYUJFWP05
ENERSYS 144A 4.375000% 12/15/2027
29275YAC6
892000.00000000
PA
USD
918760.00000000
0.033457843801
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.37500000
N
N
N
N
N
N
VAREX IMAGING CORPORATION
549300CWYWPVCT8E9W67
VAREX IMAGING CORP 144A 7.875000% 10/15/2027
92214XAC0
2134000.00000000
PA
USD
2347400.02000000
0.085483633601
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
7.87500000
N
N
N
N
N
N
THE MICHAELS COMPANIES, INC.
549300H9LWMBP7HYLR98
MICHAELS COS INC/THE 144A 7.875000% 05/01/2029
55916AAB0
3580000.00000000
PA
USD
3553150.00000000
0.129392591864
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
7.87500000
N
N
N
N
N
N
NFP CORP.
VO2L9FZNXDJNQNEYH039
NFP CORP 144A 4.875000% 08/15/2028
65342RAE0
1101000.00000000
PA
USD
1084485.00000000
0.039492935842
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.87500000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FINANCE PLC
213800X3RLP4NOTPY579
VIRGIN MEDIA SECURED FINANCE PLC 144A 4.500000% 08/15/2030
92769XAR6
757000.00000000
PA
USD
739838.81000000
0.026942195288
Long
DBT
NUSS
GB
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
MODIVCARE ESCROW ISSUER, INC.
N/A
MODIVCARE ESCROW ISSUER INC 144A 5.000000% 10/01/2029
60783XAA2
1315000.00000000
PA
USD
1305137.50000000
0.047528284441
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
1011778 B.C. UNLIMITED LIABILITY COMPANY
549300RHSHNRWI5LLA86
1011778 BC ULC / NEW RED FINANCE INC 144A 4.375000% 01/15/2028
68245XAJ8
1977000.00000000
PA
USD
1967115.00000000
0.071635058566
Long
DBT
NUSS
CA
N
2
2028-01-15
Fixed
4.37500000
N
N
N
N
N
N
PREMIER BRANDS GROUP HOLDINGS LLC
N/A
PREMIER BRANDS GROUP HOLDINGS LLC 3/19/2024
74053DAB8
1887043.83000000
PA
USD
1476611.79000000
0.053772744377
Long
LON
US
N
2
2024-03-19
Floating
8.13150000
N
N
N
N
N
N
VICI PROPERTIES INC.
254900RKH6RY9KCJQH63
VICI PROPERTIES INC REIT
925652109
104293.00000000
NS
USD
2836769.60000000
0.103304665175
Long
EC
US
N
1
N
N
N
NATIONAL CINEMEDIA, LLC
7LJEQIVQVLNGS4X6T547
NATIONAL CINEMEDIA LLC 5.750000% 08/15/2026
63530QAH2
1381000.00000000
PA
USD
1080632.50000000
0.039352642029
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.75000000
N
N
N
N
N
N
HUB INTERNATIONAL LIMITED
549300JQT6ATTUNS5E06
HUB INTERNATIONAL LTD 144A 5.625000% 12/01/2029
44332PAG6
1420000.00000000
PA
USD
1416989.60000000
0.051601524559
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
5.62500000
N
N
N
N
N
N
US FOODS, INC.
5493000JOOFAOUY1JZ87
US FOODS INC 144A 4.625000% 06/01/2030
90290MAE1
230000.00000000
PA
USD
231150.00000000
0.008417628754
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
PETSMART LLC
N/A
PETSMART INC / PETSMART FINANCE CORP 144A 7.750000% 02/15/2029
71677KAB4
1001000.00000000
PA
USD
1069818.75000000
0.038958845218
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
HCA INC.
L3CJ6J7LJ2DX62FTXD46
HCA INC 5.625000% 09/01/2028
404121AJ4
445000.00000000
PA
USD
514256.69000000
0.018727328146
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.62500000
N
N
N
N
N
N
CSC HOLDINGS, LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC 144A 7.500000% 04/01/2028
126307AY3
2140000.00000000
PA
USD
2271075.00000000
0.082704158442
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
7.50000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS HOLDINGS, LLC
N/A
FRONTIER COMMUNICATIONS HOLDINGS LLC 144A 6.000000% 01/15/2030
35908MAB6
1247000.00000000
PA
USD
1226661.43000000
0.044670475991
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.00000000
N
N
N
N
N
N
ARDAGH PACKAGING FINANCE PLC
6354001JXMLKNZDZR978
ARDAGH PACKAGING FINANCE PLC / ARDAGH HOLDINGS USA 4.125000% 08/15/2026
03969AAN0
1285000.00000000
PA
USD
1299533.35000000
0.047324202009
Long
DBT
NUSS
US
N
2
2026-08-15
Fixed
4.12500000
N
N
N
N
N
N
AMERICAN GAMING
N/A
AMERICAN GAMING 2/15/2024
00124TAS6
1323250.00000000
PA
USD
1349715.00000000
0.049151632249
Long
LON
US
N
3
2024-02-15
Floating
14.00000040
N
N
N
N
N
N
U.S. RENAL CARE, INC.
N/A
U.S. RENAL CARE, INC. 6/26/2026
90290PAN4
730505.29000000
PA
USD
708831.20000000
0.025813012724
Long
LON
US
N
2
2026-06-26
Floating
5.12499960
N
N
N
N
N
N
GREAT WESTERN PETROLEUM, LLC
549300SI11E2L0GH4T34
GREAT WESTERN PETROLEUM LLC / GREAT WESTERN FINANC 12.000000% 09/01/2025
39143GAD2
1998000.00000000
PA
USD
2070527.40000000
0.075400956000
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
12.00000000
N
N
N
N
N
N
ENTEGRIS, INC.
IYX6OWO7BT5DKO3BYG52
ENTEGRIS INC 144A 3.625000% 05/01/2029
29362UAD6
266000.00000000
PA
USD
264005.00000000
0.009614086434
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
3.62500000
N
N
N
N
N
N
N/A
N/A
GUITAR CENTERNEW COMMON SHARES *
N/A
24502.00000000
NS
USD
4256242.42000000
0.154996619430
Long
EC
US
N
3
N
N
N
IRB HOLDING CORP
N/A
IRB HOLDING CORP 12/15/2027
44988LAG2
399481.25000000
PA
USD
397555.75000000
0.014477511195
Long
LON
US
N
2
2027-12-15
Floating
3.36600000
N
N
N
N
N
N
FIFTH STREET SENIOR LOAN FUND LLC
N/A
NEWSTAR EXETER FUND CLO LLC NWSTR 2015-1RA E
31679NAL8
5110000.00000000
PA
USD
4846835.00000000
0.176503818580
Long
ABS-CBDO
CORP
US
N
3
2027-01-20
Floating
7.33150080
N
N
N
N
N
N
HOWMET AEROSPACE INC.
549300HO5WFZUT5N2T22
HOWMET AEROSPACE INC 5.900000% 02/01/2027
013817AJ0
1185000.00000000
PA
USD
1331928.15000000
0.048503900906
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.90000000
N
N
N
N
N
N
PACTIV EVERGREEN GROUP ISSUER INC.
N/A
PACTIV EVERGREEN GROUP ISSUER LLC / PACTIV EVERGRE 4.375000% 10/15/2028
69527AAA4
2105000.00000000
PA
USD
2047112.50000000
0.074548271875
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.37500000
N
N
N
N
N
N
AADVANTAGE LOYALTY IP LTD.
N/A
AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD 14 5.500000% 04/20/2026
00253XAA9
4095000.00000000
PA
USD
4182018.75000000
0.152293667672
Long
DBT
NUSS
US
N
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC.
549300FYK4MBXWIVZU26
GFL ENVIRONMENTAL INC 144A 4.750000% 06/15/2029
36168QAN4
318000.00000000
PA
USD
317958.66000000
0.011578879338
Long
DBT
NUSS
CA
N
2
2029-06-15
Fixed
4.75000000
N
N
N
N
N
N
CITGO PETROLEUM CORPORATION
YX52P86PXMLYDOTUQ225
CITGO PETROLEUM CORP 144A 6.375000% 06/15/2026
17302XAM8
263000.00000000
PA
USD
263000.00000000
0.009577488048
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.37500000
N
N
N
N
N
N
CNX RESOURCES CORPORATION
549300JK3KH8PWM3B226
CNX RESOURCES CORP 144A 7.250000% 03/14/2027
12653CAC2
3535000.00000000
PA
USD
3731758.10000000
0.135896838796
Long
DBT
CORP
US
N
2
2027-03-14
Fixed
7.25000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMENT, INC.
5493007B9BM9ZXJINO78
LIVE NATION ENTERTAINMENT INC 144A 3.750000% 01/15/2028
538034AX7
96000.00000000
PA
USD
92208.00000000
0.003357874593
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.75000000
N
N
N
N
N
N
ASHTON WOODS USA L.L.C.
N/A
ASHTON WOODS USA LLC / ASHTON WOODS FINANCE CO 144 6.625000% 01/15/2028
045086AK1
5147000.00000000
PA
USD
5417217.50000000
0.197275041306
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.62500000
N
N
N
N
N
N
CCO HOLDINGS, LLC
N/A
CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 5.000000% 02/01/2028
1248EPBX0
3210000.00000000
PA
USD
3306300.00000000
0.120403227131
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
VIASAT, INC.
UFC8NYMNFSYIHNSM2I38
VIASAT INC 144A 5.625000% 09/15/2025
92552VAK6
1881000.00000000
PA
USD
1900995.03000000
0.069227213614
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
5.62500000
N
N
N
N
N
N
N/A
N/A
WINDSTREAM SERVICES EQUITY *
N/A
46229.00000000
NS
USD
797450.25000000
0.029040191022
Long
EC
US
N
2
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 5.000000% MATURITY: PERPETUAL
172967MG3
5285000.00000000
PA
USD
5390700.00000000
0.196309371955
Long
DBT
CORP
US
N
2
2170-03-12
Fixed
5.00000000
N
N
N
N
N
N
CARPENTER TECHNOLOGY CORPORATION
DX6I6ZD3X5WNNCDJKP85
CARPENTER TECHNOLOGY CORP 6.375000% 07/15/2028
144285AL7
281000.00000000
PA
USD
297077.33000000
0.010818458470
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.37500000
N
N
N
N
N
N
ALLEGHENY TECHNOLOGIES INCORPORATED
ZW1LRE7C3H17O2ZN9B45
ALLEGHENY TECHNOLOGIES INC 5.125000% 10/01/2031
01741RAM4
137000.00000000
PA
USD
135301.20000000
0.004927169680
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
5.12500000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS INC.
549300YQDE2JSGTL8V47
UNIVISION COMMUNICATIONS INC 144A 6.625000% 06/01/2027
914906AU6
1395000.00000000
PA
USD
1492231.50000000
0.054341556491
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.62500000
N
N
N
N
N
N
THE SCOTTS MIRACLE-GRO COMPANY
2TH9E0JTOUXOEGI2R879
SCOTTS MIRACLE-GRO CO/THE 144A 4.000000% 04/01/2031
810186AT3
391000.00000000
PA
USD
380096.97000000
0.013841726948
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
4.00000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS LTD.
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS LTD 144A 6.500000% 03/01/2024
335934AP0
2962000.00000000
PA
USD
2995618.70000000
0.109089362349
Long
DBT
NUSS
ZM
N
2
2024-03-01
Fixed
6.50000000
N
N
N
N
N
N
N/A
N/A
LIBERTY INTERACTIVE LLC 4.000000% 11/15/2029
530715AG6
2169721.95000000
PA
USD
1648988.68000000
0.060050073670
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.00000000
N
N
N
N
N
N
MIDWEST GAMING BORROWER, LLC
5493005826VXDUREHL94
MIDWEST GAMING BORROWER LLC / MIDWEST GAMING FINAN 4.875000% 05/01/2029
59833DAB6
2219000.00000000
PA
USD
2198918.05000000
0.080076468988
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.87500000
N
N
N
N
N
N
APOLLO COMMERCIAL REAL ESTATE FINANCE, INC.
N/A
APOLLO COMMERCIAL REAL ESTATE FINANCE, INC. 3/11/2028
03768DAC1
1394990.00000000
PA
USD
1381040.10000000
0.050292376625
Long
LON
US
N
3
2028-03-11
Floating
3.99999960
N
N
N
N
N
N
CATHEDRAL LAKE CLO LTD.
N/A
CATHERAL LAKE III LTD EQUITY TRANCHE
14918NAA9
3653000.00000000
PA
USD
1680380.00000000
0.061193229533
Long
ABS-CBDO
CORP
US
N
3
2029-07-16
Variable
0.00000000
N
N
N
N
N
N
NOURYON FINANCE B.V.
N/A
NOURYON FINANCE B.V. 10/1/2025
N8232NAB3
779925.82000000
PA
USD
769365.63000000
0.028017452952
Long
LON
US
N
2
2025-10-01
Floating
3.09200040
N
N
N
N
N
N
ASHLAND LLC
6O4MRU8C1MS0K34UQF79
ASHLAND LLC 6.875000% 05/15/2043
044209AM6
1384000.00000000
PA
USD
1747300.00000000
0.063630208621
Long
DBT
CORP
US
N
2
2043-05-15
Fixed
6.87500000
N
N
N
N
N
N
CARGO AIRCRAFT MANAGEMENT, INC
549300GH5J7LOMV44F11
CARGO AIRCRAFT MANAGEMENT INC 144A 4.750000% 02/01/2028
14180LAA4
3777000.00000000
PA
USD
3843097.50000000
0.139951408275
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.75000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC.
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN INC 5.450000% 03/15/2043
35671DBC8
4756000.00000000
PA
USD
5861341.96000000
0.213448412819
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
ROBLOX CORPORATION
N/A
ROBLOX CORP 144A 3.875000% 05/01/2030
771049AA1
2280000.00000000
PA
USD
2285700.00000000
0.083236746893
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.87500000
N
N
N
N
N
N
LAREDO PETROLEUM, INC
549300X0PTWU2QSLSL14
LAREDO PETROLEUM INC 10.125000% 01/15/2028
516806AG1
1398000.00000000
PA
USD
1425960.00000000
0.051928193376
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
10.12500000
N
N
N
N
N
N
OUTFRONT MEDIA CAPITAL LLC
5493005WC7J0FDMW0610
OUTFRONT MEDIA CAPITAL LLC / OUTFRONT MEDIA CAPITA 5.000000% 08/15/2027
69007TAB0
766000.00000000
PA
USD
772239.07000000
0.028122093017
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.00000000
N
N
N
N
N
N
OSMOSIS BUYER LIMITED
N/A
OSMOSIS BUYER LIMITED 7/31/2028
N/A
395892.90000000
PA
USD
395314.90000000
0.014395907719
Long
LON
US
N
2
2028-07-31
Floating
0.00000000
N
N
N
N
N
N
CLAIRE'S STORES
N/A
CLAIRE'S STORES 12/18/2026
17958DAL1
2016292.13000000
PA
USD
1994879.11000000
0.072646124846
Long
LON
US
N
2
2026-12-18
Floating
6.58699920
N
N
N
N
N
N
NEWELL BRANDS INC.
549300LWGYFM1TVO1Z12
NEWELL BRANDS INC 4.875000% 06/01/2025
651229BB1
75000.00000000
PA
USD
81064.13000000
0.002952056031
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.87500000
N
N
N
N
N
N
FIRST QUANTUM MINERALS LTD.
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS LTD 144A 6.875000% 03/01/2026
335934AR6
2561000.00000000
PA
USD
2650635.00000000
0.096526330928
Long
DBT
NUSS
ZM
N
2
2026-03-01
Fixed
6.87500000
N
N
N
N
N
N
INTERNATIONAL GAME TECHNOLOGY PLC
549300UQ6KHRCZDRGZ76
INTERNATIONAL GAME TECHNOLOGY PLC 144A 6.250000% 01/15/2027
460599AD5
2805000.00000000
PA
USD
3085500.00000000
0.112362507127
Long
DBT
NUSS
US
N
2
2027-01-15
Fixed
6.25000000
N
N
N
N
N
N
SUPERIOR PLUS LP
549300K5Y13GU6TPZJ49
SUPERIOR PLUS LP / SUPERIOR GENERAL PARTNER INC 14 4.500000% 03/15/2029
86828LAC6
368000.00000000
PA
USD
375028.80000000
0.013657162927
Long
DBT
NUSS
CA
N
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
ACADIA HEALTHCARE COMPANY, INC.
5493005CW985Y9D0NC11
ACADIA HEALTHCARE CO INC 144A 5.000000% 04/15/2029
00404AAP4
232000.00000000
PA
USD
235480.00000000
0.008575311352
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.00000000
N
N
N
N
N
N
SECURE ENERGY SERVICES INC.
549300EZKELHYBQO9X11
TERVITA CORP 144A 11.000000% 12/01/2025
88159EAA1
1437000.00000000
PA
USD
1646227.20000000
0.059949510773
Long
DBT
NUSS
CA
N
2
2025-12-01
Fixed
11.00000000
N
N
N
N
N
N
CCO HOLDINGS, LLC
N/A
CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 4.250000% 02/01/2031
1248EPCK7
6044000.00000000
PA
USD
5953883.96000000
0.216818450458
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
FINANCE OF AMERICA FUNDING LLC
N/A
FINANCE OF AMERICA FUNDING LLC 144A 7.875000% 11/15/2025
317386AA8
7446000.00000000
PA
USD
7204005.00000000
0.262343238747
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
7.87500000
N
N
N
N
N
N
ARCHES BUYER INC.
2549009ADY4208OH2Y47
ARCHES BUYER INC 144A 6.125000% 12/01/2028
039524AB9
2962000.00000000
PA
USD
2990731.40000000
0.108911384944
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
6.12500000
N
N
N
N
N
N
ICAHN ENTERPRISES L.P.
549300T0G4GS0SINS786
ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE C 4.375000% 02/01/2029
451102CC9
435000.00000000
PA
USD
420862.50000000
0.015326256897
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.37500000
N
N
N
N
N
N
EMPIRE RESORTS, INC.
549300WBFN23L9HI5N68
EMPIRE RESORTS INC 144A 7.750000% 11/01/2026
292052AF4
3735000.00000000
PA
USD
3760024.50000000
0.136926196622
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
7.75000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORPORATION
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP ESCROW 165167DA2
165167DA2
1790000.00000000
PA
USD
0.01000000
0.000000000364
Long
DBT
CORP
US
N
3
2049-12-31
Fixed
0.00000000
N
N
N
N
N
N
ARUBA INVESTMENTS HOLDINGS, LLC
N/A
ARUBA INVESTMENTS HOLDINGS, LLC 11/24/2028
04317JAF5
1852879.18000000
PA
USD
1855973.49000000
0.067587695510
Long
LON
US
N
2
2028-11-24
Floating
8.49999960
N
N
N
N
N
N
MARATHON OIL CORPORATION
1FRVQX2CRLGC1XLP5727
MARATHON OIL CORP 6.600000% 10/01/2037
565849AE6
2560000.00000000
PA
USD
3385313.05000000
0.123280590409
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.60000000
N
N
N
N
N
N
NEWSTAR FAIRFIELD FUNDING CLO LTD
N/A
NEWSTAR FAIRFIELD FUND CLO LTD FSSLF 2015-2A DN
65252CAA9
4200000.00000000
PA
USD
3864340.20000000
0.140724988904
Long
ABS-CBDO
CORP
KY
N
3
2030-04-20
Floating
7.51150080
N
N
N
N
N
N
BUILDERS FIRSTSOURCE, INC.
549300W0SKP6L3H7DP63
BUILDERS FIRSTSOURCE INC 144A 5.000000% 03/01/2030
12008RAN7
1297000.00000000
PA
USD
1377128.66000000
0.050149936436
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.00000000
N
N
N
N
N
N
CSC HOLDINGS, LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC 144A 5.750000% 01/15/2030
126307BA4
4869000.00000000
PA
USD
4768601.22000000
0.173654833436
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
MOOG INC.
549300WM2I4U7OBAHG07
MOOG INC 144A 4.250000% 12/15/2027
615394AM5
2212000.00000000
PA
USD
2246673.10000000
0.081815531424
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
MONITRONICS INTERNATIONAL, INC.
N/A
MONITRONICS INTERNATIONAL IN COMMON STOCK
609453105
381412.00000000
NS
USD
4117342.54000000
0.149938399123
Long
EC
US
N
3
N
N
N
HEXION HOLDINGS CORPORATION
549300LBB370MUHGLV84
HEXION HOLDINGS CORP - B COMMON STOCK
42830K103
172879.00000000
NS
USD
4624513.25000000
0.168407682065
Long
EC
US
N
2
N
N
N
Trivium Packaging Finance B.V.
724500GMZWW3PVYET548
TRIVIUM PACKAGING FINANCE BV 144A 8.500000% 08/15/2027
89686QAB2
250000.00000000
PA
USD
261250.00000000
0.009513759516
Long
DBT
NUSS
NL
N
2
2027-08-15
Fixed
8.50000000
N
N
N
N
N
N
LAREDO PETROLEUM, INC
549300X0PTWU2QSLSL14
LAREDO PETROLEUM INC 144A 7.750000% 07/31/2029
516806AH9
1349000.00000000
PA
USD
1276491.25000000
0.046485093882
Long
DBT
CORP
US
N
2
2029-07-31
Fixed
7.75000000
N
N
N
N
N
N
CALPINE CORPORATION
43R4VPJBXTU2O15HEF41
CALPINE CORP 144A 5.000000% 02/01/2031
131347CQ7
275000.00000000
PA
USD
264591.25000000
0.009635435493
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
5.00000000
N
N
N
N
N
N
BIG RIVER STEEL LLC
549300FDOTXSG1N4RG27
BIG RIVER STEEL LLC / BRS FINANCE CORP 144A 6.625000% 01/31/2029
08949LAB6
342000.00000000
PA
USD
366795.00000000
0.013357318360
Long
DBT
CORP
US
N
2
2029-01-31
Fixed
6.62500000
N
N
N
N
N
N
N/A
N/A
ARCTIC CANADIAN DIAMOND COMPANY *
N/A
1633.00000000
NS
USD
0.01000000
0.000000000364
Long
EC
US
N
3
N
N
N
SCRIPPS ESCROW II, INC.
N/A
SCRIPPS ESCROW II INC 144A 3.875000% 01/15/2029
81105DAA3
2667000.00000000
PA
USD
2650331.25000000
0.096515269475
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.87500000
N
N
N
N
N
N
ASSUREDPARTNERS, INC.
549300HNDSDQWQ3L2P80
ASSUREDPARTNERS INC 144A 5.625000% 01/15/2029
04624VAB5
1859000.00000000
PA
USD
1784640.00000000
0.064989993427
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.62500000
N
N
N
N
N
N
PEABODY ENERGY CORPORATION
EJCO258LNNVSKAR2JX59
PEABODY ENERGY CORP 144A 6.375000% 03/31/2025
70457LAB0
1094000.00000000
PA
USD
995540.00000000
0.036253887650
Long
DBT
CORP
US
N
2
2025-03-31
Fixed
6.37500000
N
N
N
N
N
N
NOVELIS CORPORATION
549300G5F3W3B52WYL23
NOVELIS CORP 144A 4.750000% 01/30/2030
670001AE6
420000.00000000
PA
USD
424065.60000000
0.015442901961
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
4.75000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 6.375000% 09/01/2028
674599EC5
2896000.00000000
PA
USD
3301440.00000000
0.120226243892
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
6.37500000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC 2.700000% 08/10/2026
345397B77
200000.00000000
PA
USD
198550.00000000
0.007230457232
Long
DBT
CORP
US
N
2
2026-08-10
Fixed
2.70000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES, INC.
8M3THTGWLTYZVE6BBY25
LUMEN TECHNOLOGIES INC 144A 4.000000% 02/15/2027
156700BC9
1815000.00000000
PA
USD
1808665.65000000
0.065864918810
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.00000000
N
N
N
N
N
N
CARESTREAM HEALTH, INC.
N/A
CARESTREAM HEALTH, INC. 5/8/2023
14173VAN3
2013533.52000000
PA
USD
2016473.28000000
0.073432504714
Long
LON
US
N
2
2023-05-08
Floating
7.75000080
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC 3.375000% 11/13/2025
345397B28
207000.00000000
PA
USD
211398.75000000
0.007698361222
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.37500000
N
N
N
N
N
N
THE SCOTTS MIRACLE-GRO COMPANY
2TH9E0JTOUXOEGI2R879
SCOTTS MIRACLE-GRO CO/THE 4.500000% 10/15/2029
810186AS5
134000.00000000
PA
USD
138355.00000000
0.005038377790
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 5.300000% MATURITY: PERPETUAL
61745VAB9
872000.00000000
PA
USD
898160.00000000
0.032707667931
Long
DBT
CORP
US
N
2
2170-03-15
Fixed
5.30000000
N
N
N
N
N
N
Akumin Inc.
N/A
AKUMIN INC 144A 7.000000% 11/01/2025
01021FAA7
2895000.00000000
PA
USD
2721300.00000000
0.099099689076
Long
DBT
NUSS
US
N
2
2025-11-01
Fixed
7.00000000
N
N
N
N
N
N
ANTERO MIDSTREAM PARTNERS LP
529900HFO1BDEIT4QU11
ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FI 7.875000% 05/15/2026
03690EAA6
718000.00000000
PA
USD
768899.02000000
0.028000460740
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
7.87500000
N
N
N
N
N
N
MOZART DEBT MERGER SUB INC.
N/A
MOZART DEBT MERGER SUB INC 144A 3.875000% 04/01/2029
62482BAA0
5782000.00000000
PA
USD
5709725.00000000
0.207927083456
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.87500000
N
N
N
N
N
N
LEVEL 3 FINANCING, INC.
254900AE5FEFIJOXWL19
LEVEL 3 FINANCING INC 144A 3.750000% 07/15/2029
527298BT9
535000.00000000
PA
USD
496881.25000000
0.018094578834
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
3.75000000
N
N
N
N
N
N
AG ISSUER, LLC
N/A
AG ISSUER LLC 144A 6.250000% 03/01/2028
00119LAA9
1299000.00000000
PA
USD
1341217.50000000
0.048842184703
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.25000000
N
N
N
N
N
N
Intelsat (Luxembourg) S.A.
54930027UF5LR7S2XC75
INTELSAT LUXEMBOURG SA 8.125000% 06/01/2023
458204AQ7
1010000.00000000
PA
USD
5050.00000000
0.000183902337
Long
DBT
NUSS
LU
N
2
2023-06-01
Fixed
8.12500000
Y
N
N
N
N
N
DISH DBS Corporation
N/A
DISH DBS CORP 5.875000% 07/15/2022
25470XAJ4
82000.00000000
PA
USD
83025.00000000
0.003023463670
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
5.87500000
N
N
N
N
N
N
PG&E CORPORATION
8YQ2GSDWYZXO2EDN3511
PG&E CORP 5.000000% 07/01/2028
69331CAH1
412000.00000000
PA
USD
424360.00000000
0.015453622921
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association PREFERRED STOCK
313586794
500.00000000
NS
USD
2650.00000000
0.000096503206
Long
EP
US
N
1
N
N
N
UNITED AIRLINES, INC.
K1OQBWM7XEOO08LDNP29
UNITED AIRLINES INC 144A 4.625000% 04/15/2029
90932LAH0
2031000.00000000
PA
USD
2020195.08000000
0.073568038915
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
SPECTRUM BRANDS, INC.
549300VU3EH2E73C1Q04
SPECTRUM BRANDS INC 144A 5.000000% 10/01/2029
84762LAV7
630000.00000000
PA
USD
663150.60000000
0.024149494091
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
CAESARS ENTERTAINMENT, INC.
549300FA4CTCW903Y781
CAESARS ENTERTAINMENT INC 144A 8.125000% 07/01/2027
28470RAK8
110000.00000000
PA
USD
120686.50000000
0.004394956317
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
8.12500000
N
N
N
N
N
N
Clarios Global LP
549300474L1ZLXZY2P98
CLARIOS GLOBAL LP / CLARIOS US FINANCE CO 144A 8.500000% 05/15/2027
69867DAC2
1415000.00000000
PA
USD
1489287.50000000
0.054234346891
Long
DBT
NUSS
US
N
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
N
Kraft Heinz Foods Company
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO 5.000000% 06/04/2042
50076QAE6
4494000.00000000
PA
USD
5484516.79000000
0.199725832735
Long
DBT
CORP
US
N
2
2042-06-04
Fixed
5.00000000
N
N
N
N
N
N
BOMBARDIER INC.
W7L3VLU8EHQY34Z36697
BOMBARDIER INC 144A 7.500000% 03/15/2025
097751BM2
1475000.00000000
PA
USD
1503334.75000000
0.054745895822
Long
DBT
NUSS
CA
N
2
2025-03-15
Fixed
7.50000000
N
N
N
N
N
N
VIASAT, INC.
UFC8NYMNFSYIHNSM2I38
VIASAT INC 144A 5.625000% 04/15/2027
92552VAL4
1250000.00000000
PA
USD
1276850.00000000
0.046498158232
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.62500000
N
N
N
N
N
N
APACHE CORPORATION
72ZZ1XRHOOU9P9X16K08
APACHE CORP 4.875000% 11/15/2027
037411BJ3
959000.00000000
PA
USD
1021335.00000000
0.037193246221
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.87500000
N
N
N
N
N
N
TUTOR PERINI CORPORATION
549300FHXYVPW8LJ6D98
TUTOR PERINI CORP 144A 6.875000% 05/01/2025
901109AF5
10029000.00000000
PA
USD
10029000.00000000
0.365219116505
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
KRATON POLYMERS LLC
549300UKP7HNTB21X136
KRATON POLYMERS LLC / KRATON POLYMERS CAPITAL CORP 4.250000% 12/15/2025
50076XAC5
3946000.00000000
PA
USD
4074245.00000000
0.148368945989
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.25000000
N
N
N
N
N
N
THE GAP, INC.
T2ZG1WRWZ4BUCMQL9224
GAP INC/THE 144A 3.625000% 10/01/2029
364760AP3
135000.00000000
PA
USD
129165.30000000
0.004703722878
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.62500000
N
N
N
N
N
N
PENNEY BORROWER LLC
N/A
PENNEY BORROWER LLC 12/7/2026
70812UAB0
2676575.16990000
PA
USD
2656019.07000000
0.096722398860
Long
LON
US
N
2
2026-12-07
Floating
9.50000040
N
N
N
N
N
N
BENEFIT STREET PARTNERS CLO LTD
N/A
TCW CLO 2019-2 EQUITY TRANCHE
N/A
5959000.00000000
PA
USD
4409660.00000000
0.160583520718
Long
ABS-CBDO
CORP
US
N
3
2024-07-15
Variable
0.00000000
N
N
N
N
N
N
SPIRIT AEROSYSTEMS, INC.
ZD2NBKV6GCC3UMGBM518
SPIRIT AEROSYSTEMS INC 4.600000% 06/15/2028
85205TAK6
3775000.00000000
PA
USD
3574962.75000000
0.130186931607
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.60000000
N
N
N
N
N
N
COMSTOCK RESOURCES, INC.
I03QQGEA4SS774AURI46
COMSTOCK RESOURCES INC 144A 7.500000% 05/15/2025
22304LAA8
314000.00000000
PA
USD
321850.00000000
0.011720587560
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
7.50000000
N
N
N
N
N
N
PATTERN ENERGY OPERATIONS LP
254900P898KPCM50SP51
PATTERN ENERGY OPERATIONS LP / PATTERN ENERGY OPER 4.500000% 08/15/2028
70339PAA7
2060000.00000000
PA
USD
2095905.80000000
0.076325143539
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.50000000
N
N
N
N
N
N
Alcoa Nederland Holding B.V.
5493000UL1QLQLT1VQ42
ALCOA NEDERLAND HOLDING BV 144A 6.125000% 05/15/2028
013822AC5
200000.00000000
PA
USD
213000.00000000
0.007756672830
Long
DBT
NUSS
US
N
2
2028-05-15
Fixed
6.12500000
N
N
N
N
N
N
PENNEY BORROWER LLC
N/A
PENNEY BORROWER LLC J.C. PENNEY 12/20 EARNOUT CERT.
N/A
31845.00000000
NS
USD
382140.00000000
0.013916126551
Long
EC
US
N
2
N
N
N
NGL ENERGY OPERATING LLC
5493008CQD36WWZJ3O79
NGL ENERGY OPERATING LLC / NGL ENERGY FINANCE CORP 7.500000% 02/01/2026
62922LAA6
5759000.00000000
PA
USD
5717794.36000000
0.208220939726
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
7.50000000
N
N
N
N
N
N
CSC HOLDINGS, LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC 144A 4.625000% 12/01/2030
126307BD8
2981000.00000000
PA
USD
2772330.00000000
0.100958013088
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.62500000
N
N
N
N
N
N
HESS MIDSTREAM OPERATIONS LP
N/A
HESS MIDSTREAM OPERATIONS LP 144A 4.250000% 02/15/2030
428102AE7
315000.00000000
PA
USD
304778.25000000
0.011098897516
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.25000000
N
N
N
N
N
N
MASTEC, INC.
549300TMDIT8WREDOF45
MASTEC INC 144A 4.500000% 08/15/2028
576323AP4
825000.00000000
PA
USD
849750.00000000
0.030944754636
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.50000000
N
N
N
N
N
N
STAPLES, INC.
XQM2JINI1UL7642TU573
STAPLES INC 144A 10.750000% 04/15/2027
855030AP7
5190000.00000000
PA
USD
4722900.00000000
0.171990563899
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
10.75000000
N
N
N
N
N
N
Post Holdings, Inc.
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC 144A 5.750000% 03/01/2027
737446AM6
1015000.00000000
PA
USD
1045521.05000000
0.038074012779
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
DISH DBS Corporation
N/A
DISH DBS CORP 7.750000% 07/01/2026
25470XAY1
4030000.00000000
PA
USD
4140825.00000000
0.150793543534
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
SINCLAIR TELEVISION GROUP, INC.
549300CQGEN0CH65UD62
SINCLAIR TELEVISION GROUP INC 144A 4.125000% 12/01/2030
829259BA7
6280000.00000000
PA
USD
5699100.00000000
0.207540160222
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.12500000
N
N
N
N
N
N
ADIENT US LLC
N/A
ADIENT US LLC 4/10/2028
00687MAC5
518700.00000000
PA
USD
516941.61000000
0.018825103010
Long
LON
US
N
2
2028-04-10
Floating
3.58700040
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
AIR CANADA 4.000000% 07/01/2025
008911BF5
400000.00000000
PA
USD
518304.52000000
0.018874735155
Long
DBT
CORP
CA
N
2
2025-07-01
Fixed
4.00000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES, INC.
8M3THTGWLTYZVE6BBY25
LUMEN TECHNOLOGIES INC 144A 4.500000% 01/15/2029
156700BD7
190000.00000000
PA
USD
178655.10000000
0.006505958498
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.50000000
N
N
N
N
N
N
TRANSOCEAN INC.
DOL4HJ22ADYSIWES4H94
TRANSOCEAN INC 7.500000% 04/15/2031
893830AF6
1580000.00000000
PA
USD
879356.90000000
0.032022928518
Long
DBT
NUSS
US
N
2
2031-04-15
Fixed
7.50000000
N
N
N
N
N
N
NOVA Chemicals Corporation
N/A
NOVA CHEMICALS CORP 144A 5.250000% 06/01/2027
66977WAR0
1105000.00000000
PA
USD
1160250.00000000
0.042252017142
Long
DBT
NUSS
CA
N
2
2027-06-01
Fixed
5.25000000
N
N
N
N
N
N
WYNN LAS VEGAS, LLC
2549002X45DR4UI7NA62
WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP 1 5.250000% 05/15/2027
983130AX3
60000.00000000
PA
USD
58816.80000000
0.002141890490
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
ARES CLO LTD
N/A
ARES XXXIV CLO LTD ARES 2015-2A FR
04015HAN7
2304000.00000000
PA
USD
2119680.00000000
0.077190912042
Long
ABS-CBDO
CORP
KY
N
3
2033-04-17
Floating
8.72224920
N
N
N
N
N
N
MARRIOTT OWNERSHIP RESORTS, INC.
BW4532OH033VURR0IT68
MARRIOTT OWNERSHIP RESORTS INC 144A 4.500000% 06/15/2029
57164PAH9
72000.00000000
PA
USD
70684.20000000
0.002574057341
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.50000000
N
N
N
N
N
N
NEWS CORPORATION
549300ITS31QK8VRBQ14
NEWS CORP 144A 3.875000% 05/15/2029
65249BAA7
318000.00000000
PA
USD
312516.09000000
0.011380681053
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.87500000
N
N
N
N
N
N
AMERICAN AXLE & MANUFACTURING, INC.
RY5TAKFOBLDUGX31MS24
AMERICAN AXLE & MANUFACTURING INC 6.500000% 04/01/2027
02406PAU4
540000.00000000
PA
USD
559915.20000000
0.020390042343
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.50000000
N
N
N
N
N
N
BLUE RACER MIDSTREAM, LLC
N/A
BLUE RACER MIDSTREAM LLC / BLUE RACER FINANCE CORP 7.625000% 12/15/2025
095796AH1
3959000.00000000
PA
USD
4166847.50000000
0.151741186814
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
7.62500000
N
N
N
N
N
N
BUCKEYE PARTNERS, L.P.
549300C1PQJLVEIUBK50
BUCKEYE PARTNERS LP 4.125000% 12/01/2027
118230AR2
240000.00000000
PA
USD
236964.00000000
0.008629353148
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.12500000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING, LP
549300Y6CTBSE0QIPL28
DCP MIDSTREAM OPERATING LP 5.375000% 07/15/2025
23311VAG2
268000.00000000
PA
USD
285929.20000000
0.010412484774
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.37500000
N
N
N
N
N
N
RANGE RESOURCES CORPORATION
H3Y3WLYCX0BTO1TRW162
RANGE RESOURCES CORP 144A 8.250000% 01/15/2029
75281ABH1
189000.00000000
PA
USD
208346.04000000
0.007587192806
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
8.25000000
N
N
N
N
N
N
MPH ACQUISITION HOLDINGS LLC
N/A
MPH ACQUISITION HOLDINGS LLC 9/1/2028
55328HAK7
1381000.00000000
PA
USD
1313924.83000000
0.047848286525
Long
LON
US
N
2
2028-09-01
Floating
4.74999840
N
N
N
N
N
N
AMERIGAS PARTNERS, L.P.
H36E1IF6YS0OBMHM6168
AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP 5.875000% 08/20/2026
030981AJ3
235000.00000000
PA
USD
256446.10000000
0.009338819231
Long
DBT
CORP
US
N
2
2026-08-20
Fixed
5.87500000
N
N
N
N
N
N
BENEFIT STREET PARTNERS CLO LTD
N/A
BENEFIT STREET PARTNERS CLO III
08180GAC3
2640000.00000000
PA
USD
765600.00000000
0.027880322624
Long
ABS-CBDO
CORP
KY
N
3
2026-01-20
Variable
0.00000000
N
N
N
N
N
N
ASCENT RESOURCES UTICA HOLDINGS, LLC
549300EGLQ2M2CL7JZ89
ASCENT RESOURCES UTICA HOLDINGS LLC / ARU FINANCE 5.875000% 06/30/2029
04364VAU7
2166000.33000000
PA
USD
2133510.33000000
0.077694561549
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
5.87500000
N
N
N
N
N
N
B&M CLO LTD
N/A
B&M CLO 2014-1 LTD BANDM 2014-1A E
05509TAC5
2586801.74000000
PA
USD
1849563.24000000
0.067354257895
Long
ABS-CBDO
CORP
KY
N
3
2026-04-16
Floating
5.87225160
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC 3.096000% 05/04/2023
345397XZ1
448000.00000000
PA
USD
455504.00000000
0.016587772304
Long
DBT
CORP
US
N
2
2023-05-04
Fixed
3.09600000
N
N
N
N
N
N
ITT HOLDINGS LLC
549300TH2PHOLK31LB42
ITT HOLDINGS LLC 144A 6.500000% 08/01/2029
45074JAA2
4175000.00000000
PA
USD
4042402.00000000
0.147209341609
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
6.50000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC.
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC 144A 9.000000% 12/15/2025
91911KAP7
3430000.00000000
PA
USD
3579891.00000000
0.130366400259
Long
DBT
NUSS
US
N
2
2025-12-15
Fixed
9.00000000
N
N
N
N
N
N
VIRTUSA CORPORATION
C77OMXDER63WLJCSKT03
AUSTIN BIDCO INC 144A 7.125000% 12/15/2028
92837TAA0
2365000.00000000
PA
USD
2427731.63000000
0.088409013961
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
7.12500000
N
N
N
N
N
N
ARTERA SERVICES, LLC
549300J2G34D0WX8Z443
ARTERA SERVICES LLC 144A 9.033000% 12/04/2025
73939VAA2
5629496.00000000
PA
USD
5657643.48000000
0.206030466972
Long
DBT
CORP
US
N
2
2025-12-04
Fixed
9.03300000
N
N
N
N
N
N
NGL ENERGY PARTNERS LP
5299005YSRP46BE8Z459
NGL ENERGY PARTNERS LP / NGL ENERGY FINANCE CORP 7.500000% 04/15/2026
62913TAP7
670000.00000000
PA
USD
557071.50000000
0.020286485298
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
BATH & BODY WORKS, INC.
GR3KVMWVCR54YWQNXU90
BATH & BODY WORKS INC 6.694000% 01/15/2027
501797AQ7
149000.00000000
PA
USD
167997.50000000
0.006117848093
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.69400000
N
N
N
N
N
N
XEROX HOLDINGS CORPORATION
5493000Y33XDVO2CXC18
XEROX HOLDINGS CORP 144A 5.500000% 08/15/2028
98421MAB2
442000.00000000
PA
USD
443480.70000000
0.016149928152
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.50000000
N
N
N
N
N
N
FIRSTENERGY CORP.
549300SVYJS666PQJH88
FIRSTENERGY CORP 4.400000% 07/15/2027
337932AH0
2742000.00000000
PA
USD
2931753.09000000
0.106763612856
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.40000000
N
N
N
N
N
N
GRAHAM PACKAGING 2/21 COV-LITE
N/A
GRAHAM PACKAGING 2/21 COV-LITE 8/4/2027
38469EAD5
540018.54000000
PA
USD
535444.58000000
0.019498912797
Long
LON
US
N
2
2027-08-04
Floating
3.75000120
N
N
N
N
N
N
FRONTIER COMMUNICATIONS PARENT, INC.
N/A
FRONTIER COMMUNICATIONS HOLDINGS LLC 144A 6.750000% 05/01/2029
35906ABG2
475000.00000000
PA
USD
488915.13000000
0.017804482184
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
6.75000000
N
N
N
N
N
N
AMERIGAS PARTNERS, L.P.
H36E1IF6YS0OBMHM6168
AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP 5.500000% 05/20/2025
030981AK0
500000.00000000
PA
USD
535000.00000000
0.019482722836
Long
DBT
CORP
US
N
2
2025-05-20
Fixed
5.50000000
N
N
N
N
N
N
EQT CORPORATION
4NT01YGM4X7ZX86ISY52
EQT CORP 6.625000% 02/01/2025
26884LAH2
2565000.00000000
PA
USD
2862899.10000000
0.104256205000
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
6.62500000
N
N
N
N
N
N
MADISON IAQ LLC TL 1L
N/A
MADISON IAQ LLC TL 1L 6/21/2028
55759VAB4
442890.00000000
PA
USD
438766.69000000
0.015978261329
Long
LON
US
N
2
2028-06-21
Floating
3.75000120
N
N
N
N
N
N
ALLIED UNIVERSAL HOLDCO LLC
98450038B4549046D794
ALLIED UNIVERSAL HOLDCO LLC/ALLIED UNIVERSAL FINAN 4.625000% 06/01/2028
019579AA9
258000.00000000
PA
USD
249615.00000000
0.009090055814
Long
DBT
NUSS
US
N
2
2028-06-01
Fixed
4.62500000
N
N
N
N
N
N
GRANITE US HOLDINGS CORPORATION
N/A
GRANITE US HOLDINGS CORP 144A 11.000000% 10/01/2027
38748YAA0
3575000.00000000
PA
USD
3886025.00000000
0.141514669181
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
11.00000000
N
N
N
N
N
N
LOCKWOOD GROVE CLO LTD
N/A
LWCLO 2014-1-A SUB LOCKWWOD GROVE CLO LTD
54008QAC5
4865000.00000000
PA
USD
3454150.00000000
0.125787377732
Long
ABS-CBDO
CORP
KY
N
3
2030-01-25
Variable
0.00000000
N
N
N
N
N
N
GULFPORT ENERGY OPERATING CORPORATION
549300FJX18IDUFPHD40
GULFPORT ENERGY OPERATING CORP 144A 8.000000% 05/17/2026
402635AR7
3470000.00000000
PA
USD
3730250.00000000
0.135841919368
Long
DBT
CORP
US
N
2
2026-05-17
Fixed
8.00000000
N
N
N
N
N
N
FREEPORT LNG 11/21
N/A
FREEPORT LNG 11/21 11/17/2028
N/A
2672000.00000000
PA
USD
2644451.68000000
0.096301157265
Long
LON
US
N
2
2028-11-17
Floating
0.00000000
N
N
N
N
N
N
W. R. GRACE HOLDINGS LLC
N/A
WR GRACE HOLDINGS LLC 144A 4.875000% 06/15/2027
92943GAD3
325000.00000000
PA
USD
322460.94000000
0.011742835737
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
4.87500000
N
N
N
N
N
N
MEG Energy Corp.
5493002WXPTG5ZC1T326
MEG ENERGY CORP 144A 6.500000% 01/15/2025
552704AD0
745000.00000000
PA
USD
753381.25000000
0.027435360905
Long
DBT
NUSS
CA
N
2
2025-01-15
Fixed
6.50000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS, INC.
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYSTEMS INC 144A 6.000000% 01/15/2029
12543DBH2
440000.00000000
PA
USD
457600.00000000
0.016664100878
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
CONTINENTAL RESOURCES, INC.
XXRTID9RYWOZ0UPIVR53
CONTINENTAL RESOURCES INC/OK 144A 5.750000% 01/15/2031
212015AT8
2314000.00000000
PA
USD
2695300.92000000
0.098152898665
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.75000000
N
N
N
N
N
N
N/A
N/A
LIBERTY INTERACTIVE LLC 3.750000% 02/15/2030
530715AL5
3728190.32000000
PA
USD
2852065.59000000
0.103861688602
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.75000000
N
N
N
N
N
N
URBAN ONE, INC.
549300PLGIGPBRQUP240
URBAN ONE INC 144A 7.375000% 02/01/2028
91705JAC9
9901000.00000000
PA
USD
10081198.20000000
0.367119982044
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.37500000
N
N
N
N
N
N
AHP HEALTH PARTNERS, INC.
549300QMM8MQ6SM5KX05
AHP HEALTH PARTNERS INC 144A 5.750000% 07/15/2029
00150LAB7
276000.00000000
PA
USD
270480.00000000
0.009849882005
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.75000000
N
N
N
N
N
N
2021-11-30
SEI INSTITUTIONAL INVESTMENTS TRUST
Peter Rodriguez
Peter Rodriguez
CFO